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Multitimeframe

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
Yield Curve RegimesCurrently we are seeing equities and all other risk assets rallying to new all time high. But when will this stop? There are multiple risks/signals i am monitoring to stay at the right side of the macro trade. Macro is everything: “When you get the Big-Picture wrong you wont live long.” So lets go through a major risk that could be the catalyst for the next deeper correction Capital needs to begin to move BACK across the risk curve as the yield curve steepens. We don't know if the source of the the crash will be from bear steepening or bull steepening because its unclear if long end rates blowing out will be the source of the crash. If the Fed continues to make the policy error of being overly accommodative at this high level of nominal GDP + Inflation risk, the long end of the curve will price this. Simple: If the Fed is to lose the long end can move up to price the inflation risk, which could ultimately pull risk assets down. We have not seen this yet because the last inflation prints came in flat, but I expect these to come in higher over the next 6 months. This means watching long end rates and their potential drag on equities will be critical. We are not seeing this yet as the Russell is sitting at all time highs and capital continues to move into low quality factors. Look where the long end is moving + the attribution analysis for the move. → Down growth risk → Up Inflation risk + look what the 2s10s & the 10s30 are pricing and how these changes in the curve connect to the current yield curve regimes. You can get the Trading view Skript 100% free here
Pine Script®指標
由The-white-goat提供
EMA HeatmapEMA Heatmap — Indicator Description The EMA Order Heatmap is a visual trend-structure tool designed to show whether the market is currently trending bullish, trending bearish, or moving through a neutral consolidation phase. It evaluates the alignment of multiple exponential moving averages (EMAs) at three different structural layers: short-term daily, medium-term daily, and weekly macro trend. This creates a quick and intuitive picture of how well price movement is organized across timeframes. Each layer of the heatmap is scored from bearish to bullish based on how the EMAs are stacked relative to each other. When EMAs are in a fully bullish configuration, the row displays a bright green or lime color. Fully bearish alignment is shown in red. Yellow tones appear when the EMAs are mixed or compressing, indicating uncertainty, trend exhaustion, or a change in market character. The three rows combined offer a concise view of whether strength or weakness is isolated to one timeframe or broad across the market. This indicator is best used as a trend filter before making trading decisions. Traders may find more consistent setups when the majority of the heatmap supports the direction of their trade. Green-dominant conditions suggest a trending bullish environment where long trades can be favored. Red-dominant conditions indicate bearish momentum and stronger potential for short opportunities. When yellow becomes more prominent, the market may be transitioning, ranging, or gearing up for a breakout, making timing more challenging and risk higher. • Helps quickly identify directional bias • Highlights when trends strengthen, weaken, or turn • Provides insight into whether momentum is supported by higher timeframes • Encourages traders to avoid fighting market structure It is important to recognize the limitations. EMAs are lagging indicators, so the heatmap may confirm a trend after the initial move is underway, especially during fast reversals. In sideways or low-volume environments, the structure can shift frequently, reducing clarity. This tool does not generate entry or exit signals on its own and should be paired with price action, momentum studies, or support and resistance analysis for precise trade execution. The EMA Order Heatmap offers a clean and reliable way to stay aligned with the broader market environment and avoid lower-quality trades in indecisive conditions. It supports more disciplined decision-making by helping traders focus on setups that match the prevailing structural trend.
Pine Script®指標
由Scatman_Jeff提供
Rolling Performance Metrics TableRolling Performance Metrics Table A clean, customizable table overlay that displays rolling performance metrics across multiple time periods. Perfect for quickly assessing price momentum and performance trends at a glance. FEATURES: - Displays performance across 5 time periods: 1 Week, 3 Month, 6 Month, 1 Year, and 2 Year - Shows historical price at the start of each period - Calculates both absolute price change and percentage change - Color-coded results: Green for positive performance, Red for negative performance - Fully transparent design with no background or borders - text floats cleanly over your chart - Customizable table position (9 placement options) DISPLAY COLUMNS: 1. Period - The lookback timeframe 2. Price - The historical price at the start of the period 3. Change (Value) - Absolute price change from the period start 4. Change (%) - Percentage return over the period CUSTOMIZATION: - Adjust the number of bars for each period (default: 1 Week = 5 bars, 3 Month = 63 bars, 6 Month = 126 bars, 1 Year = 252 bars, 2 Year = 504 bars) - Choose from 9 table positions: Top, Middle, Bottom combined with Left, Center, Right - Default position: Middle Left USAGE: Perfect for traders who want to quickly assess momentum across multiple timeframes. The transparent overlay design ensures minimal obstruction of chart analysis while providing critical performance data at a glance. NOTE: - The table only appears on the last bar of your chart - Customize bar counts in settings to match your specific timeframe needs (e.g., daily vs hourly charts) - "N/A" appears when historical data is insufficient for the selected period
Pine Script®指標
由bobmcallan提供
TTM Squeeze Pro - IntradayTTM Squeeze Pro – Intraday (AI MTF Edition) Design Rationale This indicator is built to help traders identify when markets are consolidating, when volatility is building (squeeze), and when a breakout or trend is starting — all across multiple timeframes. The design combines three powerful ideas: Volatility Compression & Expansion (TTM Squeeze Logic): By comparing Bollinger Bands (BB) and Keltner Channels (KC), the indicator detects when volatility contracts (BB inside KC). These moments often precede explosive moves. White dots on the BB basis line mark these “squeeze” periods. Trend Strength & Direction (ADX System): The ADX (Average Directional Index) measures how strong a trend is. ADX rising above the threshold → trending market. ADX falling below the threshold → consolidation. The system classifies each bar as Trending Up, Trending Down, Consolidating, or Neutral, depending on ADX and momentum direction. Multi-Timeframe (MTF) Alignment: The same logic is applied to several timeframes (1m, 3m, 5m, 15m, 30m, 1h). A compact table at the top-right shows each timeframe’s trend and squeeze strength. This helps traders see whether short-term and higher timeframes are aligned, improving trade confidence and timing. The AI Enhancer automatically adjusts all parameters (ADX, BB, KC lengths, and thresholds) depending on the current chart timeframe, keeping signals consistent between scalping and swing trading setups. Trend and squeeze strengths are normalized on a 1–9 scale, giving users a quick numerical sense of trend power and squeeze intensity. The design emphasizes clarity, speed, and adaptability — critical for intraday trading decisions. How to Use Identify a Squeeze Setup: Look for white dots on the chart — this marks low volatility and potential energy buildup. Wait for Breakout Confirmation: When the white dots disappear, volatility expands. Check the MTF table — if multiple timeframes show green (uptrend) or red (downtrend) in the “TR” column, momentum is aligning. Enter the Trade: Go long if breakout happens above BB basis and most timeframes show green. Go short if breakout happens below BB basis and most timeframes show red. Exit or Manage Position: When new white dots appear → volatility contracting again → consider exiting or tightening stops. If MTF colors become mixed → trend losing strength. In Summary The TTM Squeeze Pro – Intraday AI MTF Indicator blends volatility analysis, trend strength, momentum, and multi-timeframe alignment into one adaptive tool. Its design aims to simplify complex market behavior into a visual, data-backed format — enabling traders to catch high-probability breakout trends early and avoid false moves during low-volatility phases.
Pine Script®指標
由Just-a-Trader提供
TRI - RSI & StochRSI Multi-TimeframeThis indicator displays RSI and Stochastic RSI values across multiple timeframes in a clear, color-coded table format. FEATURES: Monitors 7 timeframes: 1m, 5m, 15m, 1h, 4h, 1D, 1W Color-coded cells: Green (oversold), Red (overbought), Orange/Blue (neutral) Direction indicators for RSI trend StochRSI K/D comparison indicators Customizable oversold/overbought levels Configurable table position and size ALERTS: RSI entering oversold/overbought zones StochRSI entering oversold/overbought zones StochRSI K/D crossovers (bullish and bearish)
Pine Script®指標
由riccardo_tempesta提供
MTF Supertrend Heatmap (D / 4H / 1H / 15m / 5m)MTF Supertrend Heatmap (D / 4H / 1H / 15m / 5m) A clean dashboard that tells you whether the same Supertrend (ATR Length, Multiplier) is BUY or SELL across five timeframes—all on one chart. Higher-TF values are fetched with request.security() and, when Confirm HTF bar close is ON, they do not repaint after that bar closes. Optional toggles let you plot the current-TF Supertrend line and show bar-anchored flip markers (BUY/SELL) for each timeframe. Includes alerts for ALL-TF alignment and MAJORITY (≥3/5) agreement. Timeframes and Supertrend parameters are fully configurable. Use the heatmap for quick confirmation, reduce noise by keeping markers off unless needed.
Pine Script®指標
由prasadmahajani提供
ema200 plus Description: This advanced indicator displays Exponential Moving Averages (EMA) across multiple timeframes to help traders identify trend direction and strength across different market perspectives. Key Features: Multi-Timeframe EMA Analysis: Plots 200-period EMA on four different timeframes: 30-minute, 1-hour, 4-hour, and Daily Each timeframe is displayed with distinct colors for easy visual identification Visual Elements: Chart Lines: Four colored EMA lines plotted directly on the price chart Price Labels: Clear labels showing each EMA's current value at the latest bar Color-coded Table: Comprehensive data table showing price position relative to each EMA Trend Identification: Bullish Signal: When price closes above an EMA (green background in table) Bearish Signal: When price closes below an EMA (dark background in table) Helps identify confluence when multiple timeframes align in direction Customizable Settings: Adjustable EMA length (default: 200 periods) Customizable line width and offset Flexible table positioning (top/middle/bottom, left/center/right) Configurable table cell size and text appearance Swing traders analyzing multiple timeframes Position traders looking for trend confirmation Technical analysts seeking confluence across time horizons This indicator provides a comprehensive view of market trends across different time perspectives, helping traders make more informed decisions based on multi-timeframe analysis. This indicator does not provide trading advice. It is for educational and informational purposes only. **指标名称：多时间框架200 EMA** **描述：** 这款高级指标在多个时间框架上显示指数移动平均线（EMA），帮助交易者识别不同市场视角下的趋势方向和强度。 **主要特点：** 1. **多时间框架EMA分析：** - 在四个不同时间框架上绘制200周期EMA：30分钟、1小时、4小时和日线 - 每个时间框架使用独特颜色显示，便于视觉识别 2. **视觉元素：** - **图表线：** 在价格图表上直接绘制四条彩色EMA线 - **价格标签：** 清晰显示最新K线处各EMA的当前值 - **颜色编码表格：** 综合数据表格显示价格相对于各EMA的位置 3. **趋势识别：** - **看涨信号：** 当价格收于EMA上方时（表格中显示绿色背景） - **看跌信号：** 当价格收于EMA下方时（表格中显示深色背景） - 帮助识别多个时间框架方向一致时的共振信号 4. **可自定义设置：** - 可调整EMA长度（默认：200周期） - 可自定义线宽和偏移量 - 灵活的表格定位（上/中/下，左/中/右） - 可配置表格单元格大小和文本外观 **适合人群：** - 分析多时间框架的摆动交易者 - 寻求趋势确认的头寸交易者 - 寻找不同时间维度共振信号的技术分析师
Pine Script®指標
由Backspace1998提供
VWAP Composites📊 VWAP Composite - Advanced Multi-Period Volume Weighted Average Price Indicator ═══════════════════════════════════════════════════════════════════ 🎯 OVERVIEW VWAP Composite is an advanced volume-weighted average price (VWAP) indicator that goes beyond traditional single-period VWAP calculations by offering composite multi-period analysis and unprecedented customization. This indicator solves a common problem traders face: traditional VWAP resets at arbitrary intervals (session start, day, week), but significant price action and volume accumulation often spans multiple periods. VWAP Composite allows you to anchor VWAP calculations to any timeframe—or combine multiple periods into a single composite VWAP—giving you a true representation of average price weighted by volume across the exact periods that matter to your analysis. ═══════════════════════════════════════════════════════════════════ ⚙️ HOW IT WORKS - CALCULATION METHODOLOGY 📌 CORE VWAP CALCULATION The indicator calculates VWAP using the standard volume-weighted formula: • Typical Price = (High + Low + Close) / 3 • VWAP = Σ(Typical Price × Volume) / Σ(Volume) This calculation is performed across user-defined time periods, ensuring each bar's contribution to the average is proportional to its trading volume. 📌 STANDARD DEVIATION BANDS The indicator calculates volume-weighted standard deviation to measure price dispersion around the VWAP: • Variance = Σ / Σ(Volume) • Standard Deviation = √Variance • Upper Band = VWAP + (StdDev × Multiplier) • Lower Band = VWAP - (StdDev × Multiplier) These bands help identify overbought/oversold conditions relative to the volume-weighted mean, with high-volume price excursions having greater impact on band width than low-volume moves. 📌 COMPOSITE PERIOD METHODOLOGY (Auto Mode) Unlike traditional VWAP that resets at fixed intervals, Auto Mode creates composite VWAPs by combining the current period with N previous periods: • Period Span = 1: Current period only (standard VWAP behavior) • Period Span = 2: Current period + 1 previous period combined • Period Span = 3: Current period + 2 previous periods combined • And so on... Example: A 3-period Weekly composite VWAP calculates from the start of 2 weeks ago through the current week's end, creating a single VWAP that represents 21 days of continuous price and volume data. This provides context about where price stands relative to the volume-weighted average over multiple weeks, not just the current week. ═══════════════════════════════════════════════════════════════════ 🔧 KEY FEATURES & ORIGINALITY ✅ DUAL OPERATING MODES 1️⃣ MANUAL MODE (5 Independent VWAPs) Define up to 5 separate VWAP calculations with custom start/end times: • Perfect for anchoring VWAP to specific events (earnings, Fed announcements, major reversals) • Each VWAP has independent color settings for lines and deviation band backgrounds • Individual control over calculation extension and visual extension (explained below) • Useful for tracking multiple institutional accumulation/distribution zones simultaneously 2️⃣ AUTO MODE (Composite Period VWAP) Automatically calculates VWAP across combined time periods: • Supported periods: Daily, Weekly, Monthly, Quarterly, Yearly • Configurable period span (1-20 periods) • Always up-to-date, recalculates on each new bar • Ideal for systematic analysis across consistent timeframes ✅ DUAL EXTENSION SYSTEM (Manual Mode Innovation) Most VWAP indicators only offer "on/off" for extending calculations. This indicator provides two distinct extension options: 🔹 EXTEND CALCULATION TO CURRENT BAR When enabled, continues including new bars in the VWAP calculation after the defined end time. The VWAP value updates dynamically as new volume enters the market. Use case: You anchored VWAP to a major low 3 weeks ago. You want the VWAP to continue evolving with new volume data to track ongoing institutional positioning. 🔹 EXTEND VISUAL LINE ONLY When enabled (and calculation extension is disabled), projects the "frozen" VWAP value forward as a reference line. The VWAP value remains fixed at what it was at the end time, but the line and deviation bands visually extend to current price. Use case: You want to see how price is behaving relative to the VWAP that existed at a specific point in time (e.g., "Where is price now vs. the 5-day VWAP that existed at last Friday's close?"). This dual system gives you unprecedented control over whether you're tracking a "living" VWAP that incorporates new data or using historical VWAP levels as static reference points. ✅ CUSTOMIZABLE STANDARD DEVIATION BANDS • Adjustable multiplier (0.1 to 5.0) • Independent background colors with opacity control for each VWAP • Dashed band lines for easy visual distinction from main VWAP • Bands extend when visual extension is enabled, maintaining zone visibility ✅ COMPREHENSIVE LABELING SYSTEM Each VWAP displays: • Current VWAP value • Upper deviation band value (High) • Lower deviation band value (Low) • Extension status indicator (Calc Extended / Visual Extended) • Color-coded for quick identification ═══════════════════════════════════════════════════════════════════ 📖 HOW TO USE THIS INDICATOR 🎯 SCENARIO 1: EVENT-ANCHORED VWAP (Manual Mode) Use case: A stock gaps down 15% on earnings and you want to track where institutions are positioning during the recovery. Setup: 1. Switch to Manual Mode 2. Enable VWAP 1 3. Set Start Time to the earnings gap bar 4. Set End Time to current time (or leave far in future) 5. Enable "Extend Calculation to Current Bar" 6. Watch how price respects the VWAP as a dynamic support/resistance Interpretation: • Price above VWAP = buyers in control since the event • Price testing VWAP from above = potential support • Volume-weighted standard deviation bands show normal price range • Price outside bands = potential exhaustion/mean reversion setup 🎯 SCENARIO 2: MULTI-WEEK INSTITUTIONAL ACCUMULATION ZONE (Auto Mode) Use case: You trade swing setups and want to identify where institutions have been accumulating over the past 3 weeks. Setup: 1. Switch to Auto Mode 2. Select "Weekly" period type 3. Set Period Span to 3 4. Enable standard deviation bands Interpretation: • 3-week composite VWAP shows the true average institutional entry • Price bouncing off VWAP repeatedly = strong support (institutions defending their average) • Price breaking below VWAP on high volume = potential distribution • Deviation bands contracting = consolidation; expanding = volatility increase 🎯 SCENARIO 3: COMPARING MULTIPLE TIME HORIZONS (Manual Mode) Use case: You want to see short-term vs medium-term vs long-term VWAP alignments. Setup: 1. Switch to Manual Mode 2. VWAP 1: Last 5 trading days (blue) 3. VWAP 2: Last 10 trading days (orange) 4. VWAP 3: Last 20 trading days (purple) 5. Enable "Extend Calculation" for all 6. Set different background colors for visual separation Interpretation: • All VWAPs aligned upward = strong trend across all timeframes • Price between VWAPs = finding equilibrium between different trader timeframes • Short-term VWAP crossing long-term VWAP = momentum shift • Price rejecting at higher-timeframe VWAP = that timeframe's traders defending their average 🎯 SCENARIO 4: HISTORICAL VWAP REFERENCE LEVELS (Manual Mode) Use case: You want to see where the 1-month VWAP was at each month-end as static reference levels. Setup: 1. Switch to Manual Mode 2. VWAP 1: Set to last month's start/end dates 3. VWAP 2: Set to 2 months ago start/end dates 4. VWAP 3: Set to 3 months ago start/end dates 5. Disable "Extend Calculation" 6. Enable "Extend Visual Line Only" Interpretation: • Each VWAP represents the volume-weighted average for that complete month • These become static support/resistance levels • Price returning to old monthly VWAPs = institutional memory/gap fill behavior • Useful for identifying longer-term value areas ═══════════════════════════════════════════════════════════════════ 🎨 CUSTOMIZATION OPTIONS GENERAL SETTINGS • Show/hide labels • Line style: Solid, Dashed, or Dotted • Standard deviation multiplier (impacts band width) • Toggle standard deviation bands on/off MANUAL MODE (Per VWAP) • Custom start and end times • Line color picker • Background color picker (with transparency control) • Extend calculation option • Extend visual option • Show/hide individual VWAPs AUTO MODE • Period type selection (Daily/Weekly/Monthly/Quarterly/Yearly) • Period span (1-20 periods) • Line color • Background color (with transparency control) ═══════════════════════════════════════════════════════════════════ 💡 TRADING APPLICATIONS ✓ Mean Reversion: Use deviation bands to identify stretched prices likely to return to VWAP ✓ Trend Confirmation: Price sustained above VWAP = bullish bias; below = bearish bias ✓ Support/Resistance: VWAP often acts as dynamic S/R, especially on higher volume periods ✓ Institutional Positioning: Multi-day/week VWAPs show where large players have established positions ✓ Entry Timing: Wait for pullbacks to VWAP in trending markets ✓ Stop Placement: Use VWAP ± standard deviation as volatility-adjusted stop levels ✓ Breakout Confirmation: Breakouts from consolidation with price reclaiming VWAP = stronger signal ✓ Multi-Timeframe Analysis: Compare short vs long-period VWAPs to gauge momentum alignment ═══════════════════════════════════════════════════════════════════ ⚠️ IMPORTANT NOTES • The indicator redraws on each bar to maintain accurate visual representation (uses `barstate.islast`) • Maximum lookback is limited to 5000 bars for performance optimization • Time range calculations work across all timeframes but are most effective on intraday to daily charts • Standard deviation bands assume volume-weighted distribution; extreme events may violate assumptions • Auto mode always calculates to current bar; use Manual mode for fixed historical periods ═══════════════════════════════════════════════════════════════════ This indicator is open-source. Feel free to examine the code, learn from it, and adapt it to your needs.
Pine Script®指標
由benb1122提供
Trappin Previous Timeframe LevelsTrappin Previous Timeframe Levels (Trappin PTL) Overview Trappin PTL is a comprehensive multi-timeframe support and resistance indicator that displays key price levels from multiple timeframes on a single chart. This indicator helps traders identify critical price zones where reversals or breakouts are likely to occur, making it ideal for both intraday and swing trading strategies. 💡 Origin Story I got tired of manually drawing these lines that I learned from watching Wallstreet Trapper on Trappin Tuesdays YouTube live streams. After repeatedly marking the same previous timeframe levels on every chart, I decided to automate the process. Hope it helps you as much as it helps me! Key Features 📊 Multiple Timeframe Levels The indicator tracks and displays high/low levels from: Previous Hour (PHH/PHL) - Purple lines Previous Day (PDH/PDL) - Green lines Previous Week (PWH/PWL) - Yellow lines Previous Month (PMH/PML) - Blue lines All-Time High (ATH) - Red line 52-Week High - Orange line 🎨 Fully Customizable Colors - Change the color of each timeframe independently Line Styles - Choose between Solid, Dashed, or Dotted lines Line Widths - Adjust thickness from 1-4 pixels All settings organized in intuitive groups for easy access 📍 Smart Line Extension Lines extend back to show when the level was established Lines project forward to show current relevance Historical context helps identify key support/resistance zones 🏷️ Clear Price Labels Each level displays its exact price value (no currency symbols) Labels positioned horizontally to avoid overlap Adaptive text color for visibility on any chart theme (dark or light mode) Why "Trappin"? The name is a tribute to Wallstreet Trapper and his Trappin Tuesdays YouTube live streams, where I learned the importance of marking previous timeframe levels. The name also reflects the indicator's purpose: identifying price levels where traders often get "trapped" - whether it's bulls getting trapped below resistance or bears getting trapped above support. These levels represent zones where significant order flow and liquidity exist, making them prime areas for reversals or breakouts. Credits Created by resoh Inspired by Wallstreet Trapper and Trappin Tuesdays YouTube live streams This indicator is provided for educational and informational purposes. Always practice proper risk management and conduct your own analysis before making trading decisions. Version History v1.0 - Initial Release Multi-timeframe high/low levels All-time high tracking 52-week high tracking Fully customizable colors, styles, and widths Adaptive labels with price display Smart line extension showing historical context
Pine Script®指標
由resoh提供
DayFlow VWAP Relay Forex Majors StrategySummary in one paragraph DayFlow VWAP Relay is a day-trading strategy for major FX pairs on intraday timeframes, demonstrated on EURUSD 15 minutes. It waits for alignment between a daily anchored VWAP regime check, residual percentiles, and lower-timeframe micro flow before suggesting trades. The originality is the fusion of daily VWAP residual percentiles with a live micro-flow score from 1 minute data to switch between fade and breakout behavior inside the same session. Add it to a clean chart and use the markers and alerts. Scope and intent • Markets: Major FX pairs such as EURUSD, GBPUSD, USDJPY, AUDUSD, USDCHF, USDCAD • Timeframes: One minute to one hour • Default demo in this publication: EURUSD on 15 minutes • Purpose: Reduce false starts by acting only when context, location and micro flow agree • Limits: This is a strategy. Orders are simulated on standard candles only Originality and usefulness • Core novelty: Residual percentiles to daily anchored VWAP decide “balanced versus expanding day”. A separate 1 minute micro-flow score confirms direction, so the same model fades extremes in balance and rides range breaks in expansion • Failure modes addressed: Chop fakeouts and unconfirmed breakouts are filtered by the expansion gate and micro-flow threshold • Testability: Every input is exposed. Bands, background regime color, and markers show why a suggestion appears • Portable yardstick: Stops and targets are ATR multiples converted to ticks, which transfer across symbols • Open source status: No reused third-party code that requires attribution Method overview in plain language The day is anchored with a VWAP that updates from the daily session start. Price minus VWAP is the residual. Percentiles of that residual measured over a rolling window define location extremes for the current day. A regime score compares residual volatility to price volatility. When expansion is low, the day is treated as balanced and the model fades residual extremes if 1 minute micro flow points back to VWAP. When expansion is high, the model trades breakouts outside the VWAP bands if slope and micro flow agree with the move. Base measures • Range basis: True Range smoothed by ATR for stops and targets, length 14 • Return basis: Not required for signals; residuals are absolute price distance to VWAP Components • Daily Anchor VWAP Bands. VWAP with standard-deviation bands. Slope sign is used for trend confirmation on breakouts • Residual Percentiles. Rolling percentiles of close minus VWAP over Signal length. Identify location extremes inside the day • Expansion Ratio. Standard deviation of residuals divided by standard deviation of price over Signal length. Classifies balanced versus expanding day • Micro Flow. Net up minus down closes from 1 minute data across a short span, normalized to −1..+1. Confirms direction and avoids fades against pressure • Session Window optional. Restricts trading to your configured hours to avoid thin periods • Cooldown optional. Bars to wait after a position closes to prevent immediate re-entry Fusion rule Gating rather than weighting. First choose regime by Expansion Ratio versus the Expansion gate. Inside each regime all listed conditions must be true: location test plus micro-flow threshold plus session window plus cooldown. Breakouts also require VWAP slope alignment. Signal rule • Long suggestion on balanced day: residual at or below the lower percentile and micro flow positive above the gate while inside session and cooldown is satisfied • Short suggestion on balanced day: residual at or above the upper percentile and micro flow negative below the gate while inside session and cooldown is satisfied • Long suggestion on expanding day: close above the upper VWAP band, VWAP slope positive, micro flow positive, session and cooldown satisfied • Short suggestion on expanding day: close below the lower VWAP band, VWAP slope negative, micro flow negative, session and cooldown satisfied • Positions flip on opposite suggestions or exit by brackets What you will see on the chart • Markers on suggestion bars: L for long, S for short • Exit occurs on reverse signal or when a bracket order is filled • Reference lines: daily anchored VWAP with upper and lower bands • Optional background: teal for balanced day, orange for expanding day Inputs with guidance Setup • Signal length. Residual and regime window. Typical 40 to 100. Higher smooths, lower reacts faster Micro Flow • Micro TF. Lower timeframe used for micro flow, default 1 minute • Micro span bars. Count of lower-TF bars. Typical 5 to 20 • Micro flow gate 0..1. Minimum absolute flow. Raising it demands stronger confirmation and reduces trade count VWAP Bands • VWAP stdev multiplier. Band width. Typical 0.8 to 1.6. Wider bands reduce breakout frequency and increase fade distance • Expansion gate 0..3. Threshold to switch from fades to breakouts. Raising it favors fades, lowering it favors breakouts Sessions • Use session filter. Enable to trade only inside your window • Trade window UTC. Default 07:00 to 17:00 Risk • ATR length. Stop and target basis. Typical 10 to 21 • Stop ATR x. Initial stop distance in ATR multiples • Target ATR x. Profit target distance in ATR multiples • Cooldown bars after close. Wait bars before a new entry • Side. Both, long only, or short only View • Show VWAP and bands • Color bars by residual regime Properties visible in this publication • Initial capital 10000 • Base currency Default • request.security uses lookahead off everywhere • Strategy: Percent of equity with value 3. Pyramiding 0. Commission cash per order 0.0001 USD. Slippage 3 ticks. Process orders on close ON. Bar magnifier ON. Recalculate after order is filled OFF. Calc on every tick OFF. Using standard OHLC fills ON. Realism and responsible publication No performance claims. Past results never guarantee future outcomes. Fills and slippage vary by venue. Shapes can move while a bar forms and settle on close. Strategies must run on standard candles for signals and orders. Honest limitations and failure modes High impact news, session opens, and thin liquidity can invalidate assumptions. Very quiet days can reduce contrast between residuals and price volatility. Session windows use the chart exchange time. If both stop and target are touched within a single bar, TradingView’s standard OHLC price-movement model decides the outcome. Expect different behavior on illiquid pairs or during holidays. The model is sensitive to session definitions and feed time. Past results never guarantee future outcomes. Legal Education and research only. Not investment advice. You are responsible for your decisions. Test on historical data and in simulation before any live use. Use realistic costs.
Pine Script®策略
由exlux提供
Choppiness Index | CipherDecodedThe Choppiness Index is a multi-timeframe regime indicator that measures whether price action is trending or consolidating. This recreation was inspired by the Choppiness Index chart from Checkonchain, with full credit to their team for the idea. 🔹 How It Works CI = 100 * log10( SUM(ATR(1), n) / (highest(high, n) – lowest(low, n)) ) / log10(n) Where: n – lookback length (e.g. 14 days / 10 weeks / 10 months) ATR(1) – true-range of each bar SUM(ATR(1), n) – total true-range over n bars highest(high, n) and lowest(low, n) – price range over n bars Low values → strong trend High values → sideways consolidation Below is a simplified function used in the script for computing CI on any timeframe: f_ci(_n) => _tr = ta.tr(true) _sum = math.sum(_tr, _n) _hh = ta.highest(high, _n) _ll = ta.lowest(low, _n) _rng = _hh - _ll _rng > 0 ? 100 * math.log10(_sum / _rng) / math.log10(_n) : na Consolidation Threshold — 50.0 Trend Threshold — 38.2 When Weekly CI < Trend Threshold, a trending zone (yellow) appears. When Weekly CI > Consolidation Threshold, a consolidation zone (purple) appears. Users can toggle either background independently. 🔹 Example Background Logic bgcolor(isTrend and Trend ? color.new(#f3e459, 50) : na, title = "Trending", force_overlay = true) bgcolor(isConsol and Cons ? color.new(#974aa5, 50) : na, title = "Consolidation", force_overlay = true) 🔹 Usage Tips Observe the Weekly CI for regime context. Combine with price structure or trend filters for signal confirmation. Low CI values (< 38) indicate strong trend activity — the market may soon consolidate to reset. High CI values (> 60) reflect sideways or range-bound conditions — the market is recharging before a potential new trend. 🔹 Disclaimer This indicator is provided for educational purposes. No trading outcomes are guaranteed. This tool does not guarantee market turns or performance; it should be used as part of a broader system. Use responsibly and perform your own testing. 🔹 Credits Concept origin — Checkonchain Choppiness Index
Pine Script®指標
由CipherDecoded提供
Liquidity Swap Detector Ultimate - Cedric JeanjeanAdvanced Smart Money Concepts indicator designed to detect high-probability liquidity sweeps and institutional order flow reversals. This professional-grade tool combines multiple ICT (Inner Circle Trader) strategies to identify optimal entry points. ═══════════════════════════════════════════════════════ 📊 KEY FEATURES: ✅ Smart Swing Detection - Identifies confirmed swing highs and lows using adaptive lookback periods - Eliminates false signals through double-confirmation logic - Detects liquidity grabs at key market structure points ✅ Fair Value Gap (FVG) Analysis - Multi-timeframe FVG detection for enhanced accuracy - Filters imbalances by minimum size threshold - Combines current timeframe and higher timeframe FVGs ✅ Advanced Volatility Filter - ATR-based volatility analysis to avoid low-quality setups - Adjustable volatility threshold (default 0.35%) - Ensures entries during optimal market conditions ✅ Precision Signal Generation - LONG signals: Confirmed swing lows + FVG + volatility confirmation - SHORT signals: Confirmed swing highs + FVG + volatility confirmation - Clear visual markers with price labels ✅ Comprehensive Alert System - Three alert types: Simple, Detailed, JSON (for webhooks) - Separate LONG/SHORT alert controls - Compatible with MT5 integration via webhooks - TradingView native alertcondition support ✅ Professional Dashboard - Real-time ATR monitoring - Volatility percentage display - FVG status indicator - Alert status tracker ═══════════════════════════════════════════════════════ ⚙️ CUSTOMIZABLE PARAMETERS: 🔹 Lookback Swing (1-50): Defines swing detection sensitivity 🔹 ATR Multiplier: Controls wick filter strength 🔹 Volatility Filter: Minimum required market volatility (%) 🔹 FVG Filter: Minimum fair value gap size (%) 🔹 FVG Timeframe: Higher timeframe for multi-TF analysis 🔹 Visual Options: Toggle swing marks, FVG zones, labels 🔹 Alert Controls: Enable/disable LONG/SHORT notifications ═══════════════════════════════════════════════════════ 📈 HOW IT WORKS: 1. The indicator scans for confirmed swing points using a robust double-confirmation algorithm 2. Simultaneously analyzes Fair Value Gaps on both current and higher timeframes 3. Validates market volatility to ensure sufficient price movement 4. Generates precise entry signals when all conditions align 5. Triggers customizable alerts for instant notification ═══════════════════════════════════════════════════════ 🎯 BEST PRACTICES: - Use on liquid markets (Forex majors, indices, crypto) - Recommended timeframes: 15m, 1H, 4H - Combine with support/resistance for confirmation - Adjust lookback period based on market volatility - Test alert settings before live trading - Use JSON alerts for automated trading integration ═══════════════════════════════════════════════════════ ⚡ ALERT CONFIGURATION: 1. Click the Alert icon (bell) in TradingView 2. Select "Liquidity Swap Detector Ultimate - TITAN v6" 3. Choose your preferred alert condition: - LONG Signal: Only bullish setups - SHORT Signal: Only bearish setups - ANY Signal: All trading opportunities 4. Set expiration and notification preferences 5. For MT5 integration: Select "JSON" message type and configure webhook URL
Pine Script®指標
由cedric66410提供
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