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Smart HTF–LTF Sync AlertSmart HTF–LTF Sync Alert is a precision multi-timeframe alert system that synchronises higher-timeframe (HTF) structure with lower-timeframe (LTF) confirmation. It triggers alerts when price crosses the HTF open level with Z-pip precision, only if the previous HTF candle supports the direction. Built-in filters include session control, cooldown, one-per-HTF lock, and pause/resume mode. The script features an expiring signal panel, live dashboard, and webhook-ready alerts — ideal for intraday and swing traders seeking structured entries across timeframes.
Pine Script®指標
由docaguns提供
SSI-O - Super Strength Indicator (overlay) [Da_Prof]This is the overlay version of the Super Strength Indicator (SSI). The SSI is a combination of the money flow indicator (MFI), stochastic (Stoch) and relative strength index (RSI). These indicators are averaged together with weightings tested via months of backtesting to produce the SSI algorithm that is not just a simple average or summation of these indicators. The SSI is a sensitive indicator that detects exhaustion of momentum for all assets. The overlay version of the SSI shows triangles above/below the price when there is high/low risk. The high risk is colored purple. The extreme high risk is colored red. The low risk is colored blue/green and the extreme low risk is colored green. Weightings of each into the indicator can be changed. If changing the weighting, it is best to ensure the percentages add up to 300%. For example, if changing the RSI weight to 120%, it is best to drop the MFI and Stoch to 90% each. The RSI SMA is default set at 1. This means the indicator uses the RSI with no smoothing. If changing to greater than 1, then the indicator uses the moving average smoothed RSI. The default for the Stoch is to use the K only. The D can be used by changing the weightings.
Pine Script®指標
由Da_Prof提供
1
SSI - Super Strength Indicator [Da_Prof]The Super Strength Indicator (SSI) is a combination of the money flow indicator (MFI), stochastic (Stoch) and relative strength index (RSI). These indicators are averaged together with weightings tested via months of backtesting to produce the SSI algorithm that is not just a simple average or summation of these indicators. The SSI is a sensitive indicator that detects exhaustion of momentum for all assets. The SSI shows background colors when there is high/low risk. The high risk is colored purple. The extreme high risk is colored red. The low risk is colored blue/green and the extreme low risk is colored green. Weightings of each into the indicator can be changed. If changing the weighting, it is best to ensure the percentages add up to 300%. For example, if changing the RSI weight to 120%, it is best to drop the MFI and Stoch to 90% each. The RSI SMA is default set at 1. This means the indicator uses the RSI with no smoothing. If changing to greater than 1, then the indicator uses the moving average smoothed RSI. The default for the Stoch is to use the K only. The D can be used by changing the weightings.
Pine Script®指標
由Da_Prof提供
2
Smart Weekly Lines — Clean & Scroll-Proof (Pine v6)Because your chart deserves structure. Elegant weekly dividers that stay aligned, scroll smoothly, and project future weeks using your wished UTC offset. Smart Weekly Lines draws precise, full-height vertical lines marking each new week — perfectly aligned to your local UTC offset. It stays clean, smooth, and consistent no matter how far you scroll. Features • Accurate weekly boundaries based on your local UTC offset (supports half-hour zones like India +5.5) • Clean, full-height lines that never cut off with zoom or scroll • Adjustable color, opacity, width, and style (solid, dashed, dotted) • Future week projection for planning and alignment • Optional visibility: show only on Daily and Intraday charts Works with any market — stocks, crypto, forex, or futures. Built for traders who value clarity, structure, and precision. Developed collaboratively with the assistance of ChatGPT under my direction and testing.
Pine Script®指標
由pgianpy提供
Squeeze Momentum MACDSqueeze Momentum MACD 🧠 Description Squeeze Momentum MACD combines the concept of market volatility compression (the “squeeze”) from Bollinger Bands (BB) and Keltner Channels (KC) with a MACD-style momentum oscillator to reveal potential breakout phases. The indicator first calculates: BB Width = Upper Band − Lower Band KC Width = Upper Band − Lower Band Then it computes their difference: Δ = BB Width − KC Width When Δ > 0 → BB width is greater than KC width → volatility is expanding → potential momentum breakout. When Δ < 0 → BB is inside KC → volatility is compressing → potential squeeze phase before expansion. This Δ value is then processed through a MACD-style calculation: MACD Line = EMA(fast) − EMA(slow) Signal Line = EMA(MACD, signal length) Histogram = MACD − Signal The result is a visual momentum oscillator that behaves like MACD but measures volatility expansion instead of price direction. 🔹 Features: Dynamic 4-color MACD & Signal lines (positive/negative + rising/falling) Optional display of raw BB & KC widths Fully adjustable parameters for BB, KC, and MACD Works on all timeframes and instruments 🔹 Ideal For: Detecting market squeezes and breakout momentum Timing entries before volatility expansion Integrating volatility and momentum into a single framework
Pine Script®指標
由Hay_C提供
Jensen Alpha RS🧠 Jensen Alpha RS (J-Alpha RS) Jensen Alpha RS is a quantitative performance evaluation tool designed to compare multiple assets against a benchmark using Jensen’s Alpha — a classic risk-adjusted return metric from modern portfolio theory. It helps identify which assets have outperformed their benchmark on a risk-adjusted basis and ranks them in real time, with optional gating and visual tools. 📊 ✨ Key Features • 🧩 Multi-Asset Comparison: Evaluate up to four assets simultaneously. • 🔀 Adaptive Benchmarking: TOTALES mode uses CRYPTOCAP:TOTALES (total crypto market cap ex-stablecoins). Dynamic mode automatically selects the strongest benchmark among BTC, ETH, and TOTALES based on rolling momentum. • 📐 Jensen’s Alpha Calculation: Uses rolling covariance, variance, and beta to estimate α, showing how much each asset outperformed its benchmark. • 📈 Z-Score & Consistency Metrics: Z-Score highlights statistical deviations in alpha; Consistency % shows how often α has been positive over a chosen window. • 🚦 Trend & Zero Gates: Optional filters that require assets to be above EMA (trend) and/or have α > 0 for confirmation. • 🏆 Leaders Board Table: Displays α, Z, Rank, Consistency %, and Gate ✓/✗ for all assets in a clear visual layout. • 🔔 Dynamic Alerts: Get notified whenever the top alpha leader changes on confirmed (non-repainting) data. • 🎨 Visual Enhancements: Smooth α with an SMA or color bars by the current top-performing asset. 🧭 Typical Use Cases • 🔄 Portfolio Rotation & Relative Strength: Identify which assets consistently outperform their benchmark to optimize capital allocation. • 🧮 Alpha Persistence Analysis: Gauge whether a trend’s performance advantage is statistically sustainable. • 🌐 Market Regime Insight: Observe how asset leadership rotates as benchmarks shift across market cycles. ⚙️ Inputs Overview • 📝 Assets (1–4): Select up to four tickers for evaluation. • 🧭 Benchmark Mode: Choose between static TOTALES or Dynamic auto-selection. • 📏 Alpha Settings: Adjustable lookback, smoothing, and consistency windows. • 🚦 Gates: Optional trend and alpha filters to refine results. • 🖥️ Display: Enable/disable table and customize colors. • 🔔 Alerts: Toggle notifications on leadership changes. 🔎 Formula Basis Jensen’s Alpha (α) is estimated as: α = E − β × E where β = Cov(Ra, Rb) / Var(Rb), and Ra/Rb represent asset and benchmark returns, respectively. A positive α indicates outperformance relative to the risk-adjusted benchmark expectation. ✅ ⚠️ Disclaimer This script is for educational and analytical purposes only. It is NOT a signal. 🚫📉 It does not constitute financial advice, trading signals, or investment recommendations. 💬 The author is not responsible for any financial losses or trading decisions made based on this indicator. 🙏 Always perform your own analysis and use proper risk management. 🛡️
Pine Script®指標
由AriSai_TRW提供
Multi-Timeframe RSI Resonance Indicator (MTF RSI)Multi-Timeframe RSI Resonance Indicator (MTF RSI) This indicator combines RSI values across multiple timeframes (4H, 1H, 30M, 15M, and 5M) to identify potential resonance signals for oversold and overbought conditions. It's designed for traders looking to align higher timeframe trends with lower timeframe triggers on a 5-minute chart. Key Features: - Buy Signal : Triggers when RSI on 4H, 1H, 30M, and 15M is below the oversold threshold (default: 20), and 5M RSI crosses above it. Visualized with a green "Buy at " label below the bar. - Sell Signal : Triggers when RSI on 1H, 30M, and 15M is above the overbought threshold (default: 80), and 5M RSI crosses below it. Visualized with an orange "Sell at " label above the bar. - Information Table : Displays live RSI values and status for each timeframe in a sidebar table (e.g., ✓ for oversold confirmation on higher TFs). - Background Highlight : Subtle red tint when all timeframes are oversold. - Alerts : Built-in conditions for buy/sell notifications with entry price. How to Use: 1. Apply to a 5-minute chart for best results (as 5M acts as the trigger). 2. Customize thresholds via inputs: RSI Length (default: 14), Oversold (20), Overbought (80). 3. Use in conjunction with other analysis tools—higher timeframes provide confluence, while 5M offers entry timing. Important Disclaimer: This is for educational and informational purposes only. It does not constitute financial, investment, or trading advice. Past performance is not indicative of future results. Always conduct your own research and consider your risk tolerance before trading. The author is not responsible for any trading decisions or losses.
Pine Script®指標
由AltcoinPiooners提供
Ripster Labels + Air Gaps (v6)What it shows (on one chart) EMA Clouds (current timeframe) Plots EMA 8/12/21/34/50/200 with three cloud fills: 12–21 = “fast” cloud 34–50 = “mid” cloud 50–200 = “base” cloud Cloud color: green when the faster EMA is above the slower (bullish), red/maroon/orange when below (bearish). Toggle lines vs. clouds via A) EMA Clouds settings. MTF Rails (higher-TF EMAs) For three higher timeframes (defaults 30m / 60m / 240m), draws two EMAs each (defaults 34 & 50). These are stepline-like rails you can visually use as higher-TF supports/resistances. Configure in B) MTF Rails (turn on/off, change TFs/lengths/colors). Relative Volume Box (RVol) Small table (top-center) showing: Candle Vol (formatted K/M/B if enabled) RVol = current bar volume / SMA 20 of volume (as a %) Color scale: blue (<100%), yellow (100–150%), red (>150%). Settings in C) RVol Box. DTR vs ATR Box Daily True Range (DTR = day high − day low) vs ATR(14) on the daily timeframe, with DTR as % of ATR. Placed at top-right; toggle in D) DTR/ATR Box. Ripster Trend Label (10m 12/50) Looks at a separate timeframe (default 10m): EMA 12 vs EMA 50. Bottom-right table cell shows “10m Trend ↑/↓/Sideways” (green/red/gray). Configure in E) Ripster Trend Labels (TF and lengths). Air Gaps (single EMA per TF) Three horizontal, auto-extending lines showing an EMA from 30m / 60m / 240m (default length 12). “Air gaps” are the price spaces between these lines—often lighter-resistance zones for price. Start point logic: All Bars = draw from the chart’s left Start of Day = draw from today’s first bar Bars Offset = draw from N bars back (default 100) Settings in F) Air Gaps (TFs, length, draw-from, bars-back). Inputs & where to tweak A) EMA Clouds Show EMA Clouds: master toggle Source: close (default) Lengths: 8/12/21/34/50/200 Show EMA lines: toggle plotted lines (clouds remain) B) MTF Rails Show MTF Rails TF1/TF2/TF3 (defaults 30/60/240) EMA A/B (defaults 34/50) C) RVol Box Show box Format as K/M/B: K=1e3, M=1e6, B=1e9 D) DTR/ATR Box Show DTR/ATR ATR len: default 14 (daily) E) Ripster Trend Labels Show labels Trend TF: default 10 (10-minute) Trend EMA Fast/Slow: default 12/50 F) Air Gaps Show Air Gap lines TF1/TF2/TF3 (30/60/240) EMA length: default 12 Draw from: All Bars | Start of Day | Bars Offset Bars back: used if Draw from = Bars Offset How it makes decisions Cloud bias = sign of (faster EMA − slower EMA) for each cloud pair. Example: 12>21 → fast cloud is bullish (green); 34>50 → mid cloud bullish (teal). 10m trend label = sign of (EMA12−EMA50) on the Trend TF (default 10m). RVol = volume / sma(volume, 20); formatted as a percent and color-coded. Practical read of the screen Fast cloud flips (12/21) often mark short-term momentum changes; mid cloud flips (34/50) reflect swing bias. Air Gap lines from higher TFs frequently act as support/resistance. Larger spaces between lines = “air gaps” where price can move with less friction. RVol color tells you how “real” a move is: red/yellow often confirms momentum; blue warns of thin/liquidy bars. DTR vs ATR shows if today’s range is stretched vs recent norm. Design choices (why your prior errors are gone) Removed multiline ?: chains → replaced by if/else (Pine v6 is picky about line continuations). Moved fill() calls outside of local if blocks (Pine limitation). ta.change(time("D")) != 0 makes the if condition boolean. Declared G_drawFrom / G_barsBack before startX() so identifiers exist.
Pine Script®指標
由chandrashekar_thippani提供
ETH Smart Money Order Blocks Detector derek This script helps identify potential Order Blocks (institutional price zones) on the chart based on Breaks of Structure (BOS). It automatically highlights demand zones (green blocks) and supply zones (red blocks), making it easier to read institutional market flow. Ideal for traders using Smart Money Concepts (SMC) or market structure analysis. Compatible with any asset and timeframe. 🔹 Bullish OB = potential buy entry zone 🔹 Bearish OB = potential sell or resistance zone Author: Derek 🧠💹
Pine Script®指標
由ropasvansofficial提供
🔰BOT LÁ CHẮN ĐẦU TƯ🔰This hybrid strategy integrates the institutional focus of Smart Money Concepts (SMC) with the confirmation power of technical indicators. The approach begins with an SMC framework, identifying high-probability zones such as Order Blocks (OB), Fair Value Gaps (FVG), and liquidity pools. Traders first analyze market structure, watching for a Market Structure Shift (MSS) or Change of Character (CHoCH) to signal a potential shift in direction. Once price retraces into a key SMC zone (e.g., a bullish OB), the trader does not enter immediately. Instead, they seek confirmation from a specialized indicator, such as a proprietary tool developed by the 'La Chan Dau Tu' (Investment Shield) team. This custom indicator is specifically designed to validate SMC signals, filtering out low-probability trades. This dual-layer analysis is key: SMC provides the high-probability "where," while the team's indicator provides the "when," confirming momentum alignment before entry.
Pine Script®指標
由VinhQuyen_Trading提供
1
Volume Biased CandlesVolume Biased Candles This indicator visualizes the underlying volume polarity of price action by coloring candles based on directional volume bias over a rolling bucket of bars. Instead of reading price alone, each candle reflects whether buying or selling pressure has dominated within its recent volume structure — giving a more intuitive picture of volume sentiment beneath price movement. 🔹 How it works Bucket Size (n) → defines how many candles are aggregated to evaluate directional volume bias For each bucket, total up-volume and down-volume are compared to determine overall market pressure Volume Bias Score → a continuous ratio from -1 to +1, representing the relative dominance of buyers or sellers Candles are colored according to the active bias — green for positive (buying), red for negative (selling) 🔹 Use cases Visualize shifts in market control without needing divergence overlays Combine with delta divergence or price structure tools to validate entries and exits Simplify volume and price insights into an intuitive, single-chart visualization ✨ Volume Biased Candles transforms standard candles into a live sentiment gauge, revealing whether the dominant flow behind price movement is bullish or bearish.
Pine Script®指標
由bfoster238提供
SPY vs VIX SMA Slope Alignment (Adjustable Days)Use this on VIX Chart only. This indicator compares the SLOPE of the daily SMA of SPY, to the SLOPE of the Daily SMA to VIX When SPY and VIX are trending UP for the length of time that you define, you will get a GREEN ARROW on the VIX chart showing that the condition has been met. EXAMPLE: Set 3 day SMA for VIX and SPY THEN Set Look back time to 2 days ---IF SPY 3day SMA AND VIX 3day SMA are both ASCENDING during any 3 day lookback period, a green indicator arrow will be showing on the VIX Chart DO NOT Use this indicator on SPY Chart (SPY and VIX have different daily open/close times. This indicator DOES NOT work propertly on SPY Chart. But it DOES work properly on VIX chart. )
Pine Script®指標
由jmathews250提供
Gann Square Numbers S/R Levels This script can draw support and demand levels using Gann numbers of natural level. Functions: 1: Default levels draw from natural numbrers 1 to 100. 2. can change minimum and maximum numbers of natural number. e.g min 50 and max 60. it will draw levels from 50 to 60. 3. You can filter levels of natural number by even and odd. 4. you can draw decimal levels of natural numbers also. e.g if natural number is 50 1.you can draw gann number for 50.01, 50.02, 50.03 , 50.04.... 2. you can filter decimal points by odd, even, multiple of 3,5,10,20,25,50 also.
Pine Script®指標
由fmtanv提供
1
First 30M Candle Rule Ref / 5M EntriesThis strategy highlights and reacts to two key 30-minute candles on the Romanian market schedule — at 10:30 AM and 15:30 or 16:30 (depending on daylight saving time). It is designed to run on a 5-minute chart, using the 30-minute candles as reference points for potential entries. When each 30-minute candle closes, the script: Colors the background during that specific 30-minute period (green for the morning session, red for the afternoon session) Sends an alert confirming the candle’s closure Places a symbolic long trade after the 10:30 candle closes and a symbolic short trade after the afternoon candle closes (for backtesting purposes) This setup allows traders to test or automate strategies that rely on market reactions following key time-based candles, without plotting any extra lines on the chart.
Pine Script®策略
由danutz3llu提供
Asia Range Breakout Asia Range Breakout Description: Asia Range Breakout is a sophisticated, multi-filter trading tool designed to identify high-probability breakout opportunities during the core Asian trading session. By combining session-based range analysis with advanced confirmation filters like Heiken Ashi momentum, Ichimoku baseline trends, and EMA alignment, this indicator helps traders capture decisive moves while filtering out market noise. Tired of false breakouts? This system provides a structured framework to trade the Sydney and Tokyo sessions with precision and confidence. Key Features: Multi-Session Range Tracking: Monitors 6 distinct pre-defined Asian sessions (Sydney Box, Tokyo Pre-Open, Tokyo Launch, etc.). Dynamically plots High and Low boundaries for each session (Teal for Highs, Red for Lows). Individually toggleable sessions to focus on your preferred trading window. Smart Alert & Signal System: Generates alerts based on Heiken Ashi candle closings relative to session ranges. Dual-Size Signals: Differentiates between "Large" breakouts (outside the range) and "Small" signals (within the range). Configurable alert timeframe for confirmation candle closure.Built-in Sound Alerts for real-time notifications. Advanced Confirmation Filters: Heiken Ashi Momentum Filter: Ensures breakout candles have significant momentum, adjustable via a threshold multiplier. EMA 200 Filter: Confirms the breakout's alignment with the broader trend. Ichimoku Baseline (Kijun-sen) Filter: Uses a dynamic support/resistance level for additional confirmation. Ichimoku Baseline Divergence Filter: A unique feature that requires the baseline's slope to match the breakout direction (Bullish for buys, Bearish for sells). ATR Volatility Filter: (Optional) Ensures the breakout candle has sufficient range relative to recent market volatility. Visual Enhancements: Take-Profit Lines: Projects profit targets using ATR and connects consecutive alerts with a trendline. Heiken Ashi Overlay: Displays smoothed Heiken Ashi candles directly on the main chart for cleaner trend visualization. Divergence Trend Line: Visually plots the slope of the Ichimoku Baseline for quick trend assessment. Session Background Highlighter: Shades the active sessions for easy time reference. Comprehensive Debug Info Box: Provides real-time feedback on filter status, perfect for strategy validation and learning. Usage Instructions & Tips: 1. Initial Setup: Start simple! Apply the indicator to a 5-minute or 1-minute chart. Recommended Instruments: Forex: Major pairs like AUD/USD , USD/JPY or EUR/JPY. Indices: `NAS100` (Nasdaq), `US30` (Dow Jones), `JP225` (Nikkei 225). Commodities: `XAUUSD` (Gold). Initially, enable only the Sydney Box (00:30 - 03:15 UTC) as it is the most robust session, then explore others. 2. Interpreting the Signals: Large Green Arrow (Above Bar): A strong BUY signal. The Heiken Ashi candle closed above the session's High, and all enabled filters are confirmed. Small Green Arrow (Above Bar): A moderate BUY signal. The candle closed bullishly but within the session range. Large Red Arrow (Below Bar): A strong SELL signal. The Heiken Ashi candle closed below the session's Low, with filter confirmation. Small Red Arrow (Below Bar): A moderate SELL signal. The candle closed bearishly but within the session range. 3. Optimizing Your Strategy: Filter Tuning: The default filters are balanced. Adjust them based on your risk appetite: Increase the Heiken Ashi Threshold (e.g., to 0.2) for fewer, but stronger signals. Disable filters like ATR or Divergence if you find them too restrictive. The Power of Divergence: The Ichimoku Divergence filter is a powerful trend-confirmation tool. Pay close attention to it for the highest-quality signals. Use the Debug Box: Enable the "Show Debug Info Box" to see exactly why a signal did or did not trigger. This is invaluable for understanding the indicator's logic and avoiding bad trades. 4. Risk Management: The TP Lines provide a logical profit target based on market volatility. Consider using them for setting take-profit orders. Always use a stop-loss. A logical level is the opposite side of the session range (e.g., for a buy signal, place a stop below the session low). You're very welcome! I'm glad I could help you create a professional tool. Wishing you great success with your Trading! 🚀🚀🚀🚀🚀🚀🚀🚀🚀🚀🚀🚀🚀🚀🚀🚀🚀🚀
Pine Script®指標
由MahdiSalari8提供
AlphaFlow - Trend DetectorOVERVIEW AlphaFlow identifies and tracks large volume moves by combining volume analysis, price impact measurement, and conviction scoring to separate significant institutional moves from normal trading activity. Rather than just flagging high volume, this indicator evaluates whether large trades actually moved the market and assigns conviction levels based on multiple confirmation factors. WHAT MAKES THIS ORIGINAL This is not simply a volume indicator or volume-weighted price tracker. The originality lies in the multi-factor conviction scoring system that evaluates whether large volume moves represent genuine institutional conviction or just noise. Key Differentiators: - Combines volume ratio AND price impact (volume alone doesn't mean conviction) - Conviction scoring system that weighs trend alignment, follow-through, and volume persistence - Cumulative flow tracking that shows persistent directional pressure over time - Market regime detection (bullish/bearish/sideways) based on flow dynamics - Tiered signal system (EXTREME/HIGH/MEDIUM conviction) rather than binary signals This approach solves the problem of volume spikes that don't lead to meaningful price action, or price moves on low volume that don't persist. HOW IT WORKS 1. Whale Detection Engine: Volume Qualification: Compares current volume to a rolling average (default 50 bars). Whale activity requires volume to be at least 1.5x the average (adjustable). Price Impact Requirement: Volume alone isn't enough. The bar must also show significant price movement (default 0.1% minimum). This filters out high-volume consolidation where no one is actually committed to direction. Direction Identification: Bullish whale = close > open on high volume. Bearish whale = close < open on high volume. 2. Conviction Scoring System: The indicator doesn't just flag whale activity - it evaluates conviction through multiple factors: Base Conviction: Calculated from (volume_ratio × price_impact) / 10 This gives higher scores to moves with both exceptional volume AND large price swings. Trend Alignment Bonus (1.5x multiplier): Whale moves aligned with the 20-period EMA trend receive higher conviction scores. Institutional money tends to accumulate with the trend, not against it. Follow-Through Bonus (1.3x multiplier): After whale activity, does price continue in that direction over the next bars (default 3)? Genuine conviction shows persistence. Volume Persistence (1.2x multiplier): Is elevated volume sustained over multiple bars, or is it a one-time spike? The 3-bar average volume ratio above 1.5x indicates sustained interest. Conviction Levels: - EXTREME: Score > 15 (large whale emoji labels, highest confidence) - HIGH: Score > 8 (triangle signals, strong confidence) - MEDIUM: Score > 3 (small triangles, moderate confidence) - LOW: Score < 3 (not plotted to reduce noise) 3. Cumulative Flow Analysis: Rather than treating each whale move in isolation, the indicator tracks cumulative flow using an EMA of whale activity. This reveals persistent directional pressure. Flow Calculation: Each whale bar contributes (whale_strength × direction) to the flow. Strength is volume_ratio × price_impact_percent. Flow Momentum: Rate of change in the cumulative flow (5-bar change) Flow Acceleration: Second derivative (3-bar change of momentum) These metrics reveal whether whale activity is accelerating, decelerating, or reversing. 4. Market Regime Detection: Bullish Regime: Cumulative flow > 2 AND momentum positive Bearish Regime: Cumulative flow < -2 AND momentum negative Sideways Regime: Neither condition met The background color reflects the current regime, helping traders understand the broader context. 5. Flow Strength Meter: The main plot normalizes cumulative flow to a -100 to +100 scale based on the 100-bar range. This provides a consistent visual reference regardless of the asset or timeframe. Extreme levels at ±50 indicate particularly strong directional flow where reversals or consolidation become more likely. HOW TO USE IT Settings Configuration: Whale Detection Section: - Volume Average Period (default 50): Shorter periods make detection more sensitive to recent volume changes. Longer periods require more exceptional volume to trigger. - Whale Volume Multiplier (default 1.5): How much above average volume must be to qualify. Lower = more signals. Higher = only extreme moves. - Minimum Price Impact (default 0.1%): Filters out high-volume bars that didn't actually move price. Adjust based on asset volatility. Trend Analysis: - Trend Strength Period (default 20): EMA period for trend alignment bonus - Confirmation Bars (default 3): How many bars to check for follow-through Visual Settings: - Flow Strength Meter: Main plot showing normalized cumulative flow - Conviction Labels: Detailed labels showing volume ratio and price impact on extreme/high conviction whales - Trend Background: Color-coded regime indication Signal Interpretation: EXTREME Conviction (Whale Emoji Labels): These are the highest confidence signals. Large volume with significant price impact, aligned with trend, showing follow-through. These often mark the beginning or continuation of strong moves. HIGH Conviction (Large Triangles): Strong signals meeting most criteria. Good for main entries or adding to positions. MEDIUM Conviction (Small Triangles): Whale activity present but with fewer confirmation factors. Use for partial positions or require additional confirmation. Flow Strength Meter: - Above zero and rising: Bullish flow building - Below zero and falling: Bearish flow building - Approaching ±50: Extreme readings, watch for exhaustion - Crossing zero: Flow regime change Dashboard Information: The top-right table shows: - Current regime (bullish/bearish/sideways) - Flow strength value - Last whale direction - Conviction level of last whale - Current volume ratio - Flow momentum direction - Indicator status Trading Strategies: Trend Following: Take EXTREME and HIGH conviction signals aligned with the flow meter direction. Enter when flow is positive and rising for bullish whales, negative and falling for bearish whales. Regime-Based: Only trade in bullish/bearish regimes (colored backgrounds). Avoid trading in sideways regimes where whale moves tend to reverse quickly. Flow Reversals: When flow meter crosses zero with EXTREME conviction whale in the new direction, this often marks regime changes. Exhaustion Plays: When flow reaches ±50 extreme levels, watch for EXTREME conviction whales in the opposite direction as potential reversal signals. TECHNICAL DETAILS Volume Ratio = Current Volume / SMA(Volume, Period) Price Impact % = ABS(Close - Open) / Open × 100 Whale Detected = (Volume Ratio >= Multiplier) AND (Price Impact >= Minimum) Whale Direction = Close > Open ? 1 : -1 Base Conviction = (Volume Ratio × Price Impact %) / 10 Trend Alignment = Whale Direction == Trend Direction ? 1.5 : 1.0 Follow-Through = Price continues whale direction over N bars ? 1.3 : 1.0 Volume Persistence = SMA(Volume Ratio, 3) > 1.5 ? 1.2 : 1.0 Final Conviction = Base × Trend Alignment × Follow-Through × Volume Persistence Whale Flow = Whale Detected ? (Volume Ratio × Price Impact × Direction) : 0 Cumulative Flow = EMA(Whale Flow, 20) Flow Momentum = Change(Cumulative Flow, 5) Flow Acceleration = Change(Momentum, 3) Normalized Flow Strength = (Cumulative Flow / Highest(ABS(Cumulative Flow), 100)) × 100 WHAT THIS SOLVES Common Volume Indicator Problems: - Volume spikes that don't move price (consolidation noise) - Price moves on low volume that quickly reverse - No differentiation between strong and weak volume signals - Treating all high-volume bars equally regardless of context - No measure of whether volume represents conviction or panic Whale Flow Solutions: - Requires both volume AND price impact for signals - Conviction scoring separates strong moves from weak ones - Cumulative flow shows persistent pressure vs isolated spikes - Trend alignment and follow-through filter low-quality signals - Tiered system lets traders choose their confidence threshold LIMITATIONS - Cannot identify individual whales or attribute volume to specific entities - High volume can come from many sources (whales, retail panic, algo activity) - Works best on liquid assets with consistent volume patterns - Less reliable on low-volume assets or during market closures - Conviction scoring thresholds may need adjustment per asset/timeframe - Does not predict future whale activity, only identifies it after bars close - Flow can remain at extremes longer than expected during strong trends - False signals can occur during news events or earnings - Not a standalone trading system - requires risk management and other analysis Best used in combination with price action, support/resistance, and broader market context. EDUCATIONAL VALUE For traders learning about: - Volume analysis beyond simple volume indicators - Multi-factor signal confirmation systems - Market regime and flow concepts - Conviction-based scoring methodologies - Cumulative indicator design - Normalized plotting for cross-asset comparison - Pine Script table and dashboard creation Not financial advice.
Pine Script®指標
由AlphaEdge_提供
2