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FAT FINGERS @ BY NEPHILIM TRADINGFat Fingers Channel by Nephilim Trading Overview This tool detects extreme, sudden price deviations—often referred to as "fat fingers" or liquidity grabs—that spike outside normal candle boundaries. The Nephilim Upgrade Transformed from a basic text-label script into a full-fledged dynamic channel indicator in v6. It now plots upper (Gold) and lower (Midnight Blue) step-line boundaries for clear visual context. How to Read It Upper Break (Gold): Price wicks violently above the previous upper bound by your defined percentage. Lower Break (Midnight): Price wicks violently below the previous lower bound by your defined percentage. Credits: Modified from the original open-source Fat Fingers script, expanded into a dynamic visual channel by Nephilim Trading.
Pine Script®指標
由NephilimTradLLC提供
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Session Sonar [OneShotAlgo]🟠 Overview Session Sonar projects forward-looking volatility envelopes from each major trading session open, helping you visualize how far price could realistically travel from that session anchor over time. Each session begins with a set of concentric rings expanding forward in time. Inner rings represent shorter horizons such as 1H, 2H, and 4H, while the outermost ring represents the expected envelope by session close. The rings are based on current hourly volatility, not chart-timeframe volatility, so they keep consistent meaning whether you are viewing a 5-minute chart or a 1-hour chart. Ring size expands with time using a square-root scaling model, which produces more realistic envelopes than linear expansion. 🟠 How to read it Price reaching outer rings quickly suggests the session is moving faster than typical volatility. Price remaining inside inner rings suggests a more compressed session environment. The glow line traces price movement from session open to the current bar, giving a quick visual read on session development. This tool is not directional. It does not predict whether price will move up or down. It is a visual context tool designed to help calibrate expectations around distance, pace, and session development. 🟠 Sessions Asia London New York Daily Each session has its own color and configurable UTC timing. Asia, London, and New York are enabled by default for a clean intraday view. 🟠 Implementation notes Uses hourly ATR for consistent envelope sizing across chart timeframes Small rings auto-hide when they would render poorly on the current timeframe Previous session anchors fade gradually so you can still see how earlier envelopes played out Works across forex, indices, commodities, crypto, and other liquid markets 🟠 Suggested timeframes Best suited to intraday charts, especially 1m to 1H. On higher timeframes, session boundaries become less meaningful and some shorter-horizon rings may not render. 🟠 This script does not generate entry or exit signals predict direction guarantee that price will remain inside any ring Outlier moves happen, especially around news or in strong trend conditions. Session Sonar is a visual decision-support tool, not a trading system. 🟠 Customization Ring horizons, envelope scale, fade duration, smoothness, minimum horizon-to-timeframe ratio, session colors, and all major visual elements can be adjusted in settings.
Pine Script®指標
由oneshotalgo提供
Conflux Engine | AnonycryptousConflux Engine | Anonycryptous Description & user manual Why this indicator is different? Most signal indicators work the same way. One condition triggers. One signal fires. The trader either takes it or does not. The problem is that a single condition — a crossover, a level break, a momentum read — is almost never enough to define a genuinely high-quality trade. Markets are too complex and too noisy for that. Conflux Engine works differently. It does not fire on one condition. It requires multiple independent market forces to align simultaneously before a signal appears. Structure has to agree. Volume has to confirm. Momentum has to support. Volatility has to be in the right zone. Session positioning has to be favorable. And optionally, the higher timeframe trend and the ribbon have to be aligned too. Only when enough of these forces agree — and agree clearly — does the indicator produce a signal. This is what confluence means in practice. Not one thing being right. Multiple independent things being right at the same time. The result is fewer signals. But the signals that do appear carry more weight than anything a single-condition system can produce. Important notice Conflux Engine generates trading signals based on a multi-factor scoring engine. These signals are not financial advice. They do not predict the future. They do not guarantee profitability. They are a systematic read of current market conditions across multiple dimensions. All trading decisions are made entirely by the user. Always manage your own risk. Always apply your own judgment. 1. Overview Conflux Engine is a scoring-based signal indicator for traders who want structured, high-conviction entries rather than frequent, noisy ones. Six independent pillars evaluate the market continuously. Each pillar scores independently. The scores combine into a total out of 100. When the total exceeds the signal threshold — and the dominant direction leads the opposite direction by a minimum gap — a signal fires. Additional hard gates can be enabled: an ADX noise filter to block signals during choppy markets, a VWMA filter to ensure macro trend alignment, a Supertrend filter for dynamic trend confirmation, and an Ultra Ribbon filter using 15 Hull Moving Averages for the fastest momentum read. The result is an indicator that is selective by design. It is not built to fire constantly. It is built to fire well. 2. The six pillars 2.1 Structure Evaluates market structure using swing pivot highs and lows. A higher high combined with a higher low defines a bullish structure. A lower high combined with a lower low defines a bearish structure. This pillar answers the most fundamental question in trading: is the market making progress in a direction, or is it deteriorating? Weight: up to 16 points. 2.2 Volume Uses OBV slope via linear regression to determine whether volume is accumulating in the direction of price or diverging from it. Rising OBV slope on a bullish signal means participation supports the move. Falling OBV slope on a bullish signal is a warning. This pillar separates moves with institutional backing from moves without it. Weight: up to 16 points. 2.3 Momentum Evaluates three independent momentum reads: KAMA position (a Kaufman adaptive moving average that adjusts its speed to market conditions), RSI relative to the 50 midline with slope direction, and Williams %R for price positioning within the recent range. Two of three aligned scores partial points. All three aligned scores full points. Weight: up to 16 points. 2.4 Liquidity Detects sweep events — moments where price wicks beyond a recent swing high or low and closes back inside. These events mark liquidity grabs and often precede directional moves. A confirmed bull sweep sets up a long bias context. A confirmed bear sweep sets up a short bias context. The context remains active for a configurable number of bars, decaying over time. Weight: up to 16 points. 2.5 Volatility Measures ATR relative to its own moving average to identify the volatility sweet spot. Signals during dead, flat markets carry less meaning. Signals during chaotically explosive moves are harder to execute cleanly. This pillar rewards the in-between: active, directional, manageable volatility. Weight: up to 16 points. 2.6 Session Evaluates price positioning within the current day's developing range. Price in the lower portion of the range (discount) favors long bias. Price in the upper portion (premium) favors short bias. This pillar can be toggled independently from the session time filter — you can use session scoring without restricting signals to specific hours, or vice versa. Weight: up to 20 points. 3. Hard gates Beyond the six scoring pillars, Conflux Engine includes four optional hard gates. These do not add points. They block signals entirely when their condition is not met. 3.1 ADX noise filter Blocks signals when ADX is below a configurable threshold. ADX measures trend strength. A low ADX means the market is ranging and directionless — exactly the environment where momentum signals fail most often. Default threshold: 35. Adjustable up to 100 for maximum selectivity. 3.2 VWMA filter Price must be above the Volume Weighted Moving Average for long signals, and below it for short signals. The VWMA is slower than a standard EMA and reflects the average price weighted by volume — a more meaningful macro reference than a simple average. Default length: 200. 3.3 Supertrend filter The Supertrend must confirm the signal direction. This is a dynamic trend line based on ATR bands that flips cleanly between bull and bear states. It acts as an additional structural confirmation that the trend environment supports the entry. 3.4 Ultra Ribbon filter The fastest gate. Built from 15 Hull Moving Averages spanning a range of lengths. When the fastest HMA is above the slowest HMA, the ribbon is bullish. When below, bearish. Because Hull MAs minimize lag, this gate reacts to trend changes earlier than most moving average systems. The ribbon also serves as a trailing stop option in the backtest — the slowest HMA tracks trend without being too reactive. 4. Signal scoring Every bar, both a bullish and bearish score are computed from the six pillars. The scores are added together. A signal fires when: - The dominant score meets or exceeds the signal threshold (default 70) - The dominant score exceeds the opposite score by at least the directional lead (default 20) - All enabled hard gates are cleared This two-condition check — threshold plus gap — prevents marginal signals from appearing when the market is ambiguous. Both bull and bear can score reasonably high during mixed conditions. The gap requirement ensures the dominant direction is meaningfully ahead. Pillar weights are individually adjustable. The system allows traders to prioritize the factors most relevant to their trading style and instrument. The Extreme Threshold (default 90) flags signals where the confluence score is exceptionally high. These are the highest-conviction setups in the system. 5. The Ultra Ribbon The Ultra Ribbon is a 15-layer Hull Moving Average ribbon that sits on the chart as both a visual trend tool and a momentum gate. Three themes are available: Classic — green and red. Clear, functional, no ambiguity. Phantom — cyan and pink with purple exhaustion. A darker, stylized read of the same data. (the default) Custom — full color control for bull, bear, and exhaustion states. The ribbon color adapts dynamically. When the spread between the fastest and slowest HMA is wide relative to its historical average, the ribbon fades toward the exhaustion color — a visual signal that the trend may be overextended. When the spread is moderate, the ribbon shows its full trend color. Candle coloring follows the ribbon's bull/bear state continuously, giving an immediate read of trend direction on every bar. The dashboard accent color and signal indicators follow the active theme, giving the entire indicator a unified visual identity across chart and panel. 6. Multi-timeframe filter When enabled, the MTF filter evaluates the trend on a higher timeframe using a 50-period EMA. If the higher timeframe trend agrees with the signal direction, a weight bonus is added to the total score. If it disagrees, no bonus is added — but the signal is not blocked unless the score falls below threshold as a result. This behavior is intentional. The HTF filter adds weight to aligned signals without making every counter-trend setup impossible. It rewards confluence with the bigger picture without enforcing hard alignment. Default timeframe: 240 (4-hour). Default weight bonus: 20 points. 7. Backtest and performance tracking Confluence Engine includes a built-in performance tracker that logs every signal, applies configurable stop and target multipliers based on the current regime, and tracks wins, losses, and win rate across the visible history. Stop loss modes: - ATR — a fixed multiple of ATR from the entry price. Simple and consistent. - Pivot — stop placed at the most recent swing low (for longs) or swing high (for shorts). Respects structure. - Supertrend — stop placed at the dynamic Supertrend level at the time of entry. Tighter and adaptive. - Trailing (h15) — stop follows the slowest HMA of the Ultra Ribbon. Trends with the market and gives winners more room. Target multipliers are adjustable for each regime: Scalp, Intraday, and Swing. The regime is determined by the current ADX value. Recent log shows the last three trade results in R multiples. This gives a quick read on recent system performance without requiring a separate journaling tool. Note: the backtest uses bar close logic and approximated fill prices. It is a directional performance reference, not a precise simulation. Session filtering does not retroactively apply to historical trades — enabling session filtering after a test period will affect forward signals but not past performance data. 8. Dashboard reference The dashboard updates on every bar and shows: - Header: indicator name and current timeframe - Pillar rows 1–6: score per pillar, colored by direction - HTF Trend: higher timeframe alignment and weight (when MTF enabled) - Signal: LONG / SHORT / WAIT with direction color - Win Rate: percentage of tracked signals that hit target - Recent Log: last three results in R multiples - Score: total confluence score out of 100 - Session: OPEN or FILTERED The dashboard header and accent colors follow the active ribbon theme. Tiny, Small, and Normal size options are available. 9. Settings reference General Settings - Signal Threshold: minimum score to trigger a signal (50–95, default 70) - Extreme Threshold: score above which extreme confluence is flagged (80–100, default 90) - Directional Lead: minimum gap between bull and bear score (default 20) Multi-Timeframe Trend - Enable MTF Filter - HTF Timeframe (default 240) - HTF Weight (default 20) Quality Filters (Noise Reduction) - Enable ADX Noise Filter - Min ADX Value (0–100, default 35) Trend Confirmation - Enable VWMA Filter + length - Enable Supertrend Filter + ATR length + multiplier - Show/hide Supertrend and VWMA lines Pillar Weights - Individual weight for each of the six pillars Session Filtering - Filter Entries by Session (time gate) - Enable Session Pillar Scoring (premium/discount scoring) - Trading Session input Trade Suggestions (ATR Multipliers) - SL and TP multipliers for Scalp, Intraday, and Swing regimes Ultra Ribbon - Enable Ribbon Filter - Show Ribbon on Chart - Base Length and Length Step - Theme: Classic / Phantom / Custom - Custom color inputs (bull, bear, elite) Backtest & UI - Enable Performance Tracking - Start Year - Show Active Trade Lines - Show Recent Trade Log - Stop Loss Mode: ATR / Pivot / Supertrend / Trailing (h15) UI Settings - Show Dashboard - Dashboard Position - Dashboard Size: Tiny / Small / Normal 10. How to use 10.1 Initial setup 1. Load the indicator on your preferred chart and timeframe. 2. Select a ribbon theme that matches your visual preference. 3. Set the signal threshold based on your desired selectivity. Start at 70. 4. Set the directional lead. 15–20 is a balanced starting point. 5. Enable the hard gates relevant to your style. For intraday trading, ADX + Supertrend is a strong combination. For swing trading, VWMA + MTF adds macro context. 6. Configure the session scoring if you trade specific sessions. NY traders: set session to 1330–2000 UTC (or your local equivalent). 7. Set your backtest start year and stop mode preference. 10.2 Reading a signal When a signal appears: - Check the dashboard. Which pillars are active? A signal with Structure + Volume + Momentum all scoring is stronger than one carried primarily by Session and Volatility. - Check the score. A signal at 72 with a 20-point gap is valid but tight. A signal at 88 with a 30-point gap is a high-conviction setup. - Check the ribbon. Is it cleanly bullish or bearish? Is it near exhaustion color? Signals during ribbon exhaustion carry more risk. - Check the hard gates. They cleared — but were they close? A signal that barely cleared ADX 35 is different from one with ADX at 55. 10.3 Managing entries Confluence Engine does not tell you the exact entry price. It tells you when conditions align. Your entry technique — pullback, breakout, limit at structure — remains your decision. Use the stop mode that fits your trade: ATR for consistency, Pivot for structure-respect, Supertrend for dynamic adaptation, Trailing h15 for trend trades you want to hold. 10.4 Interpreting win rate The built-in win rate is a useful reference, not a guarantee of future performance. A 65% win rate over 50 signals on a specific asset and timeframe tells you the system has been profitable in that environment. It does not guarantee the next signal wins. Win rate should always be evaluated alongside average RR. A 60% win rate at 2R average beats a 70% win rate at 0.8R average. Use the recent log and the trade lines together to assess both dimensions. 10.5 Optimizing settings If you see too many signals: raise the threshold, raise the directional lead, raise the ADX minimum, or enable additional hard gates. If you see too few signals: lower the threshold slightly, reduce the directional lead, or disable one or two hard gates. Do not optimize purely for win rate without considering signal frequency. A system that fires once per week at 80% win rate is different in practice from one that fires daily at 65%. Both can be profitable. Choose what fits your trading style. 11. Timeframe guide 1m–5m — Ultra Ribbon filter on, ADX threshold 30–40, Supertrend on, session scoring on. Focus on fast momentum signals during active sessions. 15m–30m — Full filter stack recommended. Threshold 70–75. Strong balance of frequency and quality. 1H–4H — VWMA and MTF filter add significant value. Threshold 75–80. Fewer signals, higher conviction. Daily — Disable session scoring. Enable VWMA and MTF only. Use as swing context, not scalp tool. 12. What this indicator does not do - Does not predict price direction with certainty - Does not guarantee profitability - Does not replace your own risk management - Does not account for news events, gaps, or liquidity voids - Does not track open positions in real time - Does not connect to any broker or execution system - Does not replace the Risk Management Engine for position sizing and account compliance For position sizing, drawdown compliance, and trade logging, pair with Risk Management Engine | Anonycryptous. For complete session analysis and market context, pair with Environment | Anonycryptous. Together, the three tools cover strategy context, signal generation, and risk execution — a complete framework for structured trading. 13. Disclaimer This indicator is provided for educational and informational purposes only. Nothing in this document constitutes financial advice or any form of recommendation. All trading decisions are made entirely by the user. The indicator provides signal analysis based on configurable parameters — the relevance of any output depends on how those parameters are set and the market conditions in which the indicator is used. Trading financial instruments involves substantial risk of loss. Past performance of the backtest function is not indicative of future results. You may lose all of your invested capital. Anonycryptous accepts no responsibility or liability for any losses incurred as a result of using this indicator or any content in this manual.
Pine Script®指標
由Anonycryptous提供
Price Void Atlas [AGPro Series]Price Void Atlas 🗺️ OVERVIEW Price Void Atlas maps the chart's low-interaction price corridors — zones where price travelled fast and spent very little time — and tracks how price behaves when it returns. Unlike volume-based profiles that highlight crowded price levels, this indicator surfaces the opposite: the empty highways of the chart. Every corridor carries a live state (Fresh, Entered, Passed, Rejected) so you can read return behavior at a glance. 🧭 UNIQUE EDGE Most volume profile and imbalance tools show where price concentrated. Price Void Atlas inverts the question: where did price refuse to concentrate? The detection engine is purely time-weighted and ATR-normalized, so it works identically on instruments without reliable volume data (forex, many altcoins, CFDs). The state machine adds a second layer — it does not just detect voids, it follows their return stories. This combination (time-based emptiness detection + entry-side-aware state tracking) is the core differentiator. 🔬 METHODOLOGY The Scan Length window is sliced into 40 horizontal price bands. For each historical bar in the window, every band it intersects receives an ATR-normalized time weight. Bands that accumulate weight below a sensitivity-driven percentile threshold are flagged as empty. Contiguous empty bands form a corridor. Height is capped at 50% of total range to keep corridors structurally meaningful. Candidates are scored on a 65/35 weighted blend of emptiness intensity and ATR-normalized height, then the top N survivors are kept. Optional vertical proximity merging (0.3×ATR) consolidates nearby corridors into larger atlas-feel zones. The state machine then observes price behavior per corridor: - Fresh → never touched since birth - Entered → price crossed inside; entry side is locked (top or bottom) - Passed → close crossed beyond the far boundary (clean traversal) - Rejected → close reversed beyond entry side by 35% of corridor depth 🔔 SIGNALS & ALERTS Three independent alert channels: - Void Entered — price re-enters an active corridor - Void Passed — price closes through the far boundary - Void Rejected — price reverses past its entry side Each alert fires once per bar on confirmed close. Corridors are drawn as persistent ATR-aware rectangles with state-colored borders and labels. A dominant corridor (highest rank score) gets a thicker border as a visual hierarchy cue. 🎛️ KEY INPUTS Core Engine - Scan Length (100–1000): window of bars analyzed - Sensitivity (Strict / Balanced / Loose): emptiness threshold - Max Voids (1–6): hard cap on simultaneous corridors - Hide Resolved Voids: removes Passed/Rejected for a clean view - Merge Vertically Close Voids: atlas consolidation Visual - Panel Location (5 positions), Panel Theme (Dark / Light) - Panel Font Size, Label Font Size (tiny → large, default normal) - Show Entry Side Hint (↑ / ↓ arrows on Entered labels) Alerts - Individual toggles for Entered / Passed / Rejected 🎯 HOW TO USE 1. Apply on a chart with enough history (200+ bars recommended for 300 Scan Length) 2. Fresh amber zones are untouched voids — potential re-interaction targets 3. When price approaches a Fresh zone, the corridor turns indigo (Entered) 4. Observe whether the interaction resolves as a traversal (Passed, teal) or a turn-away (Rejected, pink) 5. Use corridor boundaries as structural reference points alongside your own system 6. The dominant corridor (thickest border) represents the cleanest void by rank score 7. Works across all timeframes; adaptive rebuild cadence keeps performance consistent ⚠️ LIMITATIONS & TRANSPARENCY - This is an analysis aid, not a trading strategy. It does not generate buy or sell signals. - Corridor detection requires at least Scan Length bars of history; newly loaded charts render progressively as history accumulates. - The time-weighted emptiness metric depends on ATR stability; very low-volatility environments may produce fewer meaningful voids. - State transitions are evaluated on confirmed bar closes to prevent intrabar repainting. - Corridors persist across bars but are rebuilt on an adaptive cadence (5–25 bars depending on timeframe) for CPU efficiency. - All visuals are computed from the visible historical data on the current chart; extending the lookback will refresh the atlas. 🛡️ RISK DISCLOSURE This indicator is provided for educational and analytical purposes only. It does not predict future price movement, does not generate trade recommendations, and does not constitute financial advice. Trading involves substantial risk of loss. Past corridor interactions do not guarantee future behavior. Always conduct your own research and risk management.
Pine Script®指標
由AGProLabs提供
Compression Pressure Map [AGPro Series]Compression Pressure Map ⚡ Overview ──────────────────────────────────────── Compression Pressure Map is a structural context tool that measures how tightly price is compressing against the nearest pivot-based level, and evaluates two behavioral scenarios in parallel: breakout anticipation and reversal watch. The output is a visual map of where pressure is accumulating — rendered as an evolving pressure zone that moves through BUILDING, ARMED and READY states. This is not a signal engine, not a forecast, and not a trading strategy. It is a visualization layer that answers a single question: where is compression building around the active level, and in which direction is that pressure leaning. 🧭 Unique Edge ──────────────────────────────────────── Most compression indicators reduce behavior to a single direction. CPM separates compression into two parallel scoring engines that run on the same structural core: 🔹 Breakout Anticipation — pressure building for a directional break through the level 🔹 Reversal Watch — pressure building for a rejection at the level In Auto mode the dominant scenario is rendered on the chart (cleaner visual), while the panel shows both scores side by side for transparency. Power users can lock the engine to a single mode. The active level is stabilized with a clustered pivot refinement and a drift-control lock, so the displayed level stays consistent instead of jumping on every new pivot. A compression gate keeps the pressure score aligned with the compression core: when compression is weak, pressure cannot escalate into high states. 🧪 Methodology ──────────────────────────────────────── The pressure score is a weighted composite of six structural components, measured on the active scenario: 🔹 Range compression (short-window range vs long-window range) 🔹 ATR compression (short-window ATR vs long-window ATR) 🔹 Body tightness (average body size relative to average range) 🔹 Quiet-bar persistence (how many recent bars qualify as calm) 🔹 Proximity to the active level (normalized by ATR) 🔹 Directional posture (slope, close position in bar) Reversal scoring adds wick-rejection weight at the active level (average lower-wick size for bull reversals, upper-wick size for bear reversals). Breakout scoring adds approach slope weight toward the active level. A shared EMA smoothing step produces calmer state transitions. A dominance margin and cooldown prevent rapid scenario flipping. The final score is driven through a BUILDING → ARMED → READY state machine with hysteresis on the zone visibility to avoid flicker. 🎯 Signals & Alerts ──────────────────────────────────────── The state machine produces four transition alerts plus two pace alerts: 🔹 Pressure Armed Near Level — score crosses the armed threshold with an active scenario 🔹 Ready Zone Reached — score crosses the ready threshold with an active scenario 🔹 Armed Bullish / Bearish Scenario — directional armed transitions 🔹 Ready Bullish / Bearish Scenario — directional ready transitions 🔹 Pressure Rising — score is climbing while the zone is live 🔹 Pressure Released — the active scenario resolves (through the level or by decay) On the chart, state transitions are marked with discrete A and R markers on the active side. A score label near price always shows the current pressure value, bias and state for quick reading without opening the panel. ⚙️ Key Inputs ──────────────────────────────────────── 🔹 Engine Mode — Auto, Breakout Anticipation, or Reversal Watch 🔹 Compression Length — main lookback for range, ATR and body tightening 🔹 Trigger Distance (ATR) — how close price must be to a level to start evaluating 🔹 Hold Distance (ATR) — how far price can drift before the active context is cleared 🔹 Pivot Left/Right and Cluster Tolerance — pivot strength and blending behavior 🔹 Compression Gate and Gate Threshold — compression-first discipline control 🔹 Armed / Ready / Zone On / Zone Off Thresholds — state machine calibration 🔹 Full visual controls — zone width, band extend, line width, label size, panel position and font All defaults are tuned for mid-volatility crypto pairs on 1H and 4H timeframes, but the engine adapts across symbols and timeframes through its ATR-normalized distance logic. 📘 How to Use ──────────────────────────────────────── 🔹 Open the indicator in Auto mode and observe which scenario the panel highlights 🔹 Wait for the pressure zone to appear on the chart (BUILD → LIVE transition) 🔹 Read the state: BUILDING means the setup is forming, ARMED means the setup is mature, READY means compression and proximity are both at peak 🔹 Cross-reference with your own structural read — CPM describes the compression landscape, the decision is yours 🔹 If you prefer one behavioral lens only, lock the engine to Breakout Anticipation or Reversal Watch 🔹 Use the Compression Gate to enforce compression-first discipline — when compression is weak, the pressure score stays in WATCH 🔹 The tool is timeframe-agnostic; try it on 15m, 1H, 4H and 1D to see how compression contexts nest CPM is designed to sit alongside your strategy, not replace it. It maps the compression field; you read the context. ⚠️ Limitations & Transparency ──────────────────────────────────────── 🔹 CPM is a context visualization tool, not a signal generator — it does not issue buy or sell calls 🔹 The pressure score is a structural measurement, not a probability estimate 🔹 State transitions describe the compression field at the moment they print; they do not imply what happens next 🔹 Active level refinement is intentionally conservative — the level may feel slower to update than raw pivots, by design 🔹 Very high volatility regimes may keep the compression score low for extended periods, which is the intended behavior 🔹 The tool is deterministic on closed bars; intrabar values are provisional until bar close CPM is released as Public, Open-source under MPL 2.0. The source is fully readable and auditable. 🛡️ Risk Disclosure ──────────────────────────────────────── This indicator is published for educational and analytical purposes only. It is not financial advice, not a trading strategy, and not a recommendation to buy or sell any asset. Past behavior of any level or pressure state does not predict future behavior. Markets carry risk of loss; users are solely responsible for their own decisions and risk management. Always do your own research and consider consulting a qualified professional before making trading or investment decisions.
Pine Script®指標
由AGProLabs提供
TRENDILIO @ BY NEPHILIM TRADINGTrendilio Oscillator by Nephilim Trading Overview A highly responsive momentum oscillator that tracks price change velocity. It utilizes RMS (Root Mean Square) bands to clearly define overbought, oversold, and zero-line crossovers. The Nephilim Upgrade Refactored for Pine Script v6. We replaced the standard visuals with premium Gold and Midnight Blue cloud shading, making momentum shifts instantly readable without cluttering the main chart. How to Read It Gold Clouds/Lines: Bullish momentum and trend strength. Midnight Blue Clouds/Lines: Bearish momentum and trend strength. Signal Modes: Choose between Zero-line crosses, or entering/exiting the outer volatility bands. Credits: Built upon the original open-source Trendilio concept, visually overhauled and updated to v6 by Nephilim Trading.
Pine Script®指標
由NephilimTradLLC提供
News Zones mit AlarmenNews Zones (mit Alarmen) Dieser Indikator warnt dich rechtzeitig vor marktbewegenden News Events und zeigt dir auf einen Blick, wann du besser keine Trades eingehen solltest. 📰 News Warnzonen (Forex Factory Live Daten) Der Hintergrund färbt sich automatisch ein, sobald ein News Event in deinem konfigurierten Zeitfenster liegt, wahlweise für High, Medium und Low Impact Events. Du bestimmst selbst, wie viele Minuten vor und nach dem Event die Zone aktiv ist. Über den integrierten Währungsfilter werden entweder automatisch die Währungen des aktuellen Chart Symbols erkannt (AUTO Modus) oder du wählst manuell, welche Währungen relevant sein sollen. 🚨 Forced Close Zone Zusätzlich zur Warnzone gibt es eine eigene Forced Close Zone: X Minuten vor dem Event färbt sich der Hintergrund in einer separaten Farbe. Das ist dein Signal, offene Trades zu schließen. Ein konfigurierbarer Alarm erinnert dich aktiv daran. 🔒 3 Manuelle Sperrzeiten Unabhängig von News kannst du bis zu 3 eigene Zeitzonen als Sperrzeiten definieren, um deine tradingfreie Zeit nicht zu verpassen, zu lange Chartzeiten zu vermeiden oder einfach deine persönlichen Tradingzeiten konsequent einzuhalten. Jede Sperrzeit hat einen frei wählbaren Namen, eine eigene Hintergrundfarbe und zeigt gestrichelte Anfangs und Endlinien mit Beschriftung im Chart an, auch bevor die Zeit beginnt, damit du immer weißt, was kommt. Auch für die Sperrzeiten lässt sich ein Alarm einrichten. 📋 Heutige Events auf einen Blick Eine frei positionierbare Tabelle zeigt alle heutigen News Events mit Uhrzeit, Währung und Bezeichnung, farblich nach Impact kodiert. Vergangene Events werden ausgegraut. ⚙️ Konfiguration Warnfenster: frei einstellbar (Minuten vor/nach Event) Forced Close: eigene Zeitspanne und Farbe Impact Filter: High / Medium / Low einzeln wählbar Währungsfilter: AUTO oder manuelle Auswahl (EUR, USD, GBP, JPY, CAD, AUD, CHF, NZD) Zeitzone: anpassbar per UTC Offset Panel: Position und Schriftgröße frei wählbar 🔔 Alarme Alle Zonen sind als Alarmbedingung hinterlegt und lassen sich über „Alarm erstellen" am Chart mit Popup, Sound oder Push Notification verbinden. Datenbasis: Forex Factory Live Feed via Libraries von toodegrees. Dieser Indikator wäre ohne die außergewöhnliche Arbeit von toodegrees nicht möglich gewesen. Seine Forex Factory Utility & Decoding Libraries sind technisch auf höchstem Niveau und sein eigener News Indikator war der direkte Auslöser, dass ich angefangen habe, darüber nachzudenken, was ich mir zusätzlich wünsche. Herzlichen Dank für die großartige Arbeit und die Bereitschaft, sie der Community zur Verfügung zu stellen.
Pine Script®指標
由frag_sari提供
PGS - Pareto-Gaussian Skew [Zofesu]PGS - Pareto-Gaussian Skew is a trend gravity indicator built on two mathematical principles: the Gaussian distribution for detecting statistically significant price moves, and the Pareto principle for isolating the minority of moves that drive the majority of directional displacement. The result is a single adaptive line that acts as a gravitational center — pulling toward institutional price displacement while filtering out the noise that makes standard moving averages lag or whipsaw. ───────────────────────────────────── 01 — What is PGS? ───────────────────────────────────── PGS plots a gravity line that tracks where price is being pulled by significant institutional moves. Unlike a standard moving average, it does not react to all price movement equally. It reacts only when price moves beyond one standard deviation from its mean — the threshold where statistically normal noise ends and directional displacement begins. Below that threshold, the line stays anchored to the mean. Above it, the Pareto Skew Factor shifts the gravity line toward the extreme, capturing the 20% of moves that drive 80% of the trend. ───────────────────────────────────── 02 — How it works ───────────────────────────────────── The engine runs in three steps: Step 1 — Mean and standard deviation SMA and standard deviation are calculated over the lookback window (default 100 bars). This defines the Gaussian baseline — the statistical center of recent price behavior. Step 2 — Extreme detection The distance between current close and the mean is measured. If that distance exceeds 1x standard deviation, the move is classified as extreme. Moves within 1 standard deviation are treated as noise and ignored. Step 3 — Pareto displacement Extreme moves are multiplied by the Pareto Skew Factor (default 0.8). This skewed value is then smoothed with an EMA over a quarter of the lookback period and added back to the mean — producing the final gravity line. Formula: gravity = SMA(close, n) + EMA(d × extreme × skew, n/4) where d = close − SMA(close, n), extreme = 1 if |d| > StDev else 0 ───────────────────────────────────── 03 — Visuals ───────────────────────────────────── Blue line — Pareto-Gaussian gravity line Tension Cloud — fill between price and the gravity line. Green fill = price above gravity line (bullish tension). Pink fill = price below gravity line (bearish tension). Note: Price Reference and PGS Reference appear in the indicator's plot list but are invisible on the chart. They are internal anchors required by Pine Script's fill() function and serve no visual or analytical purpose for the user. ───────────────────────────────────── 04 — Settings ───────────────────────────────────── Smith's Memory (Lookback) — default 100 Number of candles used for the Gaussian baseline. Higher = slower, more stable line. Lower = faster, more reactive. Pareto Skew Factor — default 0.8 Weight applied to extreme moves. Higher = gravity line shifts more aggressively toward institutional displacement. Lower = more conservative, stays closer to the mean. ───────────────────────────────────── 05 — How To Use ───────────────────────────────────── Step 1 — Read the Tension Cloud Green fill = price is above the gravity line. Bullish context — look for longs or hold existing positions. Pink fill = price is below the gravity line. Bearish context — look for shorts or avoid longs. Step 2 — Watch for gravity line crossings Price crossing the gravity line from below = potential bullish shift. Price crossing from above = potential bearish shift. Step 3 — Use as dynamic support and resistance In trending markets the gravity line acts as a dynamic S/R level. Price pulling back to the line in a green cloud = potential long entry zone. Step 4 — Combine with higher timeframe context PGS works best as a trend context filter alongside entry tools. It defines the direction — your entry indicator defines the moment. Works on all asset classes: Indices, Forex, Gold, Oil, Crypto. Best timeframes: H1, H4, D1.
Pine Script®指標
由Zofesu提供
Percentile Stretch Bands [AGPro Series]Percentile Stretch Bands 🔹 OVERVIEW Percentile Stretch Bands is an empirical, distribution-free overextension map. Instead of plotting standard deviation envelopes that assume a normal distribution of price behavior, this indicator samples the actual historical distance between price and a chosen reference (EMA, VWAP, or Anchored VWAP) and draws context-specific Stretch and Extreme bands directly from the empirical percentile distribution. The result is a visual reference of how stretched price is relative to its own historical behavior, adapted to the asset and timeframe being viewed. 🔹 UNIQUE EDGE Most "stretch" or "volatility band" tools on the platform rely on parametric assumptions — standard deviation multipliers, ATR multiples, or fixed percentage offsets. These approaches collapse when the underlying return distribution is skewed, fat-tailed, or regime-dependent, which is the rule rather than the exception across crypto and FX assets. Percentile Stretch Bands takes a different path: • Distribution-free: bands are drawn from the actual empirical percentile of price-to-reference distance, not from a Gaussian assumption. • Side-specific sampling: upper and lower distances are collected into separate samples, so asymmetric behavior (trending markets, one-sided regimes) is preserved rather than averaged away. • Regime-aware rendering: when Focus Active Side is enabled, each bar displays only the side relevant to price position, producing a clean single-story chart without visual competition. • Readiness gating: bands appear only once a minimum number of observations is reached on the active side, with the status panel clearly indicating the collection stage. 🔹 METHODOLOGY For every bar in the configured lookback window, the signed percent distance between close and the selected reference is computed and partitioned into two historical samples: positive distances (upper extensions) and negative distances in absolute terms (lower extensions). Each sample is sorted and two percentile cut-offs are extracted independently: • Stretch percentile (default 80) — the threshold beyond which a distance is considered materially extended. • Extreme percentile (default 95) — the threshold beyond which a distance is statistically rare within the chosen lookback. These cut-offs are then translated from percent-distance back into absolute price bands around the active reference, producing four levels: Upper Stretch, Upper Extreme, Lower Stretch, Lower Extreme. The current distance is also ranked against its side's sample and displayed as an ordinal percentile (for example, "Upper P87") in the status panel. 🔹 SIGNALS AND ALERTS The indicator is a visual overextension map and does not generate directional trade signals. Four alert conditions are exposed for users who want to be notified of boundary events: • Upper Stretch Cross — close crosses above the Upper Stretch band. • Upper Extreme Cross — close crosses above the Upper Extreme band. • Lower Stretch Cross — close crosses below the Lower Stretch band. • Lower Extreme Cross — close crosses below the Lower Extreme band. These alerts mark entries into statistically extended zones relative to the empirical sample. They are contextual flags, not trade recommendations. 🔹 KEY INPUTS Reference • Reference Mode — EMA, VWAP, or Anchored VWAP baseline • EMA Length — smoothing length for the EMA reference • AVWAP Anchor Time — starting timestamp for Anchored VWAP Statistics • Lookback — bars used to build the empirical distribution (default 500) • Minimum Side Sample — observations required before bands appear • Stretch Percentile — primary extension threshold (default 80) • Extreme Percentile — rare-extension threshold (default 95) Display • Focus Active Side — regime-aware single-story rendering • Show Active Stretch Zone Box — right-side zone anchor on the active side • Zone Forward Projection — forward visibility of the active zone • Band Color Profile — Soft, Premium, or Bold • Panel Text Size and Label Text Size — Small, Normal, or Large Level Tags • Show Level Tags, Show Reference Tag, Tag Mode, Tag Offset Bars 🔹 HOW TO USE 1. Select a reference that fits the asset and timeframe. EMA is a robust default across all instruments. VWAP is suited to intraday equities and futures. Anchored VWAP is used when a specific event origin (earnings, news, structural low) is relevant. 2. Let the status panel reach the "Ready" state. The panel reports active samples and readiness — bands are intentionally withheld until the side-specific sample is sufficient. 3. Read the current percentile rank in the Zone cell. Values near the center indicate price trading close to the reference; values approaching P95 or above indicate the sample's rare extensions. 4. Treat Stretch and Extreme bands as context, not as triggers. A move into the Extreme zone reflects a statistically rare extension on the chosen sample, not a directional signal. 5. Combine with structural tools — trend context, market structure, higher-timeframe bias — before any discretionary decision. 🔹 LIMITATIONS AND TRANSPARENCY • The indicator is descriptive, not predictive. Percentile bands describe past behavior within the lookback window; they do not forecast future price action. • Regime shifts can temporarily invalidate historical bands. A sudden volatility expansion will push price beyond extreme levels while the sample re-stabilizes. • Empirical percentiles require sufficient observations. On very new symbols or short lookbacks, the "Collecting" state is the correct and expected behavior. • Anchored VWAP mode depends on a meaningful anchor choice. A poorly chosen anchor produces a reference line without structural relevance. • The active stretch zone box is a visual anchor for screenshots and review, not a projection of future levels. 🔹 RISK DISCLOSURE This script is a visual analytics tool and is not a strategy, signal service, or financial advice. It does not place orders, manage positions, or recommend directional exposure. Trading involves risk of loss. Users are responsible for their own analysis, risk management, and trading decisions.
Pine Script®指標
由AGProLabs提供
Adaptive Risk Regime StrategyWhy this is trending now Markets are not behaving the same all the time: Some periods → slow, sideways, low volatility Other periods → fast, explosive, high volatility Most strategies fail because they use the same rules in all conditions So traders are now building strategies that: detect the current market regime switch behavior dynamically This is becoming a big trend in Pine Script strategies Strategy Idea Instead of one fixed logic, this uses two modes: Low Volatility Mode (Range Behavior) Market is quiet Trade small reversals Avoid breakouts High Volatility Mode (Trend Behavior) Market is active Trade breakouts follow momentum How It Works Measure volatility using ATR Compare current ATR with its average Decide: Low volatility → mean reversion High volatility → breakout trading
Pine Script®策略
由AIScripts提供
VWAP CCI Reversal Scalp Edition1. What Is This Indicator? VWAP CCI Reversal (Scalp Edition) is a precision counter-trend indicator designed to catch short-term price reversals at statistically significant extremes. It combines two powerful concepts: • VWAP Standard Deviation Bands — identifies where price is statistically “too far” from the institutional average cost • CCI (±100) Crossback — detects the exact moment momentum shifts from extreme back toward neutral Core idea: When price reaches the ±2σ VWAP band AND the CCI crosses back through ±100, the market is showing a high-probability mean-reversion setup. You are buying the statistical bottom and selling the statistical top — not guessing, but reacting to confirmed exhaustion. IMPORTANT: This indicator is designed for intraday scalping on 1m, 3m, and 5m charts. It resets the Daily VWAP at midnight (server time). Do not use on daily or weekly charts. 2. How Signals Work 2.1 Buy Signal (Bottom Hunt) — BUY label All of the following conditions must be true simultaneously: • Price low touches the −2σ VWAP band zone (the red shaded area below VWAP) • CCI crosses back above −100 (oversold exhaustion confirmed) • CCI reached below −120 within the last 10 bars (genuine extreme was visited) • Current candle closes bullish (close > open) • Volume exceeds its 20-bar average (real buying pressure, not a slow drift) Take profit targets: TP1 = entry + ATR × 2.0   TP2 = entry + ATR × 3.5 Stop loss: entry − ATR × 1.5 (automatically drawn on chart for 15 bars) 2.2 Sell Signal (Top Hunt) — SELL label The mirror image of the buy signal: • Price high touches the +2σ VWAP band zone (the upper red shaded area) • CCI crosses back below +100 (overbought exhaustion confirmed) • CCI reached above +120 within the last 10 bars • Current candle closes bearish (close < open) • Volume exceeds its 20-bar average Take profit targets: TP1 = entry − ATR × 2.0   TP2 = entry − ATR × 3.5 Stop loss: entry + ATR × 1.5 3. Reading the Chart Element Color Meaning Daily VWAP Blue line (thick) Institutional average cost for today. Price is attracted to this. Weekly VWAP Orange dotted line Larger-scale institutional cost. Above = macro bullish bias. ±1σ Band Teal lines Normal range. Price spends most time here. No signal zone. ±2σ Band Orange lines Extended range. Price reaching here = statistically stretched. ±3σ Band Red lines Extreme range. Rare. High-impact reversal if CCI confirms. Red shaded zones Between ±2σ and ±3σ Active signal zone. Where BUY/SELL signals can appear. BUY (green triangle) Below bar Long entry signal. All 5 conditions confirmed. SELL (red triangle) Above bar Short entry signal. All 5 conditions confirmed. SL / TP1 / TP2 lines Red / Teal / Green Risk management levels. Auto-drawn after signal, fades after 15 bars. Bar highlight Green or red glow The exact signal bar for quick visual reference. 4. Settings Guide 4.1 CCI Settings Parameter Default What It Does When to Change CCI Period 9 How many bars CCI looks back. Shorter = faster, noisier. Try 7 for 1m, 10–14 for 5m. CCI EMA Smoothing 2 Smooths the CCI line to reduce whipsaws. Raise to 3–5 to cut false signals. 4.2 VWAP Band Settings Parameter Default What It Does When to Change Band 1 Multiplier 1.0 Sets the inner (±1σ) boundary. Leave at 1.0 in most cases. Band 2 Multiplier 2.0 Sets the signal zone boundary. Price must reach this. Lower to 1.5 for more signals. Band 3 Multiplier 3.0 Sets the outer extreme boundary. Raise to 3.5 for quieter markets. Zone Buffer 0.5 How far beyond ±2σ price is still accepted (in σ units). Raise to 0.8 if signals are too rare. 4.3 Confirmation Filters Filter Default Purpose Tip Weekly VWAP Bias OFF Only buy above / sell below the weekly VWAP. Turn ON for swing context awareness. Volume Confirmation ON Requires current volume > SMA × multiplier. Keep ON. Removes dead-market noise. Volume Multiplier 1.0× Minimum volume spike required. Raise to 1.3× for stricter entries. Reversal Candle ON Buy signal needs bullish close, sell needs bearish close. Keep ON. Filters half-formed moves. CCI Extreme Visit ON CCI must have visited ±120 recently. Turn OFF if signals are too rare. Extreme Lookback 10 bars How far back to check for the CCI extreme. Raise to 15 on slower instruments. 5. Pro Tips for Scalping Best times to trade • Tokyo session open (09:00–11:00 JST) — strong directional moves, VWAP bands respected • London/NY overlap (22:00–24:00 JST) — highest volume, most reliable signals • NY open (22:30 JST) — often produces the cleanest ±2σ spikes of the day Times to avoid • Tokyo lunch break (11:30–12:30 JST) — volume collapses, CCI produces false crossbacks • First 5 minutes after market open — VWAP and bands not yet stable • News events — price can gap through ±3σ and keep going; always check the economic calendar Tuning signals for your instrument Instrument Recommended CCI Period Zone Buffer Notes Forex majors (USD/JPY, EUR/USD) 9 0.5 Standard defaults work well. Crypto (BTC, ETH) 7 0.8 Higher volatility; widen the zone. Nikkei / US indices (futures) 10 0.4 Tighter zone; very mean-reverting. Gold (XAU/USD) 9 0.6 Moderate settings; watch for trend days. Signal quality checklist Before entering, confirm all of these mentally: • Is the signal bar in the red shaded zone (between ±2σ and ±3σ)? • Is there a visible spike in volume on or just before the signal bar? • Is the broader VWAP trend aligned? (Price above VWAP = prefer longs) • Is there a clean SL level visible on the chart? • Is the risk/reward at least 1:2? (Check TP1 vs SL distance) 6. Common Mistakes to Avoid Mistake 1: Trading during low-volume hours The Volume Confirmation filter helps, but the best practice is to simply avoid trading between midnight and 7:00 JST and during the Tokyo lunch break. The VWAP bands narrow and CCI crossbacks become meaningless. Mistake 2: Ignoring the trend on trend days On strong trend days, price can stay at ±2σ for extended periods and keep pushing. If you see 3+ consecutive signal bars all in the same direction without follow-through, that is a trend — stand aside. Mistake 3: Moving the stop loss The SL is placed at ATR × 1.5 for a reason. If price hits your stop, exit. Do not widen the SL hoping for a recovery — this is the single biggest account-killer in scalping. Mistake 4: Taking TP2 targets on scalp timeframes TP2 (ATR × 3.5) is ambitious for 1–5 minute charts. Consider taking full profit at TP1 and trail a small portion to TP2. A bird in hand is worth more than a theoretical target. 7. Setting Up Alerts The indicator includes 3 pre-built alert conditions. To set up in TradingView: • Right-click on the chart and select “Add Alert” • Set Condition to “VWAP CCI Reversal — Scalp Edition” • Choose from the available alert triggers: ◦ Bottom Hunt — Long: fires on every buy signal ◦ Top Hunt — Short: fires on every sell signal ◦ Any Reversal Signal: fires on either direction • Set notification to “Once Per Bar Close” for confirmed signals (recommended) • Or use “Once Per Bar” for faster alerts (more false positives possible) 8. Quick Reference — Default Parameters Parameter Default Value Group CCI Period 9 CCI Settings CCI EMA Smoothing 2 CCI Settings Band 1 Multiplier (±1σ) 1.0 VWAP Bands Band 2 Multiplier (±2σ, signal zone) 2.0 VWAP Bands Band 3 Multiplier (±3σ, extreme) 3.0 VWAP Bands Zone Buffer 0.5σ Entry Zone Filter Wide Zone mode OFF Entry Zone Filter Weekly VWAP Bias Filter OFF Confirmation Filters Volume Confirmation ON Confirmation Filters Volume SMA Period 20 Confirmation Filters Volume Multiplier 1.0× Confirmation Filters Reversal Candle Confirmation ON Confirmation Filters Require CCI Extreme Visit (±120) ON Confirmation Filters Extreme CCI Lookback 10 bars Confirmation Filters ATR Period (SL/TP) 14 Risk Management Stop Loss ATR Multiplier 1.5× Risk Management TP1 ATR Multiplier 2.0× Risk Management TP2 ATR Multiplier 3.5× Risk Management SL/TP Display Duration 15 bars Risk Management Disclaimer This indicator is provided for educational purposes only. It does not constitute financial advice. Past performance of any indicator does not guarantee future results. Trading involves substantial risk of loss. Always use proper position sizing and risk management. Never risk more than you can afford to lose.
Pine Script®指標
由Ohyashima提供
Volatility Regime Cycle [AGPro Series]Volatility Regime Cycle 🌀 Overview Volatility Regime Cycle classifies every bar on your chart into one of four distinct volatility phases: Contraction, Expansion, Climax, and Reset. Unlike traditional trend or regime indicators that focus on price direction, this tool maps the cyclical behavior of volatility itself — helping traders recognize whether the market is coiling, releasing, climaxing, or resetting. Each phase is detected through a multi-factor confluence engine and displayed with gradient background shading, transition markers, and S/R-style climax reaction zones. The framework is asset- and timeframe-agnostic: it adapts to crypto, forex, indices, stocks, and commodities on any timeframe. 💎 Unique Edge Most volatility tools present a single metric (ATR, Bollinger Width, VIX proxy). Volatility Regime Cycle differs in structure and intent: 🔸 Phase-based classification, not just a reading — every bar is assigned to a named regime with a trader-actionable bias. 🔸 Multi-factor confluence scoring — five independent volatility inputs (ATR level, BB Width level, BB/KC squeeze, volume z-score, ATR rate-of-change) vote on the active phase. No single factor can dominate. 🔸 Winsorized normalization — outlier events (single extreme bars) do not compress the scale and hide current readings, a common flaw in simple percentile-based tools. 🔸 Climax Reaction Zones — each Climax event is preserved as an S/R-style rectangle with mid-pivot line, creating a memory of past volatility exhaustion levels that often act as future reaction areas. 🔸 Cycle-aware analytics — tracks historical phase durations and estimates current cycle progress based on rolling averages of past phases of the same type. 🔸 Phase-specific Trader Bias — panel translates the current regime into a plain-language bias (Breakout-watch, Momentum-favor, Reversal-risk, Cooldown). This is not a Wyckoff phase tool, an Elliott counter, or a Dow-theory classifier. It is a pure volatility-cycle mapper, engineered from the ground up to stand apart from both classical cycle indicators and single-metric volatility meters. 🧠 Methodology The engine runs three layers: 🔹 Factor Layer • ATR Level — 14-period ATR, winsorized min-max normalized (5%-95% range) over a configurable lookback window. • BB Width Level — Bollinger Band width as percent of basis, normalized identically. • Squeeze State — true when Bollinger Bands are contained inside Keltner Channels (classic volatility compression). • Volume Z-Score — standardized volume relative to its rolling mean and standard deviation. • ATR Rate-of-Change — momentum of volatility itself. 🔹 Scoring Layer Each of the four phases has its own scoring formula that weights the five factors differently. For each bar, all four phase scores are calculated in parallel, and the phase with the highest score is the candidate regime for that bar. 🔹 Confirmation Layer To suppress whipsaw, the candidate phase must persist for a configurable number of bars (default 3) before replacing the active phase. A minimum phase duration lock additionally prevents rapid flips. Climax events include a de-duplication cooldown so that clustered climax bars produce a single marker rather than a cluster of overlapping labels. Phase transitions are classified as major (Contraction→Expansion breakouts and Climax entries) or minor (all other routine changes). Only major transitions receive labels; minor changes are shown as subtle dotted lines to keep the chart clean. 🔔 Signals & Alerts The script exposes alerts for every phase transition as well as two high-value composite events: 🔸 Any Phase Transition — fires whenever the active phase changes. 🔸 Entered Contraction / Expansion / Climax / Reset — fires for specific phase entries. 🔸 Contraction → Expansion (Breakout) — coil release event; of interest to breakout traders. 🔸 Climax Entry (Exhaustion Warning) — volatility peak event; of interest to mean-reversion and risk-management traders. All alerts fire only on confirmed bar close to prevent intra-bar flip-flop. ⚙️ Key Inputs 🔹 Engine Settings — normalization lookback, ATR length, Bollinger/Keltner length and multipliers, volume z-score length, ATR rate-of-change length, confirmation bars, minimum phase duration. 🔹 Phase Thresholds — low volatility level, high volatility level, climax volatility gate, climax volume z-score threshold, climax de-dup cooldown. 🔹 Visuals — toggles for background shading, major transition labels, minor transition lines, volatility ribbon, current phase label. 🔹 S/R Zones — climax zones toggle, breakout zones toggle, maximum active zones, zone initial length, zone range lookback. 🔹 Panel — show/hide, location, Dark/Light theme, font size. 🔹 Label Sizing — font size for on-chart labels. 🔹 Alerts — per-event toggles. 📘 How to Use 🔸 Breakout traders: watch for Contraction phase on the panel with Trader Bias showing Breakout-watch. When the phase transitions to Expansion, a coil release is underway and a Breakout label is printed. Optional Breakout Zones can be enabled to preserve the breakout level as a retest reference. 🔸 Momentum / trend traders: ride the Expansion phase while Trader Bias reads Momentum-favor. Phase Duration and Cycle Progress on the panel give a sense of where the current momentum leg sits relative to historical averages. 🔸 Mean-reversion / exhaustion traders: a Climax label with Trader Bias Reversal-risk highlights volatility exhaustion. The Climax Reaction Zone drawn at each climax often behaves as a future reaction level and can be used as confluence with other reversal tools. 🔸 Risk managers: the Reset phase with Trader Bias Cooldown typically signals reduced market conviction and can be used to scale down position size until a new Contraction builds up. 🔸 Multi-timeframe reading: run the script on the higher timeframe for regime context and on the lower timeframe for entry timing. Hover the panel header to see a statistics tooltip with average durations of each phase over the last completed cycles. ⚠️ Limitations & Transparency 🔹 The script does not predict future prices or issue buy/sell recommendations. It is a classification and context tool. 🔹 Phase detection is inherently lagging because it requires the confirmation window and minimum duration lock. This is a deliberate design choice to suppress whipsaw at the cost of some responsiveness. 🔹 Normalization uses a rolling lookback window; the first lookback bars after loading the script may show compressed or unstable readings while the window fills. 🔹 Cycle Progress is an estimate based on historical phase averages and may exceed 100% when the current phase runs longer than past cycles. 🔹 Climax and Reset scores rely partly on volume; on instruments with unreliable or missing volume feeds, volume-dependent factors will contribute less. 🔹 All visual elements are cosmetic and toggleable; they do not alter the underlying phase logic. 🛡️ Risk Disclosure This indicator is a technical analysis tool. It is not a trading system, not a signal service, not financial advice, and not a guarantee of future results. Trading involves substantial risk of loss. Past market behavior does not predict future market behavior. Users are solely responsible for their own trading decisions, risk management, and position sizing. Always test any tool on your preferred instruments and timeframes with appropriate historical review before using it as part of a live decision-making process.
Pine Script®指標
由AGProLabs提供
ADX & DI VOLATILITY @ BY NEPHILIM TRADINGADX & DI Volatility Dashboard by Nephilim Trading Overview: A momentum oscillator combining the Average Directional Index (ADX) and Directional Movement Indicators (DI+ / DI-). The Nephilim Upgrade: We enhanced standard ADX plotting by incorporating a 20-EMA signal line and dynamic cloud shading. The ADX line glows Nephilim Gold or Midnight Purple only when volatility breaks through both the minimum threshold and the EMA signal line, verifying true directional momentum. Credits: Core ADX logic mathematically preserved and visually overhauled by Nephilim Trading.
Pine Script®指標
由NephilimTradLLC提供
TraxisLab Reversal EngineTraxisLab — Reversal Engine Pro is a multi-factor, score-based reversal indicator designed to identify high-probability turning points in the market. Built with an independent architecture, it combines trend analysis, momentum, structure breaks, candle quality, volatility, and volume into a unified scoring system to filter for stronger long and short reversal setups. The indicator evaluates multiple confirmation layers, including EMA trend alignment, RSI and Stochastic momentum conditions, ADX strength, volume expansion, support and resistance proximity, and smart market structure events such as BOS (Break of Structure) and CHoCH (Change of Character). Each signal is converted into a score from 0 to 100, allowing traders to control sensitivity through Aggressive, Standard, or Conservative signal modes. When the score reaches the required threshold, the script generates clear Long (L) or Short (S) labels directly on the chart. It also includes pending warnings (!) to highlight setups that are building momentum but have not yet fully confirmed. This helps traders prepare for possible entries before a full trigger occurs. To support trade management, the indicator automatically calculates and displays: Entry levels ATR-based stop-loss Up to three take-profit targets based on risk/reward multiples A dynamic Smart Trail for trend-following and trailing stop guidance Additional features include: EMA trend filter BOS / CHoCH structure labels Liquidity pivot markers Compact live statistics panel Alert conditions for signals, strong signals, pending setups, structure changes, and trail flips TraxisLab — Reversal Engine Pro is especially optimized for BTC on 5-minute and 15-minute charts, but can also be adapted to other volatile markets and timeframes. Best suited for traders who want: early reversal detection confirmation-based entries built-in risk management levels structure-aware signal filtering a clean visual decision framework If you want, I can also turn this into: a shorter Store-style TradingView description, or a more premium/professional marketing version.
Pine Script®指標
由TraxisLab提供
Artemis Volatility Bands PRO🟦 Artemis Volatility Bands PRO is a price-overlay volatility indicator built on the KernelLens Nadaraya–Watson regression library (a_jabbaroff/KernelLens/1). A single kernel estimate — selectable from eight classical kernel families — anchors the Basis line. Around it, two outer bands fan outward by a fixed multiple of the residual standard deviation, creating an envelope whose width is model-consistent with the kernel. The interior is washed with a 6-layer neon halo that mirrors the statistical density of price residuals under normality. A signal engine detects basis-breaks with confirming slope direction, guarded by Confirmed (zero-repaint) or Realtime mode. Twelve cohesive color themes, a theme-aware Dark / Light dashboard, and four opt-in alert conditions complete the indicator. 🟦 HOW IT WORKS Artemis Volatility Bands PRO fuses two mathematical operations on every bar — a single kernel regression pass and a residual standard deviation calculation: basis = kl.estimate(type, src, ℓ, α, period, phase, filter) sigma = kl.confidenceBand(src, basis, window) upper = basis + k · σ lower = basis − k · σ where ℓ is the Primary Bandwidth, k is the Band Multiplier, and window is the Residual σ Window. The kernel regression produces the Basis line, and the residual standard deviation (σ of price − basis) produces the per-σ band half-width. This architecture collapses classical Bollinger band duality: in Bollinger bands, the moving average and volatility estimate live in different statistical universes. In Artemis, both emerge from a single kernel pass, so the envelope is internally consistent by construction. The Basis is always non-parametric, and the band width always measures deviation relative to the Basis, never to a disconnected moving average. The library handles all weighted-sum computation, kernel weight evaluation, NA-safe iteration, division-by-zero guards, and input validation internally. Artemis Volatility Bands PRO does not reimplement any kernel math — every bug fix or optimization in the library automatically propagates to this indicator. 🟦 KERNEL LIBRARY INTEGRATION Artemis Volatility Bands PRO imports the published KernelLens library and uses the following exports: | Library Export | Used For | |---|---| | `kl.estimate()` | Unified dispatcher — routes to the correct kernel based on the user's Kernel Type dropdown. Called once per bar to produce the Basis line. | | `kl.confidenceBand()` | Rolling residual standard deviation — computes σ of (source − basis) over the specified window. | | `kl.trendState()` | Ternary trend detector — returns +1 (rising), 0 (flat), or −1 (falling) based on a 1-bar finite difference of the Basis. | Every regression computation — kernel weight evaluation, NA-safe summation, bandwidth-aware loop termination — is delegated to the library. The indicator itself contains zero kernel math; it only orchestrates three library calls and aggregates their outputs into the band envelope and signal logic. 🟦 KERNEL REGRESSION & RESIDUAL VOLATILITY **The Basis line** — A non-parametric kernel regression anchored to the user's choice of price source (default: close; also supports hl2, ohlc4, custom). Eight kernel families available: | Kernel | Behavior | Best For | |---|---|---| | Rational Quadratic | Multi-scale mixer; α controls stretch | Default, balanced responsiveness | | Gaussian / RBF | Canonical smoother, infinitely differentiable | Smooth trend, minimize noise | | Periodic | Resonates with a known repetition distance p | Cyclic markets, seasonal patterns | | Locally Periodic | Periodic × gaussian blend | Seasonal + trend drift | | Epanechnikov | MSE-optimal, compact support | Minimal tail contamination | | Tricube | LOWESS standard, near-Gaussian profile | Fast computation, robust | | Triangular | Simplest compact kernel | Lightweight, real-time responsiveness | | Cosine | Raised-cosine, smooth boundary transition | Smooth rolloff, professional appearance | Three filter modes applied on top of the raw kernel estimate: | Filter | Description | Use Case | |---|---|---| | No Filter | Single-pass Nadaraya–Watson | Rawest output, maximum responsiveness | | Smooth | Double-pass: kernel applied to its own output | Cleaner, slightly more lag | | Zero Lag | Ehlers de-lagging: 2·raw − smooth | Sharpens edges without increasing lag | **Residual volatility** — Once the Basis is computed, the per-bar residual is (source − basis). The residual standard deviation is the rolling σ of this residual over a configurable window (default: 14 bars). This is the model-consistent volatility estimate — price deviations are measured relative to the kernel Basis, guaranteeing alignment between trend and volatility. **Band levels** — upper = basis + k · σ and lower = basis − k · σ, where k is the Band Multiplier (default: 2.0, Bollinger-style). The multiplier is user-adjustable from 0.5 (tight) to 5.0 (wide). 🟦 SIGNAL ENGINE Artemis fires Long / Short signals when price breaks the Basis with a confirming slope direction: Long → close > basis AND basis rising Short → close < basis AND basis falling The signal state is persistent — once a direction flips, it remains latched until the opposite condition fires. This state machine (vii ∈ {−1, 0, +1}) ensures the Basis hue stays coherent across bars even when the raw trigger is a single-bar event. Signal markers fire ONLY on the bar the state flips, not on every bar that satisfies the raw condition. This keeps the chart uncluttered and mirrors how discretionary traders consume trend-flip information. **Signal Mode** — Two gating options: | Mode | Behavior | Repaint | |---|---|---| | Confirmed | Signals fire ONLY after the bar closes via `barstate.isconfirmed` | Zero repaint, fully reliable for live trading | | Realtime | Signals fire on the current (open) bar as soon as the condition is met | Fastest reaction; signal may vanish if price reverses before bar closes | Historical repainting never occurs at any Signal Mode value. The library's `_phase` parameter shifts every kernel center into the past by that many bars, so historical bars' plotted values are final once confirmed. 🟦 6-LAYER NEON HALO VISUALIZATION The interior between the Basis and each outer band is filled with a 6-layer gradient: 5 interior step plots plus the outer band, creating a stepped transparency schedule that mirrors the statistical density of price residuals under normality. **Transparency schedule:** | Layer | Transparency | Meaning | |---|---|---| | Outer band ↔ 1st interior | 70 % | Densest layer | | 1st ↔ 2nd | 78 % | | | 2nd ↔ 3rd | 85 % | | | 3rd ↔ 4th | 90 % | | | 4th ↔ 5th | 95 % | | | 5th ↔ Basis | 98 % | Nearly invisible fade to centerline | Every transparency value is scaled by the Gradient Intensity input (0–100 %), so the user can dial the visual density from invisible (0) to heavy fills (100). **Color assignment:** - Upper band + gradient: Bearish theme hue (short signal color) - Lower band + gradient: Bullish theme hue (long signal color) - Basis line: Slope-adaptive color (thBull when rising, thBear when falling, previous color on flat bars) **Signal markers** — Two-layer neon glow plotshapes: - Halo: size.small, 40 % opaque theme hue (glow layer) - Core: size.tiny, 100 % opaque theme hue (bright center) 🟦 THEME SYSTEM Twelve cohesive color palettes tuned to every trading aesthetic. One selection drives every visual component — Basis line, outer bands, gradient halos, long / short signal markers, dashboard accents — all sharing the same bull / bear / neutral color axes: | Theme | Bull | Bear | Usage | |---|---|---|---| | Tropic | Cyan steel | Deep orange | Default, electric contrast | | Amber | Warm amber | Indigo blue | Fire tones | | Pastel | Sky blue | Soft lavender | Cool arctic glow | | Cyber | Neon lime | Hot crimson | Cyber terminal aesthetic | | Helios | Bright gold | Scarlet | Solar warmth | | Electric | Electric aqua | Magenta | High-voltage neon | | Candy | Neon green | Hot pink | Dark energy pop | | Bloomberg | Terminal orange | Cyan | Wall Street finance heritage (PRO) | | Solar | Solarized olive | Crimson | Developer palette, easy on eyes (PRO) | | Royal | Imperial gold | Deep purple | Luxury signature (PRO) | | Midnight | Deep navy | Dark crimson | Dark depth | | Graphite | Near-black | Silver grey | Monochrome minimal | **Dashboard display modes** — Dark (black background, bright accents) or Light (white background, darker accents), auto-adapting visual contrast regardless of chart background. 🟦 DASHBOARD A 2-column, 9-row theme-aware status panel that updates only on the last bar (zero historical overhead). Supports Dark and Light display modes, six docking positions, and four text sizes. Renders via `force_overlay = true` on the main price chart. | Row | Label | Content | |---|---|---| | Header | ARTEMIS PRO | DARK / LIGHT | | Theme | Theme | Active palette name | | Divider | KERNEL | — | | Type | Type | Selected kernel type | | Bandwidth ℓ | Bandwidth ℓ | Primary bandwidth + Phase φ | | Basis | Basis | Current Basis value in chart mintick format | | Divider | VOLATILITY | — | | Residual σ | Residual σ | Current residual standard deviation | | Signal | Signal | ▲ LONG / ▼ SHORT / ━ FLAT (direction-colored) | 🟦 ALERT CONDITIONS Four opt-in alert conditions, each gated by its own toggle: | Alert | Fires When | |---|---| | Long Signal | Price breaks above the Basis with a rising slope (confirmed state flip) | | Short Signal | Price breaks below the Basis with a falling slope (confirmed state flip) | | Upper Band Touch | Price touches or exceeds the upper outer band (raw crossover) | | Lower Band Touch | Price touches or falls below the lower outer band (raw crossunder) | Band touch alerts are useful as pre-signal early warnings in trending markets. Signal alerts are gated by the Signal Mode setting, so Confirmed mode ensures zero-repaint alerts suitable for live trading. All alerts use `alertcondition()` for maximum compatibility with TradingView's alert system including webhooks. Messages are structured as `"Artemis Volatility Bands: "` for easy parsing in downstream automation. 🟦 RECOMMENDED PRESETS | Trading Style | Bandwidth ℓ | Filter | Residual σ Window | Phase | |---|---|---|---|---| | Scalper | 10–20 | No Filter | 8–10 | 1 | | Day Trader | 20–40 | Smooth | 14 | 2 | | Swing | 30–60 | Smooth | 20–40 | 2 | | Position | 60–120 | Smooth | 40–60 | 3 | **Bandwidth tuning** — Smaller ℓ produces a tighter fit to price and faster reaction; larger ℓ produces smoother curves and more stability. Experiment with ℓ in your preferred style's range, then adjust the Residual σ Window and Filter mode for visual smoothness. **Phase tuning** — Phase = 0 is live (flickers on the current bar); Phase = 2 is the recommended balance; Phase = 3+ adds margin against noise at the cost of lag. Historical charts are immutable at any phase value. 🟦 KERNEL-ONLY DESIGN PHILOSOPHY Artemis Volatility Bands PRO contains zero classical technical analysis bolt-ons. No Bollinger Bands, no Keltner Channels, no linear regression, no ATR, no moving averages — only kernel regression and residual volatility. This kernel-only architecture guarantees that: 1. **Internal consistency** — The Basis and band width emerge from a single statistical model, not from mixing independent techniques. 2. **Unified parameterization** — All visual outputs (Basis, bands, gradient) are controlled by a single set of kernel-theoretic parameters. 3. **No analytical compromise** — Every choice in the indicator is mathematically motivated; no ad-hoc decorations. The philosophy is defensive: traders who layer Artemis on top of their own edge strategies get a pure kernel-regression envelope that will not conflict with classical-TA signals already in use. Traders seeking a standalone kernel-based indicator get a complete, coherent system. 🟦 COMPATIBILITY - Pine Script v6 - All exchanges, all asset classes (crypto, forex, equities, commodities, indices) - All timeframes (1 minute through Monthly) - Both Dark and Light chart themes — visual elements auto-adapt to chart background - No exchange-specific logic — fully deterministic Indicator renders on the main overlay chart with `force_overlay = true`. No secondary panes, no subplot logic. 🟦 TECHNICAL NOTES - **Library dependency** — `import a_jabbaroff/KernelLens/1` — all kernel regression math is delegated to the published library - **Plot budget** — 2 outer bands + 10 gradient interior plots + 1 Basis + 1 transparent anchor + 4 signal shapes + 12 fills + 4 alertconditions = 34 outputs, well under Pine's 64-output hard limit (50 % margin) - **Table** — Single `var table` created once on `barstate.islast` with `force_overlay = true`; dashboard renders on the main chart pane, zero historical overhead - **No persistent drawing objects** — no `box.new`, `line.new`, no `array.new`; all visuals are plots and fills - **Opacity convention** — every user-facing opacity / transparency input follows `0 = invisible, 100 = fully opaque`; conversion to Pine's native transparency is centralized in a single helper function (`f_opac`) - **Non-repainting** — inherits from the library's `_phase` parameter; no `request.security`, no lookahead, no future-bar leakage at any phase value - **Residual consistency** — The residual σ is computed as `ta.stdev(source − basis, window)`, ensuring the band width always measures deviation relative to the kernel Basis 🟦 DISCLAIMER Artemis Volatility Bands PRO is a technical analysis indicator built on the KernelLens Nadaraya–Watson regression library. It is provided solely for educational and research purposes and does not constitute financial, investment, or trading advice. Kernel regression is a local smoothing technique. It estimates the mean of a source series in the neighborhood of the current bar based on historical data, but it does not predict future prices, does not generate trading signals on its own, and does not guarantee the profitability of any strategy built on top of its output. The signal engine is a mechanical detector of basis breaks and slope direction — not a forecast — and should always be combined with broader context: higher-timeframe structure, volatility regime, liquidity, news, and risk management. Past performance of any model does not guarantee future results. Markets contain systemic risks that cannot be eliminated by any amount of mathematical rigor. Responsibility for any trading decisions rests entirely with the user. Always apply sound capital management, conduct your own independent analysis, and never risk capital you are not prepared to lose. The author assumes no liability for direct or indirect losses incurred through the use of Artemis Volatility Bands PRO or the underlying KernelLens library.
Pine Script®指標
由a_jabbaroff提供
Vestrix.ai Signal LRS/ATRVestrix.ai Signal — LRS/ATR A mean-reversion oscillator that measures short-term momentum via the slope of a Linear Regression line, normalized by ATR to stay scale-invariant across instruments and timeframes. How it works The indicator calculates the one-bar change of a Linear Regression (default length 5) and divides it by ATR (default length 5). This produces a normalized slope that reflects momentum in units of volatility rather than raw price. Instead of fixed thresholds, the upper and lower bands are derived from rolling percentiles of the normalized slope over a configurable lookback window (default 100 bars, 15th / 85th percentile). This lets the indicator adapt to changing volatility regimes — what counts as "extreme" is always relative to recent behavior. Signals ▲ Buy Dip — normalized slope crosses above the lower band (possible exhaustion of a downswing) ▼ Sell Rip — normalized slope crosses below the upper band (possible exhaustion of an upswing) Signals fire only on confirmed bar close to avoid repainting. Timeframes & Instruments Because the signal is normalized by ATR and thresholds adapt via rolling percentiles, the indicator works on any timeframe — from 1-minute intraday charts to daily and weekly — and on any liquid instrument: futures, equities, ETFs, forex, crypto, and indices. No re-tuning of inputs is required when switching markets; the adaptive percentile bands adjust automatically to the volatility profile of the chosen symbol and timeframe. Best used on low time frames, such as 5min, 1h Inputs LinReg Length, ATR Length — core calculation windows Adaptive Lookback — rolling window for percentile thresholds Percentile Low / High — defines how "extreme" a reading must be to trigger a signal Show Histogram / Signals — visual toggles Alert Time Filter — restrict alerts to a session window (Europe/Berlin) Use case Designed for mean-reversion traders looking for statistically significant pullbacks within a broader trend context. Works best when combined with higher-timeframe trend confirmation and proper risk management. Built by Cortix, AI Agent of Vestrix.ai. This indicator is published for educational purposes. It is not financial advice and does not guarantee any particular outcome.
Pine Script®指標
由xriswart提供
Mean Reversion Corridors [AGPro Series]Mean Reversion Corridors 🔹 Overview Mean Reversion Corridors is a volatility-adaptive deviation framework that maps how far price has stretched from a chosen fair-value center and classifies that stretch into two actionable zones. An inner corridor marks the early reversion band where price is meaningfully extended but not yet extreme; an outer corridor marks statistical exhaustion where continuation becomes less probable under normal conditions. A higher-timeframe trend filter separates controlled mean reversion from failure-continuation expansions, so traders can tell fading the edge from respecting a real break — all from a single clean overlay. 🔸 Unique Edge Most band systems (Bollinger, Keltner, ATR channels) offer a single width engine and a single band pair, leaving the trader to guess whether a tag is an exhaustion or a breakout. Mean Reversion Corridors is built around three ideas that work together: - A dual-engine width unit that linearly blends ATR (range-based) and Standard Deviation (dispersion-based) so the corridor is stable on both gap-heavy and low-dispersion regimes. - A two-layer corridor with distinct roles — inner for early stretch, outer for exhaustion — rendered as transparent zones you can read at a glance. - A regime-aware state machine that uses a higher-timeframe trend filter to reclassify outer tags as either reversion candidates or failure-continuation, tracked as explicit REV and FAIL states with a bounded confirmation window. 🧠 Methodology - Center Model — user choice of EMA, VWMA (volume-aware, default) or HMA (responsive), calculated on chart closes. - Width Unit — the current volatility unit is a linear blend: (1 − blend) × ATR + blend × StDev, protected against empty volatility periods. - Corridors — inner band at ±(width × inner multiplier), outer band at ±(width × outer multiplier). Stretch is reported in width-unit sigma. - Trend Filter — the same center model is evaluated on a higher-timeframe via request.security with lookahead off, and its slope is normalized by ATR so the "strong" threshold is volatility-aware, not symbol-specific. - State Machine — tracks the most recent outer-band extreme with a rolling 20-bar confirmation window. A reversion is confirmed only when price closes back inside the inner corridor and the trend filter is not strongly aligned with the original stretch. When the trend is strongly aligned, the outer break is reclassified as corridor failure (continuation). - All conditions evaluate on confirmed bars to avoid repainting behavior. ⚡ Signals & Alerts On-chart markers: - REV — reversion confirmed back through the inner band after an outer extreme, trend-filtered. - FAIL — corridor failure / trend-aligned continuation beyond the outer band. Six bar-close alert conditions: - Inner corridor entered — upside stretch - Inner corridor entered — downside stretch - Outer corridor hit — upside exhaustion - Outer corridor hit — downside exhaustion - Reversion confirmed - Corridor failure (continuation) ⚙️ Key Inputs - Center Model — EMA / VWMA / Hull - Center Length and Volatility Length — independent lookbacks - ATR ↔ StDev Blend — balance between range and dispersion engines - Inner Corridor Width and Outer Corridor Width — in volatility units - Trend Filter — enable, timeframe, length, strength threshold - Visuals — outer-only mode, center line, fills, edge tags, state labels, label size - Info Panel — show/hide, position (six options), font size - Alerts — individually toggleable for each of the six events 📖 How to Use - Start with the defaults on your main chart timeframe. The 34-period VWMA center, balanced blend and 1.0 / 2.2 inner/outer multipliers are chosen to work as a neutral starting point across liquid markets. - Inner corridor tags are early stretch cues — they flag that price is extended, not that a turn is due. Use them as context for setups, not as standalone signals. - Outer corridor tags with the trend filter neutral or opposed are the primary mean reversion setup; wait for a REV confirmation back inside the inner band before acting. - When FAIL appears, the stretch is trend-aligned; treat the outer band as continuation, not resistance. This is the signal to stop fading. - Use the Info Panel to read current state, reversion bias, trend regime and stretch magnitude in sigma at a glance. ⚠️ Limitations & Transparency - This is an analytical tool, not a trading strategy or financial advice. It does not predict future price. - Band-based classification assumes statistical behavior; during shocks, news events or illiquid sessions the width engine can lag. - The trend filter uses a higher-timeframe slope — it reacts slower than short-term momentum by design, which is the intended behavior. - Signals are evaluated on confirmed bars; intrabar crosses are not counted as events. - Past behavior of any indicator does not guarantee future results. Always apply your own risk management.
Pine Script®指標
由AGProLabs提供
AGNI MOMENTUM - Ultimate Swing StrategyThe AGNI MOMENTUM is a high-performance swing trading system developed by The Stock Yogi. Designed specifically for the 1-Hour, 4-Hour, and Daily timeframes, this strategy is built to identify and ride major market waves while maintaining professional-grade risk controls. Why "AGNI" Momentum? In the Indian markets, catching a trend at the right moment is like capturing fire. This strategy uses a triple-layered approach to ensure you only enter when the "spark" is confirmed and the trend has the fuel to continue. Technical Pillars: The Institutional Anchor (VWAP): We only look for Long opportunities when the price is trading above the Volume Weighted Average Price, ensuring we are on the side of institutional money. The Momentum Trigger (Stochastic RSI): A precision-tuned oscillator that identifies overextended markets and triggers entries exactly as momentum shifts in our favor. The Volatility Shield (ATR): Instead of fixed-point stops, we use Average True Range. This allows your stop loss to adjust automatically based on market "Garam-Hawa" (volatility), preventing unnecessary stop-outs. The Trailing Sentinel: A built-in trailing stop follows the price, protecting your "Kamai" (earnings) as the trade progresses. Key Features: Optimized for Indian Markets: Defaulted to IST (GMT+5:30) with customizable session windows. Aggressive Reward: Set to a default 1:3 Risk-to-Reward ratio to ensure long-term profitability. Clean Visuals: Thick Target/SL lines and "AGNI Stickers" ($) make the trade status clear at a glance. Toggle Flexibility: Easily switch off Sell trades to focus on a "Buy Only" trending market. How to Use: Preferred Timeframes: 1H, 4H for aggressive swings, 1D for structural wealth building. Assets: Optimized for Nifty, BankNifty, and high-volume Blue-chip stocks.
Pine Script®策略
由The_Stock_Yogi提供
Intra-Bar Activity Index (IAI) [Adaptive Volume & Volatility]… is an adaptive percentrank-based analysis of Volume and Volatility (true-range). It dynamically toggles between request.lower_tf-reconstruction and cumulative lower_tf chart data (simulating continual ltf_request). Core Features: 1. The Formula for True Activity The IAI doesn't just measure price action; it calculates the energetic density behind every bar. • Volume + Volatility = Activity: You have full control over how these metrics are weighted via individual thresholds. You can set a pure volume signal, a pure volatility signal, or any mix to your liking. Institutional engagement only becomes visible once your calibrated thresholds are breached. • Individual Calibration: Through the ltf_request and percentrank, you define your own statistical benchmark and how "exclusive" a signal should be. 2. Adaptive Live-Mode (The Signal Bridge) The system seamlessly switches to Live-Transfer mode as soon as you zoom into lower timeframes. • Early Warning System: The Live-Tracker detects signals while the higher timeframe (HTF) bar is still forming. • Hidden Signals: It uncovers activity spikes that would be "smoothed out" if you only looked at the final close of the HTF bar (e.g., H2). 3. Dashboard for Data Integrity (Data Honesty) We visualize technical limits instead of hiding them. • 🛡️ Verified: Live data matches the „historical baseline“. • ⚠️ Warning: The Live-Tracker deviates statistically (e.g., due to Pine Script's 4900-bar limit). • No Stat. Control: Transparent notification in Replay Mode when no historical reference data is available for your setup. 4. Intelligent Alert System • In Live-Mode, you receive alerts as soon as a lower-timeframe interval (e.g., M10) completes with high energy, providing a lead-time advantage over the final HTF bar close • Context-Sensitive: The message informs you directly about the current mode (HTF-Request vs. Live-Transfer) and the data status. 🚀 Quick Calibration Tips 1. Sensitivity: Increase the Lookback Period for more stable, long-term statistics; decrease it for a more reactive, fast-paced Index. 2. Threshold Setup: Start with 85% for both Volatility and Volume. 3. The Visual Check: Open the settings menu and activate the Price Chart Dots. Calibrate your Thresholds by observing the position of the dots until they match your market interpretation. 4. Dashboard Check: Always keep an eye on the Confidence Score. If it drops or turns red, consider adjusting your Timeframe or Lookback to maintain full Data Integrity. 🎨 Visual Guide: How to Read the Index • Navy Bars (Normal Engagement): The market is healthy and active, but hasn’t reached "exceptional" levels yet. This represents standard participation. • Gray Bars (Low Interest): Market is in a "Dry Volume" phase. Volume is below your Low Volume Threshold. Institutional interest is currently negligible. • Silver/Orange Area (Volatility): This background area represents the Volatility Percentile. Even if volume is low, you can instantly see if the price activity (True Range) is expanding. • Orange Bars (IAI Active): The "High Energy" phase. These appear only when both Volatility and Volume cross your individual thresholds simultaneously. (The bar height continues to represent the Volume Percentrank). • Price Chart Dots (IAI Anchor): Optional orange circles that appear directly on your candles (High/Low). They provide a quick visual link between the oscillator's momentum and the specific price action. ⚠️ Important Technical Notifications 1. The "Signal Bridge" Logic (Rolling vs. Fixed Window) • HTF-Request Mode (Fixed Window): On a H2 chart, the index measures activity starting from the candle open (e.g., 12:00 PM). At 12:40 PM, the calculation only includes the first 40 minutes of data. It grows as the bar progresses. • Live-Transfer Mode (Rolling Window): On a M10 chart, the IAI simulates the H2 energy by always analyzing the last 120 minutes. At 12:40 PM, it processes the window from 10:40 AM to 12:40 PM. • Early Detection: This provides a significant lead-time advantage. You detect institutional spikes as they happen, regardless of the official HTF clock. Both modes converge at the close of the H2 candle (e.g., at 02:00 PM). 2. Data Integrity & Timeframe Anomalies The 5000-bar limit is not the only factor for "Data Honesty". • Session Gaps: Using D1 as the Main-TF can be tricky in Forex markets, where Sunday sessions often only last a few hours. Such irregularities can cause statistical shifts depending on your Lookback Period. • Action: Always monitor the Confidence Score (🛡️). If it drops, consider adjusting your Timeframe or Lookback to maintain a solid statistical baseline. 3. Replay Mode & Historical Gaps • The IAI transparently displays "No Stat. Control" during Bar Replay if historical lower-timeframe data is unavailable for that specific segment. We prioritize data honesty over showing "estimated" or faked data. 4. How to set Alerts (Smart Signals) To activate the IAI early warning system, follow these steps in the TradingView Alert Menu: 1. Condition (1st Box): Select "pct_IAI". 2. Trigger Logic (2nd Box): Change the setting to "Any function call" 3. Frequency / Timeframe: • The alert frequency is automatically managed by the script (once_per_bar_close) to ensure data honesty and prevent repainting. • The type of signal depends on your chart: Use the Main-TF (e.g., H2) for final HTF-signals, or a Lower-Timeframe (e.g., M10) to receive the Live-Tracker early warnings. Intelligence: You don’t need to type a message. The alert is fully dynamic—it automatically reports the Mode (Live vs. HTF), the Safeguard-Status, and the Data Integrity (Verified vs. Low Integrity) directly to your device. 📊 Understanding the Data Window (Statistical Transparency) The IAI performs complex statistical comparisons under the hood. To keep the chart clean, these raw metrics are not plotted visually but are displayed exclusively in the TradingView Data Window (right sidebar). They provide full transparency: • Runtime-Safe LTF: Displays the analysis interval currently in use. If this value is red, the script automatically adjusted the interval to prevent a runtime error (e.g., if your chart timeframe is larger than your selected LTF). • Max Safe Lookback for this TF: The mathematical limit for your current setup. It calculates at which point your Lookback Period exceeds Pine Script's technical 5,000-bar limit. • Active Bar Limit: The actual usable data foundation. If this value turns red, your selected lookback is statistically "clipped" because not enough historical data points can be retrieved. • Converted Sum of LTF Request Bars: This converts the historical baseline (HTF-Request) into current chart units. It serves as the anchor point for the comparison with the Live-Tracker. • Relative Live-Data Size: The numerical basis of your Confidence Score. It shows the ratio between the real-time data stream and the historical expectation. A value near 100% indicates absolute statistical integrity. • Overall Requested Bars: The total number of individual data points analyzed within your selected Lookback Period.
Pine Script®指標
由arnipoer提供
1
Value Migration Bands [AGPro Series]Value Migration Bands Value Migration Bands is a chart-first value migration engine that visualizes where the market's accepted-value region has been drifting over time. Instead of a single moving average, it builds a three-layer band (upper / middle / lower) from a rolling percentile window of typical price, then classifies the current environment as Rising, Flat, or Falling Value using an ATR-normalized slope of the migration midline. The result is a scale-invariant, regime-aware view of how "fair value" migrates across trending and ranging conditions — on crypto, equities, indices, forex and futures alike. 🔷 OVERVIEW Most band-style indicators build their envelope from volatility (Bollinger, Keltner, Donchian). Value Migration Bands is built from acceptance — the region where price has actually spent its time during the lookback, captured as a percentile window of typical price (hlc3). The outer bands mark the edges of that accepted-value region. The midline marks its core. When the whole region drifts upward, the market is accepting higher prices (Rising Value). When it drifts downward, lower prices are being accepted (Falling Value). When it stays level, participants are agreeing on a stable range (Flat Value). This reframes the classic "trend vs range" question in terms of value migration, which is a cleaner structural signal than price slope alone. You see not just where price is going, but where the market's center of gravity is going. 🔶 UNIQUE EDGE Value Migration Bands is distinct from moving-average envelopes, volatility bands and standard channels in several structural ways: • Percentile-based construction — the band is a percentile window of typical price, not a standard deviation or ATR multiple. This directly captures acceptance, not dispersion. • Three-state migration classification — Rising / Flat / Falling Value, driven by an ATR-normalized slope of the midline. The classification is scale-invariant, so the same sensitivity works across BTC, SPX, EURUSD, gold and small-cap equities without retuning. • Regime-aware event markers — Reclaim and Lost markers are filtered by the current regime. Reclaim events are suppressed when the market is in Falling Value; Lost events are suppressed in Rising Value. You only see the events that matter for the active regime. • Strict Value Filter — during extreme compression, the indicator refuses to classify a regime until the band is meaningfully wide relative to ATR. This prevents false regime flags in low-volatility micro-bands. • Distance + cooldown gating — new event markers require a minimum ATR distance from the previous event and a minimum bar spacing, producing a clean chart even on long histories. 🔷 METHODOLOGY Band construction: 1. Typical price (hlc3) is sampled across a configurable lookback window (Band Length). 2. Two percentiles are computed — a lower percentile and an upper percentile, selected by the Band Width Mode (Tight, Balanced, Wide). 3. The midline is the mean of those two percentiles. 4. Light EMA smoothing (adaptive to Band Length) stabilizes the visual without adding structural lag. Regime classification: 1. The midline slope is measured over a rolling window (adaptive to Band Length). 2. The slope is normalized by ATR(14) to make the threshold scale-invariant. 3. A user-controlled Migration Slope Sensitivity divides the normalized slope into Rising / Flat / Falling bands. 4. A 2-bar confirmation layer prevents rapid regime flipping during transitions. Event detection: • Reclaim — price re-enters the band from below after previously being lost. • Lost — price falls out of the band after previously being inside. Both pass a regime gate, an ATR-distance gate and a bar-cooldown gate before being plotted or alerted. 🔶 SIGNALS & ALERTS Four built-in alert conditions: • Value Band Shifted Up — fires when the confirmed regime transitions into Rising Value. • Value Band Shifted Down — fires when the confirmed regime transitions into Falling Value. • Band Reclaimed — fires when price re-enters the accepted-value region (regime-gated). • Band Lost — fires when price falls out of the accepted-value region (regime-gated). Alerts and on-chart markers share identical gating, so the alert log and the chart stay in sync. 🔷 KEY INPUTS Band Engine: • Band Length (default 100) — lookback for the percentile window. • Band Width Mode — Tight, Balanced, Wide. Selects the percentile pair. • Strict Value Filter — requires a minimum band width vs ATR before classifying a regime. • Migration Slope Sensitivity (default 0.5) — threshold between Rising / Flat / Falling. Visuals: • Show Midline, Show Band Fill, Active State Label, Show Reclaim / Lost Markers, Show Info Panel. • Panel Location — six options (Top / Middle / Bottom × Right / Left). • Panel Font Size and Label Font Size — default Normal. Colors: • Rising Value Color, Falling Value Color, Flat Value Color. • Band Fill Opacity. Alerts: • Individual toggles for the four alert conditions above. 🔶 HOW TO USE Structural reading: • Rising Value — treat Reclaim events as continuation confirmations, not counter-trend signals. Expect pullbacks to the midline to be bought. • Falling Value — treat Lost events as continuation confirmations. Expect rallies back to the midline to be sold. • Flat Value — neither regime is active. The band can be used as a range reference; directional events are suppressed because they do not carry regime confirmation. Location reading: • Inside Band — price is trading within the accepted-value region. This is the default state. • Above Band — price is trading above accepted value. In Rising Value, this is constructive; in Falling Value, it is a rally to be evaluated. • Below Band — price is trading below accepted value. In Falling Value, this is the dominant state; in Rising Value, it is a dip. Timeframe guidance: • 1H–4H — best balance for swing use with the default Band Length of 100. • 15m–1H — reduce Band Length to 40–60 for intraday use. • Daily — Band Length 100 gives a structural multi-month migration view. Pairing suggestions: • Higher-timeframe VMB for bias, lower-timeframe execution tools for entry. • Combining with volume-based or anchored-VWAP tools can confirm whether value migration is participation-backed. 🔷 LIMITATIONS & TRANSPARENCY • This is an analytical visualization tool, not a strategy. It does not backtest, does not place orders and does not generate buy / sell recommendations. • Regime classification is based on historical midline slope. Like all rolling measures, it is a lagging read of structure — it describes what has been happening, not what will happen. • During abrupt regime changes, the 2-bar confirmation layer introduces a small delay by design, trading reactivity for stability. • Percentile bands are descriptive of past acceptance. Future acceptance may differ, especially around news events, regime breaks and illiquid sessions. • The Strict Value Filter can force a Flat reading during extreme compression even when a visual direction appears present; this is intentional and protects against false regime flags. 🔶 RISK DISCLOSURE This indicator is published for educational and analytical purposes. It is not financial advice, not a trading recommendation and not a guarantee of performance. Trading and investing involve substantial risk, including the risk of total loss. Past behaviour of any instrument does not guarantee future results. Users are solely responsible for their own decisions and should perform their own due diligence, including independent risk management and position sizing. Published as open-source under the Mozilla Public License 2.0. Feedback, questions and discussion are welcome in the comments.
Pine Script®指標
由AGProLabs提供
RSI REVERSAL DIVERGENCE[jackieee]Description This indicator combines RSI divergence, higher-timeframe reversal patterns, and optional HTF PO3 projection in one panel. It helps identify potential reversal zones by showing bullish and bearish RSI divergences, HTF engulfing and pin bar patterns, and additional higher-timeframe context on the chart. For better visual clarity, it can also be placed together with my RSI+BB indicator in the same pane to create a cleaner and more effective setup.
Pine Script®指標
由jackieeeeeeeee提供