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BB next+2This indicator extends the standard Bollinger Bands by allowing you to project future Bollinger Bands based on assumed closing prices for the next trading day (+1) and the day after (+2). Key Features: Plots standard Bollinger Bands (supports SMA, EMA, etc.) Allows manual input of assumed closing prices for the next trading day (+1) and the day after (+2) Displays projected Bollinger Bands (basis, upper, and lower) based on the input values Option to restrict display to the latest bar or confirmed bars only
Pine Script®指標
由Komc提供
The Kyber Cell's – TTM Squeeze ProThe Kyber Cell’s TTM Squeeze Pro TTM Squeeze + ALMA + VWAP for Precision Trade Timing ⸻ 1. Introduction Kyber Cell’s Squeeze Pro is a comprehensive, all-in-one overlay indicator built on top of John Carter’s famous TTM Squeeze concept. It integrates advanced momentum and trend analysis using Arnaud Legoux Moving Averages (ALMA), a scroll-aware VWAP with optional deviation bands, and a clean, user-friendly visual system. The goal is simple: give traders a clear and configurable chart that identifies price compression, detects release moments, confirms direction, and helps manage risk and reward visually and effectively. This tool is intended for traders of all styles — scalpers, swing traders, or intraday strategists — looking for cleaner signals, better visual cues, and more confidence in entry/exit timing. ⸻ 2. Core Concepts At its heart, the Squeeze Pro builds an in-chart visualization of the TTM Squeeze, a strategy that identifies when price volatility compresses inside a Bollinger Band that is narrower than a Keltner Channel. These moments often precede explosive breakouts. This version categorizes squeezes into three levels of compression: • Blue Dot – Low Compression • Orange Dot – Medium Compression • Red Dot – High Compression When the squeeze “fires” (i.e., the Bollinger Bands expand beyond all Keltner thresholds), the indicator flips to a Green Dot, signaling potential entry if confirmed by trend direction. The indicator also includes a momentum model using linear regression on smoothed price deviation to determine directional bias. Momentum is further reinforced by a customizable trend engine, allowing you to switch between EMA-21 or HMA 34/144 logic. An ALMA ribbon is plotted across the chart to represent smoothed trend strength with minimal lag, and a scroll-aware VWAP (Volume-Weighted Average Price) line, optionally with ±σ bands, helps confirm mean-reversion or momentum continuation setups. ⸻ 3. Visual Components Squeeze Pro replaces the traditional histogram with bar coloring logic based on your selected overlay mode: • Momentum Mode colors bars based on whether momentum is rising or falling and in which direction (aqua/blue for bullish, red/yellow for bearish). • Trend Mode colors bars using EMA or HMA logic to identify whether price is in a bullish, bearish, or neutral trend state. A colored backdrop is triggered when a squeeze fires and momentum direction is confirmed. It remains green for bullish runs and red for bearish runs. The background disappears when the trend exhausts or reverses. Each squeeze level (low, medium, high) is plotted as tiny dots above or below candles, with configurable colors. On the exact bar where the squeeze fires, the indicator optionally plots entry markers — either arrows or triangles — which can be placed with adjustable padding using ATR. These provide an at-a-glance signal of possible long or short entries. EXPERIMENTAL : For risk and reward management, protective stop lines and limit targets can be toggled on. Stops are calculated using either recent swing highs/lows or a fixed ATR multiple, depending on user preference. Limit targets are calculated from entry price using ATR-based projections. All colors are customizable. ⸻ 4. Multi-Timeframe Squeeze Panel An optional MTF Squeeze Panel appears in the top-right corner of the chart, displaying the squeeze status across multiple timeframes — from 1-minute to Monthly. Each timeframe is color-coded: • Red for High Compression • Orange for Medium Compression • Blue for Low Compression • Yellow for Open/No Compression This provides rapid context for whether multiple timeframes are simultaneously compressing (a common precursor to explosive moves), helping traders align higher- and lower-timeframe signals. Colors are customizable. The MTF panel dynamically adjusts to chart space and only renders the selected intervals for clarity and performance. ⸻ 5. Inputs and Configuration Options Squeeze Pro offers a rich configuration suite: • Squeeze Settings: Control the Bollinger Band standard deviation, and three separate Keltner Channel multipliers (for low, medium, and high compression zones). • ALMA Controls: Adjust the smoothing length, offset, and σ factor to control ribbon sensitivity. • VWAP Options: Toggle VWAP on/off and optionally show ±σ bands for mean reversion signals. • Entry Markers: Customize marker shape (arrow or triangle), size (tiny to huge), color, and padding using ATR multipliers. • Stops and Targets: • Choose between Swing High/Low or ATR-based stop logic. • Define separate ATR lengths and multipliers for stops and targets. • Independently toggle their visibility and color. • Bar Coloring Mode: Select either Momentum or Trend logic for bar overlays. • Trend Engine: Choose between EMA-21 or HMA 34/144 for identifying trend direction. • Squeeze Dot Colors: Customize the colors for each compression level and release state. • MTF Panel: Toggle visibility per timeframe — from 1m to Monthly. This high degree of customization ensures that the indicator can adapt to nearly any trading style or preference. ⸻ 6. Trade Workflow Suggestions To get the most out of this tool, traders can follow a consistent workflow: 1. Watch Dot Progression: Blue → Orange → Red indicates increasing compression and likelihood of breakout. 2. Enter on Green Dot: When the squeeze fires (green dot), confirm entry direction with bar color and backdrop. 3. Use Confirmation Tools: • ALMA should slope in the trade direction. • VWAP should support the price move or confirm expansion away from mean. 4. Manage Risk and Reward (experimental): • Respect stop-loss placements (Swing/ATR). • Use ATR-based limit targets if enabled. 5. Exit: • Consider exiting when momentum crosses zero. • Or exit when the background color disappears, signaling potential trend exhaustion. ⸻ 7. Alerts Includes built-in alert conditions to notify you when a squeeze fires in either direction: • “Squeeze Long”: Triggers when a green dot appears and momentum is bullish. • “Squeeze Short”: Triggers when a green dot appears and momentum is bearish. You can use these alerts for automation or to stay notified of new setups even when away from the screen. ⸻ 8. Disclaimer This indicator is designed for educational purposes only and should not be interpreted as financial advice. Trading is inherently risky, and any decisions based on this tool should be made with full awareness of personal risk tolerance and capital exposure.
Pine Script®指標
由The_Kyber_Cell提供
Squeeze & Breakout Confirmation StrategyThis strategy focuses on identifying periods of low volatility (Bollinger Band Squeeze) and then confirming the direction of the subsequent breakout with momentum, volume, and candle strength. Concepts Applied: Bollinger Bands (Squeeze), RSI (Momentum), Market Volume (Conviction), Candle Size (Strength) Buy Signal: Bollinger Band Squeeze: Look for a period where the Bollinger Bands contract significantly, indicating low volatility and consolidation. The bands should be very close to the price action. RSI Breakout: After the squeeze, wait for the price to break decisively above the upper Bollinger Band. Simultaneously, the RSI should break above 60 (or even 70), indicating strong bullish momentum. Volume Surge: The breakout candle should be accompanied by a significant increase in trading volume, ideally above its recent average, confirming strong buying interest. Strong Bullish Candle: The breakout candle itself should be a large, bullish candle (e.g., a strong green candle with a small upper wick or a bullish engulfing pattern), demonstrating buyer conviction. Sell Signal (Short): Bollinger Band Squeeze: Look for a period where the Bollinger Bands contract significantly. RSI Breakdown: After the squeeze, wait for the price to break decisively below the lower Bollinger Band. Simultaneously, the RSI should break below 40 (or even 30), indicating strong bearish momentum. Volume Surge: The breakdown candle should be accompanied by a significant increase in trading volume, ideally above its recent average, confirming strong selling interest. Strong Bearish Candle: The breakdown candle itself should be a large, bearish candle (e.g., a strong red candle with a small lower wick or a bearish engulfing pattern), demonstrating seller conviction.
Pine Script®指標
由mjpiedade提供
ka66: Triple Keltner Around SourceThis is an indicator-on-indicator which draws Keltner Bands (ATR Bands) around any selected Basis Source, instead of hardcoding a moving average, etc. This allows you to put bands around any sort of esoteric moving average of your choice, or even just around price data like OHLC, HLC3, and so on. It's an enhancement on my prior Multi ATR Channels script at Written in Pine v6 and allowing custom timeframe selection. For example, the published chart shows the bands place around a Kaufman Adaptive Moving Average (KAMA), plotted in blue dots. You would use it for anything that you would use plain Keltners for: Mean Reversion Breakouts Take Profit and Stop Loss Estimation But with any basis that you deem more suitable for your purposes.
Pine Script®指標
由ka66提供
Smart Fib StrategySmart Fibonacci Strategy This advanced trading strategy combines the power of adaptive SMA entries with Fibonacci-based exit levels to create a comprehensive trend-following system that self-optimizes based on historical market conditions. Credit goes to Julien_Eche who created the "Best SMA Finder" which received an Editors Pick award. Strategy Overview The Smart Fibonacci Strategy employs a two-pronged approach to trading: 1. Intelligent Entries: Uses a self-optimizing SMA (Simple Moving Average) to identify optimal entry points. The system automatically tests multiple SMA lengths against historical data to determine which period provides the most robust trading signals. 2. Fibonacci-Based Exits: Implements ATR-adjusted Fibonacci bands to establish precise exit targets, with risk-management options ranging from conservative to aggressive. This dual methodology creates a balanced system that adapts to changing market conditions while providing clear visual reference points for trade management. Key Features - **Self-Optimizing Entries**: Automatically calculates the most profitable SMA length based on historical performance - **Adjustable Risk Parameters**: Choose between low-risk and high-risk exit targets - **Directional Flexibility**: Trade long-only, short-only, or both directions - **Visualization Tools**: Customizable display of entry lines and exit bands - **Performance Statistics**: Comprehensive stats table showing key metrics - **Smoothing Option**: Reduces noise in the Fibonacci bands for cleaner signals Trading Rules Entry Signals - **Long Entry**: When price crosses above the blue center line (optimal SMA) - **Short Entry**: When price crosses below the blue center line (optimal SMA) ### Exit Levels - **Low Risk Option**: Exit at the first Fibonacci band (1.618 * ATR) - **High Risk Option**: Exit at the second Fibonacci band (2.618 * ATR) Strategy Parameters Display Settings - Toggle visibility of the stats table and indicator components Strategy Settings - Select trading direction (long, short, or both) - Choose exit method (low risk or high risk) - Set minimum trades threshold for SMA optimization SMA Settings - Option to use auto-optimized or fixed-length SMA - Customize SMA length when using fixed option Fibonacci Settings - Adjust ATR period and SMA basis for Fibonacci bands - Enable/disable smoothing function - Customize Fibonacci ratio multipliers Appearance Settings - Modify colors, line widths, and transparency Optimization Methodology The strategy employs a sophisticated optimization algorithm that: 1. Tests multiple SMA lengths against historical data 2. Evaluates performance based on trade count, profit factor, and win rate 3. Calculates a "robustness score" that balances profitability with statistical significance 4. Selects the SMA length with the highest robustness score This ensures that the strategy's entry signals are continuously adapting to the most effective parameters for current market conditions. Risk Management Position sizing is fixed at $2,000 per trade, allowing for consistent exposure across all trading setups. The Fibonacci-based exit system provides two distinct risk management approaches: - **Conservative Approach**: Using the first Fibonacci band for exits produces more frequent but smaller wins - **Aggressive Approach**: Using the second Fibonacci band allows for larger potential gains at the cost of increased volatility Ideal Usage This strategy is best suited for: - Trending markets with clear directional moves - Timeframes from 4H to Daily for most balanced results - Instruments with moderate volatility (stocks, forex, commodities) Traders can further enhance performance by combining this strategy with broader market analysis to confirm the prevailing trend direction.
Pine Script®策略
由ShadowTraderBali提供
1
Volumetric Entropy IndexVolumetric Entropy Index (VEI) A volume-based drift analyzer that captures directional pressure, trend agreement, and entropy structure using smoothed volume flows. --- 🧠 What It Does: • Volume Drift EMAs : Shows buy/sell pressure momentum with adaptive smoothing. • Dynamic Bands : Bollinger-style volatility wrappers react to expanding/contracting drift. • Baseline Envelope : Clean structural white rails for mean-reversion zones or trend momentum. • Background Shading : Highlights when both sides (up & down drift) are in agreement — green for bullish, red for bearish. • Alerts Included : Drift alignment, crossover events, net drift shifts, and strength spikes. --- 🔍 What Makes It Different: • Most volume indicators rely on bars, oscillators, or OBV-style accumulation — this doesn’t. • It compares directional EMAs of raw volume to isolate real-time bias and acceleration. • It visualizes the twisting tension between volume forces — not just price reaction. • Designed to show when volatility is building inside the volume mechanics before price follows. • Modular — every element is optional, so you can run it lean or fully loaded. --- 📊 How to Use It: • Drift EMAs : Watch for one side consistently dominating — sharp spikes often precede breakouts. • Bands : When they tighten and start expanding, it often signals directional momentum forming. • Envelope Lines : Use as high-probability reversal or continuation zones. Bands crossing envelopes = potential thrust. • Background Color : Green/red backgrounds confirm volume agreement. Can be used as a filter for other signals. • Net Drift : Optional smoothed oscillator showing the difference between bullish and bearish volume pressure. Crosses above or below zero signal directional bias shifts. • Drift Strength : Measures pressure buildup — spikes often correlate with large moves. --- ⚙️ Full Customization: • Turn every layer on/off independently • Modify all colors, transparencies, and line widths • Adjust band width multiplier and envelope offset (%) • Toggle bonus plots like drift strength and net baseline --- 🧪 Experimental Tools: • Smoothed Net Drift trace • Drift Strength signal • Envelope lines and dynamic entropy bands with adjustable math --- Built for signal refinement. Made to expose directional imbalance before the herd sees it. Created by @Sherlock_Macgyver
Pine Script®指標
由Sherlock_MacGyver提供
3
External Signals Strategy Tester v5External Signals Strategy Tester v5 – User Guide (English) 1. Purpose This Pine Script strategy is a universal back‑tester that lets you plug in any external buy/sell series (for example, another indicator, webhook feed, or higher‑time‑frame condition) and evaluate a rich set of money‑management rules around it – with a single click on/off workflow for every module. 2. Core Workflow Feed signals Buy Signal / Sell Signal inputs accept any series (price, boolean, output of request.security(), etc.). A crossover above 0 is treated as “signal fired”. Date filter Start Date / End Date restricts the test window so you can exclude unwanted history. Trade engine Optional Long / Short enable toggles. Choose whether opposite signals simply close the trade or reverse it (flip direction in one transaction). Risk modules – all opt‑in via check‑boxes Classic % block – fixed % Take‑Profit / Stop‑Loss / Break‑Even. Fibonacci Bollinger Bands (FBB) module Draws dynamic VWMA/HMA/SMA/EMA/DEMA/TEMA mid‑line with ATR‑scaled Fibonacci envelopes. Every line can be used for stops, trailing, or multi‑target exits. Separate LONG and SHORT sub‑modules Each has its own SL plus three Take‑Profits (TP1‑TP3). Per TP you set line, position‑percentage to close, and an optional trailing flag. Executed TP/SLs deactivate themselves so they cannot refire. Trailing behaviour If Trail is checked, the selected line is re‑evaluated once per bar; the order is amended via strategy.exit(). 3. Inputs Overview Group Parameter Notes Trade Settings Enable Long / Enable Short Master switches Close on Opposite / Reverse Position How to react to a counter‑signal Risk % Use TP / SL / BE + their % Traditional fixed‑distance management Fibo Bands FIBO LEVELS ENABLE + visual style/length Turn indicator overlay on/off FBB LONG SL / TP1‑TP3 Enable, Line, %, Trail Rules applied only while a long is open FBB SHORT SL / TP1‑TP3 Enable, Line, %, Trail Rules applied only while a short is open Line choices: Basis, 0.236, 0.382, 0.5, 0.618, 0.764, 1.0 – long rules use lower bands, short rules use upper bands automatically. 4. Algorithm Details Position open On the very first bar after entry, the script checks the direction and activates the corresponding LONG or SHORT module, deactivating the other. Order management loop (every bar) FBB Stop‑Loss: placed/updated at chosen band; if trailing, follows the new value. TP1‑TP3: each active target updates its limit price to the selected band (or holds static if trailing is off). The classic % block runs in parallel; its exits have priority because they call strategy.close_all(). Exit handling When any strategy.exit() fires, the script reads exit_id and flips the *_Active flag so that order will not be recreated. A Stop‑Loss (SL) also disables all remaining TPs for that leg. 5. Typical Use Cases Scenario Suggested Setup Scalping longs into VWAP‐reversion Enable LONG TP1 @ 0.382 (30 %), TP2 @ 0.618 (40 %), SL @ 0.236 + trailing Fade shorts during news spikes Enable SHORT SL @ 1.0 (no trail) and SHORT TP1,2,3 on consecutive lowers with small size‑outs Classic trend‑follow Use only classic % TP/SL block and disable FBB modules 6. Hints & Tips Signal quality matters – this script manages exits, it does not generate entries. Keep TV time zone in mind when picking start/end dates. For portfolio‑style testing allocate smaller default_qty_value than 100 % or use strategy.percent_of_equity sizing. You can combine FBB exits with fixed‑% ones for layered management. 7. Limitations / Safety No pyramiding; the script holds max one position at a time. All calculations are bar‑close; intra‑bar touches may differ from real‑time execution. The indicator overlay is optional, so you can run visual‑clean tests by unchecking FIBO LEVELS ENABLE.
Pine Script®策略
由RezzoRedPriest提供
Multi-Anchored Linear Regression Channels [TANHEF]█ Overview: The 'Multi-Anchored Linear Regression Channels ' plots multiple dynamic regression channels (or bands) with unique selectable calculation types for both regression and deviation. It leverages a variety of techniques, customizable anchor sources to determine regression lengths, and user-defined criteria to highlight potential opportunities. Before getting started, it's worth exploring all sections, but make sure to review the Setup & Configuration section in particular. It covers key parameters like anchor type, regression length, bias, and signal criteria—essential for aligning the tool with your trading strategy. █ Key Features: ⯁ Multi-Regression Capability: Plot up to three distinct regression channels and/or bands simultaneously, each with customizable anchor types to define their length. ⯁ Regression & Deviation Methods: Regressions Types: Standard: Uses ordinary least squares to compute a simple linear trend by averaging the data and deriving a slope and endpoints over the lookback period. Ridge: Introduces L2 regularization to stabilize the slope by penalizing large coefficients, which helps mitigate multicollinearity in the data. Lasso: Uses L1 regularization through soft-thresholding to shrink less important coefficients, yielding a simpler model that highlights key trends. Elastic Net: Combines L1 and L2 penalties to balance coefficient shrinkage and selection, producing a robust weighted slope that handles redundant predictors. Huber: Implements the Huber loss with iteratively reweighted least squares (IRLS) and EMA-style weights to reduce the impact of outliers while estimating the slope. Least Absolute Deviations (LAD): Reduces absolute errors using iteratively reweighted least squares (IRLS), yielding a slope less sensitive to outliers than squared-error methods. Bayesian Linear: Merges prior beliefs with weighted data through Bayesian updating, balancing the prior slope with data evidence to derive a probabilistic trend. Deviation Types: Regressive Linear (Reverse): In reverse order (recent to oldest), compute weighted squared differences between the data and a line defined by a starting value and slope. Progressive Linear (Forward): In forward order (oldest to recent), compute weighted squared differences between the data and a line defined by a starting value and slope. Balanced Linear: In forward order (oldest to newest), compute regression, then pair to source data in reverse order (newest to oldest) to compute weighted squared differences. Mean Absolute: Compute weighted absolute differences between each data point and its regression line value, then aggregate them to yield an average deviation. Median Absolute: Determine the weighted median of the absolute differences between each data point and its regression line value to capture the central tendency of deviations. Percent: Compute deviation as a percentage of a base value by multiplying that base by the specified percentage, yielding symmetric positive and negative deviations. Fitted: Compare a regression line with high and low series values by computing weighted differences to determine the maximum upward and downward deviations. Average True Range: Iteratively compute the weighted average of absolute differences between the data and its regression line to yield an ATR-style deviation measure. Bias: Bias: Applies EMA or inverse-EMA style weighting to both Regression and/or Deviation, emphasizing either recent or older data. ⯁ Customizable Regression Length via Anchors: Anchor Types: Fixed: Length. Bar-Based: Bar Highest/Lowest, Volume Highest/Lowest, Spread Highest/Lowest. Correlation: R Zero, R Highest, R Lowest, R Absolute. Slope: Slope Zero, Slope Highest, Slope Lowest, Slope Absolute. Indicator-Based: Indicators Highest/Lowest (ADX, ATR, BBW, CCI, MACD, RSI, Stoch). Time-Based: Time (Day, Week, Month, Quarter, Year, Decade, Custom). Session-Based: Session (Tokyo, London, New York, Sydney, Custom). Event-Based: Earnings, Dividends, Splits. External: Input Source Highest/Lowest. Length Selection: Maximum: The highest allowed regression length (also fixed value of “Length” anchor). Minimum: The shortest allowed length, ensuring enough bars for a valid regression. Step: The sampling interval (e.g., 1 checks every bar, 2 checks every other bar, etc.). Increasing the step reduces the loading time, most applicable to “Slope” and “R” anchors. Adaptive lookback: Adaptive Lookback: Enable to display regression regardless of too few historical bars. ⯁ Selecting Bias: Bias applies separately to regression and deviation. Positive values emphasize recent data (EMA-style), negative invert, and near-zero maintains balance. (e.g., a length 100, bias +1 gives the newest price ~7× more weight than the oldest). It's best to apply bias to both (regression and deviation) or just the deviation. Biasing only regression may distort deviation visually, while biasing both keeps their relationship intuitive. Using bias only for deviation scales it without altering regression, offering unique analysis. ⯁ Scale Awareness: Supports linear and logarithmic price scaling, the regression and deviations adjust accordingly. ⯁ Signal Generation & Alerts: Customizable entry/exit signals and alerts, detailed in the dedicated section below. ⯁ Visual Enhancements & Real-World Examples: Optional on-chart table display summarizing regression input criteria (display type, anchor type, source, regression type, regression bias, deviation type, deviation bias, deviation multiplier) and key calculated metrics (regression length, slope, Pearson’s R, percentage position within deviations, etc.) for quick reference. █ Understanding R (Pearson Correlation Coefficient): Pearson’s R gauges data alignment to a straight-line trend within the regression length: Range: R varies between –1 and +1. R = +1 → Perfect positive correlation (strong uptrend). R = 0 → No linear relationship detected. R = –1 → Perfect negative correlation (strong downtrend). This script uses Pearson’s R as an anchor, adjusting regression length to target specific R traits. Strong R (±1) follows the regression channel, while weak R (0) shows inconsistency. █ Understanding the Slope: The slope is the direction and rate at which the regression line rises or falls per bar: Positive Slope (>0): Uptrend – Steeper means faster increase. Negative Slope (<0): Downtrend – Steeper means sharper drop. Zero or Near-Zero Slope: Sideways – Indicating range-bound conditions. This script uses highest and lowest slope as an anchor, where extremes highlight strong moves and trend lines, while values near zero indicate sideways action and possible support/resistance. █ Setup & Configuration: Whether you’re new to this script or want to quickly adjust all critical parameters, the panel below shows the main settings available. You can customize everything from the anchor type and maximum length to the bias, signal conditions, and more. Scale (select Log Scale for logarithmic, otherwise linear scale). Display (regression channel and/or bands). Anchor (how regression length is determined). Length (control bars analyzed): • Max – Upper limit. • Min – Prevents regression from becoming too short. • Step – Controls scanning precision; increasing Step reduces load time. Regression: • Type – Calculation method. • Bias – EMA-style emphasis (>0=new bars weighted more; <0=old bars weighted more). Deviation: • Type – Calculation method. • Bias – EMA-style emphasis (>0=new bars weighted more; <0=old bars weighted more). • Multiplier - Adjusts Upper and Lower Deviation. Signal Criteria: • % (Price vs Deviation) – (0% = lower deviation, 50% = regression, 100% = upper deviation). • R – (0 = no correlation, ±1 = perfect correlation; >0 = +slope, <0 = -slope). Table (analyze table of input settings, calculated results, and signal criteria). Adaptive Lookback (display regression while too few historical bars). Multiple Regressions (steps 2 to 7 apply to #1, #2, and #3 regressions). █ Signal Generation & Alerts: The script offers customizable entry and exit signals with flexible criteria and visual cues (background color, dots, or triangles). Alerts can also be triggered for these opportunities. Percent Direction Criteria: (0% = lower deviation, 50% = regression line, 100% = upper deviation) Above %: Triggers if price is above a specified percent of the deviation channel. Below %: Triggers if price is below a specified percent of the deviation channel. (Blank): Ignores the percent‐based condition. Pearson's R (Correlation) Direction Criteria: (0 = no correlation, ±1 = perfect correlation; >0 = positive slope, <0 = negative slope) Above R / Below R: Compares the correlation to a threshold. Above│R│ / Below│R│: Uses absolute correlation to focus on strength, ignoring direction. Zero to R: Checks if R is in the 0-to-threshold range. (Blank): Ignores correlation-based conditions. █ User Tips & Best Practices: Choose an anchor type that suits your strategy, “Bar Highest/Lowest” automatically spots commonly used regression zones, while “│R│ Highest” targets strong linear trends. Consider enabling or disabling the Adaptive Lookback feature to ensure you always have a plotted regression if your chart doesn’t meet the maximum-length requirement. Use a small Step size (1) unless relying on R-correlation or slope-based anchors as the are time-consuming to calculate. Larger steps speed up calculations but reduce precision. Fine-tune settings such as lookback periods, regression bias, and deviation multipliers, or trend strength. Small adjustments can significantly affect how channels and signals behave. To reduce loading time , show only channels (not bands) and disable signals, this limits calculations to the last bar and supports more extreme criteria. Use the table display to monitor anchor type, calculated length, slope, R value, and percent location at a glance—especially if you have multiple regressions visible simultaneously. █ Conclusion: With its blend of advanced regression techniques, flexible deviation options, and a wide range of anchor types, this indicator offers a highly adaptable linear regression channeling system. Whether you're anchoring to time, price extremes, correlation, slope, or external events, the tool can be shaped to fit a variety of strategies. Combined with customizable signals and alerts, it may help highlight areas of confluence and support a more structured approach to identifying potential opportunities.
Pine Script®指標
由TanHef提供
16
Nebula Volatility and Compression Radar (TechnoBlooms)This dynamic indicator spots volatility compression and expansion zones, highlighting breakout opportunities with precision. Featuring vibrant Bollinger Bands, trend-colored candles and real-time signals, Nebula Volatility and Compression Radar (NVCR) is your radar for navigating price moves. Key Features:- 1. Gradient Bollinger Bands - Visually stunning bands with gradient fills for clear price boundaries. The gradient filling is coded simply so that even beginners can easily understand the concept. Trader can change the gradient color according to their preference. fill(pupBB, pbaseBB,upBB,baseBB,top_color=color.rgb(238, 236, 94), bottom_color=color.new(chart.bg_color,100),title = "fill color", display =display.all,fillgaps = true,editable = false) fill(pbaseBB, plowBB,baseBB,lowBB,top_color=color.new(chart.bg_color,100),bottom_color=color.rgb(230, 20, 30),title = "fill color", display =display.all,fillgaps = true,editable = false) These two lines are used for giving gradient shades. You can change the colors as per your wish to give preferred color combination. For Example: Another Example: 2. Customizable Settings - Adjust Bollinger Bands, ATR and trend lengths to fit your trading styles. 3. Trend Insights - Candles turn green for uptrends, red for downtrends, and gray for neutral zones. Nebula Volatility and Compression Radar create dynamic cloud like zones that illuminate trends with clarity.
Pine Script®指標
由TechnoBlooms提供
4
ReadyFor401ks Just Tell Me When!ReadyFor401ks Just Tell Me When! LET ME START BY SAYING. NO INDICATOR WILL HELP YOU NAIL THE PERFECT ENTRY/EXIT ON A TRADE. YOU SHOULD ALWAYS EDUCATE YOURSELF AND HAVE A BASIC UNDERSTANDING OF INVESTING, TRADING, CHART ANALYSIS, AND THE RISKS INVOLVED WITH. THAT BEING SAID, WITH THE RIGHT ADJUSTMENTS, IT'S PRETTY D*$N CLOSE TO PERFECTION! This indicator is designed to help traders identify t rend direction, continuation signals, and potential exits based on a dynamic blend of moving averages, ATR bands, and price action filters. Whether you’re an intraday trader scalping the 5-minute chart or a swing trader analyzing the weekly timeframe for LEAPS , this tool provides a clear, rule-based system to help guide your trading decisions. ⸻ Key Features & Benefits 🔹 Customizable Trend Power (Baseline) Calculation • Choose from JMA, EMA, HMA, TEMA, DEMA, SMA, VAMA, and WMA for defining your baseline trend direction. • The baseline helps confirm whether the market is in a bullish or bearish phase. 🔹 ATR-Based Trend Continuation & Volatility Measurement • ATR bands dynamically adjust to market conditions, helping you spot breakouts and fakeouts. • The indicator detects when price violates ATR range , which often signals impulse moves. 🔹 Clear Entry & Exit Signals • Uses a Continuation MA (SSL2) to confirm trends. • Includes a separate Exit MA (SSL3) that provides crossover signals to indicate when to exit trades or reverse positions . • Plots trend continuation circles when ATR conditions align with trend signals. 🔹 Keltner Channel Baseline for Market Structure • A modified Keltner Channel is integrated into the baseline to help filter out choppy conditions . • If price remains inside the baseline, the market is in consolidation , while breakouts beyond the bands indicate strong trends . 🔹 Adaptive Color Coding for Market Conditions • Bars change color based on momentum, making trend direction easy to read. • Green = Bullish Trend, Red = Bearish Trend, Gray = Neutral/Chop. 🔹 Flexible Alerts for Trade Management • Get real-time alerts when the Exit MA crosses price , helping you l ock in profits or switch directions . ⸻ How to Use This Indicator for Different Trading Styles 🟢 For Intraday Trading (5-Minute Chart Setup) • Faster MA settings help react quickly to momentum shifts. • Ideal for scalping breakouts, trend continuation setups, and intraday reversals. • Watch for ATR violations and price interacting with the baseline/Keltner Channel for entries. -------------------------------- My Settings for Intraday Trading on 5min Chart ATR Period: 15 ATR Multi: 1 ATR Smoothing: WMA Trend Power based off of: JMA Trend Power Period: 30 Continuation Type: JMA Continuation Length: 20 Calculate Exit of what MA?: HMA Calculate Exit off what Period? 30 Source of Exit Calculation: close JMA Phase *APPLIES TO JMA ONLY: 3 JMA Power *APPLIES TO JMA ONLY: 3 Volatility Lookback Period *APPLIES TO VAMA ONLY 30 Use True Range for Channel? Checked Base Channel Multiplier: 0.4 ATR Continuation Criteria: 1.1 ---------------------------------- 🔵 For Swing Trading & LEAPS (Weekly Chart Setup - Default Settings) • Slower MAs provide a broader view of trend structure. • Helps capture multi-week trend shifts and confirm entry points for longer-term trades. • Weekly ATR bands highlight when stocks are entering overextended conditions. 💡 Example: Let’s say you’re looking at TSLA on a Weekly Chart using the default settings. You notice that price crosses above the continuation MA (SSL2) while remaining above the baseline (trend power MA). The bar turns green, and price breaks above ATR resistance, signaling a strong bullish continuation. This could be a great opportunity to enter a long-term swing trade or LEAPS options position. On the flip side, if price reverses below the Exit MA (SSL3) and turns red while breaking the lower ATR band, it might signal a good time to exit longs or enter a short trade. ⸻ Final Thoughts The ReadyFor401ks Just Tell Me When! indicator is an all-in-one trading system that simplifies trend-following, volatility measurement, and trade management. By integrating multiple moving average types, ATR filters, and clear visual cues, it allows traders to stay disciplined and remove emotions from their trading decisions. ✅ Perfect for scalpers, day traders, and swing traders alike! 🔔 Set up alerts for automated trade signals and never miss a key move! 💬 If you find this indicator useful, leave a comment and share how you use it in your trading! 🚀
Pine Script®指標
由ReadyFor401k提供
Red & Green Zone ReversalOverview The “Red & Green Zone Reversal” indicator is designed to visually highlight potential reversal zones on your chart by using a combination of Bollinger Bands and the Relative Strength Index (RSI). It overlays on the chart and provides background color cues—red for oversold conditions and green for overbought conditions—along with corresponding alert triggers. Key Components Overlay: The indicator is set to overlay the chart, meaning its visual cues (colored backgrounds) are drawn directly on the price chart. Bollinger Bands Calculation Period: A 20-period simple moving average (SMA) is calculated from the closing prices. Standard Deviation Multiplier: A multiplier of 2.0 is applied. Bands Defined: Basis: The 20-period SMA. Deviation: Calculated as 2 times the standard deviation over the same period. Upper Band: Basis plus the deviation. Lower Band: Basis minus the deviation. RSI Calculation Period: The RSI is computed over a 14-period span using the closing prices. Thresholds: Oversold Threshold: 30 (used for the red zone condition). Overbought Threshold: 70 (used for the green zone condition). Zone Conditions Red Zone (Oversold): Criteria: The price is below the lower Bollinger Band and the RSI is below 30. Purpose: Highlights a situation where the asset may be deeply oversold, signaling a potential reversal to the upside. Green Zone (Overbought): Criteria: The price is above the upper Bollinger Band and the RSI is above 70. Purpose: Indicates that the asset may be overbought, potentially signaling a reversal to the downside. Visual and Alert Components Background Coloring: Red Background: Applied when the red zone condition is met (using a semi-transparent red). Green Background: Applied when the green zone condition is met (using a semi-transparent green). Alerts: Red Alert: An alert condition titled “Deep Oversold Alert” is triggered with the message “Deep Oversold Signal triggered!” when the red zone criteria are satisfied. Green Alert: Similarly, an alert condition titled “Deep Overbought Alert” is triggered with the message “Deep Overbought Signal triggered!” when the green zone criteria are met. Important Disclaimers Not Financial Advice: This indicator is provided for informational and analytical purposes only. It does not constitute trading advice or a recommendation to buy or sell any asset. Traders should use it as one of several tools in their analysis and should perform their own due diligence. Risk Management: Trading inherently involves risk. Past performance is not indicative of future results. Always implement appropriate risk management and use stop losses where necessary. Summary In summary, the “Red & Green Zone Reversal” indicator uses Bollinger Bands and RSI to detect extreme market conditions. It visually marks oversold (red) and overbought (green) conditions directly on the chart and offers alert conditions to help traders monitor these potential reversal points. Enjoy!!
Pine Script®指標
由FindBetterTrades提供
8
BK BB Horizontal LinesIndicator Description: I am incredibly proud and excited to share my second indicator with the TradingView community! This tool has been instrumental in helping me optimize my positioning and maximize my trades. Bollinger Bands are a critical component of my trading strategy. I designed this indicator to work seamlessly alongside my previously introduced tool, "BK MA Horizontal Lines." This indicator focuses specifically on the Daily Bollinger Bands, applying horizontal lines to the bands which is displayed in all timeframes. The Daily bands in my opinion hold a strong significance when it comes to support and resistance, knowing your current positioning and maximizing your trades. The settings are fully adjustable to suit your preferences and trading style. If you find success with this indicator, I kindly ask that you give back in some way through acts of philanthropy, helping others in the best way you see fit. Good luck to everyone, and always remember: God gives us everything. May all the glory go to the Almighty!
Pine Script®指標
由Ki11a_B提供
1
Sector ETFs performance overviewThe indicator provides a nuanced view of sector performance through ETF analysis, focusing on long-term price trends and deviations from these trends to gauge relative strength or weakness. It utilizes a methodical approach to smooth out ETF price data and then applies a regression analysis to pinpoint the primary trend direction. By examining how far the current price deviates from this regression line, the indicator identifies potential overbought or oversold conditions within various sectors. Core Analysis Techniques: Logarithmic Transformation and Regression: This process transforms ETF closing prices on a logarithmic scale to better understand sector growth patterns and dynamics. A linear regression of these prices helps define the overarching trend, crucial for understanding market movements. Volatility Bands for Market State Assessment: The indicator calculates standard deviation based on logarithmic prices to establish dynamic bands around the regression line. These bands are instrumental in identifying market states, highlighting when sectors may be overextended from their central trend. Sector-Specific Analysis: By focusing on distinct sector ETFs, the tool enables targeted analysis across various market segments. This specificity allows for a granular look at sectors like technology, healthcare, and financials, providing insights tailored to each area. Adaptability and Insight: Customizable Parameters: The indicator offers users the ability to adjust key parameters such as regression length and smoothing factors. This customization ensures that the analysis can be tailored to individual preferences and market outlooks. Trend Direction and Momentum: It assesses the ETF's price movement relative to historical data and the established volatility bands, helping to clarify the sector's trend strength and potential directional shifts. Strategic Application: Focusing on trend and volatility analysis rather than direct trading signals, the indicator aids in forming a strategic view of sector investments. It's particularly useful for: Spotting macroeconomic trends through the lens of sector ETF performance. Informing portfolio decisions with nuanced insights into sector momentum and market conditions. Anticipating potential market shifts by evaluating how current prices align with historical volatility and trend patterns. This tool stands out as a vital resource for analyzing sector-level market trends, offering detailed insights into the dynamics of economic sectors for comprehensive market analysis.
Pine Script®指標
由dsvaryts提供
2
Nifty 50 5mint Strategy The script defines a specific trading session based on user inputs. This session is specified by a time range (e.g., "1000-1510") and selected days of the week (e.g., Monday to Friday). This session definition is crucial for trading only during specific times. Lookback and Breakout Conditions: The script uses a lookback period and the highest high and lowest low values to determine potential breakout points. The lookback period is user-defined (default is 10 periods). The script also uses Bollinger Bands (BB) to identify potential breakout conditions. Users can enable or disable BB crossover conditions. BB consists of an upper and lower band, with the basis. Additionally, the script uses Dema (Double Exponential Moving Average) and VWAP (Volume Weighted Average Price) . Users can enable or disable this condition. Buy and Sell Conditions: Buy conditions are met when the close price exceeds the highest high within the specified lookback period, Bollinger Bands conditions are satisfied, Dema-VWAP conditions are met, and the script is within the defined trading session. Sell conditions are met when the close price falls below the lowest low within the lookback period, Bollinger Bands conditions are satisfied, Dema-VWAP conditions are met, and the script is within the defined trading session. When either condition is met, it triggers a "long" or "short" position entry. Trailing Stop Loss (TSL): Users can choose between fixed points ( SL by points ) or trailing stop (Profit Trail). For fixed points, users specify the number of points for the stop loss. A fixed stop loss is set at a certain distance from the entry price if a position is opened. For Profit Trail, users can enable or disable this feature. If enabled, the script uses a "trail factor" (lookback period) to determine when to adjust the stop loss. If the price moves in the direction of the trade and reaches a certain level (determined by the trail factor), the stop loss is adjusted, trailing behind the price to lock in profits. If the close price falls below a certain level (lowest low within the trail factor(lookback)), and a position is open, the "long" position is closed (strategy.close("long")). If the close price exceeds a certain level (highest high within the specified trail factor(lookback)), and a position is open, the "short" position is closed (strategy.close("short")). Positions are also closed if they are open outside of the defined trading session. Background Color: The script changes the background color of the chart to indicate buy (green) and sell (red) signals, making it visually clear when the strategy conditions are met. In summary, this script implements a breakout trading strategy with various customizable conditions, including Bollinger Bands, Dema-VWAP crossovers, and session-specific rules. It also includes options for setting stop losses and trailing stop losses to manage risk and lock in profits. The "trail factor" helps adjust trailing stops dynamically based on recent price movements. Positions are closed under certain conditions to manage risk and ensure compliance with the defined trading session. CE=Buy, CE_SL=stoploss_buy, tCsl=Trailing Stop_buy. PE=sell, PE_SL= stoploss_sell, tpsl=Trailing Stop_sell. Remember that trading involves inherent risks, and past performance is not indicative of future results. Exercise caution, manage risk diligently, and consider the advice of financial experts when using this script or any trading strategy.
Pine Script®策略
由theautotrading提供
6
God's Little FingerThe "God's Little Finger" indicator uses several technical analysis tools to provide information about the direction of the market and generate buy/sell signals. These tools include a 200-period exponential moving average (EMA), Moving Average Convergence Divergence (MACD), Bollinger Bands, and the Relative Strength Index (RSI). EMA is used to determine if prices are trending. MACD measures the speed and momentum of the trend. Bollinger Bands are used to determine if prices are staying within a range and to measure the strength of the trend. RSI shows overbought/oversold levels and can be used to determine if the trend will continue. The indicator generates buy/sell signals based on market conditions. A buy signal is generated when the MACD line is below zero, the price is below the lower boundary of the Bollinger Bands, the price is above the 200-period EMA, and the RSI is in oversold levels (usually below 40). A sell signal is generated when the MACD line is above zero, the price is above the upper boundary of the Bollinger Bands, the price is below the 200-period EMA, and the RSI is in overbought levels (usually above 60). However, it should be noted that indicators can be used to predict market conditions, but they do not guarantee results and any changes or unexpected events in the market can affect predictions. Therefore, they should always be used in conjunction with other analysis methods and risk management strategies.
Pine Script®指標
由mephistomevo提供
4
Waddah Attar Explosion with TDI First of all, a big shoutout to @shayankm, @LazyBear, @Bromley, @Goldminds and @LuxAlgo, the ones that made this script possible. This is a version of Waddah Attar Explosion with Traders Dynamic Index. WAE provides volume and volatility information. Also, WAE calculation was changed to a full-on MACD, to provide the momentum: the idea is to "assess" which MACD bars have significant momentum (i.e. crossover the Explosion Line) TDI provides momentum, divergences as well as overbought and oversold areas. There is also a RSI on a different timeframe, for convergence. Almost everything is editable: - All moving averages are customizable, including the TRAMA, from @LuxAlgo Waddah Attar Explosion_ - Three different crossing signals: histogram crossing contracting Explosion Line, expanding Explosion Line and ascending Explosion Line while both Bolling Bands are expanding; Explosion Line shows different color when expanding. - Explosion line signals: Below DeadZone line and Exhaustion (highest value in a given lookback period). You can set a predefined EPL slope to filter out some noise. - Deadzone signal : Deadzone squeeze ( lowst value in a given lookback period) TDI: - Overbought an Oversold signals. The OB and OS shapes have two colors, in order to display extreme signals on current timeframe or extreme signals on current and different time frame. - Visual display of RSI outside the Bollinger Bands, and crossing of RSI Moving Average crossing of zero line. I believe this combination is great for so many reasons! Like the idea of TTM Squeeze? You can tune the Deadzone and Explosion lines to look for a volatility breakout Like trading divergences or want to filter out extreme areas? The RSI is great for that You like the using the MACD strategy but don't like the amount of false signals given? this WAE version filters some of them out. If you are a Bollinger bands fan, you can customize both indicators to trade breakouts and/or mean reversion strategies, and filter out exhaustion of the bands expansion This is my first publication, so give it a go and provide feedback if possible.
Pine Script®指標
由dubfinder提供
5
BB-EMA-MAWikipedia: Bollinger Bands are a type of statistical chart characterizing the prices and volatility over time of a financial instrument or commodity, using a formulaic method propounded by John Bollinger in the 1980s. Financial traders employ these charts as a methodical tool to inform trading decisions, control automated trading systems, or as a component of technical analysis. Bollinger Bands display a graphical band (the envelope maximum and minimum of moving averages, similar to Keltner or Donchian channels) and volatility (expressed by the width of the envelope) in one two-dimensional chart. If you set Type = 2 then it will use EMA average for Bollinger bands . If you set Type = 1 then it will use MA average for Bollinger bands . Default settings is moving average with period 50 When price move to standard Deviation (std) +2 and std +3 is signal for sell ( selling zone) When price move to standard Deviation (std) -2 and std -3 is signal for sell ( buying zone)
Pine Script®指標
由ryan027提供
Variety N-Tuple Moving Averages w/ Variety Stepping [Loxx]Variety N-Tuple Moving Averages w/ Variety Stepping is a moving average indicator that allows you to create 1- 30 tuple moving average types; i.e., Double-MA, Triple-MA, Quadruple-MA, Quintuple-MA, ... N-tuple-MA. This version contains 2 different moving average types. For example, using "50" as the depth will give you Quinquagintuple Moving Average. If you'd like to find the name of the moving average type you create with the depth input with this indicator, you can find a list of tuples here: Tuples extrapolated Due to the coding required to adapt a moving average to fit into this indicator, additional moving average types will be added as they are created to fit into this unique use case. Since this is a work in process, there will be many future updates of this indicator. For now, you can choose from either EMA or RMA. This indicator is also considered one of the top 10 forex indicators. See details here: forex-station.com Additionally, this indicator is a computationally faster, more streamlined version of the following indicators with the addition of 6 stepping functions and 6 different bands/channels types. STD-Stepped, Variety N-Tuple Moving Averages STD-Stepped, Variety N-Tuple Moving Averages is the standard deviation stepped/filtered indicator of the following indicator Last but not least, a big shoutout to @lejmer for his help in formulating a looping solution for this streamlined version. this indicator is speedy even at 50 orders deep. You can find his scripts here: www.tradingview.com How this works Step 1: Run factorial calculation on the depth value, Step 2: Calculate weights of nested moving averages factorial(depth) / (factorial(depth - k) * factorial(k); where depth is the depth and k is the weight position Examples of coefficient outputs: 6 Depth: 6 15 20 15 6 7 Depth: 7 21 35 35 21 7 8 Depth: 8 28 56 70 56 28 8 9 Depth: 9 36 34 84 126 126 84 36 9 10 Depth: 10 45 120 210 252 210 120 45 10 11 Depth: 11 55 165 330 462 462 330 165 55 11 12 Depth: 12 66 220 495 792 924 792 495 220 66 12 13 Depth: 13 78 286 715 1287 1716 1716 1287 715 286 78 13 Step 3: Apply coefficient to each moving average For QEMA, which is 5 depth EMA , the calculation is as follows ema1 = ta. ema ( src , length) ema2 = ta. ema (ema1, length) ema3 = ta. ema (ema2, length) ema4 = ta. ema (ema3, length) ema5 = ta. ema (ema4, length) In this new streamlined version, these MA calculations are packed into an array inside loop so Pine doesn't have to keep all possible series information in memory. This is handled with the following code: temp = array.get(workarr, k + 1) + alpha * (array.get(workarr, k) - array.get(workarr, k + 1)) array.set(workarr, k + 1, temp) After we pack the array, we apply the coefficients to derive the NTMA: qema = 5 * ema1 - 10 * ema2 + 10 * ema3 - 5 * ema4 + ema5 Stepping calculations First off, you can filter by both price and/or MA output. Both price and MA output can be filtered/stepped in their own way. You'll see two selectors in the input settings. Default is ATR ATR. Here's how stepping works in simple terms: if the price/MA output doesn't move by X deviations, then revert to the price/MA output one bar back. ATR The average true range (ATR) is a technical analysis indicator, introduced by market technician J. Welles Wilder Jr. in his book New Concepts in Technical Trading Systems, that measures market volatility by decomposing the entire range of an asset price for that period. Standard Deviation Standard deviation is a statistic that measures the dispersion of a dataset relative to its mean and is calculated as the square root of the variance. The standard deviation is calculated as the square root of variance by determining each data point's deviation relative to the mean. If the data points are further from the mean, there is a higher deviation within the data set; thus, the more spread out the data, the higher the standard deviation. Adaptive Deviation By definition, the Standard Deviation (STD, also represented by the Greek letter sigma σ or the Latin letter s) is a measure that is used to quantify the amount of variation or dispersion of a set of data values. In technical analysis we usually use it to measure the level of current volatility . Standard Deviation is based on Simple Moving Average calculation for mean value. This version of standard deviation uses the properties of EMA to calculate what can be called a new type of deviation, and since it is based on EMA , we can call it EMA deviation. And added to that, Perry Kaufman's efficiency ratio is used to make it adaptive (since all EMA type calculations are nearly perfect for adapting). The difference when compared to standard is significant--not just because of EMA usage, but the efficiency ratio makes it a "bit more logical" in very volatile market conditions. See how this compares to Standard Devaition here: Adaptive Deviation Median Absolute Deviation The median absolute deviation is a measure of statistical dispersion. Moreover, the MAD is a robust statistic, being more resilient to outliers in a data set than the standard deviation. In the standard deviation, the distances from the mean are squared, so large deviations are weighted more heavily, and thus outliers can heavily influence it. In the MAD, the deviations of a small number of outliers are irrelevant. Because the MAD is a more robust estimator of scale than the sample variance or standard deviation, it works better with distributions without a mean or variance, such as the Cauchy distribution. For this indicator, I used a manual recreation of the quantile function in Pine Script. This is so users have a full inside view into how this is calculated. Efficiency-Ratio Adaptive ATR Average True Range (ATR) is widely used indicator in many occasions for technical analysis . It is calculated as the RMA of true range. This version adds a "twist": it uses Perry Kaufman's Efficiency Ratio to calculate adaptive true range See how this compares to ATR here: ER-Adaptive ATR Mean Absolute Deviation The mean absolute deviation (MAD) is a measure of variability that indicates the average distance between observations and their mean. MAD uses the original units of the data, which simplifies interpretation. Larger values signify that the data points spread out further from the average. Conversely, lower values correspond to data points bunching closer to it. The mean absolute deviation is also known as the mean deviation and average absolute deviation. This definition of the mean absolute deviation sounds similar to the standard deviation (SD). While both measure variability, they have different calculations. In recent years, some proponents of MAD have suggested that it replace the SD as the primary measure because it is a simpler concept that better fits real life. For Pine Coders, this is equivalent of using ta.dev() Bands/Channels See the information above for how bands/channels are calculated. After the one of the above deviations is calculated, the channels are calculated as output +/- deviation * multiplier Signals Green is uptrend, red is downtrend, yellow "L" signal is Long, fuchsia "S" signal is short. Included: Alerts Loxx's Expanded Source Types Bar coloring Signals 6 bands/channels types 6 stepping types Related indicators 3-Pole Super Smoother w/ EMA-Deviation-Corrected Stepping STD-Stepped Fast Cosine Transform Moving Average ATR-Stepped PDF MA
Pine Script®指標
由loxx提供
1
[blackcat] L1 Vitali Apirine MABLevel 1 Background Vitali Apirine’s articles in the July & August issues on 2021, “Moving Average Bands” Function In “Moving Average Bands” (part 1, July 2021 issue) and “Moving Average Band Width” (part 2, August 2021 issue), author Vitali Apirine explains how moving average bands (MAB) can be used as a trend-following indicator by displaying the movement of a shorter-term moving average in relation to the movement of a longer-term moving average. The distance between the bands will widen as volatility increases and will narrow as volatility decreases. Remarks This is a Level 1 free and open source indicator. Feedbacks are appreciated.
Pine Script®指標
由blackcat1402提供
2
Volatility ChannelThis script is based on an idea I have had for bands that react better to crypto volatility. It calculates a Donchian Channel, SMMA-Smoothed True Range, Bollinger Bands (standard deviation), and a Keltner Channel (average true range) and averages the components to construct its bands/envelopes. This way, hopefully band touches are a more reliable indicator of a temporary bottom, and so on. Secondary coloring for strength of trend is given as a gradient based on RSI.
Pine Script®指標
由animecummer提供
4
Neeson Volatility Adaptive Tracker ProVolatility Adaptive Tracker Pro: A Comprehensive Multi-Method Trading System Executive Summary The Volatility Adaptive Tracker Pro (VAT Pro) represents a sophisticated fusion of proven technical analysis methodologies with innovative adaptations, creating a unique multi-signal trading system. Unlike single-purpose indicators, VAT Pro combines multiple analytical approaches into a unified framework that addresses the complex realities of modern financial markets. This system is designed for traders who recognize that no single method consistently outperforms, and that market conditions require adaptive, multi-faceted approaches. Original Innovations: What Sets VAT Pro Apart 1. Hybrid Volatility Measurement System Most volatility indicators fall into two categories: those based on standard deviation (like Bollinger Bands) or those based on average true range (ATR). VAT Pro introduces a third approach: a weighted volatility measurement system that gives greater importance to recent price movements while maintaining sensitivity to overall market conditions. This creates a dynamic volatility assessment that adapts more responsively to changing market environments than conventional methods. 2. Dual-Layer Signal Architecture While most indicators generate single-type signals, VAT Pro implements a tiered signaling system that distinguishes between: Primary trend-following signals (based on price crossing adaptive volatility bands) Secondary volume-confirmed signals (requiring both price movement and exceptional volume) This dual-layer approach recognizes that not all market moves have equal significance, and that volume confirmation often signals more substantial moves worthy of special attention. 3. State-Based Logic with Memory Conventional indicators typically generate signals independently on each bar. VAT Pro introduces persistent state tracking that maintains awareness of whether the market is currently in a bullish, bearish, or neutral condition. This prevents signal redundancy, reduces false signals, and provides valuable context for interpreting current market conditions. What VAT Pro Does: Comprehensive Market Analysis Primary Functions Trend Identification: Detects transitions between bullish and bearish market conditions using multiple confirmation criteria. Volume Analysis: Identifies exceptional trading activity that often precedes or confirms significant price movements. Volatility Assessment: Continuously measures market volatility and adjusts sensitivity parameters accordingly. Visual Context Provision: Uses color-coded price bars, trend lines, and clear signal markers to provide immediate visual feedback. Multi-Timeframe Compatibility: Functions effectively across various trading timeframes from intraday to positional trading. Implementation Methodology: The Technical Framework Core Analytical Approaches Among the hundreds of available technical analysis methods, VAT Pro specifically implements and integrates: A. Adaptive Volatility Channel System This approach modifies the traditional volatility channel concept by: Using weighted moving averages for volatility calculation rather than simple or exponential averages Implementing asymmetric response to upward versus downward volatility Maintaining dynamic channel width that adjusts based on recent market conditions The system falls within the broader category of volatility-adjusted trend following but introduces unique adaptations that improve responsiveness while maintaining stability. B. Volume-Price Confirmation Method Within volume analysis, VAT Pro specifically employs: Threshold-based volume spike detection (volume exceeding moving average by specified multiples) Price-direction confirmation (requiring price movement in the expected direction) Contextual filtering (only considering volume signals in specific market conditions) This represents a specific implementation within the volume confirmation family of methods, distinguished by its customizable thresholds and filtering logic. C. Trailing Stop with Adaptive Positioning The system implements a specific variant of trailing stop methodology characterized by: State-dependent positioning (different logic for trending versus ranging markets) Volatility-adjusted distance (stop levels adapt to current market conditions) Memory of previous positions (the system "remembers" previous trend states) This approach represents an advanced form of trailing stop placement that combines elements of volatility adjustment with trend state awareness. Calculation Philosophy: The Core Principles 1. Weighted Response Philosophy VAT Pro operates on the principle that recent market action should have greater influence than distant history, but not to the exclusion of broader context. This is implemented through custom weighting algorithms that balance responsiveness with stability. 2. Multi-Factor Confirmation Principle The system is built on the premise that multiple confirming factors (price action, volume, volatility) provide more reliable signals than single-factor approaches. This represents a practical implementation of convergence/divergence analysis across different market dimensions. 3. State Transition Logic Rather than viewing each bar in isolation, VAT Pro analyzes sequences of price action to determine market states and state transitions. This recognizes that markets often move through identifiable phases (accumulation, trending, distribution, ranging) that require different analytical approaches. 4. Adaptive Sensitivity The system automatically adjusts its sensitivity based on current market volatility, becoming more responsive in low-volatility conditions and more stable in high-volatility environments. This represents a practical implementation of volatility-adjusted trading logic. Practical Application: How to Use VAT Pro Initial Setup and Configuration Parameter Customization: Begin with default settings, then adjust based on: Your trading instrument's typical volatility characteristics Your preferred trading timeframe Your risk tolerance and trading style Visual Configuration: Customize colors and display settings to match your charting preferences while maintaining clear signal visibility. Trading Methodology Integration VAT Pro supports multiple trading approaches: For Trend Following: Use primary signals when confirmed by overall market direction Employ the adaptive line as a dynamic trailing stop Monitor state transitions for trend continuation or reversal clues For Breakout Trading: Watch for high-volume signals at key price levels Use volatility bands to identify potential breakout ranges Employ volume confirmation to distinguish genuine breakouts from false moves For Position Management: Utilize the color-coded bar system for immediate trend awareness Monitor multiple signal types for confirmation or warning signs Adjust position sizes based on signal strength and market state Signal Interpretation Framework Primary Signal Interpretation: Bullish signals suggest potential long opportunities Bearish signals indicate potential short opportunities Signal clustering often indicates stronger moves Volume Signal Significance: High-volume buy signals often precede sustained upward moves High-volume sell signals frequently indicate distribution or panic selling Volume signals without price confirmation require caution Contextual Analysis: Consider market state when interpreting signals Evaluate signal strength based on recent volatility Monitor multiple timeframes for confirmation Performance Characteristics and Best Practices Optimal Market Conditions VAT Pro performs best in markets exhibiting: Clear trending characteristics (for trend-following signals) Occasional volatility expansions (for volume signals) Reasonable liquidity (for accurate volume analysis) Risk Management Integration Use signal strength to adjust position sizing Employ the adaptive line for stop-loss placement Consider market state when determining risk levels Complementary Tools For best results, combine VAT Pro with: Support and resistance analysis Longer-term trend assessment Fundamental analysis (for longer timeframes) Market structure analysis Conclusion: A Modern Multi-Method Approach The Volatility Adaptive Tracker Pro represents a significant advancement in technical analysis tools by intelligently combining multiple proven methodologies into a coherent, adaptive system. Its original innovations in weighted volatility measurement, dual-layer signaling, and state-based logic address common limitations of conventional indicators while maintaining practical usability. By specifically implementing adaptive volatility channels, volume-price confirmation, and state-aware trailing stops, VAT Pro provides traders with a comprehensive toolkit that adapts to changing market conditions while maintaining methodological rigor. This multi-method approach recognizes the complex reality of financial markets while providing clear, actionable signals based on sound technical principles. Whether used as a primary trading system or as a confirming component within a broader strategy, VAT Pro offers sophisticated analytical capabilities in an accessible, visually intuitive format that supports informed trading decisions across various market conditions and timeframes.
Pine Script®指標
由neeson1987提供
Gold Futures Prop-Firm Strategy (GC) 1-18-2026Overview This is a long-only, session-based, multi-regime trading strategy designed specifically for Gold futures (GC / GC1!) on intraday timeframes (typically 5–15 minutes). The strategy aims to capture high-probability moves during the New York and Asian sessions while avoiding major economic news events and enforcing strict daily risk limits — making it suitable for prop firm challenges (e.g. FTMO, FundedNext, Apex, etc.) that require consistent profitability, limited drawdown, and disciplined risk management. Core Philosophy Trade longs only (shorts were removed after analysis showed they were consistently unprofitable) Different logic depending on session and market regime (trending vs ranging) Heavy filtering using trend strength (ADX), volume confirmation, EMA alignment, Bollinger Bands, and RSI Strict position sizing, daily loss cap, per-session trade limits, and news blackout periods Trailing stop mechanism to let winners run while protecting against reversals Trading Sessions & Time Windows (Eastern Time) NY Session: 08:30 – 15:00 ET NY AM (trend/breakout zone): 08:30 – 11:30 ET NY PM (mean-reversion zone): 11:30 – 15:00 ET Asia Session (mean-reversion zone): 18:00 – 02:00 ET News blackouts: short windows around high-impact releases (CPI/NFP, ISM/Fed, FOMC) Entry Logic (Long Only) NY AM – Trend Following & Breakouts (strongest trend filter) ADX > 30 (strong trend) Price above 200 EMA (bull regime) Fast EMA (21) crosses above Slow EMA (55) or breakout above 20-bar high Volume spike (> 1.4 × 20-period SMA) Max 2 trades per NY session per day NY PM & Asia – Mean Reversion ADX ≤ 30 (ranging market) Price below lower Bollinger Band (20, 2.0) RSI < 25 (deep oversold) No volume filter required here Max 2 trades per Asia session per day Risk Management Rules Position size: Fixed 1–2 contracts (user selectable) Initial stop: 1.7 × ATR(14) below entry (tightened from original) Trailing stop: Activates after price moves +1.0 × ATR in profit Trails by 1.0 × ATR (locked-in profits aggressively) Daily loss limit: -$600 (stops all trading for the day once hit) No trading during defined news windows Pyramiding disabled (only one position at a time) No short entries (removed after backtest analysis) Indicators Used EMA 21 / 55 / 200 (trend direction & filter) ATR(14) × 0.85 (volatility base) ADX(14) threshold 30 (strong trend confirmation) Bollinger Bands (20, 2.0) for mean-reversion entries RSI(14) with oversold < 25 Volume spike filter (1.4× SMA) for trend/breakout entries 20-bar highest high / lowest low for breakout detection Visual Elements on Chart Fast (blue), Slow (orange), and Filter (red) EMAs Bollinger Bands (gray, semi-transparent fill) Background coloring: Red tint during news blackout periods Purple tint when daily loss limit is hit Intended Use Case Prop trading firm evaluation accounts Conservative intraday gold trading Focus on high-quality long setups in trending (NY AM) and mean-reverting (Asia/PM) environments Goal: positive expectancy with controlled drawdown, suitable for passing drawdown and profit targets
Pine Script®策略
由mattkelly914提供
Reversal RadarReversal Radar Unified exhaustion detection across 5 distinct reversal patterns — see confluence at a glance. What It Does Reversal Radar consolidates 5 independent reversal detection algorithms into a single indicator with a stacked diamond visualization. When any detector fires, you see a vertical stack of diamonds — colored diamonds show which specific patterns triggered, ghost (white) diamonds show which didn't. More colored diamonds = stronger confluence = higher conviction setup. The 5 Detectors Diamond Detector What It Finds 🔴 Red Liquidity Trap Pivot reversal with wick rejection, liquidity sweep, and momentum trap (fading trapped traders) 🟠 Orange Structural Divergence Pivot at new extreme with RSI divergence against major structure 🔵 Light Blue Band Rejection Full candle body outside Bollinger Bands with rejection wick 🟢 Green Panic Snap 5-bar waterfall (consecutive lower lows) snapping back during VIX spike — Long only 🟣 Purple Capitulation Engulf Bullish engulfing at lower BB with steep band decline during elevated VIX — Long only How To Read It Long Signals (below bar): 5-diamond stack • Bottom to top: Liquidity Trap → Structural Divergence → Band Rejection → Panic Snap → Capitulation Engulf Short Signals (above bar): 3-diamond stack • Bottom to top: Band Rejection → Structural Divergence → Liquidity Trap Ghost diamonds (faded white) = that detector did NOT fire Colored diamonds = that detector fired Colors are consistent between long and short — same detector = same color regardless of direction. Key Features • Confluence visualization — instantly see how many independent patterns agree • No parameter tweaking — all detector settings are pre-tuned and hardcoded • VIX-aware — the two "capitulation" detectors (Panic Snap, Capitulation Engulf) only fire during elevated VIX conditions • Session filtering — built-in BOD/EOD blocking to avoid noisy open/close periods • MTF Bias Table — optional multi-timeframe trend bias display (5m/15m/1H/4H/D) • Detector Legend — on-chart reference showing what each color means (adjustable size and position) • Bollinger Bands — optional BB overlay display Settings Module Toggles — Enable/disable each of the 5 detectors independently: • Enable Liquidity Trap • Enable Structural Divergence • Enable Band Rejection • Enable Panic Snap (Long Only) • Enable Capitulation Engulf (Long Only) Session Blocking — Define trading session and minutes to block at open/close Display — Toggle Bollinger Bands, MTF Bias Table position Legend — Toggle detector legend, adjust position and text size (tiny/small/normal) Best Used For • Identifying high-probability reversal zones where multiple exhaustion signatures align • Filtering out weak signals (single detector) vs strong setups (2-3+ detectors) • Spotting capitulation bottoms during VIX spikes (Panic Snap + Capitulation Engulf) • Mean reversion plays at Bollinger Band extremes Notes • This indicator is designed for intraday reversal trading on liquid instruments (SPY, QQQ, ES, NQ, etc.) • The VIX-gated detectors (Panic Snap, Capitulation Engulf) are long-only by design — they're specifically tuned for capitulation bottoms • Works best on 3m-15m timeframes • All detector parameters are locked to tested values — this is intentional to keep the indicator simple and consistent "When multiple exhaustion patterns converge, the market is telling you something."
Pine Script®指標
由DashingBixby提供