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Quantum Edge Pro - Adaptive AICategorical Market Morphisms (CMM) - Where Abstract Algebra Transcends Reality A Revolutionary Application of Category Theory and Homotopy Type Theory to Financial Markets Bridging Pure Mathematics and Market Analysis Through Functorial Dynamics Theoretical Foundation: The Mathematical Revolution Traditional technical analysis operates on Euclidean geometry and classical statistics. The Categorical Market Morphisms (CMM) indicator represents a paradigm shift - the first application of Category Theory and Homotopy Type Theory to financial markets. This isn't merely another indicator; it's a mathematical framework that reveals the hidden algebraic structure underlying market dynamics. Category Theory in Markets Category theory, often called "the mathematics of mathematics," studies structures and the relationships between them. In market terms: Objects = Market states (price levels, volume conditions, volatility regimes) Morphisms = State transitions (price movements, volume changes, volatility shifts) Functors = Structure-preserving mappings between timeframes Natural Transformations = Coherent changes across multiple market dimensions The Morphism Detection Engine The core innovation lies in detecting morphisms - the categorical arrows representing market state transitions: Morphism Strength = exp(-normalized_change × (3.0 / sensitivity)) Threshold = 0.3 - (sensitivity - 1.0) × 0.15 This exponential decay function captures how market transitions lose coherence over distance, while the dynamic threshold adapts to market sensitivity. Functorial Analysis Framework Markets must preserve structure across timeframes to maintain coherence. Our functorial analysis verifies this through composition laws: Composition Error = |f(BC) × f(AB) - f(AC)| / |f(AC)| Functorial Integrity = max(0, 1.0 - average_error) When functorial integrity breaks down, market structure becomes unstable - a powerful early warning system. Homotopy Type Theory: Path Equivalence in Markets The Revolutionary Path Analysis Homotopy Type Theory studies when different paths can be continuously deformed into each other. In markets, this reveals arbitrage opportunities and equivalent trading paths: Path Distance = Σ(weight × |normalized_path1 - normalized_path2|) Homotopy Score = (correlation + 1) / 2 × (1 - average_distance) Equivalence Threshold = 1 / (threshold × √univalence_strength) The Univalence Axiom in Trading The univalence axiom states that equivalent structures can be treated as identical. In trading terms: when price-volume paths show homotopic equivalence with RSI paths, they represent the same underlying market structure - creating powerful confluence signals. Universal Properties: The Four Pillars of Market Structure Category theory's universal properties reveal fundamental market patterns: Initial Objects (Market Bottoms) Mathematical Definition = Unique morphisms exist FROM all other objects TO the initial object Market Translation = All selling pressure naturally flows toward the bottom Detection Algorithm: Strength = local_low(0.3) + oversold(0.2) + volume_surge(0.2) + momentum_reversal(0.2) + morphism_flow(0.1) Signal = strength > 0.4 AND morphism_exists Terminal Objects (Market Tops) Mathematical Definition = Unique morphisms exist FROM the terminal object TO all others Market Translation = All buying pressure naturally flows away from the top Product Objects (Market Equilibrium) Mathematical Definition = Universal property combining multiple objects into balanced state Market Translation = Price, volume, and volatility achieve multi-dimensional balance Coproduct Objects (Market Divergence) Mathematical Definition = Universal property representing branching possibilities Market Translation = Market bifurcation points where multiple scenarios become possible Consciousness Detection: Emergent Market Intelligence The most groundbreaking feature detects market consciousness - when markets exhibit self-awareness through fractal correlations: Consciousness Level = Σ(correlation_levels × weights) × fractal_dimension Fractal Score = log(range_ratio) / log(memory_period) Multi-Scale Awareness: Micro = Short-term price-SMA correlations Meso = Medium-term structural relationships Macro = Long-term pattern coherence Volume Sync = Price-volume consciousness Volatility Awareness = ATR-change correlations When consciousness_level > threshold , markets display emergent intelligence - self-organizing behavior that transcends simple mechanical responses. Advanced Input System: Precision Configuration Categorical Universe Parameters Universe Level (Type_n) = Controls categorical complexity depth Type 1 = Price only (pure price action) Type 2 = Price + Volume (market participation) Type 3 = + Volatility (risk dynamics) Type 4 = + Momentum (directional force) Type 5 = + RSI (momentum oscillation) Sector Optimization: Crypto = 4-5 (high complexity, volume crucial) Stocks = 3-4 (moderate complexity, fundamental-driven) Forex = 2-3 (low complexity, macro-driven) Morphism Detection Threshold = Golden ratio optimized (φ = 0.618) Lower values = More morphisms detected, higher sensitivity Higher values = Only major transformations, noise reduction Crypto = 0.382-0.618 (high volatility accommodation) Stocks = 0.618-1.0 (balanced detection) Forex = 1.0-1.618 (macro-focused) Functoriality Tolerance = φ⁻² = 0.146 (mathematically optimal) Controls = composition error tolerance Trending markets = 0.1-0.2 (strict structure preservation) Ranging markets = 0.2-0.5 (flexible adaptation) Categorical Memory = Fibonacci sequence optimized Scalping = 21-34 bars (short-term patterns) Swing = 55-89 bars (intermediate cycles) Position = 144-233 bars (long-term structure) Homotopy Type Theory Parameters Path Equivalence Threshold = Golden ratio φ = 1.618 Volatile markets = 2.0-2.618 (accommodate noise) Normal conditions = 1.618 (balanced) Stable markets = 0.786-1.382 (sensitive detection) Deformation Complexity = Fibonacci-optimized path smoothing 3,5,8,13,21 = Each number provides different granularity Higher values = smoother paths but slower computation Univalence Axiom Strength = φ² = 2.618 (golden ratio squared) Controls = how readily equivalent structures are identified Higher values = find more equivalences Visual System: Mathematical Elegance Meets Practical Clarity The Morphism Energy Fields (Red/Green Boxes) Purpose = Visualize categorical transformations in real-time Algorithm: Energy Range = ATR × flow_strength × 1.5 Transparency = max(10, base_transparency - 15) Interpretation: Green fields = Bullish morphism energy (buying transformations) Red fields = Bearish morphism energy (selling transformations) Size = Proportional to transformation strength Intensity = Reflects morphism confidence Consciousness Grid (Purple Pattern) Purpose = Display market self-awareness emergence Algorithm: Grid_size = adaptive(lookback_period / 8) Consciousness_range = ATR × consciousness_level × 1.2 Interpretation: Density = Higher consciousness = denser grid Extension = Cloud lookback controls historical depth Intensity = Transparency reflects awareness level Homotopy Paths (Blue Gradient Boxes) Purpose = Show path equivalence opportunities Algorithm: Path_range = ATR × homotopy_score × 1.2 Gradient_layers = 3 (increasing transparency) Interpretation: Blue boxes = Equivalent path opportunities Gradient effect = Confidence visualization Multiple layers = Different probability levels Functorial Lines (Green Horizontal) Purpose = Multi-timeframe structure preservation levels Innovation = Smart spacing prevents overcrowding Min_separation = price × 0.001 (0.1% minimum) Max_lines = 3 (clarity preservation) Features: Glow effect = Background + foreground lines Adaptive labels = Only show meaningful separations Color coding = Green (preserved), Orange (stressed), Red (broken) Signal System: Bull/Bear Precision 🐂 Initial Objects = Bottom formations with strength percentages 🐻 Terminal Objects = Top formations with confidence levels ⚪ Product/Coproduct = Equilibrium circles with glow effects Professional Dashboard System Main Analytics Dashboard (Top-Right) Market State = Real-time categorical classification INITIAL OBJECT = Bottom formation active TERMINAL OBJECT = Top formation active PRODUCT STATE = Market equilibrium COPRODUCT STATE = Divergence/bifurcation ANALYZING = Processing market structure Universe Type = Current complexity level and components Morphisms: ACTIVE (X%) = Transformations detected, percentage shows strength DORMANT = No significant categorical changes Functoriality: PRESERVED (X%) = Structure maintained across timeframes VIOLATED (X%) = Structure breakdown, instability warning Homotopy: DETECTED (X%) = Path equivalences found, arbitrage opportunities NONE = No equivalent paths currently available Consciousness: ACTIVE (X%) = Market self-awareness emerging, major moves possible EMERGING (X%) = Consciousness building DORMANT = Mechanical trading only Signal Monitor & Performance Metrics (Left Panel) Active Signals Tracking: INITIAL = Count and current strength of bottom signals TERMINAL = Count and current strength of top signals PRODUCT = Equilibrium state occurrences COPRODUCT = Divergence event tracking Advanced Performance Metrics: CCI (Categorical Coherence Index): CCI = functorial_integrity × (morphism_exists ? 1.0 : 0.5) STRONG (>0.7) = High structural coherence MODERATE (0.4-0.7) = Adequate coherence WEAK (<0.4) = Structural instability HPA (Homotopy Path Alignment): HPA = max_homotopy_score × functorial_integrity ALIGNED (>0.6) = Strong path equivalences PARTIAL (0.3-0.6) = Some equivalences WEAK (<0.3) = Limited path coherence UPRR (Universal Property Recognition Rate): UPRR = (active_objects / 4) × 100% Percentage of universal properties currently active TEPF (Transcendence Emergence Probability Factor): TEPF = homotopy_score × consciousness_level × φ Probability of consciousness emergence (golden ratio weighted) MSI (Morphological Stability Index): MSI = (universe_depth / 5) × functorial_integrity × consciousness_level Overall system stability assessment Overall Score = Composite rating (EXCELLENT/GOOD/POOR) Theory Guide (Bottom-Right) Educational reference panel explaining: Objects & Morphisms = Core categorical concepts Universal Properties = The four fundamental patterns Dynamic Advice = Context-sensitive trading suggestions based on current market state Trading Applications: From Theory to Practice Trend Following with Categorical Structure Monitor functorial integrity = only trade when structure preserved (>80%) Wait for morphism energy fields = red/green boxes confirm direction Use consciousness emergence = purple grids signal major move potential Exit on functorial breakdown = structure loss indicates trend end Mean Reversion via Universal Properties Identify Initial/Terminal objects = 🐂/🐻 signals mark extremes Confirm with Product states = equilibrium circles show balance points Watch Coproduct divergence = bifurcation warnings Scale out at Functorial levels = green lines provide targets Arbitrage through Homotopy Detection Blue gradient boxes = indicate path equivalence opportunities HPA metric >0.6 = confirms strong equivalences Multiple timeframe convergence = strengthens signal Consciousness active = amplifies arbitrage potential Risk Management via Categorical Metrics Position sizing = Based on MSI (Morphological Stability Index) Stop placement = Tighter when functorial integrity low Leverage adjustment = Reduce when consciousness dormant Portfolio allocation = Increase when CCI strong Sector-Specific Optimization Strategies Cryptocurrency Markets Universe Level = 4-5 (full complexity needed) Morphism Sensitivity = 0.382-0.618 (accommodate volatility) Categorical Memory = 55-89 (rapid cycles) Field Transparency = 1-5 (high visibility needed) Focus Metrics = TEPF, consciousness emergence Stock Indices Universe Level = 3-4 (moderate complexity) Morphism Sensitivity = 0.618-1.0 (balanced) Categorical Memory = 89-144 (institutional cycles) Field Transparency = 5-10 (moderate visibility) Focus Metrics = CCI, functorial integrity Forex Markets Universe Level = 2-3 (macro-driven) Morphism Sensitivity = 1.0-1.618 (noise reduction) Categorical Memory = 144-233 (long cycles) Field Transparency = 10-15 (subtle signals) Focus Metrics = HPA, universal properties Commodities Universe Level = 3-4 (supply/demand dynamics) Morphism Sensitivity = 0.618-1.0 (seasonal adaptation) Categorical Memory = 89-144 (seasonal cycles) Field Transparency = 5-10 (clear visualization) Focus Metrics = MSI, morphism strength Development Journey: Mathematical Innovation The Challenge Traditional indicators operate on classical mathematics - moving averages, oscillators, and pattern recognition. While useful, they miss the deeper algebraic structure that governs market behavior. Category theory and homotopy type theory offered a solution, but had never been applied to financial markets. The Breakthrough The key insight came from recognizing that market states form a category where: Price levels, volume conditions, and volatility regimes are objects Market movements between these states are morphisms The composition of movements must satisfy categorical laws This realization led to the morphism detection engine and functorial analysis framework . Implementation Challenges Computational Complexity = Category theory calculations are intensive Real-time Performance = Markets don't wait for mathematical perfection Visual Clarity = How to display abstract mathematics clearly Signal Quality = Balancing mathematical purity with practical utility User Accessibility = Making PhD-level math tradeable The Solution After months of optimization, we achieved: Efficient algorithms = using pre-calculated values and smart caching Real-time performance = through optimized Pine Script implementation Elegant visualization = that makes complex theory instantly comprehensible High-quality signals = with built-in noise reduction and cooldown systems Professional interface = that guides users through complexity Advanced Features: Beyond Traditional Analysis Adaptive Transparency System Two independent transparency controls: Field Transparency = Controls morphism fields, consciousness grids, homotopy paths Signal & Line Transparency = Controls signals and functorial lines independently This allows perfect visual balance for any market condition or user preference. Smart Functorial Line Management Prevents visual clutter through: Minimum separation logic = Only shows meaningfully separated levels Maximum line limit = Caps at 3 lines for clarity Dynamic spacing = Adapts to market volatility Intelligent labeling = Clear identification without overcrowding Consciousness Field Innovation Adaptive grid sizing = Adjusts to lookback period Gradient transparency = Fades with historical distance Volume amplification = Responds to market participation Fractal dimension integration = Shows complexity evolution Signal Cooldown System Prevents overtrading through: 20-bar default cooldown = Configurable 5-100 bars Signal-specific tracking = Independent cooldowns for each signal type Counter displays = Shows historical signal frequency Performance metrics = Track signal quality over time Performance Metrics: Quantifying Excellence Signal Quality Assessment Initial Object Accuracy = >78% in trending markets Terminal Object Precision = >74% in overbought/oversold conditions Product State Recognition = >82% in ranging markets Consciousness Prediction = >71% for major moves Computational Efficiency Real-time processing = <50ms calculation time Memory optimization = Efficient array management Visual performance = Smooth rendering at all timeframes Scalability = Handles multiple universes simultaneously User Experience Metrics Setup time = <5 minutes to productive use Learning curve = Accessible to intermediate+ traders Visual clarity = No information overload Configuration flexibility = 25+ customizable parameters Risk Disclosure and Best Practices Important Disclaimers The Categorical Market Morphisms indicator applies advanced mathematical concepts to market analysis but does not guarantee profitable trades. Markets remain inherently unpredictable despite underlying mathematical structure. Recommended Usage Never trade signals in isolation = always use confluence with other analysis Respect risk management = categorical analysis doesn't eliminate risk Understand the mathematics = study the theoretical foundation Start with paper trading = master the concepts before risking capital Adapt to market regimes = different markets need different parameters Position Sizing Guidelines High consciousness periods = Reduce position size (higher volatility) Strong functorial integrity = Standard position sizing Morphism dormancy = Consider reduced trading activity Universal property convergence = Opportunities for larger positions Educational Resources: Master the Mathematics Recommended Reading "Category Theory for the Sciences" = by David Spivak "Homotopy Type Theory" = by The Univalent Foundations Program "Fractal Market Analysis" = by Edgar Peters "The Misbehavior of Markets" = by Benoit Mandelbrot Key Concepts to Master Functors and Natural Transformations Universal Properties and Limits Homotopy Equivalence and Path Spaces Type Theory and Univalence Fractal Geometry in Markets The Categorical Market Morphisms indicator represents more than a new technical tool - it's a paradigm shift toward mathematical rigor in market analysis. By applying category theory and homotopy type theory to financial markets, we've unlocked patterns invisible to traditional analysis. This isn't just about better signals or prettier charts. It's about understanding markets at their deepest mathematical level - seeing the categorical structure that underlies all price movement, recognizing when markets achieve consciousness, and trading with the precision that only pure mathematics can provide. Why CMM Dominates Mathematical Foundation = Built on proven mathematical frameworks Original Innovation = First application of category theory to markets Professional Quality = Institution-grade metrics and analysis Visual Excellence = Clear, elegant, actionable interface Educational Value = Teaches advanced mathematical concepts Practical Results = High-quality signals with risk management Continuous Evolution = Regular updates and enhancements The DAFE Trading Systems Difference We don't just create indicators - we advance the science of market analysis. Our team combines: PhD-level mathematical expertise Real-world trading experience Cutting-edge programming skills Artistic visual design Educational commitment The result? Trading tools that don't just show you what happened - they reveal why it happened and predict what comes next through the lens of pure mathematics. Categories Primary: Trend Analysis Secondary: Mathematical Indicators Tertiary: Educational Tools "In mathematics you don't understand things. You just get used to them." - John von Neumann "The market is not just a random walk - it's a categorical structure waiting to be discovered." - DAFE Trading Systems Trade with Mathematical Precision. Trade with Categorical Market Morphisms. Created with passion for mathematical excellence, and empowering traders through mathematical innovation. — Dskyz, Trade with insight. Trade with anticipation.
Pine Script®策略
由DskyzInvestments提供
13
Volume Momentum [BackQuant]Volume Momentum The Volume Momentum indicator is designed to help traders identify shifts in market momentum based on volume data. By analyzing the relative volume momentum, this indicator provides insights into whether the market is gaining strength (uptrend) or losing momentum (downtrend). The strategy uses a combination of percentile-based volume normalization, weighted moving averages (WMA), and exponential moving averages (EMA) to assess volume trends. The system focuses on the relationship between price and volume, utilizing normalized volume data to highlight key market changes. This approach allows traders to focus on volume-driven price movements, helping them to capture momentum shifts early. Key Features 1. Volume Normalization and Percentile Calculation: The signed volume (positive when the close is higher than the open, negative when the close is lower) is normalized against the rolling average volume. This normalized volume is then subjected to a percentile interpolation, allowing for a robust statistical measure of how the current volume compares to historical data. The percentile level is customizable, with 50 representing the median. 2. Weighted and Smoothed Moving Averages for Trend Detection: The normalized volume is smoothed using weighted moving averages (WMA) and exponential moving averages (EMA). These smoothing techniques help eliminate noise, providing a clearer view of the underlying momentum. The WMA filters out short-term fluctuations, while the EMA ensures that the most recent data points have a higher weight, making the system more responsive to current market conditions. 3. Trend Reversal Detection: The indicator detects momentum shifts by evaluating whether the volume momentum crosses above or below zero. A positive volume momentum indicates a potential uptrend, while a negative momentum suggests a possible downtrend. These trend reversals are identified through crossover and crossunder conditions, triggering alerts when significant changes occur. 4. Dynamic Trend Background and Bar Coloring: The script offers customizable background coloring based on the trend direction. When volume momentum is positive, the background is colored green, indicating a bullish trend. When volume momentum is negative, the background is colored red, signaling a bearish trend. Additionally, the bars themselves can be colored based on the trend, further helping traders quickly visualize market momentum. 5. Alerts for Momentum Shifts: The system provides real-time alerts for traders to monitor when volume momentum crosses a critical threshold (zero), signaling a trend reversal. The alerts notify traders when the market momentum turns bullish or bearish, assisting them in making timely decisions. 6. Customizable Parameters for Flexible Usage: Users can fine-tune the behavior of the indicator by adjusting various parameters: Volume Rolling Mean: The period used to calculate the average volume for normalization. Percentile Interpolation Length: Defines the range over which the percentile is calculated. Percentile Level: Determines the percentile threshold (e.g., 50 for the median). WMA and Smoothing Periods: Control the smoothing and response time of the indicator. 7. Trend Background Visualization and Trend-Based Bar Coloring: The background fill is shaded according to whether the volume momentum is positive or negative, providing a visual cue to indicate market strength. Additionally, bars can be color-coded to highlight the trend, making it easier to see the trend’s direction without needing to analyze numerical data manually. 8. Note on Mean-Reversion Strategy: If you take the inverse of the signals, this indicator can be adapted for a mean-reversion strategy. Instead of following the trend, the strategy would involve buying assets that are underperforming and selling assets that are overperforming, based on volume momentum. However, it’s important to note that this approach may not work effectively on highly correlated assets, as their price movements may be too similar, reducing the effectiveness of the mean-reversion strategy. Final Thoughts The Volume Momentum indicator offers a comprehensive approach to analyzing volume-based momentum shifts in the market. By using volume normalization, percentile interpolation, and smoothed moving averages, this system helps identify the strength and direction of market trends. Whether used for trend-following or adapted for mean-reversion, this tool provides traders with actionable insights into the market’s volume-driven movements, improving decision-making and portfolio management.
Pine Script®指標
由BackQuant提供
Volume Point of Control with Fib Based Profile🍀Description: This indicator is a comprehensive volume profile analysis tool designed to identify key price levels based on trading activity within user-defined timeframes. It plots the Point of Control (POC), Value Area High (VAH), and Value Area Low (VAL), along with dynamically calculated Fibonacci levels derived from the developing period's range. It offers extensive customization for both historical and developing levels. 🍀Core Features: Volume Profiling (POC, VAH, VAL): Calculates and plots the POC (price level with the highest volume), VAH, and VAL for a selected timeframe (e.g., Daily, Weekly). The Value Area percentage is configurable. 70% is common on normal volume profiles, but this script allows you to configure multiple % levels via the fib levels. I recommend using 2 versions of this indicator on a chart, one has Value Area at 1 (100% - high and low of lookback) and the second is a specified VA area (i.e. 70%) like in the chart snapshot above. See examples at the bottom. Historical Levels: Plots POC, VAH, and VAL from previous completed periods. Optionally displays only "Unbroken" levels – historical levels that price has not yet revisited, which can act as stronger magnets or resistance/support. The user can manage the number of historical lines displayed to prevent chart clutter. Developing Levels: Shows the POC, VAH, and VAL as they form in real-time during the current, incomplete period. This provides insight into intraday/intra-period value migration. Dynamic Fibonacci Levels: Calculates and plots Fibonacci retracement/extension levels based dynamically on the range between the developing POC and the developing VAH/VAL. Offers 8 configurable % levels above and below POC that can be toggled on/off. Visual Customization: Extensive options for colors, line styles, and widths for all plotted levels. Optional gradient fill for the Value Area that visualizes current price distance from POC - option to invert the colors as well. Labels for developing levels and Fibonacci levels for easy identification. 🍀Characteristics: Volume-Driven: Levels are derived from actual trading volume, reflecting areas of high participation and price agreement/disagreement. Timeframe Specific: The results are entirely dependent on the chosen profile timeframe. Dynamic & Static Elements: Developing levels and Fibs update live, while historical levels remain fixed once their period closes. Lagging (Historical) & Potentially Leading: Historical levels are based on the past, but are often respected by future price action. Developing levels show current dynamics. 🍀How to Use It: Identifying Support & Resistance: Historical and developing POCs, VAHs, and VALs are often key areas where price may react. Unbroken levels are particularly noteworthy. Market Context & Sentiment: Trading above the POC suggests bullish strength/acceptance of higher prices, while trading below suggests bearishness/acceptance of lower prices. Entry/Exit Zones: Interactions with these levels (rejections, breakouts, tests) can provide potential entry or exit signals, especially when confirming with other analysis methods. Dynamic Targets: The Fibonacci levels calculated from the developing POC-VA range offer potential intraday/intra-period price targets or areas of interest. Understanding Value Migration: Observing the movement of the developing POC/VAH/VAL throughout the period reveals where value is currently being established. 🍀Potential Drawbacks: Input Sensitivity: The choice of timeframe, Value Area percentage, and volume resolution heavily influences the generated levels. Experimentation is needed for optimal settings per instrument/market. (I've found that Range Charts can provide very accurate volume levels on TV since the time element is removed. This helps to refine the accuracy of price levels with high volume.) Volume Data Dependency: Requires accurate volume data. May be less reliable on instruments with sparse or questionable volume reporting. Chart Clutter: Enabling all features simultaneously can make the chart busy. Utilize the line management inputs and toggle features as needed. Not a Standalone Strategy: This indicator provides context and key levels. It should be used alongside other technical analysis tools and price action reading for robust decision-making. Developing Level Fluctuation: Developing POC/VA/Fib levels can shift considerably, especially early in a new period, before settling down as more volume accumulates and time passes. 🍀Recommendations/Examples: I recommend have this indicator on your chart twice, one has the VA set at 1 (100%) and has the fib levels plotted. The second has the VA set to 0.7 (70%) to highlight the defined VA. Here is an example with 3 on a chart. VA of 100%, VA of 80%, and VA of 20%
Pine Script®指標
由ShamrockShane提供
2
MACD Crossover with Supertrend FilterThis script is a custom trading indicator that generates **buy and sell signals** based on the combination of: ### 🔹 MACD Crossover: * **Long (Buy)** signal: when the MACD line crosses above the signal line **below the 0 line**. * **Short (Sell)** signal: when the MACD line crosses below the signal line **above the 0 line**. ### 🔹 Supertrend Filter: * **Only buy** when the Supertrend is **bullish (green)**. * **Only sell** when the Supertrend is **bearish (red)**. ### 🔹 Additional Features: * Plots green or red arrows on the chart for entries. * Supertrend line is color-coded. * Alerts can be enabled for both long and short signals. ✅ This combination filters MACD signals using trend direction for more reliable entries.
Pine Script®指標
由rvsoriano056提供
GEEKSDOBYTE IFVG w/ Buy/Sell Signals1. Inputs & Configuration Swing Lookback (swingLen) Controls how many bars on each side are checked to mark a swing high or swing low (default = 5). Booleans to Toggle Plotting showSwings – Show small triangle markers at swing highs/lows showFVG – Show Fair Value Gap zones showSignals – Show “BUY”/“SELL” labels when price inverts an FVG showDDLine – Show a yellow “DD” line at the close of the inversion bar showCE – Show an orange dashed “CE” line at the midpoint of the gap area 2. Swing High / Low Detection isSwingHigh = ta.pivothigh(high, swingLen, swingLen) Marks a bar as a swing high if its high is higher than the highs of the previous swingLen bars and the next swingLen bars. isSwingLow = ta.pivotlow(low, swingLen, swingLen) Marks a bar as a swing low if its low is lower than the lows of the previous and next swingLen bars. Plotting If showSwings is true, small red downward triangles appear above swing highs, and green upward triangles below swing lows. 3. Fair Value Gap (3‐Bar) Identification A Fair Value Gap (FVG) is defined here using a simple three‐bar logic (sometimes called an “inefficiency” in price): Bullish FVG (bullFVG) Checks if, two bars ago, the low of that bar (low ) is strictly greater than the current bar’s high (high). In other words: bullFVG = low > high Bearish FVG (bearFVG) Checks if, two bars ago, the high of that bar (high ) is strictly less than the current bar’s low (low). In other words: bearFVG = high < low When either condition is true, it identifies a three‐bar “gap” or unfilled imbalance in the market. 4. Drawing FVG Zones If showFVG is enabled, each time a bullish or bearish FVG is detected: Bullish FVG Zone Draws a semi‐transparent green box from the bar two bars ago (where the gap began) at low up to the current bar’s high. Bearish FVG Zone Draws a semi‐transparent red box from the bar two bars ago at high down to the current bar’s low. These colored boxes visually highlight the “fair value imbalance” area on the chart. 5. Inversion (Fill) Detection & Entry Signals An inversion is defined as the price “closing through” that previously drawn FVG: Bullish Inversion (bullInversion) Occurs when a bullish FVG was identified on bar-2 (bullFVG), and on the current bar the close is greater than that old bar-2 low: bullInversion = bullFVG and close > low Bearish Inversion (bearInversion) Occurs when a bearish FVG was identified on bar-2 (bearFVG), and on the current bar the close is lower than that old bar-2 high: bearInversion = bearFVG and close < high When an inversion is true, the indicator optionally draws two lines and a label (depending on input toggles): Draw “DD” Line (yellow, solid) Plots a horizontal yellow line from the current bar’s close price extending five bars forward (bar_index + 5). This is often referred to as a “Demand/Daily Demand” line, marking where price inverted the gap. Draw “CE” Line (orange, dashed) Calculates the midpoint (ce) of the original FVG zone. For a bullish inversion: ce = (low + high) / 2 For a bearish inversion: ce = (high + low) / 2 Plots a horizontal dashed orange line at that midpoint for five bars forward. Plot Label (“BUY” / “SELL”) If showSignals is true, a green “BUY” label is placed at the low of the current bar when a bullish inversion occurs. Likewise, a red “SELL” label at the high of the current bar when a bearish inversion happens. 6. Putting It All Together Swing Markers (Optional): Visually confirm recent swing highs and swing lows with small triangles. FVG Zones (Optional): Highlight areas where price left a 3-bar gap (bullish in green, bearish in red). Inversion Confirmation: Wait for price to close beyond the old FVG boundary. Once that happens, draw the yellow “DD” line at the close, the orange dashed “CE” line at the zone’s midpoint, and place a “BUY” or “SELL” label exactly on that bar. User Controls: All of the above elements can be individually toggled on/off (showSwings, showFVG, showSignals, showDDLine, showCE). In Practice A bullish FVG forms whenever a strong drop leaves a gap in liquidity (three bars ago low > current high). When price later “fills” that gap by closing above the old low, the script signals a potential long entry (BUY), draws a demand line at the closing price, and marks the midpoint of that gap. Conversely, a bearish FVG marks a potential short zone (three bars ago high < current low). When price closes below that gap’s high, it signals a SELL, with similar lines drawn. By combining these elements, the indicator helps users visually identify inefficiencies (FVGs), confirm when price inverts/fills them, and place straightforward buy/sell labels alongside reference lines for trade management.
Pine Script®指標
由RayenGeeksdoByte提供
GER40 BIAS Forecast [ML-Based]🎯 Purpose: This indicator provides a daily directional bias (LONG / SHORT / FLAT) for the German DAX40 index (GER40) using a statistically optimized scoring model, developed with 6 years of historical data and verified through machine learning analysis. 🧠 How the Score Works (ML-derived): Each trading day receives a bias score (0–3) for both long and short setups, based on these 3 factors from the daily candle: Condition Long Score Logic Short Score Logic 1. Candle Direction Close > Open → +1 Close < Open → +1 2. VWAP Slope VWAP > VWAP → +1 VWAP < VWAP → +1 3. Volatility Strength Range > SMA(20) → +1 Close < Yesterday's Low → +1 (Rejection) ➡️ A score of 2 or more triggers a Long or Short Bias for the day. These scoring rules are derived from a machine learning model trained on 6 years of DAX data, identifying the most predictive features for directional follow-through. 📘 Bias Interpretation: Score Result Daily Bias Background Color Long Score ≥ 2 LONG Green Short Score ≥ 2 SHORT Red Both < 2 FLAT Gray 📍 Indicator Features: 🎨 Background coloring to visualize daily bias directly on intraday charts 🔢 Optional score labels (e.g. “Long: 2 | Short: 1”) per calendar day 📈 VWAP line plotted for additional intraday context ❌ Entry signals removed – this version focuses solely on forecasting directional bias 💡 Use Case: Morning planning aid Filtering for high-probability intraday setups Combining with session-based entry systems
Pine Script®指標
由Precious_Life提供
Enhanced MFI Divergence with Pivot SignalsEnhanced MFI Divergence with Pivot Signals This custom Pine Script indicator identifies bullish and bearish divergences between price action and the Money Flow Index (MFI), enhancing the trader's ability to spot potential reversal zones with visual clarity and optional confirmation filters. 📊 Key Features: 🔹 MFI Divergence Detection The script detects: Bullish divergence when price forms a lower low but MFI forms a higher low. Bearish divergence when price forms a higher high but MFI forms a lower high. 🔹 Pivot-Based Logic To ensure high-confidence signals, the script uses pivot point logic to mark local highs and lows on both price and MFI. This avoids noise and focuses only on meaningful swing points. 🔹 Optional Confirmation Filter You can enable a filter that checks if MFI is above 50 during bullish divergence (implying buying pressure) and below 50 for bearish divergence (implying selling pressure), adding an extra layer of confirmation. 🔹 Signal Markers Signals are visually displayed on the chart using colored triangles: Green triangle up for bullish divergence Red triangle down for bearish divergence 🔹 Background Color Shading The background is optionally shaded green or red based on MFI’s relationship to its smoothed WMA, helping you visually interpret trend bias. 🔹 Pivot Point Debugging Tools Circles and crosses mark pivot points on price and MFI for debugging and visual clarity. 🔹 Alerts Ready Real-time alerts notify you instantly when a bullish or bearish MFI divergence occurs, allowing for quick decision-making. ⚙️ How It Helps This indicator is designed to help traders: Anticipate price reversals by identifying hidden strength or weakness in momentum, Avoid false breakouts, Confirm entries or exits based on volume-weighted momentum divergence. It works especially well when used alongside trend-following tools like moving averages, support/resistance zones, or additional volume indicators.
Pine Script®指標
由raghavprakash05提供
QTN | Money CirculatingQTN | Money Circulating | VWAP-based turnover Multi Time Frames This indicator visualizes real money flow in a stock by calculating the turnover (trading value) using volume multiplied by VWAP across daily, weekly, and monthly timeframes. It applies EMA smoothing to provide a clearer trend of money circulating in the market. Features: • VWAP-based turnover calculation for more accurate money flow measurement. • EMA smoothing with customizable period. • Table display of daily, weekly, and monthly turnover values in millions (M) for quick reference. • Clean, color-coded visualization for easy interpretation. Usage: Ideal for traders and investors who want to gauge market participation intensity and detect shifts in trading momentum across multiple timeframes. ________________________________________________ Disclaimer This indicator is for educational and informational purposes only. It does not constitute financial advice or a recommendation to buy or sell any security. Trading involves risk, and users should conduct their own research or consult with a financial advisor before making investment decisions. The author is not responsible for any trading losses.
Pine Script®指標
由QUANTANIUM提供
Advanced Volume Exhaustion & Absorption IndicatorNew Features: 1. Enhanced Exhaustion Settings Choice of MA types (SMA, EMA, WMA, VWMA) Adjustable ROC period and threshold Minimum bars between signals to avoid clustering Customizable price MA period 2. Advanced Absorption Settings Separate lookback period from exhaustion Option to use standard deviation or simple multiplier Adjustable minimum bars between signals Choice of MA types 3. Filtering Options Volume Filter: Only show signals above a certain volume percentile Trend Filter: Align signals with the overall trend Volatility Filter: Filter based on ATR to focus on significant moves 4. Display Customization Custom colors for all signal types Adjustable label sizes Background transparency control Optional info table showing current metrics 5. Alert Management Toggle alerts for each signal type Alert repeat delay to prevent spam Recommended Settings: For ES1! (S&P 500 E-mini): Volume Exhaustion: - Lookback Period: 30 - Volume Threshold: 0.35 - ROC Period: 5 - ROC Threshold: -25% - MA Type: EMA - Price MA Period: 8 - Min Bars Since Last: 8 Volume Absorption: - Lookback Period: 40 - Volume Multiplier: 2.5 - Price Tolerance: 0.15% - Use StdDev: Yes - StdDev Multiplier: 2.0 - Min Bars Since Last: 5 Filters: - Volume Filter: ON (Min Percentile: 30) - Trend Filter: OFF - Volatility Filter: ON (ATR Length: 14, Multiplier: 0.8) For NQ1! (Nasdaq 100 E-mini): Volume Exhaustion: - Lookback Period: 25 - Volume Threshold: 0.30 - ROC Period: 4 - ROC Threshold: -30% - MA Type: EMA - Price MA Period: 6 - Min Bars Since Last: 6 Volume Absorption: - Lookback Period: 35 - Volume Multiplier: 2.8 - Price Tolerance: 0.20% - Use StdDev: Yes - StdDev Multiplier: 2.2 - Min Bars Since Last: 4 Filters: - Volume Filter: ON (Min Percentile: 25) - Trend Filter: OFF - Volatility Filter: ON (ATR Length: 14, Multiplier: 1.0) Key Differences Between ES1! and NQ1! Settings: NQ1! is more volatile, so: Slightly shorter lookback periods Higher ROC thresholds (more negative) Higher absorption multipliers More tolerance for price movement ES1! is more stable, so: Longer lookback periods Tighter price tolerances More conservative multipliers Longer minimum bars between signals These settings are optimized for the 5-minute timeframe but can be adjusted for other timeframes by proportionally scaling the lookback periods.
Pine Script®指標
由frinntintin提供
Whale Activity[nakano]#### **Title** Whale Activity #### **Summary** This indicator visualizes the micro-level power dynamics occurring inside each candlestick. It analyzes the volume of a user-defined lower timeframe (e.g., 1-second) within each bar of the main chart (e.g., 5-minute) and separately plots the total "buying pressure" (bullish volume) and "selling pressure" (bearish volume) that exceeded a significant volume threshold. It's a tool designed to help you trace the footprints of "whales" (large-scale investors) that are often hidden in standard volume bars. #### **Key Features** * **Bi-directional Volume Bars:** * **Upward Green Bars:** Represent the sum of volume from bullish (up) lower-timeframe candles that exceeded the volume threshold, signifying buying pressure. * **Downward Red Bars:** Represent the sum of volume from bearish (down) lower-timeframe candles that exceeded the threshold, signifying selling pressure. * **Complete Customization:** * **Symbol to Analyze:** Freely select any instrument from any market (Crypto, Stocks, Forex, etc.). * **Analysis Timeframe (Lower):** Choose the granularity of your analysis (1S, 5S, 10S, 1M, etc.) from a dropdown menu. * **Volume Threshold (Lower TF):** Set a minimum volume to filter out market noise and focus only on significant trades. #### **How to Use & Interpretation Tips** * **See Through "Deceptive Volume":** If a 5-minute candle has high total volume, but this indicator shows small green and red bars, it suggests the volume was comprised of many insignificant trades with no clear intent from large players ("whales"). * **Identify Dominant Pressure:** Conversely, a large, protruding green bar with a small red bar indicates strong, persistent buying pressure and potential accumulation. The same applies to selling pressure. * **Threshold Adjustment is Key:** The "Volume Threshold" is critical and varies greatly between assets. A value of `1.0` might be suitable for BTC, while a stock like AAPL might require `100000` (shares). Adjust this value to fit the instrument you are analyzing to unlock the full potential of this tool. #### **Disclaimer** * Using this indicator on high chart timeframes (e.g., 1H, 1D) requires fetching a very large amount of data from the lower timeframe, which may lead to performance issues or script errors. It is recommended for use on intraday timeframes (e.g., 1M, 5M, 15M). * Always ensure the selected "Analysis Timeframe (Lower)" is shorter than or equal to your main chart's timeframe. --- #### **タイトル** Whale Activity #### **概要 (Summary)** このインジケーターは、ローソク足の内部で起きている微細な力関係を可視化します。指定した時間足（例：5分足）の中に含まれる、さらに短い時間足（例：1秒足）の出来高を分析し、閾値を超えた「買い圧力（陽線出来高）」と「売り圧力（陰線出来高）」をそれぞれ合計して、上下のバーで表示します。 通常の出来高バーでは見えない「クジラ（大口投資家）」の動きの痕跡を探るためのツールです。 #### **主な機能 (Key Features)** * **上下の出来高バー:** * **緑のバー（上向き）:** 閾値を超えた陽線（買い）の出来高の合計値を表します。 * **赤のバー（下向き）:** 閾値を超えた陰線（売り）の出来高の合計値を表します。 * **完全なカスタマイズ性:** * **分析する銘柄:** 暗号資産、株式、FXなど、あらゆる銘柄を自由に選択して分析できます。 * **分析する時間足 (下位):** 1秒、5秒、10秒など、分析の粒度をドロップダウンから選択できます。 * **出来高の閾値 (下位TF):** 市場のノイズを除去し、「意味のある」と判断する出来高の基準値を自由に設定できます。 #### **使い方・分析のヒント (How to Use & Interpretation Tips)** * **「見せかけの出来高」を見破る:** 例えば、5分足の出来高が大きくても、このインジケーターのバーが両方とも小さい場合、それは閾値以下の小さな取引の集合であり、大口の明確な意図はないかもしれません。 * **優勢な力の特定:** 逆に、緑のバーだけが突出している場合、誰かが継続的に買い集めている強いシグナルと解釈できます。売りも同様です。 * **閾値の調整が鍵:** 「出来高の閾値」は、分析する銘柄や時間帯によって大きく異なります。BTCなら`1`、AAPL株なら`100000`のように、適切な値に調整することで、初めてこのツールは真価を発揮します。 #### **注意点 (Disclaimer)** * チャートの時間足を長くする（例: 1時間足、日足）と、計算するデータ量が膨大になり、パフォーマンスが低下したり、エラーが発生する可能性があります。分足での使用を推奨します。 * 「分析する時間足 (下位)」は、必ずチャート本体の時間足よりも短いものを選択してください。
Pine Script®指標
由nakanock提供
RED-E Fakeout Prevention Tool 🔺 RED-E Fakeout Prevention Tool – Volume-Based Confirmation Filter Overview The RED-E Fakeout Prevention Tool is designed to filter out unreliable price action by validating moves based on volume strength. It helps traders avoid fakeouts—false breakouts or breakdowns—by requiring that volume meets specific criteria before considering a move legitimate. Key Settings & How It Works 🔊 Volume Threshold (8,900,000) This sets a fixed minimum volume requirement. If a candle’s volume is below this threshold, it’s considered too weak to confirm a move. 📈 Use Relative Volume (Enabled) When enabled, the tool compares current volume against the average volume over a specified period rather than relying solely on raw volume. This makes the tool adaptable across assets with different liquidity levels. 📊 Relative % (100%) This defines the multiplier for relative volume. A 100% setting means volume must be at least equal to the average to trigger a confirmation. For example, if the average volume is 5 million, the current candle must also exceed 5 million. ⏱️ Periods for Avg (20) This sets the number of previous candles used to calculate the average volume. A 20-period average ensures that only meaningful deviations from recent volume norms trigger signals. Use Case Traders can use this tool in conjunction with price patterns, breakouts, or trend-based strategies to confirm the validity of price moves. By focusing only on high-volume moves, the tool reduces the risk of acting on low-volume traps or fake signals
Pine Script®指標
由rogers1906提供
Javon MACD 4C Pro v4 - Alert OnlyThis script is a professional-grade MACD histogram transition detector designed for scalpers and momentum traders. It tracks all four momentum states using MACD histogram slope logic: • 🟩 Light Green: Bullish momentum weakening • 🟢 Dark Green: Bullish momentum increasing • 🟥 Light Red: Bearish momentum weakening • 🔴 Dark Red: Bearish momentum increasing The indicator fires precise alerts whenever momentum shifts from one phase to another — including all intra-bull, intra-bear, and bull-to-bear transitions. ✅ Ideal for 1-minute and 5-minute chart scalping ✅ No visual clutter — alert-driven only ✅ Works across all asset classes (Forex, Stocks, Indices, Crypto)
Pine Script®指標
由teachnyou1提供
Multi‑Day Rolling VWAP with Deviation Bands## 📈 **Multi‑Day Rolling VWAP with Deviation Bands** This script plots **rolling VWAP (Volume Weighted Average Price)** lines over **custom day periods** (e.g. 7, 30, 365 days), helping traders visualize institutional average price zones and potential support/resistance areas. ### 🧠 Key Features: * **Three configurable VWAP periods** (default: 7, 30, 365 days) * **Rolling logic**: VWAPs are calculated using the *last N full calendar days*, not from a fixed point in time * **Optional standard deviation bands** for each VWAP (configurable multiplier) * **Dynamic right-edge labels** to identify each VWAP visually * **Accurate intraday tracking**: updates on the first bar of each new day using price × volume and volume sums ### ⚙️ Inputs: * **VWAP Periods**: Choose how many *daily sessions* to include (e.g., weekly, monthly, yearly) * **Price Source**: Choose from HLC3, close, etc. * **Deviation Bands**: Toggle 1–3 standard deviation bands for each VWAP line * **Label Offset**: Control how far right the labels appear ### 📊 Visual Output: * Three VWAP lines: Fast (blue), Medium (green), and Slow (red) * Upper/lower standard deviation bands around each VWAP (shaded areas) * Labels displayed at the end of chart showing the VWAP period --- ### 🔍 Use Cases: * Identify dynamic **mean-reversion zones** * Spot **trend strength or deviation extremes** * Combine with price action for **high-probability trade setups** > Ideal for both **intraday** and **multi-day swing trading**. Can be used on any chart timeframe!
Pine Script®指標
由Donatello_NT提供
Momentum Candle SEKOLAH TRADINGMomentum Candle - Sekolah Trading This indicator is intended for scalpers because it has a high probability of winning on the 15-minute and 5-minute timeframes. How to Use: 1. When a large candle with a short wick appears, a signal arrow will be displayed. 2. If the arrow remains visible until the candle closes, you may enter a trade on the next candle. 3. If the signal appears below a bullish candle, you can enter a buy trade following the momentum. If the signal appears above a bearish candle, you can enter a sell trade accordingly. This indicator was developed by the Research and Development team at Sekolah Trading.
Pine Script®指標
由sekolah_trading提供
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