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Full 24H Hourly Volatility & BiasA statistical dashboard designed for intraday futures traders (ES/NQ) to identify the "personality" of each trading hour. It processes price data over a user-defined lookback period (default: 20 days) to calculate average volatility and directional bias for every hour of the 24-hour trading cycle, broken down by major sessions (Asia, London, New York). Core Features: 1. Full 24-Hour Coverage: Tracks statistics from the futures open (18:00 NY) through the Asian and London sessions, ending at the New York close (16:00 NY). Rows are color-coded by session for instant context: Blue (Asia), Orange (London), Green (New York). 2. Volatility Heatmap (Avg Range): Calculates the average High-Low range for each hour. Uses a dynamic color gradient (Green to Red) to highlight low-volatility "chop zones" vs. high-volatility "power hours." 3. Directional Bias (Bull %): Displays the probability of each hour closing Green vs. Red. Color-coded to highlight statistical edges: Green (>55% bullish), Red (<45% bearish/bullish), or Yellow (Neutral/Random). 4. Expectancy Levels (Avg Bull / Avg Bear): Avg Bull: The average point move when the hour closes Green. Avg Bear: The average point move when the hour closes Red. It helps traders set realistic profit targets based on the specific hour's historical behavior (e.g., aiming for 20 pts in a slow Asia hour vs. 60 pts in a NY opening hour). How It Helps Traders: 1. Avoid "Dead" Hours: Identifies low-volume times (typically lunch hours or late Asia) where price action is choppy and unreliable. 2. Filter Setups: If a specific hour has a 70% Bearish historical bias, traders can use this to filter out weak long setups or increase confidence in short setups. 3. Optimize Targets: Provides data-driven take-profit levels based on recent volatility rather than arbitrary numbers. Settings: Lookback Period: Adjustable (Default: 20 days) to capture recent market regimes. Timezone: Defaults to America/New_York for alignment with US Futures sessions. Text Size: Customizable table size for different screen resolutions.
Pine Script®指標
由volatility_Viking提供
Opening Range Rotations V1What This Indicator Does: Opening Range Rotations displays dynamic support and resistance levels based on the opening range (first period of the trading session) with fixed-point rotation levels extending above and below. The indicator automatically detects your instrument (ES or NQ futures) and applies appropriate rotation intervals, creating a structured framework of price levels that traders use for intraday decision-making. Why This Script Is Unique and Original: While opening range concepts exist in trading, this implementation provides three proprietary features that justify closed-source protection: Multi-Timeframe Opening Range Capture: The indicator uses cross-timeframe analysis to capture the opening range from its native timeframe (30 seconds to 60 minutes) regardless of your chart timeframe. You can view 1-minute opening range levels on a 5-minute chart, or 30-second OR levels on a 1-minute chart—maintaining accuracy across any viewing timeframe. Automatic Instrument Detection and Calibration: The system automatically identifies whether you're trading ES, MES, NQ, or MNQ futures and applies the correct rotation intervals without manual configuration. ES/MES uses 15-point rotations with 4-point paylines; NQ/MNQ uses 65-point rotations with 10-point paylines. This automatic calibration eliminates setup errors. Dynamic Payline System: Beyond standard rotation levels, the indicator includes "paylines"—specific offset levels (ES: 4pts, NQ: 10pts) from the opening range high/low that represent institutional profit targets. These levels are automatically calculated and positioned based on instrument detection. Session-Aware Level Management: Levels automatically reset at each session start and only display during active trading hours (customizable), preventing chart clutter during overnight sessions while maintaining historical reference when needed. What Makes This Different From Basic OR Indicators: Most opening range tools simply draw two lines (high/low) and maybe some static levels. This indicator goes further by: Capturing OR from any timeframe via cross-timeframe requests Auto-detecting instrument type and applying correct rotation sizes Including institutional payline levels (not just arbitrary rotations) Managing level display based on session times Providing numbered rotation references (+1, +2, -1, -2, etc.) Offering midline calculations for OR balance point The combination of multi-timeframe capture, automatic calibration, paylines, and session management creates functionality not available in basic OR scripts. How To Use This Indicator: Understanding the Levels: OR High (Green): Top of opening range period OR Low (Red): Bottom of opening range period OR Mid (Yellow): Midpoint—acts as balance point for the session Paylines (Bright Green/Red): First profit target levels (ES: 4pts, NQ: 10pts from OR) Rotation Levels (White): Fixed-point intervals above/below OR (ES: 15pts, NQ: 65pts) Level Numbering: +1, +2, +3: Rotations above OR High (bullish levels) -1, -2, -3: Rotations below OR Low (bearish levels) Numbers indicate how many rotation intervals away from OR Trading Applications: Opening Range Breakout: Price above OR High = bullish bias, target +1, +2 rotations Price below OR Low = bearish bias, target -1, -2 rotations OR Mid acts as decision line when inside range Rotation Level Trading: Use rotations as profit targets (take profits at +1, +2, etc.) Use rotations as reversal zones (fade extremes at +3, +4) Watch for rejection wicks at rotation levels Payline Strategy: First target after OR breakout ES: 4 points from OR High/Low NQ: 10 points from OR High/Low High-probability quick scalp zone Range-Bound Days: Price oscillating between OR High and OR Low Use OR Mid for directional bias Above mid = long bias, below mid = short bias Fade extremes back to midline Settings Overview: Opening Range Settings: Period: 30 seconds, 1min, 5min, 15min, 30min, or 60min Session Time: When OR begins (default 8:30am Central) Rotation Settings: Number of Rotations: How many levels above/below OR (1-10) Default: 5 levels each direction Payline Settings: Toggle paylines on/off Automatically sized (ES: 4pts, NQ: 10pts) Display Options: Line Style: Solid, dashed, or dotted Show Labels: Toggle price labels and rotation numbers Label Size: Tiny, small, normal, or large Show OR Midline: Toggle center line Show Rotation Numbers: Toggle +1, -1 notation Color Customization: OR High color (default green) OR Low color (default red) OR Mid color (default yellow) Payline colors (bullish/bearish) Rotation colors (bullish/bearish) Trading Hours: Set active display hours (default 8:30am-3:00pm Central) Levels hide outside trading hours to reduce clutter Best Practices: Timeframe Selection: Works on any chart timeframe, but 1-5 minute charts most common for day trading OR Period: 1-minute OR for scalping, 5-15 minute OR for position trading Rotation Count: 3-5 rotations typically sufficient, more for trending days Confluence: Combine with volume, order flow, other structure for confirmation Session Timing: Most relevant during RTH (Regular Trading Hours) Common Trading Scenarios: Breakout Above OR: Enter on close above OR High Target Payline, then +1, +2 rotations Stop below OR Low Breakout Below OR: Enter on close below OR Low Target Payline, then -1, -2 rotations Stop above OR High Range Day: Sell OR High, buy OR Low Take profits at OR Mid Avoid if volatility is low Trending Day: After initial breakout, rotations become support/resistance Pullbacks to previous rotation = continuation entries Failure to reach next rotation = trend weakening Alert Conditions: Price Above OR High: Alerts when price crosses above opening range high Price Below OR Low: Alerts when price crosses below opening range low Instrument Support: ES / MES: 15-point rotations, 4-point paylines NQ / MNQ: 65-point rotations, 10-point paylines Other instruments: Defaults to ES settings (can be used but not optimized) What This Script Does NOT Do: Predict whether price will break up or down (shows levels only) Provide entry/exit signals (reference framework for discretionary trading) Adapt rotation size to volatility (fixed intervals per instrument) Work on all instruments equally (optimized for ES/NQ futures only) Important Notes: Opening range captures the FIRST bar of the specified OR period only Levels reset each new session automatically Multi-timeframe capture ensures accuracy regardless of chart timeframe Best results on liquid futures during RTH Not a complete trading system—requires additional analysis and risk management
Pine Script®指標
由reed28提供
MoonBoys BTC Production Cost Daily═════════════════════════════════════════════════════════════ MoonBoys BTC PRODUCTION COST DAILY ═════════════════════════════════════════════════════════════ Track Bitcoin's real-time production cost using comprehensive electricity consumption data and mining economics to identify macro support/resistance zones. ═══ OVERVIEW ═══ This indicator calculates Bitcoin's actual cost of production by combining Cambridge Bitcoin Electricity Consumption Index (CBECI) data with electricity pricing models across different mining eras. It reveals where miners are profitable or underwater, providing crucial macro-level support zones that have historically acted as psychological and economic floors. Perfect for: • Identifying long-term accumulation zones • Understanding miner profitability and capitulation risk • Spotting macro support levels during bear markets • Gauging healthy vs. overheated price levels • Planning dollar-cost averaging strategies ═══ KEY FEATURES ═══ 📊 COMPREHENSIVE HISTORICAL DATA └─ 378 data points spanning 2011-2026 └─ Complete CBECI electricity consumption dataset └─ Verified accuracy: all dates and values cross-checked └─ Updates every ~14 days with new CBECI releases ⚡ ELECTRICITY COST MODELING └─ Pre-June 2019: $0.05/kWh (Early mining era) └─ Pre-April 2021: $0.04/kWh (China dominance period) └─ Post-May 2021: $0.05/kWh (China exodus, Western migration) └─ Post-April 2024: $0.05/kWh (Post-4th halving era) └─ Fully customizable for scenario analysis 🎯 DUAL COST CURVES └─ Red line: Pure electricity cost per BTC └─ Purple line: Total production cost (electricity + operations) └─ Green line: Miner price (spot + transaction fee revenue) └─ Pink fill: Zones where miners are losing money 📈 AUTOMATIC HALVING ADJUSTMENTS └─ Integrates all Bitcoin halvings (2012, 2016, 2020, 2024) └─ Block reward automatically adjusts: 50 → 25 → 12.5 → 6.25 → 3.125 └─ Accurate per-day BTC production calculations 💰 PROFIT MARGIN TRACKING └─ Annual profit margin labels (optional) └─ Shows miner profitability percentage └─ Appears on chart at electricity cost level └─ Calculated using 365-day moving average ═══ HOW TO READ IT ═══ ┌─────────────────────────────────────────────────────────┐ │ INDICATOR │ MEANING │ ├─────────────────────────────────────────────────────────┤ │ 🟢 Green Line │ Miner Price (BTC price + fee revenue)│ │ (above purple) │ → Miners profitable, healthy market │ ├─────────────────────────────────────────────────────────┤ │ 🟢 Green Line │ Price below production cost │ │ (below purple) │ → Miner capitulation zone │ │ │ → Strong historical buy signal │ ├─────────────────────────────────────────────────────────┤ │ 🔴 Red Line │ Pure electricity cost per BTC │ │ │ → Absolute minimum mining cost │ ├─────────────────────────────────────────────────────────┤ │ 🟣 Purple Line │ Total production cost │ │ │ → Break-even for miners (60% elec) │ ├─────────────────────────────────────────────────────────┤ │ 🌸 Pink Fill │ Below-cost territory │ │ │ → Miners selling at a loss │ │ │ → Historical accumulation zone │ └─────────────────────────────────────────────────────────┘ ═══ TRADING APPLICATIONS ═══ 🐻 BEAR MARKET BOTTOMS → Price touching or breaking below production cost = high probability bottom → Extended periods below cost = miner capitulation → Historical bottoms: Nov 2011, Jan 2015, Dec 2018, Nov 2022 → Strongest buy signal in macro Bitcoin investing 📈 BULL MARKET HEALTH CHECKS → Distance above production cost = market heat level → 100-200% above cost = healthy bull market → 500%+ above cost = euphoric/bubble territory → Use as take-profit reference points 💎 ACCUMULATION STRATEGY → DCA when price approaches production cost → Increase buy size when price drops below cost → Maximum allocation when 10-20% below cost → Layer entry as margin shows negative percentages ⚖️ SUPPORT/RESISTANCE ZONES → Production cost acts as macro support in downtrends → Often becomes resistance after prolonged bear markets → Price reclaiming cost = bullish structural shift → Failed reclaims = continued weakness 🔄 HALVING CYCLE ANALYSIS → Cost doubles after each halving (supply cut) → Price typically consolidates near new cost basis → Historic pattern: break above cost = new bull cycle → Track 6-12 months post-halving for trend confirmation ═══ SETTINGS GUIDE ═══ ⚡ ELECTRICITY COST ASSUMPTIONS (USD/kWh) ├─ Pre-June 2019 (0.05): Early mining era, hobby miners ├─ Pre-China Exodus 2021 (0.04): Cheap Chinese hydropower ├─ Post-May 2021 (0.05): Western migration, higher costs └─ Post-April 2024 (0.05): Current era post-4th halving 💡 Adjust these for "what if" scenarios or local costs 💰 ELECTRICITY PERCENTAGE (Default: 60%) └─ Electricity as % of total mining costs └─ Remaining 40% = hardware, labor, rent, maintenance └─ Lower % = higher total cost (more conservative) └─ Typical range: 50-70% 🎨 VISUAL TOGGLES ├─ Plot BTC Miner Price: Show/hide green line │ └─ Includes transaction fee revenue per BTC ├─ Plot Production Cost Curves: Show/hide red & purple lines └─ Plot Annual Profit Margin Labels: Show/hide margin % └─ Appears annually (Jan 1st) and on last bar ═══ HOW IT WORKS ═══ 1. ELECTRICITY CONSUMPTION DATA • Cambridge Bitcoin Electricity Consumption Index (CBECI) • Actual network-wide energy usage in TWh (terawatt-hours) • Updated bi-weekly with real hash rate data • 378 historical data points (Aug 2011 - Jan 2026) 2. COST CALCULATION FORMULA Electricity Cost per BTC = (TWh per year / 365.25 days) × (10^9 to convert to kWh) / (BTC mined per day) × (Electricity price per kWh) Total Cost per BTC = Electricity Cost / (Electricity % of total costs) 3. BTC MINED PER DAY Blocks per day (144) × Block reward • 2009-2012: 50 BTC/block = 7,200 BTC/day • 2012-2016: 25 BTC/block = 3,600 BTC/day • 2016-2020: 12.5 BTC/block = 1,800 BTC/day • 2020-2024: 6.25 BTC/block = 900 BTC/day • 2024+: 3.125 BTC/block = 450 BTC/day 4. MINER PRICE METRIC Spot close price + (Transaction fees per day / BTC mined per day) • Currently simplified with fees = 0 • Shows true revenue per BTC for miners 5. PROFIT MARGIN CALCULATION ((Miner Price / Total Cost) - 1) × 100 • Smoothed with 365-day SMA • Shows sustainable annual profitability ═══ BEST PRACTICES ═══ ✅ DO: • Use on DAILY timeframe for accuracy (designed for daily data) • Combine with on-chain metrics (SOPR, MVRV, Puell Multiple) • Layer with traditional TA for entry/exit timing • Understand this is AVERAGE global cost (varies by miner) • Use as macro filter, not short-term trading signal • Check profit margins during capitulation events ❌ DON'T: • Use as sole indicator for short-term trades • Ignore that efficient miners have much lower costs • Forget that cost is constantly rising (hash rate + difficulty) • Assume price can't go below cost (it can temporarily) • Trade based only on cost - liquidity events can wick lower • Expect instant reversals at cost levels ═══ HISTORICAL PERFORMANCE ═══ Major Bitcoin bottoms near/below production cost: 📅 November 2011 Price: ~$2 | Cost: ~$5 → 60% below cost, -95% drawdown → Bottom signal ✓ 📅 January 2015 Price: ~$150 | Cost: ~$180 → 17% below cost, -85% drawdown → Bottom signal ✓ 📅 December 2018 Price: ~$3,200 | Cost: ~$3,500 → 9% below cost, -84% drawdown → Bottom signal ✓ 📅 November 2022 Price: ~$15,500 | Cost: ~$17,000 → 9% below cost, -77% drawdown → Bottom signal ✓ Pattern: When price trades below production cost, accumulation zone. ═══ TECHNICAL NOTES ═══ • Built with Pine Script v5 • Data source: Cambridge Centre for Alternative Finance (CBECI) Updated Quaterly by Request • All dates/values verified against official CSV dataset • Electricity price adjusts based on major mining regime shifts • Uses series variables for proper historical calculation • Forward-fills data between CBECI update periods • Accounts for all 4 halvings in BTC history ═══ DATA PERIODS EXPLAINED ═══ 🏭 PRE-JUNE 2019 ($0.05/kWh) Early mining era, distributed hobby miners, average global cost 🇨🇳 JUNE 2019 - APRIL 2021 ($0.04/kWh) China dominance period, cheap hydropower in Sichuan/Yunnan 🌍 MAY 2021 - APRIL 2024 ($0.05/kWh) China ban, Western migration, renewable energy transition 🔮 POST-APRIL 2024 ($0.05/kWh) 4th halving, institutional mining, current era ═══ UNDERSTANDING MINING ECONOMICS ═══ ⚡ ELECTRICITY = 60% OF COST (Default) └─ Largest variable expense for miners └─ Directly tied to hash rate and difficulty 🔧 OTHER COSTS = 40% ├─ ASIC hardware (depreciation) ├─ Facility rent and cooling ├─ Labor and maintenance ├─ Internet and infrastructure └─ Insurance and legal 💰 REVENUE SOURCES ├─ Block subsidy (newly minted BTC) └─ Transaction fees (variable, usually 2-10% of revenue) 📉 MINER BEHAVIOR • Profitable: Accumulate BTC, expand operations • Break-even: Hold BTC, maintain operations • Unprofitable: Forced selling, potential capitulation ═══ ADVANCED USE CASES ═══ 🔬 SCENARIO ANALYSIS → Adjust electricity costs to model different regions → US miners: $0.05-0.07/kWh → Nordic miners: $0.02-0.04/kWh → Middle East: $0.01-0.03/kWh 📊 COMBINE WITH ON-CHAIN DATA → Miner Net Position Change (selling pressure) → Hash Ribbons (miner capitulation indicator) → Difficulty Ribbon (hash rate compression) → Puell Multiple (miner revenue extremes) 🎯 MULTI-TIMEFRAME CONFLUENCE → Weekly chart: macro trend and cost support → Daily chart: precise entry/exit near cost → 4H chart: short-term reactions at cost levels 🌐 CORRELATION TRADING → Miner stocks (MARA, RIOT, CLSK) vs BTC cost → When BTC < cost, miner stocks typically -30-50% → Energy prices (oil, nat gas) affect mining costs ═══ LIMITATIONS & CONSIDERATIONS ═══ ⚠️ AVERAGE COST, NOT ACTUAL • Large miners with PPAs have costs as low as $0.02-0.03/kWh • Inefficient miners may have costs 2-3x the average • This shows network-wide average for reference ⚠️ ELECTRICITY PRICE ASSUMPTIONS • Static periods vs. dynamic energy markets • Renewable energy % growing = lower average cost over time • Geographic distribution matters (Texas vs. Kazakhstan) ⚠️ DOESN'T INCLUDE • ASIC efficiency improvements (more hash/watt) • Stranded energy and flare gas mining • Government subsidies or penalties • Seasonal variations (wet/dry seasons) ⚠️ LAGGING INDICATOR • CBECI data updates every ~14 days • Historical data, not forward-looking • Cost always rises, but at variable rate ═══ DISCLAIMER ═══ This indicator visualizes Bitcoin's estimated global average production cost based on publicly available electricity consumption data and modeled pricing assumptions. It does NOT: • Guarantee future price movements or bottoms • Account for individual miner profitability variations • Include all operational costs (simplified to electricity %) • Predict miner capitulation or selling pressure • Constitute financial advice or buy/sell signals Production cost is A REFERENCE POINT, not a hard floor. Price can and has traded below cost during extreme capitulation events. Market liquidity, macro conditions, and sentiment often override cost-basis logic in the short term. Always conduct your own research and use proper risk management. 📚 EDUCATIONAL USE ONLY | NOT FINANCIAL ADVICE ═══ RESOURCES ═══ Cambridge Bitcoin Electricity Consumption Index (CBECI) → ccaf.io Bitcoin Mining Economics → insights.braiins.com Block Reward Halving Schedule → www.bitcoinblockhalf.com Difficulty & Hash Rate Charts → www.blockchain.com Understanding ASIC Mining → academy.binance.com Mining Profitability Calculator → www.coinwarz.com On-Chain Miner Metrics → cryptoquant.com Energy & Mining Data → hashrateindex.com ═══════════════════════════════════════════════════════════ Built for the Bitcoin community 🚀 Because understanding the cost of production is fundamental analysis 💎 ═══════════════════════════════════════════════════════════
Pine Script®指標
由VickzinBK提供
Liquidation Reversal Hunter ## How It Works ### Core Methodology The indicator uses a multi-factor approach to identify significant price extremes: #### 1. Volume Analysis (Z-Score Based) - Calculates the statistical z-score of volume relative to a lookback period - Identifies volume spikes that are statistically significant - Scores volume on a scale based on how many standard deviations above average **Volume Score Breakdown:** - Extreme volume (3+ standard deviations): 40 points - Very high volume (2.3+ standard deviations): 32 points - High volume (1.8+ standard deviations): 24 points - Above average (2x multiplier): 16 points #### 2. Price Range Analysis (ATR-Based) - Compares current candle range to Average True Range (ATR) - Identifies candles with abnormal price movement - Contextualizes range within recent volatility **Range Score Breakdown:** - Range > 3x ATR: 35 points - Range > 2.5x ATR: 28 points - Range > 2x ATR: 21 points - Range > 1.5x ATR: 14 points - Range > 1x ATR: 7 points #### 3. Wick Analysis (Rejection Detection) - Measures wick size as percentage of total candle range - Large wicks indicate price rejection at extremes - Different thresholds for high vs low extremes **Wick Score Breakdown:** - Wick > threshold (40% default): 25 points - Wick > 70% of threshold: 15 points ### Significance Score Calculation The total significance score (0-100) is calculated by summing: - Volume component (0-40 points) - Range component (0-35 points) - Wick component (0-25 points) Only price extremes with significance above the user-defined threshold are tracked and displayed. ### Level Tracking and Management #### Level Creation When a candle meets the minimum significance threshold: 1. For bearish candles: Level created at the high 2. For bullish candles: Level created at the low 3. Significance score, volume multiple, and timestamp are stored 4. Horizontal line drawn extending into the future #### Level Lifecycle - **Active**: Solid line, not yet touched by price - **Tagged**: Dashed line, price has touched the level - **Swept**: Line removed, price broke through level - **Decayed**: Significance reduces over time (0.3% per bar) - **Removed**: Deleted when too old, swept, or decayed below threshold #### Smart Features - **Auto-merge**: Lines within X% of price merge to prevent clutter - **Max lines**: Limits total lines to prevent chart overload - **Age decay**: Older lines fade unless highly significant - **Cleanup**: Proper deletion of old lines and labels ### Signal Generation #### Signal Strength Calculation (0-10) Signals are generated based on: - Volume component (0-3 points) - Range component (0-2 points) - Wick rejection (0-2.5 points) - Significance score (0-2.5 points) #### Signal Requirements 1. Current candle significance >= minimum threshold 2. Signal strength >= minimum strength setting 3. Optional: Reversal confirmation (configurable) 4. Cooldown period respected (prevents signal spam) #### Reversal Confirmation (Optional) When enabled, signals require: - Low reversal: Previous bars were falling + current bullish candle - High reversal: Previous bars were rising + current bearish candle - Number of confirmation bars is user-configurable ## Settings Guide ### Volume Analysis - **Volume Threshold**: Multiplier above average (default: 2.0x) - **Volume Lookback**: Period for average calculation (default: 20 bars) - **Volume Z-Score Threshold**: Statistical significance (default: 1.8) ### Price Range Analysis - **Wick Size Threshold**: Minimum wick % of range (default: 40%) - **ATR Length**: Volatility lookback period (default: 14 bars) ### Signal Settings - **Require Reversal Confirmation**: Wait for reversal pattern (default: ON) - **Reversal Confirmation Bars**: Bars to confirm (default: 2) - **Signal Cooldown**: Minimum bars between signals (default: 3) - **Minimum Signal Strength**: Threshold 1-10 (default: 3) ### Visual Settings - **Show Significance Lines**: Display horizontal lines (default: ON) - **Show Line Labels**: Display metrics on lines (default: ON) - **Label Content**: Significance %, Volume Multiple, or Both - **Show Reversal Signals**: Display flag markers (default: ON) - **Show Volume Heatmap**: Background tint for high volume (default: ON) ### Line Management - **Line Length**: How far lines extend (default: 100 bars) - **Maximum Line Age**: Remove old lines (default: 100 bars) - **Minimum Significance**: Filter threshold % (default: 25%) - **Maximum Active Lines**: Limit clutter (default: 15) - **Line Merge Threshold**: Auto-merge distance % (default: 0.3%) - **Base Line Width**: Starting width 1-5 (default: 2) ### Colors - **High Extreme Color**: Red tones for price highs (default: #FF4757) - **Low Extreme Color**: Green tones for price lows (default: #00D084) - **Neutral Color**: Orange for mid-range (default: #FFA502) - **Line Opacity**: Transparency 0-100 (default: 75) ## How to Use ### Identifying Key Levels 1. Look for horizontal lines on the chart 2. Thicker/brighter lines = higher significance 3. Solid lines = not yet tested 4. Dashed lines = price has touched ### Trading Signals 1. Wait for price to approach a significant level 2. Look for reversal signals (small flags) 3. Confirm with your own analysis 4. Manage risk appropriately ### Volume Context - Background tint indicates abnormal volume - Red tint = extreme volume at highs - Green tint = high volume at lows - Orange tint = very high volume ### Label Interpretation Labels show at the end of each line: - **"75%"** = Significance score - **"x3.5"** = Volume multiple above average - **"75% | x3.5"** = Both metrics ## Best Practices ### Timeframe Selection - **1-5 minute**: Use for scalping, reduce line length to 50 - **15-60 minute**: Good for day trading, default settings work well - **4H-Daily**: For swing trading, increase line length to 200+ ### Avoiding False Signals 1. Use higher minimum significance (40%+) 2. Enable reversal confirmation 3. Increase signal cooldown 4. Use multiple timeframes for confirmation ### Chart Setup 1. Keep chart clean - disable unnecessary features 2. Use appropriate line limits for your timeframe 3. Adjust merge threshold based on asset volatility 4. Consider disabling heatmap if too distracting ## Limitations and Considerations ### What This Indicator Does NOT Do - Does NOT detect actual liquidations - Does NOT predict future price movements - Does NOT guarantee profitable trades - Does NOT replace proper risk management ### Statistical Nature - Based on historical price and volume data - Significance scores are relative to recent history - Past extremes don't guarantee future reactions - Market conditions change over time ### Lookahead Bias - Lines extend into the future from their creation point - This is NOT lookahead bias - it's forward projection - Lines are drawn at historical levels and extended - No future data is used in calculations ## Technical Details ### Calculation Frequency - All calculations occur on every bar close - Lines and labels update dynamically - Age decay applied continuously - No repainting of historical signals ### Performance - Optimized array operations - Automatic cleanup prevents memory bloat - Efficient sorting for line display - Suitable for lower timeframes ### Pine Script Version - Written in Pine Script v6 - Uses arrays for data management - Line and label objects for visualization - No external dependencies ## Alert Conditions Three alert types available: 1. **Low Extreme Reversal Signal** - Triggered when bullish reversal detected at low extreme - Message: "Price showing reversal from low extreme with significant volume" 2. **High Extreme Reversal Signal** - Triggered when bearish reversal detected at high extreme - Message: "Price showing reversal from high extreme with significant volume" 3. **Significant Price-Volume Extreme** - Triggered when significance >= 70% with high volume - Message: "High significance price-volume extreme detected" ## Disclaimer Trading involves substantial risk of loss. This indicator is for educational and informational purposes only. It is not financial advice and should not be used as the sole basis for trading decisions. Always: - Use proper risk management - Confirm signals with multiple analysis methods - Test on demo accounts before live trading - Never risk more than you can afford to lose Past performance of this indicator does not guarantee future results. The indicator identifies historical price-volume patterns, not future price movements. **Remember**: This tool identifies statistical anomalies in price and volume data. It does not predict the future. Use it as one component of a comprehensive trading strategy.
Pine Script®指標
由RickyTSpanish提供
BK AK-Warfare Formations👑 BK AK-Warfare Formations — Geometric Structure, Tactical Readability 👑 Built for traders who want validated structure (channels / wedges / triangles) without chart clutter — with compact tags, hover briefings, filtered alerts, and forward-projected battle lines. 🎖️ Full Credit — Foundation Engine (Trendoscope) Original foundation (Trendoscope Auto Chart Patterns): The entire pattern engine — multi-zigzag scanning, pivot logic, trendline-pair validation, geometric classification, overlap handling, pattern caps, and the base drawing framework — is by Trendoscope (one of the strongest Pine engineers on TradingView and the creator of the underlying detection architecture). This script keeps that engine intact. My work is a tactical layer on top: readability + interaction + alerts + forward structure projection. 🧠 What This Script Does (User-Facing Output) This indicator automatically detects and draws these geometric formations on price: Channels AC — Ascending Channel DC — Descending Channel RC — Ranging Channel Wedges RWE / FWE — Rising/Falling Wedge (Expanding) RWC / FWC — Rising/Falling Wedge (Contracting) Triangles ATC / DTC — Ascending/Descending Triangle (Contracting) ATE / DTE — Ascending/Descending Triangle (Expanding) CT — Converging Triangle DT — Diverging Triangle You can display either the full pattern name or short tactical tags so structure stays visible without burying price. 🔍 How It Detects (So You Know It’s Not Random) Trendoscope’s engine follows a strict geometric workflow: 1) Multi-Zigzag Sweep (micro → macro) Runs up to 4 zigzag configurations, letting it detect structure at different swing sensitivities. 2) Pivot Structure Validation (5 or 6 pivots) A formation is only eligible when the swing sequence provides a valid pivot set. 3) Trendline-Pair Validation + Geometry Classification Two boundary trendlines are built and validated: Upper boundary anchored to pivot highs Lower boundary anchored to pivot lows Then geometry determines classification: Parallel → Channel Converging/Diverging (same direction) → Wedge Converging/Diverging (opposing direction) → Triangle 4) Quality Controls (optional but recommended) Error threshold (line fit tolerance) Flat threshold (what counts as “flat”) Bar ratio verification (swing proportionality) Avoid overlap + repaint behavior Max patterns displayed Net effect: validated geometry — not doodles. 🧩 BK Enhancements — Why This Publication Exists This publication is not “two indicators glued together.” It’s a single detection engine plus an execution-oriented interface layer built to solve real pain points: A) Tactical Labels (Clarity Under Pressure) Short-form tags (AC/DC/RWE/CT…) to keep charts readable Independent transparency controls (label text + background) Optional hover tooltips showing full name + bias (Bullish/Bearish/Neutral) B) Alert System Upgrades (Signal Routing, Not Spam) Alerts are filtered by: Bias: Bullish / Bearish / Neutral Category: Channel / Wedge / Triangle So you can route only what you actually trade. C) Pattern Border Extension (Forward Battlefield Edges) Optionally extend the true pattern boundaries forward by N bars so you can plan: where reactions happen where breaks/retests become obvious where entries/invalidations belong This extension logic is selective — it targets the best-matching border pair, not random lines. ⚙️ Core Controls (What You Actually Tune) Scanning / Quality Zigzag lengths & depths (swing sensitivity) Pivots used (5 vs 6) Error tolerance + flat threshold Bar ratio verification Overlap avoidance + repaint behavior Max patterns displayed Display / Readability Theme colors or custom palette Transparency for pattern lines/labels Short labels ON/OFF Tooltips ON/OFF Border extension ON/OFF + extend bars Alerts Enable alerts overall Filter by bias Filter by category (Channel/Wedge/Triangle) 🗺️ How To Use It (Practical, Not Fantasy) Channels: trade the lane — entries near the boundary, invalidation outside structure Wedges: watch compression/expansion and breaks + retests (distribution/accumulation often shows here) Triangles: plan edges, not the middle — compression → expansion is the point This script gives structure. You still decide execution rules (entry trigger, invalidation, targets). 👑 King Solomon Lens (Short + Relevant) This is market warfare, so we move by discernment: “The simple believes every word, but the prudent gives thought to his steps.” — Proverbs 14:15 How that maps to this indicator: Don’t believe the move because it’s loud — believe structure that’s validated. Let the pattern define edges + invalidation (thoughtful steps). Use filtered alerts / MTF / strength / traps as “prudence,” not hype. 🧑‍🏫 BK / AK AK is honor — my mentor’s standard: patience, clean execution, no gambling. BK AK-Warfare Formations — where formation meets judgment, and judgment meets execution. 🙏
Pine Script®指標
由Ki11a_B提供
STM VSA | Session HIGH Volume (HV) Detector (v1.0)STM VSA | Session HIGH Volume (HV) Detector (v1.0) Developed by Smart Trade Mastery Founder: Sir Adeel Sultan ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ INTRODUCTION ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ STM VSA | Session HIGH Volume (HV) Detector is a professional session-based volume analysis tool designed to detect true institutional liquidity spikes inside major trading sessions. Unlike traditional volume indicators that only display raw volume, this system isolates and tracks the highest meaningful participation inside: • Asia Session • London Session • New York Session This provides traders with a structured liquidity detection framework instead of random volume noise. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ CORE CONCEPT ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Markets move when liquidity enters. This indicator identifies when volume expands beyond normal participation within active sessions. Each session is tracked independently. The first candle of every session becomes the baseline reference. A new High Volume (HV) bar is marked only when: ✔ Volume exceeds the current session’s highest volume ✔ Volume is above the defined Minimum Volume Threshold This ensures: • No false HV marking on session open • Clean institutional-style expansion detection • Reliable session-based liquidity identification ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ SESSION STRUCTURE ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ The indicator supports: ✔ Asia Session ✔ London Session ✔ New York Session Each session automatically resets and recalculates its own highest volume reference. This makes it ideal for: • London breakout traders • NY volatility traders • Session-based scalpers • VSA traders ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ TIMEZONE SYSTEM (DST AUTO ADJUST) ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ The indicator includes: • Auto (New York DST) mode • Manual GMT selection (-12 to +14) When Auto mode is selected: The system uses America/New_York timezone which automatically adjusts for summer and winter daylight saving changes. This ensures: • Accurate session timing year-round • No manual timezone correction required ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ COLOR LOGIC EXPLAINED ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ The indicator uses a structured hierarchy: 1️⃣ Low Volume (Below Threshold) → Grey (filters weak participation) 2️⃣ Normal Volume → Bullish Candle = Custom Green (Opacity 55) → Bearish Candle = Custom Red (Opacity 55) 3️⃣ Session HIGH Volume (HV) → Bullish HV = Blue → Bearish HV = Orange This makes it instantly clear where: • Normal activity exists • Noise is filtered • Institutional liquidity enters ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ MINIMUM VOLUME THRESHOLD ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ The Min Volume Threshold allows traders to eliminate low-liquidity candles. If volume is below the selected threshold: → The bar turns Grey → It cannot qualify as Session HV This improves signal quality and reduces false spikes. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ IDEAL USE CASES ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ This indicator is especially powerful for: ✔ VSA Traders ✔ Smart Money Concept Traders ✔ Intraday Traders ✔ Liquidity Sweep Traders ✔ Breakout Traders ✔ Scalpers High Volume near key structure levels often signals: • Accumulation • Distribution • Absorption • Liquidity grabs • Expansion moves ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ HOW TO USE EFFECTIVELY ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Combine with: • Market Structure • Break of Structure (BOS) • Order Blocks • Supply & Demand Zones • Liquidity Pools Session-based volume expansion inside key zones often confirms institutional participation. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ SMART TRADE MASTERY | COMPLETE VSA ECOSYSTEM ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Smart Trade Mastery provides a complete institutional-style VSA Trading System designed for serious traders. Our flagship products include: 1) STM VSA | Climatic Action Bar Indicator 6-in-1 VSA Strategies System 2) STM VSA BOT | 6-in-1 Strategy Engine Automated VSA logic + strategy execution framework These tools are built to provide structured VSA-based trading analysis and execution. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ JOIN OUR OFFICIAL COMMUNITY ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ For VSA learning, Smart Money discussions, session updates, and educational content: WhatsApp Community: chat.whatsapp.com ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ CONTACT / SUPPORT ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ For product access, guidance, and support: WhatsApp: +92 311 3802000 +92 317 9777340 ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ABOUT THE ACADEMY ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Smart Trade Mastery is an advanced trading education academy founded by Sir Adeel Sultan . Our mission is to transform retail traders into disciplined, structured institutional-style market analysts through advanced Volume Spread Analysis. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ DISCLAIMER ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ This indicator is for educational and informational purposes only. It does not constitute financial advice. Trading involves risk. Always apply proper risk management. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ © Smart Trade Mastery | All Rights Reserved Unauthorized redistribution or resale is strictly prohibited.
Pine Script®指標
由STMastery提供
Volume-Based Moving AverageTitle: Volume-Based Moving Average Description: The Volume-Based Moving Average is a versatile tool that calculates price averages based on cumulative traded volume, highlighting the price levels where significant market participation has occurred. By combining volume-weighted averages with slope confirmation, it helps traders detect trending conditions and potential reversals in real time. Key Features: • Volume- Based Average: Computes moving averages based on a volume-period lookback. • Multi-Source Flexibility: Supports different price inputs, including Close, HL2, HLC3, OHLC4, or High & Low, giving traders control over calculation style. • Slope Confirmation: Detects sustained upward or downward trends by confirming slope direction over multiple bars, reducing noise from short-term fluctuations. • Dynamic Coloring: Average lines change color based on trend direction, providing instant visual cues for bullish or bearish momentum. Inputs & Settings: • Target Volume for cumulative calculation • Price Source options (Close, HL2, HLC3, OHLC4, High & Low) • Slope Confirmation Bars to determine sustained trend direction • Color customization based on trend slope Usage: This indicator helps traders: • Identify key price levels supported by high trading volume • Spot emerging bullish or bearish trends based on slope confirmation • Filter out short-term noise in fast-moving markets • Enhance trend-following or volume-based trading strategies • Explore the market from a new, original perspective How to Calibrate: 1. Open your preferred trading timeframe 2. Use the following volume amounts to get a ballpark estimate for your trading speed: 1,000,000; 500,000; 250,000; 100,000; 50,000; 25,000; 10,000; 5,000 3. Adjust to personal preference. Technical Notes: • If the moving average does not adjust and is anchored to candles, the broker you are using may not be providing the volume data needed for this to work. Try switching to a different broker for your instrument. • If the moving average does not show at all, your volume input needs to be reduced (depends on amount of loopback data your broker provides. Again, you may need to check out a different broker if this issue occurs. • Designed for standard OHLC charts; non-standard chart types may produce inconsistent results. • Past signals do not guarantee future market behavior; always combine with proper risk management. • Experiment with volume calibration before using in live trades.
Pine Script®指標
由The_Forex_Steward提供
Timbuktu V - Pulsar TrendTimbuktu V - Pulsar Trend Timbuktu V - Pulsar Trend is a specialized trend-following and market structure indicator designed to pinpoint high-probability reversal points (Lower Highs and Higher Lows) by combining structural analysis with momentum filtering. This script is built for traders who prioritize precision over frequency, using a triple-filter logic to ensure signals align with both the immediate price action and the broader trend. Core Functionality The indicator operates on three layers of confirmation: Market Structure Detection: It identifies pivot points to track the hierarchy of highs and lows. It specifically targets Lower Highs (LH) in bearish setups and Higher Lows (HL) in bullish setups. HMA Trend Filter: To ensure you stay on the right side of the market, the script uses a Hull Moving Average (HMA). Signals are only triggered if the price is trading below the HMA for shorts or above it for longs. Price Action Validation: Unlike standard pivot indicators, the "Pulsar" logic requires the signal candle to close in the direction of the trade (Red candle for LH, Green candle for HL), reducing "fakeouts" during low-volatility periods. Key Features Strict Structural Logic: It doesn't just mark every pivot; it specifically looks for structural shifts (LH/HL) that indicate a trend continuation or a strong pullback entry. Hull MA Integration: Leverages the low-lag nature of the HMA to provide a dynamic trend baseline. Clean Visuals: Simple triangle shapes (Up for Long, Down for Short) keep your charts clean and readable. Fully Alert-Ready: Includes a unified alert condition Entry Pulsar Trend that triggers whenever a valid structural signal is confirmed. Settings & Optimization Pivot Strength / Confirmation: Adjust these to fine-tune how "significant" a high or low must be. Higher values are better for swing trading, while lower values suit scalping. HMA Period: Defaulted to 200 for a macro trend filter, but can be shortened (e.g., 50 or 100) for more aggressive entries. How to Use Long Entry (HL): Look for the Green Triangle. This appears when the market makes a Higher Low above the HMA with a bullish candle close. Short Entry (LH): Look for the Red Triangle. This appears when the market makes a Lower High below the HMA with a bearish candle close. Disclaimer: This indicator is a technical tool and does not guarantee profits. Past performance is not indicative of future results. Always use proper risk management.
Pine Script®指標
由mrossi71提供
[Saga Trading] 6MA Tendance1️⃣ Description : 6MA Tendance is a multi-timeframe moving average framework designed to organize trend structure across several horizons into a single analytical view. Instead of relying on a single crossover, the script combines up to six configurable moving averages and automatically integrates higher timeframe references. This allows traders to observe how short-, medium-, and higher-timeframe structures interact without switching charts. The indicator is designed as a structural context tool, not as a trading signal generator. Its value lies in the organization, multi-timeframe logic, and integrated visual framework that standard standalone moving average indicators do not provide. It helps traders assess alignment, compression, and divergence between different trend layers in a consistent and structured way. 2️⃣ It Includes : • Two Primary Moving Averages (MA 1 & MA 2) Configurable type (EMA, SMA, RMA, HMA) and length, displayed on the current chart timeframe. • Automatic Multi-Timeframe Extension (MA 3–4 & MA 5–6) Optional higher-timeframe moving averages that automatically adapt based on the current chart timeframe. This creates a logical progression of structure across short, intermediate, and higher horizons. • Trend State Visualization A dynamic fill between MA 1 and MA 2 visually represents relative positioning only (no directional implication). This highlights structural alignment or transition phases. • Integrated Multi-Timeframe Table A compact table displays the relative positioning state (Bull/Bear structure) for: Current timeframe First higher timeframe layer Second higher timeframe layer This allows traders to evaluate cross-timeframe structure without opening additional charts. • Full Customization Each MA group can be independently configured in terms of type and length. Table size and position are adjustable. 3️⃣ How to Use? This indicator is not designed to generate buy or sell signals. It should be used as a trend structure and alignment framework. Traders may use it to: • Assess whether different timeframes are structurally aligned or conflicting • Observe compression or expansion between moving averages • Identify structural transitions across horizons • Improve context awareness before making independent trading decisions The information displayed reflects relative positioning only, not probability or direction. This tool should always be used alongside price action and broader market analysis. It is not a standalone trading system.
Pine Script®指標
由KevSagaT提供
MTF Valid High's and Low's (Market Structure) V1What This Indicator Does: MTF Valid Highs and Lows identifies validated swing points across multiple timeframes (1-minute, 5-minute, 15-minute, and 1-hour) and displays them simultaneously on your chart. The indicator uses a validation system that requires price to confirm swing points through break-of-structure (BOS) before marking them as "valid," ensuring only high-quality swing levels are displayed. Validation lines extend from confirmed swing points to show where structural breaks occurred. Why This Script Is Unique and Original: While swing high/low detection exists in many forms, this implementation provides four proprietary features that justify closed-source protection: Break-of-Structure Validation System: Unlike simple pivot detection that marks every swing point, this indicator uses a state-machine validation process requiring price to break a validation level before the next swing is considered confirmed. This eliminates false swings and ensures only structurally significant levels are marked. Multi-Timeframe Precision Alignment: The indicator displays 5M, 15M, and 1H swings on 1-minute charts with exact bar-level accuracy using time boundary verification and magnetic stacking technology. Labels automatically stack vertically when multiple timeframes identify swings at the same price extreme, preventing visual overlap. Dynamic Validation Line Tracking: Each validated swing displays a horizontal line showing exactly where the validation (BOS) occurred, with different line styles per timeframe (dotted for 5M, dashed for 15M, solid for 1H). These validation lines update dynamically and include timeframe labels for easy identification. Native Timeframe Intelligence: The indicator detects your current chart timeframe and renders appropriate signals—native signals on their respective charts (5M on 5M chart, 15M on 15M chart, etc.) and MTF signals when viewing lower timeframes. This creates a seamless multi-timeframe analysis experience. What Makes This Different From Basic Swing Indicators: Most swing detection tools simply mark pivots based on lookback periods or use standard pivot functions. This indicator goes further by: Requiring structural validation (BOS) before confirming swings Displaying multiple timeframes simultaneously with precise alignment Using magnetic stacking to prevent label overlap at extremes Tracking and displaying validation levels with timeframe-specific styling Operating across any chart timeframe while maintaining accuracy The combination of validation logic, multi-timeframe precision, magnetic stacking, and dynamic validation lines creates analysis depth not available in standard pivot indicators. How To Use This Indicator: Symbol Guide (1-Minute Chart): ● (Small circle): 1-minute validated swing ♦ (Diamond): 5-minute validated swing ★ (Star): 15-minute validated swing ▼/▲ (Arrows): 1-hour validated swing Color Guide (Default): Red signals: Validated swing highs (potential resistance) Green signals: Validated swing lows (potential support) Orange/Blue: 5M highs/lows Purple/Yellow: 15M highs/lows Fuchsia/Aqua: 1H highs/lows Validation Lines: Dotted line: 5M validation level (where BOS occurred) Dashed line: 15M validation level Solid line: 1H validation level Lines extend forward with timeframe label (5, 15, 1H) What "Validation" Means: A swing is only marked as "valid" after price breaks a validation level in the opposite direction. For example: After a potential swing high, price must break and close below the validation level (typically a recent bearish candle's high) After a potential swing low, price must break and close above the validation level (typically a recent bullish candle's low) This ensures swings represent actual structural shifts, not just temporary extremes. Trading Applications: Support and Resistance Identification: Valid highs = structural resistance levels Valid lows = structural support levels Higher timeframe swings carry more weight (1H > 15M > 5M > 1M) Entry Strategies: Reversal entries: Enter when price reaches HTF valid swing with rejection confirmation Continuation entries: Enter on pullbacks to LTF valid swings in direction of HTF trend Breakout entries: Enter when price breaks through HTF valid swing with volume Stop Placement: Place stops beyond the nearest HTF valid swing 1H swings for swing trades 15M swings for day trades 5M/1M swings for scalping Multi-Timeframe Confluence: Strongest levels occur where multiple timeframes stack (multiple symbols at same price) Example: 1M + 5M + 15M all marking same swing high = major resistance Magnetic stacking ensures these align vertically for easy identification Trend Analysis: Series of higher valid lows + higher valid highs = uptrend Series of lower valid highs + lower valid lows = downtrend Breaking recent valid swings = potential trend change Settings Overview: Timeframe Toggles: Show/hide 5M, 15M, 1H signals independently Useful for focusing on specific timeframe relationships Validation Line Controls: Show Validation Lines: Master toggle for all validation lines Show 5M Validation on 1M: Toggle 5M validation lines specifically Show 15M Validation on 1M: Toggle 15M validation lines specifically Show 1H Validation on 1M: Toggle 1H validation lines specifically Validation Line Length: How far forward lines extend (default: 20 bars) Color Customization: Each timeframe's high/low colors independently adjustable Validation line colors (valid high/valid low) Full flexibility for personal color schemes Label Size: Tiny, Small, Normal, Large, Huge Default: 1M=Tiny, 5M=Normal, 15M=Large, 1H=Huge Larger timeframes use larger labels for hierarchy Best Practices: Chart Selection: Works best on 1-minute charts for full multi-timeframe view, but functions on any timeframe Confluence Trading: Wait for multiple timeframe swings at same level before trading Validation Awareness: Check validation lines to understand where structural breaks occurred Timeframe Hierarchy: Respect higher timeframe swings over lower timeframe Historical Limits: 1-minute charts have limited history (varies by plan)—use 5-minute charts for deeper back testing. Common Trading Scenarios: Swing High Rejection: Price reaches 15M or 1H valid swing high Rejection candle appears Enter short targeting lower valid swing Swing Low Bounce: Price reaches 15M or 1H valid swing low Bullish reversal candle appears Enter long targeting upper valid swing Validation Break: Price breaks validation line Indicates potential for new swing formation Watch for continuation or reversal Stacked Confluence: Multiple timeframe symbols stack at same extreme Strongest support/resistance zone High-probability reversal area Timeframe-Specific Usage: 1-Minute Chart (Recommended): See all timeframes simultaneously Best for day trading and scalping Full multi-timeframe context 5-Minute Chart: Native 5M signals display More historical data available Good for position day trading 15-Minute Chart: Native 15M signals display Swing trading perspective Cleaner, less frequent signals 1-Hour Chart: Native 1H signals display Position/swing trading Major structural levels only What This Script Does NOT Do: Anticipate future swing locations (shows validated swings only) Provide entry/exit signals (reference framework for analysis) Work equally on all timeframes (optimized for 1M-1H range) Displays unverified swings (requires BOS confirmation) Important Notes: Historical Data Limits: 1-minute charts have limited historical data (varies by TradingView plan) Validation Requirement: Swings only appear AFTER validation—not in real-time at extremes Magnetic Stacking: When multiple timeframes identify swings near same price, labels automatically stack vertically Bar Replay Compatible: Works with bar replay for backtesting strategies Best on liquid instruments (ES, NQ, major equities/crypto)
Pine Script®指標
由reed28提供
Ehlers Roofing Filter - Lite [UTS]Ehlers Roofing Filter — a PineScript v6 implementation of John Ehlers' Roofing Filter from "Cycle Analytics for Traders" (pg. 80–82). CALCULATION The filter is a two-stage process faithful to Ehlers' original design: ◆ High-Pass Filter — removes low-frequency drift using a modified second-order HP filter with coefficients derived from √(1/2) · 2π / hpLength ◆ SuperSmoother (Low-Pass) — smooths the HP output using Ehlers' two-pole Butterworth filter, eliminating high-frequency noise above the Nyquist frequency ◆ Trigger Line — the roofing filter delayed by 2 bars, used as a signal reference The result is a band-pass oscillator that isolates the dominant cycle, centered around zero. SIGNAL MODES ◆ Zero Cross — signals fire when the roofing filter crosses the zero line; best for identifying dominant trend shifts ◆ Trigger Cross — signals fire when the roofing filter crosses its own 2-bar lag; more responsive, catches earlier momentum changes FEATURES ◆ Gradient fill between filter and signal line (color intensity scales with distance) ◆ Directional line coloring: green = bullish, red = bearish ◆ Toggleable signals and fill via settings ◆ Built-in alert conditions for long/short signals
Pine Script®指標
由UberTradingSystems提供
AVMS Swing Pro - Entry/Exit# 🎯 SWING TRADING PRO - QUICK START GUIDE ## 📖 WHAT IS THIS SCRIPT? **Swing Trading Pro** is a comprehensive TradingView indicator that combines: - **Smart Money Concepts** (institutional trading patterns) - **Technical Analysis** (trend, structure, volume) - **Fundamental Analysis** (balance sheet metrics) - **Multi-Timeframe Confirmation** (Daily + 4H alignment) **Purpose**: Identify high-probability swing trade setups with precise entry, stop loss, and profit targets. **Best For**: Daily and 4H timeframes on stocks (NSE/BSE/US markets) --- ## 📊 HOW TO READ THE DASHBOARD The dashboard has **4 columns** and shows all critical information: ``` ┌─────────────────────────────────────────────┐ │ 🎯 SWING PRO │ STATUS │ VALUE │ ACTION │ ├─────────────────────────────────────────────┤ │ ENTRY │ 🟢 BUY │ 70/100│ 🚀 LONG │ ← MOST IMPORTANT! │ Price │ 700.00 │ LONG │ 💰 ENTER │ │ SL │ 650.00 │ 7.1% │ 🛑 STOP │ │ T1 (1:1) │ 750.00 │ 7.1% │ SELL 33% │ │ T2 (1:2) │ 800.00 │ 14.3% │ SELL 33% │ │ T3 (1:3) │ 850.00 │ 21.4% │ EXIT ALL │ ├─────────────────────────────────────────────┤ │ RECO │ BUY │ Score │ ✅ BUY │ │ Fund Score │ ✅ │ 65/100│ ✅ │ │ 📌 ACTION │ Enter 700, SL:650 │ ├─────────────────────────────────────────────┤ │ 📊 SCORE │ FACTOR │ PTS │ OK? │ │ TRD │ BULL │ 15/20 │ ✅ │ │ STR │ BOS │ 20/20 │ ✅ │ │ VOL │ INST │ 15/15 │ ✅ │ │ SQZ │ OFF │ 0/15 │ ❌ │ │ MTF │ ALGN │ 15/15 │ ✅ │ │ FUND │ PASS │ 10/15 │ ✅ │ │ TOTAL │ 70/100 │ SIGNAL│ 🎯 │ ├─────────────────────────────────────────────┤ │ ROCE │ ✅ │ 18% │ >15% │ │ D/E │ ✅ │ 0.8 │ <2.0 │ │ ROE │ ✅ │ 16% │ >15% │ │ PEG │ ✅ │ 1.5 │ <2.0 │ ├─────────────────────────────────────────────┤ │ 📈 TECH │ STATUS │ VAL │ OK? │ │ Trend │ BULL │ 85% │ 📈 │ │ Volume │ INST │ 2.8x │ 🔥 │ │ RSI │ OK │ 58 │ 📊 │ └─────────────────────────────────────────────┘ ``` --- ## 🎯 READ THE DASHBOARD IN 3 STEPS ### **STEP 1: Check ENTRY Row** (Top of dashboard) This is the **MOST IMPORTANT** row! | What You See | Meaning | Action | |--------------|---------|--------| | 🟢 BUY | Fresh BUY signal | ✅ Enter long position | | 🔴 SELL | Fresh SELL signal | ❌ Exit longs / Short | | ⏳ WAIT | No signal yet | ⏸️ Don't trade | **If ENTRY = 🟢 BUY**, proceed to Step 2. **If ENTRY = ⏳ WAIT**, stop here - don't trade yet! --- ### **STEP 2: Check Entry Details** (Next 5 rows) If you see a BUY signal, these rows appear: | Row | What It Shows | Example | What To Do | |-----|---------------|---------|------------| | **Price** | Entry price | 700.00 | Buy at this price | | **SL** | Stop loss | 650.00 (7.1%) | Exit if price hits this | | **T1 (1:1)** | Target 1 | 750.00 (7.1%) | Sell 33% of position | | **T2 (1:2)** | Target 2 | 800.00 (14.3%) | Sell 33% of position | | **T3 (1:3)** | Target 3 | 850.00 (21.4%) | Exit remaining 34% | **Example Trade**: - Buy 100 shares at ₹700 - Stop loss at ₹650 (risk: ₹5,000) - Sell 33 shares at ₹750 (profit: ₹1,650) - Sell 33 shares at ₹800 (profit: ₹3,300) - Sell 34 shares at ₹850 (profit: ₹5,100) - **Total potential profit**: ₹10,050 (Risk/Reward = 1:2) --- ### **STEP 3: Check Score Breakdown** (Understand WHY) The **📊 SCORE** section shows 6 factors (100 points total): | Factor | Max Points | What It Measures | Good Score | |--------|-----------|------------------|------------| | **TRD** (Trend) | 20 | EMA alignment | 15+ | | **STR** (Structure) | 20 | Break of Structure (BOS) | 15+ | | **VOL** (Volume) | 15 | Institutional volume | 10+ | | **SQZ** (Squeeze) | 15 | Bollinger/Keltner squeeze | 10+ | | **MTF** (Multi-TF) | 15 | Higher timeframe alignment | 10+ | | **FUND** (Fundamentals) | 15 | Balance sheet quality | 10+ | **Score Interpretation**: - **75-100** = 🚀 STRONG BUY (exceptional setup) - **60-74** = ✅ BUY (good setup) - **50-59** = ⚠️ MODERATE BUY (contrarian/correction play) - **0-49** = ⏸️ AVOID (wait for better setup) --- ## 🔍 DASHBOARD ABBREVIATIONS ### **Status Indicators** - ✅ = Pass / Good / Aligned - ⚠️ = Partial / Caution - ❌ = Fail / Missing / Avoid - 🟢 = Bullish / Buy - 🔴 = Bearish / Sell - ⏳ = Wait / Building - 📊 = Neutral / Normal ### **Factor Abbreviations** - **TRD** = Trend (EMA alignment) - **STR** = Structure (BOS/CHoCH) - **VOL** = Volume (institutional activity) - **SQZ** = Squeeze (Bollinger + Keltner) - **MTF** = Multi-Timeframe confirmation - **FUND** = Fundamentals (balance sheet) - **D/E** = Debt-to-Equity ratio - **SL** = Stop Loss - **T1/T2/T3** = Targets 1, 2, 3 ### **Volume Status** - **INST** = Institutional (2.5x+ average) - **HIGH** = High volume (1.5-2.5x) - **AVG** = Average volume (1.0-1.5x) - **LOW** = Below average ### **Trend Status** - **BULL** = Perfect bullish trend (all EMAs aligned) - **3EMA** = Strong trend (3 EMAs aligned) - **WEAK** = Developing trend - **NONE** = No clear trend ### **Structure Status** - **BOS** = Break of Structure (happening now) - **RCNT** = Recent BOS (last 10 bars) - **20H** = Breaking 20-bar high - **NONE** = No structure break --- ## 📋 QUICK DECISION FLOWCHART ``` START ↓ Check ENTRY row ↓ ┌─────────────────────────────────────┐ │ Is it 🟢 BUY? │ └─────────────────────────────────────┘ ↓ YES ↓ NO ↓ ↓ Check Score ⏸️ WAIT - Don't Trade ↓ ┌─────────────────────────────────────┐ │ Score 60+? │ └─────────────────────────────────────┘ ↓ YES ↓ NO (50-59) ↓ ↓ Check Fundamentals ⚠️ Contrarian Play ↓ (Higher Risk) ┌─────────────────────────────────────┐ │ Fund Score ✅? │ └─────────────────────────────────────┘ ↓ YES ↓ NO ↓ ↓ ✅ ENTER TRADE ⚠️ Technical Only ↓ (Skip if conservative) ↓ Use Price, SL, T1/T2/T3 from dashboard ↓ DONE ``` --- ## 🎯 REAL EXAMPLE WALKTHROUGH ### **Example: SUPRIYA Stock** **Dashboard Shows**: ``` ENTRY │ 🟢 BUY │ 70/100 │ 🚀 LONG Price │ 700.00 │ LONG │ 💰 ENTER SL │ 650.00 │ 7.1% │ 🛑 STOP T1 (1:1) │ 750.00 │ 7.1% │ SELL 33% T2 (1:2) │ 800.00 │ 14.3% │ SELL 33% T3 (1:3) │ 850.00 │ 21.4% │ EXIT ALL TOTAL │ 70/100 │ SIGNAL │ 🎯 ``` **How to Read**: 1. ✅ **ENTRY = 🟢 BUY** → Fresh buy signal active 2. ✅ **Score = 70/100** → Good quality setup 3. ✅ **Entry = 700** → Buy at current price 4. ✅ **SL = 650** → Exit if drops 7.1% 5. ✅ **Targets defined** → Clear profit plan **Trading Decision**: - **Action**: BUY at ₹700 - **Risk**: ₹50 per share (7.1%) - **Reward**: ₹50 (T1), ₹100 (T2), ₹150 (T3) - **Risk/Reward**: 1:3 (excellent!) **Why BUY?**: - Fresh structure break (STR = 20/20) - Institutional volume (VOL = 15/15) - Bullish trend (TRD = 15/20) - Good fundamentals (FUND = 10/15) --- ## ❌ WHAT NOT TO DO ### **Common Mistakes**: 1. **❌ Trading on Score Alone** - Don't buy just because score is 80/100 - **Always check ENTRY row first!** - High score + ⏳ WAIT = Don't trade 2. **❌ Ignoring Stop Loss** - Always use the SL shown in dashboard - Never trade without stop loss - SL protects you from big losses 3. **❌ Skipping Fundamentals** - Check Fund Score row - Avoid stocks with ❌ fundamentals - Weak fundamentals = higher risk 4. **❌ Trading on Lower Timeframes** - Use Daily or 4H timeframe only - 1H/15min may give false signals - Lower timeframes = more noise 5. **❌ Chasing Extended Moves** - If ENTRY = ⏳ WAIT, don't force a trade - Wait for fresh signal - Patience = better entries --- ## ✅ BEST PRACTICES ### **Before Trading**: 1. ✅ Check ENTRY row = 🟢 BUY 2. ✅ Verify Score ≥ 60 3. ✅ Check Fund Score = ✅ 4. ✅ Note SL and Targets 5. ✅ Calculate position size (risk 1-2% of capital) ### **During Trade**: 1. ✅ Set stop loss immediately 2. ✅ Take partial profits at T1, T2, T3 3. ✅ Trail stop loss after T1 hit 4. ✅ Don't exit early (let targets work) ### **After Trade**: 1. ✅ Review what worked/didn't work 2. ✅ Track win rate and R:R ratio 3. ✅ Adjust position sizing if needed --- ## 🔧 SETTINGS QUICK REFERENCE ### **Recommended Settings**: ``` ✅ Enable Fundamental Filter: ON ✅ Multi-TF Entry Confirmation: ON ❌ Squeeze Momentum Detection: OFF (saves memory) ❌ Volume Profile Analysis: OFF (saves memory) ✅ Show Dashboard: ON ✅ Show Entry Labels: ON ✅ Show Stop Loss Lines: ON ``` ### **Timeframes**: - ✅ **Daily**: Best (lowest memory, clearest signals) - ✅ **4H**: Good (more frequent signals) - ⚠️ **1H**: Okay (higher memory usage) - ❌ **15min**: Avoid (too much noise, memory issues) --- ## 🎯 SUMMARY CHECKLIST **Before Every Trade, Check**: - ENTRY row shows 🟢 BUY - Score is 60+ (70+ is better) - Fund Score shows ✅ - SL is defined and reasonable - Targets are clear (T1/T2/T3) - Chart shows fresh breakout - Volume is high (INST or HIGH) - You understand the risk (SL %) **If ALL boxes checked** → ✅ ENTER TRADE **If ANY box unchecked** → ⏸️ WAIT --- ## 📞 QUICK HELP **Q: Score is 80 but says AVOID?** A: Check ENTRY row - if it's ⏳ WAIT, don't trade. High score doesn't mean "buy now". **Q: What if Fund Score is ❌?** A: Higher risk. Only trade if score is 70+ and you accept the risk. **Q: Can I use on intraday?** A: Not recommended. Script is designed for swing trading (Daily/4H). **Q: What if there's no SL shown?** A: No active signal. Wait for ENTRY = 🟢 BUY. **Q: How long to hold?** A: Until T3 is hit or SL is triggered. Typically 1-4 weeks. --- **For detailed documentation, see MASTER.md** **Happy Swing Trading! 🎯**
Pine Script®指標
由sampathshivams提供
MTF LineReg PRO (Pivot, Fibo, Heatmap)MTF LineReg PRO (Pivot, Fibo, Heatmap) 1. Pine Script v6 – Fully utilizes version 6 with clear modular structure and well-commented code. 2. Inputs Grouped – Inputs for Linear Regression, Pivot/Fibo levels, colors, UI, and signal size are cleanly grouped. 3. Non-Repainting MTF – Multi-timeframe Linear Regression signals use shift and lookahead_on to avoid repainting and ensure robust backtesting. 4. Trend Detection – Bullish/Bearish trend logic based on fast vs. slow Linear Regression with cross detection. 5. Pivot & Fibo Calculation – Dynamically calculates pivot highs/lows and Fibonacci levels (38.2, 50, 61.8). 6. Signal Conditions – Buy/sell signals consider trend, pivot, Fibonacci 50%, candle direction, and valid data. 7. Animated Heatmap – Pivot and Fibonacci levels’ colors pulsate based on price proximity for instant visual feedback. 8. Flexible Signal Plotting – Multiple sizes for signals (Tiny → Huge), fully customizable with color inputs. 9. Dynamic Status Table – Table displays trend, pivot, Fibonacci levels, and signal status with color-coded cells for clarity. 10. Robust & Readable – Clean structure, reliable MTF logic, visually intuitive, ready for institutional-style usage with minor optimizations possible.
Pine Script®指標
由Psychotrader4提供
AI-Powered Support & Resistance levelsAI-Powered Support & Resistance Levels Overview This indicator automatically detects key support and resistance zones using a proprietary machine learning clustering algorithm applied directly to historical price action. Instead of static lines or manual drawings, the tool analyzes where price has historically concentrated and reacted — letting the data define the levels. How It Works Data Collection — Gathers relevant price extremes from bullish and bearish candles within a configurable lookback window (default: 500 bars). Adaptive Zone Detection — A built-in optimization routine automatically determines the ideal number of zones by evaluating grouping quality across multiple configurations and selecting the most meaningful result. Intelligent Clustering — An unsupervised learning algorithm groups price points into clusters, surfacing the levels where the market showed the strongest historical reactions. Dynamic Zone Rendering — Zones are displayed with volatility-adjusted height and strength-based opacity: 🔴 Red zones = Resistance (above current price) 🟢 Green zones = Support (below current price) Each zone displays its upper and lower boundary prices . Stronger zones appear more prominent on the chart. Key Features Fully adaptive — Zone count is determined algorithmically, not hardcoded. Flexible lookback — Match to your trading style: Full-history mode — Analyze up to 5000 bars for broader structural context. Manual zone adjustment — Add extra zones beyond the auto-detected optimum. Clean visuals — Color-coded, labeled, and volatility-scaled for any instrument and timeframe. Recommended lookback settings: ⚡ Scalpers: 50–150 bars 📊 Day Traders: 150–300 bars 📈 Swing Traders: 300–500 bars 💼 Position Traders: 500–2000 bars Underlying Principles The indicator uses an unsupervised clustering technique — a category of machine learning that finds natural groupings in data without predefined labels. Applied to price data, it reveals where the market has concentrated activity, uncovering hidden support and resistance that traditional fixed-level methods may miss. The number of zones is not arbitrary — a built-in optimization process evaluates multiple configurations and selects the one that best balances detail and clarity. Zone dimensions are dynamically scaled to current market volatility , ensuring they remain proportional and readable across any asset and timeframe. ⚠️ Important Notes This is a technical analysis tool , not a signal generator. Zones represent areas of interest — always apply your own analysis and risk management. Past price reactions at identified zones do not guarantee future behavior. Settings should be tested and adapted to your own trading approach. You can copy-paste this directly into the TradingView script description field. All **bold** → , all emphasis → , lists use / , and no markdown is used.
Pine Script®指標
由hajrashidimadfx提供
QMF- Market Structure & Signal Suite [BullByte]QUANTUM MOMENTUM FUSION - Market Structure and Signal Suite OVERVIEW Quantum Momentum Fusion is a comprehensive market analysis framework built around a multi-dimensional momentum oscillator. This indicator was designed to give traders a complete analytical workspace in a single tool, combining momentum measurement, market structure identification, trendline analysis, divergence detection, and multi-timeframe context into one unified system. The core philosophy behind QMF is that successful trading decisions come from understanding multiple aspects of market behavior simultaneously, not from relying on any single indicator or signal. The oscillator serves as the analytical foundation, and every other component builds upon it to create a complete picture of current market conditions. This description will walk through each component of the indicator, explaining what it measures, why that information matters, and how to interpret what you see on the chart. Whether you are an experienced trader familiar with oscillator analysis or newer to technical indicators, each section aims to make the concepts accessible and practical. THE QUANTUM ENGINE: UNDERSTANDING THE CORE OSCILLATOR (why its original and not a mashup) At the heart of this indicator is the Quantum Momentum Fusion oscillator, displayed in its own pane below the price chart. Unlike traditional oscillators that measure a single aspect of price behavior, the QMF oscillator synthesizes four distinct market dimensions into one unified reading. WHAT IS AN OSCILLATOR For those less familiar with the term, an oscillator is a technical indicator that fluctuates between defined boundaries, typically showing whether an asset is experiencing strong buying pressure, strong selling pressure, or neutral conditions. The QMF oscillator moves between 0 and 100, with 50 representing the neutral midpoint. When the oscillator is high (above 70), it suggests the market has experienced significant upward momentum and may be approaching exhaustion. When low (below 30), it suggests the market has experienced significant downward momentum and may be due for a bounce. The space between these extremes represents normal market fluctuation. THE FOUR DIMENSIONS What makes the QMF oscillator different from standard momentum indicators is that it combines four separate measurements into its calculation. Each dimension captures a different aspect of market behavior: VELOCITY DIMENSION This measures how quickly momentum itself is changing. Think of it like acceleration in a car. Knowing the car is moving forward (direction) is useful, but knowing whether the driver is pressing the accelerator or the brake (acceleration) tells you what is likely to happen next. The velocity dimension calculates the rate of change of the rate of change, providing early warning when momentum is about to shift direction. In practical terms, this can show momentum weakening before price actually reverses. Why it matters: Price can continue in one direction for a while even after the underlying momentum starts to fade. By measuring acceleration, you can identify potential turning points earlier than with simple momentum indicators. How it appears: This dimension is calculated internally and combined with the others. You do not see it separately, but its effect shows in the oscillator responding earlier to momentum shifts. VOLUME DIMENSION This measures price movement weighted by trading volume. A price move accompanied by high volume has different significance than the same price move on low volume. High volume suggests conviction and participation from larger traders. Low volume suggests the move may lack follow-through. The volume dimension multiplies price change by a volume ratio (current volume compared to average volume), giving greater weight to moves that have volume confirmation behind them. Why it matters: Volume often precedes price. Strong volume on a move suggests institutional participation and increases the probability that the move will continue. Weak volume on a move suggests it may be easily reversed. How it appears: Moves with strong volume conviction will push the oscillator more definitively, while low-volume moves will have muted effect on the reading. VOLATILITY DIMENSION This normalizes price movement against the current volatility environment. Markets go through periods of high volatility (large price swings) and low volatility (small price swings). A 1% move during a low volatility period is more significant than a 1% move during a high volatility period. The volatility dimension divides price change by Average True Range (ATR), which measures typical price range. This tells you whether current movement is significant relative to what is normal for this market right now. Why it matters: Without volatility normalization, the oscillator would react the same way to all price moves regardless of context. By adjusting for volatility, the oscillator identifies moves that are genuinely significant versus normal noise within the current regime. How it appears: During quiet markets, smaller price moves can still register as significant if they exceed normal volatility. During volatile markets, the oscillator will not overreact to moves that are within expected range. SESSION DIMENSION This tracks where price is positioned relative to the session Volume Weighted Average Price (VWAP). VWAP represents the average price at which trading has occurred during the session, weighted by volume. Institutional traders often use VWAP as a benchmark for fair value. When price is consistently above VWAP, it suggests buyers are willing to pay above average prices, indicating accumulation. When price is consistently below VWAP, it suggests sellers are accepting below average prices, indicating distribution. Why it matters: VWAP positioning provides insight into whether institutional traders are likely accumulating or distributing. Price repeatedly returning to and bouncing from VWAP can indicate support, while price repeatedly failing at VWAP can indicate resistance. How it appears: The session dimension contributes bullish readings when price maintains above VWAP and bearish readings when price maintains below VWAP. ADAPTIVE WEIGHTING The four dimensions are combined using configurable weights, and the system can operate in Adaptive Mode. When Adaptive Mode is enabled, the indicator automatically adjusts its sensitivity based on the current volatility regime. During high volatility periods, sensitivity increases to capture larger moves. During low volatility periods, sensitivity decreases to filter out noise. This means the oscillator adapts to changing market conditions without requiring manual adjustment. READING THE OSCILLATOR: DISPLAY MODES AND ZONES The QMF oscillator can be displayed in four different visual formats. Each shows the same underlying data but presents it differently based on trader preference. ENERGY CANDLES This mode displays the oscillator as candlestick-style candles. Just as price candles show open, high, low, and close for price, energy candles show these values for the QMF oscillator. Green candles indicate the oscillator closed higher than it opened (bullish momentum). Red candles indicate the oscillator closed lower than it opened (bearish momentum). The body size shows how much the oscillator moved during the period. Larger bodies indicate stronger momentum conviction. This format is useful for traders who are comfortable reading candlestick patterns and want to apply similar visual analysis to the oscillator. QMF LINE This mode displays the oscillator as a traditional line chart with a signal line overlay. The main QMF line shows current momentum. The signal line is a smoothed average of the QMF that helps identify direction changes. When the QMF line is above the signal line, momentum is bullish. When below, momentum is bearish. Crossovers between the two lines can indicate momentum shifts. This format is familiar to traders who use indicators like MACD and prefer clean line-based visualization. IMPULSE BARS This mode displays the oscillator as a histogram centered on the 50 midline. Bars above 50 indicate bullish momentum, bars below 50 indicate bearish momentum. Bar height shows momentum strength. The color intensity changes based on momentum direction. Bars that are increasing in the bullish direction show brighter color. Bars that are decreasing show muted color. This makes it easy to see momentum acceleration and deceleration at a glance. HEIKIN FLOW This mode applies Heikin-Ashi smoothing to the energy candles. Heikin-Ashi is a Japanese technique that averages price data to create smoother trends with fewer reversals. The result is cleaner visual trends that are easier to follow, though with slightly more lag than standard energy candles. This format is useful for identifying sustained momentum moves without getting distracted by minor fluctuations. OSCILLATOR ZONES Regardless of display mode, the oscillator pane includes horizontal reference lines that define important zones: Midline at 50: The neutral point. When the oscillator is above 50, overall momentum is bullish. When below 50, overall momentum is bearish. Overbought level at 70: When the oscillator crosses above this level, the market is showing strong bullish momentum. However, this also means prices have risen significantly and bearish reversal probability increases the longer the oscillator stays elevated. Oversold level at 30: When the oscillator crosses below this level, the market is showing strong bearish momentum. However, this also means prices have fallen significantly and bullish reversal probability increases. Extreme overbought at 85: Maximum bullish exhaustion. At this level, almost all short-term buying pressure has been expended. Reversal probability is high. Extreme oversold at 15: Maximum bearish exhaustion. At this level, almost all short-term selling pressure has been expended. Reversal probability is high. Understanding these zones helps you assess the current market condition before looking at any other indicator components. MARKET STRUCTURE: DYNAMIC SUPPORT AND RESISTANCE The second major component of the indicator is market structure analysis through dynamic support and resistance levels. Unlike price-based support and resistance, these levels are calculated directly on the oscillator. WHAT ARE OSCILLATOR-BASED S/R LEVELS When the QMF oscillator reaches a high point and then reverses lower, that high point becomes a resistance level on the oscillator. When the oscillator reaches a low point and then reverses higher, that low point becomes a support level. These levels represent momentum thresholds that the market has previously found difficult to exceed. They answer the question: At what momentum reading has the oscillator historically reversed? WHY THIS MATTERS Oscillator support and resistance provides different information than price support and resistance. Price S/R tells you where buyers and sellers have previously entered the market. Oscillator S/R tells you what level of momentum the market has been able to sustain. If the oscillator approaches its resistance level, it suggests momentum is reaching the upper bounds of what has been achievable recently. Either momentum will break through (indicating unusually strong conditions) or it will reverse (indicating normal mean reversion). Similarly, if the oscillator approaches support, it suggests momentum is reaching exhaustion levels that have previously triggered bounces. HOW IT APPEARS ON THE CHART Resistance is displayed as a horizontal red line with a RES label on the oscillator pane. Support is displayed as a horizontal cyan line with a SUP label. These lines update dynamically as new pivots form. When the oscillator breaks through these levels, markers appear: R with up arrow: Resistance level broken, indicating unusually strong bullish momentum S with down arrow: Support level broken, indicating unusually strong bearish momentum R with checkmark: Resistance held, price rejected at this level S with checkmark: Support held, price bounced from this level The dashboard also shows current S/R status: whether the oscillator recently broke resistance, broke support, is currently at resistance, is currently at support, or is in clear space between levels. AUTOMATED TRENDLINES: MOMENTUM TREND STRUCTURE The third major component is automated trendline detection on the oscillator. This identifies trending behavior in momentum itself, separate from price trends. WHAT ARE OSCILLATOR TRENDLINES Just as you can draw trendlines on a price chart connecting swing lows (uptrend) or swing highs (downtrend), the indicator draws trendlines on the oscillator connecting pivot points. Support trendlines connect oscillator pivot lows and project forward with a flat or rising slope. These show upward trending momentum where each pullback finds support at a higher level. Resistance trendlines connect oscillator pivot highs and project forward with a flat or falling slope. These show downward trending momentum where each rally faces resistance at a lower level. WHY THIS MATTERS Price trends and momentum trends do not always align. Price can continue making higher highs while momentum makes lower highs, a condition called bearish divergence. Momentum trendlines help visualize this behavior. When momentum is making higher lows (rising support trendline), it suggests underlying strength even if price is consolidating. When momentum is making lower highs (falling resistance trendline), it suggests underlying weakness even if price is holding. Breaks of these trendlines often precede price moves. If a falling momentum resistance trendline breaks upward, it suggests bearish pressure is releasing and bullish momentum may follow. If a rising momentum support trendline breaks downward, it suggests bullish pressure is failing and bearish momentum may follow. HOW IT APPEARS ON THE CHART Support trendlines appear in blue/cyan, resistance trendlines appear in pink/magenta. Lines extend forward from the most recent pivot point to show projected levels. Small circle markers can optionally appear at each pivot point used to construct the trendlines, helping you verify the anchor points. When the oscillator breaks through a trendline, markers appear: TL with up arrow: Resistance trendline broken upward (bullish breakout) TL with down arrow: Support trendline broken downward (bearish breakdown) Trendline strength is calculated based on three factors: how many pivot points validate the line, how recently it formed, and the angle of the slope. Stronger trendlines have more touches, formed recently, and have moderate slopes. You can filter trendlines by strength to show only the most significant ones. Optional trendline zones can display a shaded area around each trendline rather than just a single line, showing a zone of influence rather than a precise level. DIVERGENCE: WHEN PRICE AND MOMENTUM DISAGREE The fourth major component is divergence detection, which identifies discrepancies between price action and oscillator behavior. WHAT IS DIVERGENCE Divergence occurs when price makes a new high or low, but the oscillator fails to confirm it. This disagreement between price and momentum often precedes reversals. There are four types of divergence: REGULAR BULLISH DIVERGENCE Price makes a lower low (new low point below the previous low), but the oscillator makes a higher low (its low point is above its previous low). This suggests that despite price going lower, selling momentum is actually weakening. The implication is that sellers are losing conviction and a bounce or reversal may be approaching. Visual example: Imagine price drops from 100 to 95, bounces to 97, then drops again to 93. At the same time, the oscillator drops to 25, bounces to 35, then drops only to 30. Price made a lower low (93 vs 95) but the oscillator made a higher low (30 vs 25). This is regular bullish divergence. REGULAR BEARISH DIVERGENCE Price makes a higher high (new high point above the previous high), but the oscillator makes a lower high (its high point is below its previous high). This suggests that despite price going higher, buying momentum is actually weakening. The implication is that buyers are losing conviction and a pullback or reversal may be approaching. HIDDEN BULLISH DIVERGENCE Price makes a higher low (its low point is above its previous low), but the oscillator makes a lower low (new low below its previous low). This occurs during uptrends and suggests the trend will continue. Price is holding higher but momentum briefly dipped further, indicating a temporary pullback within a larger uptrend. HIDDEN BEARISH DIVERGENCE Price makes a lower high (its high point is below its previous high), but the oscillator makes a higher high (new high above its previous high). This occurs during downtrends and suggests the trend will continue. Price is staying lower but momentum briefly spiked higher, indicating a temporary bounce within a larger downtrend. Regular divergence suggests reversal. Hidden divergence suggests continuation. HOW IT APPEARS ON THE CHART When divergence is confirmed, labels appear on the oscillator: BULL DIV: Regular bullish divergence confirmed BEAR DIV: Regular bearish divergence confirmed H-BULL: Hidden bullish divergence confirmed H-BEAR: Hidden bearish divergence confirmed Dotted lines connect the pivot points on the oscillator to show the divergence pattern. Regular divergence uses solid colored lines, hidden divergence uses dashed lines. The dashboard shows divergence status in real-time: CHECKING BULL: A potential bullish divergence pattern is forming but not yet confirmed CHECKING BEAR: A potential bearish divergence pattern is forming but not yet confirmed BULL CONFIRMED: Bullish divergence has been validated BEAR CONFIRMED: Bearish divergence has been validated NONE: No divergence currently active Divergence strength is calculated from the magnitude of the oscillator discrepancy. Only divergences meeting the minimum strength threshold are displayed to filter out minor, less significant patterns. FLOW RIBBONS: VISUALIZING MOMENTUM ALIGNMENT The fifth major component is the Flow Ribbon system, which displays multiple moving averages of the QMF oscillator to visualize momentum trend and alignment. WHAT ARE FLOW RIBBONS Flow ribbons consist of three Exponential Moving Averages (EMAs) applied to the QMF oscillator values. Think of them as smoothed versions of the oscillator at different speeds: Fast Ribbon : Responds quickly to momentum changes, showing recent momentum direction Medium Ribbon: Balances responsiveness with smoothness, showing intermediate momentum Slow Ribbon: Moves slowly and shows longer-term momentum context When these three lines are plotted together with filled area between them, they create a visual ribbon that expands and contracts based on momentum conditions. WHY RIBBON ALIGNMENT MATTERS The relationship between these three averages tells you about momentum structure: BULLISH ALIGNMENT (Fast above Medium above Slow) When the ribbons are stacked with fast on top, medium in middle, and slow on bottom, momentum is aligned bullishly across multiple timeframes. Short-term momentum leads, with medium and long-term momentum confirming. This is the strongest bullish configuration. BEARISH ALIGNMENT (Fast below Medium below Slow) When the ribbons are inverted with fast on bottom, medium in middle, and slow on top, momentum is aligned bearishly across multiple timeframes. Short-term momentum leads downward, with medium and long-term momentum confirming. This is the strongest bearish configuration. MIXED/TRANSITIONING When the ribbons are not properly stacked, momentum is in transition. This often occurs during consolidation, trend changes, or choppy conditions. Trading during mixed ribbon states carries higher uncertainty. RIBBON EXPANSION AND CONTRACTION Beyond alignment, the distance between the fast and slow ribbon provides additional information: EXPANDING RIBBON When the gap between fast and slow ribbon is increasing, momentum is accelerating. In a bullish alignment with expansion, upward momentum is strengthening. In a bearish alignment with expansion, downward momentum is strengthening. Expansion confirms trend conviction. CONTRACTING RIBBON When the gap between fast and slow ribbon is decreasing, momentum is decelerating. The current trend may be losing steam. Contraction often precedes consolidation or reversal. It serves as an early warning that the current move may be exhausting. HOW IT APPEARS ON THE CHART The fast ribbon appears as a thicker line, the slow ribbon as a thinner line. The area between them fills with color: Green fill: Bullish ribbon alignment Red fill: Bearish ribbon alignment Gray fill: Neutral or transitioning state The dashboard shows ribbon state as BULL, BEAR, or NEUT, and indicates whether ribbons are expanding (EXP) or contracting (CON). Ribbon crossovers occur when the fast ribbon crosses the slow ribbon, signaling potential momentum shifts. These crossovers are confirmed only after the bar closes to prevent false signals from intrabar movement. REVERSAL CLOUDS: PROBABILITY ZONES The sixth major component is the Reversal Cloud system, which visualizes zones where momentum reversals have elevated probability. WHAT ARE REVERSAL CLOUDS Reversal clouds are shaded areas around the QMF oscillator that indicate probability zones for mean reversion. They answer the question: How far from average has momentum extended, and what is the probability it will revert? When the oscillator moves far from its normal range, it creates stretched conditions. Like a rubber band pulled to its limit, the probability increases that it will snap back toward center. Reversal clouds visualize these stretched conditions. CLOUD CALCULATION METHODS Five different calculation methods are available, each with different characteristics: DYNAMIC BOLLINGER Uses statistical standard deviation to create bands that adapt to oscillator volatility. When the oscillator is volatile, bands widen. When the oscillator is calm, bands narrow. This method identifies moves that are statistically significant relative to recent oscillator behavior. GOLDEN RATIO Applies Fibonacci proportions (0.214 and 0.786) to the oscillator range. These ratios appear throughout nature and markets. Some traders believe these proportions have psychological significance in market behavior. ADAPTIVE HALO Scales cloud width based on price ATR rather than oscillator volatility. This connects cloud width to actual price volatility, making the clouds wider during volatile price action and narrower during calm periods. VOLATILITY SQUEEZE Uses short-term standard deviation to create bands that contract during low volatility and expand during high volatility. This method is particularly useful for identifying potential breakout conditions when volatility is compressed. ICHIMOKU RSI Applies concepts from Ichimoku Kinko Hyo equilibrium theory to create balanced zones. Uses multiple lookback periods to establish equilibrium levels where the oscillator tends to find balance. HOW TO READ THE CLOUDS The oscillator moves through the cloud area as momentum fluctuates: When QMF enters the upper cloud region, it indicates extended bullish momentum. The higher into the cloud, the greater the probability of bearish reversal through mean reversion. When QMF enters the lower cloud region, it indicates extended bearish momentum. The deeper into the cloud, the greater the probability of bullish reversal through mean reversion. Cloud opacity adjusts based on reversal probability. More opaque coloring indicates higher reversal probability. Subtle coloring indicates lower reversal probability. IMPORTANT UNDERSTANDING Clouds show probability zones, not certainty. Price can remain in extreme zones longer than expected, particularly during strong trends. Clouds are most useful when combined with other components like divergence, S/R breaks, and ribbon alignment rather than used in isolation. MULTI-TIMEFRAME ANALYSIS: SEEING THE BIGGER PICTURE The seventh major component is Multi-Timeframe (MTF) analysis, which calculates QMF values across multiple timeframes to assess momentum alignment at different time perspectives. WHY MULTIPLE TIMEFRAMES MATTER The timeframe you trade on shows only one perspective of market momentum. A bullish signal on a 15-minute chart may occur within a larger bearish trend on the 4-hour chart. Understanding momentum context from higher timeframes helps you assess whether you are trading with or against the larger flow. When multiple timeframes align in the same direction, the probability of a successful trade increases. When timeframes conflict, the situation is more uncertain and requires additional caution. HOW MTF ANALYSIS WORKS The indicator calculates the full QMF oscillator independently on four configurable timeframes. By default, these are set to 5-minute, 15-minute, 60-minute (1 hour), and 240-minute (4 hour), but you can configure them to any timeframes that suit your trading style. For each timeframe, the system determines the current momentum bias: OB - Overbought: QMF above 70, indicating extended bullish momentum that may reverse B+ - Strong Bullish: QMF above 55 and above its signal line, indicating solid bullish momentum B - Bullish: QMF above its signal line, indicating mild bullish momentum N - Neutral: QMF near 50 with no clear direction S - Bearish: QMF below its signal line, indicating mild bearish momentum S+ - Strong Bearish: QMF below 45 and below its signal line, indicating solid bearish momentum OS - Oversold: QMF below 30, indicating extended bearish momentum that may reverse ALIGNMENT SCORING The dashboard displays an alignment score showing how many of the four timeframes agree with each directional bias. This appears as a fraction like 3/4 or 2/4. 4/4 Bullish: All four timeframes show bullish readings - maximum bullish alignment 3/4 Bullish: Three timeframes bullish, one diverging - strong bullish alignment 2/4: Split between bullish and bearish - no clear alignment, use caution 3/4 Bearish: Three timeframes bearish, one diverging - strong bearish alignment 4/4 Bearish: All four timeframes show bearish readings - maximum bearish alignment Higher alignment scores indicate more reliable momentum context. Trading with 3/4 or 4/4 alignment in your favor provides better odds than trading against alignment or during mixed conditions. NON-REPAINTING MTF DATA The multi-timeframe data uses proper request.security settings with lookahead disabled and gaps handled correctly. This ensures the MTF readings you see in backtesting match what you would see in real-time trading, with no future data leakage that could create misleading results. LIVE MOMENTUM SCORING: REAL-TIME MARKET ASSESSMENT The eighth major component is the Live Momentum Scoring system, which provides continuous real-time feedback on current market conditions. WHAT IS LIVE MOMENTUM SCORING Unlike signals which only appear when specific patterns complete, live momentum scores update every bar to show the current balance between bullish and bearish factors. This answers the question: Right now, how do the bullish factors compare to the bearish factors? The system evaluates six categories for each direction and adds up points: ZONE POSITION (0-25 points) Rewards positioning in favorable oscillator zones. Deep oversold positioning adds points to the bullish score. Deep overbought positioning adds points to the bearish score. Extreme zones receive maximum points, moderate zones receive partial points, neutral zones receive zero. DIVERGENCE (0-20 points) Rewards active or forming divergence patterns. Confirmed divergence receives full points. Forming (checking) divergence receives partial credit. No divergence receives zero points. TREND ALIGNMENT (0-20 points) Rewards proper EMA stacking and trend MA positioning. Full bullish EMA stack (fast above medium above slow above trend MA) receives maximum bullish points. Partial alignment receives partial points. MOMENTUM DIRECTION (0-15 points) Rewards current momentum direction and acceleration. Accelerating momentum in the favorable direction receives maximum points. Simple directional momentum receives moderate points. Histogram turning (early reversal signs) receives partial points. RIBBON STATE (0-10 points) Rewards proper ribbon alignment and expansion. Aligned and expanding ribbons receive maximum points. Aligned but contracting ribbons receive moderate points. Mixed ribbons receive zero points. MULTI-TIMEFRAME (0-10 points) Rewards higher timeframe alignment. 4/4 alignment receives maximum points, scaling down as alignment decreases. READING THE LIVE SCORES The dashboard displays current scores for both directions: BULL: Shows bullish score as percentage (0-100) and letter grade (A through D) BEAR: Shows bearish score as percentage (0-100) and letter grade (A through D) BIAS: Shows which direction currently dominates (BULL, BEAR, or NEUTRAL if close) Grade thresholds: A Grade: 70% or higher - Strong momentum factors aligned B Grade: 50-69% - Moderate momentum factors present C Grade: 30-49% - Some momentum factors but incomplete D Grade: Below 30% - Weak or missing momentum factors The dominant bias shows which direction currently has stronger factors. When one side leads by more than 10 points, it shows that direction. Otherwise, it shows NEUTRAL indicating balanced or mixed conditions. WHY LIVE SCORING MATTERS Live scores help you understand current market conditions even when no signal has fired. You can see momentum building or fading in real-time. A rising bullish score suggests conditions are improving for potential long opportunities. A rising bearish score suggests conditions are deteriorating. This continuous feedback helps with: - Anticipating potential signals before they fire - Assessing whether to act on signals that do fire - Understanding why a signal did or did not appear - Monitoring open positions for changing conditions THE DASHBOARD: YOUR ANALYSIS CONTROL CENTER The dashboard provides a comprehensive real-time summary of all indicator components in one organized table. It displays on the price chart using force overlay so it remains visible regardless of which pane you are focused on. DASHBOARD LAYOUT The dashboard can be configured in three detail levels: COMPACT MODE Shows only essential information: QMF value, zone status, S/R status, and volume. Uses minimal screen space for traders who want the indicator to remain unobtrusive. STANDARD MODE Shows balanced detail including QMF values, zone status, last signal information, grade statistics, divergence status, S/R and volume status, live momentum scores, and MTF panel. Suitable for most traders. FULL MODE Shows maximum detail including everything in Standard mode plus EMA structure, ribbon state, volatility regime, signal statistics breakdown, and trendline counts. For traders who want complete information access. DASHBOARD ROWS EXPLAINED Row 1 - HEADER Shows indicator name for identification. Row 2 - QMF VALUES Displays three values: - QMF with directional arrow showing current oscillator value and whether it is rising, falling, or unchanged - SIG showing the signal line value - Histogram value with plus or minus sign showing the difference between QMF and signal line Row 3 - PROGRESS BAR Visual representation of oscillator position from 0 to 100 using text characters. Provides quick visual reference without needing to look at the oscillator pane. Row 4 - ZONE STATUS Text classification of current zone with color coding: - EXTREME OB (red): Oscillator at or above extreme overbought level - OVERBOUGHT (light red): Oscillator in overbought zone - BULLISH (light green): Oscillator above 55 but below overbought - NEUTRAL (gray): Oscillator between 45 and 55 - BEARISH (light red): Oscillator below 45 but above oversold - OVERSOLD (light blue): Oscillator in oversold zone - EXTREME OS (blue): Oscillator at or below extreme oversold level Row 5 - LAST SIGNAL (Standard and Full mode) Shows information about the most recent signal: - Direction and grade (LONG A, SHORT B, etc.) - Bars ago since signal fired - Entry price when signal fired - Current profit/loss from that price level This helps track performance of recent signals and manage any open positions based on them. Row 6 - GRADE STATISTICS (Standard and Full mode) Running count of signals generated: - A: Count of Grade A signals - B: Count of Grade B signals - C: Count of Grade C signals - T: Total signal count This provides perspective on signal frequency and grade distribution over the visible chart period. Row 7 - DIVERGENCE STATUS (Standard and Full mode) Current state of divergence detection: - CHECKING BULL: Bullish divergence pattern forming, not yet confirmed - CHECKING BEAR: Bearish divergence pattern forming, not yet confirmed - BULL CONFIRMED: Bullish divergence validated - BEAR CONFIRMED: Bearish divergence validated - NONE: No divergence currently active Row 8 - S/R AND VOLUME Two pieces of information: - S/R status: Shows R BROKEN (resistance broken upward), S BROKEN (support broken downward), AT RES (testing resistance), AT SUP (testing support), or CLEAR (between levels) - Volume status: Shows HIGH (volume 1.5x or more above average), MID (volume near average), or LOW (volume below average) Row 9 - LIVE MOMENTUM (Standard and Full mode) Real-time momentum scoring: - BULL: Bullish percentage and letter grade - BEAR: Bearish percentage and letter grade - Dominant bias indicator Row 10-11 - MTF PANEL (when enabled, Standard and Full mode) Multi-timeframe status: - Top row shows the four timeframe labels - Bottom row shows the status code for each timeframe (OB, B+, B, N, S, S+, OS) - Final cell shows alignment score as X/4 FULL MODE ADDITIONAL ROWS Structure row: Shows EMA stack status (BULL STACK, BEAR STACK, or relationship between fast and slow) and trend MA position (ABOVE MA or BELOW MA) Stats row: Shows count of long signals, short signals, and active trendlines Ribbon row: Shows ribbon state (BULL, BEAR, NEUT), expansion status (EXP or CON), and volatility regime (H-VOL for high volatility, L-VOL for low volatility, N-VOL for normal) DASHBOARD POSITIONING AND SIZING Position options: Top Left, Top Center, Top Right, Middle Left, Middle Right, Bottom Left, Bottom Center, Bottom Right Size options: Tiny (minimal space), Small (balanced), Normal (maximum readability) Choose a position that does not obscure important price action on your chart and a size that balances readability with space efficiency. HOW SIGNALS EMERGE FROM CONFLUENCE After understanding all the individual components, it becomes clear how signals are generated. Signals in QMF are not arbitrary triggers based on single conditions. They emerge when multiple independent factors align to create confluence. THE PATTERN-BASED APPROACH The signal system uses a hierarchical pattern-based approach. Rather than calculating a score from random factors and labeling it, the system actively hunts for specific predefined pattern combinations. The system first checks for Grade A patterns. If none are found, it checks for Grade B patterns. If none are found, it checks for Grade C patterns. Each grade represents specific combinations of factors that must be present together. GRADE A REQUIREMENTS Grade A patterns require multiple strong factors aligned. Examples of Grade A pattern combinations: Pattern A1 - Perfect Storm Reversal: - Extreme zone positioning (deeply oversold or overbought) - Confirmed regular divergence - Structural break (resistance broken or support broken or trendline broken) - Strong volume conviction (1.3x or higher) - High MTF alignment (3 or more timeframes agreeing) Pattern A2 - Breakout Conviction: - Resistance or support broken - Accelerating momentum in the breakout direction - Full EMA stack aligned - Ribbon aligned and expanding - Strong volume conviction (1.4x or higher) - Good MTF alignment (2 or more timeframes) Pattern A3 - Zone Reversal Multi-Confirmation: - Extreme or standard zone positioning - Regular or hidden divergence confirmed - Active bounce from zone - EMA crossover or MA break in reversal direction - Good MTF alignment (2 or more timeframes) - Volume conviction present (1.2x or higher) All factors in the pattern must be present simultaneously. Missing any single factor disqualifies the Grade A pattern. GRADE B REQUIREMENTS Grade B patterns require fewer but still meaningful confirmations. These patterns fire only when no Grade A pattern is detected: Pattern B1 - Zone with Confirmation: - Oversold or overbought zone positioning - Momentum in reversal direction - Hidden divergence, EMA crossover, or trendline break present - Minimum MTF alignment met Pattern B2 - Divergence with Structure: - Regular or hidden divergence confirmed - Structural break (S/R or trendline or MA) - Momentum confirming direction - Volume at least average Pattern B3 - Clean Trend Continuation: - Above or below trend MA - Ribbon aligned in direction - Oscillator crossed signal line - EMA stack complete GRADE C REQUIREMENTS Grade C patterns require basic confirmations. These patterns fire only when no Grade A or Grade B pattern is detected: Pattern C1 - Early Zone Entry: - Zone positioning or approaching zone - Momentum in expected direction - Oscillator or EMA crossover present Pattern C2 - Momentum Shift: - Histogram turning in expected direction - Oscillator crossover confirmed - Oscillator on expected side of midline SIGNAL QUALITY CONTROLS Beyond pattern detection, several quality controls must be satisfied: COOLDOWN A minimum number of bars must pass between any two signals. This prevents signal clustering during volatile conditions and ensures each signal represents a distinct opportunity. DIRECTION ALTERNATION When enabled, signals must alternate between LONG and SHORT. After a LONG signal, only SHORT signals can fire until direction changes. This prevents multiple consecutive signals in the same direction. PULLBACK REQUIREMENT After a signal fires, the oscillator must retrace a minimum percentage before another same-direction signal can fire. This ensures re-entry signals occur after meaningful pullbacks rather than immediately after the first signal. VOLUME CONFIRMATION (Optional) When enabled, volume must meet minimum threshold relative to average. This filters out signals during low-volume periods when moves may lack follow-through. BAR CONFIRMATION All signals require barstate.isconfirmed, meaning they only fire after the bar closes. This prevents signals from appearing and disappearing during live bar formation, ensuring backtest results match live behavior. A comprehensive example that combines signal generation logic, grading system, with all elements clearly annotated for easy understanding. SETTINGS REFERENCE This section provides a reference for the main configurable settings organized by category. QUANTUM ENGINE SETTINGS Sensitivity (5-50): Primary lookback period for momentum calculations. Lower values respond faster but may include more noise. Higher values smooth the oscillator but increase lag. Default 14 balances responsiveness with stability. Smoothing (1-10): Exponential smoothing applied to final QMF value. Higher values reduce noise, lower values preserve detail. Default 3 provides good noise reduction. Adaptive Mode: When enabled, automatically adjusts sensitivity based on volatility regime. Increases sensitivity during high volatility, decreases during low volatility. Dimension Toggles: Enable or disable each of the four dimensions (Velocity, Volume, Volatility, Session) individually. Useful for customizing the oscillator for specific instruments or conditions. Dimension Weights: Adjust relative contribution of each dimension. Weights are normalized so they do not need to sum to 1.0. Higher weight means that dimension has more influence on the final value. Signal Length: EMA period for the signal line. Lower values make signal line more responsive, higher values make it smoother. DISPLAY SETTINGS Display Mode: Choose between Energy Candles, QMF Line, Impulse Bars, or Heikin Flow visualization. Candle Glow: Adds luminous glow effect around energy candles based on momentum strength. Visually striking but can impact performance on slower systems. Glow Layers: Number of glow layers when candle glow is enabled. More layers create smoother gradient but use more resources. VISUAL SETTINGS Theme: Choose between Tokyo Night (dark blue with vibrant accents), Dracula (purple-grey with high contrast), or Nord (muted arctic tones). Each theme is designed for extended trading sessions. Glow Intensity: Controls transparency of glow effects. Lower values create more visible glows, higher values more subtle. Enable Glow Effects: Master toggle for all glow effects around candles and levels. REVERSAL CLOUD SETTINGS Enable Reversal Clouds: Toggle cloud display on or off. Cloud Style: Choose calculation method (Dynamic Bollinger, Golden Ratio, Adaptive Halo, Volatility Squeeze, Ichimoku RSI). Cloud Transparency: Higher values make clouds more transparent, lower values more visible. Cloud Width: Multiplier for cloud width. Higher values create wider reversal zones. FLOW RIBBON SETTINGS Enable Ribbons: Toggle ribbon display. Fast/Medium/Slow Ribbon: Period for each ribbon EMA. Faster periods respond quicker, slower periods show longer-term trend. DIVERGENCE SETTINGS Enable Divergence: Toggle divergence detection. Pivot Sensitivity: Bars required on each side to confirm pivot point. Higher values detect more significant pivots but may miss shorter-term divergences. Confirmation Bars: Bars to wait after pivot detection before confirming divergence. Min Strength Pct: Minimum divergence strength percentage to display. Higher values filter out weaker divergences. Show Lines: Draw connecting lines between divergence pivots. Min/Max Distance: Range of bars between pivots for valid divergence. SIGNAL SYSTEM SETTINGS Enable Signals: Toggle signal generation. Show Signals: Filter by grade (A Only, A and B, All Grades). Cooldown Bars: Minimum bars between signals. Pullback Required Pct: Percentage pullback needed before same-direction signal. Require Direction Alternation: Force signals to alternate LONG and SHORT. Fast/Slow EMA: Periods for EMA crossover analysis. Trend MA: Period for trend-defining moving average. Min MTF Alignment: Minimum timeframes that must align for higher grades. Require Volume Confirmation: Make volume threshold mandatory for signals. Min Volume Ratio: Minimum volume relative to average when required. TRENDLINE SETTINGS Enable Trendlines: Toggle automated trendline detection. Pivot Left/Right: Bars for pivot detection. Extension Bars: How far to extend lines into future. Min Touch Points: Minimum pivots to validate line. Enable Strength Filter: Filter by calculated strength. Minimum Strength: Threshold for strength filter. Show Trendline Zones: Display shaded zones around lines. Zone Width StdDev: Standard deviation multiplier for zone width. Line Style: Solid, Dashed, or Dotted. Line Width: Thickness in pixels. Show Touch Points: Display circle markers at pivots. Show Strength Labels: Display strength percentage at line end. SUPPORT RESISTANCE SETTINGS Enable S/R: Toggle dynamic S/R display. Pivot Lookback: Period for detecting S/R pivots. DASHBOARD SETTINGS Enable Dashboard: Toggle dashboard display. Position: Screen position (8 options). Size: Tiny, Small, or Normal. Style: Compact, Standard, or Full detail level. MTF Panel: Include or exclude multi-timeframe panel. MTF 1-4: Timeframe selections for MTF analysis. LEVEL SETTINGS Overbought/Oversold: Standard zone thresholds. Extreme OB/OS: Extreme zone thresholds. PRACTICAL EXAMPLE: READING THE COMPLETE PICTURE This example walks through analyzing a chart using all the indicator components together. SCENARIO: You are analyzing a 15-minute chart looking for trading opportunities. STEP 1: ASSESS OSCILLATOR ZONE You look at the QMF oscillator and see it reading 24, which is in the oversold zone. The dashboard confirms this showing OVERSOLD in the zone status. The progress bar shows the oscillator is in the lower portion of its range. Initial assessment: The market has experienced significant selling pressure and is in territory where bullish reversals have elevated probability. STEP 2: CHECK STRUCTURE You look at the dynamic S/R levels. The oscillator recently touched its support level at 22 and bounced. You see an S with checkmark marker indicating support held. The dashboard shows AT SUP status. Assessment update: The oscillator found support at a level that has held before. This adds to the bullish case. STEP 3: EXAMINE TRENDLINES You notice a resistance trendline connecting recent oscillator highs that has been declining. The oscillator is currently approaching this trendline from below. No break has occurred yet. Assessment update: There is overhead resistance that will need to be cleared. A break above would be significant. STEP 4: CHECK DIVERGENCE The dashboard shows BULL CONFIRMED in the divergence status. Looking at the oscillator, you see a BULL DIV label with a dotted line connecting two pivot lows. The oscillator made a higher low while price made a lower low. Assessment update: Confirmed bullish divergence suggests selling momentum is weakening despite price continuing lower. This is a meaningful signal of potential reversal. STEP 5: EVALUATE RIBBONS The ribbons are currently mixed with fast below medium but both above slow. Ribbon fill is gray indicating transitioning state. However, you notice the fast ribbon is turning upward and approaching the medium ribbon from below. Assessment update: Ribbons are not yet aligned bullish, but appear to be transitioning. A bullish crossover may be approaching. STEP 6: CHECK MTF ALIGNMENT The dashboard MTF panel shows: 5m is B+, 15m is B, 1H is N, 4H is S. The alignment shows 2/4 bullish. Assessment update: Lower timeframes support bullish bias, but higher timeframes are neutral or bearish. This is mixed alignment, suggesting caution. Any bullish move may face resistance from higher timeframe sellers. STEP 7: REVIEW LIVE MOMENTUM SCORES Dashboard shows BULL at 52% Grade B, BEAR at 28% Grade D. Dominant bias shows BULL. Assessment update: Bullish factors currently outweigh bearish factors. The score suggests moderate bullish conditions, not yet strong. STEP 8: SYNTHESIS Putting it together: - Oversold zone positioning (bullish factor) - Support held (bullish factor) - Bullish divergence confirmed (strong bullish factor) - Ribbons transitioning but not yet aligned (neutral) - MTF alignment mixed at 2/4 (caution factor) - Live score favors bullish moderately (supporting factor) - Resistance trendline overhead (risk factor) Conclusion: Conditions favor a bullish reversal but with caution warranted due to mixed MTF alignment and overhead resistance. This would not qualify for a Grade A signal due to insufficient MTF alignment. If a signal fires, it would likely be Grade B. STEP 9: SIGNAL FIRES Several bars later, the oscillator crosses above its signal line while still in oversold territory. The EMA fast crosses above EMA slow. A LONG B signal appears at 85% confluence. The signal represents: Oversold positioning plus confirmed divergence plus momentum crossover, meeting Grade B pattern requirements. STEP 10: MONITORING After entry, you monitor the dashboard for changing conditions. Live momentum scores continue rising. The resistance trendline breaks (TL up arrow marker appears). Ribbons align bullish. MTF alignment improves to 3/4 as the 1H turns bullish. The improving conditions confirm the trade thesis. You hold the position as conditions strengthen. ALERTS AVAILABLE 28 alert conditions are available covering all major events. To set up alerts, click the alert icon in TradingView, select this indicator, and choose the desired condition. SIGNAL ALERTS - A-Grade LONG Signal: Highest probability bullish entry - A-Grade SHORT Signal : Highest probability bearish entry - B-Grade LONG Signal: Solid bullish entry - B-Grade SHORT Signal: Solid bearish entry - Any LONG Signal: Any bullish signal regardless of grade - Any SHORT Signal: Any bearish signal regardless of grade DIVERGENCE ALERTS - Regular Bullish Divergence: Classic bullish reversal pattern - Regular Bearish Divergence: Classic bearish reversal pattern - Hidden Bullish Divergence: Bullish continuation pattern - Hidden Bearish Divergence: Bearish continuation pattern - Any Bullish Divergence: Either regular or hidden bullish - Any Bearish Divergence: Either regular or hidden bearish STRUCTURE ALERTS - Trendline Break Up : Resistance trendline broken - Trendline Break Down: Support trendline broken - Resistance Broken: S/R resistance level broken - Support Broken: S/R support level broken CROSSOVER ALERTS - EMA Cross Up : Fast EMA crossed above slow EMA - EMA Cross Down : Fast EMA crossed below slow EMA - Trend MA Break Up: Oscillator crossed above trend MA - Trend MA Break Down: Oscillator crossed below trend MA ZONE ALERTS - Entered Overbought Zone: Oscillator entered overbought - Entered Oversold Zone: Oscillator entered oversold - Entered Extreme Overbought: Oscillator reached extreme overbought - Entered Extreme Oversold: Oscillator reached extreme oversold RIBBON ALERTS - Ribbon Cross Up: Fast ribbon crossed above slow ribbon - Ribbon Cross Down: Fast ribbon crossed below slow ribbon BOUNCE ALERTS - Bounce From Oversold: Active reversal from oversold zone - Bounce From Overbought : Active reversal from overbought zone NON-REPAINTING Structure All visual elements and signals in this indicator are non-repainting: - Signals use barstate.isconfirmed to fire only after bar close - Divergence confirmation waits for pivot validation - Trendline breaks confirm after bar close - S/R breaks confirm after bar close - MTF data uses lookahead off setting - No future data is used in any calculation What you see in backtesting accurately represents what would have appeared in real-time trading. RISK DISCLAIMER This indicator is provided for educational and informational purposes only. It does not constitute financial advice, investment advice, or trading advice. Trading financial instruments involves substantial risk of loss and is not suitable for all investors. Past performance is not indicative of future results. The analysis provided by this indicator should not be relied upon as the sole basis for any trading decision. Before trading: - Understand you may lose some or all of your investment - Never trade with money you cannot afford to lose - Conduct your own research and due diligence - Consider consulting with a qualified financial advisor - Practice with paper trading before risking real capital - Implement proper risk management with recommended maximum 1-2% risk per trade By using this indicator, you acknowledge that you have read and understood this disclaimer and accept full responsibility for your trading decisions.
Pine Script®指標
由BullByte提供
2
Market Regime AnalyzerStatistical regime detection with forward-looking transition probabilities. Combines drift testing, variance ratios, and volume delta to classify markets into 5 regimes and quantify transition probabilities. What Regime Are We In, and What's Likely Next? That's the question this indicator answers with statistical rigor and forward-looking probabilities. The Problem: Most traders classify regimes arbitrarily: "Bull if price > 200 MA" or "Bear if RSI < 30." These rules ignore statistical significance, volume confirmation, and mean reversion patterns. The result? Late entries, false signals, and confusion when markets transition. The Solution: Market Regime Analyzer combines drift detection, variance ratio testing, and volume delta analysis to classify markets into 5 distinct regimes. Then it calculates the probability of transitioning to each regime based on historical patterns. The Benefit: Know not just where you are, but where you're likely going - with probabilities, not guesses. The Five Market Regimes 🟢 Strong Bull (Regime 1) - Statistically significant upward drift (t-stat > 1.96) - Strong buying pressure (volume delta > 0.3) - No mean reversion detected - **Trade:** Trend-following strategies, ride the momentum 🟢 Weak Bull (Regime 2) - Upward drift present - BUT weak volume OR mean reversion detected - **Trade:** Reduce position size, tighten stops, prepare for consolidation ⚪ Consolidation (Regime 3) - No statistically significant drift - Mixed volume signals - Mean reversion likely present - **Trade:** Range-trading, avoid trend-following systems 🔴 Weak Bear (Regime 4) - Downward drift present - BUT weak volume pressure - **Trade:** Cautious shorts, reduce exposure, prepare for bounce 🔴 Strong Bear (Regime 5) - Statistically significant downward drift (t-stat < -1.96) - Strong selling pressure (volume delta < -0.3) - No mean reversion detected - **Trade:** Trend-following shorts, protective puts The Statistical Framework 1. Drift Detection with T-Statistics Instead of guessing if there's a trend, we test it statistically. How it works: - Calculates mean return over lookback period - Standardizes by volatility - Compares to significance threshold (default 1.96 = 95% confidence) What it tells you: - T-stat > 1.96: Statistically significant uptrend - T-stat < -1.96: Statistically significant downtrend - In between: No significant trend (consolidation) Why it matters: Only trades trends that are statistically validated, not just visually apparent. 2. Mean Reversion Testing (Variance Ratio) Based on Lo & MacKinlay (1988) research, this detects when markets are range-bound. How it works: - Compares variance at different time scales - Variance Ratio < 0.8 indicates mean reversion What it tells you: - Mean reversion = NO: Trends can continue - Mean reversion = YES: Expect price to return to mean, not breakout Why it matters: Prevents chasing breakouts in range-bound markets. 3. Volume Delta Analysis Total volume tells you HOW MUCH traded. Volume delta tells you WHO won. How it works: - Buying pressure - Selling pressure = Volume Delta - Normalized to show relative strength What it tells you: - Strong positive delta (>0.3): Buyers in control - Strong negative delta (<-0.3): Sellers in control - Weak delta: No clear winner Why it matters: Price can move up on weak buying or down on weak selling. Volume delta reveals the truth. 4. Transition Probability Matrix Historical regime changes predict future regime changes. How it works: - Tracks every regime transition over last 100 bars (configurable) - Builds probability distribution for next regime - Updates continuously Example: Current: Strong Bull Historical transitions from Strong Bull: - Stayed Strong Bull: 45% - Became Weak Bull: 30% - Became Consolidation: 20% - Became Weak Bear: 4% - Became Strong Bear: 1% What it tells you: Strong Bull has 75% chance of staying bullish (45% + 30%), only 5% chance of bearish turn. Why it matters: Adapts to your specific market's behavior patterns. How to Use This Indicator Strategy Adaptation In Strong Bull/Bear Regimes: - Use trend-following strategies - Wider stops, let winners run - Add to positions on pullbacks - High confidence in directional trades In Weak Bull/Bear Regimes: - Reduce position sizes by 50% - Tighter stops - Take profits earlier - Prepare for regime change In Consolidation: - Switch to range-trading strategies - Avoid trend-following systems - Sell resistance, buy support - Wait for regime change before trend trades Risk Management Position Sizing: - Strong regime + high continuation probability (>60%) = Normal size - Weak regime OR high transition probability = Half size - Consolidation = Quarter size or skip Stop Loss Placement: - Strong regime: Use wider stops (2x ATR) - Weak regime: Tighter stops (1x ATR) - Consolidation: Very tight stops (0.5x ATR) Entry Timing Best entries: - Regime just changed to Strong Bull/Bear - High probability (>50%) of staying in current regime - No divergence signals present - Drift and volume delta aligned Avoid entries: - High probability of regime change - Divergence signals appearing - Mean reversion detected in trending regime - Weak volume despite price movement Reading the Dashboard Current Regime Color-coded for instant recognition: - Dark Green = Strong Bull - Light Green = Weak Bull - Gray = Consolidation - Light Red = Weak Bear - Dark Red = Strong Bear Annualized Drift Expected annual return based on recent trend. - Positive = Upward bias - Negative = Downward bias - Near zero = No directional edge T-Statistic Measures statistical significance of drift. - > 1.96 = 95% confident in uptrend - < -1.96 = 95% confident in downtrend - Between = Not statistically significant Mean Reversion - Yes = Expect price to return to mean (range-bound) - No = Trends can continue (trending market) Volume Pressure Normalized volume delta strength. - > 0.3 = Strong buying - < -0.3 = Strong selling - Near 0 = Balanced Transition Probabilities Shows most likely next regime. - Highest probability = Most likely outcome - Evenly distributed = High uncertainty - Concentrated = High confidence in direction Practical Examples Example 1: Strong Bull with High Continuation Dashboard shows: Current Regime: Strong Bull Drift: +22% annualized T-Stat: 3.2 Mean Reversion: No Volume Pressure: +0.45 Probabilities: → Strong Bull: 50% → Weak Bull: 25% → Consolidation: 20% → Bears: 5% Interpretation: - Strong uptrend (t-stat 3.2 >> 1.96) - No mean reversion = trends can continue - Strong buying pressure (0.45 > 0.3) - 75% chance stays bullish (50% + 25%) Action: - Full position size on long setups - Use trend-following entries - Wider stops (2x ATR) - High conviction trades Example 2: Weak Bull Before Consolidation Dashboard shows: Current Regime: Weak Bull Drift: +8% annualized T-Stat: 1.2 Mean Reversion: Yes Volume Pressure: +0.15 Probabilities: → Strong Bull: 10% → Weak Bull: 30% → Consolidation: 50% → Weak Bear: 10% Interpretation: - Weak drift (t-stat 1.2 < 1.96) - Mean reversion detected = range-bound likely - Weak volume (0.15 < 0.3) - 50% chance of consolidation Action: - Reduce long positions - Tighten stops - Prepare for range-bound trading - Avoid new trend trades Example 3: Regime Transition Alert Previous: Weak Bull Current: Consolidation Volume divergence signal appeared: Price made new high, volume delta weakened Interpretation: - Trend exhausted - Buyers losing control - Regime confirmed the transition Action: - Exit trend-following longs - Switch to range-trading approach - Wait for new regime before new directional trades Settings Guide ### Regime Detection Period (50) Number of bars for statistical calculations. - **30-40:** More responsive, catches changes faster, more regime switches - **50 (default):** Balanced for daily/4H charts - **75-100:** More stable, fewer false regime changes, slower to adapt Transition History Depth (100) How much history to use for probabilities. - **50-75:** Adapts quickly to recent behavior - **100 (default):** Balanced robustness - **150-200:** More stable probabilities, slower to adapt Volume Delta Period (14) Period for volume calculations. - **7-10:** More sensitive to volume shifts - **14 (default):** Standard period - **20-30:** Smoother, less noise Significance Threshold (1.96) T-statistic required for trend classification. - **1.64:** 90% confidence, more trend regimes detected - **1.96 (default):** 95% confidence, balanced - **2.58:** 99% confidence, very conservative, mostly consolidation Best Practices Do: - Wait for regime confirmation (at least 3-5 bars in new regime) - Use probabilities to size positions appropriately - Combine with support/resistance for entries - Respect mean reversion signals - Adapt strategy to current regime Don't: - Trade every regime change immediately - Ignore high transition probabilities - Use trend strategies in consolidation - Override statistical signals with gut feel - Trade against Strong regimes without clear setup Timeframe Recommendations Daily Charts: - Default settings work well - Most reliable regime detection - Best for swing trading 4H Charts: - Use default or slightly higher lookback (60-75) - Good for active swing trading - More regime changes than daily 1H Charts: - Reduce lookback to 30-40 - More noise, use with caution - Better for intraday position trading 15M and below: - Not recommended - Too much noise for statistical validity - Regimes change too frequently Combining with Other Indicators Works Well With: Moving Averages - Use regime for directional bias - MAs for specific entry/exit points Support/Resistance - Regime shows context - S/R shows specific levels - High probability at confluence Volume Profile - Regime shows regime - Profile shows where volume is - Target high-volume nodes RSI/MACD - Regime provides context - Momentum shows entry timing - Combine for higher probability Example Combined Setup Regime: Strong Bull Price: Above 200 MA Level: Pullback to support RSI: Oversold (30) Volume Delta: Still positive Setup: Long entry Reason: Trend intact, healthy pullback, buyers still present Divergence Signals The indicator shows volume divergence warnings: Bearish Divergence (Red Triangle Down) - Price makes new high - Volume delta makes lower high - Warning: Buyers weakening, potential reversal Bullish Divergence (Green Triangle Up) - Price makes new low - Volume delta makes higher low - Warning: Sellers weakening, potential reversal How to use: - Divergence in Strong regime = early warning of regime change - Confirms when regime actually transitions - Don't trade divergence alone, wait for regime confirmation Limitations This Indicator Cannot: **Predict black swan events** - Unexpected news overrides all technical regimes **Work in all markets** - Needs liquid markets with reliable volume data **Guarantee profits** - Probabilities are not certainties **Replace fundamental analysis** - Technical regimes can diverge from fundamentals Works Best: - Liquid markets (major indices, forex, crypto, large-cap stocks) - Daily and 4H timeframes - Combined with other analysis - With proper risk management - In normal market conditions Common Questions "Why did the regime stay consolidation despite strong price move?" The indicator detected mean reversion (variance ratio < 0.8), indicating the move will likely reverse. Or the move wasn't statistically significant (t-stat < 1.96). Trust the statistics over visual appearance. "Probabilities show 30% for each regime. What does that mean?" High uncertainty. The market is at an inflection point. Reduce position sizes and wait for clearer regime formation. "Can I use this for day trading?" Not recommended on timeframes below 1H. Statistical tests need sufficient data. Better suited for swing trading. "Why does this show Strong Bull when my momentum indicators show weakness?" Momentum can weaken while the trend remains statistically significant. The indicator focuses on drift and volume, not momentum. Consider it a different perspective. Technical Notes Volume Delta Approximation Uses OHLCV data to approximate order flow: - Buy volume ≈ Volume on up-closes - Sell volume ≈ Volume on down-closes - Delta = Buy - Sell **Note:** Real order flow (from futures or Level 2) is more precise. This approximation works well on liquid markets. Statistical Tests Drift T-Test: - Null hypothesis: No drift (mean return = 0) - Reject if |t-stat| > threshold - Based on standard hypothesis testing Variance Ratio: - Compares 2-period variance to 1-period variance - Ratio = 1 for random walk - Ratio < 1 for mean reversion - Threshold of 0.8 based on empirical testing Transition Probability Implementation Due to Pine Script v5 limitations (no native 2D arrays), the 5×5 transition matrix is stored as a flat 1D array of 25 elements: - Position maps to index: `row × 5 + col` - Example: Transition from Regime 2 to Regime 4 is at index `1 × 5 + 3 = 8` - Laplace smoothing (0.1) prevents zero probabilities - Row sums normalized to calculate probabilities This approach is computationally efficient and maintains statistical accuracy. No Repainting All calculations confirmed on bar close. Regime changes appear when the bar closes, not during formation. Historical analysis is accurate. Alert Conditions Regime Change - Triggers when regime transitions to any new state - Message shows new regime number (1-5) Bearish Divergence - Triggers when price makes new high but volume delta doesn't confirm Bullish Divergence - Triggers when price makes new low but volume delta doesn't confirm Disclaimer FOR EDUCATIONAL PURPOSES ONLY This indicator uses statistical methods to analyze market regimes. It does not predict the future or guarantee trading success. Markets are probabilistic, not deterministic. A 70% probability of staying bullish means 30% chance of regime change. Always use proper risk management. Past regime transitions do not guarantee future transitions. Market structure can change. Statistical relationships can break down. Never risk more than you can afford to lose. Use stop losses on every trade. Test thoroughly before live trading. Consult a qualified financial advisor. © 2026 | Open Source Statistical rigor meets practical application
Pine Script®指標
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Bifurcation Zone - CAEBifurcation Zone — Cognitive Adversarial Engine (BZ-CAE) Bifurcation Zone — CAE (BZ-CAE) is a next-generation divergence detection system enhanced by a Cognitive Adversarial Engine that evaluates both sides of every potential trade before presenting signals. Unlike traditional divergence indicators that show every price-oscillator disagreement regardless of context, BZ-CAE applies comprehensive market-state intelligence to identify only the divergences that occur in favorable conditions with genuine probability edges. The system identifies structural bifurcation points — critical junctures where price and momentum disagree, signaling potential reversals or continuations — then validates these opportunities through five interconnected intelligence layers: Trend Conviction Scoring , Directional Momentum Alignment , Multi-Factor Exhaustion Modeling , Adversarial Validation , and Confidence Scoring . The result is a selective, context-aware signal system that filters noise and highlights high-probability setups. This is not a "buy the arrow" indicator. It's a decision support framework that teaches you how to read market state, evaluate divergence quality, and make informed trading decisions based on quantified intelligence rather than hope. What Sets BZ-CAE Apart: Technical Architecture The Problem With Traditional Divergence Indicators Most divergence indicators operate on a simple rule: if price makes a higher high and RSI makes a lower high, show a bearish signal. If price makes a lower low and RSI makes a higher low, show a bullish signal. This creates several critical problems: Context Blindness : They show counter-trend signals in powerful trends that rarely reverse, leading to repeated losses as you fade momentum. Signal Spam : Every minor price-oscillator disagreement generates an alert, overwhelming you with low-quality setups and creating analysis paralysis. No Quality Ranking : All signals are treated identically. A marginal divergence in choppy conditions receives the same visual treatment as a high-conviction setup at a major exhaustion point. Single-Sided Evaluation : They ask "Is this a good long?" without checking if the short case is overwhelmingly stronger, leading you into obvious bad trades. Static Configuration : You manually choose RSI 14 or Stochastic 14 and hope it works, with no systematic way to validate if that's optimal for your instrument. BZ-CAE's Solution: Cognitive Adversarial Intelligence BZ-CAE solves these problems through an integrated five-layer intelligence architecture: 1. Trend Conviction Score (TCS) — 0 to 1 Scale Most indicators check if ADX is above 25 to determine "trending" conditions. This binary approach misses nuance. TCS is a weighted composite metric: Formula : 0.35 × normalize(ADX, 10, 35) + 0.35 × structural_strength + 0.30 × htf_alignment Structural Strength : 10-bar SMA of consecutive directional bars. Captures persistence — are bulls or bears consistently winning? HTF Alignment : Multi-timeframe EMA stacking (20/50/100/200). When all EMAs align in the same direction, you're in institutional trend territory. Purpose : Quantifies how "locked in" the trend is. When TCS exceeds your threshold (default 0.80), the system knows to avoid counter-trend trades unless other factors override. Interpretation : TCS > 0.85: Very strong trend — counter-trading is extremely high risk TCS 0.70-0.85: Strong trend — favor continuation, require exhaustion for reversals TCS 0.50-0.70: Moderate trend — context matters, both directions viable TCS < 0.50: Weak/choppy — reversals more viable, range-bound conditions 2. Directional Momentum Alignment (DMA) — ATR-Normalized Formula : (EMA21 - EMA55) / ATR14 This isn't just "price above EMA" — it's a regime-aware momentum gauge. The same $100 price movement reads completely differently in high-volatility crypto versus low-volatility forex. By normalizing with ATR, DMA adapts its interpretation to current market conditions. Purpose : Quantifies the directional "force" behind current price action. Positive = bullish push, negative = bearish push. Magnitude = strength. Interpretation : DMA > 0.7: Strong bullish momentum — bearish divergences risky DMA 0.3 to 0.7: Moderate bullish bias DMA -0.3 to 0.3: Balanced/choppy conditions DMA -0.7 to -0.3: Moderate bearish bias DMA < -0.7: Strong bearish momentum — bullish divergences risky 3. Multi-Factor Exhaustion Modeling — 0 to 1 Probability Single-metric exhaustion detection (like "RSI > 80") misses complex market states. BZ-CAE aggregates five independent exhaustion signals: Volume Spikes : Current volume versus 50-bar average 2.5x average: 0.25 weight 2.0x average: 0.15 weight 1.5x average: 0.10 weight Divergence Present : The fact that a divergence exists contributes 0.30 weight — structural momentum disagreement is itself an exhaustion signal. RSI Extremes : Captures oscillator climax zones RSI > 80 or < 20: 0.25 weight RSI > 75 or < 25: 0.15 weight Pin Bar Detection : Identifies rejection candles (2:1 wick-to-body ratio, indicating failed breakout attempts): 0.15 weight Extended Runs : Consecutive bars above/below EMA20 without pullback 30+ bars: 0.15 weight (market hasn't paused to consolidate) Total exhaustion score is the sum of all applicable weights, capped at 1.0. Purpose : Detects when strong trends become vulnerable to reversal. High exhaustion can override trend filters, allowing counter-trend trades at genuine turning points that basic indicators would miss. Interpretation : Exhaustion > 0.75: High probability of climax — yellow background shading alerts you visually Exhaustion 0.50-0.75: Moderate overextension — watch for confirmation Exhaustion < 0.50: Fresh move — trend can continue, counter-trend trades higher risk 4. Adversarial Validation — Game Theory Applied to Trading This is BZ-CAE's signature innovation. Before approving any signal, the engine quantifies BOTH sides of the trade simultaneously: For Bullish Divergences , it calculates: Bull Case Score (0-1+) : Distance below EMA20 (pullback quality): up to 0.25 Bullish EMA alignment (close > EMA20 > EMA50): 0.25 Oversold RSI (< 40): 0.25 Volume confirmation (> 1.2x average): 0.25 Bear Case Score (0-1+) : Price below EMA50 (structural weakness): 0.30 Very oversold RSI (< 30, indicating knife-catching): 0.20 Differential = Bull Case - Bear Case If differential < -0.10 (default threshold), the bear case is dominating — signal is BLOCKED or ANNOTATED. For Bearish Divergences , the logic inverts (Bear Case vs Bull Case). Purpose : Prevents trades where you're fighting obvious strength in the opposite direction. This is institutional-grade risk management — don't just evaluate your trade, evaluate the counter-trade simultaneously. Why This Matters : You might see a bullish divergence at a local low, but if price is deeply below major support EMAs with strong bearish momentum, you're catching a falling knife. The adversarial check catches this and blocks the signal. 5. Confidence Scoring — 0 to 1 Quality Assessment Every signal that passes initial filters receives a comprehensive quality score: Formula : 0.30 × normalize(TCS) // Trend context + 0.25 × normalize(|DMA|) // Momentum magnitude + 0.20 × pullback_quality // Entry distance from EMA20 + 0.15 × state_quality // ADX + alignment + structure + 0.10 × divergence_strength // Slope separation magnitude + adversarial_bonus (0-0.30) // Your side's advantage Purpose : Ranks setup quality for filtering and position sizing decisions. You can set a minimum confidence threshold (default 0.35) to ensure only quality setups reach your chart. Interpretation : Confidence > 0.70: Premium setup — consider increased position size Confidence 0.50-0.70: Good quality — standard size Confidence 0.35-0.50: Acceptable — reduced size or skip if conservative Confidence < 0.35: Marginal — blocked in Filtering mode, annotated in Advisory mode CAE Operating Modes: Learning vs Enforcement Off : Disables all CAE logic. Raw divergence pipeline only. Use for baseline comparison. Advisory : Shows ALL signals regardless of CAE evaluation, but annotates signals that WOULD be blocked with specific warnings (e.g., "Bull: strong downtrend (TCS=0.87)" or "Adversarial bearish"). This is your learning mode — see CAE's decision logic in action without missing educational opportunities. Filtering : Actively blocks low-quality signals. Only setups that pass all enabled gates (Trend Filter, Adversarial Validation, Confidence Gating) reach your chart. This is your live trading mode — trust the system to enforce discipline. CAE Filter Gates: Three-Layer Protection When CAE is enabled, signals must pass through three independent gates (each can be toggled on/off): Gate 1: Strong Trend Filter If TCS ≥ tcs_threshold (default 0.80) And signal is counter-trend (bullish in downtrend or bearish in uptrend) And exhaustion < exhaustion_required (default 0.50) Then: BLOCK signal Logic: Don't fade strong trends unless the move is clearly overextended Gate 2: Adversarial Validation Calculate both bull case and bear case scores If opposing case dominates by more than adv_threshold (default 0.10) Then: BLOCK signal Logic: Avoid trades where you're fighting obvious strength in the opposite direction Gate 3: Confidence Gating Calculate composite confidence score (0-1) If confidence < min_confidence (default 0.35) Then: In Filtering mode, BLOCK signal; in Advisory mode, ANNOTATE with warning Logic: Only take setups with minimum quality threshold All three gates work together. A signal must pass ALL enabled gates to fire. Visual Intelligence System Bifurcation Zones (Supply/Demand Blocks) When a divergence signal fires, BZ-CAE draws a semi-transparent box extending 15 bars forward from the signal pivot: Demand Zones (Bullish) : Theme-colored box (cyan in Cyberpunk, blue in Professional, etc.) labeled "Demand" — marks where smart money likely placed buy orders as price diverged at the low. Supply Zones (Bearish) : Theme-colored box (magenta in Cyberpunk, orange in Professional) labeled "Supply" — marks where smart money likely placed sell orders as price diverged at the high. Theory : Divergences represent institutional disagreement with the crowd. The crowd pushed price to an extreme (new high or low), but momentum (oscillator) is waning, indicating smart money is taking the opposite side. These zones mark order placement areas that become future support/resistance. Use Cases : Exit targets: Take profit when price returns to opposite-side zone Re-entry levels: If price returns to your entry zone, consider adding Stop placement: Place stops just beyond your zone (below demand, above supply) Auto-Cleanup : System keeps the last 20 zones to prevent chart clutter. Adversarial Bar Coloring — Real-Time Market Debate Heatmap Each bar is colored based on the Bull Case vs Bear Case differential: Strong Bull Advantage (diff > 0.3): Full theme bull color (e.g., cyan) Moderate Bull Advantage (diff > 0.1): 50% transparency bull Neutral (diff -0.1 to 0.1): Gray/neutral theme Moderate Bear Advantage (diff < -0.1): 50% transparency bear Strong Bear Advantage (diff < -0.3): Full theme bear color (e.g., magenta) This creates a real-time visual heatmap showing which side is "winning" the market debate. When bars flip from cyan to magenta (or vice versa), you're witnessing a shift in adversarial advantage — a leading indicator of potential momentum changes. Exhaustion Shading When exhaustion score exceeds 0.75, the chart background displays a semi-transparent yellow highlight. This immediate visual warning alerts you that the current move is at high risk of reversal, even if trend indicators remain strong. Visual Themes — Six Aesthetic Options Cyberpunk : Cyan/Magenta/Yellow — High contrast, neon aesthetic, excellent for dark-themed trading environments Professional : Blue/Orange/Green — Corporate color palette, suitable for presentations and professional documentation Ocean : Teal/Red/Cyan — Aquatic palette, calming for extended monitoring sessions Fire : Orange/Red/Coral — Warm aggressive colors, high energy Matrix : Green/Red/Lime — Code aesthetic, homage to classic hacker visuals Monochrome : White/Gray — Minimal distraction, maximum focus on price action All visual elements (signal markers, zones, bar colors, dashboard) adapt to your selected theme. Divergence Engine — Core Detection System What Are Divergences? Divergences occur when price action and momentum indicators disagree, creating structural tension that often resolves in a change of direction: Regular Divergence (Reversal Signal) : Bearish Regular : Price makes higher high, oscillator makes lower high → Potential trend reversal down Bullish Regular : Price makes lower low, oscillator makes higher low → Potential trend reversal up Hidden Divergence (Continuation Signal) : Bearish Hidden : Price makes lower high, oscillator makes higher high → Downtrend continuation Bullish Hidden : Price makes higher low, oscillator makes lower low → Uptrend continuation Both types can be enabled/disabled independently in settings. Pivot Detection Methods BZ-CAE uses symmetric pivot detection with separate lookback and lookforward periods (default 5/5): Pivot High : Bar where high > all highs within lookback range AND high > all highs within lookforward range Pivot Low : Bar where low < all lows within lookback range AND low < all lows within lookforward range This ensures structural validity — the pivot must be a clear local extreme, not just a minor wiggle. Divergence Validation Requirements For a divergence to be confirmed, it must satisfy: Slope Disagreement : Price slope and oscillator slope must move in opposite directions (for regular divs) or same direction with inverted highs/lows (for hidden divs) Minimum Slope Change : |osc_slope| > min_slope_change / 100 (default 1.0) — filters weak, marginal divergences Maximum Lookback Range : Pivots must be within max_lookback bars (default 60) — prevents ancient, irrelevant divergences ATR-Normalized Strength : Divergence strength = min(|price_slope| × |osc_slope| × 10, 1.0) — quantifies the magnitude of disagreement in volatility context Regular divergences receive 1.0× weight; hidden divergences receive 0.8× weight (slightly less reliable historically). Oscillator Options — Five Professional Indicators RSI (Relative Strength Index) : Classic overbought/oversold momentum indicator. Best for: General purpose divergence detection across all instruments. Stochastic : Range-bound %K momentum comparing close to high-low range. Best for: Mean reversion strategies and range-bound markets. CCI (Commodity Channel Index) : Measures deviation from statistical mean, auto-normalized to 0-100 scale. Best for: Cyclical instruments and commodities. MFI (Money Flow Index) : Volume-weighted RSI incorporating money flow. Best for: Volume-driven markets like stocks and crypto. Williams %R : Inverse stochastic looking back over period, auto-adjusted to 0-100. Best for: Reversal detection at extremes. Each oscillator has adjustable length (2-200, default 14) and smoothing (1-20, default 1). You also set overbought (50-100, default 70) and oversold (0-50, default 30) thresholds. Signal Timing Modes — Understanding Repainting BZ-CAE offers two timing policies with complete transparency about repainting behavior: Realtime (1-bar, peak-anchored) How It Works : Detects peaks 1 bar ago using pattern: high > high AND high > high Signal prints on the NEXT bar after peak detection (bar_index) Visual marker anchors to the actual PEAK bar (bar_index - 1, offset -1) Signal locks in when bar CONFIRMS (closes) Repainting Behavior : On the FORMING bar (before close), the peak condition may change as new prices arrive Once bar CLOSES (barstate.isconfirmed), signal is locked permanently This is preview/early warning behavior by design Best For : Active monitoring and immediate alerts Learning the system (seeing signals develop in real-time) Responsive entry if you're watching the chart live Confirmed (lookforward) How It Works : Uses Pine Script's built-in ta.pivothigh() and ta.pivotlow() functions Requires full pivot validation period (lookback + lookforward bars) Signal prints pivot_lookforward bars after the actual peak (default 5-bar delay) Visual marker anchors to the actual peak bar (offset -pivot_lookforward) No Repainting Behavior Best For : Backtesting and historical analysis Conservative entries requiring full confirmation Automated trading systems Swing trading with larger timeframes Tradeoff : Delayed entry by pivot_lookforward bars (typically 5 bars) On a 5-minute chart, this is a 25-minute delay On a 4-hour chart, this is a 20-hour delay Recommendation : Use Confirmed for backtesting to verify system performance honestly. Use Realtime for live monitoring only if you're actively watching the chart and understand pre-confirmation repainting behavior. Signal Spacing System — Anti-Spam Architecture Even after CAE filtering, raw divergences can cluster. The spacing system enforces separation: Three Independent Filters 1. Min Bars Between ANY Signals (default 12): Prevents rapid-fire clustering across both directions If last signal (bull or bear) was within N bars, block new signal Ensures breathing room between all setups 2. Min Bars Between SAME-SIDE Signals (default 24, optional enforcement): Prevents bull-bull or bear-bear spam Separate tracking for bullish and bearish signal timelines Toggle enforcement on/off 3. Min ATR Distance From Last Signal (default 0, optional): Requires price to move N × ATR from last signal location Ensures meaningful price movement between setups 0 = disabled, 0.5-2.0 = typical range for enabled All three filters work independently. A signal must pass ALL enabled filters to proceed. Practical Guidance : Scalping (1-5m) : Any 6-10, Same-side 12-20, ATR 0-0.5 Day Trading (15m-1H) : Any 12, Same-side 24, ATR 0-1.0 Swing Trading (4H-D) : Any 20-30, Same-side 40-60, ATR 1.0-2.0 Dashboard — Real-Time Control Center The dashboard (toggleable, four corner positions, three sizes) provides comprehensive system intelligence: Oscillator Section Current oscillator type and value State: OVERBOUGHT / OVERSOLD / NEUTRAL (color-coded) Length parameter Cognitive Engine Section TCS (Trend Conviction Score) : Current value with emoji state indicator 🔥 = Strong trend (>0.75) 📊 = Moderate trend (0.50-0.75) 〰️ = Weak/choppy (<0.50) Color: Red if above threshold (trend filter active), yellow if moderate, green if weak DMA (Directional Momentum Alignment) : Current value with emoji direction indicator 🐂 = Bullish momentum (>0.5) ⚖️ = Balanced (-0.5 to 0.5) 🐻 = Bearish momentum (<-0.5) Color: Green if bullish, red if bearish Exhaustion : Current value with emoji warning indicator ⚠️ = High exhaustion (>0.75) 🟡 = Moderate (0.50-0.75) ✓ = Low (<0.50) Color: Red if high, yellow if moderate, green if low Pullback : Quality of current distance from EMA20 Values >0.6 are ideal entry zones (not too close, not too far) Bull Case / Bear Case (if Adversarial enabled): Current scores for both sides of the market debate Differential with emoji indicator: 📈 = Bull advantage (>0.2) ➡️ = Balanced (-0.2 to 0.2) 📉 = Bear advantage (<-0.2) Last Signal Metrics Section (New Feature) When a signal fires, this section captures and displays: Signal type (BULL or BEAR) Bars elapsed since signal Confidence % at time of signal TCS value at signal time DMA value at signal time Purpose : Provides a historical reference for learning. You can see what the market state looked like when the last signal fired, helping you correlate outcomes with conditions. Statistics Section Total Signals : Lifetime count across session Blocked Signals : Count and percentage (filter effectiveness metric) Bull Signals : Total bullish divergences Bear Signals : Total bearish divergences Purpose : System health monitoring. If blocked % is very high (>60%), filters may be too strict. If very low (<10%), filters may be too loose. Advisory Annotations When CAE Mode = Advisory, this section displays warnings for signals that would be blocked in Filtering mode: Examples: "Bull spacing: wait 8 bars" "Bear: strong uptrend (TCS=0.87)" "Adversarial bearish" "Low confidence 32%" Multiple warnings can stack, separated by " | ". This teaches you CAE's decision logic transparently. How to Use BZ-CAE — Complete Workflow Phase 1: Initial Setup (First Session) Apply BZ-CAE to your chart Select your preferred Visual Theme (Cyberpunk recommended for visibility) Set Signal Timing to "Confirmed (lookforward)" for learning Choose your Oscillator Type (RSI recommended for general use, length 14) Set Overbought/Oversold to 70/30 (standard) Enable both Regular Divergence and Hidden Divergence Set Pivot Lookback/Lookforward to 5/5 (balanced structure) Enable CAE Intelligence Set CAE Mode to "Advisory" (learning mode) Enable all three CAE filters: Strong Trend Filter , Adversarial Validation , Confidence Gating Enable Show Dashboard , position Top Right, size Normal Enable Draw Bifurcation Zones and Adversarial Bar Coloring Phase 2: Learning Period (Weeks 1-2) Goal : Understand how CAE evaluates market state and filters signals. Activities : Watch the dashboard during signals : Note TCS values when counter-trend signals fail — this teaches you the trend strength threshold for your instrument Observe exhaustion patterns at actual turning points — learn when overextension truly matters Study adversarial differential at signal times — see when opposing cases dominate Review blocked signals (orange X-crosses): In Advisory mode, you see everything — signals that would pass AND signals that would be blocked Check the advisory annotations to understand why CAE would block Track outcomes: Were the blocks correct? Did those signals fail? Use Last Signal Metrics : After each signal, check the dashboard capture of confidence, TCS, and DMA Journal these values alongside trade outcomes Identify patterns: Do confidence >0.70 signals work better? Does your instrument respect TCS >0.85? Understand your instrument's "personality" : Trending instruments (indices, major forex) may need TCS threshold 0.85-0.90 Choppy instruments (low-cap stocks, exotic pairs) may work best with TCS 0.70-0.75 High-volatility instruments (crypto) may need wider spacing Low-volatility instruments may need tighter spacing Phase 3: Calibration (Weeks 3-4) Goal : Optimize settings for your specific instrument, timeframe, and style. Calibration Checklist : Min Confidence Threshold : Review confidence distribution in your signal journal Identify the confidence level below which signals consistently fail Set min_confidence slightly above that level Day trading : 0.35-0.45 Swing trading : 0.40-0.55 Scalping : 0.30-0.40 TCS Threshold : Find the TCS level where counter-trend signals consistently get stopped out Set tcs_threshold at or slightly below that level Trending instruments : 0.85-0.90 Mixed instruments : 0.80-0.85 Choppy instruments : 0.75-0.80 Exhaustion Override Level : Identify exhaustion readings that marked genuine reversals Set exhaustion_required just below the average Typical range : 0.45-0.55 Adversarial Threshold : Default 0.10 works for most instruments If you find CAE is too conservative (blocking good trades), raise to 0.15-0.20 If signals are still getting caught in opposing momentum, lower to 0.07-0.09 Spacing Parameters : Count bars between quality signals in your journal Set min bars ANY to ~60% of that average Set min bars SAME-SIDE to ~120% of that average Scalping : Any 6-10, Same 12-20 Day trading : Any 12, Same 24 Swing : Any 20-30, Same 40-60 Oscillator Selection : Try different oscillators for 1-2 weeks each Track win rate and average winner/loser by oscillator type RSI : Best for general use, clear OB/OS Stochastic : Best for range-bound, mean reversion MFI : Best for volume-driven markets CCI : Best for cyclical instruments Williams %R : Best for reversal detection Phase 4: Live Deployment Goal : Disciplined execution with proven, calibrated system. Settings Changes : Switch CAE Mode from Advisory to Filtering System now actively blocks low-quality signals Only setups passing all gates reach your chart Keep Signal Timing on Confirmed for conservative entries OR switch to Realtime if you're actively monitoring and want faster entries (accept pre-confirmation repaint risk) Use your calibrated thresholds from Phase 3 Enable high-confidence alerts: "⭐ High Confidence Bullish/Bearish" (>0.70) Trading Discipline Rules : Respect Blocked Signals : If CAE blocks a trade you wanted to take, TRUST THE SYSTEM Don't manually override — if you consistently disagree, return to Phase 2/3 calibration The block exists because market state failed intelligence checks Confidence-Based Position Sizing : Confidence >0.70: Standard or increased size (e.g., 1.5-2.0% risk) Confidence 0.50-0.70: Standard size (e.g., 1.0% risk) Confidence 0.35-0.50: Reduced size (e.g., 0.5% risk) or skip if conservative TCS-Based Management : High TCS + counter-trend signal: Use tight stops, quick exits (you're fading momentum) Low TCS + reversal signal: Use wider stops, trail aggressively (genuine reversal potential) Exhaustion Awareness : Exhaustion >0.75 (yellow shading): Market is overextended, reversal risk is elevated — consider early exit or tighter trailing stops even on winning trades Exhaustion <0.30: Continuation bias — hold for larger move, wide trailing stops Adversarial Context : Strong differential against you (e.g., bullish signal with bear diff <-0.2): Use very tight stops, consider skipping Strong differential with you (e.g., bullish signal with bull diff >0.2): Trail aggressively, this is your tailwind Practical Settings by Timeframe & Style Scalping (1-5 Minute Charts) Objective : High frequency, tight stops, quick reversals in fast-moving markets. Oscillator : Type: RSI or Stochastic (fast response to quick moves) Length: 9-11 (more responsive than standard 14) Smoothing: 1 (no lag) OB/OS: 65/35 (looser thresholds ensure frequent crossings in fast conditions) Divergence : Pivot Lookback/Lookforward: 3/3 (tight structure, catch small swings) Max Lookback: 40-50 bars (recent structure only) Min Slope Change: 0.8-1.0 (don't be overly strict) CAE : Mode: Advisory first (learn), then Filtering Min Confidence: 0.30-0.35 (lower bar for speed, accept more signals) TCS Threshold: 0.70-0.75 (allow more counter-trend opportunities) Exhaustion Required: 0.45-0.50 (moderate override) Strong Trend Filter: ON (still respect major intraday trends) Adversarial: ON (critical for scalping protection — catches bad entries quickly) Spacing : Min Bars ANY: 6-10 (fast pace, many setups) Min Bars SAME-SIDE: 12-20 (prevent clustering) Min ATR Distance: 0 or 0.5 (loose) Timing : Realtime (speed over precision, but understand repaint risk) Visuals : Signal Size: Tiny (chart clarity in busy conditions) Show Zones: Optional (can clutter on low timeframes) Bar Coloring: ON (helps read momentum shifts quickly) Dashboard: Small size (corner reference, not main focus) Key Consideration : Scalping generates noise. Even with CAE, expect lower win rate (45-55%) but aim for favorable R:R (2:1 or better). Size conservatively. Day Trading (15-Minute to 1-Hour Charts) Objective : Balance quality and frequency. Standard divergence trading approach. Oscillator : Type: RSI or MFI (proven reliability, volume confirmation with MFI) Length: 14 (industry standard, well-studied) Smoothing: 1-2 OB/OS: 70/30 (classic levels) Divergence : Pivot Lookback/Lookforward: 5/5 (balanced structure) Max Lookback: 60 bars Min Slope Change: 1.0 (standard strictness) CAE : Mode: Filtering (enforce discipline from the start after brief Advisory learning) Min Confidence: 0.35-0.45 (quality filter without being too restrictive) TCS Threshold: 0.80-0.85 (respect strong trends) Exhaustion Required: 0.50 (balanced override threshold) Strong Trend Filter: ON Adversarial: ON Confidence Gating: ON (all three filters active) Spacing : Min Bars ANY: 12 (breathing room between all setups) Min Bars SAME-SIDE: 24 (prevent bull/bear clusters) Min ATR Distance: 0-1.0 (optional refinement, typically 0.5-1.0) Timing : Confirmed (1-bar delay for reliability, no repainting) Visuals : Signal Size: Tiny or Small Show Zones: ON (useful reference for exits/re-entries) Bar Coloring: ON (context awareness) Dashboard: Normal size (full visibility) Key Consideration : This is the "sweet spot" timeframe for BZ-CAE. Market structure is clear, CAE has sufficient data, and signal frequency is manageable. Expect 55-65% win rate with proper execution. Swing Trading (4-Hour to Daily Charts) Objective : Quality over quantity. High conviction only. Larger stops and targets. Oscillator : Type: RSI or CCI (robust on higher timeframes, smooth longer waves) Length: 14-21 (capture larger momentum swings) Smoothing: 1-3 OB/OS: 70/30 or 75/25 (strict extremes) Divergence : Pivot Lookback/Lookforward: 5/5 or 7/7 (structural purity, major swings only) Max Lookback: 80-100 bars (broader historical context) Min Slope Change: 1.2-1.5 (require strong, undeniable divergence) CAE : Mode: Filtering (strict enforcement, premium setups only) Min Confidence: 0.40-0.55 (high bar for entry) TCS Threshold: 0.85-0.95 (very strong trend protection — don't fade established HTF trends) Exhaustion Required: 0.50-0.60 (higher bar for override — only extreme exhaustion justifies counter-trend) Strong Trend Filter: ON (critical on HTF) Adversarial: ON (avoid obvious bad trades) Confidence Gating: ON (quality gate essential) Spacing : Min Bars ANY: 20-30 (substantial separation) Min Bars SAME-SIDE: 40-60 (significant breathing room) Min ATR Distance: 1.0-2.0 (require meaningful price movement) Timing : Confirmed (purity over speed, zero repaint for swing accuracy) Visuals : Signal Size: Small or Normal (clear markers on zoomed-out view) Show Zones: ON (important HTF levels) Bar Coloring: ON (long-term trend awareness) Dashboard: Normal or Large (comprehensive analysis) Key Consideration : Swing signals are rare but powerful. Expect 2-5 signals per month per instrument. Win rate should be 60-70%+ due to stringent filtering. Position size can be larger given confidence. Dashboard Interpretation Reference TCS (Trend Conviction Score) States 0.00-0.50: Weak/Choppy Emoji: 〰️ Color: Green/cyan Meaning: No established trend. Range-bound or consolidating. Both reversal and continuation signals viable. Action: Reversals (regular divs) are safer. Use wider profit targets (market has room to move). Consider mean reversion strategies. 0.50-0.75: Moderate Trend Emoji: 📊 Color: Yellow/neutral Meaning: Developing trend but not locked in. Context matters significantly. Action: Check DMA and exhaustion. If DMA confirms trend and exhaustion is low, favor continuation (hidden divs). If exhaustion is high, reversals are viable. 0.75-0.85: Strong Trend Emoji: 🔥 Color: Orange/warning Meaning: Well-established trend with persistence. Counter-trend is high risk. Action: Require exhaustion >0.50 for counter-trend entries. Favor continuation signals. Use tight stops on counter-trend attempts. 0.85-1.00: Very Strong Trend Emoji: 🔥🔥 Color: Red/danger (if counter-trading) Meaning: Locked-in institutional trend. Extremely high risk to fade. Action: Avoid counter-trend unless exhaustion >0.75 (yellow shading). Focus exclusively on continuation opportunities. Momentum is king here. DMA (Directional Momentum Alignment) Zones -2.0 to -1.0: Strong Bearish Momentum Emoji: 🐻🐻 Color: Dark red Meaning: Powerful downside force. Sellers are in control. Action: Bullish divergences are counter-momentum (high risk). Bearish divergences are with-momentum (lower risk). Size down on longs. -0.5 to 0.5: Neutral/Balanced Emoji: ⚖️ Color: Gray/neutral Meaning: No strong directional bias. Choppy or consolidating. Action: Both directions have similar probability. Focus on confidence score and adversarial differential for edge. 1.0 to 2.0: Strong Bullish Momentum Emoji: 🐂🐂 Color: Bright green/cyan Meaning: Powerful upside force. Buyers are in control. Action: Bearish divergences are counter-momentum (high risk). Bullish divergences are with-momentum (lower risk). Size down on shorts. Exhaustion States 0.00-0.50: Fresh Move Emoji: ✓ Color: Green Meaning: Trend is healthy, not overextended. Room to run. Action: Counter-trend trades are premature. Favor continuation. Hold winners for larger moves. Avoid early exits. 0.50-0.75: Mature Move Emoji: 🟡 Color: Yellow Meaning: Move is aging. Watch for signs of climax. Action: Tighten trailing stops on winning trades. Be ready for reversals. Don't add to positions aggressively. 0.75-0.85: High Exhaustion Emoji: ⚠️ Color: Orange Background: Yellow shading appears Meaning: Move is overextended. Reversal risk elevated significantly. Action: Counter-trend reversals are higher probability. Consider early exits on with-trend positions. Size up on reversal divergences (if CAE allows). 0.85-1.00: Critical Exhaustion Emoji: ⚠️⚠️ Color: Red Background: Yellow shading intensifies Meaning: Climax conditions. Reversal imminent or underway. Action: Aggressive reversal trades justified. Exit all with-trend positions. This is where major turns occur. Confidence Score Tiers 0.00-0.30: Low Quality Color: Red Status: Blocked in Filtering mode Action: Skip entirely. Setup lacks fundamental quality across multiple factors. 0.30-0.50: Moderate Quality Color: Yellow/orange Status: Marginal — passes in Filtering only if >min_confidence Action: Reduced position size (0.5-0.75% risk). Tight stops. Conservative profit targets. Skip if you're selective. 0.50-0.70: High Quality Color: Green/cyan Status: Good setup across most quality factors Action: Standard position size (1.0-1.5% risk). Normal stops and targets. This is your bread-and-butter trade. 0.70-1.00: Premium Quality Color: Bright green/gold Status: Exceptional setup — all factors aligned Visual: Double confidence ring appears Action: Consider increased position size (1.5-2.0% risk, maximum). Wider stops. Larger targets. High probability of success. These are rare — capitalize when they appear. Adversarial Differential Interpretation Bull Differential > 0.3 : Visual: Strong cyan/green bar colors Meaning: Bull case strongly dominates. Buyers have clear advantage. Action: Bullish divergences favored (with-advantage). Bearish divergences face headwind (reduce size or skip). Momentum is bullish. Bull Differential 0.1 to 0.3 : Visual: Moderate cyan/green transparency Meaning: Moderate bull advantage. Buyers have edge but not overwhelming. Action: Both directions viable. Slight bias toward longs. Differential -0.1 to 0.1 : Visual: Gray/neutral bars Meaning: Balanced debate. No clear advantage either side. Action: Rely on other factors (confidence, TCS, exhaustion) for direction. Adversarial is neutral. Bear Differential -0.3 to -0.1 : Visual: Moderate red/magenta transparency Meaning: Moderate bear advantage. Sellers have edge but not overwhelming. Action: Both directions viable. Slight bias toward shorts. Bear Differential < -0.3 : Visual: Strong red/magenta bar colors Meaning: Bear case strongly dominates. Sellers have clear advantage. Action: Bearish divergences favored (with-advantage). Bullish divergences face headwind (reduce size or skip). Momentum is bearish. Last Signal Metrics — Post-Trade Analysis After a signal fires, dashboard captures: Type : BULL or BEAR Bars Ago : How long since signal (updates every bar) Confidence : What was the quality score at signal time TCS : What was trend conviction at signal time DMA : What was momentum alignment at signal time Use Case : Post-trade journaling and learning. Example: "BULL signal 12 bars ago. Confidence: 68%, TCS: 0.42, DMA: -0.85" Analysis : This was a bullish reversal (regular div) with good confidence, weak trend (TCS), but strong bearish momentum (DMA). The bet was that momentum would reverse — a counter-momentum play requiring exhaustion confirmation. Check if exhaustion was high at that time to justify the entry. Track patterns: Do your best trades have confidence >0.65? Do low-TCS signals (<0.50) work better for you? Are you more successful with-momentum (DMA aligned with signal) or counter-momentum? Troubleshooting Guide Problem: No Signals Appearing Symptoms : Chart loads, dashboard shows metrics, but no divergence signals fire. Diagnosis Checklist : Check dashboard oscillator value : Is it crossing OB/OS levels (70/30)? If oscillator stays in 40-60 range constantly, it can't reach extremes needed for divergence detection. Are pivots forming? : Look for local swing highs/lows on your chart. If price is in tight consolidation, pivots may not meet lookback/lookforward requirements. Is spacing too tight? : Check "Last Signal" metrics — how many bars since last signal? If <12 and your min_bars_ANY is 12, spacing filter is blocking. Is CAE blocking everything? : Check dashboard Statistics section — what's the blocked signal count? High blocks indicate overly strict filters. Solutions : Loosen OB/OS Temporarily : Try 65/35 to verify divergence detection works If signals appear, the issue was threshold strictness Gradually tighten back to 67/33, then 70/30 as appropriate Lower Min Confidence : Try 0.25-0.30 (diagnostic level) If signals appear, filter was too strict Raise gradually to find sweet spot (0.35-0.45 typical) Disable Strong Trend Filter Temporarily : Turn off in CAE settings If signals appear, TCS threshold was blocking everything Re-enable and lower TCS_threshold to 0.70-0.75 Reduce Min Slope Change : Try 0.7-0.8 (from default 1.0) Allows weaker divergences through Helpful on low-volatility instruments Widen Spacing : Set min_bars_ANY to 6-8 Set min_bars_SAME_SIDE to 12-16 Reduces time between allowed signals Check Timing Mode : If using Confirmed, remember there's a pivot_lookforward delay (5+ bars) Switch to Realtime temporarily to verify system is working Realtime has no delay but repaints Verify Oscillator Settings : Length 14 is standard but might not fit all instruments Try length 9-11 for faster response Try length 18-21 for slower, smoother response Problem: Too Many Signals (Signal Spam) Symptoms : Dashboard shows 50+ signals in Statistics, confidence scores mostly <0.40, signals clustering close together. Solutions : Raise Min Confidence : Try 0.40-0.50 (quality filter) Blocks bottom-tier setups Targets top 50-60% of divergences only Tighten OB/OS : Use 70/30 or 75/25 Requires more extreme oscillator readings Reduces false divergences in mid-range Increase Min Slope Change : Try 1.2-1.5 (from default 1.0) Requires stronger, more obvious divergences Filters marginal slope disagreements Raise TCS Threshold : Try 0.85-0.90 (from default 0.80) Stricter trend filter blocks more counter-trend attempts Favors only strongest trend alignment Enable ALL CAE Gates : Turn on Trend Filter + Adversarial + Confidence Triple-layer protection Blocks aggressively — expect 20-40% reduction in signals Widen Spacing : min_bars_ANY: 15-20 (from 12) min_bars_SAME_SIDE: 30-40 (from 24) Creates substantial breathing room Switch to Confirmed Timing : Removes realtime preview noise Ensures full pivot validation 5-bar delay filters many false starts Problem: Signals in Strong Trends Get Stopped Out Symptoms : You take a bullish divergence in a downtrend (or bearish in uptrend), and it immediately fails. Dashboard showed high TCS at the time. Analysis : This is INTENDED behavior — CAE is protecting you from low-probability counter-trend trades. Understanding : Check Last Signal Metrics in dashboard — what was TCS when signal fired? If TCS was >0.85 and signal was counter-trend, CAE correctly identified it as high risk Strong trends rarely reverse cleanly without major exhaustion Your losses here are the system working as designed (blocking bad odds) If You Want to Override (Not Recommended) : Lower TCS_threshold to 0.70-0.75 (allows more counter-trend) Lower exhaustion_required to 0.40 (easier override) Disable Strong Trend Filter entirely (very risky) Better Approach : TRUST THE FILTER — it's preventing costly mistakes Wait for exhaustion >0.75 (yellow shading) before counter-trending strong TCS Focus on continuation signals (hidden divs) in high-TCS environments Use Advisory mode to see what CAE is blocking and learn from outcomes Problem: Adversarial Blocking Seems Wrong Symptoms : You see a divergence that "looks good" visually, but CAE blocks with "Adversarial bearish/bullish" warning. Diagnosis : Check dashboard Bull Case and Bear Case scores at that moment Look at Differential value Check adversarial bar colors — was there strong coloring against your intended direction? Understanding : Adversarial catches "obvious" opposing momentum that's easy to miss Example: Bullish divergence at a local low, BUT price is deeply below EMA50, bearish momentum is strong, and RSI shows knife-catching conditions Bull Case might be 0.20 while Bear Case is 0.55 Differential = -0.35, far beyond threshold Block is CORRECT — you'd be fighting overwhelming opposing flow If You Disagree Consistently Review blocked signals on chart — scroll back and check outcomes Did those blocked signals actually work, or did they fail as adversarial predicted? Raise adv_threshold to 0.15-0.20 (more permissive, allows closer battles) Disable Adversarial Validation temporarily (diagnostic) to isolate its effect Use Advisory mode to learn adversarial patterns over 50-100 signals Remember : Adversarial is conservative BY DESIGN. It prevents "obvious" bad trades where you're fighting strong strength the other way. Problem: Dashboard Not Showing or Incomplete Solutions : Toggle "Show Dashboard" to ON in settings Try different dashboard sizes (Small/Normal/Large) Try different positions (Top Left/Right, Bottom Left/Right) — might be off-screen Some sections require CAE Enable = ON (Cognitive Engine section won't appear if CAE is disabled) Statistics section requires at least 1 lifetime signal to populate Check that visual theme is set (dashboard colors adapt to theme) Problem: Performance Lag, Chart Freezing Symptoms : Chart loading is slow, indicator calculations cause delays, pinch-to-zoom lags. Diagnosis : Visual features are computationally expensive, especially adversarial bar coloring (recalculates every bar). Solutions (In Order of Impact) : Disable Adversarial Bar Coloring (MOST EXPENSIVE): Turn OFF "Adversarial Bar Coloring" in settings This is the single biggest performance drain Immediate improvement Reduce Vertical Lines : Lower "Keep last N vertical lines" to 20-30 Or set to 0 to disable entirely Moderate improvement Disable Bifurcation Zones : Turn OFF "Draw Bifurcation Zones" Reduces box drawing calculations Moderate improvement Set Dashboard Size to Small : Smaller dashboard = fewer cells = less rendering Minor improvement Use Shorter Max Lookback : Reduce max_lookback to 40-50 (from 60+) Fewer bars to scan for divergences Minor improvement Disable Exhaustion Shading : Turn OFF "Show Market State" Removes background coloring calculations Minor improvement Extreme Performance Mode : Disable ALL visual enhancements Keep only triangle markers Dashboard Small or OFF Use Minimal theme if available Problem: Realtime Signals Repainting Symptoms : You see a signal appear, but on next bar it disappears or moves. Explanation : Realtime mode detects peaks 1 bar ago: high > high AND high > high On the FORMING bar (before close), this condition can change as new prices arrive Example: At 10:05, high (10:04 bar) was 100, current high is 99 → peak detected At 10:05:30, new high of 101 arrives → peak condition breaks → signal disappears At 10:06 (bar close), final high is 101 → no peak at 10:04 anymore → signal gone permanently This is expected behavior for realtime responsiveness. You get preview/early warning, but it's not locked until bar confirms. Solutions : Use Confirmed Timing : Switch to "Confirmed (lookforward)" mode ZERO repainting — pivot must be fully validated 5-bar delay (pivot_lookforward) What you see in history is exactly what would have appeared live Accept Realtime Repaint as Tradeoff : Keep Realtime mode for speed and alerts Understand that pre-confirmation signals may vanish Only trade signals that CONFIRM at bar close (check barstate.isconfirmed) Use for live monitoring, NOT for backtesting Trade Only After Confirmation : In Realtime mode, wait 1 full bar after signal appears before entering If signal survives that bar close, it's locked This adds 1-bar delay but removes repaint risk Recommendation : Use Confirmed for backtesting and conservative trading. Use Realtime only for active monitoring with full understanding of preview behavior. Risk Management Integration BZ-CAE is a signal generation system, not a complete trading strategy. You must integrate proper risk management: Position Sizing by Confidence Confidence 0.70-1.00 (Premium) : Risk: 1.5-2.0% of account (MAXIMUM) Reasoning: High-quality setup across all factors Still cap at 2% — even premium setups can fail Confidence 0.50-0.70 (High Quality) : Risk: 1.0-1.5% of account Reasoning: Standard good setup Your bread-and-butter risk level Confidence 0.35-0.50 (Moderate Quality) : Risk: 0.5-1.0% of account Reasoning: Marginal setup, passes minimum threshold Reduce size or skip if you're selective Confidence <0.35 (Low Quality) : Risk: 0% (blocked in Filtering mode) Reasoning: Insufficient quality factors System protects you by not showing these Stop Placement Strategies For Reversal Signals (Regular Divergences) : Place stop beyond the divergence pivot plus buffer Bullish : Stop below the divergence low - 1.0-1.5 × ATR Bearish : Stop above the divergence high + 1.0-1.5 × ATR Reasoning: If price breaks the pivot, divergence structure is invalidated For Continuation Signals (Hidden Divergences) : Place stop beyond recent swing in opposite direction Bullish continuation : Stop below recent swing low (not the divergence pivot itself) Bearish continuation : Stop above recent swing high Reasoning: You're trading with trend, allow more breathing room ATR-Based Stops : 1.5-2.0 × ATR is standard Scale by timeframe: Scalping (1-5m): 1.0-1.5 × ATR (tight) Day trading (15m-1H): 1.5-2.0 × ATR (balanced) Swing (4H-D): 2.0-3.0 × ATR (wide) Never Use Fixed Dollar/Pip Stops : Markets have different volatility 50-pip stop on EUR/USD ≠ 50-pip stop on GBP/JPY Always normalize by ATR or pivot structure Profit Targets and Scaling Primary Target : 2-3 × ATR from entry (minimum 2:1 reward-risk) Example : Entry at 100, ATR = 2, stop at 97 (1.5 × ATR) → target at 106 (3 × ATR) = 2:1 R:R Scaling Out Strategy : Take 50% off at 1.5 × ATR (secure partial profit) Move stop to breakeven Trail remaining 50% with 1.0 × ATR trailing stop Let winners run if trend persists Targets by Confidence : High Confidence (>0.70) : Aggressive targets (3-4 × ATR), trail wider (1.5 × ATR) Standard Confidence (0.50-0.70) : Normal targets (2-3 × ATR), standard trail (1.0 × ATR) Low Confidence (0.35-0.50) : Conservative targets (1.5-2 × ATR), tight trail (0.75 × ATR) Use Bifurcation Zones : If opposite-side zone is visible on chart (from previous signal), use it as target Example : Bullish signal at 100, prior supply zone at 110 → use 110 as target Zones mark institutional resistance/support Exhaustion-Based Exits : If you're in a trade and exhaustion >0.75 develops (yellow shading), consider early exit Market is overextended — reversal risk is high Take profit even if target not reached Trade Management by TCS High TCS + Counter-Trend Trade (Risky) : Use very tight stops (1.0-1.5 × ATR) Conservative targets (1.5-2 × ATR) Quick exit if trade doesn't work immediately You're fading momentum — respect it Low TCS + Reversal Trade (Safer) : Use wider stops (2.0-2.5 × ATR) Aggressive targets (3-4 × ATR) Trail with patience Genuine reversal potential in weak trend High TCS + Continuation Trade (Safest) : Standard stops (1.5-2.0 × ATR) Very aggressive targets (4-5 × ATR) Trail wide (1.5-2.0 × ATR) You're with institutional momentum — let it run Educational Value — Learning Machine Intelligence BZ-CAE is designed as a learning platform, not just a tool: Advisory Mode as Teacher Most indicators are binary: signal or no signal. You don't learn WHY certain setups are better. BZ-CAE's Advisory mode shows you EVERY potential divergence, then annotates the ones that would be blocked in Filtering mode with specific reasons: "Bull: strong downtrend (TCS=0.87)" teaches you that TCS >0.85 makes counter-trend very risky "Adversarial bearish" teaches you that the opposing case was dominating "Low confidence 32%" teaches you that the setup lacked quality across multiple factors "Bull spacing: wait 8 bars" teaches you that signals need breathing room After 50-100 signals in Advisory mode, you internalize the CAE's decision logic. You start seeing these factors yourself BEFORE the indicator does. Dashboard Transparency Most "intelligent" indicators are black boxes — you don't know how they make decisions. BZ-CAE shows you ALL metrics in real-time: TCS tells you trend strength DMA tells you momentum alignment Exhaustion tells you overextension Adversarial shows both sides of the debate Confidence shows composite quality You learn to interpret market state holistically, a skill applicable to ANY trading system beyond this indicator. Divergence Quality Education Not all divergences are equal. BZ-CAE teaches you which conditions produce high-probability setups: Quality divergence : Regular bullish div at a low, TCS <0.50 (weak trend), exhaustion >0.75 (overextended), positive adversarial differential, confidence >0.70 Low-quality divergence : Regular bearish div at a high, TCS >0.85 (strong uptrend), exhaustion <0.30 (not overextended), negative adversarial differential, confidence <0.40 After using the system, you can evaluate divergences manually with similar intelligence. Risk Management Discipline Confidence-based position sizing teaches you to adjust risk based on setup quality, not emotions: Beginners often size all trades identically Or worse, size UP on marginal setups to "make up" for losses BZ-CAE forces systematic sizing: premium setups get larger size, marginal setups get smaller size This creates a probabilistic approach where your edge compounds over time. What This Indicator Is NOT Complete transparency about limitations and positioning: Not a Prediction System BZ-CAE does not predict future prices. It identifies structural divergences (price-momentum disagreements) and assesses current market state (trend, exhaustion, adversarial conditions). It tells you WHEN conditions favor a potential reversal or continuation, not WHAT WILL HAPPEN. Markets are probabilistic. Even premium-confidence setups fail ~30-40% of the time. The system improves your probability distribution over many trades — it doesn't eliminate risk. Not Fully Automated This is a decision support tool, not a trading robot. You must: Execute trades manually based on signals Manage positions (stops, targets, trailing) Apply discretionary judgment (news events, liquidity, context) Integrate with your broader strategy and risk rules The confidence scores guide position sizing, but YOU determine final risk allocation based on your account size, risk tolerance, and portfolio context. Not Beginner-Friendly BZ-CAE requires understanding of: Divergence trading concepts (regular vs hidden, reversal vs continuation) Market state interpretation (trend vs range, momentum, exhaustion) Basic technical analysis (pivots, support/resistance, EMAs) Risk management fundamentals (position sizing, stops, R:R) This is designed for intermediate to advanced traders willing to invest time learning the system. If you want "buy the arrow" simplicity, this isn't the tool. Not a Holy Grail There is no perfect indicator. BZ-CAE filters noise and improves signal quality significantly, but: Losing trades are inevitable (even at 70% win rate, 30% still fail) Market conditions change rapidly (yesterday's strong trend becomes today's chop) Black swan events occur (fundamentals override technicals) Execution matters (slippage, fees, emotional discipline) The system provides an EDGE, not a guarantee. Your job is to execute that edge consistently with proper risk management over hundreds of trades. Not Financial Advice BZ-CAE is an educational and analytical tool. All trading decisions are your responsibility. Past performance (backtested or live) does not guarantee future results. Only risk capital you can afford to lose. Consult a licensed financial advisor for investment advice specific to your situation. Ideal Market Conditions Best Performance Characteristics Liquid Instruments : Major forex pairs (EUR/USD, GBP/USD, USD/JPY) Large-cap stocks and index ETFs (SPY, QQQ, AAPL, MSFT) High-volume crypto (BTC, ETH) Major commodities (Gold, Oil, Natural Gas) Reasoning: Clean price structure, clear pivots, meaningful oscillator behavior Trending with Consolidations : Markets that trend for 20-40 bars, then consolidate 10-20 bars, repeat Creates divergences at consolidation boundaries (reversals) and within trends (continuations) Both regular and hidden divs find opportunities 5-Minute to Daily Timeframes : Below 5m: too much noise, false pivots, CAE metrics unstable Above daily: too few signals, edge diminishes (fundamentals dominate) Sweet spot: 15m to 4H for most traders Consistent Volume and Participation : Regular trading sessions (not holidays or thin markets) Predictable volatility patterns Avoid instruments with sudden gaps or circuit breakers Challenging Conditions Extremely Low Liquidity : Penny stocks, exotic forex pairs, low-volume crypto Erratic pivots, unreliable oscillator readings CAE metrics can't assess market state properly Very Low Timeframes (1-Minute or Below) : Dominated by market microstructure noise Divergences are everywhere but meaningless CAE filtering helps but still unreliable Extended Sideways Consolidation : 100+ bars of tight range with no clear pivots Oscillator hugs midpoint (45-55 range) No divergences to detect Fundamentally-Driven Gap Markets : Earnings releases, economic data, geopolitical events Price gaps over stops and targets Technical structure breaks down Recommendation: Disable trading around known events Calculation Methodology — Technical Depth For users who want to understand the math: Oscillator Computation Each oscillator type calculates differently, but all normalize to 0-100: RSI : ta.rsi(close, length) — Standard Relative Strength Index Stochastic : ta.stoch(high, low, close, length) — %K calculation CCI : (ta.cci(hlc3, length) + 100) / 2 — Normalized from -100/+100 to 0-100 MFI : ta.mfi(hlc3, length) — Volume-weighted RSI equivalent Williams %R : ta.wpr(length) + 100 — Inverted stochastic adjusted to 0-100 Smoothing: If smoothing > 1, apply ta.sma(oscillator, smoothing) Divergence Detection Algorithm Identify Pivots : Price high pivot: ta.pivothigh(high, lookback, lookforward) Price low pivot: ta.pivotlow(low, lookback, lookforward) Oscillator high pivot: ta.pivothigh(osc, lookback, lookforward) Oscillator low pivot: ta.pivotlow(osc, lookback, lookforward) Store Recent Pivots : Maintain arrays of last 10 pivots with bar indices When new pivot confirmed, unshift to array, pop oldest if >10 Scan for Slope Disagreements : Loop through last 5 pivots For each pair (current pivot, historical pivot): Check if within max_lookback bars Calculate slopes: (current - historical) / bars_between Regular bearish: price_slope > 0, osc_slope < 0, |osc_slope| > min_threshold Regular bullish: price_slope < 0, osc_slope > 0, |osc_slope| > min_threshold Hidden bearish: price_slope < 0, osc_slope > 0, osc_slope > min_threshold Hidden bullish: price_slope > 0, osc_slope < 0, |osc_slope| > min_threshold Important Disclaimers and Terms Performance Disclosure Past performance, whether backtested or live-traded, does not guarantee future results. Markets change. What works today may not work tomorrow. Hypothetical or simulated performance results have inherent limitations and do not represent actual trading. Risk of Loss Trading involves substantial risk of loss. Only trade with risk capital you can afford to lose entirely. The high degree of leverage often available in trading can work against you as well as for you. Leveraged trading may result in losses exceeding your initial deposit. Not Financial Advice BZ-CAE is an educational and analytical tool for technical analysis. It is not financial advice, investment advice, or a recommendation to buy or sell any security or instrument. All trading decisions are your sole responsibility. Consult a licensed financial advisor for advice specific to your circumstances. Technical Indicator Limitations BZ-CAE is a technical analysis tool based on price and volume data. It does not account for: Fundamental analysis (earnings, economic data, financial health) Market sentiment and positioning Geopolitical events and news Liquidity conditions and market microstructure changes Regulatory changes or exchange rules Integrate with broader analysis and strategy. Do not rely solely on technical indicators for trading decisions. Repainting Acknowledgment As disclosed throughout this documentation: Realtime mode may repaint on forming bars before confirmation (by design for preview functionality) Confirmed mode has zero repainting (fully validated pivots only) Choose timing mode appropriate for your use case. Understand the tradeoffs. Testing Recommendation ALWAYS test on demo/paper accounts before committing real capital. Validate the indicator's behavior on your specific instruments and timeframes. Learn the system thoroughly in Advisory mode before using Filtering mode. Learning Resources : In-indicator tooltips (hover over setting names for detailed explanations) This comprehensive publishing statement (save for reference) User guide in script comments (top of code) Final Word — Philosophy of BZ-CAE BZ-CAE is not designed to replace your judgment — it's designed to enhance it. The indicator identifies structural inflection points (bifurcations) where price and momentum disagree. The Cognitive Engine evaluates market state to determine if this disagreement is meaningful or noise. The Adversarial model debates both sides of the trade to catch obvious bad setups. The Confidence system ranks quality so you can choose your risk appetite. But YOU still execute. YOU still manage risk. YOU still learn from outcomes. This is intelligence amplification, not intelligence replacement. Use Advisory mode to learn how expert traders evaluate market state. Use Filtering mode to enforce discipline when emotions run high. Use the dashboard to develop a systematic approach to reading markets. Use confidence scores to size positions probabilistically. The system provides an edge. Your job is to execute that edge with discipline, patience, and proper risk management over hundreds of trades. Markets are probabilistic. No system wins every trade. But a systematic edge + disciplined execution + proper risk management compounds over time. That's the path to consistent profitability. BZ-CAE gives you the edge. The discipline and risk management are on you. Taking you to school. — Dskyz, Trade with insight. Trade with anticipation.
Pine Script®指標
由DskyzInvestments提供
RSI Overbought/Oversold + Divergence Indicator (new)//@version=5 indicator('CryptoSignalScanner - RSI Overbought/Oversold + Divergence Indicator (new)', //--------------------------------------------------------------------------------------------------------------------------------- //--- Define Colors --------------------------------------------------------------------------------------------------------------- //--------------------------------------------------------------------------------------------------------------------------------- vWhite = #FFFFFF vViolet = #C77DF3 vIndigo = #8A2BE2 vBlue = #009CDF vGreen = #5EBD3E vYellow = #FFB900 vRed = #E23838 longColor = color.green shortColor = color.red textColor = color.white bullishColor = color.rgb(38,166,154,0) //Used in the display table bearishColor = color.rgb(239,83,79,0) //Used in the display table nomatchColor = color.silver //Used in the display table //--------------------------------------------------------------------------------------------------------------------------------------------------------------------- //--- Functions-------------------------------------------------------------------------------------------------------------------------------------------------------- //--------------------------------------------------------------------------------------------------------------------------------------------------------------------- TF2txt(TF) => switch TF "S" => "RSI 1s:" "5S" => "RSI 5s:" "10S" => "RSI 10s:" "15S" => "RSI 15s:" "30S" => "RSI 30s" "1" => "RSI 1m:" "3" => "RSI 3m:" "5" => "RSI 5m:" "15" => "RSI 15m:" "30" => "RSI 30m" "45" => "RSI 45m" "60" => "RSI 1h:" "120" => "RSI 2h:" "180" => "RSI 3h:" "240" => "RSI 4h:" "480" => "RSI 8h:" "D" => "RSI 1D:" "1D" => "RSI 1D:" "2D" => "RSI 2D:" "3D" => "RSI 2D:" "3D" => "RSI 3W:" "W" => "RSI 1W:" "1W" => "RSI 1W:" "M" => "RSI 1M:" "1M" => "RSI 1M:" "3M" => "RSI 3M:" "6M" => "RSI 6M:" "12M" => "RSI 12M:" //--------------------------------------------------------------------------------------------------------------------------------------------------------------------- //--- Show/Hide Settings ---------------------------------------------------------------------------------------------------------------------------------------------- //--------------------------------------------------------------------------------------------------------------------------------------------------------------------- rsiShowInput = input(true, title='Show RSI', group='Show/Hide Settings') maShowInput = input(false, title='Show MA', group='Show/Hide Settings') showRSIMAInput = input(true, title='Show RSIMA Cloud', group='Show/Hide Settings') rsiBandShowInput = input(true, title='Show Oversold/Overbought Lines', group='Show/Hide Settings') rsiBandExtShowInput = input(true, title='Show Oversold/Overbought Extended Lines', group='Show/Hide Settings') rsiHighlightShowInput = input(true, title='Show Oversold/Overbought Highlight Lines', group='Show/Hide Settings') DivergenceShowInput = input(true, title='Show RSI Divergence Labels', group='Show/Hide Settings') //--------------------------------------------------------------------------------------------------------------------------------------------------------------------- //--- Table Settings -------------------------------------------------------------------------------------------------------------------------------------------------- //--------------------------------------------------------------------------------------------------------------------------------------------------------------------- rsiShowTable = input(true, title='Show RSI Table Information box', group="RSI Table Settings") rsiTablePosition = input.string(title='Location', defval='middle_right', options= , group="RSI Table Settings", inline='1') rsiTextSize = input.string(title=' Size', defval='small', options= , group="RSI Table Settings", inline='1') rsiShowTF1 = input(true, title='Show TimeFrame1', group="RSI Table Settings", inline='tf1') rsiTF1 = input.timeframe("15", title=" Time", group="RSI Table Settings", inline='tf1') rsiShowTF2 = input(true, title='Show TimeFrame2', group="RSI Table Settings", inline='tf2') rsiTF2 = input.timeframe("60", title=" Time", group="RSI Table Settings", inline='tf2') rsiShowTF3 = input(true, title='Show TimeFrame3', group="RSI Table Settings", inline='tf3') rsiTF3 = input.timeframe("240", title=" Time", group="RSI Table Settings", inline='tf3') rsiShowTF4 = input(true, title='Show TimeFrame4', group="RSI Table Settings", inline='tf4') rsiTF4 = input.timeframe("D", title=" Time", group="RSI Table Settings", inline='tf4') rsiShowHist = input(true, title='Show RSI Historical Columns', group="RSI Table Settings", tooltip='Show the information of the 2 previous closed candles') //--------------------------------------------------------------------------------------------------------------------------------------------------------------------- //--- RSI Input Settings ---------------------------------------------------------------------------------------------------------------------------------------------- //--------------------------------------------------------------------------------------------------------------------------------------------------------------------- rsiSourceInput = input.source(close, 'Source', group='RSI Settings') rsiLengthInput = input.int(14, minval=1, title='RSI Length', group='RSI Settings', tooltip='Here we set the RSI lenght') rsiColorInput = input.color(#26a69a, title="RSI Color", group='RSI Settings') rsimaColorInput = input.color(#ef534f, title="RSIMA Color", group='RSI Settings') rsiBandColorInput = input.color(#787B86, title="RSI Band Color", group='RSI Settings') rsiUpperBandExtInput = input.int(title='RSI Overbought Extended Line', defval=80, minval=50, maxval=100, group='RSI Settings') rsiUpperBandInput = input.int(title='RSI Overbought Line', defval=70, minval=50, maxval=100, group='RSI Settings') rsiLowerBandInput = input.int(title='RSI Oversold Line', defval=30, minval=0, maxval=50, group='RSI Settings') rsiLowerBandExtInput = input.int(title='RSI Oversold Extended Line', defval=20, minval=0, maxval=50, group='RSI Settings') //--------------------------------------------------------------------------------------------------------------------------------------------------------------------- //--- MA Input Settings ----------------------------------------------------------------------------------------------------------------------------------------------- //--------------------------------------------------------------------------------------------------------------------------------------------------------------------- maTypeInput = input.string("EMA", title="MA Type", options= , group="MA Settings") maLengthInput = input.int(14, title="MA Length", group="MA Settings") maColorInput = input.color(color.yellow, title="MA Color", group='MA Settings') //#7E57C2 //--------------------------------------------------------------------------------------------------------------------------------------------------------------------- //--- Divergence Input Settings --------------------------------------------------------------------------------------------------------------------------------------- //--------------------------------------------------------------------------------------------------------------------------------------------------------------------- lbrInput = input(title="Pivot Lookback Right", defval=2, group='RSI Divergence Settings') lblInput = input(title="Pivot Lookback Left", defval=2, group='RSI Divergence Settings') lbRangeMaxInput = input(title="Max of Lookback Range", defval=10, group='RSI Divergence Settings') lbRangeMinInput = input(title="Min of Lookback Range", defval=2, group='RSI Divergence Settings') plotBullInput = input(title="Plot Bullish", defval=true, group='RSI Divergence Settings') plotHiddenBullInput = input(title="Plot Hidden Bullish", defval=true, group='RSI Divergence Settings') plotBearInput = input(title="Plot Bearish", defval=true, group='RSI Divergence Settings') plotHiddenBearInput = input(title="Plot Hidden Bearish", defval=true, group='RSI Divergence Settings') //--------------------------------------------------------------------------------------------------------------------------------------------------------------------- //--- RSI Calculation ------------------------------------------------------------------------------------------------------------------------------------------------- //--------------------------------------------------------------------------------------------------------------------------------------------------------------------- rsi = ta.rsi(rsiSourceInput, rsiLengthInput) rsiprevious = rsi = request.security(syminfo.tickerid, rsiTF1, [rsi, rsi , rsi ], lookahead=barmerge.lookahead_on) = request.security(syminfo.tickerid, rsiTF2, [rsi, rsi , rsi ], lookahead=barmerge.lookahead_on) = request.security(syminfo.tickerid, rsiTF3, [rsi, rsi , rsi ], lookahead=barmerge.lookahead_on) = request.security(syminfo.tickerid, rsiTF4, [rsi, rsi , rsi ], lookahead=barmerge.lookahead_on) //--------------------------------------------------------------------------------------------------------------------------------------------------------------------- //--- MA Calculation ------------------------------------------------------------------------------------------------------------------------------------------------- //--------------------------------------------------------------------------------------------------------------------------------------------------------------------- ma(source, length, type) => switch type "SMA" => ta.sma(source, length) "Bollinger Bands" => ta.sma(source, length) "EMA" => ta.ema(source, length) "SMMA (RMA)" => ta.rma(source, length) "WMA" => ta.wma(source, length) "VWMA" => ta.vwma(source, length) rsiMA = ma(rsi, maLengthInput, maTypeInput) rsiMAPrevious = rsiMA //--------------------------------------------------------------------------------------------------------------------------------------------------------------------- //--- Stoch RSI Settings + Calculation -------------------------------------------------------------------------------------------------------------------------------- //--------------------------------------------------------------------------------------------------------------------------------------------------------------------- showStochRSI = input(false, title="Show Stochastic RSI", group='Stochastic RSI Settings') smoothK = input.int(title="Stochastic K", defval=3, minval=1, maxval=10, group='Stochastic RSI Settings') smoothD = input.int(title="Stochastic D", defval=4, minval=1, maxval=10, group='Stochastic RSI Settings') lengthRSI = input.int(title="Stochastic RSI Lenght", defval=14, minval=1, group='Stochastic RSI Settings') lengthStoch = input.int(title="Stochastic Lenght", defval=14, minval=1, group='Stochastic RSI Settings') colorK = input.color(color.rgb(41,98,255,0), title="K Color", group='Stochastic RSI Settings', inline="1") colorD = input.color(color.rgb(205,109,0,0), title="D Color", group='Stochastic RSI Settings', inline="1") StochRSI = ta.rsi(rsiSourceInput, lengthRSI) k = ta.sma(ta.stoch(StochRSI, StochRSI, StochRSI, lengthStoch), smoothK) //Blue Line d = ta.sma(k, smoothD) //Red Line //--------------------------------------------------------------------------------------------------------------------------------------------------------------------- //--- Divergence Settings ------------------------------------------------------------------------------------------------------------------------------------------ //--------------------------------------------------------------------------------------------------------------------------------------------------------------------- bearColor = color.red bullColor = color.green hiddenBullColor = color.new(color.green, 50) hiddenBearColor = color.new(color.red, 50) //textColor = color.white noneColor = color.new(color.white, 100) osc = rsi plFound = na(ta.pivotlow(osc, lblInput, lbrInput)) ? false : true phFound = na(ta.pivothigh(osc, lblInput, lbrInput)) ? false : true _inRange(cond) => bars = ta.barssince(cond == true) lbRangeMinInput <= bars and bars <= lbRangeMaxInput //--------------------------------------------------------------------------------------------------------------------------------------------------------------------- //--- Define Plot & Line Colors --------------------------------------------------------------------------------------------------------------------------------------- //--------------------------------------------------------------------------------------------------------------------------------------------------------------------- rsiColor = rsi >= rsiMA ? rsiColorInput : rsimaColorInput //--------------------------------------------------------------------------------------------------------------------------------------------------------------------- //--- Plot Lines ------------------------------------------------------------------------------------------------------------------------------------------------------ //--------------------------------------------------------------------------------------------------------------------------------------------------------------------- // Create a horizontal line at a specific price level myLine = line.new(bar_index , 75, bar_index, 75, color = color.rgb(187, 14, 14), width = 2) bottom = line.new(bar_index , 50, bar_index, 50, color = color.rgb(223, 226, 28), width = 2) mymainLine = line.new(bar_index , 60, bar_index, 60, color = color.rgb(13, 154, 10), width = 3) hline(50, title='RSI Baseline', color=color.new(rsiBandColorInput, 50), linestyle=hline.style_solid, editable=false) hline(rsiBandExtShowInput ? rsiUpperBandExtInput : na, title='RSI Upper Band', color=color.new(rsiBandColorInput, 10), linestyle=hline.style_dashed, editable=false) hline(rsiBandShowInput ? rsiUpperBandInput : na, title='RSI Upper Band', color=color.new(rsiBandColorInput, 10), linestyle=hline.style_dashed, editable=false) hline(rsiBandShowInput ? rsiLowerBandInput : na, title='RSI Upper Band', color=color.new(rsiBandColorInput, 10), linestyle=hline.style_dashed, editable=false) hline(rsiBandExtShowInput ? rsiLowerBandExtInput : na, title='RSI Upper Band', color=color.new(rsiBandColorInput, 10), linestyle=hline.style_dashed, editable=false) bgcolor(rsiHighlightShowInput ? rsi >= rsiUpperBandExtInput ? color.new(rsiColorInput, 70) : na : na, title="Show Extended Oversold Highlight", editable=false) bgcolor(rsiHighlightShowInput ? rsi >= rsiUpperBandInput ? rsi < rsiUpperBandExtInput ? color.new(#64ffda, 90) : na : na: na, title="Show Overbought Highlight", editable=false) bgcolor(rsiHighlightShowInput ? rsi <= rsiLowerBandInput ? rsi > rsiLowerBandExtInput ? color.new(#F43E32, 90) : na : na : na, title="Show Extended Oversold Highlight", editable=false) bgcolor(rsiHighlightShowInput ? rsi <= rsiLowerBandInput ? color.new(rsimaColorInput, 70) : na : na, title="Show Oversold Highlight", editable=false) maPlot = plot(maShowInput ? rsiMA : na, title='MA', color=color.new(maColorInput,0), linewidth=1) rsiMAPlot = plot(showRSIMAInput ? rsiMA : na, title="RSI EMA", color=color.new(rsimaColorInput,0), editable=false, display=display.none) rsiPlot = plot(rsiShowInput ? rsi : na, title='RSI', color=color.new(rsiColor,0), linewidth=1) fill(rsiPlot, rsiMAPlot, color=color.new(rsiColor, 60), title="RSIMA Cloud") plot(showStochRSI ? k : na, title='Stochastic K', color=colorK, linewidth=1) plot(showStochRSI ? d : na, title='Stochastic D', color=colorD, linewidth=1) //--------------------------------------------------------------------------------------------------------------------------------------------------------------------- //--- Plot Divergence ------------------------------------------------------------------------------------------------------------------------------------------------- //--------------------------------------------------------------------------------------------------------------------------------------------------------------------- // Regular Bullish // Osc: Higher Low oscHL = osc > ta.valuewhen(plFound, osc , 1) and _inRange(plFound ) // Price: Lower Low priceLL = low < ta.valuewhen(plFound, low , 1) bullCond = plotBullInput and priceLL and oscHL and plFound plot( plFound ? osc : na, offset=-lbrInput, title="Regular Bullish", linewidth=2, color=(bullCond ? bullColor : noneColor) ) plotshape( DivergenceShowInput ? bullCond ? osc : na : na, offset=-lbrInput, title="Regular Bullish Label", text=" Bull ", style=shape.labelup, location=location.absolute, color=bullColor, textcolor=textColor ) //------------------------------------------------------------------------------ // Hidden Bullish // Osc: Lower Low oscLL = osc < ta.valuewhen(plFound, osc , 1) and _inRange(plFound ) // Price: Higher Low priceHL = low > ta.valuewhen(plFound, low , 1) hiddenBullCond = plotHiddenBullInput and priceHL and oscLL and plFound plot( plFound ? osc : na, offset=-lbrInput, title="Hidden Bullish", linewidth=2, color=(hiddenBullCond ? hiddenBullColor : noneColor) ) plotshape( DivergenceShowInput ? hiddenBullCond ? osc : na : na, offset=-lbrInput, title="Hidden Bullish Label", text=" H Bull ", style=shape.labelup, location=location.absolute, color=bullColor, textcolor=textColor ) //------------------------------------------------------------------------------ // Regular Bearish // Osc: Lower High oscLH = osc < ta.valuewhen(phFound, osc , 1) and _inRange(phFound ) // Price: Higher High priceHH = high > ta.valuewhen(phFound, high , 1) bearCond = plotBearInput and priceHH and oscLH and phFound plot( phFound ? osc : na, offset=-lbrInput, title="Regular Bearish", linewidth=2, color=(bearCond ? bearColor : noneColor) ) plotshape( DivergenceShowInput ? bearCond ? osc : na : na, offset=-lbrInput, title="Regular Bearish Label", text=" Bear ", style=shape.labeldown, location=location.absolute, color=bearColor, textcolor=textColor ) //------------------------------------------------------------------------------ // Hidden Bearish // Osc: Higher High oscHH = osc > ta.valuewhen(phFound, osc , 1) and _inRange(phFound ) // Price: Lower High priceLH = high < ta.valuewhen(phFound, high , 1) hiddenBearCond = plotHiddenBearInput and priceLH and oscHH and phFound plot( phFound ? osc : na, offset=-lbrInput, title="Hidden Bearish", linewidth=2, color=(hiddenBearCond ? hiddenBearColor : noneColor) ) plotshape( DivergenceShowInput ? hiddenBearCond ? osc : na : na, offset=-lbrInput, title="Hidden Bearish Label", text=" H Bear ", style=shape.labeldown, location=location.absolute, color=bearColor, textcolor=textColor ) //--------------------------------------------------------------------------------------------------------------------------------------------------------------------- //--- Check RSI Lineup ------------------------------------------------------------------------------------------------------------------------------------------------ //--------------------------------------------------------------------------------------------------------------------------------------------------------------------- bullTF = rsi > rsi and rsi > rsi bearTF = rsi < rsi and rsi < rsi bullTF1 = rsi1 > rsi1_1 and rsi1_1 > rsi1_2 bearTF1 = rsi1 < rsi1_1 and rsi1_1 < rsi1_2 bullTF2 = rsi2 > rsi2_1 and rsi2_1 > rsi2_2 bearTF2 = rsi2 < rsi2_1 and rsi2_1 < rsi2_2 bullTF3 = rsi3 > rsi3_1 and rsi3_1 > rsi3_2 bearTF3 = rsi3 < rsi3_1 and rsi3_1 < rsi3_2 bullTF4 = rsi4 > rsi4_1 and rsi4_1 > rsi4_2 bearTF4 = rsi4 < rsi4_1 and rsi4_1 < rsi4_2 bbTxt(bull,bear) => bull ? "BULLISH" : bear ? "BEARISCH" : 'NO LINEUP' bbColor(bull,bear) => bull ? bullishColor : bear ? bearishColor : nomatchColor newTC(tBox, col, row, txt, width, txtColor, bgColor, txtHA, txtSize) => table.cell(table_id=tBox,column=col, row=row, text=txt, width=width,text_color=txtColor,bgcolor=bgColor, text_halign=txtHA, text_size=txtSize) //--------------------------------------------------------------------------------------------------------------------------------------------------------------------- //--- Define RSI Table Setting ---------------------------------------------------------------------------------------------------------------------------------------- //--------------------------------------------------------------------------------------------------------------------------------------------------------------------- width_c0 = 0 width_c1 = 0 if rsiShowTable var tBox = table.new(position=rsiTablePosition, columns=5, rows=6, bgcolor=color.rgb(18,22,33,50), frame_color=color.black, frame_width=1, border_color=color.black, border_width=1) newTC(tBox, 0,1,"RSI Current",width_c0,color.orange,color.rgb(0,0,0,100),'right',rsiTextSize) newTC(tBox, 1,1,str.format(" {0,number,#.##} ", rsi),width_c0,vWhite,rsi < 50 ? bearishColor:bullishColor,'left',rsiTextSize) newTC(tBox, 4,1,bbTxt(bullTF, bearTF),width_c0,vWhite,bbColor(bullTF, bearTF),'center',rsiTextSize) if rsiShowHist newTC(tBox, 2,1,str.format(" {0,number,#.##} ", rsi ),width_c0,vWhite,rsi < 50 ? bearishColor:bullishColor,'left',rsiTextSize) newTC(tBox, 3,1,str.format(" {0,number,#.##} ", rsi ),width_c0,vWhite,rsi < 50 ? bearishColor:bullishColor,'left',rsiTextSize) if rsiShowTF1 newTC(tBox, 0,2,TF2txt(rsiTF1),width_c0,vWhite,color.rgb(0,0,0,100),'right',rsiTextSize) newTC(tBox, 1,2,str.format(" {0,number,#.##} ", rsi1),width_c0,vWhite,rsi1 < 50 ? bearishColor:bullishColor,'left',rsiTextSize) newTC(tBox, 4,2,bbTxt(bullTF1, bearTF1),width_c0,vWhite,bbColor(bullTF1,bearTF1),'center',rsiTextSize) if rsiShowHist newTC(tBox, 2,2,str.format(" {0,number,#.##} ", rsi1_1),width_c0,vWhite,rsi1_1 < 50 ? bearishColor:bullishColor,'left',rsiTextSize) newTC(tBox, 3,2,str.format(" {0,number,#.##} ", rsi1_2),width_c0,vWhite,rsi1_2 < 50 ? bearishColor:bullishColor,'left',rsiTextSize) if rsiShowTF2 newTC(tBox, 0,3,TF2txt(rsiTF2),width_c0,vWhite,color.rgb(0,0,0,100),'right',rsiTextSize) newTC(tBox, 1,3,str.format(" {0,number,#.##} ", rsi2),width_c0,vWhite,rsi2 < 50 ? bearishColor:bullishColor,'left',rsiTextSize) newTC(tBox, 4,3,bbTxt(bullTF2, bearTF2),width_c0,vWhite,bbColor(bullTF2,bearTF2),'center',rsiTextSize) if rsiShowHist newTC(tBox, 2,3,str.format(" {0,number,#.##} ", rsi2_1),width_c0,vWhite,rsi2_1 < 50 ? bearishColor:bullishColor,'left',rsiTextSize) newTC(tBox, 3,3,str.format(" {0,number,#.##} ", rsi2_2),width_c0,vWhite,rsi2_2 < 50 ? bearishColor:bullishColor,'left',rsiTextSize) if rsiShowTF3 newTC(tBox, 0,4,TF2txt(rsiTF3),width_c0,vWhite,color.rgb(0,0,0,100),'right',rsiTextSize) newTC(tBox, 1,4,str.format(" {0,number,#.##} ", rsi3),width_c0,vWhite,rsi3 < 50 ? bearishColor:bullishColor,'left',rsiTextSize) newTC(tBox, 4,4,bbTxt(bullTF3, bearTF3),width_c0,vWhite,bbColor(bullTF3,bearTF3),'center',rsiTextSize) if rsiShowHist newTC(tBox, 2,4,str.format(" {0,number,#.##} ", rsi3_1),width_c0,vWhite,rsi3_1 < 50 ? bearishColor:bullishColor,'left',rsiTextSize) newTC(tBox, 3,4,str.format(" {0,number,#.##} ", rsi3_2),width_c0,vWhite,rsi3_2 < 50 ? bearishColor:bullishColor,'left',rsiTextSize) if rsiShowTF4 newTC(tBox, 0,5,TF2txt(rsiTF4),width_c0,vWhite,color.rgb(0,0,0,100),'right',rsiTextSize) newTC(tBox, 1,5,str.format(" {0,number,#.##} ", rsi4),width_c0,vWhite,rsi4 < 50 ? bearishColor:bullishColor,'left',rsiTextSize) newTC(tBox, 4,5,bbTxt(bullTF4, bearTF4),width_c0,vWhite,bbColor(bullTF4,bearTF4),'center',rsiTextSize) if rsiShowHist newTC(tBox, 2,5,str.format(" {0,number,#.##} ", rsi4_1),width_c0,vWhite,rsi4_1 < 50 ? bearishColor:bullishColor,'left',rsiTextSize) newTC(tBox, 3,5,str.format(" {0,number,#.##} ", rsi4_2),width_c0,vWhite,rsi4_2 < 50 ? bearishColor:bullishColor,'left',rsiTextSize) //------------------------------------------------------ //--- Alerts ------------------------------------------- //------------------------------------------------------
Pine Script®指標
由RandyDahlin提供
Relative Strength Index Remastered [CHE]Relative Strength Index Remastered — Enhanced RSI with robust divergence detection using price-based pivots and line-of-sight validation to reduce false signals compared to the standard RSI indicator. Summary RSI Remastered builds on the classic Relative Strength Index by adding a more reliable divergence detection system that relies on price pivots rather than RSI pivots alone, incorporating a line-of-sight check to ensure the RSI path between points remains clear. This approach filters out many false divergences that occur in the original RSI indicator due to its volatile pivot detection on the RSI line itself. Users benefit from clearer reversal and continuation signals, especially in noisy markets, with optional hidden divergence support for trend confirmation. The core RSI calculation and smoothing options remain familiar, but the divergence logic provides materially fewer alerts while maintaining sensitivity. Motivation: Why this design? The standard RSI indicator often generates misleading divergence signals because it detects pivots directly on the RSI values, which can fluctuate erratically in volatile conditions, leading to frequent false positives that confuse traders during ranging or choppy price action. RSI Remastered addresses this by shifting pivot detection to the underlying price highs and lows, which are more stable, and adding a validation step that confirms the RSI line does not cross the direct path between pivot points. This design targets the real problem of over-signaling in the original, promoting more actionable insights without altering the RSI's core momentum measurement. What’s different vs. standard approaches? - Reference baseline: The classical TradingView RSI indicator, which uses simple RSI-based pivot detection for divergences. - Architecture differences: - Pivot identification on price extremes (highs and lows) instead of RSI values, extracting RSI levels at those points for comparison. - Addition of a line-of-sight validation that checks the RSI path bar by bar between pivots to prevent signals where the line is interrupted. - Inclusion of hidden divergence types alongside regular ones, using the same robust framework. - Configurable drawing of connecting lines between validated pivot RSI points for visual clarity. - Practical effect: Charts show fewer but higher-quality divergence markers and lines, reducing clutter from the original's frequent RSI pivot triggers; this matters for avoiding whipsaws in intraday trading, where the standard version might flag dozens of invalid setups per session. Key Comparison Aspects Aspect: Title/Shorttitle Original RSI: "Relative Strength Index" / "RSI" Robust Variant: "Relative Strength Index Remastered " / "RSI RM" Aspect: Max. Lines/Labels Original RSI: No specification (Standard: 50/50) Robust Variant: max_lines_count=200, max_labels_count=200 (for more lines/markers in divergences) Aspect: RSI Calculation & Plots Original RSI: Identical: RSI with RMA, Plots (line, bands, gradient fills) Robust Variant: Identical: RSI with RMA, Plots (line, bands, gradient fills) Aspect: Smoothing (MA) Original RSI: Identical: Inputs for MA types (SMA, EMA etc.), Bollinger Bands optional Robust Variant: Identical: Inputs for MA types (SMA, EMA etc.), Bollinger Bands optional Aspect: Divergence Activation Original RSI: input.bool(false, "Calculate Divergence") (disabled by default) Robust Variant: input.bool(true, "Calculate Divergence") (enabled by default, with tooltip) Aspect: Pivot Calculation Original RSI: Pivots on RSI (ta.pivotlow/high on RSI values) Robust Variant: Pivots on price (ta.pivotlow/high on low/high), RSI values then extracted Aspect: Lookback Values Original RSI: Fixed: lookbackLeft=5, lookbackRight=5 Robust Variant: Input: L=5 (Pivot Left), R=5 (Pivot Right), adjustable (min=1, max=50) Aspect: Range Between Pivots Original RSI: Fixed: rangeUpper=60, rangeLower=5 (via _inRange function) Robust Variant: Input: rangeUpper=60 (Max Bars), rangeLower=5 (Min Bars), adjustable (min=1–6, max=100–300) Aspect: Divergence Types Original RSI: Only Regular Bullish/Bearish: - Bull: Price LL + RSI HL - Bear: Price HH + RSI LH Robust Variant: Regular + Hidden (optional via showHidden=true): - Regular Bull: Price LL + RSI HL - Regular Bear: Price HH + RSI LH - Hidden Bull: Price HL + RSI LL - Hidden Bear: Price LH + RSI HH Aspect: Validation Original RSI: No additional check (only pivot + range check) Robust Variant: Line-of-Sight Check: RSI line must not cross the connecting line between pivots (line_clear function with slope calculation and loop for each bar in between) Aspect: Signals (Plots/Shapes) Original RSI: - Plot of pivot points (if divergence) - Shapes: "Bull"/"Bear" at RSI value, offset=-5 Robust Variant: - No pivot plots, instead shapes at RSI , offset=-R (adjustable) - Shapes: "Bull"/"Bear" (Regular), "HBull"/"HBear" (Hidden) - Colors: Lime/Red (Regular), Teal/Orange (Hidden) Aspect: Line Drawing Original RSI: No lines Robust Variant: Optional (showLines=true): Lines between RSI pivots (thick for regular, dashed/thin for hidden), extend=none Aspect: Alerts Original RSI: Only Regular Bullish/Bearish (with pivot lookback reference) Robust Variant: Regular Bullish/Bearish + Hidden Bullish/Bearish (specific "at latest pivot low/high") Aspect: Robustness Original RSI: Simple, prone to false signals (RSI pivots can be volatile) Robust Variant: Higher: Price pivots are more stable, line-of-sight filters "broken" divergences, hidden support for trend continuations Aspect: Code Length/Structure Original RSI: ~100 lines, simple if-blocks for bull/bear Robust Variant: ~150 lines, extended helper functions (e.g., inRange, line_clear), var group for inputs How it works (technical) The indicator first computes the core RSI value based on recent price changes, separating upward and downward movements over the specified length and smoothing them to derive a momentum reading scaled between zero and one hundred. This value is then plotted in a separate pane with fixed upper and lower reference lines at seventy and thirty, along with optional gradient fills to highlight overbought and oversold zones. For smoothing, a moving average type is applied to the RSI if enabled, with an option to add bands around it based on the variability of recent RSI values scaled by a multiplier. Divergence detection activates on confirmed price pivots: lows for bullish checks and highs for bearish. At each new pivot, the system retrieves the bar index and values (price and RSI) for the current and prior pivot, ensuring they fall within a configurable bar range to avoid unrelated points. Comparisons then assess whether the price has made a lower low (or higher high) while the RSI at those points moves in the opposite direction—higher for bullish regular, lower for bearish regular. For hidden types, the directions reverse to capture trend strength. The line-of-sight check calculates the straight path between the two RSI points and verifies that the actual RSI values in between stay entirely above (for bullish) or below (for bearish) that path, breaking the signal if any bar violates it. Valid signals trigger shapes at the RSI level of the new pivot and optional lines connecting the points. Initialization uses built-in functions to track prior occurrences, with states persisting across bars for accurate historical comparisons. No higher timeframe data is used, so confirmation occurs after the right pivot bars close, minimizing live-bar repaints. Parameter Guide Length — Controls the period for measuring price momentum changes — Default: 14 — Trade-offs/Tips: Shorter values increase responsiveness but add noise and more false signals; longer smooths trends but delays entries in fast markets. Source — Selects the price input for RSI calculation — Default: Close — Trade-offs/Tips: Use high or low for volatility focus, but close works best for most assets; mismatches can skew overbought/oversold reads. Calculate Divergence — Enables the enhanced divergence logic — Default: True — Trade-offs/Tips: Disable for pure RSI view to save computation; essential for signal reliability over the standard method. Type (Smoothing) — Chooses the moving average applied to RSI — Default: SMA — Trade-offs/Tips: None for raw RSI; EMA for quicker adaptation, but SMA reduces whipsaws; Bollinger Bands option adds volatility context at cost of added lines. Length (Smoothing) — Period for the smoothing average — Default: 14 — Trade-offs/Tips: Match RSI length for consistency; shorter boosts signal speed but amplifies noise in the smoothed line. BB StdDev — Multiplier for band width around smoothed RSI — Default: 2.0 — Trade-offs/Tips: Lower narrows bands for tighter signals, risking more touches; higher widens for fewer but stronger breakouts. Pivot Left — Bars to the left for confirming price pivots — Default: 5 — Trade-offs/Tips: Increase for stricter pivots in noisy data, reducing signals; too high delays confirmation excessively. Pivot Right — Bars to the right for confirming price pivots — Default: 5 — Trade-offs/Tips: Balances with left for symmetry; longer right ensures maturity but shifts signals backward. Max Bars Between Pivots — Upper limit on distance for valid pivot pairs — Default: 60 — Trade-offs/Tips: Tighten for short-term trades to focus recent action; widen for swing setups but risks unrelated comparisons. Min Bars Between Pivots — Lower limit to avoid clustered pivots — Default: 5 — Trade-offs/Tips: Raise to filter micro-moves; too low invites overlapping signals like the original RSI. Detect Hidden — Includes trend-continuation hidden types — Default: True — Trade-offs/Tips: Enable for full trend analysis; disable simplifies to reversals only, akin to basic RSI. Draw Lines — Shows connecting lines between valid pivots — Default: True — Trade-offs/Tips: Turn off for cleaner charts; helps visually confirm line-of-sight in backtests. Reading & Interpretation The main RSI line oscillates between zero and one hundred, crossing above fifty suggesting building momentum and below indicating weakness; touches near seventy or thirty flag potential extremes. The optional smoothed line and bands provide a filtered view—price above the upper band on the RSI pane hints at overextension. Divergence shapes appear as upward labels for bullish (lime for regular, teal for hidden) and downward for bearish (red regular, orange hidden) at the pivot's RSI level, signaling a mismatch only after validation. Connecting lines, if drawn, slope between points without RSI interference, their color matching the shape type; a dashed style denotes hidden. Fewer shapes overall compared to the standard RSI mean higher conviction, but always confirm with price structure. Practical Workflows & Combinations - Trend following: Enter longs on regular bullish shapes near support with higher highs in price; filter hidden bullish for pullback buys in uptrends, pairing with a rising smoothed RSI above fifty. - Exits/Stops: Use bearish regular as reversal warnings to tighten stops; hidden bearish in downtrends confirms continuation—exit if lines show RSI crossing the path. - Multi-asset/Multi-TF: Defaults suit forex and stocks on one-hour charts; for crypto volatility, widen pivot ranges to ten; scale min/max bars proportionally on daily for swings, avoiding the original's intraday spam. Behavior, Constraints & Performance Signals confirm only after the right pivot bars close, so live bars may show tentative pivots that vanish on close, unlike the standard RSI's immediate RSI-pivot triggers—plan for this delay in automation. No higher timeframe calls, so no security-related repaints. Resources include up to two hundred lines and labels for dense charts, with a loop in validation scanning up to three hundred bars between pivots, which is efficient but could slow on very long histories. Known limits: Slight lag at pivot confirmation in trending markets; volatile RSI might rarely miss fine path violations; not ideal for gap-heavy assets where pivots skip. Sensible Defaults & Quick Tuning Start with defaults for balanced momentum and divergence on most timeframes. For too many signals (like the original), raise pivot left/right to eight and min bars to ten to filter noise. If sluggish in trends, shorten RSI length to nine and enable EMA smoothing for faster adaptation. In high-volatility assets, widen max bars to one hundred but disable hidden to focus essentials. For clean reversal hunts, set smoothing to none and lines on. What this indicator is—and isn’t RSI Remastered serves as a refined momentum and divergence visualization tool, enhancing the standard RSI for better signal quality in technical analysis setups. It is not a standalone trading system, nor does it predict price moves—pair it with volume, structure breaks, and risk rules for decisions. Use alongside position sizing and broader context, not in isolation. Disclaimer The content provided, including all code and materials, is strictly for educational and informational purposes only. It is not intended as, and should not be interpreted as, financial advice, a recommendation to buy or sell any financial instrument, or an offer of any financial product or service. All strategies, tools, and examples discussed are provided for illustrative purposes to demonstrate coding techniques and the functionality of Pine Script within a trading context. Any results from strategies or tools provided are hypothetical, and past performance is not indicative of future results. Trading and investing involve high risk, including the potential loss of principal, and may not be suitable for all individuals. Before making any trading decisions, please consult with a qualified financial professional to understand the risks involved. By using this script, you acknowledge and agree that any trading decisions are made solely at your discretion and risk. Do not use this indicator on Heikin-Ashi, Renko, Kagi, Point-and-Figure, or Range charts, as these chart types can produce unrealistic results for signal markers and alerts. Best regards and happy trading Chervolino
Pine Script®指標
由chervolino提供
RSMPatternLibLibrary "RSMPatternLib" RSM Pattern Library - All chart patterns from PATTERNS.md Implements: Candlestick patterns, Support/Resistance, Gaps, Triangles, Volume Divergence, and more ALL PATTERNS ARE OWN IMPLEMENTATION - No external dependencies EDGE CASES HANDLED: - Zero/tiny candle bodies - Missing volume data - Low bar count scenarios - Integer division issues - Price normalization for different instruments bullishEngulfing(minBodyRatio, minPrevBodyRatio)   Detects Bullish Engulfing pattern   Parameters:      minBodyRatio (float) : Minimum body size as ratio of total range (default 0.3)      minPrevBodyRatio (float) : Minimum previous candle body ratio to filter dojis (default 0.1)   Returns: bool True when bullish engulfing detected EDGE CASES: Handles doji previous candle, zero range, tiny bodies bearishEngulfing(minBodyRatio, minPrevBodyRatio)   Detects Bearish Engulfing pattern   Parameters:      minBodyRatio (float) : Minimum body size as ratio of total range (default 0.3)      minPrevBodyRatio (float) : Minimum previous candle body ratio to filter dojis (default 0.1)   Returns: bool True when bearish engulfing detected EDGE CASES: Handles doji previous candle, zero range, tiny bodies doji(maxBodyRatio, minRangeAtr)   Detects Doji candle (indecision)   Parameters:      maxBodyRatio (float) : Maximum body size as ratio of total range (default 0.1)      minRangeAtr (float) : Minimum range as multiple of ATR to filter flat candles (default 0.3)   Returns: bool True when doji detected EDGE CASES: Filters out no-movement bars, handles zero range shootingStar(wickMultiplier, maxLowerWickRatio, minBodyAtrRatio)   Detects Shooting Star (bearish reversal)   Parameters:      wickMultiplier (float) : Upper wick must be at least this times the body (default 2.0)      maxLowerWickRatio (float) : Lower wick max as ratio of body (default 0.5)      minBodyAtrRatio (float) : Minimum body size as ratio of ATR (default 0.1)   Returns: bool True when shooting star detected EDGE CASES: Handles zero body (uses range-based check), tiny bodies hammer(wickMultiplier, maxUpperWickRatio, minBodyAtrRatio)   Detects Hammer (bullish reversal)   Parameters:      wickMultiplier (float) : Lower wick must be at least this times the body (default 2.0)      maxUpperWickRatio (float) : Upper wick max as ratio of body (default 0.5)      minBodyAtrRatio (float) : Minimum body size as ratio of ATR (default 0.1)   Returns: bool True when hammer detected EDGE CASES: Handles zero body (uses range-based check), tiny bodies invertedHammer(wickMultiplier, maxLowerWickRatio)   Detects Inverted Hammer (bullish reversal after downtrend)   Parameters:      wickMultiplier (float) : Upper wick must be at least this times the body (default 2.0)      maxLowerWickRatio (float) : Lower wick max as ratio of body (default 0.5)   Returns: bool True when inverted hammer detected EDGE CASES: Same as shootingStar but requires bullish close hangingMan(wickMultiplier, maxUpperWickRatio)   Detects Hanging Man (bearish reversal after uptrend)   Parameters:      wickMultiplier (float) : Lower wick must be at least this times the body (default 2.0)      maxUpperWickRatio (float) : Upper wick max as ratio of body (default 0.5)   Returns: bool True when hanging man detected NOTE: Identical to hammer - context (uptrend) determines meaning morningStar(requireGap, minAvgBars)   Detects Morning Star (3-candle bullish reversal)   Parameters:      requireGap (bool) : Whether to require gap between candles (default false for crypto/forex)      minAvgBars (int) : Minimum bars for average body calculation (default 14)   Returns: bool True when morning star pattern detected EDGE CASES: Gap is optional, handles low bar count, uses shifted average eveningStar(requireGap, minAvgBars)   Detects Evening Star (3-candle bearish reversal)   Parameters:      requireGap (bool) : Whether to require gap between candles (default false for crypto/forex)      minAvgBars (int) : Minimum bars for average body calculation (default 14)   Returns: bool True when evening star pattern detected EDGE CASES: Gap is optional, handles low bar count gapUp()   Detects Gap Up   Returns: bool True when current bar opens above previous bar's high gapDown()   Detects Gap Down   Returns: bool True when current bar opens below previous bar's low gapSize()   Returns gap size in price   Returns: float Gap size (positive for gap up, negative for gap down, 0 for no gap) gapPercent()   Returns gap size as percentage   Returns: float Gap size as percentage of previous close gapType(volAvgLen, breakawayMinPct, highVolMult)   Classifies gap type based on volume   Parameters:      volAvgLen (int) : Length for volume average (default 20)      breakawayMinPct (float) : Minimum gap % for breakaway (default 1.0)      highVolMult (float) : Volume multiplier for high volume (default 1.5)   Returns: string Gap type: "Breakaway", "Common", "Continuation", or "None" EDGE CASES: Handles missing volume data, low bar count swingHigh(leftBars, rightBars)   Detects swing high using pivot   Parameters:      leftBars (int) : Bars to left for pivot (default 5)      rightBars (int) : Bars to right for pivot (default 5)   Returns: float Swing high price or na swingLow(leftBars, rightBars)   Detects swing low using pivot   Parameters:      leftBars (int) : Bars to left for pivot (default 5)      rightBars (int) : Bars to right for pivot (default 5)   Returns: float Swing low price or na higherHigh(leftBars, rightBars, lookback)   Checks if current swing high is higher than previous swing high   Parameters:      leftBars (int) : Bars to left for pivot (default 5)      rightBars (int) : Bars to right for pivot (default 5)      lookback (int) : How many bars back to search for previous pivot (default 50)   Returns: bool True when higher high pattern detected EDGE CASES: Searches backwards for pivots instead of using var (library-safe) higherLow(leftBars, rightBars, lookback)   Checks if current swing low is higher than previous swing low   Parameters:      leftBars (int) : Bars to left for pivot (default 5)      rightBars (int) : Bars to right for pivot (default 5)      lookback (int) : How many bars back to search for previous pivot (default 50)   Returns: bool True when higher low pattern detected lowerHigh(leftBars, rightBars, lookback)   Checks if current swing high is lower than previous swing high   Parameters:      leftBars (int) : Bars to left for pivot (default 5)      rightBars (int) : Bars to right for pivot (default 5)      lookback (int) : How many bars back to search for previous pivot (default 50)   Returns: bool True when lower high pattern detected lowerLow(leftBars, rightBars, lookback)   Checks if current swing low is lower than previous swing low   Parameters:      leftBars (int) : Bars to left for pivot (default 5)      rightBars (int) : Bars to right for pivot (default 5)      lookback (int) : How many bars back to search for previous pivot (default 50)   Returns: bool True when lower low pattern detected bullishTrend(leftBars, rightBars, lookback)   Detects Bullish Trend (HH + HL within lookback)   Parameters:      leftBars (int) : Bars to left for pivot (default 5)      rightBars (int) : Bars to right for pivot (default 5)      lookback (int) : Lookback period (default 50)   Returns: bool True when making higher highs AND higher lows bearishTrend(leftBars, rightBars, lookback)   Detects Bearish Trend (LH + LL within lookback)   Parameters:      leftBars (int) : Bars to left for pivot (default 5)      rightBars (int) : Bars to right for pivot (default 5)      lookback (int) : Lookback period (default 50)   Returns: bool True when making lower highs AND lower lows nearestResistance(lookback, leftBars, rightBars)   Finds nearest resistance level above current price   Parameters:      lookback (int) : Number of bars to look back (default 50)      leftBars (int) : Pivot left bars (default 5)      rightBars (int) : Pivot right bars (default 5)   Returns: float Nearest resistance level or na EDGE CASES: Pre-computes pivots, handles bounds properly nearestSupport(lookback, leftBars, rightBars)   Finds nearest support level below current price   Parameters:      lookback (int) : Number of bars to look back (default 50)      leftBars (int) : Pivot left bars (default 5)      rightBars (int) : Pivot right bars (default 5)   Returns: float Nearest support level or na resistanceBreakout(lookback, leftBars, rightBars)   Detects resistance breakout   Parameters:      lookback (int) : Number of bars to look back (default 50)      leftBars (int) : Pivot left bars (default 5)      rightBars (int) : Pivot right bars (default 5)   Returns: bool True when price breaks above resistance EDGE CASES: Uses previous bar's resistance to avoid lookahead supportBreakdown(lookback, leftBars, rightBars)   Detects support breakdown   Parameters:      lookback (int) : Number of bars to look back (default 50)      leftBars (int) : Pivot left bars (default 5)      rightBars (int) : Pivot right bars (default 5)   Returns: bool True when price breaks below support bullishVolumeDivergence(leftBars, rightBars, lookback)   Detects Bullish Volume Divergence (price makes lower low, volume decreases)   Parameters:      leftBars (int) : Pivot left bars (default 5)      rightBars (int) : Pivot right bars (default 5)      lookback (int) : Bars to search for previous pivot (default 50)   Returns: bool True when bullish volume divergence detected EDGE CASES: Library-safe (no var), searches for previous pivot bearishVolumeDivergence(leftBars, rightBars, lookback)   Detects Bearish Volume Divergence (price makes higher high, volume decreases)   Parameters:      leftBars (int) : Pivot left bars (default 5)      rightBars (int) : Pivot right bars (default 5)      lookback (int) : Bars to search for previous pivot (default 50)   Returns: bool True when bearish volume divergence detected rangeContracting(lookback)   Detects if price is in a contracting range (triangle formation)   Parameters:      lookback (int) : Bars to analyze (default 20)   Returns: bool True when range is contracting EDGE CASES: Uses safe integer division, checks minimum lookback ascendingTriangle(lookback, flatTolerance)   Detects Ascending Triangle (flat top, rising bottom)   Parameters:      lookback (int) : Bars to analyze (default 20)      flatTolerance (float) : Max normalized slope for "flat" line (default 0.002)   Returns: bool True when ascending triangle detected EDGE CASES: Safe division, normalized slope, minimum lookback descendingTriangle(lookback, flatTolerance)   Detects Descending Triangle (falling top, flat bottom)   Parameters:      lookback (int) : Bars to analyze (default 20)      flatTolerance (float) : Max normalized slope for "flat" line (default 0.002)   Returns: bool True when descending triangle detected symmetricalTriangle(lookback, minSlope)   Detects Symmetrical Triangle (converging trend lines)   Parameters:      lookback (int) : Bars to analyze (default 20)      minSlope (float) : Minimum normalized slope magnitude (default 0.0005)   Returns: bool True when symmetrical triangle detected doubleBottom(tolerance, minSpanBars, lookback)   Detects Double Bottom (W pattern) - OWN IMPLEMENTATION Two swing lows at similar price levels with a swing high between them   Parameters:      tolerance (float) : Max price difference between lows as % (default 3)      minSpanBars (int) : Minimum bars between the two lows (default 5)      lookback (int) : Max bars to search for pattern (default 100)   Returns: bool True when double bottom detected doubleTop(tolerance, minSpanBars, lookback)   Detects Double Top (M pattern) - OWN IMPLEMENTATION Two swing highs at similar price levels with a swing low between them   Parameters:      tolerance (float) : Max price difference between highs as % (default 3)      minSpanBars (int) : Minimum bars between the two highs (default 5)      lookback (int) : Max bars to search for pattern (default 100)   Returns: bool True when double top detected tripleBottom(tolerance, minSpanBars, lookback)   Detects Triple Bottom - OWN IMPLEMENTATION Three swing lows at similar price levels   Parameters:      tolerance (float) : Max price difference between lows as % (default 3)      minSpanBars (int) : Minimum total bars for pattern (default 10)      lookback (int) : Max bars to search for pattern (default 150)   Returns: bool True when triple bottom detected tripleTop(tolerance, minSpanBars, lookback)   Detects Triple Top - OWN IMPLEMENTATION Three swing highs at similar price levels   Parameters:      tolerance (float) : Max price difference between highs as % (default 3)      minSpanBars (int) : Minimum total bars for pattern (default 10)      lookback (int) : Max bars to search for pattern (default 150)   Returns: bool True when triple top detected bearHeadShoulders()   Detects Bearish Head and Shoulders (OWN IMPLEMENTATION) Head is higher than both shoulders, shoulders roughly equal, with valid neckline STRICT VERSION - requires proper structure, neckline, and minimum span   Returns: bool True when bearish H&S detected bullHeadShoulders()   Detects Bullish (Inverse) Head and Shoulders (OWN IMPLEMENTATION) Head is lower than both shoulders, shoulders roughly equal, with valid neckline STRICT VERSION - requires proper structure, neckline, and minimum span   Returns: bool True when bullish H&S detected bearAscHeadShoulders()   Detects Bearish Ascending Head and Shoulders (variant)   Returns: bool True when pattern detected bullAscHeadShoulders()   Detects Bullish Ascending Head and Shoulders (variant)   Returns: bool True when pattern detected bearDescHeadShoulders()   Detects Bearish Descending Head and Shoulders (variant)   Returns: bool True when pattern detected bullDescHeadShoulders()   Detects Bullish Descending Head and Shoulders (variant)   Returns: bool True when pattern detected isSwingLow()   Re-export: Detects swing low   Returns: bool True when swing low detected isSwingHigh()   Re-export: Detects swing high   Returns: bool True when swing high detected swingHighPrice(idx)   Re-export: Gets swing high price at index   Parameters:      idx (int) : Index (0 = most recent)   Returns: float Swing high price swingLowPrice(idx)   Re-export: Gets swing low price at index   Parameters:      idx (int) : Index (0 = most recent)   Returns: float Swing low price swingHighBarIndex(idx)   Re-export: Gets swing high bar index   Parameters:      idx (int) : Index (0 = most recent)   Returns: int Bar index of swing high swingLowBarIndex(idx)   Re-export: Gets swing low bar index   Parameters:      idx (int) : Index (0 = most recent)   Returns: int Bar index of swing low cupBottom(smoothLen, minDepthAtr, maxDepthAtr)   Detects Cup and Handle pattern formation Uses price acceleration and depth analysis   Parameters:      smoothLen (int) : Smoothing length for price (default 10)      minDepthAtr (float) : Minimum cup depth as ATR multiple (default 1.0)      maxDepthAtr (float) : Maximum cup depth as ATR multiple (default 5.0)   Returns: bool True when potential cup bottom detected EDGE CASES: Added depth filter, ATR validation cupHandle(lookback, maxHandleRetraceRatio)   Detects potential handle formation after cup   Parameters:      lookback (int) : Bars to look back for cup (default 30)      maxHandleRetraceRatio (float) : Maximum handle retracement of cup depth (default 0.5)   Returns: bool True when handle pattern detected bullishPatternCount()   Returns count of bullish patterns detected   Returns: int Number of bullish patterns currently active bearishPatternCount()   Returns count of bearish patterns detected   Returns: int Number of bearish patterns currently active detectedPatterns()   Returns string description of detected patterns   Returns: string Comma-separated list of detected patterns
Pine Script®腳本庫
由azgron提供