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Ultimate Market Structure [Alpha Extract]Ultimate Market Structure A comprehensive market structure analysis tool that combines advanced swing point detection, imbalance zone identification, and intelligent break analysis to identify high-probability trading opportunities.Utilizing a sophisticated trend scoring system, this indicator classifies market conditions and provides clear signals for structure breaks, directional changes, and fair value gap detection with institutional-grade precision. 🔶 Advanced Swing Point Detection Identifies pivot highs and lows using configurable lookback periods with optional close-based analysis for cleaner signals. The system automatically labels swing points as Higher Highs (HH), Lower Highs (LH), Higher Lows (HL), and Lower Lows (LL) while providing advanced classifications including "rising_high", "falling_high", "rising_low", "falling_low", "peak_high", and "valley_low" for nuanced market analysis. swingHighPrice = useClosesForStructure ? ta.pivothigh(close, swingLength, swingLength) : ta.pivothigh(high, swingLength, swingLength) swingLowPrice = useClosesForStructure ? ta.pivotlow(close, swingLength, swingLength) : ta.pivotlow(low, swingLength, swingLength) classification = classifyStructurePoint(structureHighPrice, upperStructure, true) significance = calculateSignificance(structureHighPrice, upperStructure, true) 🔶 Significance Scoring System Each structure point receives a significance level on a 1-5 scale based on its distance from previous points, helping prioritize the most important levels. This intelligent scoring system ensures traders focus on the most meaningful structure breaks while filtering out minor noise. 🔶 Comprehensive Trend Analysis Calculates momentum, strength, direction, and confidence levels using volatility-normalized price changes and multi-timeframe correlation. The system provides real-time trend state tracking with bullish (+1), bearish (-1), or neutral (0) direction assessment and 0-100 confidence scoring. // Calculate trend momentum using rate of change and volatility calculateTrendMomentum(lookback) => priceChange = (close - close ) / close * 100 avgVolatility = ta.atr(lookback) / close * 100 momentum = priceChange / (avgVolatility + 0.0001) momentum // Calculate trend strength using multiple timeframe correlation calculateTrendStrength(shortPeriod, longPeriod) => shortMA = ta.sma(close, shortPeriod) longMA = ta.sma(close, longPeriod) separation = math.abs(shortMA - longMA) / longMA * 100 strength = separation * slopeAlignment ❓How It Works 🔶 Imbalance Zone Detection Identifies Fair Value Gaps (FVGs) between consecutive candles where price gaps create unfilled areas. These zones are displayed as semi-transparent boxes with optional center line mitigation tracking, highlighting potential support and resistance levels where institutional players often react. // Detect Fair Value Gaps detectPriceImbalance() => currentHigh = high currentLow = low refHigh = high refLow = low if currentOpen > currentClose if currentHigh - refLow < 0 upperBound = currentClose - (currentClose - refLow) lowerBound = currentClose - (currentClose - currentHigh) centerPoint = (upperBound + lowerBound) / 2 newZone = ImbalanceZone.new( zoneBox = box.new(bar_index, upperBound, rightEdge, lowerBound, bgcolor=bullishImbalanceColor, border_color=hiddenColor) ) 🔶 Structure Break Analysis Determines Break of Structure (BOS) for trend continuation and Directional Change (DC) for trend reversals with advanced classification as "continuation", "reversal", or "neutral". The system compares pre-trend and post-trend states for each break, providing comprehensive trend change momentum analysis. 🔶 Intelligent Zone Management Features partial mitigation tracking when price enters but doesn't fully fill zones, with automatic zone boundary adjustment during partial fills. Smart array management keeps only recent structure points for optimal performance while preventing duplicate signals from the same level. 🔶 Liquidity Zone Detection Automatically identifies potential liquidity zones at key structure points for institutional trading analysis. The system tracks broken structure points and provides adaptive zone extension with configurable time-based limits for imbalance areas. 🔶 Visual Structure Mapping Provides clear visual indicators including swing labels with color-coded significance levels, dashed lines connecting break points with BOS/DC labels, and break signals for continuation and reversal patterns. The adaptive zones feature smart management with automatic mitigation tracking. 🔶 Market Structure Interpretation HH/HL patterns indicate bullish market structure with trend continuation likelihood, while LH/LL patterns signal bearish structure with downtrend continuation expected. BOS signals represent structure breaks in trend direction for continuation opportunities, while DC signals warn of potential reversals. 🔶 Performance Optimization Automatic cleanup of old structure points (keeps last 8 points), recent break tracking (keeps last 5 break events), and efficient array management ensure smooth performance across all timeframes and market conditions. Why Choose Ultimate Market Structure ? This indicator provides traders with institutional-grade market structure analysis, combining multiple analytical approaches into one comprehensive tool. By identifying key structure levels, imbalance zones, and break patterns with advanced significance scoring, it helps traders understand market dynamics and position themselves for high-probability trade setups in alignment with smart money concepts. The sophisticated trend scoring system and intelligent zone management make it an essential tool for any serious trader looking to decode market structure with precision and confidence.
Pine Script®指標
由AlphaExtract提供
1
Momentum-Reversal System Signals Pro Momentum-Reversal System Signals Pro Overview A sophisticated signaling system designed to identify high-probability trend-following entries after a price pullback. This indicator is optimized for index futures like the S&P 500 (ES/SPX) on a 5-minute timeframe . It performs best during periods of established trends and lower volatility. To aid in this, the indicator includes a customizable "No-Trade Zone" highlighter, which is pre-set to the often volatile 8:30 AM - 11:30 AM EST market open. While the default settings are robust and effective in most conditions, the indicator is fully customizable to suit your specific trading style. How It Works The core logic is based on a three-step process to filter for high-quality setups: Trend Confirmation: The script first establishes the overall market direction using an EMA on a higher timeframe (15-minute by default). This ensures you are only looking for trades that align with the dominant trend. Pullback Detection: Once the trend is confirmed, the script waits for the price to pull back to a dynamic area of value on the main chart (5-minute by default). This "pullback zone" is defined by the 5m EMA and an ATR-based channel around it, which adapts to current market volatility. Momentum Entry: After a valid pullback occurs, the script waits for a clear sign that momentum is returning in the direction of the primary trend. This is confirmed by a combination of a MACD crossover and a strong RSI reading, signaling that the pullback has likely ended and the trend is ready to resume. Advanced Quality Filters What makes this indicator powerful is its multi-layered filtering system designed to weed out low-probability signals and avoid choppy market conditions. Trend Strength: It doesn't just check the trend direction; it measures the slope of the 15m EMA to ensure the trend has sufficient strength. This is a key filter for avoiding flat, sideways markets. Momentum Confirmation: An RSI "Dead Zone" around the 50-level ensures that the RSI shows decisive momentum before a signal is generated. Signal Cooldown: A built-in timer ( Min Bars Between Signals ) prevents the same signal from firing repeatedly in a short period, reducing noise and over-trading. RSI Volatility: The script checks that the RSI itself is not flat, which is often a sign of market indecision and a precursor to chop. Pullback Quality: An optional filter ensures that by the time the signal fires, the price has already moved back to the "correct" side of the 5m EMA, confirming the reversal's strength. Volatility Filter: A crucial risk management filter that blocks signals on abnormally large, high-risk "gasoline" bars that could lead to immediate stops. How To Use For Long Signals (Green 'Long' Tag): Look for the 15m EMA to be green and trending upwards. Wait for price to pull back towards the orange 5m EMA. A "Long" signal appears when momentum indicators confirm a reversal back in the direction of the trend. For Short Signals (Red 'Short' Tag): Look for the 15m EMA to be red and trending downwards. Wait for price to pull back towards the orange 5m EMA. A "Short" signal appears when momentum indicators confirm a reversal back in the direction of the trend. This tool provides high-probability signals, not guarantees. It is designed to be a core component of a complete trading plan. Always use proper risk management and confluence from your own analysis. Fine-Tuning & Customization All settings are fully adjustable in the script's "Inputs" tab to match your risk tolerance and market conditions. Timeframe & EMA Settings: Adjust the core moving averages that define the trend and pullback zones. Pullback Settings: Define what constitutes a valid pullback by adjusting the lookback period and the size of the ATR-based "near" zone. Quality Filters: This is the most important section for tailoring the script's strictness. Increase the EMA Slope, RSI Dead Zone, or Signal Cooldown to receive fewer but potentially higher-quality signals. Advanced Filters: Enable or disable the Pullback Quality and Volatility filters for an extra layer of confirmation or risk management. No-Trade Zone Highlighter: Adjust the session and timezone to highlight periods you wish to avoid, such as news events or low-liquidity hours. Happy trading, and please use this tool responsibly.
Pine Script®指標
由igaudette提供
Trimmed ATR🧠 **Brief Description**: Trimmed ATR is a modified volatility indicator that removes extreme values from the ATR calculation. This makes it more reliable for analyzing market conditions and filters out "noise" spikes. It is particularly useful for setting stop-losses and in strategies sensitive to false volatility. 🧾 **How Does Trimmed ATR Work?** 📌 For each bar: - True Range (TR) is calculated. - A sliding window of the last N TR values (where N = length) is stored. - The TR list is sorted, and trimPercent % is cut off from each side: - The smallest and largest values are removed. - The remaining values are averaged → Trimmed ATR. 🔍 **Why Is This Important?** Regular ATR can be distorted by outliers: - A single spike can sharply inflate the ATR. - This creates a false impression of market volatility. 🎯 Trimmed ATR solves this by eliminating the impact of anomalies, providing a more stable and accurate volatility measure. 📈 **What Does It Mean If Trimmed ATR Is Higher or Lower Than Regular ATR?** 🔵 **Trimmed ATR is lower than ATR** — this is normal: - There are isolated TR spikes (high volatility on 1–2 bars). - ATR increases, including these outliers. - Trimmed ATR discards them → reflects the true average market background. 🧠 This is the most common case, indicating: a spike occurred, but the market is generally calm. 🟠 **Trimmed ATR is higher than ATR** — a rare but important signal: - There were artificially low TR values (very small movements). - ATR becomes too low. - Trimmed ATR discards these "quiet" periods → provides a more realistic volatility estimate. ⚠️ This may indicate: - Hidden pressure. - Preparation for a breakout from a tight range. - Underestimated volatility. 💡 **Applications**: - **Trailing Stop**: Trimmed ATR helps avoid stop triggers due to noise. - **Trend Filter**: Better reflects the "true" market dynamics. - **Strategy Backtesting**: Eliminates distortions in volatility calculations.
Pine Script®指標
由flibusters提供
Top Crypto Above 28-Day AverageDescription The “Top Crypto Above 28-Day Average” (CRYPTOTW) script scans a selectable universe of up to 120 top-capitalization cryptocurrencies (divided into customizable 40-symbol batches), then plots the count of those trading above their own 28-period simple moving average. It helps you gauge broad market strength and identify which tokens are showing momentum relative to their recent trend. Key Features • Batch Selection: Choose among “Top40,” “Mid40,” or “Low40” market-cap groups, or set a custom batch size (up to 40 symbols) to keep within the API limit. • Dynamic Plot: Displays a live line chart of how many cryptos are above their 28-day MA on each bar. • Reference Lines: Automatic horizontal lines at 25%, 50%, and 75% of your batch to provide quick visual thresholds. • Background Coloration: The chart background shifts green/yellow/red based on whether more than 70%, 50–70%, or under 50% of the batch is above the MA. • Optional Table: On the final bar, show a sortable table of up to 28 tickers currently above their 28-day MA, including current price, percent above MA, and “Above” status color-coding. • Alerts: • Strong Batch Performance: Fires when >70% of the batch is above the MA. • Weak Batch Performance: Fires when <10 cryptos (i.e. <25%) are above the MA. Inputs • Show Results Table (show_table): Toggle the detailed table on/off. • Table Position (table_position): Select one of the four corners for your table overlay. • Max Cryptos to Display (max_display): Limit the number of rows in the results table. • Current Batch (current_batch): Pick “Top40,” “Mid40,” or “Low40.” • Batch Size (batch_size): Define the number of symbols (1–40) you want to include from the chosen batch. How to Use 1. Add the CRYPTOTW indicator to any chart. 2. Select your batch and size to focus on the segment of the crypto market you follow. 3. Watch the plotted line to see the proportion of tokens with bullish momentum. 4. (Optional) Enable the results table to see exactly which tokens are outperforming their 28-day average. 5. Set alerts to be notified when the batch either overheats (strong performance) or cools off significantly. Why It Matters By tracking the share of assets riding their 28-day trend, you gain a macro-level view of market breadth—crucial for spotting emerging rallies or early signs of broad weakness. Whether you’re swing-trading individual altcoins or assessing overall market mood, this tool distills complex data into an intuitive, actionable signal.
Pine Script®指標
由Tin2100提供
Macros, Sessions, and Quarters - psyploThis script was developed for my personal trading workflow, where I rely heavily on macro time windows and session-based timing to guide my strategy. I designed this tool to help visualize important time-based zones that are crucial in my trading approach, and I believe other traders might find it useful as well. Features Macro Time Window Boxes: Visual representation of price range within a configurable time window around the top of every hour. Session Ribbon Boxes: Clearly marks the Asia, London, and New York trading sessions, labeled distinctly for better visual separation. Session Quarters: Each session is automatically divided into four quarters, providing more granular time segmentation within sessions. Time Zone: All session calculations are based on UTC +8 (Asia/Singapore) timezone. This tool helps traders: Identify volatility zones around hourly opens. Track session-specific market dynamics. Recognize shifts in momentum or liquidity during each session quarter. I created this for my own strategies, but it can serve any trader who benefits from time-based market segmentation. Feel free to adjust the colors and time window settings to suit your preferences!
Pine Script®指標
由psyplo提供
Max Drawdown (Asset-Based Lookback)Max Drawdown (Long-Term Trading) 🟦 Majors BTC, ETH, BNB, LTC 180 – 365 Captures full correction cycles and recovery patterns (6–12 months). 🟩 Altcoins SOL, ADA, DOT, LINK, AVAX 90 – 180 Alts move faster than majors; 3–6 months catches most large swings. 🟥 Meme coins DOGE, SHIB, PEPE, FLOKI 60 – 120 Volatile with quick trend reversals; 2–4 months captures parabolic runs + drawdowns. 📅 Chart Timeframe: Use Daily (1D) timeframe for all these. For extra macro insight, try Weekly (1W) with 52 bars (≈ 1 year). Compare multiple assets using the same period to assess relative risk. If you're building a long-term portfolio, combine this with: 200-day SMA or EMA for trend context. Sharpe Ratio or Sortino Ratio if you're looking for risk-adjusted return metrics.
Pine Script®指標
由scottysavage提供
SNIPERKILLS NQ JULY 18 2025, GAMEPLANNQ GAME PLAN JULY 18, 2025! ✅ Bullish Scenario Condition: Price breaks and holds above 23,279.75 Targets: 🎯 Target 1: 23,320 — minor imbalance / reaction zone 🎯 Target 2: 23,375 — potential liquidity sweep 🎯 Target 3: 23,420 — psychological level / extended move Stop Loss: Below 23,234.25 (Short Trigger / invalidation) ❌ Bearish Scenario Condition: Price breaks and holds below 23,234.25 Targets: 🎯 Target 1: 23,200 — FVG or intraday demand 🎯 Target 2: 23,150 — mid-range flush target 🎯 Target 3: 23,017 — prior day’s low & major liquidity zone Stop Loss: Above 23,279.75 (Long Trigger / invalidation)
Pine Script®指標
由ictsniperkills提供
20-Day SMA BIAS%20-day Bias is a commonly used indicator in technical analysis. It is used to measure the gap between the stock price and its 20-day moving average to determine whether the stock price deviates from the normal state and whether there is an overbought or oversold phenomenon. How to calculate the 20-day deviation value: The calculation formula of the deviation rate is: ((closing price of the day - 20-day moving average price) / 20-day moving average price) * 100%. Interpretation of 20-day deviation value: Positive deviation rate: Indicates that the stock price is higher than the 20-day moving average, which means that the stock price is high and may face correction pressure. Negative deviation rate: Indicates that the stock price is lower than the 20-day moving average, which means that the stock price is low and there may be a rebound opportunity. Absolute value of the deviation rate: The larger the absolute value, the higher the deviation of the stock price, and the higher the degree of overbought or oversold. Apply the deviation rate to determine the buying and selling opportunities: Positive deviation rate is too large: When the positive deviation rate of the stock price from the 20-day moving average is too large, and the stock price is already at a high level, this may be a sell signal. Negative deviation rate is too large: When the negative deviation rate of the stock price from the 20-day moving average is too large, and the stock price is already at a low level, this may be a buy signal. Stock price fluctuates around the moving average: Stock price usually fluctuates around the moving average and adjusts after over-rising or over-falling. Practical operation suggestions: The standards of the market and individual stocks are different: When the positive and negative deviation rate of the market and the quarterly line is greater than 5%, there is a greater chance of correction; large-cap stocks are between 5% and 10%; small and medium-sized stocks may be above 15% to 20%. Combined with other indicators: The deviation rate is only one of the technical analysis indicators. It is recommended to combine it with other indicators, such as KD indicators, RSI, etc., to make a comprehensive judgment and improve accuracy. Reference to historical experience: You can refer to the situation where the deviation rate of the stock was too large in the past to determine whether the current deviation rate is also too large. Summary: The 20-day deviation value is an indicator to determine whether the stock price is overbought or oversold, which can help investors determine the timing of buying and selling, but it needs to be combined with other indicators and historical data, and adjusted according to market conditions.
Pine Script®指標
由hkai3007提供
Apex Edge - RSI Trend LinesThe Apex Edge - RSI Trend Lines indicator is a precision tool that automatically draws real-time trendlines on the RSI oscillator using confirmed pivot highs and lows. These dynamic trendlines track RSI structure in motion, helping you anticipate breakout zones, reversals, and hidden divergences. Every time a new pivot forms, the indicator automatically re-draws the RSI trendline between the two most recent pivots — giving you an always-current view of momentum structure. You’ll instantly see when RSI begins compressing or expanding, long before price reacts. Key Features: • Dynamic RSI trendlines drawn from the last 2 pivots • Auto re-draws in real-time as new pivots form • Optional "Full Extend" or "Pivot Only" modes • Slope color-coded: green = support, red = resistance • Built-in dotted RSI levels (30/70 default) • Alert conditions for RSI trendline breakout signals • Ideal for spotting divergence, compression, and early SMC confluence This is not your average RSI — it’s a fully reactive momentum edge overlay designed to give you clarity, structure, and timing from within the oscillator itself. Perfect for traders using Smart Money Concepts, divergence setups, or algorithmic trend tracking. ⚔️ Built for precision. Built for edge. Built for Apex.
Pine Script®指標
由ApexEdge提供
🏹 CCI+RSI+EMA Strategy (Enhanced with Oscillator Filters)This script is a multi-indicator trading strategy that combines trend-following and momentum signals using CCI, RSI, and EMA, enhanced with MACD and Stochastic filters for more reliable entries. 🧠 Core Concept The strategy aims to: Identify the trend using EMA(50) and a long-term comparison of EMA 35 vs EMA 169; Spot momentum using CCI and RSI; Filter entries through MACD and Stochastic confirmations to avoid false signals. 📌 Buy Conditions: ✅ Price is above EMA ✅ RSI is above a set threshold (default: 45) ✅ CCI is above a set threshold (default: 0) ✅ Uptrend confirmed by EMA 35 > EMA 169 ✅ CCI has recently reached oversold levels (e.g. below -100) ✅ MACD shows bullish crossover ✅ Stochastic confirms exit from oversold zone 📌 Sell Conditions: ✅ Price is below EMA ✅ RSI is below a set threshold (default: 55) ✅ CCI is below 0 ✅ Downtrend confirmed by EMA 35 < EMA 169 ✅ CCI has recently reached overbought levels (e.g. above 100) ✅ MACD shows bearish crossover ✅ Stochastic confirms exit from overbought zone 🎯 Features: Fully customizable inputs — adapt to your own trading style. Trend background shading — green for uptrend, red for downtrend. Enhanced entry logic — filters out weak signals. CCI Cross and Trigger markers — additional confirmation tools. 🔔 Alerts You can set alerts for ENHANCED BUY and ENHANCED SELL to never miss a quality signal. 📈 Use Case: This tool is suitable for: Manual trading entries and exits Being a component of a broader trading system Semi-automation with alert-based strategies ⚠️ Disclaimer: This script is for educational and testing purposes only. It is not financial advice. Always backtest and demo trade before using on a live account.
Pine Script®指標
由eugenbochok提供
1
IB Breakout Strategy with Fib, CVD, and DivergenceEntry rules and signals- I wait for the 5min IB(initial balance) to form every session for eg-(first 5min candle of london session or ny session, marking top wick to bottom wick of first 5 min candle with a midpoint in that zone.Then look for CVD(cumulative volume delta) if it's alining with my analysis.I also mark previous session fib levels for scalp entries on .618 or .78 level.Also i do mark previous day VAH(value area high),VAL(value area low) and POC(point of control) for better understanding of direction. Initial stop loss and take profit values-Initial stop loss varies from 200$ to 500$ and take profit varies from 250$ to 500$. Number of contracts you plan to trade based on system stats and risk management-I plan to trade 1-2 contracts until i reach the safety net.Once safety net is achieved based on my entry level i decide the contract size which varies from 1-4 contracts. Trade management and any trailing stop methods-I trail the stop once i feel like there's enough room for the trade.I manage the trade on the basis of strength of a candle, if its taking much time without strength i exit the trade.
Pine Script®指標
由sohamk1919提供
2
Keith's Volume with MAs and Breakout SignalsThis indicator highlights significant volume breakouts based on customizable moving averages. A breakout signal appears only when: Volume is higher than all three selected volume MAs (default 20, 50, 200). The short-term MA is above the long-term MA. Volume exceeds a customizable ratio threshold (default: 2× of MA50). Designed for traders who want clean and reliable breakout alerts without unnecessary noise. Works well for trend continuation and momentum confirmation.
Pine Script®指標
由kisskeith提供
Hull Moving Average (HMA)# Hull Moving Average (HMA) - Technical Indicator ## Overview The Hull Moving Average (HMA) is an advanced technical indicator developed by Alan Hull that solves the main problem of traditional moving averages: **lag**. This indicator provides a unique combination of **speed** and **smoothness**, virtually eliminating lag in trend change detection. ## What HMA Does ### Primary Function HMA calculates a moving average that reacts **much faster** to price changes than classic moving averages (SMA, EMA, WMA), while maintaining **superior smoothing** that eliminates market noise. ### Mathematical Calculation HMA uses a three-step formula: 1. **WMA1** = WMA(price, period/2) × 2 2. **WMA2** = WMA(price, period) 3. **HMA** = WMA(WMA1 - WMA2, √period) This complex formula allows the indicator to "anticipate" price movements rather than follow them with delay. ## Key Advantages ### 1. **Lag Elimination** - Reacts 2-3 bars earlier than EMA - Detects trend changes almost instantaneously - Ideal for active trading on short timeframes ### 2. **Superior Smoothing** - Eliminates false market noise - Reduces false signals (whipsaws) - Provides clear trend direction visualization ### 3. **Versatility** - Works on all timeframes (1min - monthly) - Compatible with all markets (forex, stocks, crypto, commodities) - Combines excellently with other indicators ## How to Interpret HMA ### Trend Signals - **Green/Rising line** = Bullish trend (buy) - **Red/Falling line** = Bearish trend (sell) - **Color change** = Potential trend reversal ### Trading Strategies - **Entries on HMA color change** - **Pullbacks to HMA** in trending markets - **Price vs HMA crossovers** for confirmations ### Confluences HMA works excellently when combined with: - **Support/Resistance** levels - **Stochastic** for timing - **RSI** for momentum confirmation - **Volume** for move validation ## Recommended Settings ### Standard Period - **21** - Optimal speed/accuracy balance - **14** - Faster for scalping - **50** - Slower for swing trading ### Ideal Timeframes - **1-5 minutes** - Scalping with HMA(14) - **15-30 minutes** - Day trading with HMA(21) - **1-4 hours** - Swing trading with HMA(50) ## Limitations ### Sideways Markets HMA can generate false signals in markets without clear trend. Use additional filters in these conditions. ### Extreme Volatility In periods of very high volatility, even HMA may have minor delays. ### Parameter Dependency Performance depends on correct period selection based on trading style. ## Conclusion Hull Moving Average is one of the most advanced trend indicators available, offering an elegant solution to the lag problem of traditional moving averages. It's ideal for traders who want **fast reaction** without sacrificing **signal accuracy**. **Recommended for:** Day trading, scalping, short-term swing trading **Level:** Intermediate - Advanced **Combinations:** Excellent with oscillators (Stochastic, RSI), volume indicators, and support/resistance levels
Pine Script®指標
由core55提供