Buy/Sell Toolkit (Expo)█ Overview
The Buy/Sell Toolkit is a comprehensive trading tool designed to provide a holistic approach to trading. It brings together essential trading indicators and features in one place, simplifying the trading process and offering valuable insights into the market.
The indicator serves as an all-inclusive solution for traders seeking in-depth technical insights. While the Buy/Sell Toolkit can be utilized alongside other technical analysis methods, it can also be used as a standalone toolkit, adaptable to any trading style. In addition, each feature is thoughtfully integrated because not all technical indicators are suitable for every market condition or trading style.
The Buy/Sell toolkit works in any market and timeframe for discretionary analysis and includes many features:
█ Features
Buy/Sell signals: This feature provides real-time Buy/Sell trading signals for any market and timeframe. These signals are based on the trend.
Contrarian Signals: This feature provides real-time contrarian signals to take a position against the prevailing market trend.
Ultimate Trend: This feature assists in identifying the overall trend of the market, recognizing whether the market is in an uptrend, downtrend, or sideways.
Trend Advisor: The Trend Advisor helps traders understand the trend's strength, duration, and direction.
Trend Reversal: This feature identifies potential points where the current market may reverse within a trend. It's basically a trend-following line based on reversal calculation; it helps traders catch trend continuation setups.
Momentum Average: This indicator measures the rate of change in prices to identify the strength of the current trend. It can be beneficial for spotting potential price breakouts or warning of a market slowdown and pullbacks.
Take Profit Points: This feature suggests optimal points to exit a trade and lock in profits. It determines these points by using various factors such as volatility, support and resistance levels, and historical price movements.
Candle Coloring, Arithmetic Candlesticks, including Arithmetic Heikin Ashi: This feature provides an excellent visual aid to assist traders in recognizing patterns, identifying trends, and optimizing their trading strategies. The Arithmetic Candlesticks help smooth out price volatility and identify market trends more clearly.
Reversal Cloud: This innovative feature provides a graphical representation of potential price reversal zones. The cloud helps traders visualize where the price might reverse its trend.
Trend Cloud: Similar to the Reversal Cloud, this feature visualizes the prevailing market trend, making it easy for traders to understand the direction of the market at a glance.
Signal Optimizer: The Signal Optimizer is a powerful tool that optimizes the Buy/Sell and contrarian signals based on win-rate or performance. It automatically applies the best settings to the signals, freeing traders from the task of constantly adjusting them. This helps traders to get the most reliable signals automatically, enhancing their trading efficiency.
█ How to use the Buy/Sell Toolkit?
Here are a few illustrative examples to provide traders with a better understanding of the Toolkit's practical usage. These examples showcase the combination of features, but it's important to note that they serve as demonstrations, and we encourage traders to explore and adapt the features to align with their unique trading styles.
Buy/Sell Signals & Take Profit
Optimized Buy/Sell signals & Candle Color + Trend Advisor + Reversal Cloud
Contrarian Signals & Take Profit
,with Reversal Cloud
Optimized Contrarian Signals & Ultimate Trend & Reversal Cloud
Trend Cloud
Filter signals with Trend Cloud
█ Why is this Buy/Sell Toolkit Needed?
The Buy/Sell Toolkit is an exceptional tool for traders because it consolidates several critical trading indicators into a single, user-friendly platform. The Toolkit's holistic approach to market analysis can enhance decision-making, reduce guesswork, and improve overall trading performance. Additionally, it allows traders to customize their approach according to the market conditions and their trading style.
The Toolkit's automated features, such as the Signal Optimizer, save time and effort, making it easier for both new and experienced traders. In addition, its comprehensive suite of features ensures traders have all the information they need to make informed trading decisions. All these features make the Buy/Sell Toolkit a powerful ally in any trader's arsenal.
Here's why this Toolkit is essential:
Comprehensive Market Analysis: The Toolkit offers a wide range of indicators and tools for comprehensive market analysis, from trend detection to momentum analysis. This reduces the need for multiple tools and allows for a more efficient trading process. By providing a host of indicators like Buy/Sell signals, Contrarian Signals, Trend Analysis, and Momentum Average, the Toolkit helps traders make well-informed decisions based on comprehensive data and trend analysis.
Automation and Time-Saving: The Signal Optimizer automatically applies the best settings to the signals based on win rate or performance. This saves time and ensures the signals' reliability, reducing, it makes the trading process efficient and hassle-free.
Versatility: The Toolkit is versatile and can be used for various financial markets, including stocks, forex, commodities, or cryptocurrencies. Regardless of the market you trade in, the Buy/Sell Toolkit has something to offer.
Visual Tools: The Toolkit provides visual tools like Reversal Cloud, Trend Cloud, Trend lines, Candle coloring, and much more, which are excellent for visualizing market trends and potential reversal zones. This can make the process of understanding market movements more intuitive and less intimidating, especially for novice traders.
Confirmation: By using multiple indicators in conjunction with each other, traders can confirm signals and improve the accuracy of their trades.
Learning and Development: The Toolkit serves as an excellent resource for both novice and experienced traders to learn about different trading indicators, how they interact, and how to use them effectively.
█ Any Alert Function Call
This function allows traders to combine any feature and create customized alerts. These alerts can be set for various conditions and customized according to the trader's strategy or preferences.
█ How are the features calculated? - Overview
The Toolkit combines many of our existing premium indicators and new technical analysis algorithms to analyze the market. This overview covers how the main features are calculated.
Buy/Sell
The core function calculates the Exponential Weighting for a given time series X over a period T. The time series is based on absolute price changes. It focuses on the magnitude of price changes from one period to the next, irrespective of the direction (up or down). This type of time series can be used to measure the volatility of a price series, as it quantifies the size of price movements. It's useful in scenarios where the direction of the change is not as important as the magnitude of the change.
Contrarian Signals
Our contrarian signals are based on deviation from the expected range value. The algorithm quantifies the amount of variation or dispersion in a set of trading ranges. Non-expected values are the fundamental core of the signal generation process.
Ultimate Trend
The Ultimate trend calculates an adaptive smoothing momentum function by first determining the directional price movement and then applying smoothing to the positive and negative price changes. It then uses these values to calculate a form of Variable Moving Average (VMA), where the smoothing factor is adjusted based on a normalized measure of the relative difference between the Positive and Negative Directional values.
Trend Advisor
It's a form of Moving Averages that are applied to the price chart using three different weighting functions, simple weighting, price volatility smoothing constant weighting, and the traditional EMA weighting function.
Trend Reversal and Cloud
The function uses the information on how much the current price compared to the relative historical price fluctuates over a specific period and automatically updates its equilibrium value at new price changes.
Momentum Average
Essentially, it uses a modified version of the relative rate of change over a certain period.
Take Profit
The take profit uses similar range price functions as the contrarian signals, where a take profit signal is triggered at extremely abnormal values.
Candles
Note, Using and Backtesting on non-standard charts produces unrealistic results since it does not represent the closing price. The candles are based on a smoothing process that finds the best smoothing coefficient for the current data, using close as time series.
█ In conclusion , The Buy/Sell Toolkit serves as a comprehensive, user-friendly, and efficient trading assistant. It brings automation and intelligent data play-by-play to your fingertips, making it an essential tool for anyone serious about trading.
-----------------
Disclaimer
The information contained in my Scripts/Indicators/Ideas/Algos/Systems does not constitute financial advice or a solicitation to buy or sell any securities of any type. I will not accept liability for any loss or damage, including without limitation any loss of profit, which may arise directly or indirectly from the use of or reliance on such information.
All investments involve risk, and the past performance of a security, industry, sector, market, financial product, trading strategy, backtest, or individual's trading does not guarantee future results or returns. Investors are fully responsible for any investment decisions they make. Such decisions should be based solely on an evaluation of their financial circumstances, investment objectives, risk tolerance, and liquidity needs.
My Scripts/Indicators/Ideas/Algos/Systems are only for educational purposes!
在腳本中搜尋"algo"
Machine Learning: kNN (New Approach)Description:
kNN is a very robust and simple method for data classification and prediction. It is very effective if the training data is large. However, it is distinguished by difficulty at determining its main parameter, K (a number of nearest neighbors), beforehand. The computation cost is also quite high because we need to compute distance of each instance to all training samples. Nevertheless, in algorithmic trading KNN is reported to perform on a par with such techniques as SVM and Random Forest. It is also widely used in the area of data science.
The input data is just a long series of prices over time without any particular features. The value to be predicted is just the next bar's price. The way that this problem is solved for both nearest neighbor techniques and for some other types of prediction algorithms is to create training records by taking, for instance, 10 consecutive prices and using the first 9 as predictor values and the 10th as the prediction value. Doing this way, given 100 data points in your time series you could create 10 different training records. It's possible to create even more training records than 10 by creating a new record starting at every data point. For instance, you could take the first 10 data points and create a record. Then you could take the 10 consecutive data points starting at the second data point, the 10 consecutive data points starting at the third data point, etc.
By default, shown are only 10 initial data points as predictor values and the 6th as the prediction value.
Here is a step-by-step workthrough on how to compute K nearest neighbors (KNN) algorithm for quantitative data:
1. Determine parameter K = number of nearest neighbors.
2. Calculate the distance between the instance and all the training samples. As we are dealing with one-dimensional distance, we simply take absolute value from the instance to value of x (| x – v |).
3. Rank the distance and determine nearest neighbors based on the K'th minimum distance.
4. Gather the values of the nearest neighbors.
5. Use average of nearest neighbors as the prediction value of the instance.
The original logic of the algorithm was slightly modified, and as a result at approx. N=17 the resulting curve nicely approximates that of the sma(20). See the description below. Beside the sma-like MA this algorithm also gives you a hint on the direction of the next bar move.
Trend Friend - Swing Trade & Scalp Signals - Stocks Crypto ForexTREND FRIEND is a custom built, data driven algorithm that gives buy and sell signals when many different factors line up together on a single candle. It is designed to catch every move so you can expect early entries and exits across all of your favorite markets. Use scalp mode for early entries with lots of signals or swing mode for longer swings with fewer signals and long swing mode for really long swing trades with even less signals.
The best markets to use this indicator on are high volume tickers with a lot of price action as these markets have enough data to use to give the signals the algo needs to be able to detect highly probable moves in price. That being said, it works across all markets such as stocks, crypto, forex and futures and across all timeframes(on really long timeframes it may not give signals due to not having enough data to work with).
***MAJOR POINTS TO REMEMBER BEFORE USING THIS INDICATOR***
The algo is designed to catch major moves, so if a signal seems to come in late, it is highly likely the market is about to reverse so use caution when taking signals that seem late. This typically happens because the market is indecisive so always be careful in these situations and just wait for a better signal when markets are really decisive.
Always trade in the direction of the trend meaning the volume weighted moving average clouds. There is also a trend detection label and risk level label that you should follow to keep your trades as safe as possible. The safest way to do this is only trade short when the VWMA 100 is below the VWMA 500 and a Bear signal comes in very close to a VWMA line. Only trade long when the VWMA 100 is above the VWMA 500 and a Bull signal comes in very close to a VWMA line.
If price is between the moving averages, play the VWMA 100 and VWMA 500 as support and resistance and only take signals near one of the VWMAs with the plan of price returning to the other VWMA. If you are taking trades against the trend, like trying to buy the dips or sell the tops, wait for price to cross the VWMA 100 before following a signal.
If the VWMA 100 and VWMA 500 are close to each other and/or moving sideways, you can expect choppy price action and consolidation so use caution when taking trades during this time. It is better to wait for the price to hold above or below both VWMAs and stay supportive there before taking trades. Waiting for volume to increase is also a good way to avoid chop after the trend decides a direction.
This indicator will repaint sometimes before the candle has closed, so either wait for the candle to close with a signal before entering trades or only take signals before it closes on candles with good volume and technical analysis backing it.
***ALL THE FEATURES YOU NEED***
Trend Friend has multiple features designed to help you trade better and make decisions faster.
Buy & Sell Signals - When the algo detects all of our required parameters lining up on a single candle, Trend Friend will give Bull or Bear signals on the chart. Bull means upward price action is expected. Bear means downward price action is expected.
Take Profit Signals - When the price action makes a move that typically signals a reversal, a take profit signal will show up on the chart to help you get out of a trade before the next signal comes in.
Risk Levels For Signals
There is a risk detection system that tells you how risky each signal is as it comes in to help you stay out of dangerous trades. Wait for signals with low risk and you’ll be much safer than trying to take trades against the trend.
Alerts - There are options for alerts on buy signals, sell signals, take profit signals, price crossing the VWMA 100 and price crossing the VWMA 500. All of these can be controlled using tradingview alerts so you don't have to watch the charts and wait for things to happen. These alerts can also be used to send orders to trading bots if you choose.
Candles Painted Green Or Red According To Buy & Sell Pressure - By default, this indicator paints the candle sticks green, red or blue according to buy & sell pressure(DMI). You will need to turn off candle colors in your chart settings for this to appear correctly.
Percentage Updates - The table on the right has live percentage updates so you don’t have to measure out every move you are expecting. It will tell you the percentage from closest fibonacci levels, percentage away from the VWAP, percent gain or loss from the last signal entry and percentages from your own trades that can be configured in the settings. These help you always know how much more you can squeeze out of a trade and where your position stands without having to switch screens between Tradingview and your broker constantly.
Moving Average & VWAP Clouds - We included two color coded volume weighted moving averages(VWMA 100 and VWMA 500) and a color coded RMA 10 moving average. We also have a VWAP dotted line and cloud so you can easily see the trend direction on the chart at all times. The cloud and moving averages will turn green or red in real time depending on whether price is above or below each moving average or the VWAP respectively.
Trend Detection Label - The top label on the percentage update table tells you if the trend for this timeframe is Bullish or Bearish as well as when the trend is undecisive with choppy price action expected.
Chop & Low Volume Warning Labels - When price action is choppy or there is very low volume compared to historic candles, a warning label will appear at the top of the screen so you know to use caution and stay out of trades during these times.
Auto Fibonacci Levels - The chart will automatically populate fibonacci retracement and extension levels. The percentage update table will also give you real time updates on how far away the next fibonacci levels are from the current price.
Bounce Zone - We also included a very long term moving average cloud(EMA 1000 and EMA 2000) that shows as purple on the chart. When price enters that cloud, you can expect a reversal in that area. If price was trending above the cloud, expect that cloud to act as support. If price was trending below the cloud, expect that cloud to act as resistance. When price is trying to break through that cloud in either direction you can expect price action to be choppy and big moves to happen once price gets supportive in that zone and breaks out.
Margin Multiplier - If you are using margin to trade, our margin multiplier will multiply all of the percentage updates by the margin level you input in the settings tab so your percentages will reflect the percentages in your account.
***HOW TO USE***
Scalp, Swing And Long Swing Mode
You can choose from scalp mode, swing mode or long swing mode in the indicator settings. It is set to scalp mode by default. Scalpers will want to use the scalp mode as it provides early entries and exits and is designed to catch every move quickly. Swing mode is designed to catch almost every move and filter out some of the noise so it will have less signals than scalp mode. Long swing mode is designed to catch those lengthy moves and will hold positions the longest but give entries later than the other modes.
Try all three on a few charts and timeframes to see which setting matches your trading style the best. If you want more signals with any of the 3 modes, go to a lower timeframe. If you want less signals on any mode, go to a higher timeframe.
Bull & Bear Signals - When all of our algo parameters line up, a BULL or BEAR label will print on the chart. Bull labels will be colored green and bear labels will be colored red. Bull indicates a good place to enter a long trade because the algo is detecting patterns that indicate price should move upwards. Bear indicates a good place to enter a short trade because the algo is detecting patterns that indicate price should move downwards.
For best results using these signals, take trade signals that line up very closely with fibonacci levels or volume weighted moving averages or the vwap or any combination of them. It is also recommended to only take trades in the direction of the trend to avoid trading false reversals. Wait for low risk signals using our risk identifier and then enter the market. Waiting for good volume to come in will also help you avoid chop and catch those quick moves.
Also, make sure to check the percentage updates table to see if the expected move to the next fibonacci level is far enough away to make the risk to reward ratio worth taking the trade. Watch for signals when the VWMAs squeeze together after a wide gap and price breaks out with a corresponding signal as these can bring large, quick moves in price. Use caution when the VWMAs are close to each other and trending sideways as this usually brings choppy price action.
(The bull and bear signals can be turned on or off in the indicator settings input tab. Useful if you want to clean up the chart or only show bear or bull signals according to the trend.)
Take profit Signals - Take profit labels will show up on the chart when a reversal candle pattern or reversal indicator pattern is detected while a trade is still open. Use these signals as times that it may be a good point to exit the trade to avoid losses or reduced profits.
(The take profit signals can be turned on or off in the indicator settings input tab.)
Risk Level Label
Taking trades against the trend is dangerous because there are more false bottoms than there are actual bottoms. Our risk detection label is there to keep you from taking dangerous trades against the trend. The label will say Low Risk when the trend is in the same direction as the last signal given. The label will say Medium Risk when the trend is neutral because price likes to chop around during these times. The label will say High Risk when the trend is in the opposite direction as the last signal given.
Make sure you wait for the risk level detector to show Low Risk before taking trades or you may be buying a false bottom.
Candles Colored According To Buy & Sell Pressure - By default this indicator will paint the candlesticks green, red or blue depending on the buy & sell pressure for those candles using the Directional Movement Index or DMI. If buy pressure is higher than sell pressure, it will paint green. If Sell pressure is higher than buy pressure, it will paint red. If buy pressure is equal to sell pressure, it will paint blue. Use this to confirm which direction buying and selling is favoring and use a change in color trend to determine reversal points early. For this to work correctly you will need to go into chart settings(gear icon top right) and in the symbol tab turn off body, wicks and border.
(The buy & sell pressure candle coloring can be turned on or off in the indicator settings input tab.)
Auto Fibonacci - This indicator will automatically populate fibonacci retracement and extension levels for you. These levels are calculated using the previous high and low. You can switch the source between the previous day, week, month, quarter and year(the weekly setting is the default as it is great for day trading). The previous high and low levels will show as white(These are very important levels so watch for price to bounce off of the white lines). The percentage update table will also show the percentage gap from the current price and the next closest fibonacci level above and below, with labels telling you which fib levels they are.
(The fibonacci levels can be turned on or off in the indicator settings input tab.)
Volume Weighted Moving Averages With Clouds - The red or green moving averages should be treated as dynamic support and resistance as well as a visual way of telling current price trends. You can expect price to bounce off of these moving averages very often and quick moves usually happen when price breaks out of these moving averages.
The safest long trades you can take will be when the VWMA 100 is above the VWMA 500 and you get a BULL signal that is very close to the VWMA 100 or VWMA 500. The safest short trades you can take will be when the VWMA 100 is below the VWMA 500 and you get a BEAR signal that is very close to the VWMA 100 or VWMA 500.
When the moving averages squeeze together and price bounces between them, you can expect big moves in price when it breaks out. If price has been trending up and the moving averages squeeze together, expect the price to fall quickly once it breaks down from there. If price has been trending down and the moving averages squeeze together, expect the price to jump quickly once it breaks out from there.
These moving averages and the clouds associated with them will paint green when price is above them, indicating a bullish trend and they will change to red when price is below the moving averages, indicating a bearish trend.
You can also use the moving averages as support and resistance levels when markets are moving sideways. Since these are volume weighted moving averages, price tends to stick to them very well and paints a much clearer picture of what is going to happen than regular moving averages that don't take volume into account. Try it on a bunch of different timeframes and charts to see for yourself.
(The moving averages and clouds can be turned on or off in the indicator settings input tab.)
Bounce Zone - The bounce zone is a purple cloud that is made up of two very long term moving averages. When price is trending above this cloud and comes back down to it, you can expect the price to bounce back upwards in this zone. If the price is trending below this cloud and comes up to it, you can expect the price to bounce back downwards when it reaches this zone.
Sometimes price will break through this cloud and you will usually notice a lot of choppy price action and accumulation in this zone. When price does break out of it, you can expect fast, large moves. I also like to call this zone the safe zone because taking trades in this zone is typically a very safe place to enter trades depending on how the price is trending before it entered this zone. If you look at the cloud on any of your favorite charts, you will see that the cloud usually represents support and resistance areas quite well.
(The bounce zone can be turned on or off in the indicator settings input tab.)
Chop & Low Volume Warnings - When price is choppy, it can be a portfolio killer. When volume is low, it can give false signals or the market can reverse easily, so stay out of trades when these warning labels appear on your chart. If you were already in a trade when these warnings appear, keep a close eye on your trades and be ready to exit if things start to go the wrong way.
Long & Short Entry Calculator - Here you can enter your own entry price for short or long positions so that your actual P&L will be shown live on your chart. This eliminates the need to calculate percentages in your head or switch screens to your broker often or use the measuring tool to calculate your P&L. These will show as zero until a trade price is entered.
Margin Multiplier - If you use margin to trade, enter your margin multiplier in this input and all of the percentages in the percentage update table will reflect how far each level is based on your margin. So a 5x margin will multiply all percentages in the chart by 5 and so on. This way you don’t have to calculate everything in your head or switch between your chart and your broker constantly.
Customization - Go into the indicator settings and you can customize just about everything to suit your style. In the Input tab you can: turn the Bull or Bear labels off or on so you only get the signals that are going in the direction of the trend, turn on or off the moving average lines & clouds, turn on or off the vwap & clouds, set your fibonacci timeframe or turn them off completely and set your long or short entry price as well as your margin level for percentage updates according to your portfolio.
You can also easily customize: the moving average lines & clouds, the bounce zone lines and cloud, the vwap color and line style, the support and resistance line colors and thickness, the bull and bear label styles, the take profit label styles and more.
***MARKETS***
This indicator can be used as a signal on all markets, including stocks, crypto, futures and forex as long as Tradingview has enough data to support the calculations needed by the algo.
***TIMEFRAMES***
Trend Friend can be used on all timeframes.
***IMPORTANT NOTES***
For the buy & sell pressure colored candles to show up properly you will need to go to the chart settings(gear icon in top right corner) and in the symbol tab turn off body, wicks and border.
No indicator can be right 100% of the time and remember that past results do not guarantee future performance. You still need to make smart decisions when using this indicator to be successful. It is also important to note that markets with little volume and price action may not give very good signals due to many different parameters needing to line up on one candle for a signal to be given so use it on high volume tickers with lots of price action for best results.
***TIPS***
Try using numerous indicators of ours on your chart so you can instantly see the bullish or bearish trend of multiple indicators in real time without having to analyze the data. Some of our favorites are our Volume Spikes, Directional Movement Index + Fisher, Volume Profile with DMI, and MOM + MFI + RSI with Trend Friend. They all have real time Bullish and Bearish labels as well so you can immediately understand each indicator's trend.
Pulu's 3 Moving Averages
Pulu's 3 Moving Averages
Release version 1, date 2021-09-28
This script allows you to customize three sets of moving averages, turn on/off, set color and parameters. It also tags the start date of the last set of moving average if there is. This, release version 1, supports eight moving average algorithms:
ALMA, Arnaud Legoux Moving Average
EMA, Exponential Moving Average
RMA, Adjusted exponential moving average (aka Wilder’s EMA)
SMA, Simple Moving Average
SWMA, Symmetrically-Weighted Moving Average
VWAP, Volume-Weighted Average Price
VWMA, Volume-Weighted Moving Average
WMA, Weighted Moving Average
The availability and function parameters
Func. Availability Parameters
ALMA
MA1, MA2, MA3
source
length
offset
sigma
EMA
RMA
SMA
VWMA
WMA
MA1, MA2, MA3
source
length
SWMA
VWAP
MA1
source
Parameters
Parameter Description
source the series of values to process. The default is to use the closing price to calculate the moving average.
length an integer value that defines the number of bars to calculate the moving average on. The SWMA and VWAP do not use this parameter.
ALMA offset a floating-point value that controls the tradeoff between smoothness (with a value closer to 1) and responsiveness (with a value closer to 0). This parameter is only used by ALMA.
ALMA sigma a floating-point value that specifies the ALMA’s smoothness. The larger this value, the smoother the moving average is. This parameter is only used by ALMA.
I'm not sure if it is needed, so I do not let the three Moving Averages of the script to have indivial algorithm setting. Because that will involve much complicated condition testing and use up more TradingView script lines limit. If you need to combine different algorithms in the three sets of moving averages, or have other ideas, leave a message to let me know; maybe I will try it in the next update.
我不確定是否需要，所以我沒有讓腳本的三組移動平均線有各別的算法設置。因為這將涉及更多複雜的條件測試，並使用更多 TradingView 腳本列數限制。如果您需要在三組均線中組合不同的算法，或者有其他想法，請留言告訴我；也許我會在下一次更新中嘗試。
GA - Value at RiskGA Value at Risk is a multifunctional tool. Its main purpose is to plot on the chart the Value at Risk . But it shows also integrated features related to the Volatility.
Value at Risk is a measure of the risk of loss for investments, given normal market conditions, in a period.
It measures and quantifies the level of financial risk. In this case, the risk is within position over a specific time frame.
Defining p as VaR, the probability of a loss greater than VaR is p, at most. Instead, the probability of loss that is less than VaR is 1-p, at least.
The VaR Breach occurs when a loss exceeds the VaR threshold .
For this case, VaR calculation uses the volatility estimation in a time interval. It defines the Probability Confidence according to the Normal Distribution. VaR is a percentile of the Normal Distribution. This is a multiplier of the Standard Deviation that define a Volatility Range.
The Normal Distribution Area around +- the Standard Deviation gives 68% of Confidence. 2 times the Standard Deviation returns a 95% of probability area. 3 time the Standard Deviation the Area returns 99.7% of Confidence.
Knowing VaR modeling, it is possible to determine the amount of a potential loss . Then, it is possible to know if there is enough capital to cover losses. In the same way, higher-than-acceptable risks forces reducing exposure in a financial instrument.
One of its practical use is to estimate the risk of an investment that is already at portfolio. Indeed, this is the purpose of the Value at Risk calculated in this script.
At the VaR Breach that investment has reached its worst scenario. Then, it can be the case to manage that investment into the balanced portfolio.
The Value at Risk does not tell when to enter the market.
Moving Averages
GA Value at Risk bases its calculations on a set of Moving Averages. Every feature of the script uses one of these Moving Averages for its algorithm.
Moving Averages from MA0 to MA8, are the core of each feature of the script.
By default, from MA0 to MA8, Moving Averages use the Fibonacci Series to define their lengths. This happens because of the power of the Golden Ratio in the market behavior.
Instead, the first moving average is an extra resource. Its purpose is to plot a Signal Line on the chart.
The script does not consider plotting every Moving Average on the chart. But it lets you enable the plotting of 7 Moving Averages (from MA0 to MA5 + Signal Line).
It is possible to select the Moving Average Formula to use in the script. This is a setting that affects every Moving Average. Then, it changes also the result of every feature of the script.
The selection is between:
Exponential Moving Average.
Simple Moving Average.
Weighted moving Average.
Simple Moving Averages and Pointers - Full Visibility
Moving Averages and Partial Visibility
The plotting of each Moving Average can be total or partial.
By default, the plotting of Moving Averages and Signal Line is partial.
When the price approaches a Moving Average a little part of the curve becomes visible. This highlights supports or resistances.
Besides, this tracking remains on the chart. Then it shows supports and resistances that the price reached during its progression.
The Partial Visibility Algorithm is a great advantage, ruling how to plot curves. It uses a parameter to set how much of the curves is to plot.
Exponential Moving Averages and Pointers - Partial Visibility
Exponential Moving Averages and Pointers - Full Visibility
Moving Averages and Pointers
As it is clear, it is not necessary to plot entire curves of Moving Averages on the chart. But it becomes relevant to plot Pointers to Moving Averages.
Indeed, the script plots horizontal segments that point to the latest Average Prices.
Every segment has a Label that shows Average Price, Length, and its related Moving Average (from MA0 to MA8). Besides, it is possible to extend the segment to right.
These pointers are a very useful automatization. They point to the Moving Averages. In this way, they show Dynamic Supports and Resistances as horizontal segments.
They are adaptive. Used together with the Volume Profile their progression approaches Edges of High Nodes.
This adaptive behavior makes easy to see when the price reaches Volume High Nodes and slows down.
Moving Average Pointers use the Partial Visibility Algorithm. In this case, the algorithm shows pointers with higher frequency than curves.
Moving Averages Pointers have:
Horizontal Segment as a Pointer with Arrow.
Label with details.
Circle to the current Average Price.
Weighted Moving Averages and Pointers - Full Visibility
Volatility Channels
Having Moving Averages, from MA0 to MA8, it is possible to plot 9 Volatility Channels.
Each Volatility Channel uses one of the Moving Averages, from MA0 to MA8.
Indeed, each Volatility Channel has the same designation of the Moving Average used.
The Standard Deviation defines the Volatility Range. It uses the length of the Moving Average related to the Volatility Channel.
The Volatility Range is unique for each Volatility Channel. In the same way, each Volatility Channel is unique because of its relation to only one Moving Average.
By default, each volatility channel has the 2 value as Standard Deviation Multiplier. This gives 95% of Confidence that the price will stay into the Volatility Range.
Using the Simple Moving Average, each Volatility Channel becomes a Bollinger Bands envelop.
Volatility Channels work very well even using Exponential or Weighted Moving Averages.
MA0 - Volatility Channel
Volatility Channels - From MA0 to MA8
Value at Risk (VaR)
GA Value at Risk plots VaR according to the volatility. The VaR plotting follows the Trend Momentum or Buying-Selling Waves.
By default, VaR follows the Trend Momentum by 2 times the Standard Deviation of MA0. Where MA0 is the first Moving Average and Volatility Channel of the set.
Besides, by default, the calculation of the Value at Risk is adaptive. It does not follow the Volatility Channel Bands. But it changes according to the fast reaction of the price into the Volatility Range.
By default, VaR follows the main momentum even if the price is moving in opposition to it. This occurs as long as the Trend Momentum persists.
In the settings box, It is possible to select the following of the latest Buying Wave or Selling Wave.
In this case, VaR changes according to the change of Buying Wave or Selling Wave. This means that, on these conditions, VaR follows main swings. Then it follows the weakening and the strengthening of the trend momentum as long as it persists.
The plotting of the Value at Risk can show these features:
Red cycle to show the Value at Risk at the current price.
Look Back Red Line that shows the progression of the Value at Risk.
Label with details.
MA0 - Value at Risk - Not Adaptive
MA0 - Value at Risk - Adaptive
It is possible to use a different Moving Average and Volatility Channel from the set. This affects the calculation and the plotting of the Value at Risk. In this way, the algorithm return the Value at Risk for the short, middle, or long-term.
Then, you can get the Value at Risk for that Financial Instrument, calculated for ~1 year or more so as for 1 month.
The Value at Risk does not tell you when to enter the market. Besides, it does not show you that the trend is changing.
MA3 - Value at Risk - Adaptive
Value at Profit (VaP)
The Value at Profit has a descriptive purpose. It points the Volatility Band that is opposite to the Value at Risk.
I chose Value at Profit as a designation for this feature. It does not tell you where to exit the market.
But is shows what the price progression is pointing on. This happens following the switching between Volatility Ranges.
The VaP follows the Volatility Band where the price tends to converge.
An outperforming or underperforming price is running faster than the average trend. Then when the price runs enough to converge to the Volatility Band, it is over extended or under extended.
At these conditions, the increased buying or selling pressure affects the price behavior. This slows down the price progression.
The Algorithm behind the Value at Profit is adaptive. Then the pointer jumps up and down the Volatility Bands of the 9 Volatility Channels. This occurs according to the price progression, following the switching between Volatility Ranges.
So, the VaP points a Volatility Band as long as the price can have chances to converges on it. Instead, when the price has chances to exceed the Volatility Band, the VaP points to the next one.
The plotting of the Value at Profit occurs enabling its Label with details.
Value at Profit - MA0 Volatility Channel Upper Band
Value at Profit - MA6 Volatility Channel Upper Band
Price Extension
When the price runs far away from the average trend price, GA Value at Risk can plot the price extension.
It shows the distance in percentage of the price from a Moving Average of the set. This tends to highlight conditions where the price is over or under extended.
An overbought or oversold condition precedes the shortening of the Trust. It is a cause of the hesitation of the price to continue its progression. This includes also Climactic Points and Signs of Dominance.
The Price Extension plotting uses a variation of the Partial Visibility Algorithm. It plots the Price Extension Arrow only when there are specific volatility conditions.
When the Partial Visibility is set to 0, the Price Extension Arrow is always visible on the chart.
The plotting of the Price Extension includes a Label with details.
Over Extension - The Price is Outperforming MA0
Under Extension - The Price is Underperforming MA0
Price Extension Coloring for Bars and Line Chart
GA Value at Risk lets you enable the coloring of vertical charts. Green and Red colors mark the over and under extended price on bars, candle sticks, and also on the Line Chart.
The Price Extension Algorithm colors Bars and Line Chart by a momentum function.
Indeed, the coloring happens following Relative Strength Index or Bollinger Bands %B.
These 2 Momentum functions are different. Indeed, they color the chart according to the purpose of their curves.
Coloring the Line Chart, it is necessary to put on front the script visibility.
Overbought and Oversold Conditions on Line Chart by Bollinger Bands %B
Overbought and Oversold Conditions on Candlesticks Chart by Relative Strength Index
Note: I restrict access to the tool. Use the links in my signature field to gain access to the script. Feel free to send me a PM for any question.
Thank you
Girolamo Aloe
Founder of Profiting Me Finance Analytics
-
Disclaimer
Nobody in Girolamo Aloe websites and trading view profile is a Financial Advisor. Nothing therein is intended to be constructed as Financial Advice. The content on his websites is for information and educational purposes only.
Trading carries high risk. You should not invest money that you cannot afford to lose. Past performance is not an indication of future results.
KarkadannKarkadann is an indicator derived from a Naberius trading algorithm. It represents a medium ground between our two other algorithms Mammon and Malphas.
It detects the current trend ranges in the market and prints a suggested entry accordingly at assumed trend channel tops & bottoms upon encountering stalled out price action usually indicative of a retracement. As such, Karakadann can be traded on nearly any timeframe.
This algorithm was developed to trade primarily leveraged XBT; however, after exploring larger alt coins and the more traditional markets outside of cryptocurrency we found that Karkadann does better than the average trader regardless of the pair or ticker being traded at the time. Any core changes to the live trading algorithm will be added to this indicator as they are deployed.
Suggested Methods of Operation:
1. Buy and Sell signals represent a possible trading opportunity. Based on our testing, manual traders should use the 15m - 60m for scalping and 240m - 1D for larger swings.
2. Upon signal print, place your limit orders spread throughout the current candles total body range. DO NOT MARKET IN. DO NOT CHASE. If the limit orders don't fill within the following candle regardless of timeframe being traded remove them and re-evaluate.
3. Use standard candles. Heikin Ashi candles are ok but can be deceiving in times of localized price volatility
4. Trade the trend or wait for extreme price action, counter to the trend, to take up positions.
ChanLun FBFD PEN# 🏆 **缠中说禅FBFD专业指标(严格版) - TradingView旗舰版**
---
## 🚀 **限时发布优惠**
> ### ✨ **新版震撼发布 - 全网用户免费试用！**
> ### 🎯 **首批前100名用户专享早鸟价格 - 永久锁定优惠，后期也是这个价格**
> ### ⏰ **机会有限，错过后期价格将不定期上调**
---
## 📚 **产品背景**
### **十年匠心，重磅升级**
这套**缠中说禅FBFD指标**历经**近10年**的精心打磨与持续优化，从2015年初版设计至今，已在多个交易平台经过实战验证。现**全新升级登陆TradingView**，功能更加完善，性能更加卓越。
**真正实现了缠论原文中的所有核心理论**，包括K线包含、分型识别、笔段分析、中枢理论、买卖点定位、背离背驰等完整体系，为缠论爱好者提供**业界最专业、最全面**的技术分析工具。
---
## 🎯 **核心优势**
### **🔥 1. 全方位缠论原文功能覆盖**
- ✅ **实时K线包含处理** - 智能识别包含关系
- ✅ **精准分型标记** - 顶底分型自动识别
- ✅ **多维笔段分析** - 笔、线段完整体系
- ✅ **多级中枢联立** - K线中枢、笔中枢、线段中枢
- ✅ **智能买卖点** - 三类买卖点精准定位
- ✅ **背离背驰预警** - 独家背离背驰算法
- ✅ **走势结构递归** - 独家走势递归功能
### **⚙️ 2. 多样化笔段算法引擎**
- 🎨 **三大笔算法**: "传统笔"、"新笔"、"顶底分型笔"
- 🔧 **海量参数调节**: 次高低笔、分型区间判断等精细化控制
- 📊 **双重段划分**: 原文纯分段 + 大级别递归分段
- 🎯 **个性化定制**: 满足不同缠友的理解需求与交易风格，优化算法，加载速度飞快！
### **🌟 3. 多级别智能联立系统**
- 📈 **同步计算显示**: 笔、线段、递归高级段联动分析
- 🏗️ **独家递归算法**: 高级递归段精准识别
- 🎪 **多级中枢体系**: 三重中枢级别完整覆盖
- 📊 **全景市场分析**: 提供最全面的市场动态洞察
### **🎨 4. 专业视觉定制**
- 🌈 **自定义配色方案** - 完美匹配个人图表风格
- 💰 **价格标识显示** - 笔、段、中枢关键价位标注
- 📐 **专业辅助工具** - 均线、布林线等实用功能
- 🎁 **免费赠送MACD** - 购买用户专享配套附图指标
### **⏰ 5. 完美K线回放支持**
- 🔄 **历史数据回顾** - 完美支持TradingView回放功能
- 📚 **市场研究利器** - 提升历史走势分析能力
- 🧠 **决策能力增强** - 深化市场洞察与判断水平
---
## 📦 **产品版本**
### **🥇 版本一：专业分段版**
> **适合：传统缠论爱好者，追求经典分段算法**
**核心功能：**
- 🔸 **多种笔算法**: 分型笔、新旧笔、次高低点笔
- 🔸 **笔段细节调整**: 海量参数支持各种笔划分方案
- 🔸 **完整中枢体系**: K线中枢、笔中枢、段中枢
- 🔸 **智能预警系统**: 背离背驰提示及报警功能
- 🔸 **递归大级别**: 大级别分段递归分析
**📊
> 💡 **同行对比**: 其他平台的专业版、高级版功能，在我们这里只是基础配置
### **🥈 版本二：高级递归版** ⭐ **独家算法**
> **适合：高阶缠友，追求极致走势分析**
**独家特色：**
- 🚀 **全网罕见算法**: 纯递归版本，其他家最多只能设计到分段级别就是极限了
- 🎯 **优化高低点**: 走势结束点精准定位最高最低点
- 🏆 **自然走势结构**: 高低点分布更加自然合理
- 💎 **完整缠论元素**: 涵盖所有缠论核心要素
- ⚡ **超丰富笔细节**: 笔的处理细节极其丰富
> 🌟 **客户反馈**: 众多资深缠友首选版本，实战效果卓越
## 💎 **选择我们的理由**
- ✨ **技术领先**: 10年技术积淀，行业标杆级产品
- 🏆 **功能最全**: 业界最完整的缠论指标体系
- 🔧 **高度定制**: 海量参数，满足个性化需求
- 💪 **独家算法**: 多项独创功能，竞品无法复制
- 🛡️ **品质保证**: 经过多平台实战验证
- 🎯 **专业服务**: 提供完善的技术支持与指导
---
**🎊 立即体验，开启专业缠论分析之旅！**
售前说明：缠中说禅理论，相对比较复杂，软件尽量实现原文的功能，但是也难免有些瑕疵地方，无法处理到位，这边后期会陆续完善，介意的客户可以先试用几天，觉得合适再买，不合适就当测试下,欢迎大家反馈问题和bug，掌柜有空会后期更新修改和优化
以下是部分功能展示：
1.多级别递归
2.K线包含
3.面积统计+中枢高低点价格显示
4.多级别盘整背离背驰
5.叠加实用均线
6.分型笔
7。k线中枢
8.几十个可选参数调整
9，可选的一些报警功能，后期陆续完善，更丰富
10.走势结构标志
clanlun pen macd czsc Channel Chanlun Ultra Chan Theory chanlunzhibiao chanlunbi chanlunk
# 🏆 **Chan Zhong Shuo Chan FBFD Professional Indicator - TradingView Flagship Edition**
---
## 🚀 **Limited-Time Launch Offer**
> ### ✨ **New Version Launched - Free Trial for All Users Worldwide!**
> ### 🎯 **First 100 Users Get Exclusive Early Bird Pricing - Locked Forever**
> ### ⏰ **Limited Opportunity - Prices Will Increase Periodically After Launch**
---
## 📚 **Product Background**
### **A Decade of Craftsmanship, Major Upgrade**
This **Chan Zhong Shuo Chan FBFD Indicator** has been meticulously refined over **nearly 10 years** of continuous development and optimization. From the initial design in 2015 to today, it has been battle-tested across multiple trading platforms. Now **fully upgraded for TradingView**, featuring enhanced functionality and superior performance.
**Truly implements all core theories from the original Chan Theory texts**, including K-line containment, fractal identification, stroke-segment analysis, central pivot theory, buy/sell point positioning, divergence analysis, and complete systematic approach, providing Chan Theory enthusiasts with **the industry's most professional and comprehensive** technical analysis tools.
---
## 🎯 **Core Advantages**
### **🔥 1. Complete Chan Theory Original Text Functions**
- ✅ **Real-time K-line Containment Processing** - Intelligent containment relationship identification
- ✅ **Precise Fractal Marking** - Automatic top-bottom fractal recognition
- ✅ **Multi-dimensional Stroke-Segment Analysis** - Complete stroke and segment system
- ✅ **Multi-level Central Pivot Integration** - K-line pivots, stroke pivots, segment pivots
- ✅ **Intelligent Buy/Sell Points** - Precise positioning of three types of trading points
- ✅ **Divergence Alert System** - Proprietary divergence algorithm
- ✅ **Trend Structure Recursion** - Exclusive recursive trend analysis
### **⚙️ 2. Diversified Stroke-Segment Algorithm Engine**
- 🎨 **Three Major Stroke Algorithms**: "Traditional Stroke", "New Stroke", "Top-Bottom Fractal Stroke"
- 🔧 **Massive Parameter Control**: Sub-high/low strokes, fractal interval judgment, and fine-tuned control
- 📊 **Dual Segment Classification**: Original pure segments + high-level recursive segments
- 🎯 **Personalized Customization**: Meeting different Chan Theory practitioners' understanding and trading styles
### **🌟 3. Multi-level Intelligent Integration System**
- 📈 **Synchronized Calculation Display**: Strokes, segments, recursive high-level segments working in harmony
- 🏗️ **Proprietary Recursive Algorithm**: Precise identification of advanced recursive segments
- 🎪 **Multi-level Central Pivot System**: Complete coverage of three pivot levels
- 📊 **Panoramic Market Analysis**: Most comprehensive market dynamics insights
### **🎨 4. Professional Visual Customization**
- 🌈 **Custom Color Schemes** - Perfect match with personal chart styles
- 💰 **Price Label Display** - Key price annotations for strokes, segments, and pivots
- 📐 **Professional Auxiliary Tools** - Moving averages, Bollinger Bands, and practical features
- 🎁 **Free MACD Bonus** - Complimentary MACD sub-chart for all purchasers
### **⏰ 5. Perfect K-line Replay Support**
- 🔄 **Historical Data Review** - Perfect support for TradingView replay functionality
- 📚 **Market Research Tool** - Enhanced historical trend analysis capabilities
- 🧠 **Decision-Making Enhancement** - Deepened market insights and judgment skills
---
## 📦 **Product Versions**
### **🥇 Version One: Professional Segment Edition**
> **Suitable for: Traditional Chan Theory enthusiasts seeking classic segment algorithms**
**Core Features:**
- 🔸 **Multiple Stroke Algorithms**: Fractal strokes, old/new strokes, sub-high/low point strokes
- 🔸 **Stroke-Segment Detail Adjustment**: Massive parameters supporting various stroke classification schemes
- 🔸 **Complete Central Pivot System**: K-line pivots, stroke pivots, segment pivots
- 🔸 **Intelligent Alert System**: Divergence alerts and alarm functionality
- 🔸 **Recursive High-level**: High-level segment recursive analysis
*
> 💡 **Competitive Comparison**: What others call "Professional" or "Advanced" versions are just our basic configurations
### **🥈 Version Two: Advanced Recursive Edition** ⭐ **Exclusive Algorithm**
> **Suitable for: Advanced Chan Theory practitioners seeking ultimate trend analysis**
**Exclusive Features:**
- 🚀 **Rare Algorithm Worldwide**: Pure recursive version, industry-leading
- 🎯 **Optimized High/Low Points**: Precise positioning of trend endpoints at extreme highs/lows
- 🏆 **Natural Trend Structure**: More natural and reasonable high/low point distribution
- 💎 **Complete Chan Theory Elements**: Covers all core Chan Theory components
- ⚡ **Ultra-Rich Stroke Details**: Extremely detailed stroke processing capabilities
> 🌟 **Customer Feedback**: Preferred version by many experienced Chan Theory practitioners, proven in live trading
---
## 💎 **Why Choose Us**
- ✨ **Technical Leadership**: 10 years of technical accumulation, industry benchmark product
- 🏆 **Most Complete Features**: Industry's most comprehensive Chan Theory indicator system
- 🔧 **Highly Customizable**: Massive parameters meeting personalized needs
- 💪 **Proprietary Algorithms**: Multiple innovative features that competitors cannot replicate
- 🛡️ **Quality Assurance**: Battle-tested across multiple platforms
- 🎯 **Professional Service**: Complete technical support and guidance
---
## 🌟 **What Makes This Indicator Unique**
### **📈 Advanced Technical Implementation**
- **Real-time Processing**: All calculations update in real-time with market data
- **Memory Optimization**: Efficient handling of up to 1 million K-lines
- **Perfect Integration**: Seamless TradingView platform integration
- **Professional Visualization**: Clear, intuitive visual representation
### **🎓 Educational Value**
- **Learning Tool**: Perfect for studying Chan Theory principles
- **Historical Analysis**: Comprehensive replay functionality for backtesting
- **Pattern Recognition**: Helps identify market structures and patterns
- **Decision Support**: Provides clear buy/sell signals based on Chan Theory
### **🔧 Technical Specifications**
- **Platform**: TradingView Pine Script v6
- **Performance**: Optimized for real-time market analysis
- **Compatibility**: Works with all TradingView chart types and timeframes
- **Customization**: 20+ parameters for fine-tuning analysis
---
**🎊 Start Your Professional Chan Theory Analysis Journey Today!**
> **Ready to experience the most advanced Chan Theory indicator available?**
> **Join thousands of satisfied traders who have transformed their analysis with our professional tools.**
[blackcat] L3 Improved Dual Ehlers BPF for Volatility DetectionOVERVIEW
This script implements an advanced L3 Improved Dual Ehlers Bandpass Filter (BPF) for volatility detection, combining both L1 and L2 calculation methods to create a comprehensive trading signal. The script leverages John Ehlers' sophisticated digital signal processing techniques to identify market cycles and extract meaningful trading signals from price action. By combining multiple cycle detection methods and filtering approaches, it provides traders with a powerful tool for identifying trend changes, momentum shifts, and potential reversal points across various market conditions and timeframes. The L3 approach uniquely combines the outputs of both L1 (01 range) and L2 (-11 range) methods, creating a signal that ranges from -1~2 and provides enhanced sensitivity to market dynamics.
FEATURES
🔄 Dual Calculation Methods: Choose between L1 (01 range), L2 (-11 range), or combine both for L3 signal (-1~2 range) to match your trading style
📊 Multiple Cycle Detection: Seven different dominant cycle calculation methods including HoDyDC (Hilbert Transform Dominant Cycle), PhAcDC (Phase Accumulation Dominant Cycle), DuDiDC (Duane Dominant Cycle), CycPer (Cycle Period), BPZC (Bandpass Zero Crossing), AutoPer (Autocorrelation Period), and DFTDC (Discrete Fourier Transform Dominant Cycle)
🎛️ Flexible Mixing Options: Six sophisticated mixing methods including weighted averaging, simple sum, difference extraction, dominant-only, subdominant-only, and adaptive mixing that adjusts based on signal strength
🌊 Bandpass Filtering: Precise bandwidth control for both dominant and subdominant filters, allowing fine-tuning of frequency response characteristics
📈 Advanced Divergence Detection: Robust algorithm for identifying bullish and bearish divergences with customizable lookback periods and range constraints
🎨 Comprehensive Visualization: Extensive customization options for all signals, colors, plot styles, and display elements
🔔 Comprehensive Alert System: Built-in alerts for divergence signals, zero line crosses, and various market conditions
📊 Real-time Cycle Information: Optional display of dominant and subdominant cycle periods for educational purposes
🔄 Adaptive Signal Processing: Dynamic adjustment of parameters based on market conditions and volatility
🎯 Multiple Signal Outputs: Simultaneous generation of L1, L2, and L3 signals for different trading strategies
HOW TO USE
Select Calculation Method: Choose between "l1" (01 range), "l2" (-11 range), or "both" (L3, -1~2 range) in the Calculation Method settings based on your preferred signal characteristics
Configure Cycle Detection: Select your preferred Dominant Cycle Method from the seven available options and adjust the Cycle Part parameter (0.1-0.9) to fine-tune cycle sensitivity
Set Subdominant Parameters: Configure the subdominant cycle either as a ratio of the dominant cycle or as a fixed period, depending on your analysis approach
Adjust Filter Bandwidth: Fine-tune the bandwidth settings for both dominant and subdominant filters (0.1-1.0) to control the frequency response and signal smoothing
Choose Mixing Method: Select how to combine the filters - weighted averaging for balance, sum for maximum sensitivity, difference for trend isolation, or adaptive mixing for dynamic response
Configure Smoothing: Select from SMA, EMA, or HMA smoothing methods with adjustable length (1-20 bars) to reduce noise in the final signal
Customize Visualization: Enable/disable individual plots, divergence detection, zero line, fill areas, and customize all colors to match your chart preferences
Set Divergence Parameters: Configure lookback ranges (5-60 bars) for divergence detection to match your trading timeframe and style
Monitor Signals: Watch for crosses above/below zero line and divergence patterns, paying attention to signal strength and consistency
Set Up Alerts: Configure alerts for divergence signals, zero line crosses, and other market conditions to stay informed of trading opportunities
LIMITATIONS
The script requires the dc_ta library from blackcat1402 for several advanced cycle calculation methods (HoDyDC, PhAcDC, DuDiDC, CycPer, BPZC, AutoPer, DFTDC)
L1 method operates in 01 range while L2 method uses -11 range, requiring different interpretation approaches
Combined L3 signal ranges from -1~2 when both methods are selected, creating unique signal characteristics that traders must adapt to
Divergence detection accuracy depends on proper lookback period settings and market volatility conditions
Performance may be impacted with very long lookback ranges (>60 bars) or when multiple plots are simultaneously enabled
The script is designed for non-overlay use and may not display correctly on certain chart types or with conflicting indicators
Adaptive mixing method requires careful threshold tuning to avoid excessive signal fluctuation
Cycle detection algorithms may produce unreliable results during low volatility or highly choppy market conditions
The script assumes regular price data and may not perform optimally with irregular or gapped price sequences
NOTES
The script implements advanced mathematical calculations including bandpass filters, Hilbert transforms, and various cycle detection algorithms developed by John Ehlers
For optimal results, experiment with different cycle detection methods and bandwidth settings across various market conditions and timeframes
The adaptive mixing method automatically adjusts weights based on signal strength, providing dynamic response to changing market conditions
Divergence detection works best when the "Plot Divergence" option is enabled and when combined with other technical analysis tools
Zero line crosses can indicate potential trend changes or momentum shifts, especially when confirmed by volume or other indicators
The script includes commented code for cycle information display that can be enabled if you want to monitor cycle periods in real-time
Different calculation methods may perform better in different market environments - L1 tends to be smoother while L2 is more sensitive
The subdominant cycle helps filter out noise and provides additional confirmation for signals generated by the dominant cycle
Bandwidth settings control the filter's frequency response - lower values provide more smoothing while higher values increase sensitivity
Mixing methods offer different approaches to combining signals - weighted averaging is generally most reliable for most trading applications
THANKS
Special thanks to John Ehlers for his pioneering work in cycle analysis and digital signal processing for financial markets. This script implements and significantly improves upon his bandpass filter methodology, incorporating multiple advanced techniques from his extensive body of work. Also heartfelt thanks to blackcat1402 for the dc_ta library that provides essential cycle calculation methods and for maintaining such a valuable resource for the Pine Script community. Additional appreciation to the TradingView platform for providing the tools and environment that make sophisticated technical analysis accessible to traders worldwide. This script represents a collaborative effort in advancing the field of algorithmic trading and technical analysis.
缠中说禅ZSLX_V1版# 🏆 **缠中说禅ZSLX专业指标 - TradingView旗舰版**
---
## 🚀 **限时发布优惠**
> ### ✨ **新版震撼发布 - 全网用户免费试用！**
> ### 🎯 **首批前100名用户专享早鸟价格 - 永久锁定优惠，后期也是这个价格**
> ### ⏰ **机会有限，错过后期价格将不定期上调**
---
## 📚 **产品背景**
### **十年匠心，重磅升级**
这套**缠中说禅指标**历经**近10年**的精心打磨与持续优化，从2015年初版设计至今，已在多个交易平台经过实战验证。现**全新升级登陆TradingView**，功能更加完善，性能更加卓越。
**真正实现了缠论原文中的所有核心理论**，包括K线包含、分型识别、笔段分析、中枢理论、买卖点定位、背离背驰等完整体系，为缠论爱好者提供**业界最专业、最全面**的技术分析工具。
---
## 🎯 **核心优势**
### **🔥 1. 全方位缠论原文功能覆盖**
- ✅ **实时K线包含处理** - 智能识别包含关系
- ✅ **精准分型标记** - 顶底分型自动识别
- ✅ **多维笔段分析** - 笔、线段完整体系
- ✅ **多级中枢联立** - K线中枢、笔中枢、线段中枢
- ✅ **智能买卖点** - 三类买卖点精准定位
- ✅ **背离背驰预警** - 独家背离背驰算法
- ✅ **走势结构递归** - 独家走势递归功能
### **⚙️ 2. 多样化笔段算法引擎**
- 🎨 **三大笔算法**: "传统笔"、"新笔"、"顶底分型笔"
- 🔧 **海量参数调节**: 次高低笔、分型区间判断等精细化控制
- 📊 **双重段划分**: 原文纯分段 + 大级别递归分段
- 🎯 **个性化定制**: 满足不同缠友的理解需求与交易风格
### **🌟 3. 多级别智能联立系统**
- 📈 **同步计算显示**: 笔、线段、递归高级段联动分析
- 🏗️ **独家递归算法**: 高级递归段精准识别
- 🎪 **多级中枢体系**: 三重中枢级别完整覆盖
- 📊 **全景市场分析**: 提供最全面的市场动态洞察
### **🎨 4. 专业视觉定制**
- 🌈 **自定义配色方案** - 完美匹配个人图表风格
- 💰 **价格标识显示** - 笔、段、中枢关键价位标注
- 📐 **专业辅助工具** - 均线、布林线等实用功能
- 🎁 **免费赠送MACD** - 购买用户专享配套附图指标
### **⏰ 5. 完美K线回放支持**
- 🔄 **历史数据回顾** - 完美支持TradingView回放功能
- 📚 **市场研究利器** - 提升历史走势分析能力
- 🧠 **决策能力增强** - 深化市场洞察与判断水平
---
## 📦 **产品版本**
### **🥇 版本一：专业分段版**
> **适合：传统缠论爱好者，追求经典分段算法**
**核心功能：**
- 🔸 **多种笔算法**: 分型笔、新旧笔、次高低点笔
- 🔸 **笔段细节调整**: 海量参数支持各种笔划分方案
- 🔸 **完整中枢体系**: K线中枢、笔中枢、段中枢
- 🔸 **智能预警系统**: 背离背驰提示及报警功能
- 🔸 **递归大级别**: 大级别分段递归分析
**📊
> 💡 **同行对比**: 其他平台的"专业版"功能，在我们这里只是基础配置
### **🥈 版本二：高级递归版** ⭐ **独家算法**
> **适合：高阶缠友，追求极致走势分析**
**独家特色：**
- 🚀 **全网罕见算法**: 纯递归版本，其他家最多只能设计到分段级别就是极限了
- 🎯 **优化高低点**: 走势结束点精准定位最高最低点
- 🏆 **自然走势结构**: 高低点分布更加自然合理
- 💎 **完整缠论元素**: 涵盖所有缠论核心要素
- ⚡ **超丰富笔细节**: 笔的处理细节极其丰富
> 🌟 **客户反馈**: 众多资深缠友首选版本，实战效果卓越
---
## 💎 **选择我们的理由**
- ✨ **技术领先**: 10年技术积淀，行业标杆级产品
- 🏆 **功能最全**: 业界最完整的缠论指标体系
- 🔧 **高度定制**: 海量参数，满足个性化需求
- 💪 **独家算法**: 多项独创功能，竞品无法复制
- 🛡️ **品质保证**: 经过多平台实战验证
- 🎯 **专业服务**: 提供完善的技术支持与指导
---
**🎊 立即体验，开启专业缠论分析之旅！**
售前说明：缠中说禅理论，相对比较复杂，软件尽量实现原文的功能，但是也难免有些瑕疵地方，无法处理到位，这边后期会陆续完善，介意的客户可以先试用几天，觉得合适再买，不合适就当测试下,欢迎大家反馈问题和bug，掌柜有空会后期更新修改和优化
1.多级别递归
2.K线包含
3.面积统计+中枢高低点价格显示
4.多级别盘整背离背驰
5.叠加实用均线
6.分型笔
7。k线中枢
8.几十个可选参数调整
9，可选的一些报警功能，后期陆续完善，更丰富
10.走势结构标志
# 🏆 **Chan Zhong Shuo Chan ZSLX Professional Indicator - TradingView Flagship Edition**
---
## 🚀 **Limited-Time Launch Offer**
> ### ✨ **New Version Launched - Free Trial for All Users Worldwide!**
> ### 🎯 **First 100 Users Get Exclusive Early Bird Pricing - Locked Forever**
> ### ⏰ **Limited Opportunity - Prices Will Increase Periodically After Launch**
---
## 📚 **Product Background**
### **A Decade of Craftsmanship, Major Upgrade**
This **Chan Zhong Shuo Chan FBFD Indicator** has been meticulously refined over **nearly 10 years** of continuous development and optimization. From the initial design in 2015 to today, it has been battle-tested across multiple trading platforms. Now **fully upgraded for TradingView**, featuring enhanced functionality and superior performance.
**Truly implements all core theories from the original Chan Theory texts**, including K-line containment, fractal identification, stroke-segment analysis, central pivot theory, buy/sell point positioning, divergence analysis, and complete systematic approach, providing Chan Theory enthusiasts with **the industry's most professional and comprehensive** technical analysis tools.
---
## 🎯 **Core Advantages**
### **🔥 1. Complete Chan Theory Original Text Functions**
- ✅ **Real-time K-line Containment Processing** - Intelligent containment relationship identification
- ✅ **Precise Fractal Marking** - Automatic top-bottom fractal recognition
- ✅ **Multi-dimensional Stroke-Segment Analysis** - Complete stroke and segment system
- ✅ **Multi-level Central Pivot Integration** - K-line pivots, stroke pivots, segment pivots
- ✅ **Intelligent Buy/Sell Points** - Precise positioning of three types of trading points
- ✅ **Divergence Alert System** - Proprietary divergence algorithm
- ✅ **Trend Structure Recursion** - Exclusive recursive trend analysis
### **⚙️ 2. Diversified Stroke-Segment Algorithm Engine**
- 🎨 **Three Major Stroke Algorithms**: "Traditional Stroke", "New Stroke", "Top-Bottom Fractal Stroke"
- 🔧 **Massive Parameter Control**: Sub-high/low strokes, fractal interval judgment, and fine-tuned control
- 📊 **Dual Segment Classification**: Original pure segments + high-level recursive segments
- 🎯 **Personalized Customization**: Meeting different Chan Theory practitioners' understanding and trading styles
### **🌟 3. Multi-level Intelligent Integration System**
- 📈 **Synchronized Calculation Display**: Strokes, segments, recursive high-level segments working in harmony
- 🏗️ **Proprietary Recursive Algorithm**: Precise identification of advanced recursive segments
- 🎪 **Multi-level Central Pivot System**: Complete coverage of three pivot levels
- 📊 **Panoramic Market Analysis**: Most comprehensive market dynamics insights
### **🎨 4. Professional Visual Customization**
- 🌈 **Custom Color Schemes** - Perfect match with personal chart styles
- 💰 **Price Label Display** - Key price annotations for strokes, segments, and pivots
- 📐 **Professional Auxiliary Tools** - Moving averages, Bollinger Bands, and practical features
- 🎁 **Free MACD Bonus** - Complimentary MACD sub-chart for all purchasers
### **⏰ 5. Perfect K-line Replay Support**
- 🔄 **Historical Data Review** - Perfect support for TradingView replay functionality
- 📚 **Market Research Tool** - Enhanced historical trend analysis capabilities
- 🧠 **Decision-Making Enhancement** - Deepened market insights and judgment skills
---
## 📦 **Product Versions**
### **🥇 Version One: Professional Segment Edition**
> **Suitable for: Traditional Chan Theory enthusiasts seeking classic segment algorithms**
**Core Features:**
- 🔸 **Multiple Stroke Algorithms**: Fractal strokes, old/new strokes, sub-high/low point strokes
- 🔸 **Stroke-Segment Detail Adjustment**: Massive parameters supporting various stroke classification schemes
- 🔸 **Complete Central Pivot System**: K-line pivots, stroke pivots, segment pivots
- 🔸 **Intelligent Alert System**: Divergence alerts and alarm functionality
- 🔸 **Recursive High-level**: High-level segment recursive analysis
*
> 💡 **Competitive Comparison**: What others call "Professional" or "Advanced" versions are just our basic configurations
### **🥈 Version Two: Advanced Recursive Edition** ⭐ **Exclusive Algorithm**
> **Suitable for: Advanced Chan Theory practitioners seeking ultimate trend analysis**
**Exclusive Features:**
- 🚀 **Rare Algorithm Worldwide**: Pure recursive version, industry-leading
- 🎯 **Optimized High/Low Points**: Precise positioning of trend endpoints at extreme highs/lows
- 🏆 **Natural Trend Structure**: More natural and reasonable high/low point distribution
- 💎 **Complete Chan Theory Elements**: Covers all core Chan Theory components
- ⚡ **Ultra-Rich Stroke Details**: Extremely detailed stroke processing capabilities
> 🌟 **Customer Feedback**: Preferred version by many experienced Chan Theory practitioners, proven in live trading
---
## 💎 **Why Choose Us**
- ✨ **Technical Leadership**: 10 years of technical accumulation, industry benchmark product
- 🏆 **Most Complete Features**: Industry's most comprehensive Chan Theory indicator system
- 🔧 **Highly Customizable**: Massive parameters meeting personalized needs
- 💪 **Proprietary Algorithms**: Multiple innovative features that competitors cannot replicate
- 🛡️ **Quality Assurance**: Battle-tested across multiple platforms
- 🎯 **Professional Service**: Complete technical support and guidance
---
## 🌟 **What Makes This Indicator Unique**
### **📈 Advanced Technical Implementation**
- **Real-time Processing**: All calculations update in real-time with market data
- **Memory Optimization**: Efficient handling of up to 1 million K-lines
- **Perfect Integration**: Seamless TradingView platform integration
- **Professional Visualization**: Clear, intuitive visual representation
### **🎓 Educational Value**
- **Learning Tool**: Perfect for studying Chan Theory principles
- **Historical Analysis**: Comprehensive replay functionality for backtesting
- **Pattern Recognition**: Helps identify market structures and patterns
- **Decision Support**: Provides clear buy/sell signals based on Chan Theory
### **🔧 Technical Specifications**
- **Platform**: TradingView Pine Script v6
- **Performance**: Optimized for real-time market analysis
- **Compatibility**: Works with all TradingView chart types and timeframes
- **Customization**: 20+ parameters for fine-tuning analysis
---
**🎊 Start Your Professional Chan Theory Analysis Journey Today!**
> **Ready to experience the most advanced Chan Theory indicator available?**
> **Join thousands of satisfied traders who have transformed their analysis with our professional tools.**
缠中说禅FBFD_v1版# 🏆 **缠中说禅FBFD专业指标 - TradingView旗舰版**
---
## 🚀 **限时发布优惠**
> ### ✨ **新版震撼发布 - 全网用户免费试用！**
> ### 🎯 **首批前100名用户专享早鸟价格 - 永久锁定优惠，后期也是这个价格**
> ### ⏰ **机会有限，错过后期价格将不定期上调**
---
## 📚 **产品背景**
### **十年匠心，重磅升级**
这套**缠中说禅FBFD指标**历经**近10年**的精心打磨与持续优化，从2015年初版设计至今，已在多个交易平台经过实战验证。现**全新升级登陆TradingView**，功能更加完善，性能更加卓越。
**真正实现了缠论原文中的所有核心理论**，包括K线包含、分型识别、笔段分析、中枢理论、买卖点定位、背离背驰等完整体系，为缠论爱好者提供**业界最专业、最全面**的技术分析工具。
---
## 🎯 **核心优势**
### **🔥 1. 全方位缠论原文功能覆盖**
- ✅ **实时K线包含处理** - 智能识别包含关系
- ✅ **精准分型标记** - 顶底分型自动识别
- ✅ **多维笔段分析** - 笔、线段完整体系
- ✅ **多级中枢联立** - K线中枢、笔中枢、线段中枢
- ✅ **智能买卖点** - 三类买卖点精准定位
- ✅ **背离背驰预警** - 独家背离背驰算法
- ✅ **走势结构递归** - 独家走势递归功能
### **⚙️ 2. 多样化笔段算法引擎**
- 🎨 **三大笔算法**: "传统笔"、"新笔"、"顶底分型笔"
- 🔧 **海量参数调节**: 次高低笔、分型区间判断等精细化控制
- 📊 **双重段划分**: 原文纯分段 + 大级别递归分段
- 🎯 **个性化定制**: 满足不同缠友的理解需求与交易风格，优化算法，加载速度飞快！
### **🌟 3. 多级别智能联立系统**
- 📈 **同步计算显示**: 笔、线段、递归高级段联动分析
- 🏗️ **独家递归算法**: 高级递归段精准识别
- 🎪 **多级中枢体系**: 三重中枢级别完整覆盖
- 📊 **全景市场分析**: 提供最全面的市场动态洞察
### **🎨 4. 专业视觉定制**
- 🌈 **自定义配色方案** - 完美匹配个人图表风格
- 💰 **价格标识显示** - 笔、段、中枢关键价位标注
- 📐 **专业辅助工具** - 均线、布林线等实用功能
- 🎁 **免费赠送MACD** - 购买用户专享配套附图指标
### **⏰ 5. 完美K线回放支持**
- 🔄 **历史数据回顾** - 完美支持TradingView回放功能
- 📚 **市场研究利器** - 提升历史走势分析能力
- 🧠 **决策能力增强** - 深化市场洞察与判断水平
---
## 📦 **产品版本**
### **🥇 版本一：专业分段版**
> **适合：传统缠论爱好者，追求经典分段算法**
**核心功能：**
- 🔸 **多种笔算法**: 分型笔、新旧笔、次高低点笔
- 🔸 **笔段细节调整**: 海量参数支持各种笔划分方案
- 🔸 **完整中枢体系**: K线中枢、笔中枢、段中枢
- 🔸 **智能预警系统**: 背离背驰提示及报警功能
- 🔸 **递归大级别**: 大级别分段递归分析
**📊
> 💡 **同行对比**: 其他平台的专业版、高级版功能，在我们这里只是基础配置
### **🥈 版本二：高级递归版** ⭐ **独家算法**
> **适合：高阶缠友，追求极致走势分析**
**独家特色：**
- 🚀 **全网罕见算法**: 纯递归版本，其他家最多只能设计到分段级别就是极限了
- 🎯 **优化高低点**: 走势结束点精准定位最高最低点
- 🏆 **自然走势结构**: 高低点分布更加自然合理
- 💎 **完整缠论元素**: 涵盖所有缠论核心要素
- ⚡ **超丰富笔细节**: 笔的处理细节极其丰富
> 🌟 **客户反馈**: 众多资深缠友首选版本，实战效果卓越
## 💎 **选择我们的理由**
- ✨ **技术领先**: 10年技术积淀，行业标杆级产品
- 🏆 **功能最全**: 业界最完整的缠论指标体系
- 🔧 **高度定制**: 海量参数，满足个性化需求
- 💪 **独家算法**: 多项独创功能，竞品无法复制
- 🛡️ **品质保证**: 经过多平台实战验证
- 🎯 **专业服务**: 提供完善的技术支持与指导
---
**🎊 立即体验，开启专业缠论分析之旅！**
售前说明：缠中说禅理论，相对比较复杂，软件尽量实现原文的功能，但是也难免有些瑕疵地方，无法处理到位，这边后期会陆续完善，介意的客户可以先试用几天，觉得合适再买，不合适就当测试下,欢迎大家反馈问题和bug，掌柜有空会后期更新修改和优化
以下是部分功能展示：
1.多级别递归
2.K线包含
3.面积统计+中枢高低点价格显示
4.多级别盘整背离背驰
5.叠加实用均线
6.分型笔
7。k线中枢
8.几十个可选参数调整
9，可选的一些报警功能，后期陆续完善，更丰富
10.走势结构标志
# 🏆 **Chan Zhong Shuo Chan FBFD Professional Indicator - TradingView Flagship Edition**
---
## 🚀 **Limited-Time Launch Offer**
> ### ✨ **New Version Launched - Free Trial for All Users Worldwide!**
> ### 🎯 **First 100 Users Get Exclusive Early Bird Pricing - Locked Forever**
> ### ⏰ **Limited Opportunity - Prices Will Increase Periodically After Launch**
---
## 📚 **Product Background**
### **A Decade of Craftsmanship, Major Upgrade**
This **Chan Zhong Shuo Chan FBFD Indicator** has been meticulously refined over **nearly 10 years** of continuous development and optimization. From the initial design in 2015 to today, it has been battle-tested across multiple trading platforms. Now **fully upgraded for TradingView**, featuring enhanced functionality and superior performance.
**Truly implements all core theories from the original Chan Theory texts**, including K-line containment, fractal identification, stroke-segment analysis, central pivot theory, buy/sell point positioning, divergence analysis, and complete systematic approach, providing Chan Theory enthusiasts with **the industry's most professional and comprehensive** technical analysis tools.
---
## 🎯 **Core Advantages**
### **🔥 1. Complete Chan Theory Original Text Functions**
- ✅ **Real-time K-line Containment Processing** - Intelligent containment relationship identification
- ✅ **Precise Fractal Marking** - Automatic top-bottom fractal recognition
- ✅ **Multi-dimensional Stroke-Segment Analysis** - Complete stroke and segment system
- ✅ **Multi-level Central Pivot Integration** - K-line pivots, stroke pivots, segment pivots
- ✅ **Intelligent Buy/Sell Points** - Precise positioning of three types of trading points
- ✅ **Divergence Alert System** - Proprietary divergence algorithm
- ✅ **Trend Structure Recursion** - Exclusive recursive trend analysis
### **⚙️ 2. Diversified Stroke-Segment Algorithm Engine**
- 🎨 **Three Major Stroke Algorithms**: "Traditional Stroke", "New Stroke", "Top-Bottom Fractal Stroke"
- 🔧 **Massive Parameter Control**: Sub-high/low strokes, fractal interval judgment, and fine-tuned control
- 📊 **Dual Segment Classification**: Original pure segments + high-level recursive segments
- 🎯 **Personalized Customization**: Meeting different Chan Theory practitioners' understanding and trading styles
### **🌟 3. Multi-level Intelligent Integration System**
- 📈 **Synchronized Calculation Display**: Strokes, segments, recursive high-level segments working in harmony
- 🏗️ **Proprietary Recursive Algorithm**: Precise identification of advanced recursive segments
- 🎪 **Multi-level Central Pivot System**: Complete coverage of three pivot levels
- 📊 **Panoramic Market Analysis**: Most comprehensive market dynamics insights
### **🎨 4. Professional Visual Customization**
- 🌈 **Custom Color Schemes** - Perfect match with personal chart styles
- 💰 **Price Label Display** - Key price annotations for strokes, segments, and pivots
- 📐 **Professional Auxiliary Tools** - Moving averages, Bollinger Bands, and practical features
- 🎁 **Free MACD Bonus** - Complimentary MACD sub-chart for all purchasers
### **⏰ 5. Perfect K-line Replay Support**
- 🔄 **Historical Data Review** - Perfect support for TradingView replay functionality
- 📚 **Market Research Tool** - Enhanced historical trend analysis capabilities
- 🧠 **Decision-Making Enhancement** - Deepened market insights and judgment skills
---
## 📦 **Product Versions**
### **🥇 Version One: Professional Segment Edition**
> **Suitable for: Traditional Chan Theory enthusiasts seeking classic segment algorithms**
**Core Features:**
- 🔸 **Multiple Stroke Algorithms**: Fractal strokes, old/new strokes, sub-high/low point strokes
- 🔸 **Stroke-Segment Detail Adjustment**: Massive parameters supporting various stroke classification schemes
- 🔸 **Complete Central Pivot System**: K-line pivots, stroke pivots, segment pivots
- 🔸 **Intelligent Alert System**: Divergence alerts and alarm functionality
- 🔸 **Recursive High-level**: High-level segment recursive analysis
*
> 💡 **Competitive Comparison**: What others call "Professional" or "Advanced" versions are just our basic configurations
### **🥈 Version Two: Advanced Recursive Edition** ⭐ **Exclusive Algorithm**
> **Suitable for: Advanced Chan Theory practitioners seeking ultimate trend analysis**
**Exclusive Features:**
- 🚀 **Rare Algorithm Worldwide**: Pure recursive version, industry-leading
- 🎯 **Optimized High/Low Points**: Precise positioning of trend endpoints at extreme highs/lows
- 🏆 **Natural Trend Structure**: More natural and reasonable high/low point distribution
- 💎 **Complete Chan Theory Elements**: Covers all core Chan Theory components
- ⚡ **Ultra-Rich Stroke Details**: Extremely detailed stroke processing capabilities
> 🌟 **Customer Feedback**: Preferred version by many experienced Chan Theory practitioners, proven in live trading
---
## 💎 **Why Choose Us**
- ✨ **Technical Leadership**: 10 years of technical accumulation, industry benchmark product
- 🏆 **Most Complete Features**: Industry's most comprehensive Chan Theory indicator system
- 🔧 **Highly Customizable**: Massive parameters meeting personalized needs
- 💪 **Proprietary Algorithms**: Multiple innovative features that competitors cannot replicate
- 🛡️ **Quality Assurance**: Battle-tested across multiple platforms
- 🎯 **Professional Service**: Complete technical support and guidance
---
## 🌟 **What Makes This Indicator Unique**
### **📈 Advanced Technical Implementation**
- **Real-time Processing**: All calculations update in real-time with market data
- **Memory Optimization**: Efficient handling of up to 1 million K-lines
- **Perfect Integration**: Seamless TradingView platform integration
- **Professional Visualization**: Clear, intuitive visual representation
### **🎓 Educational Value**
- **Learning Tool**: Perfect for studying Chan Theory principles
- **Historical Analysis**: Comprehensive replay functionality for backtesting
- **Pattern Recognition**: Helps identify market structures and patterns
- **Decision Support**: Provides clear buy/sell signals based on Chan Theory
### **🔧 Technical Specifications**
- **Platform**: TradingView Pine Script v6
- **Performance**: Optimized for real-time market analysis
- **Compatibility**: Works with all TradingView chart types and timeframes
- **Customization**: 20+ parameters for fine-tuning analysis
---
**🎊 Start Your Professional Chan Theory Analysis Journey Today!**
> **Ready to experience the most advanced Chan Theory indicator available?**
> **Join thousands of satisfied traders who have transformed their analysis with our professional tools.**
Trend Seeker [Capt.LAB] Trend Seeker By Captain Trading LAB
Trend Seeker is an advanced trend-following indicator designed to identify high-probability trading opportunities through proprietary market analysis algorithms. Built for traders who demand precision and reliability, this indicator seamlessly combines multiple layers of market intelligence to deliver clear, actionable signals.
Key Features
1. Intelligent Trend Detection
- Proprietary algorithm identifies market structure shifts with high accuracy
- Dynamic adaptation to changing market conditions in real-time
- Clear visual representation with customizable color schemes for instant trend recognition
2. Advanced Signal Generation
- Sophisticated Buy/Sell signals based on multi-factor momentum analysis
- Built-in noise reduction system eliminates false signals
- Adaptive signal generation that responds to market volatility
3. Market Environment Filtering
- Smart sideways market detection prevents trading in choppy conditions
- Optional trend-following filter ensures signals align with dominant market direction
- Intelligent filtering system adapts to various market conditions
4. Risk Management Integration
- Automatic Stop Loss calculation based on market volatility
- Predefined Risk:Reward ratios for systematic position sizing
- Visual TP/SL boxes that dynamically extend until targets are reached
5. Professional Trend Visualization
- Dynamic trend ribbon adjusts to market conditions
- Clear distinction between bullish and bearish market phases
- Trend boundaries serve as dynamic support and resistance levels
Application Guidelines
Setup Instructions
1. Add indicator through TradingView's Indicators menu
2. Search for "Trend Seeker" and add to your chart
3. Customize visual appearance through the settings panel
4. Enable alerts for automated signal notifications
Best Practices
- Multi-Timeframe Analysis : Confirm higher timeframe trends before taking signals
- Trend Alignment : Prioritize buy signals in uptrends, sell signals in downtrends
- Risk Management : Always respect the suggested Stop Loss levels
- Market Conditions : Avoid trading when sideways filter indicates ranging markets
Trading Methodology
1. Entry Signals
- Wait for clear Buy/Sell labels to appear on chart
- Ensure market conditions favor the signal direction
- Enter positions at market price or set limit orders
2. Position Management
- Place Stop Loss at the indicated SL level
- Set Take Profit at the calculated TP level
- Monitor trend ribbon for potential trend changes
3. Exit Strategy
- Exit at predetermined TP level for systematic profits
- Close position if Stop Loss is triggered
- Consider early exit if opposite signal appears
Alert Configuration
The indicator supports comprehensive alerts for:
- Buy Signal detection
- Sell Signal detection
- Trend direction changes
- Price reaching TP/SL levels
Configure alerts through TradingView's alert menu after adding the indicator.
Visual Components
- Buy/Sell Signals : Clear labels with customizable colors
- TP/SL Boxes : Visual representation of risk and reward zones
- Trend Ribbon : Dynamic trend visualization with color-coded direction
- Entry Lines : Precise entry level markers for trade execution
Risk Disclaimer
Trend Seeker is provided for educational and informational purposes only. Trading financial markets carries substantial risk and may not be suitable for all investors. Past performance does not guarantee future results. Always conduct thorough testing in demo environments before live trading. The developer assumes no responsibility for any trading losses incurred while using this indicator.
Summary
Trend Seeker represents a comprehensive trading solution that combines advanced market analysis with practical risk management. Its proprietary algorithms and multi-layered approach provide traders with a systematic method for capturing trending market movements while managing risk effectively.
Real Cumulative Delta VolumeReal Cumulative Delta Volume (CDV) - Enhanced Volume Flow Analysis
What This Indicator Does
This indicator calculates cumulative delta volume using an enhanced approximation methodology that analyzes buying and selling pressure within each candlestick. It provides traders with insights into volume flow dynamics by tracking the cumulative difference between estimated buy and sell volumes over time.
Technical Methodology & Calculation Details
Volume Distribution Algorithm: The indicator uses a price-weighted distribution method to estimate buy and sell volumes within each bar:
Delta multiplier = (close - low) / (high - low)
Buy volume = total volume × delta multiplier
Sell volume = total volume × (1 - delta multiplier)
Net delta = buy volume - sell volume
Cumulative Delta Tracking: Unlike basic volume indicators, this approach maintains a running cumulative total of net delta values:
CDV Open = Previous CDV Close
CDV Close = Previous CDV Close + Net Delta
CDV High/Low = Previous CDV Close + estimated intrabar extremes
Enhanced Features Beyond Standard CDV:
Divergence Detection: Automatically identifies when price direction conflicts with volume flow direction
Body Size Analysis: Compares current vs previous CDV candle body sizes to detect momentum changes
Conditional Color Coding: Special visual alerts when specific price/volume relationships occur
Signal Generation: Buy/sell signals based on divergence resolution patterns
How This Differs from Basic Cumulative Delta
Standard Limitations Addressed:
Most cumulative delta indicators on TradingView use simple uptick/downtick classification. This indicator enhances the approach by:
Price-Weighted Distribution: Instead of assuming 50/50 volume splits, uses the bar's price action (close relative to high/low) to estimate volume distribution
OHLC Representation: Displays CDV as candlesticks rather than just a line, showing intrabar volume dynamics
Integrated Divergence Detection: Built-in algorithms identify price/volume conflicts automatically
Advanced Signal Logic: Multi-condition signal generation beyond simple crossovers
Visual Enhancement Features:
Dual display modes (candlestick or line)
Special color coding for divergence conditions
Moving average overlays for trend confirmation
Optional buy/sell signal markers
Signal Generation Logic
Buy Signals Generated When:
Previous bar showed bearish divergence (price down, CDV up)
Current CDV candle shows specific color condition
Current CDV body is contained within previous divergence body
Price closes above previous high
Sell Signals Generated When:
Previous bar showed bullish divergence (price up, CDV down)
Current CDV candle shows specific color condition
Current CDV body is contained within previous divergence body
Price closes below previous low
Trading Applications
Volume Flow Analysis:
Identify periods of hidden accumulation or distribution
Spot when large players are buying/selling against the price trend
Confirm trend strength through volume alignment
Divergence Trading:
Early warning system for potential reversals
Identify when price movements lack volume support
Time entries based on divergence resolution
Trend Confirmation:
Use CDV direction to confirm price trend validity
Moving averages on CDV provide additional trend context
Volume momentum changes often precede price momentum shifts
Display Options & Settings
Visual Modes:
Candlestick: Full OHLC representation of cumulative delta
Line: Simplified cumulative line display
Moving Averages:
Optional SMA overlays (default: 50, 200 periods)
Optional EMA overlays (default: 50, 200 periods)
Customizable periods and colors
Signal Controls:
Toggle buy/sell signals on/off independently
Customizable colors for all visual elements
Adjustable transparency and styling options
Usage Guidelines & Limitations
Best Practices:
Most effective on timeframes 15m and higher due to volume data quality
Works best in liquid markets with consistent volume
Should be used alongside price action analysis and support/resistance levels
Signals are more reliable during trending market conditions
Technical Limitations:
Uses approximation methods due to lack of tick-by-tick data in Pine Script
Volume distribution estimates may be less accurate during gaps or low-volume periods
Effectiveness depends on quality of volume data from your broker/exchange
Market Context Considerations:
Less reliable during market holidays or extremely low volume sessions
News events and earnings can cause volume anomalies that affect calculations
Consider market microstructure when interpreting signals on very short timeframes
Important Disclaimers
Educational Purpose: This indicator is designed for educational and analysis purposes. It does not constitute financial or investment advice.
Risk Warning: All trading involves risk of loss. Past performance of any indicator signals does not guarantee future results.
Testing Required: Users should thoroughly backtest and forward test this indicator before using it in live trading. Paper trading is recommended to understand signal behavior.
No Guarantees: The developer makes no claims about profitability or accuracy. Market conditions change and historical effectiveness may not continue.
Proper Usage: This is a technical analysis tool, not a complete trading system. Always use appropriate risk management, position sizing, and combine with other forms of analysis.
Developer: Delta Merge Professional Trading Applications
Access Instructions: Send a private message through TradingView explaining your trading experience and how you plan to use this indicator. Access is provided to traders who demonstrate understanding of volume analysis concepts and proper risk management practices.
Langlands-Operadic Möbius Vortex (LOMV)Langlands-Operadic Möbius Vortex (LOMV)
Where Pure Mathematics Meets Market Reality
A Revolutionary Synthesis of Number Theory, Category Theory, and Market Dynamics
🎓 THEORETICAL FOUNDATION
The Langlands-Operadic Möbius Vortex represents a groundbreaking fusion of three profound mathematical frameworks that have never before been combined for market analysis:
The Langlands Program: Harmonic Analysis in Markets
Developed by Robert Langlands (Fields Medal recipient), the Langlands Program creates bridges between number theory, algebraic geometry, and harmonic analysis. In our indicator:
L-Function Implementation:
- Utilizes the Möbius function μ(n) for weighted price analysis
- Applies Riemann zeta function convergence principles
- Calculates quantum harmonic resonance between -2 and +2
- Measures deep mathematical patterns invisible to traditional analysis
The L-Function core calculation employs:
L_sum = Σ(return_val × μ(n) × n^(-s))
Where s is the critical strip parameter (0.5-2.5), controlling mathematical precision and signal smoothness.
Operadic Composition Theory: Multi-Strategy Democracy
Category theory and operads provide the mathematical framework for composing multiple trading strategies into a unified signal. This isn't simple averaging - it's mathematical composition using:
Strategy Composition Arity (2-5 strategies):
- Momentum analysis via RSI transformation
- Mean reversion through Bollinger Band mathematics
- Order Flow Polarity Index (revolutionary T3-smoothed volume analysis)
- Trend detection using Directional Movement
- Higher timeframe momentum confirmation
Agreement Threshold System: Democratic voting where strategies must reach consensus before signal generation. This prevents false signals during market uncertainty.
Möbius Function: Number Theory in Action
The Möbius function μ(n) forms the mathematical backbone:
- μ(n) = 1 if n is a square-free positive integer with even number of prime factors
- μ(n) = -1 if n is a square-free positive integer with odd number of prime factors
- μ(n) = 0 if n has a squared prime factor
This creates oscillating weights that reveal hidden market periodicities and harmonic structures.
🔧 COMPREHENSIVE INPUT SYSTEM
Langlands Program Parameters
Modular Level N (5-50, default 30):
Primary lookback for quantum harmonic analysis. Optimized by timeframe:
- Scalping (1-5min): 15-25
- Day Trading (15min-1H): 25-35
- Swing Trading (4H-1D): 35-50
- Asset-specific: Crypto 15-25, Stocks 30-40, Forex 35-45
L-Function Critical Strip (0.5-2.5, default 1.5):
Controls Riemann zeta convergence precision:
- Higher values: More stable, smoother signals
- Lower values: More reactive, catches quick moves
- High frequency: 0.8-1.2, Medium: 1.3-1.7, Low: 1.8-2.3
Frobenius Trace Period (5-50, default 21):
Galois representation lookback for price-volume correlation:
- Measures harmonic relationships in market flows
- Scalping: 8-15, Day Trading: 18-25, Swing: 25-40
HTF Multi-Scale Analysis:
Higher timeframe context prevents trading against major trends:
- Provides market bias and filters signals
- Improves win rates by 15-25% through trend alignment
Operadic Composition Parameters
Strategy Composition Arity (2-5, default 4):
Number of algorithms composed for final signal:
- Conservative: 4-5 strategies (higher confidence)
- Moderate: 3-4 strategies (balanced approach)
- Aggressive: 2-3 strategies (more frequent signals)
Category Agreement Threshold (2-5, default 3):
Democratic voting minimum for signal generation:
- Higher agreement: Fewer but higher quality signals
- Lower agreement: More signals, potential false positives
Swiss-Cheese Mixing (0.1-0.5, default 0.382):
Golden ratio φ⁻¹ based blending of trend factors:
- 0.382 is φ⁻¹, optimal for natural market fractals
- Higher values: Stronger trend following
- Lower values: More contrarian signals
OFPI Configuration:
- OFPI Length (5-30, default 14): Order Flow calculation period
- T3 Smoothing (3-10, default 5): Advanced exponential smoothing
- T3 Volume Factor (0.5-1.0, default 0.7): Smoothing aggressiveness control
Unified Scoring System
Component Weights (sum ≈ 1.0):
- L-Function Weight (0.1-0.5, default 0.3): Mathematical harmony emphasis
- Galois Rank Weight (0.1-0.5, default 0.2): Market structure complexity
- Operadic Weight (0.1-0.5, default 0.3): Multi-strategy consensus
- Correspondence Weight (0.1-0.5, default 0.2): Theory-practice alignment
Signal Threshold (0.5-10.0, default 5.0):
Quality filter producing:
- 8.0+: EXCEPTIONAL signals only
- 6.0-7.9: STRONG signals
- 4.0-5.9: MODERATE signals
- 2.0-3.9: WEAK signals
🎨 ADVANCED VISUAL SYSTEM
Multi-Dimensional Quantum Aura Bands
Five-layer resonance field showing market energy:
- Colors: Theme-matched gradients (Quantum purple, Holographic cyan, etc.)
- Expansion: Dynamic based on score intensity and volatility
- Function: Multi-timeframe support/resistance zones
Morphism Flow Portals
Category theory visualization showing market topology:
- Green/Cyan Portals: Bullish mathematical flow
- Red/Orange Portals: Bearish mathematical flow
- Size/Intensity: Proportional to signal strength
- Recursion Depth (1-8): Nested patterns for flow evolution
Fractal Grid System
Dynamic support/resistance with projected L-Scores:
- Multiple Timeframes: 10, 20, 30, 40, 50-period highs/lows
- Smart Spacing: Prevents level overlap using ATR-based minimum distance
- Projections: Estimated signal scores when price reaches levels
- Usage: Precise entry/exit timing with mathematical confirmation
Wick Pressure Analysis
Rejection level prediction using candle mathematics:
- Upper Wicks: Selling pressure zones (purple/red lines)
- Lower Wicks: Buying pressure zones (purple/green lines)
- Glow Intensity (1-8): Visual emphasis and line reach
- Application: Confluence with fractal grid creates high-probability zones
Regime Intensity Heatmap
Background coloring showing market energy:
- Black/Dark: Low activity, range-bound markets
- Purple Glow: Building momentum and trend development
- Bright Purple: High activity, strong directional moves
- Calculation: Combines trend, momentum, volatility, and score intensity
Six Professional Themes
- Quantum: Purple/violet for general trading and mathematical focus
- Holographic: Cyan/magenta optimized for cryptocurrency markets
- Crystalline: Blue/turquoise for conservative, stability-focused trading
- Plasma: Gold/magenta for high-energy volatility trading
- Cosmic Neon: Bright neon colors for maximum visibility and aggressive trading
📊 INSTITUTIONAL-GRADE DASHBOARD
Unified AI Score Section
- Total Score (-10 to +10): Primary decision metric
- >5: Strong bullish signals
- <-5: Strong bearish signals
- Quality ratings: EXCEPTIONAL > STRONG > MODERATE > WEAK
- Component Analysis: Individual L-Function, Galois, Operadic, and Correspondence contributions
Order Flow Analysis
Revolutionary OFPI integration:
- OFPI Value (-100% to +100%): Real buying vs selling pressure
- Visual Gauge: Horizontal bar chart showing flow intensity
- Momentum Status: SHIFTING, ACCELERATING, STRONG, MODERATE, or WEAK
- Trading Application: Flow shifts often precede major moves
Signal Performance Tracking
- Win Rate Monitoring: Real-time success percentage with emoji indicators
- Signal Count: Total signals generated for frequency analysis
- Current Position: LONG, SHORT, or NONE with P&L tracking
- Volatility Regime: HIGH, MEDIUM, or LOW classification
Market Structure Analysis
- Möbius Field Strength: Mathematical field oscillation intensity
- CHAOTIC: High complexity, use wider stops
- STRONG: Active field, normal position sizing
- MODERATE: Balanced conditions
- WEAK: Low activity, consider smaller positions
- HTF Trend: Higher timeframe bias (BULL/BEAR/NEUTRAL)
- Strategy Agreement: Multi-algorithm consensus level
Position Management
When in trades, displays:
- Entry Price: Original signal price
- Current P&L: Real-time percentage with risk level assessment
- Duration: Bars in trade for timing analysis
- Risk Level: HIGH/MEDIUM/LOW based on current exposure
🚀 SIGNAL GENERATION LOGIC
Balanced Long/Short Architecture
The indicator generates signals through multiple convergent pathways:
Long Entry Conditions:
- Score threshold breach with algorithmic agreement
- Strong bullish order flow (OFPI > 0.15) with positive composite signal
- Bullish pattern recognition with mathematical confirmation
- HTF trend alignment with momentum shifting
- Extreme bullish OFPI (>0.3) with any positive score
Short Entry Conditions:
- Score threshold breach with bearish agreement
- Strong bearish order flow (OFPI < -0.15) with negative composite signal
- Bearish pattern recognition with mathematical confirmation
- HTF trend alignment with momentum shifting
- Extreme bearish OFPI (<-0.3) with any negative score
Exit Logic:
- Score deterioration below continuation threshold
- Signal quality degradation
- Opposing order flow acceleration
- 10-bar minimum between signals prevents overtrading
⚙️ OPTIMIZATION GUIDELINES
Asset-Specific Settings
Cryptocurrency Trading:
- Modular Level: 15-25 (capture volatility)
- L-Function Precision: 0.8-1.3 (reactive to price swings)
- OFPI Length: 10-20 (fast correlation shifts)
- Cascade Levels: 5-7, Theme: Holographic
Stock Index Trading:
- Modular Level: 25-35 (balanced trending)
- L-Function Precision: 1.5-1.8 (stable patterns)
- OFPI Length: 14-20 (standard correlation)
- Cascade Levels: 4-5, Theme: Quantum
Forex Trading:
- Modular Level: 35-45 (smooth trends)
- L-Function Precision: 1.6-2.1 (high smoothing)
- OFPI Length: 18-25 (disable volume amplification)
- Cascade Levels: 3-4, Theme: Crystalline
Timeframe Optimization
Scalping (1-5 minute charts):
- Reduce all lookback parameters by 30-40%
- Increase L-Function precision for noise reduction
- Enable all visual elements for maximum information
- Use Small dashboard to save screen space
Day Trading (15 minute - 1 hour):
- Use default parameters as starting point
- Adjust based on market volatility
- Normal dashboard provides optimal information density
- Focus on OFPI momentum shifts for entries
Swing Trading (4 hour - Daily):
- Increase lookback parameters by 30-50%
- Higher L-Function precision for stability
- Large dashboard for comprehensive analysis
- Emphasize HTF trend alignment
🏆 ADVANCED TRADING STRATEGIES
The Mathematical Confluence Method
1. Wait for Fractal Grid level approach
2. Confirm with projected L-Score > threshold
3. Verify OFPI alignment with direction
4. Enter on portal signal with quality ≥ STRONG
5. Exit on score deterioration or opposing flow
The Regime Trading System
1. Monitor Aether Flow background intensity
2. Trade aggressively during bright purple periods
3. Reduce position size during dark periods
4. Use Möbius Field strength for stop placement
5. Align with HTF trend for maximum probability
The OFPI Momentum Strategy
1. Watch for momentum shifting detection
2. Confirm with accelerating flow in direction
3. Enter on immediate portal signal
4. Scale out at Fibonacci levels
5. Exit on flow deceleration or reversal
⚠️ RISK MANAGEMENT INTEGRATION
Mathematical Position Sizing
- Use Galois Rank for volatility-adjusted sizing
- Möbius Field strength determines stop width
- Fractal Dimension guides maximum exposure
- OFPI momentum affects entry timing
Signal Quality Filtering
- Trade only STRONG or EXCEPTIONAL quality signals
- Increase position size with higher agreement levels
- Reduce risk during CHAOTIC Möbius field periods
- Respect HTF trend alignment for directional bias
🔬 DEVELOPMENT JOURNEY
Creating the LOMV was an extraordinary mathematical undertaking that pushed the boundaries of what's possible in technical analysis. This indicator almost didn't happen. The theoretical complexity nearly proved insurmountable.
The Mathematical Challenge
Implementing the Langlands Program required deep research into:
- Number theory and the Möbius function
- Riemann zeta function convergence properties
- L-function analytical continuation
- Galois representations in finite fields
The mathematical literature spans decades of pure mathematics research, requiring translation from abstract theory to practical market application.
The Computational Complexity
Operadic composition theory demanded:
- Category theory implementation in Pine Script
- Multi-dimensional array management for strategy composition
- Real-time democratic voting algorithms
- Performance optimization for complex calculations
The Integration Breakthrough
Bringing together three disparate mathematical frameworks required:
- Novel approaches to signal weighting and combination
- Revolutionary Order Flow Polarity Index development
- Advanced T3 smoothing implementation
- Balanced signal generation preventing directional bias
Months of intensive research culminated in breakthrough moments when the mathematics finally aligned with market reality. The result is an indicator that reveals market structure invisible to conventional analysis while maintaining practical trading utility.
🎯 PRACTICAL IMPLEMENTATION
Getting Started
1. Apply indicator with default settings
2. Select appropriate theme for your markets
3. Observe dashboard metrics during different market conditions
4. Practice signal identification without trading
5. Gradually adjust parameters based on observations
Signal Confirmation Process
- Never trade on score alone - verify quality rating
- Confirm OFPI alignment with intended direction
- Check fractal grid level proximity for timing
- Ensure Möbius field strength supports position size
- Validate against HTF trend for bias confirmation
Performance Monitoring
- Track win rate in dashboard for strategy assessment
- Monitor component contributions for optimization
- Adjust threshold based on desired signal frequency
- Document performance across different market regimes
🌟 UNIQUE INNOVATIONS
1. First Integration of Langlands Program mathematics with practical trading
2. Revolutionary OFPI with T3 smoothing and momentum detection
3. Operadic Composition using category theory for signal democracy
4. Dynamic Fractal Grid with projected L-Score calculations
5. Multi-Dimensional Visualization through morphism flow portals
6. Regime-Adaptive Background showing market energy intensity
7. Balanced Signal Generation preventing directional bias
8. Professional Dashboard with institutional-grade metrics
📚 EDUCATIONAL VALUE
The LOMV serves as both a practical trading tool and an educational gateway to advanced mathematics. Traders gain exposure to:
- Pure mathematics applications in markets
- Category theory and operadic composition
- Number theory through Möbius function implementation
- Harmonic analysis via L-function calculations
- Advanced signal processing through T3 smoothing
⚖️ RESPONSIBLE USAGE
This indicator represents advanced mathematical research applied to market analysis. While the underlying mathematics are rigorously implemented, markets remain inherently unpredictable.
Key Principles:
- Use as part of comprehensive trading strategy
- Implement proper risk management at all times
- Backtest thoroughly before live implementation
- Understand that past performance does not guarantee future results
- Never risk more than you can afford to lose
The mathematics reveal deep market structure, but successful trading requires discipline, patience, and sound risk management beyond any indicator.
🔮 CONCLUSION
The Langlands-Operadic Möbius Vortex represents a quantum leap forward in technical analysis, bringing PhD-level pure mathematics to practical trading while maintaining visual elegance and usability.
From the harmonic analysis of the Langlands Program to the democratic composition of operadic theory, from the number-theoretic precision of the Möbius function to the revolutionary Order Flow Polarity Index, every component works in mathematical harmony to reveal the hidden order within market chaos.
This is more than an indicator - it's a mathematical lens that transforms how you see and understand market structure.
Trade with mathematical precision. Trade with the LOMV.
*"Mathematics is the language with which God has written the universe." - Galileo Galilei*
*In markets, as in nature, profound mathematical beauty underlies apparent chaos. The LOMV reveals this hidden order.*
— Dskyz, Trade with insight. Trade with anticipation.
AQPRO ScalperX📝 INTRODUCTION
AQPRO ScalperX is a trading indicator designed for fast-paced, intraday trading. It uses Donchian channel breakouts, combined with a proprietary filtering system, to catch buy and sell opportunities as close to the beginning as possible without losing quality of the signals.
On top of core signals, ScalperX includes a real-time max profit tracker, a multi-timeframe (MTF) dashboard, support and resistance zones, and risk management visualization tools like automatic rendering of TP and SL lines. The indicator is fully customizable for both its visuals and functional settings.
🎯 PURPOSE OF USAGE
This indicator was initially designed with the idea of trying to make such a tool, that would be able to catch trend reversal in the most safe way. In this particular situation term 'safe way' is very abstract and it is up to interpretation, but we decided that our definition will be 'trading with price breakouts' , meaning that we would like to capitalize on price breaking its previous structure in the direction opposite to the previous one.
You can clearly see on the chart how buy and sell signals are going one after another on the screenshot below:
This ensures that we follow trend consistently and without missing out on potential profits. Just like they say: " let the winners run ".
Even though indicator with similar goals already exist in the open market, we believe that our proprietary algorithms and filters for determining price breakouts can make a big difference to traders, which employ similar strategies on daily basis, by helping them understand where are the potential high-quality breakouts might be. We haven't found indicator with exact same functionality as ours, which means that traders will be able to leverage an actually new tool to generate new price insights.
In short, main goals of this indicator are as follows:
Catching high-quality price breakouts, filtered to reduce the amount of choppy moves and false signals;
Tracking potential profits in real-time, directly on trader's chart;
Organizing data visualization of data pf latest signals from chosen asset from multiple timeframe in one dashboard;
Automated highlighting of key support and resistance zones on the chart, which serve as confirmation for main signals;
⚙️ SETTINGS OVERVIEW
Options for customization of this indicator are straightforward, but let's review them to make things certainly clear:
🔑 ScalperX / Main Settings
Range — defines the "wideness" of the breakout boxes. Higher values create wider breakout zones and impact breakout sensitivity;
Filter — adjusts the spacing between breakout boxes, determining the strictness of signal filtering. Higher values lead to more selective and rarer signals;
Show Max Profit — displays a real-time line and label that updates when a trade achieves a new peak profit, measured in ticks.
⏰ MTF Signal / Main Settings
Show MTF Signals — enables the generation of buy/sell signals from selected higher timeframes, displayed as labels on the current chart;
Timeframe — specifies the higher timeframe to use for MTF signal detection, such as 1 hour (1h) or 4 hours (4h).
🗂️ MTF Dashboard / Main Settings
Show MTF Dashboard — activates a dashboard that tracks entries, TP, SL, and overall trade bias for one selected symbol across four customizable timeframes;
* Dashboard position ( Vertical ) — adjusts whether the dashboard appears on the Top, Middle, or Bottom of the chart;
* Dashboard position ( Horizontal ) — aligns the dashboard Left, Center, or Right within the chart window;
* the name of the parameter is hidden in the settings
🗂️ MTF Dashboard / Ticker
Ticker to Track — Allows you to choose the specific ticker symbol (e.g., BINANCE:BTCUSDT) for MTF tracking.
🗂️ MTF Dashboard / Timeframes
* Timeframe 1 — set the first timeframe for multi-timeframe analysis (e.g., 15 minutes);
* Timeframe 2 — set the second timeframe for multi-timeframe analysis (e.g., 30 minutes);
* Timeframe 3 — set the third timeframe for multi-timeframe analysis (e.g., 1 hour);
* Timeframe 4 — set the fourth timeframe for multi-timeframe analysis (e.g., 4 hours).
* the name of the parameter is hidden in the settings
🛡️ Risk Management / Main Settings
Show TP&SL — displays dynamic lines and labels for the entry, Take Profit (TP), and Stop Loss (SL) of the most recent signal, updated in real-time until a new signal triggers;
Risk-to-Reward Ratio (R:R) — defines the ratio for TP and SL calculation to control your risk and reward on every trade.
📐 Support & Resistance / Main Settings
Show Support & Resistance Zones — enables dynamic zones based on pivot points, colored bullish or bearish based on price context;
History Lookback — defines the number of bars to consider when calculating support and resistance levels. Increasing this results in zones derived from longer-term price structures.
🎨 Visual Settings / ScalperX
Bullish Box — defines the color for bullish breakout boxes;
Bearish Box — defines the color for bearish breakout boxes;
Max Profit — sets the color for the max profit line on the chart.
🎨 Visual Settings / S&R
Support — defines color used for standard support zones;
Resistance — defines color used for standard resistance zones;
Strong Support — defines special color for zones classified as "strong support";
Strong Resistance — defines special color for zones classified as "strong resistance".
🎨 Visual Settings / MTF Dashboard
Bullish — sets the color for bullish trade states in the MTF dashboard;
Bearish — sets the color for bearish trade states in the MTF dashboard.
🔔 Alerts / Main Settings
Buy & Sell — toggles alerts for buy and sell signals detected by the indicator in the current chart timeframe;
MTF Buy & Sell — toggles alerts for buy and sell signals detected across the selected MTF timeframes.
📈 APPLICATION GUIDE
Application flow of this indicator very easy to understand and get used to, because all of the necessary elements — analysis, drawing, alert — are already automated by our algorithms. Let's review how the indicator works.
Let's start with the most basic thing — how will your indicator look when you load it on your chart for the first time:
AQPRO ScalperX consists mainly of 6 logic blocks:
ScalperX signals;
Risk visualization;
Max Profit tracking;
MTF scalper signals;
MTF dashboard;
Support & Resistance zones.
Description of each logic block is provided in the corresponding sections below.
SCALPERX SIGNALS
Signals, generated by our indicator, are shown on the chart as coloured up/down triangle. When a signal appears on the chart, indicator also create a box of length equal to 'Range' parameter from "Main Settings" group of settings. This box is intended to show which area of the price was broken by current candle.
It also important to acknowledge, the breakout itself happens only when price closes beyond broken price area with its close (!) price . Breakouts with highs or lows are not counted. This reduces the amount of low-quality signals and ensures that only the strong breakout will appear on the chart.
VERY IMPORTANT NOTE: all signals are considered valid only on the close of the candle, which triggered the signal, so if you want to enter a trade by any signal, wait for its candle to close and open your trade right on the next candle.
Talking about scalper's settings, we need to shed a light on how the changes in them affect signal's quality.
Parameter 'Range' defines the amount of bars, that will be review prior to current candle to determine wether the price area of this bars is good enough to track and if current candle actually broke this price area.
👍 Rule of thumb : the higher the 'Range' is, the "wider" the boxes. Also the with the increase of this parameter rises the lag of the signals, so be carefully with setting high values to this parameter.
See the visual showcase of signals with different 'Range' parameters on the screenshot below:
The example above features two instancies of ScalperX with two different 'Range' parameter values: 15 (leftchart) and 5 (right chart). You can clearly see, that on left chart here are 2 signals in comparison to 6 signals on right chart. Also signals on the left side have bigger lag and they don't catch the start of the move in comparison to how quickly tops and bottoms are catched with low 'Range' . However, low 'Range' will lead to excessive amount of signals, quality of which during 'whipsaw' markets is not that great.
✉️ Our advice on how to optimally set 'Range' parameter:
Use low values to trade during the times, when there are a lot of clean up and down impulses. This way you will catch reversal opportunities sooner and the quality of the signals will still be great;
Use high values on the 'whipsaw' markets. This will filter out many bad signals, that you would get with low-value 'Range' , and will drastically reduces amount of losing trades.
Talking about the 'Filter' parameter, this particular setting defines the 'strictness' of rules which will be applied to price area validation process. Essentially, the higher this parameter is, the stronger price impulse has to be confirm the breakout. However, changes in this parameter will not impact the "wideness" of boxes at all.
👍 Rule of thumb : the higher the 'Filter' is, the more separated the signal will be. Setting this parameter to high value will lead to increase in lag and big reduction in amount of signals, so be careful this parameter to high values.
See the visual showcase of signals with different 'Filter' parameters on the screenshot below:
The example above features two instancies of ScalperX with two different 'Filter' parameter values: 20 (left chart) and 2.5 (right chart). You can clear see, that low 'Filter' generated 6 signals, while higher one generated only 4 signals. However if you look closer, you will see that 2 signals, that existing in the yellow dashed area on the right chart, don't exist in the same area on the left chart. This is because high value of this parameter requires price impulse to be very strong in order for the indicator to mark this breakout as a valid one. What is more important is that these 2 'missing' signals were actually bad and, technically, we actually cut our losses in this case with high value of 'Filter' . You can see that the leftmost sell signal on the left chart eventually closed in a nice profit, in comparison to the same trade being closed in a loss on the right chart because of the 2 signals that we were talking about above.
It is important to note, that setting 'Filter' to low values will not affect performance this much as it low value of 'Range' do, because the indicator already works on low values of this parameter by default and the signals on average are already good enough for trading.
✉️ Our advice on how to optimally set 'Filter' parameter:
Use low values to trade on the markets with clean up and down impulses. This way you avoid excessive filtering and leave a room for good signals to come right at you;
Use high values to trade on 'whipsaw' markets. Higher values of this parameter on these markets have same effect as high 'Range' parameter: filtering false signals and leaving room for actually strong price impulses, which you will later capitalize on.
RISK VISUALIZATION (TP&SL)
Rendering Take-Profits and Stop-Losses in our indicator works quite simple: for each new trade indicator creates new pairs of lines and labels for TP and SL, while lines & labels from previous trade are erased for aesthetics purposes. Each label shows price coordinates, so that each trader would be able to grap the numbers in seconds.
See the visual showcase of TP & SL visualization on the screenshot below:
Also, whenever TP or SL of the current trade is reached, drawing of both TP and SL stops. When the TP is reached, additional '✅' emoji on the TP price is shown as confirmation of Take-Profit.
However, while TP or SL has not been reached, TP&SL labels and lines will be prolonged until one of them will be reached or new signals will come.
See the visual showcase of TP & SL stopping being visualized & TP on the screenshot below:
MAX PROFIT TRACKING
This mechanic is not particularly a new one in field of trading, but people usually forgot that it can be a useful indicator of state of the market:
when lines and labels of Max Profit are far from entry points on consistent basis , it usually means that indicator's signals actually can catch a beginning of good price moves, which enables trader to capitalize on them;
when lines and labels of Max Profit are close to entry points on consistent basis , it means that either market is choppy or the indicator can't catch trading opportunities in time. To 'fix' this you can try to reconfigure scalper's parameters, which were described above.
Principles of Max Profit in this indicator are of industry-standard: when price updates its extremum and 'generates' more profit than it previously did, Max Profit label and line change their position to this extremum. Max Profit label displays the maximum potential amount of profit that a trader could have got during this trade in pips (!) .
See the visual showcase of Max Profit work on the screenshot below:
MTF SCALPER SIGNALS
The principles of these signals are exactly the same as principles for classic Scalper signals. Refer to 'Scalper Signals' section above to rehearse the knowledge.
Logic behind these signals is very simple:
We take classic Scalper signals;
We request the data about these latest signals from specific other timeframe ( user can choose it in the settings );
If such signals appeared, we display it on the chart as a big label with timeframe value inside of it. In comparison to classic signals, no additional boxes are created . TP&SL functionality doesn't cover MTF signals, so don't expect to see TP&SL lines and labels for MTF signals.
See the visual showcase of MTF Scalper signals on the screenshot below:
MTF DASHBOARD
The functionality of the dashboard is pretty simple, but it makes the dashboard itself a very powerful tool in a hands of experienced trader.
Let's review structure of MTF dashboard on the screenshot below:
The important feature of MTF dashboard is that its tracks latest trade's data from a particular ticker and its four timeframes, all of which any trader chooses in the settings. This means, that you can be on asset ABC , but track the data from asset XYZ . This allows for a quick scan of sentiment from different assets and their timeframes, which gives traders a clue on what is the trend on these assets both on lower and higher timeframes at the same moment and saves a lot of time from jumping from one asset & timeframe to another.
To see that this is exactly the case with our indicator, see the screenshot below:
Needless to say, that you can track current asset in the dashboard as well. This will have the same benefits, described in the paragraph above.
You can also customize colours for bullish and bearish patterns for MTF Dashboard in the settings.
SUPPORT & RESISTANCE ZONES
Support & resistance (S&R) zones are a great tool for confirming Scalper signals in complex situations. Using these zones to determine whether or a particular entry opportunity is good is a practice of professional traders, which we specifically added to our indicator for the reason of improving the quality of Scalper signals in long run.
The mechanics behind these zones is based on pivot points, the lookback for which you can customize in the parameter called 'History Lookback (Bars)' in "Support & Resistance / Main Settings" group of settings. Increasing this parameter will lead to a appearance of more 'global' zones, but they will appear much rarer, rather then zones, generated with low values of this parameter.
The quality of these zones doesn't change much when changing this parameter — it only changes the frequency of the zones on the chart. Zones, generated from high values of this parameter are more suitable for long-term trading, while zones, generated from low value of this parameter, are more suitable for short-term trading.
It also important to mention that any zone on the chart is considered active only until the moment its farther border ( top border for resistance zones and bottom border for support zones) is reached by price's high or low .
Take a look on the screenshot below to see which zones does the indicator draw:
Let's review the zones themselves now:
Classic Support/Resistance Zone — a standard zone, which on average has amedium success rate to reverse the price when collided with it;
High-buyer-volume/High-seller-volume Support/Resistance Zone — a stronger zone, which on average has much better success rate to reverse the price when collided with it. Classic zone is marked as high-volume only if the up/down volume near the pivot point of this zone is greater than a certain threshold ( not changeable );
Extreme Support/Resistance Zone — a zone, which appeared beyond price's least-possible-to-cross levels, and has to the highest success rate of reversing the price on encounter across the zones, mentioned previously. Classic zone, which appeared beyond certain price levels, calculated with our proprietary risk system, is considered extreme. Classic zone doesn't need to be high-volume to become an Extreme Zone!
High-buyer-volume/High-seller-volume Extreme Support/Resistance Zone — an Extreme Zone, which has also passed up/down volume evolution process, mentioned in the point 2 .
Trading with the zones, mentioned above, with highest-on-paper success rate — especially Extreme Zones — does NOT guarantee you a price reversal when the price will reach this zone. However, by conducting our own extensive research with this indicator, we have found that using these zone will actually help you increase your success rate on average, because using these zones as confirmation systems filter out quite a number of false signals on average.
It is also important to mention, that opacity (same as 'transparency') of S&R zones depends on the volume of around zone's pivot point:
if volume is high , zone has 'brighter' (less opacity) colour;
if volume is low , zone has 'darker' (more opacity) colour.
Let's review examples of Scalper signal, which 1) where filtered out by our S&R zones and 2) where confirmed by our S&R zones. See the screenshot below:
The example above clearly shows the importance of having an S&R zone confirming the signal. This kind of 'team work' between of Scalper signals and S&R zones results in filtering lots of bad signals and confirmation of truly strong ones.
🔔 ALERTS
This indicator employs alerts for an event when new signal occurs on the current timeframe or on MTF timeframe. While creating the alert below 'Condition' field choose 'any alert() function call'.
When this alert is triggered, it will generate this kind of message:
// Alerts for current timeframe
string msg_template = "EXCHANGE:ASSET, TIMEFRAME: BUY_OR_SELL"
string msg_example = "BINANCE:BTCUSDT, 15m: Buy"
// Alerts for MTF timeframe
string msg_template_mtf = "MTF / EXCHANGE:ASSET, TIMEFRAME: BUY_OR_SELL"
string msg_example_mtf = "MTF / BINANCE:BTCUSDT, 1h: Buy"
📌 NOTES
This indicators works best on assets with high liquidity; most suitable timeframes range from 1m to 4h (depends on your trading style) ;
Seriously consider using S&R zones as confirmation to main Scalper signals or any of your own signals. Confirmation process may filter out a lot of signals, but your PNL History will say "thank you" to you in the long-run and you will see yourself how good confirmed signals actually do work;
Don't forget to look at MTF dashboard from time to time to see global sentiment. This will help you time your entry moments better and will improve your performance in the long run;
This indicator can serve both as primary source of signals and as confirmation tool, but we advise to try to combine it with your own strategy frst to see if it will improve your performance.
🏁 AFTERWORD
AQPRO ScalperX was designed to help traders identify high-quality price breakouts and generate market insights based on them, which include signal generation. Main feature of this indicator is Scalper algorithm, which generate price-breakout-based signals directly on your chart.
Alongside these signals you can leverage 1) MTF Dashboard to track latest trade's data from chosen asset and its four timeframes, 2) risk visualization functionality (TP&SL) to improve understanding of current market risks and 3) Support & Resistance zones, which serve as a great confirmation tool for Scalper signals, but can also work with any other signal generation tool to enhance its performance.
ℹ️ If you have questions about this or any other our indicator, please leave it in the comments.
ETH Growth | AlchimistOfCrypto⚠️ DISCLAIMER: This indicator's source code is kept private as it represents a first-of-its-kind innovation in algorithmic cycle detection and visualization for Ethereum. The mathematical models and proprietary algorithms powering this indicator are the result of extensive research and development.
🌈 ETH Growth Rainbow – Unveiling Ethereum's Logarithmic Growth Fields 🌈
"The ETH Growth Rainbow, engineered through advanced logarithmic mathematics, visualizes the probabilistic distribution of Ethereum's price evolution within a multi-cycle growth paradigm. This indicator employs principles from logarithmic regression where coefficients p001, p002, and p003 create mathematical boundaries that define Ethereum's long-term value progression. Our implementation features algorithmically enhanced rainbow visualization derived from Fast Fourier Transform (FFT) spectral analysis, creating a dynamic representation of Ethereum's logarithmic growth with adaptive color gradients that highlight critical cycle-based phase transitions in the asset's monetary evolution."
📊 Professional Trading Application
The ETH Growth Rainbow transcends traditional price prediction models with a sophisticated multi-band illumination system that reveals the underlying structure of Ethereum's monetary evolution. Scientifically calibrated across multiple 85-week cycles (detected through spectral analysis) and featuring seamless rainbow visualization, it enables investors to perceive Ethereum's position within its macro growth trajectory with unprecedented clarity.
- Cycle Detection Methodology 🔬
The 85-week Ethereum cycle was discovered through sophisticated Fast Fourier Transform (FFT) analysis:
- Logarithmic price returns extracted from historical Ethereum data
- FFT decomposition identifies dominant frequency components in price movements
- Signal amplitude analysis reveals the 85-week cycle as the most statistically significant periodicity
- Adaptive frequency filtering validates cycle consistency across multiple market phases
- Cycle duration rounded to nearest week for practical application
- Visual Theming 🎨
Scientifically designed rainbow gradient optimized for cycle pattern recognition:
- Violet-Blue: Lower value accumulation zones with highest mathematical growth potential
- Green: Fair value equilibrium zone representing the regression mean
- Yellow-Orange: Moderate overvaluation regions indicating potential resistance
- Red: Statistical extreme zones indicating mathematical cycle peaks
- Deep Red: New euphoria band (+6) capturing exceptional market extremes
- Cycle Visualization 🔍
- Precise cycle boundaries demarcating Ethereum's fundamental cycle events
- Adaptive band spacing based on mathematical cycle progression (p003 = 0.858)
- Multiple sub-cycle markers revealing the probabilistic nature of Ethereum's trajectory
- Initial cycle starting from 0.1639 (August 3, 2015) to preserve historical accuracy
🚀 How to Use
1. Identify Macro Position ⏰: Locate Ethereum's current price relative to regression bands
2. Understand Cycle Context 🎚️: Note position within the current 85-week cycle for time-based analysis
3. Assess Mathematical Value 🌈: Determine potential over/undervaluation based on band location
4. Adjust Investment Strategy 🔎: Modulate position sizing based on mathematical value assessment
5. Identify Cycle Phases ✅: Monitor band transitions to detect accumulation and distribution zones
6. Invest with Precision 🛡️: Utilize lower bands for strategic accumulation, upper bands for strategic reduction
7. Manage Risk Dynamically 🔐: Scale investment allocations based on mathematical cycle positioning
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Machine Learning Adaptive Trend Toolkit [Velowave]The Machine Learning Adaptive Trend Toolkit is a technical analysis tool that combines adaptive algorithms with comprehensive market feature extraction to provide insights into changing market conditions. Unlike static indicators with fixed parameters, this system continuously analyzes and adapts to the evolving market environment.
Core Technology
At the heart of this system is a dynamic approach to market analysis:
• Feature Engineering Pipeline: Extracts and normalizes volatility, momentum, volume, and trend strength metrics
• Market Regime Classification: Identifies 10 distinct market environments including trending, ranging, breakout, and reversal conditions
• Parameter Optimization: Automatically adjusts sensitivity based on detected market conditions
• Dynamic Wave Technology: Creates adaptive support/resistance levels that respond to changing volatility
⚠️ Signal Interpretation
Important: The indicator's wave crosses should be interpreted as trend change signals rather than direct buy/sell recommendations. These signals represent potential trend changes based on adaptive parameters, but require confirmation from other analysis before making trading decisions.
(Image showing example color customizability)
Custom Candle Behavior
The custom candlesticks in this indicator are designed to enhance trend visualization but will behave differently than default candlesticks:
• They use linear regression smoothing to reduce noise
• Their coloring is based on position relative to the adaptive wave, not merely open/close relationships
• They may show different patterns than traditional candlesticks on the same chart
• Trading strategies developed using traditional candlestick patterns may not apply directly to these custom candles
This modified representation helps visualize trend conditions more clearly but should be understood as an analytical tool rather than a direct replacement for traditional price action analysis.
Practical Applications
• Trend Identification
The adaptive wave system provides clear visualization of trend direction and strength, with dynamic support and resistance levels that adjust to current volatility conditions.
• Volatility-Adjusted Analysis
Parameters automatically optimize during high and low volatility periods, preventing false signals during consolidation while remaining responsive during breakouts.
• Regime-Based Strategy Selection
Knowing the current market regime allows you to apply appropriate trading techniques for specific conditions rather than using a one-size-fits-all approach.
• Visual Price Action Analysis
Enhanced candlestick coloring instantly communicates price position relative to the adaptive trend, helping you process market information more efficiently.
(Image showing only the supertrend wave and dynamic moving average)
Technical Components
• Adaptive Wave Algorithm: Creates dynamic support/resistance bands based on volatility, volume, and detected regime
• Dynamic Moving Average: Period automatically adjusts based on market conditions - shorter in trending markets, longer in ranging conditions
• Market Regime Engine: Continuously analyzes feature patterns to classify current conditions
• Custom Candlestick Visualization: Provides instant visual feedback on trend position and momentum
Implementation Details
For full transparency, the core calculations include:
• Volatility normalization through comparative ATR analysis
• Momentum feature extraction using multi-timeframe momentum indicators
• Trend strength quantification through price structure analysis
• Regime detection through feature pattern recognition
• Adaptive parameter adjustment based on detected market conditions
The system uses only historical and current price data for its calculations and analyses. It does not use predictive methodologies that could lead to misleading results. The indicator will show different values on an open bar than it will after the bar closes, which is standard behavior for indicators that use closing prices in their calculations.
Risk Disclaimer:
Trading involves significant risk. This indicator is designed as an analytical tool to enhance decision-making, not as a standalone trading system. Past performance is not indicative of future results.
MarketLuminaMarketLumina: A Comprehensive Technical Analysis Tool
MarketLumina is a technical analysis indicator crafted by a team of traders and developers in Germany. Built for TradingView’s Pine Script, it integrates trend visualization, signal generation, and real-time market insights to provide a multifaceted view of market conditions. This tool is designed to support traders in analyzing trends, spotting potential reversals, and evaluating market dynamics across various timeframes.
The best way to get started with MarketLumina is to take your time exploring its wide range of features. Dive in, experiment, and find the 2-3 tools that feel just right for you. Whether you’re a day trader looking for quick signals, a swing trader tracking trends, or an investor watching the bigger picture, MarketLumina lets you pick and choose what works best. Over time, you’ll craft your own unique trading strategy, perfectly tailored to your goals, preferences, and risk tolerance.
Key Features
Fibonacci Trend-Cloud
Displays market direction through Fibonacci-weighted moving averages. The cloud’s color—green (bullish), red (bearish), or yellow (caution)—reflects prevailing conditions, while its width indicates trend intensity.
Advanced Signal System
Generates signals derived from RSI, momentum, volume, money flow, volatility, price action, divergences, specific cloud-interactions, divergences and historical data. Signal categories include strong reversals, potential reversals, short-term tops/bottoms, strong trend, oversold/overbought conditions, exit signals, and money flow strategy triggers.
LuminaPulse – Real-Time Market Insight
A proprietary module that delivers real-time market analysis through a dashboard of six progress bars, each tailored to the symbol and timeframe using a machine learning approach. It screens historical data—key levels, consolidation zones, volatility spikes, and past price reactions—to optimize insights.
Support & Resistance Zones
Highlights critical price levels using volume-weighted historical data and price-action pivot points.
Candlestick-Overlay
Applies color coding to candlesticks—green (bullish), red (bearish), yellow (caution)—to emphasize signal-relevant bars.
Usage Instructions
MarketLumina is intended as a component of a broader analytical framework.
Below are general guidelines for its application:
Multi-Timeframe Analysis
Align signals with trends on higher timeframes for context.
LuminaPulse Interpretation
Evaluate confluence across trend strength, momentum, money flow, and volume to assess market conditions. Additionally, monitor squeeze conditions for potential breakout signals and volatility to gauge market activity.
Trend-Cloud Context
Use the Fibonacci Trend-Cloud’s direction and width as a filter for signal relevance.
Usage Instructions for MarketLumina’s Advanced Signal System
The Advanced Signal System is a core component of MarketLumina, designed to empower traders by generating a variety of signals derived from RSI, momentum, volume, money flow, volatility, divergences, price action, and more. These signals are organized into distinct categories to help you identify key market conditions and uncover potential trading opportunities.
Below is a comprehensive guide to each signal category, including descriptions, interpretations, and practical applications to enhance your trading decisions:
Strong Reversals
Reversal Signals are generated using a complex price action and volatility algorithm, pinpointing significant potential turning points in the market with elevated confidence.
How to Use:
Look for these signals near critical support or resistance levels, especially when supported by the Fibonacci Trend-Cloud or LuminaPulse metrics.
Treat them as powerful reversal cues when they align with overarching market trends or follow prolonged price movements.
Interpretation:
A bullish Reversal signal flags a strong probability of an upward reversal, often in oversold conditions, suggesting a shift to bullish momentum.
A bearish Reversal signal points to a likely downward reversal, typically in overbought scenarios, indicating bearish potential.
Their reliability increases with confluence factors like divergences or a notable shift in money flow.
Potential Reversals
These signals flag possible trend continuation after a pullback based on price action, RSI thresholds and specific trend-cloud interaction, offering early insights with moderate certainty compared to strong reversals.
How to Use:
Use them as preliminary alerts for potential reversals of a pullback continuing its trend, particularly near support or resistance zones.
Validate their strength with additional tools like the Trend-Cloud thickness or LuminaPulse to gauge reliability.
Interpretation:
Bullish potential reversals hint at the onset of an upward move, while bearish ones suggest a downward continuation may be brewing.
Ideal for spotting early opportunities, these signals gain credibility when paired with confirming indicators.
Short-Term Tops/Bottoms
These signals mark temporary price extremes, identifying short-term tops or bottoms within a trend, driven by Multi-RSI algorithms.
How to Use:
In trending markets, leverage these signals to anticipate brief pullbacks or corrections within the dominant direction.
In range-bound markets, use them to pinpoint reversal points within the established range.
Interpretation:
A short-term top indicates a temporary possible high, offering opportunities to lock in profits or brace for a dip.
A short-term bottom suggests a fleeting low, signaling a potential bounce or recovery within the larger trend.
Oversold/Overbought Conditions
This category highlights extreme market states with oversold/overbought conditions, derived from RSI and price action.
How to Use:
In strong trends, these signals affirm the likelihood of potential temporary exhaustion.
In weaker trends, they signal potential exhaustion and could early indicate reversals.
Interpretation:
Oversold signals in strong trends could mark a short-term break or slower trend continuation and should not be interpreted as a reversal signal.
Strong Trend
These signals flag possible trend continuation based on six key metrics—RSI, Money Flow, Momentum, and more—align to confirm robust momentum.
How to Use:
In strong trends, these signals affirm the likelihood of a continuation.
Interpretation:
Strong trend signals could be interpreted as a confirmation of the bullish movement and a possible continuation.
Money Flow Strategy Triggers
Built on money flow analysis, these signals track capital inflows and outflows on multiple timeframes to reveal shifts in buying or selling pressure, offering a window into market sentiment.
How to Use:
Deploy these triggers to refine entry or exit timing, especially when they sync with other signals and the Trend-Cloud’s direction.
Pair them with LuminaPulse’s Money Flow, Momentum and volume sentiment for a deeper understanding of market participation.
Interpretation:
Positive money flow triggers indicate rising buying pressure, often a precursor to upward price action.
Negative money flow triggers signal increasing selling pressure, potentially foreshadowing a downturn.
Their value shines when diverging from price action, exposing hidden strength or weakness in the market.
Usage Instructions for LuminaPulse
LuminaPulse is a standout feature of MarketLumina, delivering real-time insights into market conditions through a sophisticated, machine-learning-driven approach. It analyzes historical data unique to each symbol and timeframe—examining past key levels, consolidation zones, volatility spikes, and price reactions—to create a dashboard of six progress bars.
These bars represent the strength of critical market factors:
Money Flow
Momentum
Volume
Strength (Trend Strength)
Squeeze
Volatility
Each bar is color-coded—green for bullish conditions, red for bearish—and its fill level reflects the factor’s strength relative to historical patterns. A fully loaded bar suggests a high likelihood of a notable price reaction, based on how the market has responded to similar conditions in the past. What makes LuminaPulse unique is its ability to tailor these insights to the specific symbol and timeframe, going beyond raw metrics to show their historical significance.
Additionally, each bar features a "Ghost-Progress" overlay, marking the highest strength level reached in the current trend. This allows you to see whether the current strength is nearing or retreating from recent peaks, adding depth to your analysis.
How to Use LuminaPulse
LuminaPulse is a confirmation tool, not a standalone signal generator. It shines when paired with other MarketLumina features, like the Fibonacci Trend-Cloud or Advanced Signal System, as part of a broader trading strategy.
Here’s how to apply it effectively:
Seek Confluence
Check for alignment across multiple bars. For example, if Money Flow, Momentum, and Volume are all green and highly filled, it could indicate strong bullish potential.
Spot Divergences
Look for mismatches between price action and the bars. If price rises but Momentum weakens, it might hint at a fading trend.
Monitor Squeeze: A fully loaded Squeeze bar signals consolidation and potential volatility ahead. Use other tools to predict the breakout direction.
Assess Volatility: The Volatility bar sets the context—high levels suggest bigger price swings, while low levels indicate a calmer market.
Interpreting Each Progress Bar
1. Money Flow
Measures the strength of money flowing into or out of the market, compared to historical thresholds, key-levels and past price reactions, using a machine learning approach, tailored to the symbol and timeframe. It’s not just the raw money flow index—it’s the likelihood of a price move based on historical similar money flow movements.
How to Use:
Look for a fully loaded bar alongside a strong Momentum bar near key levels or signals.
Watch for a bar switching colors (e.g., red to green) with a robust Momentum bar for potential trend shifts.
Treat it as the fuel behind price moves, not the absolute flow level.
Interpretation:
A fully loaded green bar suggests strong buying pressure; a red bar indicates selling pressure.
Divergence (e.g., price up, Money Flow down) can signal an impending reversal—confirm with other tools.
2. Momentum
Gauges the strength and direction of price momentum, factoring in historical key levels, volatility, and past reactions, optimized by a machine learning approach, tailored to the symbol and timeframe. It reflects momentum’s strength and potential impact, not just its current state.
How to Use:
Pair a fully loaded bar with a strong Money Flow bar near signals or key levels.
A switching bar (e.g., bearish to bullish) with a solid Money Flow bar may hint at a trend change.
View it as the driving force behind price momentum.
Interpretation:
A fully loaded green bar signals powerful upward momentum; a red bar shows downward force.
Divergence from price action (e.g., price down, Momentum up) can be a reversal clue—verify with confluence.
3. Volume
Shows whether volume is pushing price up or down, based on historical patterns and key levels near the current price, tailored to the symbol and timeframe.
How to Use:
Look for a bar over 50% filled, aligned with Money Flow and Momentum, near signals or key levels.
Combine a strong bar with a fully loaded Squeeze bar for breakout potential.
See it as the muscle behind buying or selling pressure.
Interpretation:
A green bar over 50% suggests volume supports upward moves; a red bar indicates downward pressure.
Alignment with other bars near support/resistance can confirm breakouts or rejections.
4. Strength (Trend Strength)
Focuses on the current trend’s robustness, comparing it to historical price movements, trend direction, and volatility. It helps spot pullbacks or early trend-shift warnings.
How to Use:
Watch for a fully loaded bar opposite your trade, paired with weakening Money Flow or Momentum, as an exit cue.
For reversals, confirm a fully loaded bar with at least two other aligned bars.
Use it to gauge the power of short-term price action.
Interpretation:
A fully loaded bar with supporting bars confirms trend strength.
A dropping bar as price tests key levels may signal a pullback or shift—check support/resistance.
5. Squeeze
Highlights consolidation and building pressure from buyers and sellers, suggesting a big move ahead. Its color reflects the trend but isn’t a reliable directional guide.
How to Use:
A fully loaded bar signals an imminent breakout—use other indicators for direction.
Pair with strong Strength and Volume for timing confirmation.
Treat it as a timing tool, not a directional one.
Interpretation:
A fully loaded bar means a significant move is likely, but not where it’s headed.
Use it to prepare for action, not to predict the outcome—direction comes from confluence.
6. Volatility
Measures current volatility relative to historical levels, using a machine learning approach to analyze past volatility and duration patterns specific to the symbol and timeframe. A calm bar might still appear during big swings if that’s normal for the asset or a calm bar could appear after a big move if it's normal for the asset to show single volatility spikes with consolidation afterwards.
How to Use:
Use a high Volatility bar (fully loaded) to favor short-term trades; a low bar (empty) suggests a quieter market.
Pair with Squeeze to anticipate breakout strength.
Adjust your strategy based on the market’s activity level.
Interpretation:
A fully loaded bar signals high volatility and bigger swings; an empty bar indicates low volatility and smaller moves.
Context is key—high volatility for one symbol might be calm for another, based on its history.
Key Features of LuminaPulse
Tailored Insights: Each bar’s strength is customized to the symbol and timeframe’s historical behavior, making it uniquely relevant.
Ghost-Progress: See the peak strength in the current trend, helping you judge if conditions are peaking or fading.
Individual-Adapting Edge: Algorithms adapt to historical data, ensuring insights reflect past reactions, not just current values.
Important Notes
LuminaPulse is a complex, unique tool designed to enhance your analysis, not dictate trades. Its strength lies in its historical context and real-time adaptability, but it’s most effective when combined with other MarketLumina features and your own strategy.
Illustrative Scenarios
Trend Continuation Example
Picture a market where momentum is steadily building. The Fibonacci Trend-Cloud turns red across both the primary and higher timeframes, reflecting a strong bearish direction. As this trend takes shape, reversal or strategy-based signals begin to line up with the cloud’s downward tilt, hinting at sustained weakness. Short-term bottoms and tops might start forming, offering clues about the trend’s rhythm, while a widening cloud could suggest growing confidence in the move. This setup showcases how the indicator can highlight a trend gathering steam, with multiple features reinforcing the direction.
Reversal Example
Imagine a market that’s been rising but approaches a key support zone. Suddenly, strong reversal signals flash on the chart, catching attention near this critical level. Price action starts to stabilize or reject, while LuminaPulse metrics show a subtle uptick in momentum or a shift in volume sentiment. As the market tests this zone, opposing signals fade, and the potential for a downward turn becomes clearer. This scenario illustrates how the indicator’s signals and metrics can converge to spotlight a possible shift in direction.
Pullback Analysis Example
Consider a strong bullish trend unfolding on the higher timeframe, painting a broad picture of upward movement. Zooming into the lower timeframe, a brief retracement emerges, pulling price back toward a support level. Here, strategy-based or reversal signals might pop up, marking this as a key area to watch. LuminaPulse could reveal a slowdown in downward momentum or a tightening of trend strength, suggesting the retracement might be running out of energy. This example demonstrates how the indicator can help dissect a pullback, revealing opportunities within an ongoing trend.
Range-Bound Market Example
Envision a market stuck in a sideways drift, with the Fibonacci Trend-Cloud narrowing and turning yellow—a sign of consolidation. Reversal signals begin appearing near support and resistance zones, hinting at potential bounces within the range. LuminaPulse metrics might spike, showing bursts of volatility or squeeze conditions building up. As price nears these boundaries, the chance of a breakout looms, with retests of the zones offering further clarity. These examples show how MarketLumina’s features—like the cloud’s color and width, signal alignments, and LuminaPulse shifts—can work together to illuminate market dynamics. Whether it’s a trend gaining traction, a reversal brewing, a pullback pausing, or a range tightening, the indicator provides visual and analytical cues to explore. By watching how these elements evolve, you can get a feel for the market’s rhythm and sharpen your understanding of what to look for in different situations.
Legal Notices
MarketLumina is a technical analysis tool, not a substitute for professional financial advice.
Trading carries inherent risks; past performance does not guarantee future outcomes.
All content is provided for educational purposes only and does not constitute trading recommendations. Users bear full responsibility for their trading decisions and are urged to prioritize robust risk management.
Volume Predictor [PhenLabs]📊 Volume Predictor
Version: PineScript™ v6
📌 Description
The Volume Predictor is an advanced technical indicator that leverages machine learning and statistical modeling techniques to forecast future trading volume. This innovative tool analyzes historical volume patterns to predict volume levels for upcoming bars, providing traders with valuable insights into potential market activity. By combining multiple prediction algorithms with pattern recognition techniques, the indicator delivers forward-looking volume projections that can enhance trading strategies and market analysis.
🚀 Points of Innovation:
Machine learning pattern recognition using Lorentzian distance metrics
Multi-algorithm prediction framework with algorithm selection
Ensemble learning approach combining multiple prediction methods
Real-time accuracy metrics with visual performance dashboard
Dynamic volume normalization for consistent scale representation
Forward-looking visualization with configurable prediction horizon
🔧 Core Components
Pattern Recognition Engine : Identifies similar historical volume patterns using Lorentzian distance metrics
Multi-Algorithm Framework : Offers five distinct prediction methods with configurable parameters
Volume Normalization : Converts raw volume to percentage scale for consistent analysis
Accuracy Tracking : Continuously evaluates prediction performance against actual outcomes
Advanced Visualization : Displays actual vs. predicted volume with configurable future bar projections
Interactive Dashboard : Shows real-time performance metrics and prediction accuracy
🔥 Key Features
The indicator provides comprehensive volume analysis through:
Multiple Prediction Methods : Choose from Lorentzian, KNN Pattern, Ensemble, EMA, or Linear Regression algorithms
Pattern Matching : Identifies similar historical volume patterns to project future volume
Adaptive Predictions : Generates volume forecasts for multiple bars into the future
Performance Tracking : Calculates and displays real-time prediction accuracy metrics
Normalized Scale : Presents volume as a percentage of historical maximums for consistent analysis
Customizable Visualization : Configure how predictions and actual volumes are displayed
Interactive Dashboard : View algorithm performance metrics in a customizable information panel
🎨 Visualization
Actual Volume Columns : Color-coded green/red bars showing current normalized volume
Prediction Columns : Semi-transparent blue columns representing predicted volume levels
Future Bar Projections : Forward-looking volume predictions with configurable transparency
Prediction Dots : Optional white dots highlighting future prediction points
Reference Lines : Visual guides showing the normalized volume scale
Performance Dashboard : Customizable panel displaying prediction method and accuracy metrics
📖 Usage Guidelines
History Lookback Period
Default: 20
Range: 5-100
This setting determines how many historical bars are analyzed for pattern matching. A longer period provides more historical data for pattern recognition but may reduce responsiveness to recent changes. A shorter period emphasizes recent market behavior but might miss longer-term patterns.
🧠 Prediction Method
Algorithm
Default: Lorentzian
Options: Lorentzian, KNN Pattern, Ensemble, EMA, Linear Regression
Selects the algorithm used for volume prediction:
Lorentzian: Uses Lorentzian distance metrics for pattern recognition, offering excellent noise resistance
KNN Pattern: Traditional K-Nearest Neighbors approach for historical pattern matching
Ensemble: Combines multiple methods with weighted averaging for robust predictions
EMA: Simple exponential moving average projection for trend-following predictions
Linear Regression: Projects future values based on linear trend analysis
Pattern Length
Default: 5
Range: 3-10
Defines the number of bars in each pattern for machine learning methods. Shorter patterns increase sensitivity to recent changes, while longer patterns may identify more complex structures but require more historical data.
Neighbors Count
Default: 3
Range: 1-5
Sets the K value (number of nearest neighbors) used in KNN and Lorentzian methods. Higher values produce smoother predictions by averaging more historical patterns, while lower values may capture more specific patterns but could be more susceptible to noise.
Prediction Horizon
Default: 5
Range: 1-10
Determines how many future bars to predict. Longer horizons provide more forward-looking information but typically decrease accuracy as the prediction window extends.
📊 Display Settings
Display Mode
Default: Overlay
Options: Overlay, Prediction Only
Controls how volume information is displayed:
Overlay: Shows both actual volume and predictions on the same chart
Prediction Only: Displays only the predictions without actual volume
Show Prediction Dots
Default: false
When enabled, adds white dots to future predictions for improved visibility and clarity.
Future Bar Transparency (%)
Default: 70
Range: 0-90
Controls the transparency of future prediction bars. Higher values make future bars more transparent, while lower values make them more visible.
📱 Dashboard Settings
Show Dashboard
Default: true
Toggles display of the prediction accuracy dashboard. When enabled, shows real-time accuracy metrics.
Dashboard Location
Default: Bottom Right
Options: Top Left, Top Right, Bottom Left, Bottom Right
Determines where the dashboard appears on the chart.
Dashboard Text Size
Default: Normal
Options: Small, Normal, Large
Controls the size of text in the dashboard for various display sizes.
Dashboard Style
Default: Solid
Options: Solid, Transparent
Sets the visual style of the dashboard background.
Understanding Accuracy Metrics
The dashboard provides key performance metrics to evaluate prediction quality:
Average Error
Shows the average difference between predicted and actual values
Positive values indicate the prediction tends to be higher than actual volume
Negative values indicate the prediction tends to be lower than actual volume
Values closer to zero indicate better prediction accuracy
Accuracy Percentage
A measure of how close predictions are to actual outcomes
Higher percentages (>70%) indicate excellent prediction quality
Moderate percentages (50-70%) indicate acceptable predictions
Lower percentages (<50%) suggest weaker prediction reliability
The accuracy metrics are color-coded for quick assessment:
Green: Strong prediction performance
Orange: Moderate prediction performance
Red: Weaker prediction performance
✅ Best Use Cases
Anticipate upcoming volume spikes or drops
Identify potential volume divergences from price action
Plan entries and exits around expected volume changes
Filter trading signals based on predicted volume support
Optimize position sizing by forecasting market participation
Prepare for potential volatility changes signaled by volume predictions
Enhance technical pattern analysis with volume projection context
⚠️ Limitations
Volume predictions become less accurate over longer time horizons
Performance varies based on market conditions and asset characteristics
Works best on liquid assets with consistent volume patterns
Requires sufficient historical data for pattern recognition
Sudden market events can disrupt prediction accuracy
Volume spikes may be muted in predictions due to normalization
💡 What Makes This Unique
Machine Learning Approach : Applies Lorentzian distance metrics for robust pattern matching
Algorithm Selection : Offers multiple prediction methods to suit different market conditions
Real-time Accuracy Tracking : Provides continuous feedback on prediction performance
Forward Projection : Visualizes multiple future bars with configurable display options
Normalized Scale : Presents volume as a percentage of maximum volume for consistent analysis
Interactive Dashboard : Displays key metrics with customizable appearance and placement
🔬 How It Works
The Volume Predictor processes market data through five main steps:
1. Volume Normalization:
Converts raw volume to percentage of maximum volume in lookback period
Creates consistent scale representation across different timeframes and assets
Stores historical normalized volumes for pattern analysis
2. Pattern Detection:
Identifies similar volume patterns in historical data
Uses Lorentzian distance metrics for robust similarity measurement
Determines strength of pattern match for prediction weighting
3. Algorithm Processing:
Applies selected prediction algorithm to historical patterns
For KNN/Lorentzian: Finds K nearest neighbors and calculates weighted prediction
For Ensemble: Combines multiple methods with optimized weighting
For EMA/Linear Regression: Projects trends based on statistical models
4. Accuracy Calculation:
Compares previous predictions to actual outcomes
Calculates average error and prediction accuracy
Updates performance metrics in real-time
5. Visualization:
Displays normalized actual volume with color-coding
Shows current and future volume predictions
Presents performance metrics through interactive dashboard
💡 Note:
The Volume Predictor performs optimally on liquid assets with established volume patterns. It’s most effective when used in conjunction with price action analysis and other technical indicators. The multi-algorithm approach allows adaptation to different market conditions by switching prediction methods. Pay special attention to the accuracy metrics when evaluating prediction reliability, as sudden market changes can temporarily reduce prediction quality. The normalized percentage scale makes the indicator consistent across different assets and timeframes, providing a standardized approach to volume analysis.
Accurate Bollinger Bands mcbw_ [True Volatility Distribution]The Bollinger Bands have become a very important technical tool for discretionary and algorithmic traders alike over the last decades. It was designed to give traders an edge on the markets by setting probabilistic values to different levels of volatility. However, some of the assumptions that go into its calculations make it unusable for traders who want to get a correct understanding of the volatility that the bands are trying to be used for. Let's go through what the Bollinger Bands are said to show, how their calculations work, the problems in the calculations, and how the current indicator I am presenting today fixes these.
--> If you just want to know how the settings work then skip straight to the end or click on the little (i) symbol next to the values in the indicator settings window when its on your chart <--
--------------------------- What Are Bollinger Bands ---------------------------
The Bollinger Bands were formed in the 1980's, a time when many retail traders interacted with their symbols via physically printed charts and computer memory for personal computer memory was measured in Kb (about a factor of 1 million smaller than today). Bollinger Bands are designed to help a trader or algorithm see the likelihood of price expanding outside of its typical range, the further the lines are from the current price implies the less often they will get hit. With a hands on understanding many strategies use these levels for designated levels of breakout trades or to assist in defining price ranges.
--------------------------- How Bollinger Bands Work ---------------------------
The calculations that go into Bollinger Bands are rather simple. There is a moving average that centers the indicator and an equidistant top band and bottom band are drawn at a fixed width away. The moving average is just a typical moving average (or common variant) that tracks the price action, while the distance to the top and bottom bands is a direct function of recent price volatility. The way that the distance to the bands is calculated is inspired by formulas from statistics. The standard deviation is taken from the candles that go into the moving average and then this is multiplied by a user defined value to set the bands position, I will call this value 'the multiple'. When discussing Bollinger Bands, that trading community at large normally discusses 'the multiple' as a multiplier of the standard deviation as it applies to a normal distribution (gaußian probability). On a normal distribution the number of standard deviations away (which trades directly use as 'the multiple') you are directly corresponds to how likely/unlikely something is to happen:
1 standard deviation equals 68.3%, meaning that the price should stay inside the 1 standard deviation 68.3% of the time and be outside of it 31.7% of the time;
2 standard deviation equals 95.5%, meaning that the price should stay inside the 2 standard deviation 95.5% of the time and be outside of it 4.5% of the time;
3 standard deviation equals 99.7%, meaning that the price should stay inside the 3 standard deviation 99.7% of the time and be outside of it 0.3% of the time.
Therefore when traders set 'the multiple' to 2, they interpret this as meaning that price will not reach there 95.5% of the time.
---------------- The Problem With The Math of Bollinger Bands ----------------
In and of themselves the Bollinger Bands are a great tool, but they have become misconstrued with some incorrect sense of statistical meaning, when they should really just be taken at face value without any further interpretation or implication.
In order to explain this it is going to get a bit technical so I will give a little math background and try to simplify things. First let's review some statistics topics (distributions, percentiles, standard deviations) and then with that understanding explore the incorrect logic of how Bollinger Bands have been interpreted/employed.
---------------- Quick Stats Review ----------------
.
(If you are comfortable with statistics feel free to skip ahead to the next section)
.
-------- I: Probability distributions --------
When you have a lot of data it is helpful to see how many times different results appear in your dataset. To visualize this people use "histograms", which just shows how many times each element appears in the dataset by stacking each of the same elements on top of each other to form a graph. You may be familiar with the bell curve (also called the "normal distribution", which we will be calling it by). The normal distribution histogram looks like a big hump around zero and then drops off super quickly the further you get from it. This shape (the bell curve) is very nice because it has a lot of very nifty mathematical properties and seems to show up in nature all the time. Since it pops up in so many places, society has developed many different shortcuts related to it that speed up all kinds of calculations, including the shortcut that 1 standard deviation = 68.3%, 2 standard deviations = 95.5%, and 3 standard deviations = 99.7% (these only apply to the normal distribution). Despite how handy the normal distribution is and all the shortcuts we have for it are, and how much it shows up in the natural world, there is nothing that forces your specific dataset to look like it. In fact, your data can actually have any possible shape. As we will explore later, economic and financial datasets *rarely* follow the normal distribution.
-------- II: Percentiles --------
After you have made the histogram of your dataset you have built the "probability distribution" of your own dataset that is specific to all the data you have collected. There is a whole complicated framework for how to accurately calculate percentiles but we will dramatically simplify it for our use. The 'percentile' in our case is just the number of data points we are away from the "middle" of the data set (normally just 0). Lets say I took the difference of the daily close of a symbol for the last two weeks, green candles would be positive and red would be negative. In this example my dataset of day by day closing price difference is:
week 1:
week 2:
sorting all of these value into a single dataset I have:
I can separate the positive and negative returns and explore their distributions separately:
negative return distribution =
positive return distribution =
Taking the 25th% percentile of these would just be taking the value that is 25% towards the end of the end of these returns. Or akin the 100%th percentile would just be taking the vale that is 100% at the end of those:
negative return distribution (50%) = -5
positive return distribution (50%) = +4
negative return distribution (100%) = -10
positive return distribution (100%) = +20
Or instead of separating the positive and negative returns we can also look at all of the differences in the daily close as just pure price movement and not account for the direction, in this case we would pool all of the data together by ignoring the negative signs of the negative reruns
combined return distribution =
In this case the 50%th and 100%th percentile of the combined return distribution would be:
combined return distribution (50%) = 4
combined return distribution (100%) = 10
Sometimes taking the positive and negative distributions separately is better than pooling them into a combined distribution for some purposes. Other times the combined distribution is better.
Most financial data has very different distributions for negative returns and positive returns. This is encapsulated in sayings like "Price takes the stairs up and the elevator down".
-------- III: Standard Deviation --------
The formula for the standard deviation (refereed to here by its shorthand 'STDEV') can be intimidating, but going through each of its elements will illuminate what it does. The formula for STDEV is equal to:
square root ( (sum ) / N )
Going back the the dataset that you might have, the variables in the formula above are:
'mean' is the average of your entire dataset
'x' is just representative of a single point in your dataset (one point at a time)
'N' is the total number of things in your dataset.
Going back to the STDEV formula above we can see how each part of it works. Starting with the '(x - mean)' part. What this does is it takes every single point of the dataset and measure how far away it is from the mean of the entire dataset. Taking this value to the power of two: '(x - mean) ^ 2', means that points that are very far away from the dataset mean get 'penalized' twice as much. Points that are very close to the dataset mean are not impacted as much. In practice, this would mean that if your dataset had a bunch of values that were in a wide range but always stayed in that range, this value ('(x - mean) ^ 2') would end up being small. On the other hand, if your dataset was full of the exact same number, but had a couple outliers very far away, this would have a much larger value since the square par of '(x - mean) ^ 2' make them grow massive. Now including the sum part of 'sum ', this just adds up all the of the squared distanced from the dataset mean. Then this is divided by the number of values in the dataset ('N'), and then the square root of that value is taken.
There is nothing inherently special or definitive about the STDEV formula, it is just a tool with extremely widespread use and adoption. As we saw here, all the STDEV formula is really doing is measuring the intensity of the outliers.
--------------------------- Flaws of Bollinger Bands ---------------------------
The largest problem with Bollinger Bands is the assumption that price has a normal distribution. This is assumption is massively incorrect for many reasons that I will try to encapsulate into two points:
Price return do not follow a normal distribution, every single symbol on every single timeframe has is own unique distribution that is specific to only itself. Therefore all the tools, shortcuts, and ideas that we use for normal distributions do not apply to price returns, and since they do not apply here they should not be used. A more general approach is needed that allows each specific symbol on every specific timeframe to be treated uniquely.
The distributions of price returns on the positive and negative side are almost never the same. A more general approach is needed that allows positive and negative returns to be calculated separately.
In addition to the issues of the normal distribution assumption, the standard deviation formula (as shown above in the quick stats review) is essentially just a tame measurement of outliers (a more aggressive form of outlier measurement might be taking the differences to the power of 3 rather than 2). Despite this being a bit of a philosophical question, does the measurement of outlier intensity as defined by the STDEV formula really measure what we want to know as traders when we're experiencing volatility? Or would adjustments to that formula better reflect what we *experience* as volatility when we are actively trading? This is an open ended question that I will leave here, but I wanted to pose this question because it is a key part of what how the Bollinger Bands work that we all assume as a given.
Circling back on the normal distribution assumption, the standard deviation formula used in the calculation of the bands only encompasses the deviation of the candles that go into the moving average and have no knowledge of the historical price action. Therefore the level of the bands may not really reflect how the price action behaves over a longer period of time.
------------ Delivering Factually Accurate Data That Traders Need------------
In light of the problems identified above, this indicator fixes all of these issue and delivers statistically correct information that discretionary and algorithmic traders can use, with truly accurate probabilities. It takes the price action of the last 2,000 candles and builds a huge dataset of distributions that you can directly select your percentiles from. It also allows you to have the positive and negative distributions calculated separately, or if you would like, you can pool all of them together in a combined distribution. In addition to this, there is a wide selection of moving averages directly available in the indicator to choose from.
Hedge funds, quant shops, algo prop firms, and advanced mechanical groups all employ the true return distributions in their work. Now you have access to the same type of data with this indicator, wherein it's doing all the lifting for you.
------------------------------ Indicator Settings ------------------------------
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---- Moving average ----
Select the type of moving average you would like and its length
---- Bands ----
The percentiles that you enter here will be pulled directly from the return distribution of the last 2,000 candles. With the typical Bollinger Bands, traders would select 2 standard deviations and incorrectly think that the levels it highlights are the 95.5% levels. Now, if you want the true 95.5% level, you can just enter 95.5 into the percentile value here. Each of the three available bands takes the true percentile you enter here.
---- Separate Positive & Negative Distributions----
If this box is checked the positive and negative distributions are treated indecently, completely separate from each other. You will see that the width of the top and bottom bands will be different for each of the percentiles you enter.
If this box is unchecked then all the negative and positive distributions are pooled together. You will notice that the width of the top and bottom bands will be the exact same.
---- Distribution Size ----
This is the number of candles that the price return is calculated over. EG: to collect the price return over the last 33 candles, the difference of price from now to 33 candles ago is calculated for the last 2,000 candles, to build a return distribution of 2000 points of price differences over 33 candles.
NEGATIVE NUMBERS(<0) == exact number of candles to include;
EG: setting this value to -20 will always collect volatility distributions of 20 candles
POSITIVE NUMBERS(>0) == number of candles to include as a multiple of the Moving Average Length value set above;
EG: if the Moving Average Length value is set to 22, setting this value to 2 will use the last 22*2 = 44 candles for the collection of volatility distributions
MORE candles being include will generally make the bands WIDER and their size will change SLOWER over time.
I wish you focus, dedication, and earnest success on your journey.
Happy trading :)
GG Short & Long IndicatorGG Short & Long Indicator is a powerful signal indicator with AI
How do indicator signals work?
The main purpose of the indicator is to give a signal that is most likely to bring profit based on historical data. This ORIGINAL trend algorithm gives SHORT and LONG signals when several conditions coincide: 1) Breakout of the average value of the modernized VWAP (this VWAP takes data only from certain time periods and trading sessions, as a result, its breakout most often coincides with the beginning of a strong trend); 2) The previous condition must be confirmed by volumes. I noticed that on some crypto exchanges, depending on whether the breakout is false or true, the volumes are different relative to each other. I applied this knowledge for additional filtering of signals (this point works only on crypto assets, on other assets the algorithm works without taking it into account, maybe later I will refine it); 3) When some of my original formulas to determine overbought (similar in principle to RSI, but more designed to work with the trader algorithm), should not show overbought - so that the entry into the transaction was not at too unfavorable values. To summarize, the algorithm tries to find a balance to determine a true breakout, during which the price will not go too far (for an acceptable RR).
But the most important thing is that the parameters to customize the algorithm are governed by our original AI algorithm. It can adjust the indicator in two modes: 1) Settings are selected based on the most profitable historical settings. 2) The settings are selected based not only on historical profitability, but also on winrate, frequency of trades, and a few other items that we will not disclose (so the code is closed) - we consider this approach as a priority, because according to our observations, it gives the highest performance compared to manual tuning. In addition, AI simply simplifies the work with the indicator - you do not need to adjust the settings manually for different trading pairs or timeframes, AI will do it all by itself and immediately give the ready result (backtest) on the table.
How to trade?
After the signal is issued, the indicator determines the recommended levels to close the trade (green dots). Stop loss should be placed behind the corresponding gray SL mark. Levels for closing a deal (TP) and the level of stop loss setting (SL) are also determined automatically for the selected pair and TF, based on volatility and selected indicator settings
To make a trade, you can also use the built-in “Support and Resistance Zones” tool, which displays ranges on the chart based on the modernized ATR, from which the price is more likely to rebound (here I also used my own approach, where in addition to the classic ATR formula, I also used volumes from certain crypto exchanges to determine more accurate price rebound zones)
These zones are also adjusted by AI - the algorithm compares several dozens of variations of these zones (with different settings) and chooses the one that best fits the current settings of the signal algorithm. For example, if the indicator is set up for frequent trades - the zones will be updated faster and will be less deep than if the indicator is set up for medium-term trading
If desired, you can customize the indicator manually using the corresponding section of the settings. Each paramater has a tooltip describing how and what it affects.
Statistisc panel
The panel can be divided into 2 conditional parts:
1) Statistics for each individual TP for the selected strategy. It shows the winrate and gross profit, if you fix a trade on a single target completely
2) Total trading result, if you trade clearly according to the strategy and fix the position by equal hours on 4 TPs. The total trading result is displayed for the current indicator settings, it also shows the best, worst and optimal of the possible indicator settings and the trading result of these settings on the side.
How do setup the indicator?
The indicator has preset settings for several major pairs and timeframes. These are fixed settings specifically selected for individual pairs and timeframes. You can use these presets, or you can choose one of the adaptive settings, which will AUTOMATICALLY select the best/optimal indicator settings.
I recommend choosing the “Adaptive Optimal” preset, as it uses more data to determine the optimal indicator settings and according to my observations this method works better in comparison to manual indicator settings or the “Adaptive Best” preset
Or you can use the manual settings, as mentioned earlier.
Intellect_city - Halvings Bitcoin CycleWhat is halving?
The halving timer shows when the next Bitcoin halving will occur, as well as the dates of past halvings. This event occurs every 210,000 blocks, which is approximately every 4 years. Halving reduces the emission reward by half. The original Bitcoin reward was 50 BTC per block found.
Why is halving necessary?
Halving allows you to maintain an algorithmically specified emission level. Anyone can verify that no more than 21 million bitcoins can be issued using this algorithm. Moreover, everyone can see how much was issued earlier, at what speed the emission is happening now, and how many bitcoins remain to be mined in the future. Even a sharp increase or decrease in mining capacity will not significantly affect this process. In this case, during the next difficulty recalculation, which occurs every 2014 blocks, the mining difficulty will be recalculated so that blocks are still found approximately once every ten minutes.
How does halving work in Bitcoin blocks?
The miner who collects the block adds a so-called coinbase transaction. This transaction has no entry, only exit with the receipt of emission coins to your address. If the miner's block wins, then the entire network will consider these coins to have been obtained through legitimate means. The maximum reward size is determined by the algorithm; the miner can specify the maximum reward size for the current period or less. If he puts the reward higher than possible, the network will reject such a block and the miner will not receive anything. After each halving, miners have to halve the reward they assign to themselves, otherwise their blocks will be rejected and will not make it to the main branch of the blockchain.
The impact of halving on the price of Bitcoin
It is believed that with constant demand, a halving of supply should double the value of the asset. In practice, the market knows when the halving will occur and prepares for this event in advance. Typically, the Bitcoin rate begins to rise about six months before the halving, and during the halving itself it does not change much. On average for past periods, the upper peak of the rate can be observed more than a year after the halving. It is almost impossible to predict future periods because, in addition to the reduction in emissions, many other factors influence the exchange rate. For example, major hacks or bankruptcies of crypto companies, the situation on the stock market, manipulation of “whales,” or changes in legislative regulation.
---------------------------------------------
Table - Past and future Bitcoin halvings:
---------------------------------------------
Date: Number of blocks: Award:
0 - 03-01-2009 - 0 block - 50 BTC
1 - 28-11-2012 - 210000 block - 25 BTC
2 - 09-07-2016 - 420000 block - 12.5 BTC
3 - 11-05-2020 - 630000 block - 6.25 BTC
4 - 20-04-2024 - 840000 block - 3.125 BTC
5 - 24-03-2028 - 1050000 block - 1.5625 BTC
6 - 26-02-2032 - 1260000 block - 0.78125 BTC
7 - 30-01-2036 - 1470000 block - 0.390625 BTC
8 - 03-01-2040 - 1680000 block - 0.1953125 BTC
9 - 07-12-2043 - 1890000 block - 0.09765625 BTC
10 - 10-11-2047 - 2100000 block - 0.04882813 BTC
11 - 14-10-2051 - 2310000 block - 0.02441406 BTC
12 - 17-09-2055 - 2520000 block - 0.01220703 BTC
13 - 21-08-2059 - 2730000 block - 0.00610352 BTC
14 - 25-07-2063 - 2940000 block - 0.00305176 BTC
15 - 28-06-2067 - 3150000 block - 0.00152588 BTC
16 - 01-06-2071 - 3360000 block - 0.00076294 BTC
17 - 05-05-2075 - 3570000 block - 0.00038147 BTC
18 - 08-04-2079 - 3780000 block - 0.00019073 BTC
19 - 12-03-2083 - 3990000 block - 0.00009537 BTC
20 - 13-02-2087 - 4200000 block - 0.00004768 BTC
21 - 17-01-2091 - 4410000 block - 0.00002384 BTC
22 - 21-12-2094 - 4620000 block - 0.00001192 BTC
23 - 24-11-2098 - 4830000 block - 0.00000596 BTC
24 - 29-10-2102 - 5040000 block - 0.00000298 BTC
25 - 02-10-2106 - 5250000 block - 0.00000149 BTC
26 - 05-09-2110 - 5460000 block - 0.00000075 BTC
27 - 09-08-2114 - 5670000 block - 0.00000037 BTC
28 - 13-07-2118 - 5880000 block - 0.00000019 BTC
29 - 16-06-2122 - 6090000 block - 0.00000009 BTC
30 - 20-05-2126 - 6300000 block - 0.00000005 BTC
31 - 23-04-2130 - 6510000 block - 0.00000002 BTC
32 - 27-03-2134 - 6720000 block - 0.00000001 BTC
Trend and Reversal ScannerHello Traders!
The TRN Trend and Reversal Scanner highlights in a user-friendly and easy to read table trend and reversal signals from up to 20 assets of your choosing. With it, you can efficiently monitor your preferred instruments simultaneously without jumping from one chart to the next. You will never miss a signal again. The indicator automatically finds swing-based up and down trends, bullish and bearish divergences, detects ranges and range breakouts as well as trend and reversal signals by the built-in trend detection algorithm called TRN Bars. Furthermore, you can conveniently stay updated with real-time alerts, notifying you whenever the scanner finds interesting market situations.
Feature List
Swing-based up and down trend detection
Divergence detection for any given (Custom) Indicator
Price range and breakout detection
Bar trend and reversal detection
Scanner alerts
The value of this indicator is to support traders to easily identify trend-based signals in an automated way and across many different markets at the same time. The trader saves a lot of time scanning the markets for up and down swings, divergences, consolidations and bar pattern-based trends and reversals, since finding and alerting these signals is done automatically for the trader.
For a visualization of the detected signals, you can add the TRN Bars and the Swing Suite indicator to your chart.
How does Trend Scanner work?
On the right side of the chart, you can find a table displaying the symbols monitored by the TRN Trend and Reversal Scanner for signal detection (first column). The table provides information on the status of each symbol. This visual representation allows you to quickly identify evolving signals across different symbols, helping you stay informed and make timely trading decisions.
The scanner operates specifically on the timeframe you are currently viewing, ensuring that the detected signals align precisely with your trading perspective.
In the following, we will describe the different signals displayed in the different columns of the table
Column 1 – Symbols
Column 2 – Bar Trend & Signals
Column 3 – Up & Down Swing Trend
Column 4 – Ranges & Range Breakouts
Column 5 – Bullish Divergences
Column 6 – Bearish Divergences
Bar Trend & Signals
In the second column, you can observe the status of TRN Bars, the built-in trend detection algorithm.
UP – Uptrend
DN – Downtrend
REV (Green) – Bullish Reversal Bar
REV (Red) – Bearish Reversal Bar
CON (Green) – Bullish Continuation Bar
CON (Red) – Bearish Continuation Bar
B/O (Green) – Bullish Range Breakout Bar
B/O (Red) – Bearish Range Breakout Bar
TRN Bars is designed to spot bullish and bearish trends and reversals. The trend analysis is based on a new algorithm that weights several different inputs:
classical and advanced bar patterns and their statistical frequency
probability distributions of price expansions after certain bar patterns
bar information such as wick length in %, overlapping of the previous bar in % and many more
historical trend and consolidation analysis
It provides high-probability trend continuation analysis and reversal detections.
Up and Downtrend
The second column (Trend) indicates whether the price of the asset moves within an uptrend (UP) or a downtrend (DN), as detected by our unique swing detection algorithm, on the selected timeframe.
The swing detection algorithm identifies pivot points (swings) with high accuracy. It works in real-time and does not need a look-a-head to find swings.
Ranges & Range Breakouts
The third column provides insights into the price behavior of a symbol within the selected timeframe, as analyzed by the range feature of the TRN Bars algorithm.
ACTIVE – Price moves within a price range
UP – Breakout detected
DN – Breakdown detected
UP CONF – Breakout confirmed
DN CONF – Breakdown confirmed
The bar range feature automatically finds consolidations where the price range of several consecutives bars is rather small. The detection of the bar ranges includes among other things the overlapping percentage of these bars.
Divergence Detection for any given (Custom) Indicator
The divergence detector finds with unrivaled precision bullish and bearish as well as regular and hidden divergences. The main difference compared to other divergences indicators is that this indicator finds rigorously the extreme peaks of each swing, both in price and in the corresponding indicator. This precision is unmatched and therefore this is one of the best divergences detectors.
The build in divergence detector works with any given indicator, even custom ones. In addition, there are 11 built-in indicators. Most noticeable is the cumulative delta indicator, which works astonishingly well as a divergence indicator. Full list:
External Indicator (see next section for the setup)
Awesome Oscillator (AO)
Commodity Channel Index (CCI)
Cumulative Delta Volume (CDV)
Chaikin Money Flow (CMF)
Moving Average Convergence Divergence (MACD)
Money Flow Index (MFI)
Momentum
On Balance Volume (OBV)
Relative Strength Index (RSI)
Stochastic
Williams Percentage Range (W%R)
Another highlight of the divergence detection is that it works with every indicator, even custom ones. To do this, you must add the (custom) indicator to your chart. Afterwards, simply go to the “Divergence Detection” section in the indicator settings and choose "External Indicator". If the custom indicator has one reference value, then choose this value in the “External Indicator (High)” field. If there are high and low values (e.g. candles), then you also must set the “External Indicator Low” field.
The visualization of the divergence detection is represented in the fifth column (Div Bull) and the sixth and last column (Div Bear).
REG – Regular divergence detected
HID – Hidden divergence detected
Scanner Alerts
You can opt to receive alerts for the following scenarios:
Detected up and down swings
Detected bullish and bearish divergences
Detected bar trend changes
Confirmed Reversal Bars
Confirmed Continuation Bars
Confirmed ange breakouts
The alert function is activated for all symbols listed in the scanner and corresponds to the timeframe of the chart you are currently viewing. This ensures that you receive alerts specifically tailored to the symbols and timeframe you are interested in.
Risk Disclaimer
The content, tools, scripts, articles, and educational resources offered by TRN Trading are intended solely for informational and educational purposes. Remember, past performance does not ensure future outcomes.
Edge AI Forecast [Edge Terminal]This indicator inputs the previous 150 closing prices in a simple two-layer neural network, normalizes the network inputs using a sigmoid function, uses a feedforward calculation to send it to the second layer, shows the MSE loss curve and uses both automatic and manual backpropagation (user input) to find the most likely forecast values and uses the analog forecasting algorithm to adjust and optimize the data furthermore to display potential prices on the chart.
Here's how it works:
The idea behind this script is to train a simple neural network to predict the future x values based on the sample data. For this, we use 2 types of data, Price and Volume.
The thinking behind this is that price alone can’t be used in this case because it doesn’t provide enough meaningful pattern data for the network but price and volume together can change the game. We’re planning to use more different data sets and expand on this in the future.
To avoid a bad mix of results, we technically have two neural networks, each processing a different data type, one for volume data and one for price data.
The actual prediction is decided by the way price and volume of the closing price relate to each other. Basically, the network passes the price and volume and finds the best relation between the two data set outputs and predicts where the price could be based on the upcoming volume of the latest candle.
The network adjusts the weights and biases using optimization algorithms like gradient descent to minimize the difference between the predicted and actual stock prices, typically measured by a loss function, (in this case, mean squared error) which you can see using the error rate bubble.
This is a good measure to see how well the network is performing and the idea is to adjust the settings inputs such as learning rate, epochs and data source to get the lowest possible error rate. That’s when you’re getting the most accurate prediction results.
For each data set, we use a multi-layer network. In a multi-layer neural network, the outputs of neurons in one layer serve as inputs to neurons in the next layer. Initially, the input layer of the neural network receives the historical data. Each input neuron represents a feature, such as previous stock prices and trading volumes over a specific period.
The hidden layers perform feature extraction and transformation through a series of weighted connections and activation functions. Each neuron in a hidden layer computes a weighted sum of the inputs from the previous layer, applies an activation function to the sum, and passes the result to the next layer using the feedforward (activation) function.
For extraction, we use a normalization function. This function takes a value or data (such as bar price) and divides it up by max scale which is the highest possible value of the bar. The idea is to take a normalized number, which is either below 1 or under 2 for simple use in the neural network layers.
For the activation, after computing the weighted sum, the neuron applies an activation function a(x). To introduce non-linearity into the model to pass it to the next layer. We use sigmoid activation functions in this case. The main reason we use sigmoid function is because the resulting number is between 0 to 1 and is better for models where we have to predict the probability as an output.
The final output of the network is passed as an input to the analog forecasting function. This is an algorithm commonly used in weather prediction systems. In this case, this is used to make predictions by comparing current values and assuming the patterns might repeat in the future.
There are many different ways to build an analog forecasting function but in our case, we’re used similarity measurement model:
X, as the current situation or set of current variables.
Y, as the outcome or variable of interest.
Si as the historical situations or patterns, where i ranges from 1 to n.
Vi as the vector of variables describing historical situation Si.
Oi as the outcome associated with historical situation Si.
First, we define a similarity measure sim(X,Vi) that quantifies the similarity between the current situation X and historical situation Si based on their respective variables Vi.
Then we select the K most similar historical situations (KNN Machine learning) based on the similarity measure sim(X,Vi). We denote the rest of the selected historical situations as {Si1, Si2,...Sik).
Then we examine the outcomes associated with the selected historical situations {Oi1, Oi2,...,Oik}.
Then we use the outcomes of the selected historical situations to forecast the future outcome Y^ using weighted averaging.
Finally, the output value of the analog forecasting is standardized using a standardization function which is the opposite of the normalization function. This function takes a normalized number and turns it back to its original value by multiplying it by the max scale (highest value of the bar). This function is used when the final number is produced by the network output at the end of the analog forecasting to turn the final value back into a price so it can be displayed on the chart with PineScript.
Settings:
Data source: Source of the neural network's input data.
Sample Bars: How many historical bars do you want to input into the neural network
Prediction Bars: How many bars you want the script to forecast
Show Training Rate: This shows the neural network's error rate for the optimization phase
Learning Rate: how many times you want the script to change the model in response to the estimated error (automatic)
Epochs: the network cycle or how many times you want to run the data through the network from the first layer to the last one.
Usage:
The sample bars input determines the number of historical bars to be used as a reference for the network. You need to change the Epochs and Learning Rate inputs for each asset and chart timeframe to get the lowest error rate.
On the surface, the highest possible epoch and learning rate should produce the most effective results but that's not always the case.
If the epochs rate is too high, there is a chance we face overfitting. Essentially, you might be over processing good data which can make it useless.
On the other hand, if the learning rate is too high, the network may overshoot the optimal solution and diverge. This is almost like the same issue I mentioned above with a high epoch rate.
Access:
It took over 4 months to develop this script and we’re constantly improving it so it took a lot of manpower to develop this script. Also when it comes to neural networks, Pine Script isn’t the most optimal language to build a neural network in, so we had to resort to a few proprietary mathematical formulas to ensure this runs smoothly without giving out an error for overprocessing, specially when you have multiple neural networks with many layers.
The optimization done to make this script run on Pine Script is basically state of the art and because of this, we would like to keep the code closed source at the moment.
On the other hand we don’t want to publish the code publicly as we want to keep the trading edge this script gives us in a closed loop, for our own small group of members so we have to keep the code closed. We only accept invites from expert traders who understand how this script and algo trading works and the type of edge it provides.
Additionally, at the moment we don’t want to share the code as some of the parts of this network, specifically the way we hand the data from neural network output into the analog method formula are proprietary code and we’d like to keep it that way.
You can contact us for access and if we believe this works for your trading case, we will provide you with access.
