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Algorithm Predator - ML-liteAlgorithm Predator - ML-lite This indicator combines four specialized trading agents with an adaptive multi-armed bandit selection system to identify high-probability trade setups. It is designed for swing and intraday traders who want systematic signal generation based on institutional order flow patterns , momentum exhaustion , liquidity dynamics , and statistical mean reversion . Core Architecture Why These Components Are Combined: The script addresses a fundamental challenge in algorithmic trading: no single detection method works consistently across all market conditions. By deploying four independent agents and using reinforcement learning algorithms to select or blend their outputs, the system adapts to changing market regimes without manual intervention. The Four Trading Agents 1. Spoofing Detector Agent 🎭 Detects iceberg orders through persistent volume at similar price levels over 5 bars Identifies spoofing patterns via asymmetric wick analysis (wicks exceeding 60% of bar range with volume >1.8× average) Monitors order clustering using simplified Hawkes process intensity tracking (exponential decay model) Signal Logic: Contrarian—fades false breakouts caused by institutional manipulation Best Markets: Consolidations, institutional trading windows, low-liquidity hours 2. Exhaustion Detector Agent ⚡ Calculates RSI divergence between price movement and momentum indicator over 5-bar window Detects VWAP exhaustion (price at 2σ bands with declining volume) Uses VPIN reversals (volume-based toxic flow dissipation) to identify momentum failure Signal Logic: Counter-trend—enters when momentum extreme shows weakness Best Markets: Trending markets reaching climax points, over-extended moves 3. Liquidity Void Detector Agent 💧 Measures Bollinger Band squeeze (width <60% of 50-period average) Identifies stop hunts via 20-bar high/low penetration with immediate reversal and volume spike Detects hidden liquidity absorption (volume >2× average with range <0.3× ATR) Signal Logic: Breakout anticipation—enters after liquidity grab but before main move Best Markets: Range-bound pre-breakout, volatility compression zones 4. Mean Reversion Agent 📊 Calculates price z-scores relative to 50-period SMA and standard deviation (triggers at ±2σ) Implements Ornstein-Uhlenbeck process scoring (mean-reverting stochastic model) Uses entropy analysis to detect algorithmic trading patterns (low entropy <0.25 = high predictability) Signal Logic: Statistical reversion—enters when price deviates significantly from statistical equilibrium Best Markets: Range-bound, low-volatility, algorithmically-dominated instruments Adaptive Selection: Multi-Armed Bandit System The script implements four reinforcement learning algorithms to dynamically select or blend agents based on performance: Thompson Sampling (Default - Recommended): Uses Bayesian inference with beta distributions (tracks alpha/beta parameters per agent) Balances exploration (trying underused agents) vs. exploitation (using proven winners) Each agent's win/loss history informs its selection probability Lite Approximation: Uses pseudo-random sampling from price/volume noise instead of true random number generation UCB1 (Upper Confidence Bound): Calculates confidence intervals using: average_reward + sqrt(2 × ln(total_pulls) / agent_pulls) Deterministic algorithm favoring agents with high uncertainty (potential upside) More conservative than Thompson Sampling Epsilon-Greedy: Exploits best-performing agent (1-ε)% of the time Explores randomly ε% of the time (default 10%, configurable 1-50%) Simple, transparent, easily tuned via epsilon parameter Gradient Bandit: Uses softmax probability distribution over agent preference weights Updates weights via gradient ascent based on rewards Best for Blend mode where all agents contribute Selection Modes: Switch Mode: Uses only the selected agent's signal (clean, decisive) Blend Mode: Combines all agents using exponentially weighted confidence scores controlled by temperature parameter (smooth, diversified) Lock Agent Feature: Optional manual override to force one specific agent Useful after identifying which agent dominates your specific instrument Only applies in Switch mode Four choices: Spoofing Detector, Exhaustion Detector, Liquidity Void, Mean Reversion Memory System Dual-Layer Architecture: Short-Term Memory: Stores last 20 trade outcomes per agent (configurable 10-50) Long-Term Memory: Stores episode averages when short-term reaches transfer threshold (configurable 5-20 bars) Memory Boost Mechanism: Recent performance modulates agent scores by up to ±20% Episode Transfer: When an agent accumulates sufficient results, averages are condensed into long-term storage Persistence: Manual restoration of learned parameters via input fields (alpha, beta, weights, microstructure thresholds) How Memory Works: Agent generates signal → outcome tracked after 8 bars (performance horizon) Result stored in short-term memory (win = 1.0, loss = 0.0) Short-term average influences agent's future scores (positive feedback loop) After threshold met (default 10 results), episode averaged into long-term storage Long-term patterns (weighted 30%) + short-term patterns (weighted 70%) = total memory boost Market Microstructure Analysis These advanced metrics quantify institutional order flow dynamics: Order Flow Toxicity (Simplified VPIN): Measures buy/sell volume imbalance over 20 bars: |buy_vol - sell_vol| / (buy_vol + sell_vol) Detects informed trading activity (institutional players with non-public information) Values >0.4 indicate "toxic flow" (informed traders active) Lite Approximation: Uses simple open/close heuristic instead of tick-by-tick trade classification Price Impact Analysis (Simplified Kyle's Lambda): Measures market impact efficiency: |price_change_10| / sqrt(volume_sum_10) Low values = large orders with minimal price impact ( stealth accumulation ) High values = retail-dominated moves with high slippage Lite Approximation: Uses simplified denominator instead of regression-based signed order flow Market Randomness (Entropy Analysis): Counts unique price changes over 20 bars / 20 Measures market predictability High entropy (>0.6) = human-driven, chaotic price action Low entropy (<0.25) = algorithmic trading dominance (predictable patterns) Lite Approximation: Simple ratio instead of true Shannon entropy H(X) = -Σ p(x)·log₂(p(x)) Order Clustering (Simplified Hawkes Process): Tracks self-exciting event intensity (coordinated order activity) Decays at 0.9× per bar, spikes +1.0 when volume >1.5× average High intensity (>0.7) indicates clustering (potential spoofing/accumulation) Lite Approximation: Simple exponential decay instead of full λ(t) = μ + Σ α·exp(-β(t-tᵢ)) with MLE Signal Generation Process Multi-Stage Validation: Stage 1: Agent Scoring Each agent calculates internal score based on its detection criteria Scores must exceed agent-specific threshold (adjusted by sensitivity multiplier) Agent outputs: Signal direction (+1/-1/0) and Confidence level (0.0-1.0) Stage 2: Memory Boost Agent scores multiplied by memory boost factor (0.8-1.2 based on recent performance) Successful agents get amplified, failing agents get dampened Stage 3: Bandit Selection/Blending If Adaptive Mode ON: Switch: Bandit selects single best agent, uses only its signal Blend: All agents combined using softmax-weighted confidence scores If Adaptive Mode OFF: Traditional consensus voting with confidence-squared weighting Signal fires when consensus exceeds threshold (default 70%) Stage 4: Confirmation Filter Raw signal must repeat for consecutive bars (default 3, configurable 2-4) Minimum confidence threshold: 0.25 (25%) enforced regardless of mode Trend alignment check: Long signals require trend_score ≥ -2, Short signals require trend_score ≤ 2 Stage 5: Cooldown Enforcement Minimum bars between signals (default 10, configurable 5-15) Prevents over-trading during choppy conditions Stage 6: Performance Tracking After 8 bars (performance horizon), signal outcome evaluated Win = price moved in signal direction, Loss = price moved against Results fed back into memory and bandit statistics Trading Modes (Presets) Pre-configured parameter sets: Conservative: 85% consensus, 4 confirmations, 15-bar cooldown Expected: 60-70% win rate, 3-8 signals/week Best for: Swing trading, capital preservation, beginners Balanced: 70% consensus, 3 confirmations, 10-bar cooldown Expected: 55-65% win rate, 8-15 signals/week Best for: Day trading, most traders, general use Aggressive: 60% consensus, 2 confirmations, 5-bar cooldown Expected: 50-58% win rate, 15-30 signals/week Best for: Scalping, high-frequency trading, active management Elite: 75% consensus, 3 confirmations, 12-bar cooldown Expected: 58-68% win rate, 5-12 signals/week Best for: Selective trading, high-conviction setups Adaptive: 65% consensus, 2 confirmations, 8-bar cooldown Expected: Varies based on learning Best for: Experienced users leveraging bandit system How to Use 1. Initial Setup (5 Minutes): Select Trading Mode matching your style (start with Balanced) Enable Adaptive Learning (recommended for automatic agent selection) Choose Thompson Sampling algorithm (best all-around performance) Keep Microstructure Metrics enabled for liquid instruments (>100k daily volume) 2. Agent Tuning (Optional): Adjust Agent Sensitivity multipliers (0.5-2.0): <0.8 = Highly selective (fewer signals, higher quality) 0.9-1.2 = Balanced (recommended starting point) 1.3 = Aggressive (more signals, lower individual quality) Monitor dashboard for 20-30 signals to identify dominant agent If one agent consistently outperforms, consider using Lock Agent feature 3. Bandit Configuration (Advanced): Blend Temperature (0.1-2.0): 0.3 = Sharp decisions (best agent dominates) 0.5 = Balanced (default) 1.0+ = Smooth (equal weighting, democratic) Memory Decay (0.8-0.99): 0.90 = Fast adaptation (volatile markets) 0.95 = Balanced (most instruments) 0.97+ = Long memory (stable trends) 4. Signal Interpretation: Green triangle (▲): Long signal confirmed Red triangle (▼): Short signal confirmed Dashboard shows: Active agent (highlighted row with ► marker) Win rate per agent (green >60%, yellow 40-60%, red <40%) Confidence bars (█████ = maximum confidence) Memory size (short-term buffer count) Colored zones display: Entry level (current close) Stop-loss (1.5× ATR) Take-profit 1 (2.0× ATR) Take-profit 2 (3.5× ATR) 5. Risk Management: Never risk >1-2% per signal (use ATR-based stops) Signals are entry triggers, not complete strategies Combine with your own market context analysis Consider fundamental catalysts and news events Use "Confirming" status to prepare entries (not to enter early) 6. Memory Persistence (Optional): After 50-100 trades, check Memory Export Panel Record displayed alpha/beta/weight values for each agent Record VPIN and Kyle threshold values Enable "Restore From Memory" and input saved values to continue learning Useful when switching timeframes or restarting indicator Visual Components On-Chart Elements: Spectral Layers: EMA8 ± 0.5 ATR bands (dynamic support/resistance, colored by trend) Energy Radiance: Multi-layer glow boxes at signal points (intensity scales with confidence, configurable 1-5 layers) Probability Cones: Projected price paths with uncertainty wedges (15-bar projection, width = confidence × ATR) Connection Lines: Links sequential signals (solid = same direction continuation, dotted = reversal) Kill Zones: Risk/reward boxes showing entry, stop-loss, and dual take-profit targets Signal Markers: Triangle up/down at validated entry points Dashboard (Configurable Position & Size): Regime Indicator: 4-level trend classification (Strong Bull/Bear, Weak Bull/Bear) Mode Status: Shows active system (Adaptive Blend, Locked Agent, or Consensus) Agent Performance Table: Real-time win%, confidence, and memory stats Order Flow Metrics: Toxicity and impact indicators (when microstructure enabled) Signal Status: Current state (Long/Short/Confirming/Waiting) with confirmation progress Memory Panel (Configurable Position & Size): Live Parameter Export: Alpha, beta, and weight values per agent Adaptive Thresholds: Current VPIN sensitivity and Kyle threshold Save Reminder: Visual indicator if parameters should be recorded What Makes This Original This script's originality lies in three key innovations: 1. Genuine Meta-Learning Framework: Unlike traditional indicator mashups that simply display multiple signals, this implements authentic reinforcement learning (multi-armed bandits) to learn which detection method works best in current conditions. The Thompson Sampling implementation with beta distribution tracking (alpha for successes, beta for failures) is statistically rigorous and adapts continuously. This is not post-hoc optimization—it's real-time learning. 2. Episodic Memory Architecture with Transfer Learning: The dual-layer memory system mimics human learning patterns: Short-term memory captures recent performance (recency bias) Long-term memory preserves historical patterns (experience) Automatic transfer mechanism consolidates knowledge Memory boost creates positive feedback loops (successful strategies become stronger) This architecture allows the system to adapt without retraining , unlike static ML models that require batch updates. 3. Institutional Microstructure Integration: Combines retail-focused technical analysis (RSI, Bollinger Bands, VWAP) with institutional-grade microstructure metrics (VPIN, Kyle's Lambda, Hawkes processes) typically found in academic finance literature and professional trading systems, not standard retail platforms. While simplified for Pine Script constraints, these metrics provide insight into informed vs. uninformed trading , a dimension entirely absent from traditional technical analysis. Mashup Justification: The four agents are combined specifically for risk diversification across failure modes: Spoofing Detector: Prevents false breakout losses from manipulation Exhaustion Detector: Prevents chasing extended trends into reversals Liquidity Void: Exploits volatility compression (different regime than trending) Mean Reversion: Provides mathematical anchoring when patterns fail The bandit system ensures the optimal tool is automatically selected for each market situation, rather than requiring manual interpretation of conflicting signals. Why "ML-lite"? Simplifications and Approximations This is the "lite" version due to necessary simplifications for Pine Script execution: 1. Simplified VPIN Calculation: Academic Implementation: True VPIN uses volume bucketing (fixed-volume bars) and tick-by-tick buy/sell classification via Lee-Ready algorithm or exchange-provided trade direction flags This Implementation: 20-bar rolling window with simple open/close heuristic (close > open = buy volume) Impact: May misclassify volume during ranging/choppy markets; works best in directional moves 2. Pseudo-Random Sampling: Academic Implementation: Thompson Sampling requires true random number generation from beta distributions using inverse transform sampling or acceptance-rejection methods This Implementation: Deterministic pseudo-randomness derived from price and volume decimal digits: (close × 100 - floor(close × 100)) + (volume % 100) / 100 Impact: Not cryptographically random; may have subtle biases in specific price ranges; provides sufficient variation for agent selection 3. Hawkes Process Approximation: Academic Implementation: Full Hawkes process uses maximum likelihood estimation with exponential kernels: λ(t) = μ + Σ α·exp(-β(t-tᵢ)) fitted via iterative optimization This Implementation: Simple exponential decay (0.9 multiplier) with binary event triggers (volume spike = event) Impact: Captures self-exciting property but lacks parameter optimization; fixed decay rate may not suit all instruments 4. Kyle's Lambda Simplification: Academic Implementation: Estimated via regression of price impact on signed order flow over multiple time intervals: Δp = λ × Δv + ε This Implementation: Simplified ratio: price_change / sqrt(volume_sum) without proper signed order flow or regression Impact: Provides directional indicator of impact but not true market depth measurement; no statistical confidence intervals 5. Entropy Calculation: Academic Implementation: True Shannon entropy requires probability distribution: H(X) = -Σ p(x)·log₂(p(x)) where p(x) is probability of each price change magnitude This Implementation: Simple ratio of unique price changes to total observations (variety measure) Impact: Measures diversity but not true information entropy with probability weighting; less sensitive to distribution shape 6. Memory System Constraints: Full ML Implementation: Neural networks with backpropagation, experience replay buffers (storing state-action-reward tuples), gradient descent optimization, and eligibility traces This Implementation: Fixed-size array queues with simple averaging; no gradient-based learning, no state representation beyond raw scores Impact: Cannot learn complex non-linear patterns; limited to linear performance tracking 7. Limited Feature Engineering: Advanced Implementation: Dozens of engineered features, polynomial interactions (x², x³), dimensionality reduction (PCA, autoencoders), feature selection algorithms This Implementation: Raw agent scores and basic market metrics (RSI, ATR, volume ratio); minimal transformation Impact: May miss subtle cross-feature interactions; relies on agent-level intelligence rather than feature combinations 8. Single-Instrument Data: Full Implementation: Multi-asset correlation analysis (sector ETFs, currency pairs, volatility indices like VIX), lead-lag relationships, risk-on/risk-off regimes This Implementation: Only OHLCV data from displayed instrument Impact: Cannot incorporate broader market context; vulnerable to correlated moves across assets 9. Fixed Performance Horizon: Full Implementation: Adaptive horizon based on trade duration, volatility regime, or profit target achievement This Implementation: Fixed 8-bar evaluation window Impact: May evaluate too early in slow markets or too late in fast markets; one-size-fits-all approach Performance Impact Summary: These simplifications make the script: ✅ Faster: Executes in milliseconds vs. seconds (or minutes) for full academic implementations ✅ More Accessible: Runs on any TradingView plan without external data feeds, APIs, or compute servers ✅ More Transparent: All calculations visible in Pine Script (no black-box compiled models) ✅ Lower Resource Usage: <500 bars lookback, minimal memory footprint ⚠️ Less Precise: Approximations may reduce statistical edge by 5-15% vs. academic implementations ⚠️ Limited Scope: Cannot capture tick-level dynamics, multi-order-book interactions, or cross-asset flows ⚠️ Fixed Parameters: Some thresholds hardcoded rather than dynamically optimized When to Upgrade to Full Implementation: Consider professional Python/C++ versions with institutional data feeds if: Trading with >$100K capital where precision differences materially impact returns Operating in microsecond-competitive environments (HFT, market making) Requiring regulatory-grade audit trails and reproducibility Backtesting with tick-level precision for strategy validation Need true real-time adaptation with neural network-based learning For retail swing/day trading and position management, these approximations provide sufficient signal quality while maintaining usability, transparency, and accessibility. The core logic—multi-agent detection with adaptive selection—remains intact. Technical Notes All calculations use standard Pine Script built-in functions ( ta.ema, ta.atr, ta.rsi, ta.bb, ta.sma, ta.stdev, ta.vwap ) VPIN and Kyle's Lambda use simplified formulas optimized for OHLCV data (see "Lite" section above) Thompson Sampling uses pseudo-random noise from price/volume decimal digits for beta distribution sampling No repainting: All calculations use confirmed bar data (no forward-looking) Maximum lookback: 500 bars (set via max_bars_back parameter) Performance evaluation: 8-bar forward-looking window for reward calculation (clearly disclosed) Confidence threshold: Minimum 0.25 (25%) enforced on all signals Memory arrays: Dynamic sizing with FIFO queue management Limitations and Disclaimers Not Predictive: This indicator identifies patterns in historical data. It cannot predict future price movements with certainty. Requires Human Judgment: Signals are entry triggers, not complete trading strategies. Must be confirmed with your own analysis, risk management rules, and market context. Learning Period Required: The adaptive system requires 50-100 bars minimum to build statistically meaningful performance data for bandit algorithms. Overfitting Risk: Restoring memory parameters from one market regime to a drastically different regime (e.g., low volatility to high volatility) may cause poor initial performance until system re-adapts. Approximation Limitations: Simplified calculations (see "Lite" section) may underperform academic implementations by 5-15% in highly efficient markets. No Guarantee of Profit: Past performance, whether backtested or live-traded, does not guarantee future performance. All trading involves risk of loss. Forward-Looking Bias: Performance evaluation uses 8-bar forward window—this creates slight look-ahead for learning (though not for signals). Real-time performance may differ from indicator's internal statistics. Single-Instrument Limitation: Does not account for correlations with related assets or broader market regime changes. Recommended Settings Timeframe: 15-minute to 4-hour charts (sufficient volatility for ATR-based stops; adequate bar volume for learning) Assets: Liquid instruments with >100k daily volume (forex majors, large-cap stocks, BTC/ETH, major indices) Not Recommended: Illiquid small-caps, penny stocks, low-volume altcoins (microstructure metrics unreliable) Complementary Tools: Volume profile, order book depth, market breadth indicators, fundamental catalysts Position Sizing: Risk no more than 1-2% of capital per signal using ATR-based stop-loss Signal Filtering: Consider external confluence (support/resistance, trendlines, round numbers, session opens) Start With: Balanced mode, Thompson Sampling, Blend mode, default agent sensitivities (1.0) After 30+ Signals: Review agent win rates, consider increasing sensitivity of top performers or locking to dominant agent Alert Configuration The script includes built-in alert conditions: Long Signal: Fires when validated long entry confirmed Short Signal: Fires when validated short entry confirmed Alerts fire once per bar (after confirmation requirements met) Set alert to "Once Per Bar Close" for reliability Taking you to school. — Dskyz, Trade with insight. Trade with anticipation.
Pine Script®指標
由DskyzInvestments提供
9
VWAP CATS background flipped 4.0VWAP CATS Background Flipped 4.0 is a sophisticated Pine Script v5 indicator for TradingView that combines a configurable moving average (MA) with dynamic Gann Square of 9 levels to create a multi-layered background shading system for price action analysis. It visualizes support/resistance zones around a central MA (often VWAP or RVWAP) using incremental offsets (either % or absolute points), generating symmetrical bands that resemble a "CATS" (Concentric Adaptive Tiered System) — hence the name.The background is "flipped" in the sense that shading intensity and structure emphasize higher-tier zones, and labels are placed to the right of the chart for future projection.Key FeaturesFeature Description Multi-MA Engine Supports 20+ MA types: EMA, DEMA, TEMA, SMA, VWAP, RVWAP, HMA, ALMA, custom volume blends (CVB1–4) RVWAP Mode Rolling VWAP with adaptive or fixed time window (days/hours/minutes) Gann Square of 9 Logic Generates 80+ symmetric levels (0.25x to 17x increment) above/below the MA Dual Increment Mode Choose Percent or Points for spacing Background Fills Tiered transparency fills between Gann levels (darker = stronger zones) Visual MA Offset Shift MA line left/right without breaking fill alignment Smart Labels Projected labels on last bar: "FV", "normal", "high", "3/4" at key levels Performance Optimized Hidden plots + label cleanup to prevent lag Primary Use Cases 1. Institutional VWAP Anchoring Use RVWAP (1-day fixed) as maRaw Set Increment = 0.5 points or 0.05% Watch price interaction with "normal" (2x), "high" (4x), "3/4" (6x) zones Ideal for intraday scalping on indices (ES, NQ) or forex 2. Swing Trading with Gann Projections Use 400-period SMA/EMA on daily chart Increment in Percent mode (~1.22%) Identify confluence when price rejects at 2x, 4x, or 6x bands Labels project future targets to the right 3. Volume-Weighted Mean Reversion Select CVB1–CVB4 for heavy volume smoothing Use Points mode for stocks with stable tick sizes (e.g. $0.50 increments) Trade mean reversion between ±1x and ±2x bands 4. Risk Management & Stop Placement Place stops beyond 2x or 4x bands Take profits at next major tier (e.g. 4x → 6x) Pro Tips Enable "Use Fixed Time Period" for RVWAP to avoid session reset issues Increase i_label_offset on lower timeframes to avoid overlap Combine with volume profile or order flow for confluence The "FV" label marks the Fair Value MA — core anchor Summary"VWAP CATS Background Flipped 4.0" turns any moving average into a dynamic Gann-based pricing grid with intelligent background shading and forward-projected labels — perfect for institutional-style mean reversion, swing targeting, and risk-defined trading."
Pine Script®指標
由surfchaser提供
Market Profile Dominance Analyzer# Market Profile Dominance Analyzer ## 📊 OVERVIEW **Market Profile Dominance Analyzer** is an advanced multi-factor indicator that combines Market Profile methodology with composite dominance scoring to identify buyer and seller strength across higher timeframes. Unlike traditional volume profile indicators that only show volume distribution, or simple buyer/seller indicators that only compare candle colors, this script integrates six distinct analytical components into a unified dominance measurement system. This indicator helps traders understand **WHO controls the market** by analyzing price position relative to Market Profile key levels (POC, Value Area) combined with volume distribution, momentum, and trend characteristics. ## 🎯 WHAT MAKES THIS ORIGINAL ### **Hybrid Analytical Approach** This indicator uniquely combines two separate methodologies that are typically analyzed independently: 1. **Market Profile Analysis** - Calculates Point of Control (POC) and Value Area (VA) using volume distribution across price channels on higher timeframes 2. **Multi-Factor Dominance Scoring** - Weights six independent factors to produce a composite dominance index ### **Six-Factor Composite Analysis** The dominance score integrates: - Price position relative to POC (equilibrium assessment) - Price position relative to Value Area boundaries (acceptance/rejection zones) - Volume imbalance within Value Area (institutional bias detection) - Price momentum (directional strength) - Volume trend comparison (participation analysis) - Normalized Value Area position (precise location within fair value zone) ### **Adaptive Higher Timeframe Integration** The script features an intelligent auto-selection system that automatically chooses appropriate higher timeframes based on the current chart period, ensuring optimal Market Profile structure regardless of the trading timeframe being analyzed. ## 💡 HOW IT WORKS ### **Market Profile Construction** The indicator builds a Market Profile structure on a higher timeframe by: 1. **Session Identification** - Detects new higher timeframe sessions using `request.security()` to ensure accurate period boundaries 2. **Data Accumulation** - Stores high, low, and volume data for all bars within the current higher timeframe session 3. **Channel Distribution** - Divides the session's price range into configurable channels (default: 20 rows) 4. **Volume Mapping** - Distributes each bar's volume proportionally across all price channels it touched ### **Key Level Calculation** **Point of Control (POC)** - Identifies the price channel with the highest accumulated volume - Represents the price level where the most trading activity occurred - Serves as a magnetic level where price often returns **Value Area (VA)** - Starts at POC and expands both upward and downward - Includes channels until reaching the specified percentage of total volume (default: 70%) - Expansion algorithm compares adjacent volumes and prioritizes the direction with higher activity - Defines the "fair value" zone where most market participants agreed to trade ### **Dominance Score Formula** ``` Dominance Score = (price_vs_poc × 10) + (price_vs_va × 5) + (volume_imbalance × 0.5) + (price_momentum × 100) + (volume_trend × 5) + (va_position × 15) ``` **Component Breakdown:** - **price_vs_poc**: +1 if above POC, -1 if below (shows which side of equilibrium) - **price_vs_va**: +2 if above VAH, -2 if below VAL, 0 if inside VA - **volume_imbalance**: Percentage difference between upper and lower VA volumes - **price_momentum**: 5-period SMA of price change (directional acceleration) - **volume_trend**: Compares 5-period vs 20-period volume averages - **va_position**: Normalized position within Value Area (-1 to +1) The composite score is then smoothed using EMA with configurable sensitivity to reduce noise while maintaining responsiveness. ### **Market State Determination** - **BUYERS Dominant**: Smooth dominance > +10 (bullish control) - **SELLERS Dominant**: Smooth dominance < -10 (bearish control) - **NEUTRAL**: Between -10 and +10 (balanced market) ## 📈 HOW TO USE THIS INDICATOR ### **Trend Identification** - **Green background** indicates buyers are in control - look for long opportunities - **Red background** indicates sellers are in control - look for short opportunities - **Gray background** indicates neutral market - consider range-bound strategies ### **Signal Interpretation** **Buy Signals** (green triangle) appear when: - Dominance crosses above -10 from oversold conditions - Previous state was not already bullish - Suggests shift from seller to buyer control **Sell Signals** (red triangle) appear when: - Dominance crosses below +10 from overbought conditions - Previous state was not already bearish - Suggests shift from buyer to seller control ### **Value Area Context** Monitor the information table (top-right) to understand market structure: - **Price vs POC**: Shows if trading above/below equilibrium - **Volume Imbalance**: Positive values favor buyers, negative favors sellers - **Market State**: Current dominant force (BUYERS/SELLERS/NEUTRAL) ### **Multi-Timeframe Strategy** The auto-timeframe feature analyzes higher timeframe structure: - On 1-minute charts → analyzes 2-hour structure - On 5-minute charts → analyzes Daily structure - On 15-minute charts → analyzes Weekly structure - On Daily charts → analyzes Yearly structure This higher timeframe context helps avoid counter-trend trades against the dominant force. ### **Confluence Trading** Strongest signals occur when multiple factors align: 1. Price above VAH + positive volume imbalance + buyers dominant = Strong bullish setup 2. Price below VAL + negative volume imbalance + sellers dominant = Strong bearish setup 3. Price at POC + neutral state = Potential breakout/breakdown pivot ## ⚙️ INPUT PARAMETERS - **Higher Time Frame**: Select specific HTF or use 'Auto' for intelligent selection - **Value Area %**: Percentage of volume contained in VA (default: 70%) - **Show Buy/Sell Signals**: Toggle signal triangles visibility - **Show Dominance Histogram**: Toggle histogram display - **Signal Sensitivity**: EMA period for dominance smoothing (1-20, default: 5) - **Number of Channels**: Market Profile resolution (10-50, default: 20) - **Color Settings**: Customize buyer, seller, and neutral colors ## 🎨 VISUAL ELEMENTS - **Histogram**: Shows smoothed dominance score (green = buyers, red = sellers) - **Zero Line**: Neutral equilibrium reference - **Overbought/Oversold Lines**: ±50 levels marking extreme dominance - **Background Color**: Highlights current market state - **Information Table**: Displays key metrics (state, dominance, POC relationship, volume imbalance, timeframe, bars in session, total volume) - **Signal Shapes**: Triangle markers for buy/sell signals ## 🔔 ALERTS The indicator includes three alert conditions: 1. **Buyers Dominate** - Fires on buy signal crossovers 2. **Sellers Dominate** - Fires on sell signal crossovers 3. **Dominance Shift** - Fires when dominance crosses zero line ## 📊 BEST PRACTICES ### **Timeframe Selection** - **Scalping (1-5min)**: Focus on 2H-4H dominance shifts - **Day Trading (15-60min)**: Monitor Daily and Weekly structure - **Swing Trading (4H-Daily)**: Track Weekly and Monthly dominance ### **Confirmation Strategies** 1. **Trend Following**: Enter in direction of dominance above/below ±20 2. **Reversal Trading**: Fade extreme readings beyond ±50 when diverging with price 3. **Breakout Trading**: Look for dominance expansion beyond ±30 with increasing volume ### **Risk Management** - Avoid trading during NEUTRAL states (dominance between -10 and +10) - Use POC levels as logical stop-loss placement - Consider VAH/VAL as profit targets for mean reversion ## ⚠️ LIMITATIONS & WARNINGS **Data Requirements** - Requires sufficient historical data on current chart (minimum 100 bars recommended) - Lower timeframes may show fewer bars per HTF session initially - More accurate results after several complete HTF sessions have formed **Not a Standalone System** - This indicator analyzes market structure and participant control - Should be combined with price action, support/resistance, and risk management - Does not guarantee profitable trades - past dominance does not predict future results **Repainting Characteristics** - Higher timeframe levels (POC, VAH, VAL) update as new bars form within the session - Dominance score recalculates with each new bar - Historical signals remain fixed, but current session data is developing **Volume Limitations** - Uses exchange-provided volume data which varies by instrument type - Forex and some CFDs use tick volume (not actual transaction volume) - Most accurate on instruments with reliable volume data (stocks, futures, crypto) ## 🔍 TECHNICAL NOTES **Performance Optimization** - Uses `max_bars_back=5000` for extended historical analysis - Efficient array management prevents memory issues - Automatic cleanup of session data on new period **Calculation Method** - Market Profile uses actual volume distribution, not TPO (Time Price Opportunity) - Value Area expansion follows traditional Market Profile auction theory - All calculations occur on the chart's current symbol and timeframe ## 📚 EDUCATIONAL VALUE This indicator helps traders understand: - How institutional traders use Market Profile to identify fair value - The relationship between price, volume, and market acceptance - Multi-factor analysis techniques for assessing market conditions - The importance of higher timeframe structure in trade planning ## 🎓 RECOMMENDED READING To better understand the concepts behind this indicator: - "Mind Over Markets" by James Dalton (Market Profile foundations) - "Markets in Profile" by James Dalton (Value Area analysis) - Volume Profile analysis in institutional trading ## 💬 USAGE TERMS This indicator is provided as an educational and analytical tool. It does not constitute financial advice, investment recommendations, or trading signals. Users are responsible for their own trading decisions and should conduct their own research and due diligence. Trading involves substantial risk of loss. Past performance does not guarantee future results. Always use proper risk management and never risk more than you can afford to lose.
Pine Script®指標
由Smart-Day-Trader提供
Price Action ZigZag (Impulses & Corrections)This indicator tracks price structure by connecting significant swing highs and lows—giving a clear, actionable “ZigZag” view of market movement. It automatically maps the underlying price action as alternating impulses (trend legs) and corrections (pullbacks), directly on your chart, for any timeframe. How does it work? Swing Detection: The script uses the user-selected “pivot length” to identify confirmed swing highs and lows with Pine Script’s ta.pivothigh and ta.pivotlow. These pivots only print after full confirmation, making all lines strictly non-repainting. ZigZag Drawing: After pivots are captured, the indicator connects each alternating swing with lines that trace the progression of price structure. Each line segment is mapped according to the sequence and direction of swings: Impulse: Moves that break further away from prior swing in the same direction (continuations/uptrends/downtrends) Correction: Moves that pull price back, but do not extend past the previous impulse (retracements/sideways action) Impulse vs Correction Logic: Bullish impulse: swing from a higher low to a higher high (fast upward moves after a low) Bearish impulse: swing from a lower high to a lower low (fast downward moves after a high) Corrections appear as smaller lines between alternating swing points not leading to new trend extension. Labels & Colors: Impulse lines are drawn teal (customizable), corrections in gray. Tiny labels ("Impulse", "Correction") are shown for clarity (optional). Most recent pivots are highlighted with yellow dots for quick visual reference. Key Features: User-adjustable pivot length controls sensitivity and structure size (scalp to swing). Distinguishes between impulses and corrections instantly on the chart. Labels and color coding for clarity—traders can spot trend continuation vs. pullback at a glance. Non-repainting confirmed pivots and lines; never show incomplete data. Fully customizable appearance—all colors and label display adjustable in settings. Zero lookahead or repainting: all signals use confirmed, historical price only. How to use: Add to any chart and set 'Swing Length' to fit your trading style (shorter for scalping, longer for bigger structure). Follow the ZigZag lines to see when price makes an impulse vs. correction, and use this to identify high-probability momentum or reversal zones. Combine this script with your own analysis/strategy or other indicators for deeper context. Adjust colors and label options for your preferred chart clarity. Disclaimer: This script is a visualization and analysis tool for educational purposes—it does not predict future price movement, guarantee results, or provide trading signals. Always use sound risk management and your own judgment in live trading.
Pine Script®指標
由darshakssc提供
VWAP – Pivot Pairs (SECONDS‑BASED RESET)VWAP – Pivot Pairs (SECONDS-BASED RESET) is a Pine Script v6 indicator for TradingView that combines pivot-based breakout detection with resettable VWAP (Volume Weighted Average Price) calculations over user-defined rolling time periods in seconds.It identifies high and low swing pivots via breakout logic, then calculates two VWAP lines per anchor:One using high/low as the price source, One using close as the price source. These form "pivot pairs" that reset automatically at the start of each custom-duration period (e.g., every 300 seconds), starting from a user-defined UTC time of day (default: 09:30 UTC).Visuals include:Colored VWAP lines (high pair: red, low pair: green), Semi-transparent fill zones between each pair, Optional toggles to show/hide high or low pairs. Use CasesUse Case Description Intraday Scalping (1–15 min charts) Use 60–300 second resets to capture micro-trends within larger sessions. VWAP pairs act as dynamic support/resistance after breakouts. High-Frequency / Algo Validation Backtest strategies on tick/second charts where traditional session resets fail. Align resets with exchange micro-sessions or volatility windows. Opening Range Breakout (ORB) Enhancement Set period_seconds = 1800 (30 min) and start time = 09:30 UTC → VWAP builds only on first 30 mins post-open, then floats. Pairs show deviation from ORB mean. Range-Bound Market Analysis In choppy markets, VWAP pairs converge near fair value. Divergence signals potential breakout. Fill color intensity shows conviction. Multi-Timeframe Confluence Overlay on 1-second chart with 300s reset → matches 5-minute structure. Use close-based VWAP for entries, high/low-based for stops. Key Features SummaryFeature Function period_seconds Rolling window length in seconds (e.g., 300 = 5 min) period_start_time UTC time-of-day anchor (default: 09:30) new_period logic Triggers full reset of pivots + VWAP on exact second boundary breakingHigher / breakingLower Detects confirmed breakouts (not just close above high) Dual VWAP per anchor ta.vwap(high) and ta.vwap(close) for range-aware mean Fill zones Visual value area between high/close VWAPs Toggle visibility Independently show/hide high or low pivot pairs How It Works – Step-by-StepTime Engine Converts user inputs → milliseconds Calculates current period start time using integer division from epoch Detects exact bar when new period begins (new_period = true) On New Period Resets both high/low anchors to current bar’s h and l Forces VWAP recalculation from this bar forward Breakout Detection Only triggers on strong candles (rising/falling, non-doji) Requires open/close beyond prior pivot → avoids wicks-only breaks VWAP Accumulation ta.vwap(source, reset_condition) restarts when anchor resets Two sources per side → shows where volume clustered (at highs vs closes) Plotting Four lines + two fills Clean, customizable, overlay-friendly Pro TipsUse on Heikin Ashi for smoother breakout signals. Combine with volume profile to validate VWAP clusters. For crypto, set period_start_time = 0 (00:00 UTC) for clean 4-hour resets. Add alerts on new_period or breakingHigher for automation. In short: This is a precision VWAP tool for time-boxed, pivot-driven mean reversion and breakout trading, ideal for scalpers, day traders, and algo developers needing sub-session granularity.
Pine Script®指標
由surfchaser提供
Aquantprice: Institutional Structure MatrixSETUP GUIDE Open TradingView Go to Indicators Search: Aquantprice: Institutional Structure Matrix Click Add to Chart Customize: Min Buy = 10, Min Sell = 7 Show only PP, R1, S1, TC, BC Set Decimals = 5 (Forex) or 8 (Crypto) USE CASES & TRADING STRATEGIES 1. CPR Confluence Trading (Most Popular) Rule: Enter when ≥3 timeframes show Buy ≥10/15 or Sell ≥7/13 text Example: Daily: 12/15 Buy Weekly: 11/15 Buy Monthly: 10/15 Buy → **STRONG LONG BIAS** Enter on pullback to nearest **S1 or L3** 2. Hot Zone Scalping (Forex & Indices) Rule: Trade only when price is in Hot Zone (closest 2 levels) text Hot: S1-PP → Expect bounce or breakout Action: - Buy at S1 if Buy Count ↑ - Sell at PP if Sell Count ↑ 3. Institutional Reversal Setup Rule: Price at H3/L3 + Reversal Condition text Scenario: Price touches **Monthly L3** L3 in **Hot Zone** Buy Count = 13/15 → **High-Probability Reversal Long** 4. CPR Width Filter (Avoid Choppy Markets) Rule: Trade only if CPR Label = "Strong Trend" text CPR Size < 0.25 → Trending CPR Size > 0.75 → Sideways (Avoid) 5. Multi-Timeframe Bias Dashboard Use "Buy" and "Sell" columns as a sentiment meter TimeframeBuySellBiasDaily123BullishWeekly89BearishMonthly112Bullish → Wait for alignment before entering HOW TO READ THE TABLE Column Meaning Time frame D, W, M, 3M, 6M, 12MOpen Price Current session open PP, TC, BC, etc. Pivot levels (color-coded if in Hot Zone) Buy X/15 conditions met (≥10 = Strong Buy)Sell X/13 conditions met (≥7 = Strong Sell)CPR Size Histogram + Label (Trend vs Range)Zone Hot: PP-S1, Med: S2-L3, etc. + PP Distance PRO TIPS Best on 5M–1H charts for entries Use with volume or order flow for confirmation Set alerts on Buy ≥12/15 or Sell ≥10/13 Hide unused levels to reduce clutter Combine with AQuantPrice Dashboard (Small TF) for full system IDEAL MARKETS Forex (EURUSD, GBPUSD, USDJPY) Indices (NAS100, SPX500, DAX) Crypto (BTC, ETH – use 6–8 decimals) Commodities (Gold, Oil) 🚀 **NEW INDICATOR ALERT** **Aquantprice: Institutional Structure Matrix** The **ALL-IN-ONE CPR Dashboard** used by smart money traders. ✅ **6 Timeframes in 1 Table** (Daily → Yearly) ✅ **15 Buy + 13 Sell Conditions** (Institutional Logic) ✅ **Hot Zones, CPR Width, PP Distance** ✅ **Fully Customizable – Show/Hide Any Level** ✅ **Real-Time Zone Detection** (Hot, Med, Low) ✅ **Precision up to 8 Decimals** **No more switching charts. No more confusion.** See **where institutions are positioned** — instantly. 👉 **Add to Chart Now**: Search **"Aquantprice: Institutional Structure Matrix"** 🔥 **Free Access | Pro-Level Insights** *By AQuant – Trusted by 10,000+ Traders* #CPR #PivotTrading #SmartMoney #TradingView FINAL TAGLINE "See What Institutions See — Before They Move." Aquantprice: Institutional Structure Matrix Your Edge. One Dashboard.
Pine Script®指標
由Nmn0708提供
Major exchages total Open interest & Long/Short OI trends📊 Indicator: Major Exchanges Total OI & Long/Short Trends This Pine Script™ indicator is designed to provide a comprehensive analysis of Open Interest (OI) and Long/Short position trends across major cryptocurrency exchanges (Binance, Bybit, OKX, Bitget, HTX, Deribit). It serves as a powerful tool for traders seeking to understand market liquidity, participant positioning, and overall market sentiment. 🔑 Key Features and Functionalities Aggregated Multi-Exchange Open Interest (OI): Consolidates real-time Open Interest data from user-selected major cryptocurrency exchanges. Provides a unified view of the total OI, offering insights into the collective market liquidity and the aggregate size of participants' open positions. Visualized Combined OI Candles: Presents the aggregated total OI data in a candlestick chart format. Displays the Open, High, Low, and Close of the combined OI, with color variations indicating increases or decreases from the previous period. This enables intuitive visualization of OI trend shifts. Estimated Long/Short OI and Visualization: Calculates and visualizes estimated Long and Short position Open Interest based on the total aggregated OI data. Estimation Logic: Employs a sophisticated logic that considers both price changes and OI fluctuations to infer the balance between Long and Short positions. For instance, an increase in both price and OI may suggest an accumulation of Long positions, while a price decrease coupled with an OI increase might indicate growing Short positions. Initial 50:50 Ratio: The estimation for Long/Short OI begins with an assumption of a 50:50 ratio at the initial data point available for the selected timeframe. This establishes a neutral baseline, from which subsequent price and OI changes drive the divergence and evolution of the estimated Long/Short balance. Flexible Visualization Options: Allows users to display Long/Short OI data in either line or candlestick styles, with customizable color schemes. This flexibility aids in clearly discerning bullish or bearish positioning trends. 💡 Development Background The development of this indicator stems from the critical importance of Open Interest data in the cryptocurrency derivatives market. Recognizing the limitations of analyzing individual exchange OI in isolation, the primary objective was to integrate data from leading exchanges to offer a holistic perspective on market sentiment and overall positioning dynamics. The inclusion of the Long/Short position estimation feature is crucial for deciphering the specific directional biases of market participants, which is often not evident from raw OI data alone. This enables a deeper understanding of how positions are being accumulated or liquidated, moving beyond simple OI change analysis. Furthermore, a key design consideration was to leverage the characteristic where the indicator's data start point dynamically adjusts with the chart's timeframe selection. This allows for the analysis of short-term Long/Short trends on shorter timeframes and long-term trends on longer timeframes. This inherent flexibility empowers traders to conduct analyses across various time scales, aligning with their diverse trading strategies. 🚀 Trading Applications Leveraging Combined Open Interest (OI): Trend Confirmation: A sustained increase in total OI signifies growing market interest and capital inflow, potentially confirming the strength of an existing trend. Conversely, decreasing OI may suggest diminishing participant interest or widespread position liquidation. Validation of Price Extremes: If price forms a new high but OI fails to increase or declines, it could signal a potential trend reversal (divergence). Conversely, a sharp increase in OI during a price decline might indicate a surge in short positions or renewed selling pressure. Identifying Volatility Triggers: Monitoring rapid shifts in OI during significant news events or market catalysts can help assess immediate market reactions and liquidity changes. 📈Utilizing Long/Short OI Trends Assessing Market Bias: A sustained dominance or rapid increase in Long OI suggests a prevalent bullish sentiment, which could inform decisions to enter or maintain long positions. The inverse scenario indicates bearish sentiment and potential short entry opportunities. Anticipating Squeezes: The indicator can help identify scenarios conducive to short or long squeezes. Excessive short positioning followed by a price uptick can trigger a short squeeze, leading to rapid price appreciation. Conversely, an oversupply of long positions preceding a price drop can result in a long squeeze and sharp declines. Divergence Analysis: Divergences between price action and Long/Short OI estimates can signal potential trend reversals. For example, if price is rising but the increase in Long OI slows down or Short OI begins to grow, it may suggest weakening buying pressure. 🕔Timeframe-Specific Trend Analysis: Shorter Timeframes (e.g., 1m, 5m, 15m): Ideal for identifying short-term shifts in participant positioning, beneficial for day trading and scalping strategies. Provides insights into immediate market reactions to price movements. Longer Timeframes (e.g., 1h, 4h, Daily): Valuable for evaluating broader positioning trends and the sustainability or potential reversal of medium-to-long-term trends. Offers a macro perspective on Long/Short dynamics, suitable for swing trading or long-term investment strategies. This indicator integrates complex market data, provides nuanced Long/Short position estimations, and offers multi-timeframe analytical capabilities, empowering traders to make more informed and strategic decisions.
Pine Script®指標
由BIGTAKER提供
6
Zone Tap Counter: Support & Resistance StrengthWhat is this indicator? This script is designed to help traders objectively monitor the strength and significance of price zones by counting and visualizing how many times price “taps” confirmed support and resistance levels. The indicator leverages swing high/low detection to automatically plot relevant zones and uses price tap frequency as an objective strength metric. How does it work? Zone Identification: The script uses the Pine Script functions ta.pivothigh and ta.pivotlow to detect confirmed swing highs and lows on your chart. Each swing high establishes a resistance zone, and each swing low establishes a support zone. Only confirmed pivots are used, ensuring all signals are strictly non-repainting. Tap Counting Logic: For every candle, the indicator checks whether price touches (comes within a small, user-set tolerance) of any currently tracked support or resistance zone. To avoid counting repeated taps in the same move, the script ensures only unique bar taps are registered. Each time price taps a zone, a counter for that zone is incremented. Both the tolerance for taps (percentage-based), and the depth/history of zones tracked are fully adjustable in settings. Visual Feedback: Zones with more taps are drawn darker (lower transparency), making it easy to spot the strongest/hardest-tested levels on the chart. A label on each zone displays the current tap count (e.g., "3x"), giving direct feedback about which support/resistance are most significant in the current view. Only recent zones (user-configurable) are shown to keep charts clear and useful. How to use it: Add the indicator to your TradingView chart. Set the swing length and tap tolerance in settings to match your market or timeframe (short swing length for scalping, longer swings for bigger structure). Watch for zones with high tap counts and darker lines: These zones represent areas where price has repeatedly reacted, suggesting they may be important for your trading decisions. You can adjust the minimum number of taps needed for a zone to be highlighted and the number of zones to display for your preferred visual clarity. Combine this tool with other analysis for confirmation—tap counts should not be seen as trading signals, but as supporting information. Originality & Calculation Details: This script does NOT simply merge or overlay existing indicators. The calculation method is original: it uses swing-based support/resistance and applies unique tap-count logic, designed for objective zone strength visualization. No repainting logic is present. All code and visualization methods are documented and transparent. Disclaimer: This indicator is for educational and analytical purposes only. It does not predict future price movement, guarantee profits, or recommend specific trades. Always use your own analysis and risk management. See TradingView’s House Rules for more details.
Pine Script®指標
由darshakssc提供
Momentum Squeeze Candle [Darwinian]# Momentum Squeeze Candle Professional squeeze detection indicator with Wyckoff accumulation/distribution analysis and multi-method momentum signals. ## Overview Identifies volatility compression (squeeze) periods and provides intelligent momentum direction signals based on institutional accumulation/distribution patterns. ## Features 6 Squeeze Detection Methods: • BB + KC (Classic) - John Carter's TTM Squeeze • ATR Ratio - Volatility compression detection • Choppiness Index - Ranging vs trending analysis • BB Width - Bollinger Band contraction • Volume Contraction - Drying volume detection • Hybrid Multi-Method - Ensemble approach (3+ methods must agree) Smart Momentum Direction: • Priority 1: Wyckoff signals (ATR compression + volume analysis) • Priority 2: RSI momentum (55/45 thresholds) • Priority 3: Hybrid slope + momentum confirmation Visual Indicators: • Blue candle coloring during squeeze • Green circles = Bullish momentum (accumulation detected) • Red circles = Bearish momentum (distribution detected) • Optional BB/KC band overlay ## How It Works Wyckoff Accumulation (Bullish): ATR compressing + volume drying + price holding above MA = Smart money accumulating → Green circle signals Wyckoff Distribution (Bearish): ATR expanding + volume surging + price failing below MA = Smart money distributing → Red circle signals ## Recommended Settings Swing Trading (Daily/4H): Method: BB + KC or Hybrid | Sensitivity: 1.2-1.5 Day Trading (15m-1H): Method: ATR Ratio or BB Width | Sensitivity: 0.8-1.0 Scalping (1m-5m): Method: Volume Contraction | Sensitivity: 0.7-0.9 High Probability: Method: Hybrid Multi-Method | Min Score: 4/5 | Sensitivity: 1.5 ## Key Advantages ✓ Multiple squeeze detection algorithms for different market conditions ✓ Wyckoff methodology for institutional activity detection ✓ Priority-based momentum system reduces false signals ✓ Clean, optimized code (70% faster than typical indicators) ✓ Fully customizable sensitivity and visual settings ## Usage 1. Choose squeeze detection method based on your trading style 2. Watch for blue candles (squeeze active) 3. Monitor momentum signals: - Green circles below bars = Accumulation phase (bullish) - Red circles below bars = Distribution phase (bearish) 4. Trade the breakout in the direction of momentum signals ## Notes • All inputs hidden from status line by default for clean charts • Works on all timeframes and asset classes • Combine with your trading strategy for confirmation • Best results when multiple priority signals align Perfect for traders looking to identify consolidation periods and predict breakout direction using institutional accumulation/distribution patterns.
Pine Script®指標
由DarwinDarma提供
EMA + RSI Autotrade Webhook - VarunOverview The EMA + RSI Autotrade Webhook is a powerful trend-following indicator designed for automated crypto futures trading. This indicator combines the reliability of Exponential Moving Average (EMA) crossovers with RSI momentum filtering to generate high-probability buy and sell signals optimized for webhook integration with crypto exchanges like Delta Exchange, Binance Futures, and Bybit.Key Features Simple & Effective: Uses proven EMA 9/21 crossover strategy RSI Momentum Filter: Eliminates low-probability trades in ranging markets Webhook Ready: Two clean alerts (LONG Entry, SHORT Entry) for seamless automation Exchange Compatible: Works with Delta Exchange, 3Commas, Alertatron, and other webhook platforms Zero Lag Signals: Real-time alerts on crossover confirmation Visual Clarity: Clean chart markers for easy signal identification How It Works Entry Signals: LONG Entry: Triggers when EMA 9 crosses above EMA 21 AND RSI is above 52 (bullish momentum confirmed) SHORT Entry: Triggers when EMA 9 crosses under EMA 21 AND RSI is below 48 (bearish momentum confirmed) Technical Components: Fast EMA: 9-period (tracks short-term price action) Slow EMA: 21-period (identifies primary trend) RSI: 14-period (confirms momentum strength) RSI Long Threshold: 52 (filters weak bullish signals) RSI Short Threshold: 48 (filters weak bearish signals) Best Use Cases Crypto Futures Trading: Bitcoin, Ethereum, Altcoin perpetual contracts Automated Trading Bots: Integration with Delta Exchange webhooks, TradingView alerts Timeframes: Optimized for 15-minute charts (works on 5min-1H) Markets: Trending crypto markets with clear directional moves Risk Management: Best used with 1-2% stop loss per trade (managed externally) Webhook Automation Setup Add indicator to your TradingView chart Create alerts for "LONG Entry" and "SHORT Entry" Configure webhook URL from your exchange (Delta Exchange, Binance, etc.) Use alert message: Entry LONG {{ticker}} @ {{close}} or Entry SHORT {{ticker}} @ {{close}} Exchange automatically reverses positions on opposite signals Advantages ✅ No manual trading required - fully automated ✅ Eliminates emotional trading decisions ✅ Catches trending moves early with EMA crossovers ✅ RSI filter reduces whipsaws in choppy markets ✅ Works 24/7 without monitoring ✅ Simple two-alert system (easy to manage) ✅ Compatible with multiple exchanges via webhooksStrategy Philosophy This indicator follows a trend-following with momentum confirmation approach. By waiting for both EMA crossover AND RSI confirmation, it ensures you're entering trades with genuine momentum behind them, not just random price noise. The tight RSI thresholds (52/48) keep you aligned with the prevailing trend.Recommended Settings Timeframe: 15-minute (primary), 5-minute (scalping), 1-hour (swing) Markets: BTC/USDT, ETH/USDT, high-liquidity altcoin perpetuals Position Sizing: 100% capital per signal (exchange manages reversals) Stop Loss: 2% (managed via exchange or external bot) Leverage: 1-2x for conservative approach, up to 5x for aggressive Important Notes ⚠️ This indicator generates entry signals only - position reversals are handled automatically by your exchange ⚠️ Always backtest on historical data before live trading ⚠️ Use proper risk management and position sizing ⚠️ Best performance in trending markets; may generate false signals in tight ranges ⚠️ Requires TradingView Premium or higher for webhook functionalityTags cryptocurrency futures automated-trading ema-crossover rsi webhook delta-exchange tradingview-alerts trend-following momentum bitcoin ethereum crypto-bot algo-trading 15-minute-strategy
Pine Script®指標
由varuns_back提供
Fisher MPzFisher MPz - Multi-Period Z-Score Fisher Transform Overview An enhanced Fisher Transform that uses multi-period analysis and improved statistical methods to provide more reliable trading signals with the goal of fewer false positives. Evolution Beyond Traditional Fisher Transform While the classic Fisher Transform uses simple price normalization and basic smoothing, Fisher MPz introduces several key enhancements: - Multi-period composite instead of single timeframe analysis - Robust z-score normalization using median/MAD rather than mean/standard deviation - Winsorization to handle outliers and price spikes - Dynamic clipping that adapts to market volatility - Kalman filtering for superior noise reduction vs. traditional EMA smoothing These improvements result in cleaner signals, better adaptability to different market conditions, handles trending markets without over-saturation at extreme values, and reduced false signals compared to the standard Fisher Transform. Key Features Multi-Period Analysis - Three Timeframe Approach: Simultaneously analyzes short (default 8), medium (default 13), and long (default 26) periods - Weighted Composite: Combines all three periods using customizable weights for optimal signal generation - Individual Period Display: Optional visualization of each period's Fisher Transform for deeper analysis Advanced Statistical Methods Robust Z-Score Calculation - Uses median and MAD (Median Absolute Deviation) instead of mean and standard deviation - More resistant to outliers and extreme price movements - Provides stable normalization across varying market conditions Winsorization - Caps extreme price values at specified percentiles (default 5th and 95th) - Reduces the impact of price spikes and anomalies - Configurable lookback period for threshold calculation Dynamic Z-Score Clipping - Automatically adjusts clipping levels based on recent volatility - Tighter bounds in calm markets (0.05) for precision - Wider bounds in volatile markets (0.2) to capture significant moves - Uses ATR-based volatility measurement Kalman Filter Smoothing - Optional advanced noise reduction using Kalman filtering - Superior to traditional EMA smoothing for optimal signal extraction - Configurable process noise (Q) and measurement noise (R) parameters - Fallback to traditional smoothing factor available How to Use Basic Interpretation - Above Zero: Bullish momentum - Below Zero: Bearish momentum - Extreme Values: Potential overbought/oversold conditions - Crossovers: Entry/exit signals when composite crosses trigger line Customizable Settings Periods: Adjust based on your trading timeframe - Lower values (3-10): More sensitive, suitable for scalping - Medium values (10-20): Balanced for swing trading - Higher values (20-50): Smoother for position trading Weights: Customize responsiveness - Increase short weight: More reactive to recent price changes - Increase long weight: More stability and trend confirmation Kalman Settings - Lower Q (0.001-0.02): Smoother, more filtered signals - Higher Q (0.02-0.1): More responsive to price changes - Lower R (0.01-0.05): Trust data more, less filtering - Higher R (0.1-1.0): More skeptical of data, more smoothing
Pine Script®指標
由B3AR_Trades提供
ROC & Momentum FusionROC & Momentum Fusion (by HabibiTrades ©) Purpose: “ROC & Momentum Fusion” combines the Rate of Change (ROC) with a MACD-style signal engine to identify early momentum reversals, confirmed trend shifts, and low-volatility choppy zones. It’s built for traders who want early momentum detection with the clarity of trend persistence — adaptable to any instrument and timeframe. ⚙️ How It Works Rate of Change (ROC): Measures the percentage speed of price change over time, showing the raw momentum strength. Signal Line (EMA): A short EMA of the ROC — responds faster to new directional shifts, similar to a MACD signal line. Histogram: Displays acceleration and deceleration between the ROC and its signal line. Persistent Trend States: When the ROC crosses the signal line or zero, the indicator enters a new momentum regime (bullish or bearish) and stays in that color until another flip occurs. Dynamic Choppy Zone: When ROC momentum fades within the zero buffer zone, the indicator turns orange, signaling a sideways or indecisive market. 🟢 Visual Regimes Regime Description Color Bullish Momentum ROC above zero or signal line 🟢 Neon Green Bearish Momentum ROC below zero or signal line 🔴 Neon Red Choppy / Neutral ROC hovering within ±threshold range 🟠 Neon Orange This color system makes it visually effortless to see whether the market is trending, reversing, or consolidating. 🧭 Adaptive Intelligence The script automatically adjusts to market type and session for consistent accuracy: Session Adaptive: Adjusts smoothing based on global sessions (Asian, London, New York, Sydney). Instrument Adaptive: Fine-tunes sensitivity automatically for major assets — NASDAQ (NQ), S&P 500 (ES), Gold (GC), Oil (CL), Bitcoin (BTC). Volatility Normalization: Optionally divides ROC by its own standard deviation to stabilize noisy assets and maintain consistent scaling. 🔔 Signals & Alerts Bullish Reversal: ROC crosses above its signal or zero line — early momentum flip. Bearish Reversal: ROC crosses below its signal or zero line — downward momentum flip. Alerts: Both reversal conditions include built-in alert triggers for automation and notifications. 🎨 Visual Features Main ROC Line: Adaptive EMA of ROC, color-coded by trend regime. Signal Line: Optional white EMA overlay for MACD-style crossovers. Histogram: Visual burst display of acceleration (green/red). Reversal Markers: Optional triangles marking exact crossover points. Threshold Lines: Highlight the zero and buffer zones for visual clarity. 🧩 Best Use Cases Identify early momentum shifts before price confirms them. Confirm trend continuation or exhaustion with color persistence. Detect choppy / low-volatility periods instantly. Works across all timeframes — from 1-minute scalping to weekly swings. Combine with structure, EMAs, or volume for confirmation. ⚙️ Recommended Settings Setting Default Description ROC Period 6 Core momentum length (lower = faster response). Signal EMA Length 3 MACD-style responsiveness (lower = more reactive). Zero Buffer Threshold 0.15 Defines the width of the neutral zone around zero. Choppy Zone Multiplier 1.0 Expands or tightens the orange zone sensitivity. These defaults have been optimized through real-market testing to balance responsiveness and smoothness across different asset classes. ⚠️ Notes The color regime is persistent, meaning once the line turns bullish or bearish, it remains in that state until momentum structurally flips. The orange zone represents momentum uncertainty and helps avoid false entries in range-bound markets. Works seamlessly on any timeframe and with any asset.
Pine Script®指標
由Habibitrades_提供
Power Balance ForecasterHey trader buddy! Remember the old IBM 5150 on Wall Street back in the 80s? :) Well, I wanted to pay tribute to it with this retro-style code when MS DOS and CRT screens were the cutting edge of technology... Analysis of the balance of power between buyers and sellers with price predictions What This Indicator Does The Power Balance Forecaster indicator analyzes the relationship between buyer and seller strength to predict future price movements. Here's what it does in detail: Main Features: Power Balance Analysis: Calculates real-time percentage of buyer power vs seller power Price Predictions: Estimates next closing level based on current momentum Market State Detection: Identifies 5 different market conditions Visual Signals: Shows directional arrows and price targets How the Trading Logic Works Power Balance Calculation: Analyzes Consecutive Bars - Counts consecutive bullish and bearish bars Calculates Momentum - Uses ATR-normalized momentum to measure trend strength Determines Market State - Assigns one of 5 market states based on conditions Market States: Bull Control: Strong uptrend (75% buyer power) Bear Control: Strong downtrend (75% seller power) Buying Pressure: Bullish pressure (65% buyer power) Selling Pressure: Bearish pressure (65% seller power) Balance Area: Market in equilibrium (50/50) Prediction System: Bullish Condition: Buyer power > 55% + Positive momentum = Bullish prediction Bearish Condition: Seller power > 55% + Negative momentum = Bearish prediction Price Target: Based on ATR multiplied by timeframe factor Configurable Parameters: Analysis Sensitivity (5-50): Controls how responsive the indicator is Low values (5-15): More sensitive, ideal for scalping High values (30-50): More stable, ideal for swing trading Table Position: Choose from 9 positions to display the data table Trading Signals: Green Triangle ▲: Bullish signal, price expected to increase Green Triangle ▼: Bearish signal, price expected to decrease Dashed Line: Shows the price target projection Label: Displays the exact target value Recommended Timeframes: Lower Timeframes (1-15 minutes): Sensitivity: 10-20 Automatic Low TF mode Higher Timeframes (1 hour - 1 day): Sensitivity: 25-40 Automatic High TF mode Important Notes: Always use this indicator in combination with: Market context analysis Proper risk management Confirmation from other indicators Mandatory stop losses The indicator works best in trending markets and may be less effective during extreme consolidation periods.
Pine Script®指標
由LanfryBil提供
Risk-On / Risk-Off Toolkit [SB1] (NQ, RTY, YM) VIXDescription: The Risk-On / Risk-Off Toolkit is a professional-grade market context indicator designed to help traders quickly identify broad market sentiment shifts and gauge risk appetite. By combining major US equity futures (NQ, RTY, YM) with VIX dynamics, this toolkit provides clear visual signals of “Risk-On” (bullish, lower volatility environment) and “Risk-Off” (bearish, higher volatility environment) conditions. This is ideal for traders using discretionary analysis, swing strategies, intraday scalping, or portfolio positioning decisions. My Personal Thoughts: Utilize all 3 charts to Identify which is Leading and who is lagging between the 3 (NQ, RTY, YM) Key Features: Futures Trend Analysis: Monitors the Nasdaq 100 (NQ), Russell 2000 (RTY), and Dow Jones (YM) futures in real-time. Determines bullish/bearish bias based on each futures contract’s current close relative to its open. Identifies when all three indices are moving in sync, highlighting broad market directional alignment. VIX Confirmation: Integrates the CBOE Volatility Index (VIX) to gauge market risk sentiment. Confirms Risk-On conditions when VIX is falling while all three futures are bullish. Confirms Risk-Off conditions when VIX is rising while all three futures are bearish. Optional background shading visually highlights Risk-On (green) and Risk-Off (red) conditions for quick, intuitive assessment. Strong Body Candle Signals: Detects high conviction candlestick moves where the body represents at least 85% of the total range. Confirms whether the candle closes near its extreme (top for bullish, bottom for bearish) within 15% of the range. Plots arrows for strong bullish or bearish candles: Green triangle-up for bullish strong candles Red triangle-down for bearish strong candles Provides a visual cue for intraday or swing traders to confirm trend momentum without cluttering the chart with labels. Alert System: Alerts can be set for Risk-On alignment: all monitored futures are bullish and VIX is falling. Alerts can also be set for Risk-Off alignment: all monitored futures are bearish and VIX is rising. Ensures traders never miss shifts in broad market sentiment, suitable for both intraday and end-of-day review. Table Summary: Provides a top-right summary table of each monitored market and VIX: Displays Index Name and Current Bias (Bullish/Bearish/Neutral). Highlights bullish conditions in green and bearish conditions in red. Includes VIX status as “↓ Falling”, “↑ Rising”, or “Flat”, providing a quick visual reference of volatility trends. Customizable Visuals: Control the visibility of strong candle arrows. Maintains dynamic bar coloring for strong candle moves (green for bullish, red for bearish). How to Use the Risk-On / Risk-Off Toolkit: Trend Confirmation: Use the alignment of NQ, RTY, and YM to determine whether the overall market environment is bullish or bearish. Risk Sentiment Filter: Use VIX confirmation to identify if traders are in a risk-on or risk-off sentiment. This is especially useful for adjusting position sizing, hedging, or timing entries. Momentum Validation: Strong candle arrows indicate decisive moves, providing additional confirmation for trade entries, breakouts, or trend continuation. Alerts & Visual Cues: Set alerts to be notified whenever Risk-On or Risk-Off conditions are met, helping you act in real-time. Quick Reference: Use the summary table for a bird’s-eye view of market alignment across indices and VIX, avoiding the need to track multiple charts simultaneously. Why This Indicator is Unique: Combines three major US indices with volatility confirmation to identify true macro market sentiment shifts. Provides both visual and alert-based signals for actionable insights. The inclusion of strong candle arrows gives intraday and swing traders a clear, low-latency cue for high-probability moves. Perfect for multi-timeframe analysis and adaptable to both short-term and long-term strategies. Indicator Name Justification: The name “Risk-On / Risk-Off Toolkit ” accurately reflects the core function: identifying broad market risk appetite and sentiment alignment across key indices with volatility confirmation. It communicates instantly that the tool helps traders understand when the market is favoring risk-taking (Risk-On) versus risk-aversion (Risk-Off).
Pine Script®指標
由samb817提供
Analog Flow [KedArc Quant]Overview AnalogFlow is an advanced analogue based market projection engine that reconstructs future price tendencies by matching current price behavior to historical analogues in the same instrument. Instead of using traditional indicators such as moving averages, RSI, or regression, AnalogFlow applies pattern vector similarity analysis - a data driven technique that identifies historically similar sequences and aggregates their subsequent movements into a smooth, forward looking curve. Think of it as a market memory system: If the current pattern looks like one we have seen before, how did price move afterward? Why AnalogFlow Is Unique 1. Pattern centric - it does not rely on any standard indicator formula; it directly analyzes price movement vectors. 2. Adaptive - it learns from the same instrument's past behavior, making it self calibrating to volatility and regime shifts. 3. Non repainting - the projection is generated on the latest completed bar and remains fixed until new data is available. 4. Noise resistant - the EMA Blend engine smooths the projected trajectory, reducing random variance between analogues. Inputs and Configuration Pattern Bars Number of bars in the reference pattern window: 40 Projection Bars Number of bars forward to project: 30 Search Depth Number of bars back to look for matching analogues: 600 Distance Metric Comparison method: Euclidean, Manhattan, or Cosine (default Euclidean) Matches Number of top analogues to blend (1-5): Top 3 Build Mode Projection type: Cumulative, MeanStep, or EMA Blend (default EMA Blend) EMA Blend Length Smoothness of the projected path: 15 Normalize Pattern Enable Z score normalization for shape matching: true Dissimilarity Mode If true, finds inverse analogues for mean reversion analysis: false Line Color and Width Style settings for projection curve: Blue, width 2 How It Works with Past Data 1. The system builds a memory bank of patterns from the last N bars based on the scanDepth value. 2. It compares the latest Pattern Bars segment to each historical segment. 3. It selects the Top K most similar or dissimilar analogues. 4. For each analogue, it retrieves what happened after that pattern historically. 5. It averages or smooths those forward moves into a single composite forecast curve. 6. The forecast (blue line) is drawn ahead of the current candle using line.new with no repainting. Output Explained Blue Path The weighted mean future trajectory based on historical analogues. Smoother when EMA Blend mode is enabled. Flat Section Indicates low directional consensus or equilibrium across analogues. Upward or Downward Slope Represents historical tendency toward continuation or reversal following similar conditions. Recommended Timeframes Scalping / Short Term 1m - 5m : Short winLen (20-30), small ahead (10-15) Swing Trading 15m - 1h : Balanced settings (winLen 40-60, ahead 20-30) Positional / Multi Day 4h - 1D : Large windows (winLen 80-120, ahead 30-50) Instrument Compatibility Works seamlessly on: Stocks and ETFs Indices Cryptocurrency Commodities (Gold, Crude, etc.) Futures and F&O (both intraday and positional) Forex No symbol specific calibration needed. It self adapts to volatility. How Traders Can Use It Forecast Context Identify likely short term price path or drift direction. Reversal Detection Flip seekOpp to true for mean reversion pattern analysis. Scenario Comparison Observe whether the current regime tends to continue or stall. Momentum Confirmation Combine with trend tools such as EMA or MACD for directional bias. Backtesting Support Compare projected path versus realized price to evaluate reliability. FAQ Q1. Does AnalogFlow repaint? No. It calculates only once per completed bar and projects forward. The future path remains static until a new bar closes. Q2. Is it a neural network or AI model? Not in the machine learning sense. It is a deterministic analogue matching engine using statistical distance metrics. Q3. Why does the projection sometimes flatten? That means similar historical setups had no clear consensus in direction (neutral expectation). Q4. Can I use it for live trading signals? AnalogFlow is not a signal generator. It provides probabilistic context for upcoming movement. Q5. Does higher scanDepth improve accuracy? Up to a point. More depth gives more analogues, but too much can dilute recency. Try 400 to 800. Glossary Analogue A past pattern similar to the current price behavior. Distance Metric Mathematical formula for pattern similarity. Step Vector Difference between consecutive closing prices. EMA Blend Exponential smoothing of the projected path. Cumulative Mode Adds sequential historical deltas directly. Z Score Normalization Rescaling to mean 0 and variance 1 for shape comparison. Summary AnalogFlow converts the market's historical echoes into a structured, statistically weighted forward projection. It gives traders a contextual roadmap, not a signal, showing how similar past setups evolved and allowing better informed entries, exits, and scenario planning across all asset classes. Disclaimer This script is provided for educational purposes only. Past performance does not guarantee future results. Trading involves risk, and users should exercise caution and proper risk management when applying this strategy.
Pine Script®指標
由kedarcquant提供
ATR SL/TP Precision Zones (Dots)ATR SL/TP Precision Zones (Dots) is a volatility-based tool designed to help traders set accurate Stop Loss and Take Profit levels based on real market volatility — not fixed pips or emotion. This indicator uses ATR (Average True Range) multiplied by 1.2 to calculate dynamic distance bands. Instead of drawing a ribbon or channel, it places simple dots above and below each candle: Upper Dot (Green) → Suggested Take Profit / Price Stretch Zone Lower Dot (Red) → Suggested Stop Loss Cushion / Support Expansion Zone Because ATR measures market volatility, these dots expand during high volatility and tighten during slow markets, helping traders avoid stop-loss hunts and premature exits. Why This Works Most traders lose because: They set SL too close → stopped out by noise They set TP too far → price never reaches it This tool calibrates those distances automatically based on real price movement behavior. ATR = volatility Volatility = market breathing room This indicator ensures your trade has room to breathe, increasing win consistency. Best Use Cases Scalping Swing trading Trend continuation entries Reversal confirmations with support/resistance Works on Crypto / Forex / Stocks / Futures
Pine Script®指標
由DevanshRaii提供
Quantura - Supply & Demand Zone DetectionIntroduction “Quantura – Supply & Demand Zone Detection” is an advanced indicator designed to automatically detect and visualize institutional supply and demand zones, as well as breaker blocks, directly on the chart. The tool helps traders identify key areas of market imbalance and potential reversal or continuation zones, based on price structure, volume, and ATR dynamics. Originality & Value This indicator provides a unique and adaptive method of zone detection that goes beyond simple pivot or candle-based logic. It merges multiple layers of confirmation—volume sensitivity, ATR filters, and swing structure—while dynamically tracking how zones evolve as the market progresses. Unlike traditional supply and demand indicators, this script also detects and plots Breaker Zones when previous imbalances are violated, giving traders an extra layer of market context. The key values of this tool include: Automated detection of high-probability supply and demand zones. Integration of both volume and ATR filters for precision and adaptability. Dynamic zone merging and updating based on price evolution. Identification of breaker blocks (invalidated zones) to visualize market structure shifts. Optional bullish and bearish trade signals when zones are retested. Clear, visually optimized plotting for efficient chart interpretation. Functionality & Core Logic The indicator continuously scans recent price data for swing highs/lows and combines them with optional volume and ATR conditions to validate potential zones. Demand Zones are formed when price action indicates accumulation or a strong bullish rejection from a low area. Supply Zones are created when distribution or strong bearish rejection occurs near local highs. Breaker Blocks appear when existing zones are invalidated by price, helping traders visualize potential market structure shifts. Bullish and bearish signals appear when price re-enters an active zone or breaks through a breaker block. Parameters & Customization Demand Zones / Supply Zones: Enable or disable each individually. Breaker Zones: Activate breaker block detection for invalidated zones. Volume Filter: Optional filter to only confirm zones when volume exceeds its long-term average by a user-defined multiplier. ATR Filter: Optional filter for volatility confirmation, ensuring zones form under strong momentum conditions. Swing Length: Controls the number of bars used to detect structural pivots. Sensitivity Controls: Adjustable ATR and volume multipliers to fine-tune detection responsiveness. Signals: Toggle for on-chart bullish (▲) and bearish (▼) signal plotting when price interacts with zones. Color Customization: User-defined bullish and bearish colors for both standard and breaker zones. Core Calculations Zones are detected using pivot highs and lows with a defined lookback and lookahead period. Additional filters apply if ATR and volume are enabled, requiring conditions like “ATR > average * multiplier” and “Volume > average * multiplier.” Detected zones are merged if overlapping, keeping the chart clean and logical. When price breaks through a zone, the original box is closed, and a new breaker zone is plotted automatically. Bullish and bearish markers appear when zones are retested from the opposite side. Visualization & Display Demand zones are shaded in semi-transparent bullish color (default: blue). Supply zones are shaded in semi-transparent bearish color (default: red). Breaker zones appear when previous imbalances are broken, helping to spot structural shifts. Optional arrows (▲ / ▼) indicate potential buy or sell reactions on zone interaction. Use Cases Identify institutional areas of accumulation (demand) or distribution (supply). Detect potential breakout traps and market structure shifts using breaker zones. Combine with other tools such as volume profile, EMA, or liquidity indicators for deeper confirmation. Observe retests and reactions of zones to anticipate possible reversals or continuations. Apply multi-timeframe analysis to align higher timeframe zones with lower timeframe entries. Limitations & Recommendations The indicator does not predict future price movement; it highlights structural imbalances only. Performance depends on chosen swing length and sensitivity—users should optimize parameters for each market. Works best in volatile markets where supply and demand imbalances are clearly expressed. Should be used as part of a broader trading framework, not as a standalone signal generator. Markets & Timeframes The “Quantura – Supply & Demand Zone Detection” indicator is suitable for all asset classes including cryptocurrencies, Forex, indices, commodities, and equities. It performs reliably across multiple timeframes, from intraday scalping to higher timeframe swing analysis. Author & Access Developed 100% by Quantura. Published as a Open-source script indicator. Access is free. Important This description complies with TradingView’s Script Publishing and House Rules. It clearly explains the indicator’s originality, underlying logic, functionality, and intended use without unrealistic claims or performance guarantees.
Pine Script®指標
由Quantura提供
2
Quantura - Trendchange ZonesIntroduction “Quantura – Trendchange Zones” is an advanced technical indicator that identifies and visualizes potential market reversal zones using dynamic RSI-based logic. It highlights areas of overbought and oversold conditions, marking them as visual zones directly on the price chart, and generates corresponding bullish and bearish signals when the RSI exits these extremes. The tool helps traders anticipate possible trend change regions and confirm momentum shifts in a clean, intuitive way. Originality & Value Unlike traditional RSI indicators that only show a static oscillator, this tool transforms RSI behavior into on-chart visual zones that represent structural overbought and oversold phases. It converts RSI threshold breaches into price-based regions (boxes) and marks reversal signals at the moment of momentum change. The indicator’s originality and usefulness come from its: Direct visualization of RSI overbought and oversold areas as dynamic chart zones. Automatic detection of potential reversal regions where momentum exhaustion is likely. Integration of RSI-based signals and visual cues without requiring users to monitor the RSI window. Adjustable sensitivity for RSI length and upper/lower levels. Clear color-coded separation of bullish and bearish phases. Functionality & Core Logic The indicator continuously monitors RSI values relative to the user-defined thresholds. When RSI moves above the upper level, an Overbought Zone is created and extends until RSI falls back below that threshold. When RSI moves below the lower level, an Oversold Zone is generated and extends until RSI returns above that level. When RSI exits one of these zones, a corresponding Trendchange Signal (▲ bullish or ▼ bearish) appears at the transition point. Each zone dynamically adjusts its high and low levels during formation, representing the complete range of the exhaustion phase. Parameters & Customization RSI Length: Defines the sensitivity of RSI calculation. Shorter lengths make signals more responsive; longer lengths filter noise. Upper Level / Lower Level: Set thresholds for overbought and oversold conditions (default 70 / 30). Signals: Toggle on/off for displaying bullish (▲) and bearish (▼) reversal signals. Zones: Toggle the visualization of shaded RSI-based zones. Colors: Fully customizable bullish and bearish colors for both signals and zones. Visualization & Display Bullish reversal zones (oversold exits) are shaded using the chosen bullish color (default: blue). Bearish reversal zones (overbought exits) are shaded using the chosen bearish color (default: red). Each completed zone is outlined and filled with transparent shading for better clarity. Reversal arrows (▲ for bullish, ▼ for bearish) are displayed at the bar where RSI exits the extreme level. Clean overlay design ensures compatibility with any chart style or color scheme. Use Cases Identify overbought and oversold periods directly on the price chart without switching to the RSI window. Anticipate potential market reversals or exhaustion points based on RSI momentum shifts. Combine with trend indicators, moving averages, or volume tools for confirmation. Apply across multiple timeframes to align short-term reversal signals with higher timeframe momentum. Use zone width and duration to assess the strength and persistence of overbought/oversold conditions. Limitations & Recommendations The indicator is not a standalone trading system but a visual confirmation tool. False signals may occur in strongly trending markets where RSI remains overextended. Optimal RSI settings may differ between assets (e.g., crypto vs. equities). Combining this indicator with additional trend or structure filters can enhance accuracy. Markets & Timeframes The “Quantura – Trendchange Zones” indicator works across all markets and timeframes, including cryptocurrencies, Forex, stocks, and commodities. It is suitable for both short-term scalping and long-term swing analysis. Author & Access Developed 100% by Quantura. Published as a Open-source script indicator. Access is free. Important This description complies with TradingView’s Script Publishing and House Rules. It provides a clear explanation of the indicator’s originality, logic, and function while avoiding unrealistic performance or predictive claims.
Pine Script®指標
由Quantura提供
3