立即開始

指標和策略

80% EDGE Rule - TPO Based═════════════════════════════════════════════════════════════ 80% EDGE RULE - TPO BASED ═════════════════════════════════════════════════════════════ █ OVERVIEW The 80% Edge Rule is a high-probability Market Profile concept that identifies when price is likely to traverse the prior session's Value Area. This indicator automates the detection, confirmation, and tracking of 80% EDGE Rule setups using true TPO (Time Price Opportunity) calculations—not volume profile. When price opens outside the previous day's Value Area and then re-enters and is "accepted" back inside, there is an 80% statistical probability that price will travel to the opposite side of the Value Area. This indicator does all the heavy lifting: calculating the prior session's Value Area, detecting valid setups, confirming acceptance, and tracking progress toward the target. █ THE 80% EDGE RULE EXPLAINED The 80% Edge Rule is based on Market Profile theory developed by J. Peter Steidlmayer at the Chicago Board of Trade. The rule states: ❶ If price OPENS OUTSIDE the prior day's Value Area... ❷ And then ENTERS and is ACCEPTED back into the Value Area... ❸ There is an 80% chance price will rotate to the OTHER SIDE of the Value Area. "Acceptance" is defined as price spending TWO OR MORE TPO periods (typically 30-minute blocks) inside the Value Area. This indicates that the market has accepted these prices as fair value, and the auction process will likely continue through to the opposite boundary. BULLISH SETUP: Price opens BELOW the prior VAL → Enters and is accepted → Target is VAH BEARISH SETUP: Price opens ABOVE the prior VAH → Enters and is accepted → Target is VAL █ HOW THIS INDICATOR WORKS This indicator performs several automated functions: 1. TPO VALUE AREA CALCULATION • Analyzes the prior RTH (Regular Trading Hours) session • Builds a true TPO distribution using 30-minute time blocks • Each price level receives +1 TPO for each period it was touched • Calculates POC (Point of Control) as the price with highest TPO count • Expands from POC using the CME/CBOT standard "two-price" method until 70% of TPOs are captured • This defines VAH (Value Area High) and VAL (Value Area Low) 2. SETUP DETECTION • Monitors the RTH open (default 9:30 AM ET) • Detects if price opened outside the prior Value Area • Determines setup direction (Bullish or Bearish) 3. ACCEPTANCE MONITORING • Tracks TPO blocks where price remains inside the Value Area • Confirms setup when required number of blocks is reached (default: 2) • Resets count if price exits VA before confirmation 4. TARGET & INVALIDATION TRACKING • Monitors for target completion (opposite VA boundary) • Monitors for invalidation (price moves beyond entry VA boundary + buffer) • Visual feedback on outcome █ VISUAL ELEMENTS PRIOR VALUE AREA LINES (Dashed) • RED DASHED LINE: Prior Day VAH (Value Area High) • GREEN DASHED LINE: Prior Day VAL (Value Area Low) • PURPLE DOTTED LINE: Prior Day POC (Point of Control) TRADE LINES (Solid) • YELLOW LINE: Entry price (where setup was confirmed) • CYAN LINE: Target price (opposite VA boundary) • GREEN LINE: Entry line turns green when target is hit • GRAY LINES: Both lines turn gray if setup is invalidated STATUS LABEL • Floating label showing current setup state • ORANGE "WATCHING": Setup detected, monitoring for acceptance • YELLOW "CONFIRMED": Setup confirmed, tracking toward target • GREEN "TARGET HIT ✓": Target successfully reached • RED "INVALIDATED ✗": Setup failed, price moved against DASHBOARD (Top Right Corner) • Prior VAH: Yesterday's Value Area High • Prior VAL: Yesterday's Value Area Low • Prior POC: Yesterday's Point of Control • Open Price: Today's RTH opening price • Direction: BULLISH ↑ or BEARISH ↓ • Status: Current setup state █ CONFIGURABLE SETTINGS ┌──────────────────────────────────────────────────────────── │ TPO SETTINGS ├──────────────────────────────────────────────────────────── │ Tick Size (Default: 0.25) │ • Price increment for TPO calculations │ • ES/MES: 0.25 │ • NQ/MNQ: 0.25 │ • YM/MYM: 1.0 │ • RTY: 0.1 │ • CL/MCL: 0.01 │ • GC/MGC: 0.1 │ │ Value Area % (Default: 70) │ • Percentage of TPOs to include in Value Area │ • Standard is 70% (one standard deviation) │ • Can adjust 50-90% based on preference │ │ TPO Block Duration (Default: 30 minutes) │ • Length of each TPO period │ • Standard Market Profile uses 30-minute periods │ • Adjust if using non-standard TPO settings └──────────────────────────────────────────────────────────── ┌──────────────────────────────────────────────────────────── │ 80% EDGE RULE SETTINGS ├──────────────────────────────────────────────────────────── │ TPO Blocks Required for Acceptance (Default: 2) │ • Number of 30-min periods price must stay inside VA │ • Standard rule requires 2 periods for acceptance │ • More conservative: Increase to 3 │ • More aggressive: Reduce to 1 (not recommended) │ │ Invalidation Distance (Default: 10 points) │ • Buffer beyond VA boundary before setup is invalidated │ • Bullish: Invalidates if LOW goes below VAL minus this distance │ • Bearish: Invalidates if HIGH goes above VAH plus this distance │ • Adjust based on product volatility and your risk tolerance │ │ Fade Delay (Default: 5 minutes) │ • How long entry/target lines stay visible after outcome │ • Lines and floating label disappear after this delay │ • Dashboard retains the outcome status until next session └──────────────────────────────────────────────────────────── ┌──────────────────────────────────────────────────────────── │ SESSION SETTINGS ├──────────────────────────────────────────────────────────── │ RTH Session (Default: 0930-1600) │ • Regular Trading Hours window │ • This determines which bars are used for TPO calculation │ • Also determines when RTH "open" is detected │ │ PRODUCT-SPECIFIC RTH SESSIONS: │ • Equity Index Futures (ES, NQ, YM, RTY): 0930-1600 │ • Crude Oil (CL): 0900-1430 (pit session) │ • Gold (GC): 0820-1330 (pit session) │ • Treasury Bonds/Notes: 0720-1400 │ • Forex Futures: Varies by product │ │ Timezone (Default: America/New_York) │ • Timezone for session calculations │ • Options: New York, Chicago, Los Angeles, UTC │ • Use exchange timezone for accurate session detection └──────────────────────────────────────────────────────────── ┌──────────────────────────────────────────────────────────── │ VISUAL SETTINGS ├──────────────────────────────────────────────────────────── │ Show Prior VA Lines: Toggle VAH/VAL/POC lines on/off │ Show Entry/Target Lines: Toggle trade-related lines on/off │ VAH Color: Color for Value Area High line │ VAL Color: Color for Value Area Low line │ POC Color: Color for Point of Control line │ Entry Line Color: Color for entry price line │ Target Line Color: Color for target price line │ Target Hit Color: Color when target is reached (default: green) │ Line Width: Thickness of all lines (1-5) └──────────────────────────────────────────────────────────── ┌──────────────────────────────────────────────────────────── │ DEBUG SETTINGS ├──────────────────────────────────────────────────────────── │ Show Debug Info: Displays additional diagnostic information │ • Session High/Low of prior day │ • Current RTH status │ • Current TPO block number │ • Outcome timestamp │ • Useful for troubleshooting or verifying calculations └──────────────────────────────────────────────────────────── █ ALERTS This indicator includes three configurable alerts: ① SETUP CONFIRMED • Triggers when acceptance criteria is met • Includes entry price and target price in alert message ② TARGET HIT • Triggers when price reaches the opposite VA boundary • Confirms successful completion of the 80% Rule setup ③ INVALIDATED • Triggers when price moves beyond the invalidation threshold • Signals that the setup has failed To enable alerts: 1. Ensure "Enable Alerts" is checked in indicator settings 2. Right-click on the indicator → "Add Alert" 3. Select the condition you want to be alerted on 4. Configure notification method (popup, email, webhook, etc.) █ RECOMMENDED USAGE TIMEFRAME: • Best used on 5-minute, 15-minute, or 30-minute charts • The chart timeframe should divide evenly into 30 minutes • Ensure sufficient historical bars are loaded for prior session calculation BEST PRACTICES: • Wait for full confirmation (2 TPO blocks inside VA) before considering entry • Use the target line as your profit objective • Consider the invalidation level for stop-loss placement • Monitor the dashboard for real-time setup status • Combine with other confluence factors (order flow, support/resistance, etc.) IMPORTANT NOTES: • This indicator calculates TRUE TPO-based Value Area, not volume profile • Prior day VA is recalculated at each new session • The 80% Rule is a statistical tendency, not a guarantee • Always use proper risk management █ ADJUSTING FOR DIFFERENT PRODUCTS This indicator defaults to Equity Index Futures (ES, NQ, etc.) with: • RTH Session: 0930-1600 • Timezone: America/New_York • Tick Size: 0.25 FOR OTHER PRODUCTS, ADJUST: CRUDE OIL (CL/MCL): • RTH Session: 0900-1430 • Tick Size: 0.01 GOLD (GC/MGC): • RTH Session: 0820-1330 • Tick Size: 0.10 TREASURY FUTURES (ZB, ZN): • RTH Session: 0720-1400 • Tick Size: 0.03125 (ZB) or 0.015625 (ZN) E-MINI DOW (YM/MYM): • RTH Session: 0930-1600 • Tick Size: 1.0 RUSSELL 2000 (RTY): • RTH Session: 0930-1600 • Tick Size: 0.10 Always verify the RTH session times and tick sizes for your specific product and exchange. █ DISCLAIMER This indicator is provided for educational and informational purposes only. It is not financial advice and should not be construed as a recommendation to buy or sell any financial instrument. Trading futures and other leveraged products involves substantial risk of loss and is not suitable for all investors. Past performance is not indicative of future results. The 80% Edge Rule is a statistical observation based on Market Profile theory and does not guarantee any specific outcome. Always conduct your own analysis and use proper risk management.
Pine Script®指標
由RyanBaileyEdge提供
Consolidation Chopper█ OVERVIEW Consolidation Chopper is a regime detection indicator designed to identify whether the market is currently in a consolidation (sideways) phase or a trending phase. The indicator uses a proprietary multi-timeframe approach to analyze price action across different windows, providing a more robust classification than single-timeframe methods. The indicator features an impulse override system that can detect sudden breakouts from consolidation ranges, allowing for faster regime transitions when significant price movement occurs. █ FEATURES Three-State Regime Detection • Sideways — Market is consolidating with no clear directional bias • Breakout — An impulse move has been detected, signaling a potential regime change • Trending — Market is exhibiting directional movement Adaptive Thresholds The indicator can self-calibrate its detection thresholds based on the instrument's historical behavior, making it adaptable across different markets and asset classes without manual tuning. Dynamic Range Tracking During consolidation periods, the indicator tracks the evolving range boundaries: • Yellow lines show the current range high and low • Orange lines show the buffered boundaries used for impulse detection • Range continuously updates as price action develops Impulse Override System Multiple configurable conditions can trigger an early exit from consolidation: • Bar body relative to range size • Bar range relative to volatility • Close beyond buffered range boundaries • Multi-bar cumulative movement Each condition can be independently enabled or disabled. Confirmation Layers Optional confirmation metrics provide additional confidence scoring for the current regime classification. The info panel displays confidence percentage and confirmation status. Cooldown System Prevents rapid regime oscillation by enforcing a minimum duration after breakout events before allowing return to sideways classification. █ HOW TO USE 1 — Add the indicator to your chart. The background color indicates the current regime. 2 — During sideways regimes, observe the yellow range lines to understand the current consolidation boundaries. 3 — Watch for IMP markers which indicate impulse-triggered breakouts. 4 — Use the info panel (top right) to monitor: Current regime and confidence level Range boundaries and buffer values Cooldown status 5 — Adjust impulse detection parameters based on your instrument's volatility characteristics. Higher values = fewer triggers (more conservative) Lower values = more triggers (more sensitive) █ SETTINGS Threshold Settings Control the sensitivity of regime classification. Adaptive mode auto-calibrates based on historical data tuned for your instrument. Impulse Override Configure which conditions trigger early breakout detection and their respective thresholds. Multi-Bar Impulse Settings for detecting breakouts that occur over multiple bars rather than a single impulse candle. Range Tracking Configure the establishment period and buffer zone for consolidation range detection. Cooldown Set the minimum bars required after a breakout before returning to sideways classification. █ LIMITATIONS • The indicator requires sufficient historical data to establish adaptive thresholds. Initial bars may show less reliable classifications. • Like all regime detection methods, there is going to be inherent lag in identifying transitions, but this method minimizes it. The impulse override system helps mitigate this but cannot eliminate it entirely. • Performance may vary across different timeframes and instruments. Some parameter tuning is recommended for optimal results. █ NOTES This indicator is designed as a filter or context tool to be used alongside other analysis methods. It does not generate trade signals directly but provides market structure context that can inform trading decisions. Typically once a range breaks you can expect directional movement/impulses or higher volatility regimes.
Pine Script®指標
由theheirophant提供
Responsive ADX (RADX)Introducing the new Responsive ADX (RADX), running with a (length = 9) and exactly how it differs from the standard built-in ADX you see on TradingView chart. This indicator is still a true ADX at its core — it measures trend strength from 0 to 100 and uses the classic +DI and –DI lines to show direction — but it has been carefully "tuned" to react noticeably faster while staying smooth and usable. With the length set to 9, it is one of the most responsive versions you can run without turning into noise. How it behaves differently from the normal (Wilder) ADX Normal ADX is lagging, now this version gives you the same trend-strength reading 4–8 bars earlier than the built-in ADX. On a daily chart that can easily be 4–8 calendar days of earlier warning. On a 4-hour chart it’s 16–32 hours earlier. That head-start is the whole point. The ADX line rises and falls much quicker. When a new trend actually starts, you will often see this Fast ADX cross above 18–20 while the built-in ADX is still sleeping below 15. Conversely, when a trend dies, this version drops faster, so you’re not left holding a dead trade for an extra week. The +DI and –DI lines are almost identical to the original, but lightly smoothed with a 5-period EMA (you can turn this off). This makes the DI crossovers cleaner and reduces whipsaws without adding meaningful lag. The final ADX smoothing uses a lightweight Hull-style technique instead of Wilder’s very slow RMA. This is the main “secret sauce” that removes roughly half the lag while keeping the line smooth and readable. Values are realistic and tradable. With length 9 you will typically see: – 0–18 = flat / chop – 15–20 = emerging trend (background starts colouring) – 20–50 = strong trend (most people take this as confirmation) – above 50–60 only in very powerful moves (same as normal ADX) The aqua / purple background only appears when both conditions are met: the correct DI is on top and Fast ADX is above your chosen “weak-to-trending” level (default 18). This prevents the background from flashing on and off in sideways markets — exactly the same logic you liked in the original Trinity ADX, but now much earlier. In very simple terms Think of the normal built-in ADX as a diesel truck — reliable but slow to accelerate and slow to stop. Fast Responsive ADX with length 9 is the same truck with a turbocharger — same destination and same load capacity, but it gets up to speed twice as fast and brakes earlier when the road turns. We would recommend people who switch to this version keep the (length 9–12) because the edge in timing is obvious on the chart. That’s it — this is a new more responsive version, still-logical ADX!
Pine Script®指標
由EMA34TRADER提供
1
SuperZweig thrust SuperZweig Thrust is a systematic breadth-momentum detector based on a modified Zweig Breadth Thrust framework. The indicator evaluates the ratio of advancing issues to total issues and applies an EMA filter to smooth short-term noise. A valid “thrust” event occurs only when the market transitions from an oversold breadth condition to an overbought breadth expansion within a maximum window of 30 trading sessions. Core Logic Breadth Ratio (Adv / (Adv + Dec)) The indicator pulls two user-defined tickers representing advancing and declining issues. It computes the breadth ratio and smooths it using a configurable EMA length. Zweig Thresholds • Oversold threshold: 0.35 • Overbought threshold: 0.64 These levels mirror the classical Zweig Breadth Thrust structure. Trigger Conditions • A thrust sequence begins when the EMA-smoothed breadth ratio crosses below 0.35. • A valid buy signal (“BUY”) is generated only if the same EMA crosses above 0.64 within 30 bars of the initial oversold cross. • If the 30-bar window expires before the overbought cross occurs, the setup is cancelled. Output The indicator plots: • EMA-smoothed breadth ratio • Static threshold lines at 0.35 and 0.64 • Visual markers for each threshold cross • A BUY label when a confirmed SuperZweig thrust is detected Usage This tool identifies rare breadth-momentum acceleration regimes that historically precede persistent upside trends. It is not a standalone trading system; instead, it highlights market environments where breadth expansion has achieved the structural conditions associated with strong follow-through phases.
Pine Script®指標
由nessa_trader提供
Top 20 Adaptive Momentum [Trend Aligned]his script is an automated End-of-Day Momentum Dashboard designed to predict the next trading day's directional bias for the top 20 most volatile stocks. It analyzes institutional price action during the final 10 minutes of the trading session and filters signals based on the long-term trend. How It Works Trend Identification: The script calculates a 50-Day Moving Average proxy (using 5-minute data) to determine if a stock is in a Long-Term Uptrend or Downtrend. Adaptive Signal Logic: Instead of a simple reversal strategy, the script adapts its prediction based on the trend context: Trend Following: If a stock closes strong (Green) in an Uptrend, it signals Bullish Momentum (continuation). Mean Reversion: If a stock closes strong (Green) in a Downtrend, it signals Bearish Reversion (fade the bounce). Dip Buying: If a stock closes weak (Red) in an Uptrend, it signals Bullish Reversion (buy the dip). Live Backtesting: The dashboard features a "Win Rate (3M)" column. This metric backtests the strategy over the past 3 months for each specific ticker, calculating the percentage of time the predicted bias resulted in a winning trade the following day. Dashboard Columns Ticker: The stock symbol. Prev Day: The overall close vs. open of the previous session. Trend (50d): The long-term trend direction (UP or DOWN). BIAS TODAY: The actionable signal for the current session (📈 BULLISH or 📉 BEARISH). Win Rate: The historical probability of success for this strategy on this specific stock. Usage: Use this tool pre-market to identify high-probability setups where the previous day's closing momentum aligns with the long-term trend. To effectively use the Top 20 Adaptive Momentum script, you need to treat it as a Pre-Market Screener. It performs the heavy lifting of analyzing trend, momentum, and historical probability instantly, giving you a "Cheat Sheet" for the trading day. Here is a step-by-step guide on how to integrate it into your routine: 1. The Setup Timeframe: Set your chart to 5 Minutes. The logic specifically hunts for the 15:50 (3:50 PM) and 15:55 (3:55 PM) candles, so the calculation works best on this timeframe. Timing: Check this dashboard before the market opens (e.g., 9:00 AM EST) or shortly after the close (4:05 PM EST) to plan for the next session. 2. Reading the Dashboard Columns Column What to Look For Actionable Insight Trend (50d) UP (Green) or DOWN (Red) This tells you the "Big Picture." Only trade in this direction. If Trend is UP, you only want to see Bullish signals. If Trend is DOWN, you only want Bearish signals. BIAS TODAY 📈 BULLISH Plan: Look for Long/Buy setups at the open. The algorithm predicts price will close higher today. 📉 BEARISH Plan: Look for Short/Sell setups at the open. The algorithm predicts price will close lower. Win Rate (3M) Percentage (e.g., 65%) Confidence Filter. Only take trades on stocks with a Win Rate above 55-60%. This proves the stock historically respects this specific strategy. 3. The Strategy Scenarios (How to Trade) Scenario A: The "Trend Continuation" (High Probability) Dashboard: Trend is UP + Bias is BULLISH. Context: The stock is strong long-term, and it closed strong yesterday (Momentum). Execution: Watch for an opening gap up or an early breakout above the pre-market high. Go Long. Scenario B: The "Dip Buy" (High Probability) Dashboard: Trend is UP + Bias is BULLISH. Context: The stock is strong long-term, but it pulled back yesterday (Weak Close). The script identifies this as a discount, not a reversal. Execution: Watch for the stock to find support early. Use the "Master Sniper" (from your other script) to find a Discount Entry FVG. Scenario C: The "Trap" (Avoid) Dashboard: Win Rate is < 50%. Context: The stock is choppy or news-driven. It does not follow technical momentum rules reliably. Execution: Skip this stock. Move to the next one on the list. 4. Execution Workflow Scan: Glance at the dashboard. Identify the 2-3 stocks with Green Bias + Green Trend (for Buys) or Red Bias + Red Trend (for Shorts). Filter: Ensure their "Win Rate" is decent (over 55%). Trade: Open the charts for those specific stocks. Use your execution indicators (like the Master Sniper) to time the entry on the 1-minute or 5-minute chart. By using this dashboard, you stop guessing which stock to trade and focus entirely on executing the best setups.
Pine Script®指標
由panchamsh95353提供
The Flody SniperA trend-following sniper strategy that uses two EMAs (21/55) and RSI to confirm momentum. It enters long when price crosses above the fast EMA during an uptrend and RSI shows strength. It enters short when price crosses below the fast EMA during a downtrend and RSI shows weakness. Pyramiding is enabled so the strategy can add more positions as the trend continues. Positions close when momentum weakens or price breaks back through the fast EMA.
Pine Script®策略
由OneGoogle提供
Session Candle Hunter 🎯🎯 Session Candle Hunter — Precision Session Mapping for Smart Traders Session Candle Hunter 🎯 is a powerful tool designed to help traders identify and track the most important session candle of the trading day—commonly used for liquidity grabs, range mapping, volatility zones, and breakout anticipation. Whether you trade NY session, London session, or custom time windows, this indicator automatically detects the candle at your chosen New York Time, extracts its high and low, and visually projects these levels into the current session. 🔍 What This Indicator Does 1️⃣ Detects the Key Session Candle You select: Hour of the candle (NY Time) Candle timeframe (1H, 4H, 15m, etc.) The script automatically: Identifies the candle when it forms Stores its High/Low Prepares levels for visual projection 🎨 2️⃣ Highlights the Candle Zone Optionally displays a colored zone (box) between the candle’s high and low: Helps visualize the liquidity pocket Useful for session traps, expansion moves, and fair value interpretation You can choose: Zone color Whether to show it or not Whether it should update only for the latest candle 📈 3️⃣ Draws High/Low Lines With Extensions High and Low of the detected candle can be plotted as: Standard lines Or infinitely extended to the right Great for identifying: Breakouts Retests Range boundaries Session expansion models Optional labels display exact price levels. 🕐 4️⃣ Delayed Display Logic The indicator only shows levels after a user-defined NY time. For example: Show lines only after 8:30 NY — perfect for traders who want pre-session levels hidden until relevant. 🔄 5️⃣ “Show Only Last” Mode A clean, uncluttered mode that removes all historical drawings and only displays: The latest zone The latest high/low lines Latest labels Perfect for minimal-chart traders. ⚠️ 6️⃣ Alert System Receive alerts the moment the targeted session candle forms: “New Candle Detected” 🧾 7️⃣ Info Panel (Top-Left Corner) Displays: Target session hour Display start time Candle timeframe Stored High/Low Indicator name Always visible and automatically updates. ⭐ Why Traders Love This Tool ✔ Helps visualize major liquidity zones ✔ Works on all markets & timeframes ✔ Perfect for ICT-style session concepts ✔ Helps anticipate session expansion ✔ Automates manual level drawing ✔ Clean visuals with optional minimal mode
Pine Script®指標
由cmacha2提供
Bollinger Bands Mean Reversion using RSI [Krishna Peri]How it Works Long entries trigger when: - RSI reaches oversold levels, and - At least one bullish candle closes inside the lower Bollinger Band Short entries trigger when: - RSI reaches overbought levels, and - At least one bearish candle closes inside the upper Bollinger Band This approach aims to capture exhaustion moves where price pushes into extreme deviation from its mean and then snaps back toward the middle band. Important Disclaimer This is a mean-reversion strategy, which means it performs best in sideways, ranging, or slowly oscillating market conditions. When markets shift into strong trends, Bollinger Bands expand and volatility increases, which may cause some signals to become inaccurate or fail altogether. For best results, combine this script with: - Price action - Market structure - Higher-timeframe trend context - Previous day/week/month highs & lows - Untested liquidity levels or imbalance zones - Session timing (Asia, London, NY) Using these confluences helps filter out low-probability trades and significantly improves consistency and precision.
Pine Script®策略
由krishnaperi95提供
2
HMA 34 Dual-Fractal Projections - VdubusVdubus MacD Divergence Trend Break Signal Generator :Here:- HMA 18 Dual-Fractal Projections Overview The HMA 18 Dual-Fractal Projections is a technical analysis tool designed to identify market structure and potential breakout patterns by analyzing the pivots of a Hull Moving Average (HMA). Unlike standard trendline indicators that struggle to balance "big picture" trends with immediate price action, this indicator utilizes a Dual-Fractal approach. It simultaneously calculates two separate timelines—Macro and Micro—to visualize both the dominant channel and the developing chart patterns (such as wedges or triangles) in real-time. Visual Guide The indicator plots three key elements on the main chart: The HMA Line (Blue): A smooth, fast-acting moving average (default length 34) that serves as the baseline for all calculations. Macro Structure (Solid, Thick Lines): Red (Solid): Major Resistance. Green (Solid): Major Support. Purpose: Identifies the long-term trend channel. These lines react slowly and filter out noise. Micro Structure (Dashed, Thin Lines): Red (Dashed): Immediate Resistance. Green (Dashed): Immediate Support. Purpose: Identifies the short-term market structure. These lines react quickly to show forming wedges, triangles, or flags. How It Works The indicator applies a "Pivot High/Low" algorithm directly to the HMA data rather than raw price data. This filters out candle wicks and volatility, ensuring lines are drawn based on established momentum shifts. Layer 1 (Macro): Uses a large "Lookback" period (default 44 bars) to find significant peaks and valleys. It connects the most recent major pivot to the previous one, projecting a line forward to show where the major trend channel lies. Layer 2 (Micro): Uses a small "Lookback" period (default 10 bars) to find local peaks and valleys. This allows you to see how price is behaving within the larger channel. Settings & Configuration HMA Settings HMA Length: The length of the Hull Moving Average. Default: 34 (Matches the "visually pleasing" setting from recent testing). Note: Set to 18 for a faster, more reactive baseline (scalping). Layer 1: Macro (Big Channel) Macro Lookback: Determines how many bars must pass before a peak is confirmed. Default: 44. High values find broad, established channels. Max Macro Lines: How many historical lines to keep on the chart. Default: 1 (Keeps the chart clean, showing only the current structure). Extend Macro Lines: Projects the lines infinitely to the right to predict future support/resistance zones. Layer 2: Micro (Current Pattern) Micro Lookback: A lower sensitivity setting to catch immediate structure. Default: 10. Low values will pinpoint the exact boundaries of small wedges or flags forming right now. Trading Strategy & Interpretation 1. The "Squeeze" (Wedge Identification) This is the primary use case. Look for scenarios where the Macro Lines (Solid) are wide/parallel, but the Micro Lines (Dashed) are rapidly converging (pointing towards each other). This indicates that while the main trend is intact, momentum is compressing. A breakout is imminent where the dashed lines intersect. 2. Trend Channels When both Solid and Dashed lines are roughly parallel and sloping in the same direction, the trend is healthy and strong. Price is respecting both the short-term and long-term momentum. 3. Divergence / Early Reversal Warning If the Macro Line is sloping UP, but the Micro Line starts sloping DOWN (crossing inside), it indicates a loss of momentum and a potential reversal before the price actually breaks the major trendline. =========================================================================== 2. Micro/Macro Cross Alert A new input, Enable Micro/Macro Cross Alert, has been added under the "Alerts & Features" section. This alert condition is triggered when the momentum of the Micro Structure exceeds the momentum of the Macro Structure, which is a high-probability signal for a breakout: Bullish Alert: The Micro High (dashed red line) crosses above the Macro High (solid red line). Bearish Alert: The Micro Low (dashed green line) crosses below the Macro Low (solid green line). To set up the actual alert on your chart: Right-click on the chart. Select "Add alert on HMA 34 Dual-Fractal Projections". In the Condition dropdown, select the indicator's name. For the main alert criteria, choose "Any alert()". Select your preferred alert actions (e.g., notification, email).
Pine Script®指標
由vdubus提供
EBC 310 Pullback EngineEBC 310 Pullback Engine A proprietary momentum oscillator designed specifically for identifying high-probability pullback entries in trending markets. 📊 What It Does: The EBC 310 Pullback Engine calculates the difference between 3-period and 10-period simple moving averages, then smooths this differential with a 16-period moving average to identify momentum shifts and trend exhaustion points. 🎯 How To Use: For LONG Entries (Pullback in Uptrend): Wait for fast line (histogram) to dip below zero line Enter when fast line turns GREEN (momentum returning) Best when slow line is above zero (confirming uptrend) For SHORT Entries (Pullback in Downtrend): Wait for fast line to spike above zero line Enter when fast line turns RED (momentum failing) Best when slow line is below zero (confirming downtrend) 🔧 Features: ✅ Color-Coded Momentum: Green bars = Rising momentum (bullish) Red bars = Falling momentum (bearish) Blue bars = No change (consolidation) ✅ Trend Confirmation: Blue slow line = Rising trend strength Purple slow line = Weakening trend Orange slow line = Trend pause ✅ Zero Line Reference: Gray line marks equilibrium Above = bullish bias Below = bearish bias ⚙️ Settings: 3-10 Diff Moving Average Window: Default 16 Lower values (10-12) = More sensitive, faster signals Higher values (20-25) = Smoother, fewer false signals 💡 Trading Strategy: Identify overall trend direction on higher timeframe Wait for pullback (fast line crosses zero against trend) Enter when momentum returns (color change with trend) Exit when fast line crosses zero in opposite direction 📈 Best Timeframes: Scalping: 1-5 min charts Day Trading: 15-30 min charts Swing Trading: 1H-4H charts ⚠️ Risk Disclaimer: This indicator is a momentum tool and should be used in conjunction with proper risk management, support/resistance levels, and additional confirmation signals. No indicator guarantees profitable trades.
Pine Script®指標
由marketmove2freedom提供
Adaptive Alligator - Asymmetric MH (Entry Only) Adaptive Alligator – Asymmetric Mexican Hat (Entry Only) This strategy combines adaptive cycle detection (wavelet + autocorrelation), directional entropy, and a Mexican Hat filter to generate highly selective LONG entry signals. Exits are based solely on the Alligator structure. The system is designed to detect asymmetric, strong, and accelerating bullish phases while filtering out market noise. 1. Adaptive Cycle Detection: The strategy analyzes the median price using wavelet decomposition (Haar, Daubechies D4/D6, Symlet 4), wavelet detail energy, and autocorrelation. It also incorporates the ratio of short-term to long-term ATR volatility. Based on these components, it computes a dominant_cycle value, which dynamically controls the lengths of the Alligator lines (Jaw, Teeth, Lips). This adaptive behavior allows the Alligator to speed up during trending phases and slow down during noise or consolidation. 2. Directional Entropy: Entropy is measured separately for upward and downward movements within the selected lookback window. The entropy difference: e_diff = entropy_down - entropy_up represents the directional bias of the market. When e_diff > 0, the market shows an organized bullish pressure; when < 0, bearish dominance. 3. Mexican Hat Filter: The Mexican Hat (Ricker Wavelet) acts as a second-derivative filter, detecting local maxima in the acceleration of directional entropy. The filtered output (mh_out) is compared against an adaptive noise level computed as SMA(|mh_out|). A signal is considered strong only when: – mh_out exceeds the adaptive noise level, – mh_out is rising relative to the previous bar. This step is critical for eliminating false signals produced by random fluctuations. 4. Entry Logic: A LONG entry requires all three layers: (1) Alligator structure: Lips > Teeth > Jaw. (2) Directional entropy bias: e_diff > 0. (3) A strong, accelerating Mexican Hat signal confirmed by a user-defined number of bars. Once all conditions are satisfied, a buy_final entry is triggered. 5. Exit Logic: Exits are intentionally simple and rely solely on the Alligator: crossunder(lips, teeth) This clean separation ensures precise, adaptive entries and stable, consistent exits. 6. Visual Components: – Alligator lines: Jaw (blue), Teeth (red), Lips (green), plotted with their characteristic offsets. – Background coloring reflects signal strength: dark green (STRONG BUY), lime (acceleration), yellow (weak bias), transparent otherwise. – A dedicated panel displays e_diff (entropy difference), mh_out (Mexican Hat output), and the adaptive noise band. 7. Diagnostic Table: A compact diagnostic dashboard shows: – MH Value, – Noise Level, – MH Acceleration (YES/NO), – Signal Status (STRONG BUY / ACCELERATING / WEAK / BEARISH). It updates on the last bar, making it suitable for live monitoring. 8. Use Case: This strategy is highly selective and ideal as an entry module within trend-following systems. By combining wavelets, entropy, and adaptive noise modeling, it effectively filters out consolidation periods and focuses only on statistically significant bullish transitions. It can be integrated with various exit frameworks such as ATR stops, channel-based exits, range boxes, or trailing logic.
Pine Script®策略
由wojlucz提供
One Point Global Net Liquidity The "Fuel" Behind the MarketMost traders look at price action, but price is often just a reflection of the money supply available in the system. This indicator tracks Global Net Liquidity—the actual amount of fiat currency available to flow into risk assets like Crypto and Equities. Unlike standard "Money Supply" (M2) charts, this indicator focuses on Central Bank Balance Sheets, which is a more direct proxy for "Quantitative Easing" (QE) and "Quantitative Tightening" (QT). How It Works (The Formula) This script aggregates the balance sheets of the "Big 4" Central Banks, which represent ~90% of global liquidity. It automatically converts all values to USD Trillions for a standardized view. {Global Liquidity} = {US Net Liquidity} + {ECB} + {PBoC} + {BoJ} 1. US Net Liquidity (The "Trader's" Formula) We do not just use the Fed's Total Assets. We subtract the money that is "stuck" outside the private economy: (+) Fed Balance Sheet: Total Assets. (-) TGA (Treasury General Account): The government's checking account. When this goes up, liquidity is drained from markets. (-) RRP (Reverse Repo): Money parked by banks at the Fed overnight. When this goes up, liquidity is removed from the system. 2. Global Additions ECB (Eurozone): Converted to USD. PBoC (China): Converted to USD. BoJ (Japan): Converted to USD. How to Use This Indicator This indicator is designed as an Overlay on the main chart (using the Left Scale). Correlation: Generally, when the Orange Line (Liquidity) trends up, Bitcoin and the S&P 500 trend up. When Central Banks tighten (line down), risk assets struggle. The "Divergence" Signal (Alpha): Bullish: If Price makes a Lower Low but Liquidity makes a Higher Low, it often signals seller exhaustion and a potential bottom. Bearish: If Price makes a New High but Liquidity fails to follow (or drops), the rally may be unsupported and prone to a reversal. Settings Scale: This indicator is pinned to the Scale Left to allow it to overlay price action without distortion. Data: Uses daily data from ECONOMICS and FRED feeds.
Pine Script®指標
由junosats提供
Sniper PerfectOverview Sniper Perfect is an advanced trend-following system designed to filter out "fakeouts" and institutional traps using a multi-layered verification protocol. It combines Volume Flow (VFI), Volatility (CHOP), and Momentum (RSI) to ensure entry only occurs in high-probability setups. ⚙️ Crucial Calibration (Read This!) One size does NOT fit all. Every asset (Crypto, Forex, Tech Stocks) has a unique "heartbeat" and volatility profile. Recommendation: Do not rely solely on default settings. It is highly recommended to tweak the inputs (specifically VFI Length, EMA Length, and Chop Threshold) for each specific asset you trade. How to Optimize: Experiment with the settings until the visual signals align best with the historical price action of the specific chart you are analyzing. Calibrate your scope before you shoot. Key Features 🛡️ The Triple Filter Protocol Strict Choppiness Filter: Uses a strict CHOP threshold (40). If the market is moving sideways, the algorithm locks all new entries to prevent whipsaws. RSI Extremes Protection: Prevents FOMO buying at tops (Overbought > 70) and panic selling at bottoms (Oversold < 30). Conflict Zone Detection: Identifies divergence between Price action and Money Flow. If price rises but institutional money exits, the background turns Gray and trading is disabled. 🔒 Adaptive Risk Management Heat-Breathing Stop Loss: The SL distance adjusts dynamically based on market Volume and Volatility ("Heat"). Ratchet Mechanism: A mechanical lock ensures the Stop Loss can ONLY move in the direction of profit. It never loosens, guaranteeing that paper profits are protected. 📊 Live Dashboard A real-time panel in the bottom-right corner displays: VFI Flow: Positive/Negative money flow. Market Status: Active vs. Locked (Choppy). RSI Status: Neutral, Overbought, or Oversold. Visual Guide 🟢 Lime Zone: Clean Bullish Trend. 🔴 Red Zone: Clean Bearish Trend. 🟠 Orange Zone: High Choppiness (Stay Out). 🟣 'X' Marker: Exact price where the Stop Loss was triggered. Disclaimer: For educational and research purposes only. Always manage your risk.
Pine Script®指標
由GiladKatz提供
Options Scalper v2 - SPY/QQQHere's a comprehensive description of the Options Scalper v2 strategy: --- ## Options Scalper v2 - SPY/QQQ ### Overview A multi-indicator confluence-based scalping strategy designed for trading SPY and QQQ options on short timeframes (1-5 minute charts). The strategy uses a scoring system to generate high-probability CALL and PUT signals by requiring alignment across multiple technical indicators before triggering entries. --- ### Core Logic The strategy operates on a **scoring system (0-9 points)** where both bullish (CALL) and bearish (PUT) conditions are evaluated independently. A signal only fires when: 1. A recent EMA crossover occurred (within the last 3 bars) 2. The direction's score meets the minimum threshold (default: 4 points) 3. The signal's score is higher than the opposite direction 4. Enough bars have passed since the last signal (cooldown period) 5. Price action occurs during valid trading sessions --- ### Indicators Used | Indicator | Purpose | CALL Condition | PUT Condition | |-----------|---------|----------------|---------------| | **9/21 EMA Cross** | Primary trigger | Fast EMA crosses above slow | Fast EMA crosses below slow | | **200 EMA** | Trend filter | Price above 200 EMA | Price below 200 EMA | | **RSI (14)** | Momentum filter | RSI between 45-65 | RSI between 35-55 | | **VWAP** | Institutional level | Price above VWAP | Price below VWAP | | **MACD (12,26,9)** | Momentum confirmation | MACD line > Signal line | MACD line < Signal line | | **Stochastic (14,3)** | Overbought/Oversold | Oversold or K > D | Overbought or K < D | | **Volume** | Participation confirmation | Spike on green candle | Spike on red candle | | **Price Structure** | Breakout detection | Higher high formed | Lower low formed | --- ### Scoring Breakdown **CALL Score (Max 9 points):** - Recent EMA cross up: +2 pts - EMA alignment (fast > slow): +1 pt - RSI in bullish range: +1 pt - Above VWAP: +1 pt - MACD bullish: +1 pt - Volume spike on green candle: +1 pt - Stochastic setup: +1 pt - Above 200 EMA: +1 pt - Breaking higher high: +1 pt **PUT Score (Max 9 points):** - Recent EMA cross down: +2 pts - EMA alignment (fast < slow): +1 pt - RSI in bearish range: +1 pt - Below VWAP: +1 pt - MACD bearish: +1 pt - Volume spike on red candle: +1 pt - Stochastic setup: +1 pt - Below 200 EMA: +1 pt - Breaking lower low: +1 pt --- ### Risk Management The strategy uses **ATR-based dynamic stops and targets**: | Parameter | Default | Description | |-----------|---------|-------------| | Stop Loss | 1.5x ATR | Distance below entry for longs, above for shorts | | Take Profit | 2.0x ATR | Creates a 1:1.33 risk-reward ratio | Positions are also closed on: - Opposite direction signal (flip trade) - Take profit or stop loss hit --- ### Session Filtering Trades are restricted to high-liquidity periods by default: - **Morning Session:** 9:30 AM - 11:00 AM EST - **Afternoon Session:** 2:30 PM - 3:55 PM EST This avoids choppy midday price action and captures the highest volume periods. --- ### Input Parameters | Parameter | Default | Description | |-----------|---------|-------------| | Fast EMA | 9 | Fast moving average period | | Slow EMA | 21 | Slow moving average period | | Trend EMA | 200 | Long-term trend filter | | RSI Length | 14 | RSI calculation period | | RSI Overbought | 65 | Upper RSI threshold | | RSI Oversold | 35 | Lower RSI threshold | | Volume Multiplier | 1.2x | Volume spike detection threshold | | Min Signal Strength | 4 | Minimum score required to trigger | | Crossover Lookback | 3 | Bars to consider crossover "recent" | | Min Bars Between Signals | 5 | Cooldown period between signals | --- ### Visual Elements **Chart Plots:** - Green line: 9 EMA (fast) - Red line: 21 EMA (slow) - Gray line: 200 EMA (trend) - Purple dots: VWAP **Signal Markers:** - Green triangle up + "CALL" label: Buy call signal - Red triangle down + "PUT" label: Buy put signal - Small circles: EMA crossover reference points **Info Table (Top Right):** - Real-time CALL and PUT scores - RSI, MACD, Stochastic values - VWAP and 200 EMA position - Recent crossover status - Current signal state --- ### Alerts | Alert Name | Trigger | |------------|---------| | CALL Entry | Standard call signal fires | | PUT Entry | Standard put signal fires | | Strong CALL | Call signal with score ≥ 6 | | Strong PUT | Put signal with score ≥ 6 | --- ### Recommended Usage | Setting | 0DTE Scalping | Intraday Swings | |---------|---------------|-----------------| | Timeframe | 1-2 min | 5 min | | Min Signal Strength | 5-6 | 4 | | ATR Stop Mult | 1.0 | 1.5 | | ATR TP Mult | 1.5 | 2.0 | | Option Delta | 0.40-0.50 | 0.30-0.40 | --- ### Key Improvements Over v1 1. **Requires actual crossover** - Eliminates false signals from simple trend continuation 2. **Balanced scoring** - Both directions evaluated equally, highest score wins 3. **Signal cooldown** - Prevents overtrading with minimum bar spacing 4. **Multi-indicator confluence** - 8 factors must align for signal generation 5. **Volume-candle alignment** - Volume spikes only count when matching candle direction --- ### Disclaimer This strategy is for educational purposes. Backtest thoroughly before live trading. Options trading involves significant risk of loss. Past performance does not guarantee future results.
Pine Script®策略
由hakan_gul_79提供
Sniper Perfect: Institutional Flow & Adaptive Risk ProtocolOverview Sniper Perfect is an advanced trend-following system designed to filter out "fakeouts" and institutional traps using a multi-layered verification protocol. It combines Volume Flow (VFI), Volatility (CHOP), and Momentum (RSI) to ensure entry only occurs in high-probability setups. Key Features 🛡️ The Triple Filter Protocol Strict Choppiness Filter: Uses a strict CHOP threshold (40). If the market is moving sideways, the algorithm locks all new entries to prevent whipsaws. RSI Extremes Protection: Prevents FOMO buying at tops (Overbought > 70) and panic selling at bottoms (Oversold < 30). Conflict Zone Detection: Identifies divergence between Price action and Money Flow. If price rises but institutional money exits, the background turns Gray and trading is disabled. 🔒 Adaptive Risk Management Heat-Breathing Stop Loss: The SL distance adjusts dynamically based on market Volume and Volatility ("Heat"). Ratchet Mechanism: A mechanical lock ensures the Stop Loss can ONLY move in the direction of profit. It never loosens, guaranteeing that paper profits are protected. 📊 Live Dashboard A real-time panel in the bottom-right corner displays: VFI Flow: Positive/Negative money flow. Market Status: Active vs. Locked (Choppy). RSI Status: Neutral, Overbought, or Oversold. Visual Guide 🟢 Lime Zone: Clean Bullish Trend. 🔴 Red Zone: Clean Bearish Trend. 🟠 Orange Zone: High Choppiness (Stay Out). 🟣 'X' Marker: Exact price where the Stop Loss was triggered. Disclaimer: For educational and research purposes only. Always manage your risk.
Pine Script®策略
由GiladKatz提供
Sniper PerfectOverview Sniper Perfect is an advanced trend-following system designed to filter out "fakeouts" and institutional traps using a multi-layered verification protocol. It combines Volume Flow (VFI), Volatility (CHOP), and Momentum (RSI) to ensure entry only occurs in high-probability setups. Key Features 🛡️ The Triple Filter Protocol Strict Choppiness Filter: Uses a strict CHOP threshold (40). If the market is moving sideways, the algorithm locks all new entries to prevent whipsaws. RSI Extremes Protection: Prevents FOMO buying at tops (Overbought > 70) and panic selling at bottoms (Oversold < 30). Conflict Zone Detection: Identifies divergence between Price action and Money Flow. If price rises but institutional money exits, the background turns Gray and trading is disabled. 🔒 Adaptive Risk Management Heat-Breathing Stop Loss: The SL distance adjusts dynamically based on market Volume and Volatility ("Heat"). Ratchet Mechanism: A mechanical lock ensures the Stop Loss can ONLY move in the direction of profit. It never loosens, guaranteeing that paper profits are protected. 📊 Live Dashboard A real-time panel in the bottom-right corner displays: VFI Flow: Positive/Negative money flow. Market Status: Active vs. Locked (Choppy). RSI Status: Neutral, Overbought, or Oversold. Visual Guide 🟢 Lime Zone: Clean Bullish Trend. 🔴 Red Zone: Clean Bearish Trend. 🟠 Orange Zone: High Choppiness (Stay Out). 🟣 'X' Marker: Exact price where the Stop Loss was triggered. Disclaimer: For educational and research purposes only. Always manage your risk.
Pine Script®策略
由GiladKatz提供