BW by readCrypto
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BW indicator is an indicator that displays StochRSI, MACD, OBV, and superTrend indicators integrated.
The BW(100) indicator is created when
- StochRSI indicator is 50 or higher,
- MACD indicator's haMSignal > haSSignal,
- OBV indicator rises above the previous high,
- superTrend indicator rises above the Sell line
The above conditions are met and it falls.
The BW(0) indicator is created when
- StochRSI indicator is below 50,
- MACD indicator is haMSignal < haSSignal,
- OBV indicator falls below the previous low,
- superTrend indicator falls below the Buy line
The above conditions are satisfied and it rises.
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(Interpretation method)
Accordingly, the creation of the BW(100) indicator can be interpreted as meaning that it has fallen from the high point range.
Therefore, the point where the BW(100) indicator is created is likely to be the resistance point.
The creation of the BW(0) indicator can be interpreted as meaning that it has risen from the low point range.
Therefore, the point where the BW(0) indicator is created is likely to be the support point.
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Since this BW indicator includes the OBV indicator that refers to the trading volume, it cannot be used on index charts that do not display the trading volume.
I think intuition is important when trading.
I think that indicators like this, which are displayed on the price candles, that is, indicators that show support and resistance points, increase intuitiveness when trading.
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Thank you for reading to the end.
I hope you have a successful trade.
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안녕하세요?
트레이더 여러분, 반갑습니다.
"팔로우"를 해 두시면, 언제나 빠르게 새로운 정보를 얻으실 수 있습니다.
"부스트" 클릭도 부탁드립니다.
오늘도 좋은 하루되세요.
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BW 지표는 StochRSI, MACD, OBV, superTrend 지표를 통합하여 표시한 지표입니다.
BW(100) 지표의 생성은
- StochRSI 지표가 50 이상,
- MACD 지표의 haMSignal > haSSignal,
- OBV 지표가 이전 고점 이상 상승,
- superTrend 지표가 Sell선 이상 상승
위의 조건이 만족한 상태에서 하락하게 되면 생성됩니다.
BW(0) 지표의 생성은
- StochRSI 지표가 50 이하,
- MACD 지표가 haMSignal < haSSignal,
- OBV 지표가 이전 저점 이하로 하락,
- superTrend 지표가 Buy선 이하로 하락
위의 조건이 만족한 상태에서 상승하게 되면 생성됩니다.
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(해석 방법)
이에 따라서, BW(100) 지표가 생성되었다는 의미는 고점 구간에서 하락하였다는 의미로 해석할 수 있습니다.
그러므로, BW(100) 지표가 생성된 지점이 저항 지점이 될 가능성이 높습니다.
BW(0) 지표가 생성되었다는 의미는 저점 구간에서 상승하였다는 의미로 해석할 수 있습니다.
그러므로, BW(0) 지표가 생성된 지점이 지지 지점이 될 가능성이 높습니다.
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이 BW 지표는 거래량를 참고하는 OBV 지표가 포함되어 있기 때문에 거래량 표시가 없는 지수 차트에서는 사용할 수 없습니다.
거래시에는 직관성이 중요하다고 생각합니다.
이렇게 가격 캔들 부분에 표시된 지표, 즉, 지지와 저항 지점을 표시하는 지표는 거래시 직관성을 높여 준다고 생각합니다.
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끝까지 읽어주셔서 감사합니다.
성공적인 거래가 되기를 기원입니다.
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波動率
G-FRAMA | QuantEdgeBIntroducing G-FRAMA by QuantEdgeB
Overview
The Gaussian FRAMA (G-FRAMA) is an adaptive trend-following indicator that leverages the power of Fractal Adaptive Moving Averages (FRAMA), enhanced with a Gaussian filter for noise reduction and an ATR-based dynamic band for trade signal confirmation. This combination results in a highly responsive moving average that adapts to market volatility while filtering out insignificant price movements.
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1. Key Features
- 📈 Gaussian Smoothing – Utilizes a Gaussian filter to refine price input, reducing short-term noise while maintaining responsiveness.
- 📊 Fractal Adaptive Moving Average (FRAMA) – A self-adjusting moving average that adapts its sensitivity to market trends.
- 📉 ATR-Based Volatility Bands – Dynamic upper and lower bands based on the Average True Range (ATR), improving signal reliability.
- ⚡ Adaptive Trend Signals – Automatically detects shifts in market structure by evaluating price in relation to FRAMA and its ATR bands.
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2. How It Works
- Gaussian Filtering
The Gaussian function preprocesses the price data, giving more weight to recent values and smoothing fluctuations. This reduces whipsaws and allows the FRAMA calculation to focus on meaningful trend developments.
- Fractal Adaptive Moving Average (FRAMA)
Unlike traditional moving averages, FRAMA uses fractal dimension calculations to adjust its smoothing factor dynamically. In trending markets, it reacts faster, while in sideways conditions, it reduces sensitivity, filtering out noise.
- ATR-Based Volatility Bands
ATR is applied to determine upper and lower thresholds around FRAMA:
- 🔹 Long Condition: Price closes above FRAMA + ATR*Multiplier
- 🔻 Short Condition: Price closes below FRAMA - ATR
This setup ensures entries are volatility-adjusted, preventing premature exits or false signals in choppy conditions.
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3. Use Cases
✔ Adaptive Trend Trading – Automatically adjusts to different market conditions, making it ideal for both short-term and long-term traders.
✔ Noise-Filtered Entries – Gaussian smoothing prevents false breakouts, allowing for cleaner entries.
✔ Breakout & Volatility Strategies – The ATR bands confirm valid price movements, reducing false signals.
✔ Smooth but Aggressive Shorts – While the indicator is smooth in overall trend detection, it reacts aggressively to downside moves, making it well-suited for traders focusing on short opportunities.
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4. Customization Options
- Gaussian Filter Settings – Adjust length & sigma to fine-tune the smoothness of the input price. (Default: Gaussian length = 4, Gaussian sigma = 2.0, Gaussian source = close)
- FRAMA Length & Limits – Modify how quickly FRAMA reacts to price changes.(Default: Base FRAMA = 20, Upper FRAMA Limit = 8, Lower FRAMA Limit = 40)
- ATR Multiplier – Control how wide the volatility bands are for long/short entries.(Default: ATR Length = 14, ATR Multiplier = 1.9)
- Color Themes – Multiple visual styles to match different trading environments.
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Conclusion
The G-FRAMA is an intelligent trend-following tool that combines the adaptability of FRAMA with the precision of Gaussian filtering and volatility-based confirmation. It is versatile across different timeframes and asset classes, offering traders an edge in trend detection and trade execution.
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🔹 Disclaimer: Past performance is not indicative of future results. No trading strategy can guarantee success in financial markets.
🔹 Strategic Advice: Always backtest, optimize, and align parameters with your trading objectives and risk tolerance before live trading.
RSI overbought /Oversold Crossover Strategyworks great with bollinger band look for signals near the top and bottom for good entry combining with bollinger band
MT-Turnover.IndicatorMT-Turnover Indicator – Market Liquidity & Activity Gauge
Overview
The MT-Turnover Indicator is a TradingView tool designed to measure market liquidity and trading activity by tracking the turnover rate of a stock. It calculates the turnover percentage by comparing the trading volume to the number of outstanding shares, providing traders with insights into how actively a stock is being traded.
By incorporating a moving average (MA) of turnover and a customizable high turnover threshold, this indicator helps identify periods of increased market participation, potential breakouts, or distribution phases.
Key Features
✔ Turnover Rate Calculation – Expresses turnover as a percentage of outstanding shares
✔ Customizable Moving Average (MA) for Trend Analysis – Smoothens turnover fluctuations for better trend identification
✔ High Turnover Level Alert – Marks periods when turnover exceeds a predefined threshold
✔ Histogram Visualization – Shows turnover dynamics with clear green (above MA) and red (below MA) bars
✔ High Turnover Signal Markers – Flags exceptionally high turnover events for quick identification
How It Works
1. Turnover Rate Calculation
• Formula:

• Configurable Outstanding Shares (in millions) to match the stock being analyzed
2. Turnover Moving Average (MA) for Trend Analysis
• A simple moving average (SMA) of turnover is calculated over a user-defined period (default: 20 days)
• Green bars indicate turnover above MA, suggesting increased activity
• Red bars indicate turnover below MA, signaling lower participation
3. High Turnover Threshold
• Users can set a high turnover level (%) to mark exceptionally active trading periods
• When turnover exceeds this level, a red triangle marker appears above the bar
4. Reference Line & Informative Table
• A dashed red reference line marks the high turnover threshold
• A floating table in the top-right corner provides a quick summary
How to Use This Indicator
📈 For Breakout Traders – High turnover can indicate strong buying interest, often preceding breakouts
📉 For Risk Management – Spikes in turnover may signal distribution phases or panic selling
🔎 For Liquidity Analysis – Helps gauge how liquid a stock is, which can impact price stability
Conclusion
The MT-Turnover Indicator is a powerful tool for identifying periods of high market activity, helping traders detect potential breakouts, reversals, or strong accumulation/distribution phases. By visualizing turnover with a moving average and customizable threshold, it provides valuable insights into market participation trends.
➡ Add this indicator to your TradingView chart and improve your liquidity-based trading decisions today! 🚀
MCh6 SRSI + MACD avec options📌 Stratégie SRSI + MACD avec Stop-Loss et Dépassement des Bandes de Bollinger
🔍 Présentation
Cette stratégie combine plusieurs indicateurs techniques pour identifier des opportunités d’achat et de vente optimisées. Elle repose sur :
✔ Stochastic RSI (SRSI) et MACD pour capter les retournements de tendance.
✔ Dépassement des Bandes de Bollinger (BB) pour détecter des zones de surachat et de survente exploitables.
✔ Filtres avancés (EMA, ATR, ADX) pour éviter les faux signaux et améliorer la robustesse des entrées.
✔ Gestion des risques intégrée avec Stop-Loss et Take-Profit ajustables.
✔ Alertes en temps réel pour ne jamais manquer un trade !
📊 Logique de la Stratégie
✅ Conditions d'achat (Buy Signal) :
SRSI et MACD indiquent un retournement haussier.
OU le prix casse la Bande de Bollinger inférieure (excès de vente).
ET les filtres de tendance (EMA), de volatilité (ATR) et de force du marché (ADX) valident l'entrée.
✅ Conditions de vente (Sell Signal) :
SRSI et MACD indiquent un retournement baissier.
OU le prix dépasse la Bande de Bollinger supérieure (excès d'achat).
ET les mêmes filtres confirment la vente.
⚙ Paramètres Configurables
🎯 Filtres optionnels :
Activation/désactivation des Bandes de Bollinger comme condition de trade.
Filtrage via EMA, ATR et ADX pour améliorer la qualité des signaux.
Seuil de dépassement des Bollinger ajustable pour affiner les entrées.
💰 Gestion du risque :
Stop-Loss & Take-Profit ajustables.
Trailing Stop dynamique basé sur l’ATR pour sécuriser les gains.
🔔 Alertes en temps réel :
Notifications instantanées sur TradingView, mobile ou email pour ne jamais manquer un trade !
📌 Avantages de la Stratégie
✅ Flexible et optimisée pour plusieurs actifs (crypto, indices, forex).
✅ Robuste grâce aux filtres et à la gestion du risque intégrée.
✅ S’adapte aux marchés volatils avec les Bandes de Bollinger et l’ATR.
✅ Idéale pour du swing trading ou du trading intraday.
🚀 Comment l'utiliser ?
1️⃣ Ajoute cette stratégie sur ton graphique TradingView.
2️⃣ Active/désactive les filtres selon ta préférence.
3️⃣ Configure les alertes pour être averti en temps réel.
4️⃣ Teste la stratégie sur plusieurs actifs et timeframes.
5️⃣ Adapte les réglages pour optimiser tes résultats.
📢 Conclusion
Cette stratégie est un outil puissant pour identifier des opportunités de marché avec un fort potentiel.
📊 Teste-la en backtest et partage tes résultats ! 🚀🔥
💡 N'hésite pas à liker et commenter si cette stratégie t'aide dans ton trading ! 😊📈
MTF- Standard Deviation ChannelWhat Is Standard Deviation?
Standard deviation is a statistical measurement that looks at how far individual points in a dataset are dispersed from the mean of that set. If data points are further from the mean, there is a higher deviation within the data set. It is calculated as the square root of the variance.
Key Takeaways:
Standard deviation measures the dispersion of a dataset relative to its mean.
It is calculated as the square root of the variance.
Standard deviation, in finance, is often used as a measure of the relative riskiness of an asset.
A volatile stock has a high standard deviation, while the deviation of a stable blue-chip stock is usually rather low.
Standard deviation is also used by businesses to assess risk, manage business operations, and plan cash flows based on seasonal changes and volatility.
Source: Investopedia
--------------- UPDATE ---------------
The deviation is calculated automatically. (via stdev function).
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The targeted timeframe is available in the options (recalculation cycle).
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If the selected security is a contract the number of days before expiration is automatically managed, otherwise it will use the 'default' options.
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FAISAL RAHMAN SIDIKTrading minyak (oil) adalah aktivitas membeli dan menjual minyak mentah atau aset terkait untuk mendapatkan keuntungan dari fluktuasi harga pasar. Trading minyak merupakan salah satu instrumen populer karena volatilitasnya yang tinggi dan peluang profit yang besar.
Karakteristik trading minyak
Minyak merupakan bahan bakar dan bahan baku industri dunia, sehingga memiliki permintaan yang besar.
Pergerakan harga minyak yang volatil menjadikannya sebagai komoditi dengan volume transaksi perdagangan tertinggi.
Harga minyak dipengaruhi jumlah produksi, jumlah ekspor, dan berbagai isu politik ataupun hambatan produksi.
Cara trading minyak
Melalui kontrak berjangka, di mana Anda setuju untuk menukar sejumlah minyak pada harga tertentu pada tanggal tertentu.
Melalui ETF minyak, yaitu dana yang diperdagangkan di bursa yang berinvestasi di perusahaan minyak.
Tips trading minyak
Trading minyak memiliki keuntungan dan risiko yang perlu dipertimbangkan.
Trading minyak dapat dilakukan secara online dengan broker resmi di bawah Kementrian Pedagangan.
Volatilitas minyak dapat menghasilkan keuntungan yang substansial dalam jangka pendek, terutama bagi mereka yang terampil dalam analisis pasar dan manajemen risiko.
Long and Short Term Highs and LowsLong and Short Term Highs and Lows
Overview:
This indicator is designed to help traders identify significant price points by marking new highs and lows over two distinct timeframes—a long-term and a short-term period. It achieves this by drawing optional channel lines that outline the highest highs and lowest lows over the chosen time periods and by plotting visual markers (triangles) on the chart when a new high or low is detected.
Key Features:
Dual Timeframe Analysis:
Long Term: Uses a user-defined “Time Period” (default 52) and “Time Unit” (default: Weekly) to determine long-term high and low levels.
Short Term: Uses a separate “Time Period” (default 50) and “Time Unit” (default: Daily) to compute short-term high and low levels.
Optional Channel Display:
For both long and short term periods, you have the option to display a channel by plotting the highest and lowest values as lines. This visual channel helps to delineate the range within which the price has traded over the selected period.
New High/Low Markers:
The indicator identifies moments when the highest high or lowest low is updated relative to the previous bar.
When a new high is established, an up triangle is plotted above the bar.
Conversely, when a new low occurs, a down triangle is plotted below the bar.
Separate input toggles allow you to enable or disable these markers independently for the long-term and short-term setups.
Inputs and Settings:
Long Term High/Low Period Settings:
Show New High/Low? (STW): Toggle to enable or disable the plotting of new high/low markers for the long-term period.
Time Period: The number of bars used to calculate the highest high and lowest low (default is 52).
Time Unit: The timeframe on which the long-term calculation is based (default is Weekly).
Show Channel? (SCW): Toggle to display the channel lines that connect the long-term high and low levels.
Short Term High/Low Period Settings:
Show New High/Low?: Toggle to enable or disable the plotting of new high/low markers for the short-term period.
Time Period: The number of bars used for calculating the short-term extremes (default is 50).
Time Unit: The timeframe on which the short-term calculations are based (default is Daily).
Show Channel?: Toggle to display the channel lines for the short-term highs and lows.
Indicator Logic:
Channel Calculation:
The script uses the request.security function to pull data from the specified timeframes. For each timeframe:
It calculates the lowest low over the defined period using ta.lowest.
It calculates the highest high over the defined period using ta.highest.
These values can be optionally plotted as channel lines when the “Show Channel?” option is enabled.
New High/Low Detection:
For each timeframe, the indicator compares the current high (or low) with its immediate previous value:
New High: When the current high exceeds the previous bar’s high, an up triangle is drawn above the bar.
New Low: When the current low falls below the previous bar’s low, a down triangle is drawn below the bar.
Usage and Interpretation:
Trend Identification:
When new highs (or lows) occur, they can signal the start of a strong upward (or downward) movement. The indicator helps you visually track these critical turning points over both longer and shorter periods.
Channel Breakouts:
The optional channel display offers additional context. Price movement beyond these channels may indicate a breakout or a significant shift in trend.
Customizable Timeframes:
You can adjust both the time period and time unit to fit your trading style—whether you’re focusing on longer-term trends or short-term price action.
Conclusion:
This indicator provides a dual-layer analysis by combining long-term and short-term perspectives, making it a versatile tool for identifying key highs and lows. Whether you are looking to confirm trend strength or spot potential breakouts, the “Long and Short Term Highs and Lows” indicator adds a valuable visual element to your TradingView charts.
Stasha Dudukovic IBIT MA Multi Crossover StrategyThe strategy is simple and works ONLY when IBIT's ADX is under 30, so not in one way trendy price actions.
Rules :
1) BUY IBIT WHEN IT'S PRICE IS BELOW BOTH THE 10d MA and 20d MA, AND THE 10d MA IS BELOW THE 20d MA.
2) SELL IBIT WHEN IT'S PRICE IS ABOVE BOTH THE 10d MA and 20d MA, AND THE 10d MA IS ABOVE THE 20d MA
CSR Ultimate (Final)This indicator calculates and displays a "Candle Strength Ratio" (CSR) to help you gauge bullish versus bearish momentum on a given timeframe. Here’s what it does:
*Multiple Calculation Methods:*
*You can choose among three different methods:*
-Classic CSR: Compares the difference between the upper and lower parts of the candle relative to its total range.
-Weighted Body CSR: Gives more weight to the candle’s body relative to its wicks.
-Close-Focused CSR: Focuses on the net movement from open to close relative to the full range.
*Optional Enhancements:*
The indicator allows you to enable additional features to refine it:
-Volume Weighting: Adjusts the CSR based on the ratio of current volume to a moving average of volume, so a candle on higher-than-average volume might carry more weight.
-ATR Normalization: Normalizes the CSR using the Average True Range (ATR) to account for market volatility.
-Multi-Bar Averaging: Averages the CSR over a specified number of bars to smooth out noise.
-RSI Filter: Optionally checks an RSI condition (bullish if RSI > 50 or bearish if RSI < 50) to help filter out signals that might not be supported by overall momentum.
*Visual and Alert Features:*
The indicator plots the CSR line with color coding (green for bullish, red for bearish) and draws horizontal threshold lines. It also adjusts the chart background color when the CSR exceeds defined bullish or bearish levels and provides alerts when these thresholds are crossed.
EMA + Supertrend + ATR2 EMA bands + SUPERTREND + SCALED ATR
This combined allow to not have to much indicator at one but only one.
The ATR shows grey '°' when the value is above 50 on a scale.
Squeeze Volatility Scanner con ADXThis indicator works with the Bollinger bands and Kepler in addition on the ADX. The red band indicates the start of the Squeeze.
Multi-Indicator Alert (Sell)Alert when RSI is above 70 and price is outside bollingerband and volume is not greater then x% moving average
SMA with Std Dev Bands (Futures/US Stocks RTH)Rolling Daily SMA With Std Dev Bands
Upgrade your technical analysis with Rolling Daily SMA With Std Dev Bands, a powerful indicator that dynamically adjusts to your trading instrument. Whether you’re analyzing futures or US stocks during regular trading hours (RTH), this indicator seamlessly applies the correct logic to calculate a rolling daily Simple Moving Average (SMA) with customizable standard deviation bands for precise trend and volatility tracking.
Key Features:
✅ Automatic Instrument Detection– The indicator automatically recognizes whether you're trading futures or US equities and applies the correct daily lookback period based on your chart’s timeframe.
- Futures: Uses full trading day lengths (e.g., 1380 bars for 1‑minute charts).
- US Stocks (RTH): Uses regular session lengths (e.g., 390 bars for 1‑minute charts).
✅ Rolling Daily SMA (3‑pt Purple Line) – A continuously updated daily moving average, giving you an adaptive trend indicator based on market structure.
✅ Three Standard Deviation Bands (1‑pt White Lines) –
- Customizable multipliers allow you to adjust each band’s width.
- Toggle each band on or off to tailor the indicator to your strategy.
- The inner band area is color-filled: light green when the SMA is rising, light red when falling, helping you quickly identify trend direction.
✅ Works on Any Chart Timeframe – Whether you trade on 1-minute, 3-minute, 5-minute, or 15-minute charts, the indicator adjusts dynamically to provide accurate rolling daily calculations.
# How to Use:
📌 Identify Trends & Volatility Zones – The rolling daily SMA acts as a dynamic trend guide, while the standard deviation bands help spot potential overbought/oversold conditions.
📌 Customize for Precision – Adjust band multipliers and toggle each band on/off to match your trading style.
📌 Trade Smarter – The filled inner band offers instant visual feedback on market momentum, while the outer bands highlight potential breakout zones.
🔹 This is the perfect tool for traders looking to combine trend-following with volatility analysis in an easy-to-use, adaptive indicator.
🚀 Add Rolling Daily SMA With Std Dev Bands to your chart today and enhance your market insights!
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*Disclaimer: This indicator is for informational and educational purposes only and should not be considered financial advice. Always use proper risk management and conduct your own research before trading.*
VCRIX OscillatorVCRIX Oscillator: Normalized Volatility Index for Crypto
A normalized (0-100) version of the VCRIX (Volatility Cryptocurrency Index) based on Kim, Trimborn, and Härdle's research. Transforms complex volatility calculations into an easy-to-read oscillator format.
### Indicator Specifications
• Type: Oscillator
• Timeframe: 1D recommended (4H minimum)
• Scale: 0-100
• Overlay: No
• Assets: Cryptocurrency
### Key Levels
• Overbought Zone (>80)
- Extreme market volatility
- Potential reversal points
- Risk management zone
• Normal Range (20-80)
- Standard trading conditions
- Trending phases
- Healthy volatility
• Oversold Zone (<20)
- Low volatility periods
- Potential breakout setup
- Accumulation zones
### Input Parameters
• Lookback Period: 30 days
• Kernel Bandwidth: 0.3
• Jump Threshold: 4.0
• Normalization Period: 252 days
### Signals
1. Overbought/Oversold:
- Cross above 80 = Extreme volatility alert
- Cross below 20 = Low volatility alert
2. Trend Analysis:
- Rising oscillator = Increasing volatility
- Falling oscillator = Decreasing volatility
3. Divergences:
- Price making highs, oscillator making lows = Potential trend weakness
- Price making lows, oscillator making highs = Potential trend strength
### Trading Applications
1. Risk Management:
- Reduce position sizes when > 80
- Increase positions when < 20
- Use normal sizing 20-80
2. Entry/Exit Timing:
- Look for breakouts when oscillator < 20
- Consider taking profits when > 80
- Watch for divergences at extremes
### Formula Components
• Raw VCRIX calculation using:
- Log returns with jump detection
- Gaussian kernel smoothing
- Bi-power variation
• Normalized to 0-100 scale using yearly high/low
• 10-period smoothing overlay
### Notes
- More effective on higher timeframes
- Use with trend confirmation
- Consider market context
- Built-in alerts at extreme levels
Based on: "VCRIX - A Volatility Index for Crypto-Currencies" by Kim, Trimborn, and Härdle (2019)
Donchian and Keltner Channels Trend Following with Trailing StopLong Only Trend-following model based on Keltner Channels and Donchian Channels.
These indicators include a noise region, which allows prices to oscillate without requiring position adjustments.
When price trades above the upper band, it signals strength; when it trades below the lower band, it signals weakness.
Keltner Channels
Keltner Channels are volatility-based envelopes set above and below an exponential moving average. Keltner Channels use the Average True Range (ATR), which measures daily volatility, to set channel distance.
Donchian Channel
Donchian Channels are are used to identify market trends and volatility. The upper and lower bands are based on the highest high and lowest low of a specified period. When the price moves above the upper band, it indicates a bullish breakout, while a
move below the lower band indicates a bearish breakout. The distance between the upper and lower channel of the Donchian Channel indicates the asset’s volatility.
Trend Following Model
The default settings are:
Upper Keltner and Upper Donchian Channel Length : 20
Lower Keltner and Lower Donchian Channel Length : 40
Keltner ATR Multiplier: 2
Entries, Exits and Trailing Stop
Entry : When price exceeds the upper band of at least one of these indicators.
Exit : When price undercuts the lower band of at least one of these indicators.
Trailing Stop : See below.
Trailing Stop
This is a stop-loss order that moves with the price of the underlying. It is designed to “trail” the price up (in the case of a long position) or down (for a short position), locking in profits as the price moves in a favorable direction.
At the end of day t, there was a Trailing Stop level in place. For the next day (day t + 1), the Trailing Stop will be adjusted. The new Trailing Stop will be the higher of two values:
The Trailing Stop from the previous day (day t).
The Lower Band computed at the end of day t + 1.
VCRIX (Volatility Cryptocurrency Index)Based on the academic research paper by Kim, Trimborn, and Härdle, this indicator implements a sophisticated measure of cryptocurrency market volatility.
Indicator Type: Volatility/Momentum
Timeframe: 1D recommended (can be used on 4H)
Asset Class: Crypto
Chart Type: Separate Window
Key Volatility Levels:
8000: Extreme Volatility - Major market events/crashes
6000: High Volatility - Significant market stress
4000: Normal Volatility - Standard trading conditions
2000: Low Volatility - Market accumulation phases
Features:
Adaptive volatility calculation using Gaussian kernel estimation
Jump detection for extreme price movements
Exponential weighting system for recent price action
Moving average overlay for trend identification
Trading Applications:
Risk Management:
Scale positions based on volatility regime
Adjust stop losses according to volatility level
Time entries/exits at volatility extremes
Market Phase Identification:
8000: Extreme market stress, potential bottoms
6000-8000: Major market turns likely
4000-6000: Normal trading conditions
<4000: Accumulation/low volatility breakout potential
Settings:
Lookback Period: 30 (adjustable)
Jump Threshold: 4.0 (filtration sensitivity)
Kernel Bandwidth: 0.3 (smoothing factor)
Formula:
The VCRIX implements sophisticated volatility estimation:
Log-return calculation with jump detection
Bi-power variation analysis
Gaussian kernel smoothing
Exponential weighting of results
Notes:
More effective on higher timeframes (1D recommended)
Best used in conjunction with trend analysis
Consider market context for level interpretation
Lower readings more common in mature market phases
Credits:
Based on: "VCRIX - A Volatility Index for Crypto-Currencies" by Kim, Trimborn, and Härdle (2019)
Crypto VIX CompositeCryptoVIX Indicator
A composite volatility index for cryptocurrency markets, inspired by the traditional VIX (CBOE Volatility Index). The indicator combines multiple market metrics to create a comprehensive "fear/greed" gauge for crypto markets.
Core Components
Implied Volatility (35%): Forward-looking market expectations based on derivatives pricing and volume patterns
Historical Volatility (30%): Recent price action volatility using a rolling 24-hour window
Funding Rates (25%): Market positioning and leverage metrics
Liquidation Risk (10%): Potential forced selling pressure based on market conditions
Reading the Indicator
Scale: 0-100, with key levels:
70+: Extreme Fear - Maximum risk, potential bottoming areas
55-70: High Risk - Increased volatility expected
30-55: Normal Range - Balanced market conditions
20-30: Low Risk - Potential accumulation zones
<20: Extreme Greed - Market might be overextended
Best Practices
Timeframe: Optimized for 4H charts, especially on BTC/USD. I personally think weekly is great on BTC
Signals:
Look for extremes (>70 or <20) for potential reversals
Use crosses of key levels for entry/exit signals
Monitor divergences with price action
Risk Management:
Reduce position sizes above 55
Consider mean reversion trades above 70
Look for accumulation opportunities below 30
Technical Notes
Adaptive smoothing based on market volatility
Trend-adjusted calculations for bull/bear markets
Built-in alerts for extreme readings
[GOG] Banana Split MABanana Split MA uses the MA100, EMA200 and MA300 to predict incoming high volatility moves. Look for opportunities when the three lines start converging and bending a certain direction to form a banana shape to enter a directional trade. The area between the lines fill with an opaque color when the three lines start to get close. Popularized by Krillin @lsdinmycoffee
Advanced Volatility Scanner by YaseenMedium-Term Trend Indicator
The Medium-Term Trend Indicator is designed to help traders analyze market trends using moving averages, momentum indicators, and volume-based confirmations. It provides a systematic approach to identifying potential trade opportunities based on well-established technical analysis principles.
Features:
Uses 50-period and 200-period Exponential Moving Averages (EMA) for trend identification
Incorporates the Moving Average Convergence Divergence (MACD) indicator for momentum confirmation
Includes the Relative Strength Index (RSI) to filter overbought and oversold conditions
Utilizes Average True Range (ATR) for dynamic stop-loss and take-profit levels
Applies a volume-based filter to ensure trades align with significant market activity
Implements the Average Directional Index (ADX) to confirm trend strength
How It Works:
The script evaluates price movements in relation to key moving averages while confirming trends with RSI, MACD, and ADX. It identifies conditions where strong trend momentum aligns with volume activity, helping traders assess market direction effectively.
Disclaimer:
This script is intended for educational purposes only and does not constitute financial advice. Users should conduct their own research and risk management before making trading decisions.
Wyckoff Method with OBVこのコードを使った戦略は、WyckoffメソッドとOBV（On-Balance Volume）を活用したトレーディング戦略です。以下に、戦略の概要とその実行方法を説明します。
戦略の概要
OBVの分析:
OBVは、価格の動きとボリュームの関係を示す指標です。価格が上昇するときにボリュームが増加している場合、強い上昇トレンドが示唆されます。逆に、価格が下落するときにボリュームが増加している場合、強い下降トレンドが示唆されます。
高ボリュームと低ボリュームのシグナル:
ボリュームが平均の1.5倍を超えると高ボリュームシグナル（赤の三角形）が表示されます。この場合、トレンドの強化が示唆されます。
ボリュームが平均の0.5倍未満の場合、低ボリュームシグナル（緑の三角形）が表示されます。この場合、トレンドの減速や反転が示唆されることがあります。
OBVシグナルの背景色:
OBVの変化に基づいて、背景色が緑または赤に変わります。緑は上昇トレンド、赤は下降トレンドを示します。
戦略の実行方法
エントリーシグナル:
買いエントリー:
OBVが前日よりも増加しており（obvSignal == 1）、かつ高ボリュームシグナルが表示されている時に買いエントリーを検討します。
売りエントリー:
OBVが前日よりも減少しており（obvSignal == -1）、かつ低ボリュームシグナルが表示されている時に売りエントリーを検討します。
ストップロスとテイクプロフィット:
ストップロスを直近のサポートまたはレジスタンスレベルに設定し、利益目標はリスクリワード比を考慮して設定します。
トレンドの確認:
エントリーを行う前に、トレンドの確認を行うために他のテクニカル指標（例えば、移動平均やRSIなど）を併用することも推奨します。
注意点
この戦略は過去のデータに基づいており、将来のパフォーマンスを保証するものではありません。必ずバックテストを行い、自分のリスク許容度に合った設定を見つけることが重要です。
市場の状況によっては、ボリュームシグナルが誤ったシグナルを出す場合もあるため、他の指標やファンダメンタル分析と併用することをお勧めします。
Cycle Momentum with VWAPStrategy Overview
Use of VWAP:
VWAP (Volume Weighted Average Price) is the average price over a specific period, weighted by volume. It helps traders understand the price trend. The strategy uses VWAP as a benchmark to determine whether the current price is above or below it.
Momentum Calculation:
Momentum is calculated as the difference between the current price and a specified past price. This difference is multiplied by 2 to emphasize the change in magnitude. If momentum is positive, it indicates an uptrend; if negative, it indicates a downtrend.
Cycle Identification:
The cycle is modeled using a sine function to capture periodic price movements. This helps identify cyclical fluctuations in price and detect trend changes.
Signal Generation:
Buy Signal: Generated when Cycle Momentum crosses above the zero line, suggesting the beginning of an uptrend.
Sell Signal: Generated when Cycle Momentum crosses below the zero line, suggesting the beginning of a downtrend.
Visual Representation:
When signals are generated, green labels (for buy signals) and red labels (for sell signals) are displayed on the chart. Additionally, band lines are drawn at the signal points for easier visual confirmation.
Usage
Entry: When a buy signal occurs, a long position can be taken, and when a sell signal occurs, a short position can be taken.
Trend Confirmation: Since VWAP serves as a benchmark, prices above VWAP indicate a bullish trend, while prices below indicate a bearish trend.
Important Notes
Backtesting: It’s crucial to backtest this strategy on historical data before applying it in live trading to assess performance.
Risk Management: When trading based on signals, it's important to implement proper risk management, including setting stop-loss and take-profit points.
このコードは、VWAP（Volume Weighted Average Price）とCycle Momentumを用いてトレードシグナルを生成するインジケーターです。以下に、このインジケーターの戦略の要点を説明します。
戦略の要点
VWAPの使用:
VWAPは、特定の期間の平均価格をボリュームで加重したもので、トレーダーが価格のトレンドを把握するのに役立ちます。VWAPを基準にして、現在の価格がVWAPよりも上か下かを判断します。
モメンタムの計算:
モメンタムは、現在の価格と指定された過去の価格との差を計算します。この差を2倍することで、変化の幅を強調しています。モメンタムがプラスであれば上昇トレンド、マイナスであれば下降トレンドと考えます。
サイクルの識別:
サイクルは、サイン関数を使用して周期的な動きをモデリングします。これにより、価格の周期的な変動を捉え、トレンドの変化を特定します。
シグナルの生成:
買いシグナル: Cycle Momentumがゼロラインを上回るときに生成されます。これは、上昇トレンドの開始を示唆します。
売りシグナル: Cycle Momentumがゼロラインを下回るときに生成されます。これは、下降トレンドの開始を示唆します。
視覚的表示:
シグナルが発生した際に、緑色のラベル（買いシグナル）や赤色のラベル（売りシグナル）がチャート上に表示されます。また、シグナルの発生位置に帯状の線を描画することで、視覚的に確認しやすくしています。
利用方法
エントリー: 買いシグナルが発生したらロングポジションを取り、売りシグナルが発生したらショートポジションを取ることができます。
トレンドの確認: VWAPが現在の価格の基準となるため、VWAPを価格が上回る場合は強気、下回る場合は弱気のトレンドと見なすことができます。
注意点
バックテスト: この戦略を実際に取引に適用する前に、過去のデータでバックテストを行い、パフォーマンスを確認することが重要です。
ATR-Based TP & SLThis Pine Script strategy automates trade entries and exits using ATR (Average True Range) for Stop Loss (SL) and Take Profit (TP).
Key Features:
✅ ATR-Based Risk Management – SL and TP are dynamically set as multiples of ATR, adjusting to market volatility.
✅ Entry Conditions – Uses Simple Moving Average (SMA) crossovers to trigger long and short trades.
✅ Automatic Trade Execution – Places long trades when the 10-SMA crosses above the 50-SMA and short trades when the 10-SMA crosses below the 50-SMA.
✅ Plotting SL & TP Levels – Displays stop loss (red) and take profit (green) on the chart.
🔹 Customizable ATR Settings
ATR Period: Default = 14 (adjustable)
SL Multiplier: 1.5x ATR (default)
TP Multiplier: 3x ATR (default)
📌 Best for traders looking to automate ATR-based stop loss and take profit levels in TradingView.
