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Dynamic ATR-based Renko Overlay - Non repaintingDaily ATR-Based Renko Overlay Overview This Pine Script v5 indicator creates a dynamic Renko overlay on your time-based charts (optimized for 1-minute timeframes), using the previous period's ATR from a user-specified higher timeframe (default: 1-hour) to determine brick sizes. Unlike traditional Renko charts, this is an overlay that draws Renko bricks directly on top of your existing candles, allowing you to combine the noise-filtering power of Renko with the full features of time-based charts. It's designed for traders who want Renko's trend-clarity benefits without switching chart types, especially useful for intraday trading in volatile markets like forex, stocks, or crypto. Key Features - Adaptive Brick Sizing: Brick size is calculated as a percentage (default 40%) of the previous period's ATR (Average True Range, default length 14) from the selected higher timeframe (default: 1-hour). This makes bricks volatility-adjusted—larger in high-vol periods to reduce noise, smaller in low-vol for more detail. - Periodic Recalculation: Resets brick size at the start of each new period based on the user-specified reset timeframe (default: daily), using the prior period's ATR from the chosen timeframe. This ensures relevance without unwanted disruptions. - Traditional Renko Logic: Uses 1-box reversal (a full brick against the trend to reverse). Bricks form based on closing prices, ignoring time and minor fluctuations. - Visual Style: Stepped lines with green (up) and red (down) fills for a box-like appearance. Semi-transparent for easy overlay on candles. - Customizable Inputs: - ATR Length: Adjust the ATR period (default: 14). - Percentage of ATR: Fine-tune brick sensitivity (default: 0.4 or 40%; range 0-1). - ATR Timeframe: Specify the timeframe for ATR calculation (default: "60" for 1-hour; enter as a string like "240" for 4-hour, "D" for daily, etc.). - Reset Timeframe: Specify the period for recalculating the brick size (default: "D" for daily; enter as a string like "W" for weekly, "M" for monthly, etc.). How It Works 1. Fetches ATR from the user-specified timeframe via `request.security` for higher-timeframe volatility data. 2. On new periods based on the reset timeframe (or first load), sets brick size to `percent * ATR_HTF`. 3. Tracks Renko "close" and "previous close" to calculate bricks: - Upward moves add green bricks in multiples of the size. - Downward moves add red bricks. - Reversals require a full brick against the direction. 4. Plots and fills create the overlay, updating on each 1-min bar close. Add it to a 1-minute chart for best results—bricks will adapt periodically while you retain full candle visibility. Why This Indicator is Helpful TradingView's native Renko charts are powerful but come with limitations that can frustrate serious traders: - No Bar Replay: Native Renko doesn't support TradingView's bar replay feature, making it hard to simulate historical trading sessions. - Inaccurate/Repainting Strategy Testing: Strategies on native Renko can repaint or lack precision due to the non-time-based nature, leading to unreliable backtests. - Limited Data History: Fast Renko timeframes (e.g., small bricks) often load very little historical data, restricting long-term analysis. This overlay solves these by building Renko on a time-based chart: - Full Bar Replay Support: Replay sessions as usual on your 1-min chart—the Renko follows along. - Accurate, Non-Repainting Testing: Test strategies on the underlying time chart without repainting issues, as Renko is derived from closes. - Unlimited Data Depth: Access TradingView's full historical data for 1-min charts (up to years of bars), not limited by Renko's data constraints. - Hybrid Analysis: Overlay Renko on candles to spot trends while using volume, indicators (e.g., RSI, MAs), or drawing tools that don't work well on native Renko. It's a game-changer for trend-following, breakout strategies, or filtering noise in short-term trades. No more switching charts—get the best of both worlds! Usage Tips - Best on 1-min charts for intraday precision, but experiment with others. - Tune the percentage lower (e.g., 0.3) for more bricks/sensitivity, higher (e.g., 0.5) for fewer/false-signal reduction. - Adjust the ATR timeframe to match your strategy—e.g., "240" for longer-term volatility or "15" for shorter. - Customize the reset timeframe for different recalculation frequencies—e.g., "W" for weekly resets to capture broader market shifts, or "240" for every 4 hours. - Combine with alerts: right now I am experimenting with 90 period EMA and the Renko brick pullbacks to find some EDGE If you find this useful, give it a thumbs up or share your tweaks in the comments. Feedback welcome—happy trading! 🚀
Pine Script®指標
由LatterRainInvestments提供
ATR/ADR MTF Projection ArrayATR/ADR MTF Projection Array Overview A powerful predictive tool that projects ATR (Average True Range) and ADR (Average Daily Range) levels as clean support and resistance arrays on your chart. Designed for traders who want to anticipate the high and low of the day using volatility-based projections with multi-timeframe confluence. This indicator combines traditional ATR analysis with ICT-style ADR methodology, giving you institutional-grade level projections from a single, customizable tool. Key Features 🎯 Dual Volatility Metrics ATR Projections — Classic volatility-based levels with full multi-timeframe support ADR Projections (ICT Style) — Average Daily Range levels using Inner Circle Trader methodology Enable/disable each independently based on your trading preference 📊 Multi-Timeframe ATR Analysis Plot ATR levels from up to 3 timeframes simultaneously (Daily, Weekly, Monthly or custom) Each timeframe displays with distinct styling for easy identification Perfect for confluence trading across multiple time horizons ⚡ ICT ADR Methodology NY Midnight calculation mode (ICT standard) or Classic Daily Key ICT levels built-in: 1/3 ADR (Judas Swing) — Critical manipulation level where fake moves often terminate 1/2 ADR — Mid-range reference 2/3 ADR — Trending day continuation target 100% ADR — Full daily range completion 150% ADR — Extension target for expansion days Two projection modes: Static (from anchor) or Dynamic (from session high/low) 🔧 Flexible Anchor Points Previous Close (default) Daily Open Weekly Open Monthly Open Session Open 📈 Range Completion Tracking Real-time display of how much of the expected daily range has been consumed Visual status indicator helps identify when the day's move may be exhausted How To Use For Bias Confirmation: Establish your directional bias using your preferred method (trigger day, market structure, etc.) Monitor the 1/3 ADR level during London/NY open for potential Judas Swing (manipulation move) Target 2/3 to 100% ADR for your HOD/LOD objective For Target Setting: Use ATR levels as volatility-based profit targets ADR 100% level often marks session extremes When Range Used reaches 100%+, expect consolidation or reversal For Multi-Timeframe Confluence: Enable Weekly/Monthly ATR levels alongside Daily Look for clustering of levels across timeframes for high-probability zones Settings Guide Master Controls — Toggle ATR/ADR systems and bull/bear levels independently ATR Settings — Configure period, multiplier, anchor point, and select which timeframes to display ATR Level Multipliers — Choose which projection levels to show (0.5x, 0.75x, 1.0x, 1.25x, 1.5x) ADR Settings (ICT Style) — Select calculation mode (NY Midnight recommended), period (5 days is ICT standard), and projection mode ADR Level Selection — Toggle individual ICT levels (1/3, 1/2, 2/3, 100%, 150%) Visual Settings — Customize colors, line styles, labels, and info table position Alerts Included ATR 1.0x Bull/Bear Cross ADR 1/3 Judas Swing Zone (Bull/Bear) ADR 100% Range Completion (Bull/Bear)
Pine Script®指標
由TSA_TimeSpaceAlgorithm提供
MechArt ATR Box V1MechArt ATR Box V1 Description: The MechArt ATR Box V1 is a precision trade-planning and risk-management tool that visualizes your entire position framework using customizable ATR-based zones. It automatically plots your key decision levels from a defined entry price and ATR value — helping you clearly see when to roll, hold, or exit a trade. Features: Configurable ATR multipliers for roll, stop, and emergency zones. Automatically updates labels and price levels based on your custom ATR settings. Distinct color-coded boxes for: ✅ +1 ATR (Roll Zone) – visualize profit or roll targets. ⚠️ –2 ATR (Stop Zone) – manage risk boundaries. 🚨 –3 ATR (Emergency Stop) – mark hard exit thresholds. Adjustable ATRs, line style, width, color, and opacity for visual clarity. Optional Days Until Expiration label for time-sensitive trades. Ideal for: Traders using mechanical, ATR driven systems (like OVTLYR Plan M), or anyone who wants a clear, rule-based visualization of risk vs. reward directly on the chart.
Pine Script®指標
由MechArt_提供
1
Mutanabby_AI | ATR+ | Trend-Following StrategyThis document presents the Mutanabby_AI | ATR+ Pine Script strategy, a systematic approach designed for trend identification and risk-managed position entry in financial markets. The strategy is engineered for long-only positions and integrates volatility-adjusted components to enhance signal robustness and trade management. Strategic Design and Methodological Basis The Mutanabby_AI | ATR+ strategy is constructed upon a foundation of established technical analysis principles, with a focus on objective signal generation and realistic trade execution. Heikin Ashi for Trend Filtering: The core price data is processed via Heikin Ashi (HA) methodology to mitigate transient market noise and accentuate underlying trend direction. The script offers three distinct HA calculation modes, allowing for comparative analysis and validation: Manual Calculation: Provides a transparent and deterministic computation of HA values. ticker.heikinashi(): Utilizes TradingView's built-in function, employing confirmed historical bars to prevent repainting artifacts. Regular Candles: Allows for direct comparison with standard OHLC price action. This multi-methodological approach to trend smoothing is critical for robust signal generation.   Adaptive ATR Trailing Stop: A key component is the Average True Range (ATR)-based trailing stop. ATR serves as a dynamic measure of market volatility. The strategy incorporates user-defined parameters (   Key Value and ATR Period) to calibrate the sensitivity of this trailing stop, enabling adaptation to varying market volatility regimes. This mechanism is designed to provide a dynamic exit point, preserving capital and locking in gains as a trend progresses. EMA Crossover for Signal Generation: Entry and exit signals are derived from the interaction between the Heikin Ashi derived price source and an Exponential Moving Average (EMA). A crossover event between these two components is utilized to objectively identify shifts in momentum, signaling potential long entry or exit points.   Rigorous Stop Loss Implementation: A critical feature for risk mitigation, the strategy includes an optional stop loss. This stop loss can be configured as a percentage or fixed point deviation from the entry price. Importantly, stop loss execution is based on real market prices, not the synthetic Heikin Ashi values. This design choice ensures that risk management is grounded in actual market liquidity and price levels, providing a more accurate representation of potential drawdowns during backtesting and live operation. Backtesting Protocol: The strategy is configured for realistic backtesting, employing fill_orders_on_standard_ohlc=true to simulate order execution at standard OHLC prices. A configurable Date Filter is included to define specific historical periods for performance evaluation. Data Visualization and Metrics: The script provides on-chart visual overlays for buy/sell signals, the ATR trailing stop, and the stop loss level. An integrated information table displays real-time strategy parameters, current position status, trend direction, and key price levels, facilitating immediate quantitative assessment. Applicability The Mutanabby_AI | ATR+ strategy is particularly suited for: Cryptocurrency Markets: The inherent volatility of assets such as #Bitcoin and #Ethereum makes the ATR-based trailing stop a relevant tool for dynamic risk management.   Systematic Trend Following: Individuals employing systematic methodologies for trend capture will find the objective signal generation and rule-based execution aligned with their approach. Pine Script Developers and Quants: The transparent code structure and emphasis on realistic backtesting provide a valuable framework for further analysis, modification, and integration into broader quantitative models. Automated Trading Systems: The clear, deterministic entry and exit conditions facilitate integration into automated trading environments. Implementation and Evaluation To evaluate the Mutanabby_AI | ATR+ strategy, apply the script to your chosen chart on TradingView. Adjust the input parameters (Key Value, ATR Period, Heikin Ashi Method, Stop Loss Settings) to observe performance across various asset classes and timeframes. Comprehensive backtesting is recommended to assess the strategy's historical performance characteristics, including profitability, drawdown, and risk-adjusted returns. I'd love to hear your thoughts, feedback, and any optimizations you discover! Drop a comment below, give it a like if you find it useful, and share your results.
Pine Script®策略
由Mutanabby_AI提供
1
Limit Order + ATR Stop-Loss [TANHEF]This indicator enables interactive placement of limit or stop-limit orders with a trailing ATR stop-loss and optional profit target (with alerts). Refer to the images below for further clarification. Why use a trailing stop-loss? A trailing stop-loss serves as an exit strategy when price moves against you, while also allowing you to adjust the exit point further into profit when price moves favorably. The ATR (Average True Range), a reliable measure of volatility, acts as an effective risk management tool, functioning as a trailing stop-loss. Indicator Explanation Initial indicator placement: Select Long Limit or Long-Stop Limit order. Change Entry Type: Switch between Long and Short within settings. Modify entry price: Drag circle, adjust in settings, or re-add indicator to chart. Optional Profit Target: Use Risk/Reward ratio or specify price. Entry anticipation: Estimated ATR stop-loss and profit target as blue circles (fluctuates with volatility changes). Entry triggered: Actual ATR stop-loss and profit target plotted. Exit conditions: Stop-loss or profit target hit, exit entry. Update Frequency: Continuously, Bar Open, or Bar Open on entry then continuously. ATR Overlap: no entry occurs if the ATR overlaps with price (stop-loss 'hit' already on entry bar) Table: Displays input settings selected. Show Only On Ticker: Ability to hide indicator on other tickers. Long Limit Long Stop-Limit Short Limit Short Stop-Limit Alerts 1. 'Check' alerts to use within indicator settings (entry, trailing stop hit, profit target hit, and failed entry). 2. Select 'Create Alert' 3. Set the condition to 'Limit Order + ATR Stop-Loss'' 4. Select create. Additional details can be added to the alert message using these words in between Curly (Brace) Brackets: {{trail}} = ATR trailing stop-loss (price) {{target}} = Price target (price) {{type}} = Long or Short stop-loss (word) {{traildistance}} = Trailing Distance (%) {{targetdistance}} = Target Distance (%) {{starttime}} = Start time of position (day:hr:min) {{maxdrawdown}} = max loss {{maxprofit}} = max profit {{update}} = stoploss update frequency {{entrysource}} = entry as 1st bar source (yes/no) {{triggerentry}} = Wick/Close Trigger entry input {{triggerexit}} = Wick/Close Trigger exit input {{triggertarget}} = Wick/Close Trigger target input {{atrlength}} = ATR length input {{atrmultiplier}} = ATR multiplier input {{atrtype}} = ATR type input {{ticker}} = Ticker of chart (word) {{exchange}} = Exchange of chart (word) {{description}} = Description of ticker (words) {{close}} = Bar close (price) {{open}} = Bar open (price) {{high}} = Bar high (price) {{low}} = Bar low (price) {{hl2}} = Bar HL2 (price) {{volume}} = Bar volume (value) {{time}} = Current time (day:hr:min) {{interval}} = Chart timeframe {{newline}} = New line for text
Pine Script®指標
由TanHef提供
26
4C ATR w/ Reference LineThe 4C ATR is a simple indicator that plots a horizontal line on the ATR indicator, which can be used as a minimum or maximum reference value. Some trading setups have specific criteria that require a minimum ATR on a certain timeframe for the instrument to be playable. The horizontal line is useful as a quick visual reference, and can be adjusted to any specific level for any timeframe. If the ATR dips below the horizontal line, the trader can quickly see that the ATR is below the minimum criteria, and should not trade that instrument (based on their personal trade criteria). This indicator also features a color change of the ATR line based on trend direction. If the ATR is trending up, it is painted blue, and if it starts to trend down, it is painted red. It uses a hidden simple moving average of the ATR, and the slope direction of the moving average paints the ATR line. The moving average length can be adjusted, and is set at a length of 8 for default. The ATR is set at a default value of 14. Parts of this script used the default/stock Tradingview ATR indicator to build off of.
Pine Script®指標
由FourC提供
CM ATR Stops/Bands - Multi-TimeFrameCM_MTF ATR Bands/Stops Many Options Available Via Input Tab: -Chart Defaults to Upper and Lower ATR's Based on Current Chart TimeFrame -Ability to Plot either Upper and/or Lower ATR's -Ability to Change the Time Frame ATR's are Based On! -Ability to change Look Back Period and ATR Multiplier Individually for Both Time Frames -This Gives you the ability to plot same Time Frame with (for ex.) a 5 ATR with a 1.5 Mult and a 14 ATR with a 2.0 Mult etc. -Or you can plot Daily ATR's on a 60 minute Chart etc. -ATR Multipliers are Calculated with Code that allows "Non Whole Numbers" Allowing Ability to use 1.5 ATR's, 1.8 ATR's etc. ***Endless # of Combinations can be used!!!!
Pine Script®指標
由ChrisMoody提供
12
Trend: SMA with ATR Bands and EMA [Oxyge]Brief introduction: Easy to use trend indicator to help find entry positions How it works: 1, short-term trend judgment: EMA is greatly influenced by short-term trends, so it is very good to use it as a tool for judging short-term trends. At the same time, the filtering function has been added: Long: green Short: red No direction: blue 2, the general trend judgment: the use of 30SMA as the default trend line, while increasing the ATR band to increase the scope of judgment. How do I use (assuming it is now a period of long market): 1, first look at the 30SMA and ATR band, if the slope is positive (> 45 °), then ready to go long! 2. When price comes to the ATR band, the ATR band is my point of interest 3. Wait for a test of the ATR band: the EMA turns green, which means that the short-term trend is already nice and long. 4. Stop Loss Placement: Stop Loss is placed at the most recent low. Closing Enjoy it! —————————————— 简单介绍： 简单易用的趋势指标，帮助寻找进场位置 它怎么工作： 1、短期趋势判断：EMA受短期趋势影响很大，因此把它作为判断短期趋势的工具非常好用。同时增加了过滤功能： 多头：绿色 空头：红色 无方向：蓝色 2、大趋势判断：使用30SMA作为默认趋势线，同时增加ATR带增加判断范围。 我是如何使用的（假设是现在是一段多头行情）： 1、先看30SMA和ATR带，如果斜率为正（>45°），那么准备做多 2、当价格来到ATR带时，ATR带是我的感兴趣的点 3、等待一次对于ATR带的测试：EMA变成绿色，代表短期已经是不错的多头趋势 4、止损放置：止损放置在最近的低点 结束 请享受它
Pine Script®指標
由Oxyg_提供
Trend & atr day & calcHi! Why for what and how in this script? At the time of publication the script consists of three modules, it may increase in the future. 1. Bottom left corner : daytime ATR module (idea and basis of the author's script - ???) - The size of the daily ATR based on 14 bars; - intraday ATR progress; - colour indication of the progress status, for easier visual perception (green < 70%, yellow 70-90 and red over 90% of ATR) By evaluating the progress of the daily ATR, it is possible to suggest and expedient to enter/exit/hold a trade. 2. Top right: trend module The trend is calculated based on Bill Williams' alligator indicator - trend status on specified timeframes for the current ticker; - colour indication for visual perception (green - growing trend, yellow - alligator is sleeping, red - downtrend) Do not forget that the alligator is based on moving averages with the resulting consequences. Its purpose is to assess the state of the trend on other ticker TFs, without additional actions (switching to another screen or TF) 3. In the bottom left corner - risk and position calculator (based on an idea of the risk calculator by @andrei.bunulu) It helps to determine the advisability of entering the trade and also what size position to enter into the trade, within money management strategy chosen. - The calculator works in two directions: long deal and short deal (short deal calculation is enabled by check-box in settings) - two calculation methods: a. based on the set stop loss % (default is 0.3%), in this mode the stop and takeout level is automatically calculated (default is 1 / 3). b. by entering the desired price levels (entry, stop and take profit points) To make this work correctly please do not forget to choose the type of calculation (% or price) in the settings, and the currency symbol (for visual representation in the results). The calculator can take into account the set commissions and spreads. When hovering over the module - tooltips are displayed. Each module can be enabled / disabled in the settings. The size and arrangement of the modules is made for joint use with the script - "Abnormal Bar". /// а по-русски это так /// Привет! Зачем для чего и как в этом скрипте? На момент публикации скрипт состоит из трех модулей, возможно в будущем увеличится. 1. В левом нижнем углу : модуль дневного ATR (идея и основа скрипт автора - ???) - размер дневной ATR на основании 14 баров; - прогресс ATR внутри дня; - цветовая индикация состояния прогресса, для более простого визуального восприятия (зеленый < 70%, желтый 70-90 и красный более 90% ATR) Оценивая прогресс дневного ATR, можно предположить и целесообразности входа / выхода / удержания из сделки. 2. В правом верхнем углу: модуль тренда Тренд рассчитывается на основе индикатора - аллигатор Билла Вильямса - состояние тренда на указанных таймфреймах для текущего тикера; - цветовая индикация для визуального восприятия (зеленый - растущий тренд, желтый - аллигатор спит, красный - нисходящий тренд) Не забываем, что аллигатор построен на основе скользящих средних с вытекающими последствиями. Назначение - оценить состояние тренда на других ТФ тикера, без дополнительных действий (переключения на другой экран или ТФ) 3. В нижнем левом углу - калькулятор рисков и позиции (на основе идеи калькулятора аuthor: @andrei.bunulu) Помогает определить целесообразность входа в сделку, а также каким размером позиции входить в сделку, в рамках выбранной стратегии мани менеджмента. - калькулятор работает в два направления: длинная и короткая сделка (расчет по короткой включается в настройках чек-боксом) - два варианта расчета: а. на основании установленного % стоп лосса (по-умолчанию 0,3%), при этом режиме происходит автоматический расчет уровня стопа и тейка (по умолчанию 1 / 3). b. путем ввода данных желаемых уровней цены (точки входа, стопа и тейк профита) Для корректной работы не забываем в настройках выбирать тип расчета (% или цена), а также символ валюты (для визуального отображения в итогах). Калькулятор может учитывать установленный размер комиссий и спреда. При наведении на модуль - отображаются подсказки. Каждый модуль можно включить / выключить в настройках. Размер и расположение модулей сделано для совместного использования со скриптом - "Abnormal Bar"
Pine Script®指標
由EmoeTeam提供
2
4c ATR ThresholdThe 4C ATR Threshold is a simple indicator that paints the chart background red when the ATR goes below the user defined ATR minimum. Some trading setups have specific criteria that require a minimum ATR on a certain timeframe for the instrument to be playable. The painting of the chart background based on the ATR value is useful as a quick visual reference. The minimum ATR value can be adjusted to any specific level for any timeframe. If the ATR dips below the user defined minimum, the trader can quickly see that the ATR is below the minimum criteria, and should not trade that instrument (based on their personal trade criteria). If the background is not painted by the indicator, then the ATR is above the user defined minimum. Parts of this script used the default/stock Tradingview ATR indicator to build from.
Pine Script®指標
由FourC提供
ATR Action (Signed) + Signals + ConfidenceATR Action (Signed) — Context-Aware Volatility Signals with Confidence Scoring ATR Action (Signed) is a volatility-normalized indicator designed to answer a simple but often overlooked question: Was today’s move meaningful — or just noise? Instead of measuring raw price change, this indicator compares today’s percent move to the instrument’s typical daily volatility, expressed as a normalized, signed value called ATR Action. What makes this different Most ATR-based tools measure range. This script measures directional impact. ATR Action answers: How large was today’s move relative to normal volatility? Was the move statistically notable or routine? Did it occur with or against the prevailing trend? By combining volatility normalization, trend context, and signal classification, the indicator helps distinguish: Noise vs. meaningful expansion Opportunistic dips vs. structural weakness Momentum continuation vs. exhaustion Core Concepts ATR% (Average Daily Volatility) Calculated as the average absolute daily percent move over a user-defined period. This provides a “daily noise baseline” specific to each instrument. ATR Action (Signed) ATR Action = Today’s % Change ÷ ATR% Positive values = up days Negative values = down days |1.0| ≈ normal daily move |1.5+| = unusually large move |2.5+| = extreme move This allows consistent interpretation across stocks, crypto, and ETFs. Signals (context-aware) Signals are generated only when volatility expansion is meaningful and interpreted through trend context: BUY / ADD Large down day within an uptrend (potential shakeout) MOMENTUM Large up day within an uptrend TRIM / SELL Large up day within a downtrend RISK-OFF Large down day within a downtrend No signals are generated during normal volatility. Confidence Score (0–100) Each signal includes a confidence score, derived from: Magnitude beyond volatility thresholds Alignment with trend direction This is not a probability — it is a relative strength gauge to help compare setups and manage position sizing. On-Chart Table & Explainer The indicator includes: A compact table showing ATR Action, ATR%, today’s move, trend state, signal, and confidence An optional Explainer Panel (toggleable in settings) that documents each metric directly on the chart for transparency and education Intended Use ATR Action is designed for: Swing traders and position traders Scaling in/out rather than binary entries Comparing volatility events across different instruments Filtering emotional reactions during high-volatility periods It does not predict direction and does not repaint. Final Notes This script emphasizes context over prediction. Large moves matter — but only when viewed relative to normal behavior and prevailing trend. Use ATR Action to frame decisions, not replace them.
Pine Script®指標
由StonkJuicer提供
Adaptive ATR Trend FollowerDESCRIPTION: A practical educational tool for learning volatility-based trend following. This indicator demonstrates how to use ATR-adjusted trailing stops to adapt to changing market conditions. It shows traders how to dynamically adjust stop distances based on market volatility rather than using fixed price levels. WHAT MAKES IT UNIQUE: • Three preset trading modes (Fast/Balanced/Smooth) optimized for different market environments • ATR-based dynamic stops that automatically widen during high volatility and tighten during calm periods • Clear visual trend zones with adjustable transparency for better chart readability • Educational focus on risk management concepts and adaptive position sizing • Signal markers that highlight exact trend change points for precise analysis HOW IT WORKS: 1. Calculates Average True Range (ATR) to measure current market volatility 2. Creates dynamic trailing stops using: Current Price ± (ATR × Multiplier) 3. Automatically switches trend direction when price crosses the trailing stop level 4. Provides continuous visual feedback through colored zones, signal markers, and bar coloring 5. Updates stop levels in real-time as market conditions change EDUCATIONAL VALUE: This indicator serves as a learning tool for understanding: - How to use ATR for dynamic position and risk management - The importance of adapting trading systems to current volatility conditions - Trend-following principles with immediate visual feedback - Risk management techniques through adaptive stop placement - The relationship between volatility and optimal stop distances SETTINGS EXPLAINED: • ATR Period (14): The lookback period for volatility measurement. Higher values give smoother readings. • ATR Multiplier (3.0): Determines stop distance from price. Higher = wider stops, Lower = tighter stops. • Trading Style: Fast (tight stops for active trading), Balanced (default settings), Smooth (wide stops for volatile markets) • Price Smoothing (1): EMA period applied to price. Reduces noise for cleaner trend detection. • Trend Fill Transparency (80%): Controls visibility of the colored trend zone between price and stop line. RISK WARNING & DISCLAIMER: This is an educational trend-following tool designed for learning purposes. Important considerations: • May produce whipsaw signals during sideways/consolidating markets • Works best in clearly trending market environments • Always combine with other analysis techniques for confirmation • Practice proper risk management - never risk more than you can afford to lose • Past performance does not guarantee future results • This is NOT financial advice. Use at your own risk and discretion. USE CASES: - Learning about volatility-based trading systems and concepts - Identifying potential trend direction changes with visual confirmation - Setting adaptive stop-loss levels that adjust to market conditions - Educational tool for understanding how ATR affects position management - Visual study of how volatility impacts trend-following strategies COMPATIBILITY: • Works on all markets: Forex, Stocks, Crypto, Commodities, Indices • Effective on multiple timeframes (5-minute to daily charts recommended) • Compatible with other indicators for multi-factor analysis INSTALLATION & USAGE: 1. Add indicator to your chart 2. Start with "Balanced" mode for most markets 3. Adjust ATR multiplier based on your risk tolerance 4. Use signals as potential entry/exit points (with confirmation) 5. Observe how stops adapt to changing volatility conditions EDUCATIONAL TIP: Try switching between Fast/Balanced/Smooth modes to see how different settings perform in various market conditions. Notice how wider stops (Smooth mode) can prevent premature exits during volatile trends, while tighter stops (Fast mode) may work better in calm, steady trends.
Pine Script®指標
由JaxonJackFX提供
Zero-Lag ATR Trend [BackQuant]Zero-Lag ATR Trend Overview Zero-Lag ATR Trend is a volatility-adaptive trend-following overlay designed to identify directional market regimes with minimal delay while preserving structural clarity. The indicator combines a zero-lag moving average framework with a zero-lag volatility model to produce a trailing trend line that reacts quickly to meaningful price changes without becoming unstable or overly sensitive. Unlike conventional ATR-based trend tools that rely on lagging averages and delayed volatility estimates, this indicator applies zero-lag logic to both the trend centerline and the volatility calculation. The result is a trend structure that aligns more closely with real-time price action while still maintaining the discipline required for trend continuation trading. Core design philosophy The core idea behind Zero-Lag ATR Trend is simple: Reduce signal delay without sacrificing trend integrity. Adapt dynamically to changing volatility regimes. Provide a single, clean structure that defines trend direction, continuation, and invalidation. Instead of stacking multiple indicators, the script builds a complete trend framework from two tightly integrated components: a zero-lag trend spine and a zero-lag ATR trailing mechanism. Zero-lag trend spine The trend spine is constructed using a zero-lag moving average (ZLMA). This is achieved by applying a corrective step to a traditional moving average, effectively compensating for smoothing delay. Conceptually, the process works as follows: A base moving average is calculated from the selected price source. That moving average is then passed through a zero-lag correction. The correction pulls the line closer to current price without introducing noise. This produces a trend line that reacts faster than standard EMA, SMA, or HMA signals, particularly during early trend acceleration phases. Multiple moving-average types can be used inside the zero-lag framework, allowing traders to fine-tune responsiveness based on asset behavior and timeframe. Zero-lag volatility model Volatility is measured using True Range, but instead of applying classic ATR smoothing, the indicator uses a zero-lag smoothing pass on the True Range itself. This approach offers several advantages: Volatility expands more quickly during impulse moves. Volatility contracts faster during consolidations. Band width adjusts in near real-time to changing conditions. The smoothed zero-lag ATR is multiplied by a user-defined factor to create adaptive upper and lower boundaries around the trend spine. These boundaries define how much counter-movement price is allowed before the trend structure is invalidated. Volatility-aware trailing structure The trailing output is the defining feature of the indicator. It behaves as a one-directional trailing structure: In bullish conditions, the trailing line can only move upward. In bearish conditions, the trailing line can only move downward. Minor pullbacks inside the volatility envelope do not flip the trend. This logic prevents the indicator from reacting to shallow retracements and focuses instead on structural trend changes. Because the trailing behavior is volatility-scaled, the indicator remains stable during high volatility while still responding promptly during regime shifts. Trend flips and regime transitions Trend direction is determined by changes in the trailing structure itself rather than raw price crosses. A trend flip occurs only when price movement is strong enough, relative to current volatility, to force the trailing line to reverse direction. This means: Bullish flips represent genuine transitions into upward regimes. Bearish flips represent genuine transitions into downward regimes. Sideways noise is largely filtered out. As a result, the indicator is well suited for identifying medium-to-long trend phases rather than short-term oscillations. Visual structure and chart clarity The visual design is intentionally minimal and functional: The main trailing line is color-coded by trend direction. An optional ribbon or cloud reinforces directional bias. Optional candle coloring aligns price bars with the active trend. These elements allow traders to assess trend state instantly without interpreting multiple signals or overlays. How to use for trend following Trend bias Maintain a bullish bias while price holds above the trailing line. Maintain a bearish bias while price holds below the trailing line. Entries Trend flips can be used as initial directional entries. Pullbacks toward the trailing line often act as continuation opportunities. Momentum confirmation can be layered on top for additional confluence. Trend management The trailing line naturally functions as a dynamic stop reference. As long as price respects the trailing structure, the trend remains valid. A flip in direction signals a full regime transition rather than a minor correction. Why zero-lag matters for trend trading Traditional trend indicators often react late, especially during fast expansions, resulting in delayed entries and early exits. By reducing lag in both the trend calculation and the volatility model, Zero-Lag ATR Trend aims to capture a larger portion of directional moves while maintaining consistency and discipline. This makes it particularly effective for momentum-based trend following, breakout continuation strategies, and traders who prioritize staying aligned with dominant market structure rather than predicting reversals. Summary Zero-Lag ATR Trend is a complete trend-following framework built around responsiveness, adaptability, and clarity. Its zero-lag architecture allows it to respond earlier to meaningful price changes, while its volatility-aware trailing logic ensures that trends are only invalidated when structure truly breaks. The result is a clean, intuitive tool that supports disciplined trend participation across assets and timeframes.
Pine Script®指標
由BackQuant提供
5
ATR Display ShorcutATR Value Display - On-Chart Volatility Monitor Clean ATR display directly on your price chart - no extra panels needed! This indicator displays the current Average True Range (ATR) value as a clean table overlay on your price chart, eliminating the need for a separate indicator panel below your main chart. ✨ Key Features: On-chart display: ATR value shown directly on price chart Customizable positioning: Choose from 4 corner positions Clean design: Minimal, non-intrusive table format Real-time updates: Always shows the latest ATR value Adjustable period: Default 14-period, fully customizable 🎯 Perfect For: Position sizing calculations Stop-loss placement (1x, 1.5x, 2x ATR) Volatility assessment at a glance Clean chart setups without extra panels Quick reference during live trading 📊 How to Use: Add to chart Select your preferred table position Adjust ATR period if needed (default: 14) The current ATR value displays automatically 💡 Pro Tip: Use this ATR value to: Set stop-losses at 1.5x or 2x ATR distance Determine position size based on account risk Compare current volatility to historical levels Clean charts, clear data, better trading decisions. Compatible with all timeframes and instruments. Pine Script v6. Feel free to adjust this description to match your style or add any specific features you want to highlight!
Pine Script®指標
由darren9288提供
ADR & ATR OverlayADR & ATR Overlay This indicator will display the following as an overlay on your chart: ADR % of ADR ADR % of Price ATR % of ATR ATR % of Price Description: ADR : Average Day Range % of ADR : Percentage that the current price move has covered its average. ADR % of Price : The percentage move implied by the average range. ATR : Average True Range % of ATR : Percentage that the current price move has covered its average. ATR % of Price : The percentage move implied by the average true range. Options: Time Frame Length Smoothing Enable or Disable each value Text Color Background Color How to use this indicator: The ADR and ATR can be used to provide information about average price moves to help set targets, stop losses, entries and exits based on the potential average moves. Example: If the "% of ADR" is reading 100%, then 100% of the asset's average price range has been covered, suggesting that an additional move beyond the range has a lower probability. Example: "ADR % of Price" provides potential price movement in percentage which can be used to asses R/R for asset. Example: ADR (D) reading is 100% at market close but ATR (D) is at 70% at close. This suggests that there is a potential move of 30% in Pre/Post market as suggested by averages. Notes: These indicators are available as oscillators to place under your chart through trading view but this indicator will place them on the chart in numerical only format. Please feel free to modify this script if you like but please acknowledge me, I am only a hobby coder so this takes some time & effort.
Pine Script®指標
由abbadon9提供
Custom ATR Trailing StopThis Script creates a custom ATR (Average True Range) trailing stop. It allows traders to set up automated stop-loss levels based on the ATR, which adjusts dynamically to market volatility. The script is designed to support both long and short trades, offering flexibility and precision in trade management. When loading the indicator to your chart, simply click to set the trade begining time, confirm various settings and you are set. Check tooltips for more details in the input settigns menu. User Inputs Trade Setup: Allows users to set the trade direction (Long or Short), the signal source for entries, and the specific bar time for the trade setup. ATR Settings: Configurable ATR lookback period, ATR smoothing period, initial ATR multiplier for setting the stop-loss, breakeven ATR multiplier, and a manual breakeven level. ATR Calculations Computes the ATR and its moving average. Determines initial and breakeven stop levels based on the ATR. Signal Validation Validates long or short trade signals based on the specified bar time and trade direction. Triggers alerts when a valid trade signal is detected. Trailing Stop Logic For long trades, adjusts the stop-loss level dynamically based on the ATR. For short trades, performs similar adjustments in the opposite direction. Updates the trailing stop level to ensure it follows the price, moving closer as the price moves favorably. Resets the trade state when the stop-loss is hit, triggering an alert. Plotting Plots the trailing stop levels on the chart. Uses green for stop levels indicating profit and red for stop levels indicating a loss.
Pine Script®指標
由LucasVivien提供
Interactive ATR Stop-Loss [TANHEF]This indicator is "Interactive" which means some inputs can are manually added through the first click after adding the indicator to the chart (ATR Trailing Stop-loss start point). See images below for more explanation. Why use a trailing stop-loss? A trailing stop-loss provides an exit when price moves against you but also enables you to move the exit point further into profit when price is moving in the desired direction of a trade. The ATR (Average True Range) which is used to measure volatility, is very effective at functioning as a trailing stop loss. Indicator Explanation Initially when this indicator is added to the chart, you will be prompted to select where to begin the ATR Trailing Stop-loss. For a long stop-loss, select below price. For a short stop-loss, select above price. After this indicator is placed, it can be modified via dragging or from within the settings by modifying the time and the price input. Or simply re-add the indicator to the chart. The ATR Stop Loss plotted. Note that the trailing value that is considered as the stop loss value is the value of the ATR from the prior candle. The settings for the ATR calculation can be modified within the settings. An optional fixed profit target can be added within the settings. This profit target will only actively be plotted when the ATR Trailing Stop-loss has not be hit hit yet or until the profit target has been hit. Here shows that the profit target was hit, then later on the ATR Trailing Stop-loss was hit. Note, trailing stop-loss will continue to be plotted until it has been hit regardless of the profit target being hit or not. Alerts 1. 'Check' alerts to use within indicator settings (trailing stop hit and/or profit target hit). 2. Select 'Create Alert' 3. Set the condition to 'Interactive ATR'' 4. Select create.
Pine Script®指標
由TanHef提供
48
Bar By Bar ATR [upslidedown]After seeing strategy after strategy refer to calculating ATR values using a "calculator" (how barbaric!), I thought I'd take a stab at one possible solution to the "problem" as an overlay indicator on the main chart that replaces traditional standard ATR bands. This indicator presents ATR within a channel with a slick trick: invisible hover-able tooltips for you to know the ATR value for your strategy from bar to bar. Just zoom in and hover over the high ATR range and you'll see take profit and stop loss values for whatever strategy you might be running. I defaulted the indicator to a 1:1.5 ATR standard setup because that is good for many strategies but this is as configurable as you'd like to make it. One notable improvement for this indicator over standard ATR bands is that many existing ATR bands only use integers and this one uses a float value, so you can endlessly customize based on whatever strategy you might be running. Note: Because labels are limited by default, the best way to historically see ATR values is to use TV's replay feature. I did this on purpose to limit resource usage. One could certainly print more labels but I felt it unnecessary to go beyond the default number of labels.
Pine Script®指標
由upslidedown提供
Elder Impulse System + ATR BandsDisregard the above chart, I am not sure why it isn't showing the one I want, which is linked below: This is as far as I can tell the closest representation to Dr. Alexander Elder's updated "Elder Impulse System" that has added ATR-volatility bands up to 3x deviations from price. I got the idea from watching this recent video (www.youtube.com) of Dr. Elder reviewing some recent trades and noticed he had updated his system from his original books. The Impulse System colour coding was inspired by AstralLoverFlow and LazyBear. ATR Bands are pre-programmed Keltner Channels with some modifications such as filing in the ATR Zones with user-selected colour bands and modifying the ATR value to better suit the volatility of the market being traded. The script has several components, which I will detail below: Exponential Moving Averages: 1) A 13-period EMA that is used as a staple in all of Dr. Elder's technical analysis. He uses this EMA as the basis for all of his indicators and why it is included here. 2) A 26-period EMA which can be used as a base-line of sorts to filter when to go long or when to go short. For instance, price over the 26-EMA, price is strong and the rally upwards is likely to continue, underneath it, price is weak and likely to continue downwards for a time. Volatility Bands: By definition these are nothing more than 3 separate Keltner Channels of a 13-period EMA each set to one additional multiplier from the moving average. This gives us a 1x, 2x, and 3x multiplier of average volatility from the 13-period EMA based on a 14-period Average True Range (ATR) reading. The ATR was chosen as it accommodates price gaps and also is the standard formula calculation in TradingView. The values of the bands cannot be adjusted but the colour coding of them can be. Elder Impulse System: These colour-coded bars show you the strength and direction of the current chart resolution, calculated by the slope of a 13-period EMA and the slope of a MACD histogram. These are used not as a buying or selling recommendation alone but as trend filters, as per Dr. Elder's own description of them. Green Bars = The 13-period EMA is sloping positively and the MACD histogram is rising compared to previous bars. The trader should only consider buying/long opportunities when a green bar is most recent. Red Bars = The 13-period EMA is sloping negatively and the MACD histogram is falling compared to previous bars. The trader should only consider selling/short opportunities when a red bar is most recent. Blue Bars = The 13-period EMA and the MACD histogram are not aligned. One of the indicators is sloping opposite to the other indicator. These are known as indecision bars and are typically seen near the end of a previously established trend. The trader can choose to wait for either a green or red bar to shape their trading bias if they are more risk-averse while a counter-trend trader may decide to try opening a position against the currently-established trend. How To Trade the System: This system is unique in that it is so versatile and will fit the styles of many traders, be it trend following traders (generally the original Elder Impulse System design) or mean-reversion/counter-trend trading (the original Keltner Channel design). None of the examples below or in the chart above are financial advice and are just there for demonstration purposes only. 1) The most basic signal given would be the moving average cross up or down. A cross of the 13-EMA over the 26-EMA signals upward trend strength and the trader could look for buying opportunities. Conversely, the 13-EMA under the 26-EMA shows downward trend strength and the trader could look for selling opportunities. 2) Following the Elder Impulse system in conjunction with the EMAs. Look for long opportunities when a green bar is printed and price is over both of the 13- and 26-period EMAs. Look for short opportunities when a red bar is printed and price is below both of the 13- and 26-period EMAs. Keep in mind this does not necessarily need a moving average cross to be viable, a green or red bar over both EMAs is a valid signal in this system, usually. Examine price more closely for better entry signals when a blue bar is printed and price is either above or below both EMAs if you are a trend trader. This is how Dr. Elder originally intended the system to be used in conjunction with his famous Triple Screen Trading System. I am not going into detail here as it is a deep subject but I would suggest an interested trader to examine this Triple Screen System further as it is widely accepted as a strong strategy. 3) Mean Reversion and Counter-Trend Trading. Dr. Elder mentions that the zone between the two EMAs is called the Value Zone. A mean reversion trader could look for buying opportunities if price has generally been in an uptrend and falls back to value, conversely, they could look for shorting opportunities if price has generally been in a downtrend and rises back to value. These are your very basic pull backs found in trends that create your higher lows in an uptrend or your lower highs in a downtrend. A mean reversion/scalper trader may also look to use the upper and lower most ATR bands as an indication of price being overbought or oversold and could look to enter a counter-trend trade here once a blue indecision bar is printed and to ride that move back down to the Value Zone. Taking Profits and Risk Management This system again is very versatile and will fit a wide range of trading styles. It has built in take profit levels and risk management depending on your style of trading. 1a) In original Triple Screen Trading (and the original Elder Impulse system), a trader was to place a buy order one tick above a newly printed green bar with a stop loss one tick below the most recent 2-day low, and vice-versa for red bars on short selling. as long as other criteria were met, that I will not go into. It is all over YouTube and in his books and on Investopedia if you want more information. The general idea is to continue the trend in the direction if price is strong and you are bought into that move with a close stop, or if price falls back a little bit, you can get in at a better price. This would be a system typically better suited to a scalper. 1b) The updated risk management according to the above video is to place a stop loss at least 2ATR away from price. These bands already have calculated these values so a trader can place a stop one tick below the 2 or even 3ATR zones depending on their risk appetite. This is assuming you have already received a strong buy signal based on the system you follow. This would be a system typically better suited to a trend-trader. 2a) Taking profits if you are a trend trader has several possibilities. The first, as Dr. Elder suggests, is to place a price target 2ATR values away from your entry giving you approximately a 1:1 risk-reward ratio. 2b) The second possibility if the trade is successful is to ride the trend upwards until a blue bar is printed, suggesting indecision in the market. A modified version of this that could let a winning trade run longer is to wait for the price to close under the 13-EMA in fast markets, or close under the 26-EMA in slightly slower markets to maximize potential winnings. 2c) A scalper trader may wish to have a target at either the value zone if they are playing an extended buy/short back to the mean, or if they are being at the mean, to sell or cover when price extends back out to the 2x or 3x zone. 3) Trend traders can additionally use the ATR zones as a sort of safety guidelines for entering a trade. Anything within the 1ATR zone is typically a safer entry as the market is less volatile at this time. Entering when price has gone into the 2ATR zone is signaled as a strong momentum move and can signal a stronger move in the direction of the current closing bar. While not always the case, it is suggested by Dr. Elder to not enter trend trades at the 3ATR zone as this is where you will be likely looking for a counter-trend retracement back to value and a trader entering here in the direction of the trade has a higher chance of being stopped out or not getting in at the best possible price.
Pine Script®指標
由christoefert提供
12
ATR Percentile [racer8]ATR Percentile shows you the percentile that the current ATR is at relative to it's previous values. There are 3 parameters: ATR length, Percentile length, Percentile level. This is indicator is very interesting because it's based on an indicator that originally doesn't generate signals. When the current ATR's percentile is higher than the Percentile level, the histogram turns red signalling that the market is more volatile than usual. For example, ATR len = 10, percentile len = 80, percentile lvl = 70 A signal will be generated when the current ATR(10) is higher than 70% of 80 of it's previous values. ATR Percentile is range bound between 0 and 100. The histogram's value represents a percentage between that range. ATR Percentile = ( number of ATR values below current ATR over n periods / n periods ) * 100 Enjoy 🤪
Pine Script®指標
由racer8提供
10
HG Scalpius - ATR Up/Down Tick HighlightHG Scalpius - ATR Up/Down Tick Highlight This indicator highlights ATR(14) upticks (green) and downticks (red) and has the below application: - If a new trend closing high (low) is made on a downtick in ATR, decreasing volatility mode turns on If you come across or think of any other useful scripts for the HG Scalpius system please comment below! Links to 2 previous HG Scalpius scripts: - - Happy trading! Code: study(title="Average True Range", shorttitle="ATR", overlay=false) length = input(title="Length", defval=14, minval=1) smoothing = input(title="Smoothing", defval="RMA", options= ) ma_function(source, length) => if smoothing == "RMA" rma(source, length) else if smoothing == "SMA" sma(source, length) else if smoothing == "EMA" ema(source, length) else wma(source, length) ATR = ma_function(tr(true), length) c = ATR >= ATR ? color.lime : color.red plot(ATR, title = "ATR", color=c, transp=0)
Pine Script®指標
由Autarch_Capital提供
ATR FX DashboardATR FX Dashboard – Multi-Timeframe Volatility Monitor Overview: The ATR FX Dashboard provides a quick, at-a-glance view of market volatility across multiple timeframes for any forex pair. It uses the well-known Average True Range (ATR) indicator to display real-time volatility information in both pips and percentage terms, helping traders assess potential risk, position sizing, and market conditions. How It Works: This dashboard displays: ✔ ATR in Pips — The average price movement over a given timeframe, converted to pips for easy interpretation, automatically adjusting for JPY pairs. ✔ ATR as a Percentage of Price — Shows how significant the ATR is relative to the current price. Higher percentages often signal higher volatility or more active markets. ✔ Color-Coded Volatility Highlights — On the daily timeframe, ATR % cells are color-coded: Green: High volatility Orange: Moderate volatility Red: Low volatility Timeframes Displayed: 15 Minutes 1 Hour 4 Hour Daily This gives traders a clear, multi-timeframe view of short-term and broader market volatility conditions, directly on the chart. Ideal For: ✅ Forex traders seeking quick, reliable volatility reference points ✅ Day traders and swing traders needing help with risk assessment and position sizing ✅ Anyone using ATR-based strategies or simply wanting to stay aware of changing market conditions Additional Features: Toggle option to display or hide ATR % relative to price Automatic pip conversion for JPY pairs Simple, clean table layout in the bottom-right corner of the chart Supports all forex symbols Disclaimer: This tool is for informational purposes only and is not financial advice. As with all technical indicators, it should be used in conjunction with other tools and proper risk management.
Pine Script®指標
由Trading_Alpha01提供
Multifactor Buy/Sell Strategy V2 | RSI, MACD, ATR, EMA, Boll.BITGET:1INCHUSDT This Pine Script code for TradingView is a multifactor Buy/Sell indicator that combines several technical factors to generate trading signals based on trend, volatility, and volume conditions. Here’s a breakdown of the main components and functionality: Indicator Name - Multifactor Buy/Sell Strategy V2 — an overlay indicator applied directly on the price chart. ### Input Parameters The script includes multiple customizable parameters: - RSI, EMA, MACD parameters — for setting periods and signals of MACD and RSI. - ATR and Bollinger Bands — used for volatility analysis and level determination. - Minimum Volatility Threshold — sets a minimum Bollinger Band width threshold for determining high volatility. Core Indicators 1. RSI — calculated to identify oversold (below 30) and overbought (above 70) conditions. 2. EMA and MACD — calculates exponential moving averages and MACD histogram to determine trend direction. 3. ATR and Bollinger Bands — used to assess current volatility and establish dynamic upper and lower bands. Volatility and Volume Analysis - Determines the current ATR level and Bollinger Band width to evaluate high volatility. - Calculates the volume moving average to track periods of increased volume during high volatility. Trend Analysis The script uses the difference between fast and slow EMAs to define strong trends: - Uptrend — when the fast EMA is above the slow EMA, the price is above the fast EMA, and the trend is strong. - Downtrend — when the fast EMA is below the slow EMA, the price is below the fast EMA, and the trend is strong. Momentum Filter - Based on the price change over the last three bars and compared against the minimum volatility threshold to identify strong momentum. Buy and Sell Signal Generation - Buy Signal: Uptrend with RSI oversold, positive MACD histogram, high volatility and volume, strong momentum, and sufficient Bollinger Band width. - Sell Signal: Downtrend with RSI overbought, negative MACD histogram, high volatility and volume, strong momentum, and sufficient Bollinger Band width. Visualization - Buy and sell signals are displayed as green and red triangles on the chart. - Plots for fast and slow EMAs, upper and lower bands, and Bollinger Bands. Alerts The script includes alert conditions for buy and sell signals, allowing notifications to be sent via email or mobile app. Information Panel A small table on the chart displays current volatility dataThis Pine Script code for TradingView is a multifactor Buy/Sell indicator that combines several technical factors to generate trading signals based on trend, volatility, and volume conditions. Here’s a breakdown of the main components and functionality: Indicator Name - Multifactor Buy/Sell Strategy V2 — an overlay indicator applied directly on the price chart. Input Parameters The script includes multiple customizable parameters: - **RSI, EMA, MACD parameters** — for setting periods and signals of MACD and RSI. - **ATR and Bollinger Bands** — used for volatility analysis and level determination. - **Minimum Volatility Threshold** — sets a minimum Bollinger Band width threshold for determining high volatility. Core Indicators 1. RSI — calculated to identify oversold (below 30) and overbought (above 70) conditions. 2. EMA and MACD — calculates exponential moving averages and MACD histogram to determine trend direction. 3. ATR and Bollinger Bands — used to assess current volatility and establish dynamic upper and lower bands. Volatility and Volume Analysis - Determines the current ATR level and Bollinger Band width to evaluate high volatility. - Calculates the volume moving average to track periods of increased volume during high volatility. Trend Analysis The script uses the difference between fast and slow EMAs to define strong trends: - Uptrend — when the fast EMA is above the slow EMA, the price is above the fast EMA, and the trend is strong. - Downtrend — when the fast EMA is below the slow EMA, the price is below the fast EMA, and the trend is strong. Momentum Filter - Based on the price change over the last three bars and compared against the minimum volatility threshold to identify strong momentum. Buy and Sell Signal Generation - Buy Signal: Uptrend with RSI oversold, positive MACD histogram, high volatility and volume, strong momentum, and sufficient Bollinger Band width. - Sell Signal: Downtrend with RSI overbought, negative MACD histogram, high volatility and volume, strong momentum, and sufficient Bollinger Band width. Visualization - Buy and sell signals are displayed as green and red triangles on the chart. - Plots for fast and slow EMAs, upper and lower bands, and Bollinger Bands. Alerts The script includes alert conditions for buy and sell signals, allowing notifications to be sent via email or mobile app. Information Panel A small table on the chart displays current volatility - Volatility Status — indicates high or low volatility. - Bollinger Band Width — current width as a percentage. - ATR Ratio — ratio of current ATR to long-term average ATR. This script is suitable for trading in high-volatility conditions, combining multiple filters and factors to generate precise buy and sell signals.
Pine Script®指標
由Lux_Vera提供
8