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SuperTrend Recovery [LuxAlgo]The SuperTrend Recovery indicator provides a modified version of the classic SuperTrend algorithm that incorporates a dynamic "recovery" mechanism designed to adjust the trailing stop when price action moves significantly against the current trend. This script aims to help traders manage volatile environments by tightening the trend band when the market experiences deep pullbacks without triggering a full trend reversal. 🔶 USAGE The indicator can be used similarly to a standard SuperTrend to identify market direction and potential trailing stop-loss levels. However, the unique recovery logic allows for a more adaptive response to price deviations. 🔹 Trend Detection When the price is above the band, the indicator signals a BULL trend. When the price is below the band, the indicator signals a BEAR trend. Trend switches are marked with "BULL" or "BEAR" labels and a colored circle at the switch point. 🔹 Recovery Mechanism In a standard SuperTrend, the band stays flat if price moves against the trend (but doesn't break it). In the SuperTrend Recovery version, if the price drops significantly below the "Switch Price" (for a bull trend) or rises above it (for a bear trend), the band begins to move toward the price based on the Recovery Alpha . This allows the trailing stop to "catch up" during high-volatility pullbacks, potentially securing a faster exit if the recovery fails. 🔶 DETAILS The core of this indicator lies in its two-stage calculation: the Base SuperTrend and the Recovery Logic. 🔹 Base Logic The indicator calculates a base upper and lower band using the Average True Range (ATR) multiplied by a user-defined factor. Under normal conditions, the band follows the classic rules: it can only move up during a bull trend and only down during a bear trend. 🔹 Recovery Logic When price enters a "loss" state relative to the price where the trend initially started (the Switch Price), the script checks if the deviation exceeds the Recovery Threshold . If the threshold is met, the band is calculated as an exponential moving average (EMA) of the current price and the previous band value, weighted by the Recovery Alpha : targetBand = alpha * close + (1.0 - alpha) * prevBand This creates a "tapering" effect where the band aggressively tightens toward the price during deep retracements, helping to mitigate drawdown by providing an earlier exit signal compared to the standard static band. 🔶 SETTINGS 🔹 Supertrend Settings ATR Length : The lookback period used to calculate market volatility. Base Multiplier : The factor applied to the ATR to determine the distance of the band from the price. 🔹 Recovery Logic Recovery Alpha (%) : Determines how quickly the band adjusts toward the price when the recovery logic is active. Higher values make the band more reactive. Recovery Threshold (xATR) : The distance (in ATR units) the price must deviate from the switch price before the recovery mechanism activates. 🔹 Visualization Show Gradient Fills : Toggles the background gradient between the price (source) and the SuperTrend band. Show Signal Labels : Toggles the "BULL" and "BEAR" labels at trend reversal points.
Pine Script®指標
由LuxAlgo提供
2
Monotonicity Index [LuxAlgo]The Monotonicity Index indicator measures the structural consistency of price action by comparing market movement to an optimal monotonic (ever-increasing or ever-decreasing) fit. Using Isotonic Regression via the Pool Adjacent Violators Algorithm (PAVA), this tool provides a quantitative measure of whether a market is trending efficiently or moving with high complexity/noise. 🔶 USAGE The indicator is displayed in a separate pane and oscillates based on the structural "smoothness" of price. It is primarily used to distinguish between trending environments and choppy or mean-reverting phases. 🔹 Index Modes The tool offers two distinct ways to interpret market structure: Efficiency: This mode calculates the ratio between the net movement of the best-fit monotonic trend and the total price path (volatility). A high value indicates a "straight-line" trend where every movement contributes to the direction. Low values indicate "exhausted" or "noisy" movement where price travels a long distance to end up near the same point. Complexity: This mode measures the number of segments (pools) required to fit the data. A low complexity value suggests the market is following a simple, clear path. High complexity suggests the market is frequently changing local direction, characteristic of range-bound or "choppy" price action. 🔹 Interpretation The indicator includes a dynamic Cumulative Mean and an Upper Bound to help provide context to the current readings: Above Mean: When the Efficiency index is above its mean, the current trend is more "monotonic" and stable than average. Below Mean: Readings below the mean suggest that price action is becoming fragmented, potentially signaling a transition into a range or a trend reversal. 🔶 DETAILS At the core of this indicator is the Isotonic Regression calculated via the PAVA algorithm. Unlike standard moving averages or linear regressions that assume a specific shape (like a straight line), Isotonic Regression finds the "best fit" that is strictly non-decreasing or non-increasing. The script performs two simultaneous fits (one bullish, one bearish) and selects the one with the lowest Mean Squared Error (MSE). By analyzing how many "pools" (constant segments) the algorithm creates or how much the price deviates from this "ideal" trend, we can mathematically define the quality of a trend without the lag associated with traditional momentum oscillators. 🔶 SETTINGS Source: The price data used for the calculation (default is Close). Period: The lookback window for the Isotonic Regression fit. A larger period analyzes long-term structural trends, while a shorter period reacts to local price swings. Index Mode: Switches between Efficiency (ratio of trend to volatility) and Complexity (number of segments in the fit). Index Smoothing: Applies a Simple Moving Average to the raw index to filter out high-frequency noise and provide a smoother line. Index Color: Adjusts the visual color of the index line and its associated gradient fill.
Pine Script®指標
由LuxAlgo提供
1
Parkinson Range Oscillator [BackQuant]Parkinson Range Oscillator Overview Parkinson Range Oscillator is a volatility regime indicator built around the Parkinson volatility estimator , a high-low based variance model originally proposed as a more statistically efficient alternative to close-to-close volatility. Instead of measuring volatility from closing returns, this script measures volatility from the intrabar price range using ln(H/L), then converts it into a normalized oscillator (z-score) so you can identify volatility expansion vs compression relative to the asset’s own history. The indicator is designed to answer questions like: Is volatility currently elevated or suppressed relative to its baseline? Is volatility expanding (risk rising) or compressing (coiling)? How extreme is the current vol state in percentile terms? How does range-based vol compare to a more common ATR-based vol read? It plots: A Parkinson-based volatility z-score oscillator with gradient fills. A signal line (EMA) for expansion/compression transitions. An ATR-based z-score for context comparison. A dashboard with current vol %, z-score, percentile rank, regime label, and ATR z-score. Where Parkinson volatility comes from (origin and intuition) The Parkinson estimator comes from academic finance and the study of volatility estimation. The key insight is simple: The daily high and low contain more information about variability than the close alone. Close-to-close volatility only uses one price per bar (the close), throwing away intrabar information. The high-low range captures the realized dispersion inside the bar, so under ideal assumptions it can estimate variance more efficiently. The Parkinson model is derived assuming: Price follows a continuous-time diffusion process (often framed like geometric Brownian motion). No drift matters for the variance estimate over the interval. No jumps and no microstructure distortions (idealized). Even though real markets violate these assumptions (gaps, jumps, wicks from order flow), the estimator remains useful because: Range is still a strong proxy for realized volatility. It reacts to intrabar expansion earlier than close-based methods. It is less dependent on where the bar closes. Core Parkinson formula (what the script implements) Parkinson variance for a window of n bars is: Var = (1 / (4 * n * ln(2))) * Σ This script computes it in the common rolling form: logHL2 = (ln(high/low))² parkVar = SMA(logHL2, n) / (4 * ln(2)) parkVol = sqrt(parkVar) * 100 Key details: ln(H/L) makes the range scale-invariant (percent-like), so it behaves more consistently across price levels. Squaring gives variance contribution. The 1/(4 ln 2) constant comes from the expected distribution of high-low range under a Brownian diffusion. sqrt converts variance to standard deviation (volatility). *100 expresses it as a percentage for readability. So parkVol is a “range-based realized volatility proxy” in percent terms. Why range-based volatility behaves differently than ATR ATR measures average true range, which is a linear range magnitude measure (high-low plus gaps). Parkinson uses ln(H/L) which is: Log-scaled (closer to a return-based measure). More directly tied to variance estimation theory. In practice: ATR can be driven by gaps and absolute range. Parkinson is driven by proportional range and tends to emphasize how wide the bar is relative to its price level. Parkinson often reacts sharply when wicks expand even if closes are stable. Normalization into an oscillator (making it comparable through time) Raw volatility values are hard to interpret across regimes because every market has different “normal.” This script normalizes Parkinson volatility against its own rolling baseline using a z-score: parkMA = SMA(parkVol, baselineLen) parkSD = stdev(parkVol, baselineLen) osc = (parkVol - parkMA) / parkSD Interpretation: osc = 0 means current vol is at its baseline average. osc = +1 means 1 standard deviation above normal (high vol). osc = -1 means 1 standard deviation below normal (compressed). osc > +2 flags extreme expansion states. This is the core output. It turns “volatility” into “volatility regime” in standardized units. Signal line and expansion/compression transitions The oscillator is smoothed with an EMA to create a signal line: signal = EMA(osc, signalLen) Then transitions are defined as: Expansion cross: crossover(osc, signal) and osc > 0 Compression cross: crossunder(osc, signal) and osc < 0 Why the extra osc > 0 and osc < 0 conditions: It prevents treating small oscillations around zero as meaningful. It forces expansion signals to occur in above-average volatility territory. It forces compression signals to occur in below-average volatility territory. So signals are regime-confirming, not constant cross spam. Percentile rank (how extreme is vol relative to the past) In addition to the z-score, the script computes the percentile rank of the raw Parkinson volatility: pctRank = percentrank(parkVol, pctRankLookback) Interpretation: pctRank near 90–100 means current vol is among the highest levels seen in that lookback. pctRank near 0–10 means it is among the lowest (compression). Z-score tells you “how many SDs from mean.” Percentile tells you “how rare is this state historically.” Those are different but complementary. ATR comparison line (context, not the main engine) The indicator also computes an ATR-based volatility proxy and normalizes it in the same way: atrVol = ATR(n) / close * 100 atrOsc = zscore(atrVol, baselineLen) This gives you a direct visual comparison: If Parkinson oscillator is high but ATR oscillator isn’t, range expansion may be happening in a way ATR is not emphasizing (or vice versa). If both agree, you have stronger confirmation of a true volatility regime shift. ATR is included as a “common benchmark,” not as the primary signal. Regime classification (human-readable state mapping) The script labels regimes from osc: osc > 2.0 → EXTREME osc > 1.0 → HIGH osc > 0.0 → ABOVE AVG osc > -1.0 → BELOW AVG else → COMPRESSED This is a practical mapping for dashboards and quick reads. It is not pretending that 2.0 is a universal constant, it is just a standardized “rare expansion” threshold. Coloring follows the same logic: More positive = more “expansion” coloring (bearCol). More negative = more “compression” coloring (bullCol). Note: the color naming is semantic here: “Low Vol / Compression” is bullCol because compression often precedes trend expansion opportunities. “High Vol / Expansion” is bearCol because high vol often implies risk, disorder, liquidation, or unstable conditions. You can interpret those however you prefer, the tool is measuring volatility regime, not directional bias. Plot design (why the oscillator is split into positive/negative) The oscillator is split into two series: oscPos = osc if osc > 0 else na oscNeg = osc if osc < 0 else na This is purely for visuals: Positive region is drawn with expansion color and expansion gradient fill to zero. Negative region is drawn with compression color and compression gradient fill to zero. This makes it obvious at a glance which side of “normal volatility” you’re on. How to interpret the indicator correctly 1) The oscillator is volatility regime, not price direction High osc does not mean price will go down. It means the market is moving violently relative to its baseline. That can occur in: Selloffs, liquidations, panic. Breakouts and momentum expansions. News-driven repricing. Low osc does not mean price will go up. It means the market is quiet relative to baseline: Ranges, coils, low realized movement. Slow grind trends with suppressed pullbacks. Pre-breakout compressions. 2) Compression regimes are often “setup states” When osc is deeply negative (compressed), it often indicates that realized movement has collapsed. In many markets this precedes: Breakouts (vol expansion from compression). Trend acceleration. Mean reversion bursts. But compression can also persist. This is why the script includes signal crosses and percentile rank to judge when compression is shifting. 3) Expansion regimes are often “risk states” When osc is positive and rising, the environment is more chaotic: Stops are more likely to be hit. Mean reversion can get violent. Trend continuation can be strong but timing becomes harder. In those regimes, the tool can be used to: Reduce leverage. Widen stops (if your system supports it). Switch to volatility-aware sizing. Wait for stabilization if you trade mean reversion. 4) Use percentile rank to identify “rare” volatility Two markets can both show osc = +1, but one might be at the 95th percentile and the other at the 70th depending on distribution shape. Percentile tells you whether the current vol is truly rare in that lookback. Cross dots (how to treat them) ExpansionCross and CompressionCross are not buy/sell signals. They are “volatility phase change” markers: ExpansionCross: vol regime moving up, above baseline, acceleration risk increases. CompressionCross: vol regime moving down, below baseline, quieting environment. These are useful for: Strategy toggles (trend mode vs chop mode). Sizing changes. Timing filters (avoid entries during extreme expansion if your edge hates noise). Dashboard (what it gives you at a glance) The table summarizes everything that matters without you needing to interpret plots manually: Parkinson Vol %: current raw range-based volatility level. Z-Score: current standardized regime reading. Percentile: rarity of current vol in the lookback. Regime: discrete label based on z-score thresholds. ATR Z-Score: comparison metric in standardized units. The dashboard is positioned and sized via inputs so it can fit different chart layouts. Parameter tuning guidance Parkinson Length Controls how quickly the raw Parkinson vol responds: Shorter = more reactive to immediate range changes. Longer = smoother volatility estimate, less noisy. Baseline Length Controls what “normal” means: Long baseline (like 100) creates stable regime definitions. Short baseline makes z-scores jump around and can overreact. Signal Length Controls how quickly you detect regime turning points: Short signal = more crosses, earlier detection, more noise. Long signal = fewer crosses, later detection, cleaner regime shifts. Percentile Lookback Controls rarity context: 252 approximates one trading year on daily charts. On intraday, it becomes “252 bars,” so adjust to match your horizon. Limitations and what to watch for Parkinson assumes continuous diffusion. Jumps and gaps can distort it. Wicks caused by illiquidity can inflate ln(H/L) and produce false “expansion.” Z-score assumes the baseline distribution is reasonably stable. If volatility distribution shifts structurally, your z-scores can be biased until baseline catches up. Percentile rank is lookback-dependent. Different lookbacks can change “rarity” classification materially. Summary Parkinson Range Oscillator converts a statistically grounded high-low volatility estimator into a regime oscillator by z-scoring Parkinson volatility against its own rolling baseline. It highlights expansion vs compression states with clear gradients, flags volatility phase changes via oscillator-signal crosses, ranks current volatility by percentile for rarity context, and overlays an ATR-based z-score for comparison. This makes it a practical tool for volatility-aware trading, regime filtering, sizing adjustments, and identifying compression-to-expansion transitions.
Pine Script®指標
由BackQuant提供
GCM Hybrid SuperTrendTittle: GCM Hybrid SuperTrend (The Gold Bar Edge — Professional Trading System) "Like a Dead Ball saves a Batsman even if he is bowled-out, our Gold Bar at a Dead Point saves a Trader from Blowing Out." Overview In the world of trading, "Choppy Markets" are the ultimate account killers. Most trend-following indicators fail miserably during sideways movement, trapping traders with false signals and frequent stop-loss hits. GCM HST (Hybrid SuperTrend) is engineered specifically to act as your shield during market noise, ensuring you only participate when the trend has true momentum. The Philosophy: "Dead Ball Saves a Batsman" Our core logic is inspired by Cricket: Just like a batsman remains 'Not Out' even if he is bowled out on a Dead Ball, a trader using GCM HST remains protected during a false breakout. The Gold Bar at the Dead Point creates a safety window that must be breached before a trade is considered invalid, saving your account from "Blowing Out" due to temporary market spikes. Why GCM HST is different (and better) than Classical SuperTrend? • Noise Filtration (The Dead Point): Classical ST flips immediately when the price touches the line, often causing "whipsaws". GCM HST fixes a Gold Bar during the initial bars of a trend change to act as a buffer. • Hybrid Stability: It maintains the previous trend's baseline for a specific window, ensuring the trend has truly shifted before giving a signal. • Timeframe Intelligence: The Auto-Mode adapts sensitivity based on the chart's timeframe (1m, 5m, 15m, etc.), eliminating manual tuning. • Integrated Safety: Provides a specific Safety Exit alert to protect capital during sudden market reversals. To prove the superiority of the GCM HST, we analyzed its performance against the Classical ST. Here are the key advantages found: 1) False Signal Reduction: Classical ST traps traders in minor retracements, whereas GCM HST uses the Gold Bar to filter out nearly 40-50% of false signals. 2) Sideways Performance: While Classical ST suffers from frequent "Whipsaws" (Stop-loss hits), GCM HST stays neutral in the Dead Zone, preserving your capital. 3) Entry Precision: GCM HST provides surgical entry points confirmed only after the Safety Window, in minor retracements Safty Bar shows the loss cutting edge, unlike the standard version's immediate flips. 4) Account Protection: Our Hybrid logic is specifically designed to prevent "Blowing Out" during sudden market spikes. How to Trade with GCM HST? • Long Entry (BUY): Look for the Green Triangle and the Green Hybrid Line. Ensure the price stays above the Gold Bar during the safety window. • Short Entry (SELL): Look for the Red Triangle and the Red Hybrid Line. The price should remain below the Gold Bar. • The Safety Exit: If the price breaches the Gold Bar during the 'Dead Ball Window', exit the trade immediately. • Pro Tip: Use the Dashboard at the bottom-right to monitor trend strength and mode at a glance. Disclaimer: Trading involves significant risk. GCM HST is a technical analysis tool and does not guarantee profits. Past performance is not indicative of future results. Always use proper risk management and consult a financial advisor before trading. ________________________________________ (Description in Kannada Language) Tittle: ಜಿಸಿಎಂ ಹೈಬ್ರಿಡ್ ಸೂಪರ್‍ ಟ್ರೆಂಡ್ (ದಿ ಗೋಲ್ಡ್ ಬಾರ್ ಎಡ್ಜ್ — ಪ್ರೊಫೆಷನಲ್ ಟ್ರೇಡಿಂಗ್ ಸಿಸ್ಟಮ್) "ಡೆಡ್ ಬಾಲ್‌ನಲ್ಲಿ ಬೌಲ್ಡ್ ಆದರೂ ಬ್ಯಾಟ್ಸ್‌ಮನ್ ಹೇಗೆ ಬಚಾವಾಗುತ್ತಾನೋ, ಹಾಗೆಯೇ ಡೆಡ್ ಪಾಯಿಂಟ್‌ನಲ್ಲಿರುವ ನಮ್ಮ ಗೋಲ್ಡ್ ಬಾರ್ ಟ್ರೇಡರ್‌ನನ್ನು ಅಕೌಂಟ್ ಬ್ಲೋ-ಔಟ್ ಆಗದಂತೆ ಕಾಪಾಡುತ್ತದೆ." :ಪೀಠಿಕೆ: ಟ್ರೇಡಿಂಗ್ ಲೋಕದಲ್ಲಿ "ಸೈಡ್‌ವೇಸ್ ಮಾರ್ಕೆಟ್" ಎಂಬುದು ಟ್ರೇಡರ್‌ಗಳ ಪಾಲಿನ ಮೃತ್ಯುಪಾಸವಿದ್ದಂತೆ. ಬೆಲೆಯ ಏರಿಳಿತವಿಲ್ಲದ ಸಮಯದಲ್ಲಿ ಸಾಮಾನ್ಯ ಇಂಡಿಕೇಟರ್‌ಗಳು ಸುಳ್ಳು ಸಿಗ್ನಲ್‌ಗಳನ್ನು ನೀಡಿ ನಿಮ್ಮ ಸ್ಟಾಪ್‌ಲಾಸ್ ಹಿಟ್ ಮಾಡಿಸುತ್ತವೆ. ಇದಕ್ಕೊಂದು ಕ್ರಾಂತಿಕಾರಿ ಪರಿಹಾರವೇ GCM HST (Hybrid SuperTrend). ಇದು ಮಾರ್ಕೆಟ್‌ನ "ನಾಯ್ಸ್" ಫಿಲ್ಟರ್ ಮಾಡಿ, ಶಕ್ತಿಯುತವಾದ ಟ್ರೆಂಡ್ ಇದ್ದಾಗ ಮಾತ್ರ ನಿಮ್ಮನ್ನು ಮಾರುಕಟ್ಟೆಗೆ ಆಹ್ವಾನಿಸುತ್ತದೆ. ಸಿದ್ಧಾಂತ: "ಡೆಡ್ ಬಾಲ್ ಬ್ಯಾಟ್ಸ್‌ಮನ್‌ನನ್ನು ಉಳಿಸಿದಂತೆ" ಒಬ್ಬ ಬ್ಯಾಟ್ಸ್‌ಮನ್ ಡೆಡ್ ಬಾಲ್‌ನಲ್ಲಿ ಬೌಲ್ಡ್ ಆದರೂ ಅವನು ಹೇಗೆ 'ನಾಟ್ ಔಟ್' ಆಗಿರುತ್ತಾನೋ, ಹಾಗೆಯೇ GCM HST ಬಳಸುವ ಟ್ರೇಡರ್ ಮಾರುಕಟ್ಟೆಯ ಸುಳ್ಳು ಬ್ರೇಕ್‌ಔಟ್‌ಗಳಲ್ಲಿ ಎಂಟ್ರಿ ಪಡೆದರೂ, ಅವನು Dead Point (Gold Bar) ಮೂಲಕ ಸುರಕ್ಷಿತವಾಗಿರುತ್ತಾನೆ. ಇದು ನಿಮ್ಮ ಟ್ರೇಡಿಂಗ್ ಅಕೌಂಟ್ "ಬ್ಲೋ ಔಟ್" (ಖಾಲಿ) ಆಗುವುದನ್ನು ತಪ್ಪಿಸುವ ಅಭೇದ್ಯ ಕವಚ. ಕ್ಲಾಸಿಕಲ್ ಸೂಪರ್‌ಟ್ರೆಂಡ್‌ಗಿಂತ ಇದು ಹೇಗೆ ಭಿನ್ನ ಮತ್ತು ಶ್ರೇಷ್ಠ? • ನಾಯ್ಸ್ ಫಿಲ್ಟ್ರೇಶನ್: ಸಾಮಾನ್ಯ ಸೂಪರ್‌ಟ್ರೆಂಡ್ ಬೆಲೆ ಲೈನ್ ಮುಟ್ಟಿದ ತಕ್ಷಣ ಸಿಗ್ನಲ್ ಬದಲಾಯಿಸುತ್ತದೆ. ಆದರೆ GCM HST, ಆರಂಭದಲ್ಲಿ Gold Bar ಅನ್ನು ಫಿಕ್ಸ್ ಮಾಡುವ ಮೂಲಕ ಸುಳ್ಳು ಸಿಗ್ನಲ್‌ಗಳನ್ನು ತಡೆಯುತ್ತದೆ. • ಹೈಬ್ರಿಡ್ ಸ್ಟೆಬಿಲಿಟಿ: ಟ್ರೆಂಡ್ ಪಕ್ಕಾ ಆಗುವವರೆಗೂ ಹಳೆಯ ಬೇಸ್‌ಲೈನ್ ಅನ್ನು ಉಳಿಸಿಕೊಳ್ಳುವ ಮೂಲಕ ಹೆಚ್ಚಿನ ಭದ್ರತೆ ನೀಡುತ್ತದೆ. • ಟೈಮ್‌ಫ್ರೇಮ್ ಇಂಟೆಲಿಜೆನ್ಸ್: ಪ್ರತಿ ಟೈಮ್‌ಫ್ರೇಮ್‌ಗೆ ತಕ್ಕಂತೆ ತನ್ನ ಸೆನ್ಸಿಟಿವಿಯನ್ನು ತಾನೇ ಬದಲಾಯಿಸಿಕೊಳ್ಳುತ್ತದೆ (Auto-Mode). • ಸೇಫ್ಟಿ ಎಕ್ಸಿಟ್: ಅಪಾಯದ ಮುನ್ಸೂಚನೆ ನೀಡುವ 'ಸೇಫ್ಟಿ ಎಕ್ಸಿಟ್' ವೈಶಿಷ್ಟ್ಯ ಇದರಲ್ಲಿ ಮಾತ್ರ ಲಭ್ಯವಿದೆ. ಸಾಮಾನ್ಯ ಸೂಪರ್‌ಟ್ರೆಂಡ್‌ಗಿಂತ GCM HST ಹೇಗೆ ಶ್ರೇಷ್ಠ ಎಂದು ನಾವು ಅಂಕಿಅಂಶಗಳ ಮೂಲಕ ಇಲ್ಲಿ ವಿವರಿಸಿದ್ದೇವೆ: 1) ಸುಳ್ಳು ಸಿಗ್ನಲ್‌ಗಳ ನಿಯಂತ್ರಣ: ಸಾಮಾನ್ಯ ಸೂಪರ್‌ಟ್ರೆಂಡ್ ಸಣ್ಣ ಏರಿಳಿತಗಳಿಗೂ ಸಿಗ್ನಲ್ ನೀಡುತ್ತದೆ. ಆದರೆ GCM HST ತನ್ನ ಗೋಲ್ಡ್ ಬಾರ್ ಮೂಲಕ ಸುಮಾರು 40-50% ಸುಳ್ಳು ಸಿಗ್ನಲ್‌ಗಳನ್ನು ತಡೆಯುತ್ತದೆ. 2) ಸೈಡ್‌ವೇಸ್ ಮಾರ್ಕೆಟ್‌ನಲ್ಲಿ ಸ್ಥಿರತೆ: ಬೆಲೆ ಏರಿಳಿತವಿಲ್ಲದ ಸಮಯದಲ್ಲಿ ಸಾಮಾನ್ಯ ಇಂಡಿಕೇಟರ್‌ಗಳು ಪದೇ ಪದೇ ಸ್ಟಾಪ್-ಲಾಸ್ ಹಿಟ್ ಮಾಡಿಸುತ್ತವೆ. GCM HST ಇಂತಹ ಸಮಯದಲ್ಲಿ ಶಾಂತವಾಗಿದ್ದು ನಿಮ್ಮ ಹಣವನ್ನು ಉಳಿಸುತ್ತದೆ. 3) ನಿಖರವಾದ ಎಂಟ್ರಿ: ಸೇಫ್ಟಿ ವಿಂಡೋ ನಂತರವಷ್ಟೇ ಕನ್ಫರ್ಮ್ ಸಿಗ್ನಲ್ ನೀಡುವುದರಿಂದ ಎಂಟ್ರಿ ಅತ್ಯಂತ ನಿಖರವಾಗಿ ಇರುತ್ತದೆ. 4) ಗರಿಷ್ಠ ಸುರಕ್ಷತೆ: ಮಾರುಕಟ್ಟೆಯ ದಿಢೀರ್ ಬದಲಾವಣೆಗಳಿಂದ ನಿಮ್ಮ ಅಕೌಂಟ್ ಖಾಲಿಯಾಗದಂತೆ (Blowing Out) ಇದು ಕಾಪಾಡುತ್ತದೆ. GCM HST ಮೂಲಕ ಟ್ರೇಡ್ ಮಾಡುವುದು ಹೇಗೆ? • ಬೈ ಎಂಟ್ರಿ (BUY): ಹಸಿರು ಟ್ರಯಾಂಗಲ್ ಬಂದಾಗ ಎಂಟ್ರಿ ಪಡೆಯಿರಿ. ಬೆಲೆಯು ಆರಂಭದಲ್ಲಿ Gold Bar ಗಿಂತ ಮೇಲಿರಲಿ. • ಸೆಲ್ ಎಂಟ್ರಿ (SELL): ಕೆಂಪು ಟ್ರಯಾಂಗಲ್ ಬಂದಾಗ ಎಂಟ್ರಿ ಪಡೆಯಿರಿ. ಬೆಲೆಯು Gold Bar ಗಿಂತ ಕೆಳಗಿರಲಿ. • ಸೇಫ್ಟಿ ಎಕ್ಸಿಟ್: ಬೆಲೆಯು Gold Bar ಅನ್ನು ದಾಟಿದರೆ, ತಕ್ಷಣ ಟ್ರೇಡ್‌ನಿಂದ ಹೊರಬನ್ನಿ. ಇದು ನಿಮ್ಮನ್ನು ದೊಡ್ಡ ನಷ್ಟದಿಂದ ಉಳಿಸುತ್ತದೆ. ________________________________________ ಹಕ್ಕುತ್ಯಾಗ: ಟ್ರೇಡಿಂಗ್‌ನಲ್ಲಿ ಹಣಕಾಸಿನ ಅಪಾಯವಿರುತ್ತದೆ. GCM HST ಒಂದು ತಾಂತ್ರಿಕ ವಿಶ್ಲೇಷಣಾ ಸಾಧನವಾಗಿದ್ದು, ಇದು ಲಾಭದ ಖಾತರಿ ನೀಡುವುದಿಲ್ಲ. ಹೂಡಿಕೆ ಮಾಡುವ ಮೊದಲು ನಿಮ್ಮ ಆರ್ಥಿಕ ಸಲಹೆಗಾರರನ್ನು ಸಂಪರ್ಕಿಸಿ ಮತ್ತು ರಿಸ್ಕ್ ಮ್ಯಾನೇಜ್‌ಮೆಂಟ್ ಪಾಲಿಸಿ.
Pine Script®指標
由uniGram提供
1
Silverhawk Momentum SurgeSilverhawk Momentum Surge Precision momentum detection built for clarity and real edge. This script spots high-probability momentum shifts without chart clutter — perfect for 1H/4H trading on FX majors, Gold, and crypto. **Key Features:** • Smart Buy/Sell signals — triggered only on strong momentum acceleration (RSI + ROC) + volatility expansion • Candle strength filter — ignores weak/noisy moves, focuses on real conviction candles • Dynamic background glow — instant visual cue when momentum is building • Clean momentum histogram — shows acceleration strength at a glance • Non-repainting arrows — reliable, confirmed signals you can trust Designed for traders who want **focus**, not noise. Let's build momentum together. 🚀
Pine Script®指標
由SilverHawkSuite_提供
[CodaPro] Volume Breakout LevelsVolume Breakout Levels — Auto S&R with Volume-Confirmed Breaks OVERVIEW Volume Breakout Levels automatically detects support and resistance from pivot highs and lows, then signals when price breaks through with VOLUME CONFIRMATION. Unlike basic S&R indicators, this uses volume separation engine to split each candle into estimated bull and bear volume — ensuring breaks are backed by real directional conviction, not just price crossing a line. HOW IT WORKS 1. LEVEL DETECTION Support and resistance are detected using pivot highs and pivot lows with configurable left/right bar confirmation. Levels hold until a new pivot replaces them. Simple, proven, reliable. 2. VOLUME SEPARATION Each candle's volume is split into bull and bear components based on the body-to-range ratio. A strong bullish candle assigns more volume to buyers. A strong bearish candle assigns more to sellers. 3. BREAK CONFIRMATION A break is only confirmed when three conditions are met simultaneously: - Price closes beyond the level (not just a wick) - Volume exceeds the average by the spike multiplier (default 1.5x) - Directional volume matches the break (bull volume dominant on upside breaks, bear volume dominant on downside breaks) This triple filter eliminates the majority of false breaks. 4. WICK BREAK DETECTION When price breaks a level with volume but the candle shows a long wick in the opposite direction, the break is flagged as a "WICK" break instead of a confirmed break. This signals hesitation — the level was broken but buyers/sellers showed resistance. Use these as caution signals. FEATURES - Automatic support and resistance from pivot detection - Volume spike confirmation on all breaks - Bull/bear volume separation for directional validation - Wick break detection (flags hesitation) - Break candle highlighting - 4 alert conditions (confirmed breaks + wick breaks) - Clean, minimal visuals — two lines, occasional labels - Works on any instrument, any timeframe - Non-repainting (all signals confirmed on bar close) SETTINGS - Left/Right Bars: Controls pivot sensitivity. Higher values detect stronger, more significant levels. - Volume Average Length: Lookback for calculating normal volume. - Volume Spike Multiplier: How much above average volume must be for a confirmed break. 1.5x default. Increase for stricter filtering. - Show Wick Breaks: Toggle wick hesitation signals. - Color Break Candles: Highlights confirmed break candles on chart. ABOUT THE BUILD This indicator was engineered using ARiS, the AI coding engine behind CodaPro.ai. Strategy logic and volume separation methodology by Aris. Created by Aris | CodaPro Engine DISCLAIMER This tool was created using the CodaPro Pine Script architecture engine — designed to produce robust trading overlays, educational visuals, and automation-ready alerts. It is provided strictly for educational purposes and does not constitute financial advice. Always backtest and demo before applying to real capital.
Pine Script®指標
由ArisCodes提供
Early Momentum Build Detector V2🔥 Early Momentum Build Detector (15m+ Optimized) 📌 What This Indicator Does Early Momentum Build Detector is designed to identify the ignition phase of momentum — the moment when a stock transitions from consolidation into expansion. Instead of reacting late to moving average crosses, this tool detects: • Break of recent structure • EMA spread expansion (momentum acceleration starting) • ATR expansion (volatility ignition) • Volume participation It highlights the earliest statistically favorable point where momentum begins to build. Tiny, non-intrusive visuals are plotted slightly away from price for clean chart structure. 🧠 The Core Idea Momentum doesn’t start with a big candle. It starts when: - Structure breaks - Moving averages begin separating - Volatility expands - Participation increases This indicator combines all four into one clean signal. - No clutter. - No oscillators. - No lagging confirmation crosses. 🎯 Who It’s For • 15-minute, 30-minute, and 1-hour traders • Intraday and short swing traders • Breakout and expansion traders • Traders who prefer price-action logic over heavy indicators Not designed for scalping under 5 minutes. 🚀 How It Helps Traders ✔ Detects early trend ignition ✔ Filters many false breakouts ✔ Avoids late EMA cross entries ✔ Keeps chart visually clean ✔ Provides alert capability This allows traders to enter closer to the start of expansion rather than chasing extended candles. 📈 How To Use It Effectively Bullish Setup - Signal appears below candle - Confirm higher timeframe bias (optional but recommended) - Use in conjunction with MACD/RSI/CVD/ADL for confluences - Enter on signal candle close - Stop below recent structure low - Target 2R+ or trail with EMA Bearish Setup Same logic in reverse. ⚠️ Important Notes • Works best in stocks with liquidity • Avoid extremely low volume environments • Strong news candles may trigger signals — manage risk accordingly • Always use proper position sizing This is a momentum ignition detector — not a full trading system. 🔔 Alerts Custom alert conditions included for both bullish and bearish early momentum. You can set alerts to: “Once Per Bar Close” for cleaner execution. 💡 Trading Philosophy Behind It Most traders enter too late — at the EMA cross or after a large breakout candle. This tool focuses on: - Structure break + acceleration shift - That’s where asymmetric risk/reward lives.
Pine Script®指標
由arupnj2018提供
HMA + Kalman + LinReg Channel [Pointalgo]HMA + Kalman + Linear Regression Channel HMA + Kalman + LinReg Channel is a volatility-adaptive price channel that blends three smoothing techniques into a single dynamic midline and adjusts its band width based on market conditions (trending vs. sideways). This script is designed for traders who want: A smoother central bias line Volatility-based dynamic bands Context-aware channel width Simple breakout visual signals Core Components This indicator combines three different smoothing methods: Hull Moving Average (HMA) – Reduces lag while maintaining smoothness Kalman Filter – Adaptive filtering to reduce noise Linear Regression (LinReg) – Captures short-term trend direction The three values are averaged to form a composite midline, providing balanced responsiveness and stability. Adaptive Channel Logic The channel width is based on ATR (Average True Range). When the midline moves significantly over a lookback period (relative to ATR), the market is considered Trending When movement remains within a defined ATR zone, the market is considered Sideways Channel behavior: Trending → Multiplier is reduced (tighter bands) Sideways → Full multiplier (wider bands) This creates a dynamic structure that adapts to market conditions automatically. Visual Features: Midline changes color depending on market state Upper and lower bands plotted around the midline Optional shaded channel for better visibility Breakout markers when price crosses outside the channel Breakout Signals: Bullish signal: Close crosses above upper band Bearish signal: Close crosses below lower band These signals are informational only and do not represent financial advice. Inputs: Length Source Standard Multiplier Trend Lookback Trend Threshold (ATR multiple) Kalman R and Q parameters All parameters are user-adjustable. Disclaimer This script is provided for educational and research purposes only. It does not provide financial advice. Users are responsible for their own trading decisions.
Pine Script®指標
由pointalgo提供
Power Signal v6 by GRAWDAYTRADERPower Signal v6 Description Power Signal Indicator (PSI) is a market strength indicator that combines volume analysis and price proximity to daily highs to generate high-quality trading signals. What the Indicator Does The script calculates a "Power Index" based on two key components: Proximity to High — measures how close the current price is to the previous day's high in percentage terms Relative Volume — compares current volume to the average volume over a selected period (default 20 bars) When price is within 1% of the daily high AND volume exceeds 150% of average, the indicator applies a 1.2 multiplier to the relative volume, creating the "Power Index". When this index crosses a defined threshold (default 150), it generates a PSI! signal with a visual marker on the chart and an audio alert. Visualization Main line displays in a separate pane below the chart Line color: lime (when Power > 100) or gray Horizontal levels: yellow (plot threshold) and red dotted line (signal threshold) Information table in top-right corner shows current values of all components Who Will Find It Useful Day Traders and Scalpers: Identifies moments of heightened market activity with strong volume Helps catch momentum moves on breakouts Generates clear entry signals with customizable alerts Swing Traders: Confirms trend strength through price and volume combination Filters false breakouts — signals only occur with significant volume Shows when price is near important levels with institutional interest Volume Traders: Visualizes abnormal volume activity in the context of price movement Helps identify accumulation/distribution zones Combines price action with volume analysis in one tool Key Benefits: Customizable thresholds for different timeframes and instruments Automatic alerts (audio and visual) Minimalist design with clear signals Works on any market: stocks, crypto, forex, futures The indicator is especially effective on volatile instruments with good liquidity, where volume plays a critical role in confirming price movements.
Pine Script®指標
由GRAWDAYTRADER提供
Trend Strategy Flip📌 Trend Strategy Flip — Adaptive Trend‑Following System with Smart Flip Logic (Built on the L1 Proximal Filter concept by LuxAlgo) Trend Strategy Flip is an adaptive trend‑following system built on top of the L1 Proximal Filter, a concept originally introduced by LuxAlgo. This strategy expands the idea with multi‑mode entries, smart flip logic, breakeven automation, and a clean visual HUD for real‑time decision support. The result is a lightweight, responsive trend engine suitable for both discretionary and automated trading. 🔍 Core Concept The system uses the L1 Proximal Filter to extract a smooth, noise‑resistant trend line (z) and its velocity (v). This allows the strategy to detect: Confirmed trend reversals (Mode A) Early entries via price cross or velocity shift (Mode B1/B2) Next‑bar confirmation entries (Mode C) When the trend flips, the strategy can automatically reverse the position. ✨ Key Features ✔ Built on the L1 Proximal Filter (LuxAlgo concept) A robust, adaptive trend extraction method. ✔ Multiple Entry Modes Choose between confirmed, early, or next‑bar entries. ✔ Smart Flip Logic Automatically reverses positions on trend change. ✔ Breakeven Protection Dynamic breakeven activation with a semi‑transparent BE line. ✔ Compact HUD (Top‑Right Corner) Displays: Current position Entry price Live PnL (%) Last flip direction Breakeven status Bars since entry ✔ Optional Trend Background Soft diagonal gradient (lightweight imitation) for visual trend context. ✔ Clean Visual Markers Entry arrows, flip markers, trend line, and BE line. ✔ Alerts Included Ready for automation or webhook‑based execution. 🎯 Use Cases Trend‑following systems Reversal/flip strategies Automated execution via alerts Swing and intraday trading Strategy research and optimization ⚠️ Notes This strategy is based on the L1 Proximal Filter concept by LuxAlgo, extended with additional logic and visualization. For educational and research purposes only. Always test before using in live trading.
Pine Script®策略
由olegask68提供
VWDMD Pro: Precision Divergence & VolatilityVWDMD Pro: Volume-Weighted Dynamic Momentum & Divergence What is VWDMD Pro? VWDMD (Volume-Weighted Dynamic Momentum Index) is an advanced momentum oscillator designed to filter out market noise by integrating price action with logarithmic volume analysis. Unlike traditional oscillators (like RSI or Stochastic) that treat every price move equally, VWDMD assigns higher significance to moves backed by institutional volume. The Problem It Solves Most momentum indicators suffer from two main issues: Lags and Noise: Standard oscillators often provide false signals during low-volatility periods. Fixed Thresholds: Static Overbought/Oversold levels (like 70/30) fail to adapt to changing market volatility. VWDMD Pro addresses these by: Using Logarithmic Volume Sensitivity to prioritize "heavy" price moves. Implementing Adaptive Volatility Bands based on Standard Deviation, which expand and contract according to market conditions. Filtering signals through a Global Trend Filter (200 EMA) to ensure you are not trading against the primary market direction. How to Use and Interpret This script identifies four types of high-probability divergences: Regular Bullish (BUY): Price makes a Lower Low, but VWDMD makes a Higher Low. Signals a potential trend reversal to the upside. Regular Bearish (SELL): Price makes a Higher High, but VWDMD makes a Lower High. Signals a potential trend reversal to the downside. Hidden Bullish (H-BUY): Price makes a Higher Low, but VWDMD makes a Lower Low. This is a powerful trend continuation signal. Hidden Bearish (H-SELL): Price makes a Lower High, but VWDMD makes a Higher High. Confirms that the downtrend is likely to continue. Key Features Dynamic Histogram: Colors change based on momentum slope (darker colors indicate weakening momentum). Trend Context Background: The chart background is colored based on the 200 EMA to keep you on the right side of the trend. Auto-Drawing Lines: Divergence lines are automatically plotted on the oscillator for clear visualization. Real-time Dashboard: A compact UI showing current Trend and Momentum status. Best Practices for Trading Higher Timeframes: Works best on 1H, 4H, and Daily charts for US500, Gold, and Major Forex pairs. Trend Alignment: Prioritize Hidden Divergences when the background is Green (Bullish) or Red (Bearish). These are often the most reliable "dip-buying" opportunities. Confirmation: Use the Overbought/Oversold triangle markers as initial warnings, but wait for a Divergence label for entry confirmation.
Pine Script®指標
由mehmetbezgincan提供
[TL5 Alerts] Day High Low TrackerReal-Time Session High/Low Detection with Webhook-Ready Alerts The TL5 Day High Low Tracker is a lightweight, non-repainting intraday tool designed to monitor the current regular trading session’s High and Low in real time. Built specifically for precision intraday traders, this script continuously tracks session extremes and instantly notifies you when a new High or Low is formed. Best used on the 1-minute timeframe for precise intraday tracking 🔍 What This Script Does During each regular trading session, the indicator: • Detects the exact start of a new session • Tracks bars since session open • Continuously recalculates the session High • Continuously recalculates the session Low • Identifies when a NEW session High is printed • Identifies when a NEW session Low is printed • Optionally displays visual labels on the chart • Sends webhook-ready JSON alerts for automation The logic is fully non-repainting and updates in real time. ⚙️ How It Works Detects the start of each regular session using built-in session logic Counts bars since session open Calculates: Highest High since session start Lowest Low since session start Compares current extremes with the previous bar Triggers labels and alerts when a new extreme is confirmed 🔔 Alert Features When a new session extreme forms: New High Bullish alert trigger Webhook-ready JSON format Includes: Signal type Price Symbol New Low Bearish alert trigger Webhook-ready JSON format Includes: Signal type Price Symbol Perfect for: Automated trading systems Webhook integrations External execution engines Mobile push notifications 🎯 Recommended Usage Best used on the 1-minute timeframe for precise intraday tracking Works on all intraday timeframes Suitable for: Breakout traders Liquidity hunters Scalpers Momentum traders 🛠 Inputs Show Labels? Toggle to display or hide High/Low labels on the chart. Why Use This? Session Highs and Lows are key liquidity zones. This script ensures you never miss: A breakout above the day’s High A breakdown below the day’s Low Expansion of intraday range Simple. Fast. Reliable.
Pine Script®指標
由AquaTickTrader提供
1
Dynamic Sigmoid ATR-Normalized EMA Distance OscillatorDynamic Sigmoid ATR-Normalized EMA Distance Oscillator Overview This indicator is built to evaluate trend strength and trend sustainability, not to prioritize mean-reversion calls. It measures directional pressure relative to a long-term EMA, scales that pressure by current volatility, and maps the result into a stable 0-100 oscillator using a sigmoid transform. The key advantage is dynamic adaptation: center and regime bands are not static references only, they adjust to evolving oscillator behavior. This helps separate healthy trend continuation from weak, noisy movement. Mathematical Construction (No Code Description) 1) Trend baseline: A long-horizon exponential moving average defines structural direction. 2) Signed distance: Distance = Price - EMA Positive values imply price is structurally above baseline; negative values imply below-baseline pressure. 3) Volatility normalization: Normalized Distance = Distance / ATR This makes the signal scale-aware across different volatility environments. 4) Nonlinear compression: Sigmoid(x) = 1 / (1 + e^(-k*x)) The multiplier k controls response sharpness. The output is then scaled to 0-100. 5) Dynamic center: Center = EMA of oscillator values (adaptive midpoint). Optional fixed midpoint mode is available for a classic 50-line reference. 6) Dynamic regime bands: Upper Band = Center + (StdDev of oscillator * multiplier) Lower Band = Center - (StdDev of oscillator * multiplier) These bands expand/contract with oscillator volatility, making the framework regime-aware. How to Read It (Trend-Focused) - Oscillator above dynamic center: bullish pressure dominates current regime. - Oscillator below dynamic center: bearish pressure dominates current regime. - Persistent distance from center: trend continuation probability is generally stronger. - Oscillator flattening back toward center: trend sustainability may be weakening. Long and Short Signal Framework Long setup concept: 1) Oscillator crosses above dynamic center. 2) Oscillator remains above center for multiple bars (persistence confirmation). 3) Pullbacks that hold above center and re-expand upward can be treated as continuation entries. Short setup concept: 1) Oscillator crosses below dynamic center. 2) Oscillator remains below center for multiple bars. 3) Bounces that fail near center and rotate down can be treated as continuation entries. Strength confirmation: - Rising histogram above zero supports long continuation quality. - Falling histogram below zero supports short continuation quality. Example Use Cases (Educational) Example A - Long trend continuation: - Market transitions from neutral to bullish as oscillator crosses and holds above center. - Dynamic upper band begins rising, indicating expanding bullish regime capacity. - Dips in oscillator that stay above center suggest trend remains structurally intact. Example B - Short trend continuation: - Oscillator breaks below center and stays suppressed under it. - Lower band trends down while histogram remains negative. - Failed recoveries toward center often mark lower-risk continuation timing. Example C - Potential trend fatigue: - Price makes a new directional push, but oscillator fails to sustain distance from center. - Histogram contracts progressively. - This can indicate weakening impulse and the need for tighter risk control. Why Dynamic Components Matter - A fixed 50-level alone can be too rigid when regime characteristics shift. - Dynamic center adapts to the oscillator's local equilibrium. - Dynamic bands adapt to oscillator variance, helping contextualize what is truly "extended" in current conditions. Inputs (Configurable Parameters) - EMA Length: structural trend anchor sensitivity. - ATR Length: volatility normalization depth. - Sigmoid Multiplier: nonlinear response intensity. - Use Dynamic Center: adaptive center or fixed 50 reference. - Center Length: smoothness of adaptive center behavior. - Band Length: lookback horizon for oscillator variance. - Band Stdev Multiplier: adaptive band width. - Visual toggles: gradient and table display options. Risk and Implementation Notes - This is an analytical framework, not a guaranteed signal engine. - Choppy markets can still produce false transitions. - Parameter calibration should be done per symbol and timeframe with independent testing. - Position sizing, stop logic, and risk limits remain essential. Publishing and Compliance Notes - Educational and analytical content only; not financial advice. - No guaranteed returns, no performance promises, no misleading language. - Real-world outcomes vary by market conditions, execution, and risk management.
Pine Script®指標
由hasanaksoy199264提供
Honeymoonist - Panic Buy / SellPanic Buy / Sell Detector v1 — Spot extreme price moves the moment they happen. This overlay indicator detects sudden, abnormal price surges (Panic Buy) and sharp drops (Panic Sell) based on percentage thresholds you define. It's built for traders who want to catch moments of extreme buying or selling pressure — whether you're scalping on 1-minute charts or swing trading on daily. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🔑 KEY FEATURES • Three lookback modes to fit your trading style • One signal per event — no duplicate or stacking labels • Independent buy/sell cooldowns to reduce noise • Configurable alert messages with full context (ticker, price, % change, mode) • Clean visual output: shape markers, info labels, and background highlights ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📐 HOW IT WORKS The indicator calculates the percentage change between the current close and a reference price. When this change exceeds your configured threshold, a signal fires. % Change = (Current Close − Reference Price) / Reference Price × 100 The reference price depends on which lookback mode you choose: 1 — Bar Count Compares close to close , where N is a number of bars you set (default: 10). Simple and predictable. 2 — Time Interval Same logic as Bar Count, but N is automatically calculated from a timeframe you select. For example, if your chart is 1-minute and you choose a 5-minute lookback, N = 5 bars. This keeps the lookback consistent even if you switch chart timeframes. N = ceil(Lookback Timeframe ÷ Chart Timeframe) 3 — Cumulative Streak Tracks consecutive bars closing in the same direction and accumulates the total percentage change. A signal fires when the cumulative move crosses the threshold. This mode catches gradual momentum buildups that the other modes might miss. • Neutral bars (close = previous close) keep the streak alive. • Once a signal fires, it won't fire again until the streak ends and a new one begins. • The first streak on chart load is suppressed to avoid false signals. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ⚙️ SETTINGS Signal • Panic Buy Threshold (%) — Minimum rise to trigger a buy signal (default: 1.0%) • Panic Sell Threshold (%) — Minimum drop to trigger a sell signal (default: 1.0%) • Lookback Mode — Bar Count, Time Interval, or Cumulative Streak • Lookback (bars) — Number of bars for Bar Count mode (default: 10) • Lookback Timeframe — Timeframe for Time Interval mode (default: 1 min) • Cooldown (bars) — Minimum bars between same-type signals (default: 3) Alert • Alert Only on Bar Close — When on, alerts wait for bar confirmation. When off (default), alerts fire on the first tick that crosses the threshold. Faster, but may produce false signals if the bar reverses. Visuals • Show Info Labels — Toggle the detail labels on/off • Show Background — Toggle background highlighting on/off • Label Size — tiny / small / normal / large • Panic Buy Color / Panic Sell Color — Customise signal colours • Background Opacity — 0 (fully opaque) to 100 (fully transparent) ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🔔 ALERT SETUP 1. Add the indicator to your chart 2. Create a new alert → Condition: "Panic Buy / Sell Detector" 3. Trigger: "Any alert() function call" 4. In the Message box, type: {{message}} 5. The alert will include: signal type, ticker, reference price → close price, % change, timeframe, and mode Example alert message: 🟢 PANIC BUY — BTCUSDT.P | 98000.00 → 99200.00 | 1.22% | TF: 5 | Mode: Time Interval 🔴 PANIC SELL — BTCUSDT.P | 99200.00 → 97800.00 | -1.41% | TF: 5 | Mode: Time Interval For webhook/bot integration (LINE, Telegram, Discord), you can use: {"text": "{{message}}", "price": "{{close}}", "time": "{{timenow}}"} ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 💡 TIPS • Start with Time Interval mode — it adapts automatically when you switch chart timeframes. • Use Cumulative Streak mode for catching slow, grinding moves that build up over many bars. • Set cooldown to 3–5 bars to avoid alert fatigue during volatile sessions. • Enable "Alert Only on Bar Close" for more reliable signals in backtesting or if you're away from the screen. • Lower the threshold for stable assets (stocks, forex); raise it for volatile assets (crypto, small caps). ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ⚠️ DISCLAIMER This indicator is an informational tool only. It does not generate trade orders, calculate P&L, or provide financial advice. Use it as one input among many in your trading decisions. Past signals do not guarantee future results. Always manage your risk. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📜 LICENSE This source code is released under the Mozilla Public License 2.0.
Pine Script®指標
由honeymoonist提供
Coinbase Premium(/binance)Script Overview This indicator is designed to measure the price gap (premium) between Coinbase (BTC/USD) and Binance (BTC/USDT). Since Coinbase is often viewed as a proxy for institutional demand in the US, this "premium" helps traders identify whether buying pressure is coming from US-based institutions or global retail markets. Key Components & Logic 1. Data Integration (Multi-Exchange) The script uses the request.security() function, which is the standard in Pine Script v5 for fetching data from different symbols or exchanges: Binance BTCUSDT: Represents the global retail market price. Coinbase BTCUSD: Represents the US institutional market price. Bitfinex USTUSD: Used as a "Stablecoin Peg" adjustment to ensure the comparison between USD and USDT is mathematically accurate. 2. Calculation Logic Price Normalization: It multiplies the Binance BTC price by the USDT/USD exchange rate (binance_btc * usdt_peg). This ensures we are comparing "apples to apples" (USD vs. USD). Premium Calculation: * USD Difference: Simply subtracts the adjusted Binance price from the Coinbase price. Percentage (%) Premium: Calculates the percentage gap. Following your original code's logic, it uses the 2-bar delay ( ) to smooth out minor data lag or specific historical points. 3. Visual Elements (UI) The script is optimized for Dark Mode users with a "White" theme: Histogram (Percent): Displays the percentage premium. A value above 0 indicates Coinbase is more expensive than Binance (Bullish signal for US demand). Columns (USD): Shows the raw dollar difference with slight transparency (60%) to keep the chart clean. Zero Line: A solid white line at the 0 level to clearly distinguish between a "Premium" (positive) and a "Discount" (negative).
Pine Script®指標
由heandie提供
Smart Options Regime & Strategy Engine [KedArc Quant]Smart Options Regime & Strategy Engine Overview The Smart Options Regime & Strategy Engine is a volatility-aware decision framework designed to help traders objectively determine when to: * Sell credit spreads * Buy debit spreads * Trade iron condors * Or avoid trading entirely It combines daily volatility analysis with institutional trend structure to provide clear, actionable recommendations suitable for US and India markets. Unlike traditional indicators that only show price signals, this engine evaluates the underlying volatility regime and structural trend to answer the most important options question: Is this a premium selling environment or not? What problem this solves Most traders lose money because they: * Sell options when volatility is too low * Buy options when volatility is too high * Trade against higher timeframe trend * Trade without knowing if there is real volatility edge This engine solves those problems by analyzing: * Realized Volatility (actual movement) * Implied Volatility proxy (VIX or India VIX) * Volatility Risk Premium (IV minus RV) * Higher timeframe trend structure * Lower timeframe trend alignment * Volatility percentile environment And then converts this into a clear trade recommendation. How it helps traders make decisions The engine provides five possible recommendations: 1. SELL PUT SPREAD When volatility is favorable and trend is bullish. 2. SELL CALL SPREAD When volatility is favorable and trend is bearish. 3. IRON CONDOR When volatility is favorable but market is sideways. 4. DEBIT SPREAD When volatility expansion favors option buying. 5. WAIT / NO EDGE When conditions are not favorable for options trading. This removes guesswork and helps traders align with volatility edge. Core logic used (Institutional concepts) This engine evaluates: Volatility Risk Premium (VRP) VRP = Implied Volatility minus Realized Volatility If VRP is positive, option selling has statistical edge. If VRP is negative, option buying may have advantage. Trend structure confirmation using: * EMA trend alignment * ADX trend strength * Multi timeframe confirmation This ensures trades align with structural trend, not short term noise. Dashboard explanation The dashboard displays: RV Realized volatility based on daily returns. IV Implied volatility proxy from VIX or India VIX. VRP Volatility risk premium. VRP State Shows whether volatility selling edge exists. Vol Regime Indicates volatility environment strength. Sell Edge Confirms whether premium selling has statistical advantage. LTF Trend Lower timeframe trend direction. HTF Trend Higher timeframe trend direction. Bias Overall structural direction. Final Recommendation Clear trade structure suggestion. Sell Leg Delta Suggested option delta range. Input configuration guide RV Lookback Default 20 days. Measures realized volatility stability. IV Proxy Mode Auto mode selects correct volatility index automatically: US markets use CBOE VIX India markets use India VIX Trend timeframe Default 60 minutes. Controls institutional trend direction. Min Score to allow selling Default 6. Higher values produce stricter signals. Dashboard mode Compact or Full display. Why this is NOT a mashup indicator This script is not a mashup of unrelated indicators. It is a structured volatility decision engine built around a single coherent concept: Volatility Risk Premium combined with institutional trend confirmation. Every component directly supports volatility regime identification. It does not combine random indicators like RSI, MACD, or unrelated oscillators. Each element exists specifically to answer one question: Does selling or buying options have statistical edge right now? How traders can use this in practice For credit spread sellers: SELL PUT SPREAD recommendation Use put credit spreads with delta approximately 0.15 to 0.25 SELL CALL SPREAD recommendation Use call credit spreads with delta approximately minus 0.15 to minus 0.25 For iron condor traders: Use delta approximately plus or minus 0.10 to 0.20 For debit spread traders: Use delta approximately 0.40 to 0.60 Supported markets US stocks SPX, SPY, QQQ, NVDA, AAPL, TSLA and others India markets NIFTY, BANKNIFTY, and NSE stocks Works automatically without manual configuration. Example use cases NIFTY bullish and VRP positive Recommendation becomes SELL PUT SPREAD NVDA bearish and VRP positive Recommendation becomes SELL CALL SPREAD Low VRP environment Recommendation becomes WAIT or DEBIT SPREAD Sideways market with high VRP Recommendation becomes IRON CONDOR Glossary Realized Volatility (RV) Actual volatility measured from price movement. Implied Volatility (IV) Expected volatility implied from options pricing. Volatility Risk Premium (VRP) Difference between IV and RV. Credit Spread Option selling strategy with defined risk. Debit Spread Option buying strategy with defined risk. Iron Condor Neutral option selling strategy. Delta Measures sensitivity of option price to underlying price movement. What makes this unique Focuses on volatility regime, not just price signals. Provides actionable strategy recommendation, not just signals. Supports both US and India markets automatically. Uses institutional volatility logic. Helps avoid trading during unfavorable volatility conditions. Important notes This tool provides decision support based on volatility regime and trend structure. It does not guarantee profits. Always apply proper risk management. Author KedArc Quant Systematic Options Strategy Research
Pine Script®指標
由kedarcquant提供
StO Price Action - Gold Timings | LiquidityShort Summary - Identifies statistically 5-minute candles (Source: Oanda, M5) - Classifies them into four intensity levels - Highlights timing and liquidity concentrations Full Description Method - Analyzes one year of 5-minute candle data - Compares each candle to its previous candle - Selects candles with unusually large differences - Uses either candle range or volume as data source - Groups selected candles into four levels - All levels represent above-average activity Overview - Designed to detect abnormal intraday expansion - Highlights moments of aggressive participation - Works as a timing and liquidity mapping tool - Can be based on volatility (range) or participation (volume) - Helps identify recurring high-impact periods - Level Structure - 0: Highest expansion or volume spikes - 1: Very strong expansion - 2: Strong expansion - 3: Elevated but moderate expansion - Each level can be individually enabled or hidden - Each level has customizable color coding Usage - Choose between Range or Volume as primary metric - Enable only the intensity levels relevant to your strategy - Use levels to identify high-liquidity windows - Combine with structure, liquidity sweeps, or order blocks - Observe clustering behavior across sessions Future Bars - Projects statistical timing to next day - Can hide the current developing period - Allows small hour shifts to adjust session alignment Notes - Does not predict direction, only intensity - Best used as timing confirmation, not entry signal - Range mode emphasizes volatility - Volume mode emphasizes participation - Particularly useful for session opens and news-driven markets
Pine Script®指標
由sto_svc提供
Diamond V5 : Institutional SMC & Liquidity EngineDiamond V5: Ultimate Institutional SMC & Liquidity Engine Diamond V5 is a high-precision trading framework designed for professional traders who follow SMC (Smart Money Concepts) and ICT methodologies. Unlike standard indicators, Diamond V5 is a complete structural engine that identifies where liquidity is resting and how institutional players are moving the market. 🚀 Key Features: Auto-Market Detection: Smart algorithms that automatically adjust parameters (Sweep tolerance, confirmations) based on whether you are trading Gold, Forex, or Indices. Advanced Structure Engine: Real-time mapping of BOS (Break of Structure) and CHoCH (Change of Character) with body-close confirmation. Liquidity Clustering: Detects Equal Highs/Lows (EQH/EQL) with dynamic tolerance, identifying high-probability liquidity pools. PD Array Filter: Integrated Premium/Discount logic to ensure you only Buy in Discount and Sell in Premium zones. Institutional Confirmation: Combined Displacement, Fair Value Gaps (FVG), and Volume Spikes to filter out fakeouts. Pro Dashboard: A comprehensive HUD showing HTF Trend, LTF Structure, Pricing status, and Killzone activity at a glance. 🛠 How to Trade (The Strategy): Context: Ensure HTF Trend and Internal Structure are aligned (Green/Red Dashboard). Setup: Wait for a Liquidity Sweep (Orange Diamond) in a Premium/Discount zone. Trigger: Look for the BUY/SELL label which appears after a displacement candle creates a new FVG. Target: Aim for the "Weak High/Low" target lines or use the dynamic 1:2 RR TP line. 📈 Optimized For: Forex: EURUSD, GBPUSD, USDJPY (15m/1h) Indices: NAS100, US30, SPX500 (1m/5m - NY Killzone) Commodities: XAUUSD / GOLD (5m/15m) توضیحات فارسی: اندیکاتور Diamond V5 یک موتور معاملاتی پیشرفته مبتنی بر سبک اسمارت‌ مانی (SMC) است. این ابزار با شناسایی خودکار ساختار بازار (BOS/CHoCH) و شکار نقدینگی (Liquidity Sweeps)، دقیق‌ترین نقاط ورود در جهت روند اصلی را نمایش می‌دهد. ویژگی‌های برتر: تشخیص خودکار نوع بازار (فارکس، طلا، شاخص‌ها). فیلتر قیمت منصفانه (ترید فقط در نواحی ارزان یا گران). شناسایی نقدینگی‌های مجتمع (Equal Highs/Lows). ترسیم خودکار باکس‌های FVG برای تایید ورود پول هوشمند. داشبورد مدیریتی کامل برای بررسی هم‌زمانی چندین فاکتور تحلیلی.
Pine Script®指標
由IR-Treder提供
Block-Based Visual Logic Builder FrameworkThis strategy demonstrates a modular, block-based approach to strategy design in Pine Script. While TradingView does not support true drag-and-drop strategy builders, this script is structured to simulate a visual logic builder by separating trading logic into independent, configurable blocks. Each block represents a conceptual component (trend, momentum, volatility, session, and risk), allowing users to enable, disable, or modify individual modules for testing and experimentation. Visual Logic Builder Concept The strategy is organized into distinct logic blocks: Session Block - controls when trades are allowed Trend Block - defines directional bias Momentum Block - confirms directional strength Volatility Block - filters for sufficient market movement Risk Block - standardized ATR-based stop and target logic This structure mirrors how visual trading systems and drag-and-drop interfaces organize logic into reusable components. How It Works Market conditions are evaluated through separate logic blocks. Each block can be enabled or disabled using inputs. Final entry decisions are based on the combined output of active blocks. All exits are managed through a centralized risk block using ATR-based stops and fixed risk-reward. Purpose This script is intended as a structural template for building and testing modular trading systems. It emphasizes clarity, execution realism, and repeatable logic rather than optimization or signal density. Usage Notes Results depend on symbol, timeframe, volatility regime, and selected block settings. Users are encouraged to experiment with different combinations of blocks and validate behavior across multiple markets before relying on any configuration.
Pine Script®策略
由AIScripts提供
Forex Cross-Asset Correlation Mapper Forex Cross-Asset Correlation Mapper — an indicator for tracking correlations between major currency pairs and the US Dollar Index (DXY). The indicator automatically detects the currency pair on the current chart and calculates a rolling Pearson correlation with DXY in real time. What it shows: Heatmap (matrix) — visualizes correlations between all enabled pairs. Green indicates positive correlation, red indicates negative. Cells with anomalies are highlighted with a yellow marker. Correlation plot — the dynamic correlation of the current pair with DXY over time. The yellow line represents the mean value, red dashed lines mark the normal range boundaries (±N standard deviations). When an anomaly is detected, the chart background is highlighted in yellow. Info panel — displays the current correlation value, mean, deviation in sigma units, and status (Normal / ANOMALY). An anomaly is triggered when the correlation moves beyond N standard deviations from its rolling mean. This signals a breakdown in the typical relationship between the pair and the dollar. Settings: correlation period, anomaly threshold, mean calculation period, enable/disable each pair individually. Supported pairs: EURUSD, GBPUSD, USDJPY, AUDUSD, USDCAD, USDCHF, NZDUSD + DXY (DX1!).
Pine Script®指標
由Smart-Day-Trader提供
ATR Alpha: Volatility-Adjusted ExitsOverview The ATR Volatility Guardian is a precision risk management tool designed to filter out market noise and provide mathematically sound exit levels. Instead of using arbitrary percentages, this indicator calculates stops and targets based on the asset's current Average True Range (ATR), ensuring your trade has enough "breathing room" to survive normal volatility. Key Features: Dynamic Volatility Monitoring: Displays the real-time ATR value and the Volatility Percentage (ATR/Price), allowing you to instantly gauge the risk profile of any asset. Noise-Filtered Stop Loss: Automatically calculates a suggested Stop Loss based on a customizable ATR multiplier (defaulted to 1.05 for tight risk management). Volatility-Based Targets: Provides a projected take-profit level using a 1:2 Risk/Reward ratio derived from the current ATR. Clean UI: All critical data is streamed directly to the indicator's status line to keep your chart clutter-free and professional. How to use: Check Volatility %: If the percentage is exceptionally high (e.g., >15%), consider reducing your position size to account for the increased swing range. Set Your Stop: Use the "Stop Loss" value as your technical floor. This level represents the boundary where price action exceeds "normal" expected volatility.
Pine Script®指標
由davidamar1988提供