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Média de Amplitude de Variação (ATR)

ATR x Trend x Volume SignalsATR x Trend x Volume Signals is a multi-factor indicator that combines volatility, trend, and volume analysis into one adaptive framework. It is designed for traders who use technical confluence and prefer clear, rule-based setups. 🎯 Purpose This tool identifies high-probability market moments when volatility structure (ATR), momentum direction (CCI-based trend logic), and volume expansion all align. It helps filter out noise and focus on clean, actionable trade conditions. ⚙️ Structure The indicator consists of three main analytical layers: 1️⃣ ATR Trailing Stop – calculates two adaptive ATR lines (fast and slow) that define volatility context, trend bias, and potential reversal points. 2️⃣ Trend Indicator (CCI + ATR) – uses a CCI-based logic combined with ATR smoothing to determine the dominant trend direction and reduce false flips. 3️⃣ Volume Analysis – evaluates volume deviations from their historical average using standard deviation. Bars are highlighted as medium, high, or extra-high volume depending on intensity. 💡 Signal Logic A Buy Signal (green) appears when all of the following are true: • The ATR (slow) line is green. • The Trend Indicator is blue. • A bullish candle closes above both the ATR (slow) and the Trend Indicator. • The candle shows medium, high, or extra-high volume. A Sell Signal (red) appears when: • The ATR (slow) line is red. • The Trend Indicator is red. • A bearish candle closes below both the ATR (slow) and the Trend Indicator. • The candle shows medium, high, or extra-high volume. Only one signal can appear per ATR trend phase. A new signal is generated only after the ATR direction changes. ❌ Exit Logic Exit markers are shown when price crosses the slow ATR line. This behavior simulates a trailing stop exit. The exit is triggered one bar after entry to prevent same-bar exits. ⏰ Session Filter Signals are generated only between the user-defined session start and end times (default: 14:00–18:00 chart time). This allows the trader to limit signal generation to active trading hours. 💬 Practical Use It is recommended to trade with a fixed risk-reward ratio such as 1 : 1.5. Stop-loss placement should be beyond the slow ATR line and adjusted gradually as the trade develops. For better confirmation, the Trend Indicator timeframe should be higher than the chart timeframe (for example: trading on 1 min → set Trend Indicator timeframe to 15 min; trading on 5 min → set to 1 hour). 🧠 Main Features • Dual ATR volatility structure (fast and slow) • CCI-based trend direction filtering • Volume deviation heatmap logic • Time-restricted signal generation • Dynamic trailing-stop exit system • Non-repainting logic • Fully optimized for Pine Script v6 📊 Usage Tip Best results are achieved when combining this indicator with additional technical context such as support-resistance, higher-timeframe confirmation, or market structure analysis. 📈 Credits Inspired by: • ATR Trailing Stop by Ceyhun • Trend Magic by Kivanc Ozbilgic • Heatmap Volume by xdecow
Indicador Pine Script®
por shevtsov360
SigmaRevert: Z-Score Adaptive Mean Reversion [KedArc Quant]🔍 Overview SigmaRevert is a clean, research-driven mean-reversion framework built on Z-Score deviation — a statistical measure of how far the current price diverges from its dynamic mean. When price stretches too far from equilibrium (the mean), SigmaRevert identifies the statistical “sigma distance” and seeks reversion trades back toward it. Designed primarily for 5-minute intraday use, SigmaRevert automatically adapts to volatility via ATR-based scaling, optional higher-timeframe trend filters, and cooldown logic for controlled frequency 🧠 What “Sigma” Means Here In statistics, σ (sigma) represents standard deviation, the measure of dispersion or variability. SigmaRevert uses this concept directly: Each bar’s price deviation from the mean is expressed as a Z-Score — the number of sigmas away from the mean. When Z > 1.5, the price is statistically “over-extended”; when it returns toward 0, it reverts to the mean. In short: Sigma = Standard deviation distance SigmaRevert = Trading the reversion of extreme sigma deviations 💡 Why Traders Use SigmaRevert Quant-based clarity: removes emotion by relying on statistical extremes. Volatility-adaptive: automatically adjusts to changing market noise. Low drawdown: filters avoid over-exposure during strong trends. Multi-market ready: works across stocks, indices, and crypto with parameter tuning. Modular design: every component can be toggled without breaking the core logic. 🧩 Why This Is NOT a Mash-Up Unlike “mash-up” scripts that randomly combine indicators, this strategy is built around one cohesive hypothesis: “Price deviations from a statistically stable mean (Z-Score) tend to revert.” Every module — ATR scaling, cooldown, HTF trend gating, exits — reinforces that single hypothesis rather than mixing unrelated systems (like RSI + MACD + EMA). The structure is minimal yet expandable, maintaining research integrity and transparency. ⚙️ Input Configuration (Simplified Table) Core `maLen` 120 Lookback for mean (SMA) `zLen` 60 Window for Z-score deviation `zEntry` 1.5 Entry when Z exceeds threshold `zExit` 0.3 Exit when Z normalizes Filters (optional) `useReCross` false Requires re-entry confirmation `useTrend` false / true Enables HTF SMA bias `htfTF` “60” HTF timeframe (e.g. 60-min) `useATRDist` false Demands min distance from mean `atrK` 1.0 ATR distance multiplier `useCooldown` false / true Forces rest after exit Risk `useATRSL` false / true Adaptive stop-loss via ATR `atrLen` 14 ATR lookback `atrX` 1.4 ATR multiplier for stop Session `useSession` false Restrict to market hours `sess` “0915-1530” NSE timing `skipOpenBars` 0–3 Avoid early volatility UI `showBands` true Displays ±1σ & ±2σ `showMarks` true Shows triggers and exits 🎯 Entry & Exit Logic Long Entry Trigger: `Z < -zEntry` Optional re-cross: prior Z < −zEntry, current Z −zEntry Optional trend bias: current close above HTF SMA Optional ATR filter: distance from mean ATR × K Short Entry Trigger: `Z +zEntry` Optional re-cross: prior Z +zEntry, current Z < +zEntry Optional trend bias: current close below HTF SMA Optional ATR filter: distance from mean ATR × K Exit Conditions Primary exit: `Z < zExit` (price normalized) Time stop: `bars since entry timeStop` Optional ATR stop-loss: ±ATR × multiplier Optional cooldown: no new trade for X bars after exit 🕒 When to Use Intraday (5m) `maLen=120`, `zEntry=1.5`, `zExit=0.3`, `useTrend=false`, `cooldownBars=6` Capture intraday oscillations Minutes → hours Swing (30m–1H) `maLen=200`, `zEntry=1.8`, `zExit=0.4`, `useTrend=true`, `htfTF="D"` Mean-reversion between daily pivots 1–2 days Positional (4H–1D) `maLen=300`, `zEntry=2.0`, `zExit=0.5`, `useTrend=true` Capture multi-day mean reversions Days → weeks 📘 Glossary Z-Score Statistical measure of how far current price deviates from its mean, normalized by standard deviation. Mean Reversion The tendency of price to return to its average after temporary divergence. ATR Average True Range — measures volatility and defines adaptive stop distances. Re-Cross Secondary signal confirming reversal after an extreme. HTF Higher Timeframe — provides macro trend bias (e.g. 1-hour or daily). Cooldown Minimum bars to wait before re-entering after a trade closes. ❓ FAQ Q1: Why are there no trades sometimes? ➡ Check that all filters are off. If still no trades, Z-scores might not breach the thresholds. Lower `zEntry` (1.2–1.4) to increase frequency. Q2: Why does it sometimes fade breakouts? ➡ Mean reversion assumes overextension — disable it during strong trending days or use the HTF filter. Q3: Can I use this for Forex or Crypto? ➡ Yes — but adjust session filters (`useSession=false`) and increase `maLen` for smoother means. Q4: Why is profit factor so high but small overall gain? ➡ Because this script focuses on capital efficiency — low drawdown and steady scaling. Increase position size once stable. Q5: Can I automate this on broker integration? ➡ Yes — the strategy uses standard `strategy.entry` and `strategy.exit` calls, compatible with TradingView webhooks. 🧭 How It Helps Traders This strategy gives: Discipline: no impulsive trades — strict statistical rules. Consistency: removes emotional bias; same logic applies every bar. Scalability: works across instruments and timeframes. Transparency: all signals are derived from visible Z-Score math. It’s ideal for quant-inclined discretionary traders who want rule-based entries but maintain human judgment for context (earnings days, macro news, etc.). 🧱 Final Notes Best used on liquid stocks with continuous price movement. Avoid illiquid or gap-heavy tickers. Validate parameters per instrument — Z behavior differs between equities and indices. Remember: Mean reversion works best in range-bound volatility, not during explosive breakouts. ⚠️ Disclaimer This script is provided for educational purposes only. Past performance does not guarantee future results. Trading involves risk, and users should exercise caution and use proper risk management when applying this strategy.
Estratégia Pine Script®
por kedarcquant
6
Volatility Resonance CandlesVolatility Resonance Candles visualize the dynamic interaction between price acceleration, volatility, and volume energy.
They’re designed to reveal moments when volatility expansion and directional momentum resonate — often preceding strong directional moves or reversals. 🔬 Concept Traditional candles display direction and range, but they miss the energetic structure of volatility itself.
This indicator introduces a resonance model, where ATR ratio, price acceleration, and volume intensity combine to form a composite signal. * ATR Resonance: compares short-term vs. long-term volatility * Acceleration: captures the rate of price change * Volume Energy: reinforces the move’s significance When these components align, the candle color “resonates” — brighter, more intense candles signal stronger volatility–momentum coupling. ⚙️ Features * Adaptive Scaling
Normalizes energy intensity dynamically across a user-defined lookback period, ensuring consistency in changing market conditions. * Power-Law Transformation
Optional non-linear scaling (gamma) emphasizes higher-energy events while keeping low-intensity noise visually subdued. * Divergence Mode
When enabled, colors can invert to highlight energy divergence from candle direction (e.g., bearish pressure during bullish closes). * Customizable Styling
Full control over bullish/bearish base colors, transparency scaling, and threshold sensitivity. 🧠 Interpretation * Bright / High-Intensity Candles → Strong alignment of volatility and directional energy.
Often signals the resonant phase of a move — acceleration backed by volatility expansion and volume participation. * Dim / Low-Intensity Candles → Energy dispersion or consolidation.
These typically mark quiet zones, pauses, or inefficient volatility. * Opposite-Colored Candles (if divergence mode on) → Potential inflection zones or hidden stress in the trend structure. ⚠️ Disclaimer This script is for educational purposes only.
It does not constitute financial advice, and past performance is not indicative of future results. Always do your own research and test strategies before making trading decisions.
Indicador Pine Script®
por BreakoutBarbie
QuantumFlow MTF SystemQuantumFlow MTF System © 2025 Multi-Timeframe Directional Flow & Volatility Alignment Engine QuantumFlow MTF System is designed to synchronize volatility- and trend-based signals from multiple timeframes into a single, structured view of market flow. Concept The system evaluates confirmed Supertrend directions from several lower timeframes, then aggregates them into normalized bullish/bearish values. These values are combined with dual-layer EMA momentum filters to verify directional strength. The resulting matrix provides a precise snapshot of alignment across short- to medium-term market structures. Unlike classical ATR-based systems, QuantumFlow employs multiple ATR layers with multiple deviation factors that have been extensively tested over the years. This multi-ATR framework acts as an adaptive volatility filter, allowing each asset class to respond dynamically to its intrinsic volatility profile. The result is a robust and consistent analytical engine capable of adapting to varying market conditions across assets and timeframes. How It Works - Confirmed Multi-Timeframe Supertrend: Each timeframe calculates a close-confirmed Supertrend direction, preventing repainting and ensuring signal reliability. - Multi-ATR Volatility Model: Several ATR instances with distinct deviation multipliers define volatility thresholds that adjust sensitivity across market conditions. - Dual EMA Structure: Two independent EMA layers act as momentum validators to confirm or filter each Supertrend direction. - Flow Totals Engine: The script sums all directional states into a real-time ratio of bullish vs bearish conditions, visualized through color-coded totals. - Adaptive Alerts: Optional thresholds allow traders to receive alerts when directional imbalance reaches predefined intensity levels. Use Cases - Identify when multiple timeframes align in the same trend direction. - Quantify the relative dominance of bullish or bearish pressure. - Filter trades using adaptive multi-ATR volatility filters per asset type. - Confirm entries by validating multi-timeframe directional consensus. Chart Display QuantumFlow displays a structured table showing the state of each analyzed timeframe and the current flow balance. Works seamlessly on any instrument and timeframe. This invite-only indicator provides a systematic way to analyze directional flow alignment using a multi-ATR volatility engine combined with momentum synchronization across multiple timeframes. --- Author’s Instructions: To request access, please contact the author privately through the TradingView profile.
Indicador Pine Script®
por SocratesFlores
Volatility Dashboard (ATR-Based)Here's a brief description of what this indicator does: - This measures volatility of currents based on ATR (Average True Range) and plots them against the smoothed ATR baseline (SMA of ATR for the same periods). - It categorizes the market as one of the three regimes depending on the above-mentioned ratio: - High Volatility (ratio > 1.2) - Normal Volatility (between 0.8 and 1.2), |- Low Volatility (ratio < 0.8, green) - For each type of trading regime, Value Area (VA) coverage to use: for example: 60-65% in high vol trade regimes, 70% in normal trade regimes, 80-85% in low trade regimes * What you’ll see on the chart: - Compact dashboard in the top-right corner featuring: - ATR (present, default length 20) - ATR Avg (ATR baseline) - The volatility regime identified based on the color-coded background and the coverage recommended for the VA. Important inputs that can be adjusted: - ATR Length (default 20) - “High/Low volatility thresholds” (default values: 1.2 – The VA coverage recommendations for each scheme (text) Purpose: - Quickly determine whether volatility is above/below average and adjust the coverage of the Value Area. If you're using this for the GC1! Use 14 ATR Length, For ES or NQ Use Default Setting(20)
Indicador Pine Script®
por sandunmathers
Golden Ladder – Louay Joha (Wave & Gann Hi/Lo + ATR R-Levels)Overview Golden Ladder is a momentum-and-structure tool that detects three-bar ladder waves and filters them with a Gann Hi/Lo regime guide (SMA-based). When a valid wave aligns with the current Hi/Lo bias and passes optional market filters (ADX, RSI, and proximity to recent extremes), the script prints BUY/SELL n labels (n = wave index) and draws a complete Entry / SL / TP1–TP4 ladder using ATR-based risk units (R) or fixed caps—configured for clarity and consistency. The script also keeps the chart clean: the last trade remains fully drawn while historical groups are trimmed to compact “ENTRY-only” stubs. Why these components together (originality) Three-bar ladder captures short-term momentum structure (progressively higher highs/lows for buys; the reverse for sells). Gann Hi/Lo (SMA of highs/lows with a directional state) acts as a regime filter, reducing counter-trend ladders. ATR-based R ladder turns signals into an actionable plan: a volatility-aware SL and TP1–TP4 that scale across instruments/timeframes. Smart Entry filters (ADX strength, RSI extremes, and distance from recent top/bottom using ATR buffers) seek to avoid low-quality, stretched entries. Slim history keeps only a short ENTRY stub for prior groups, so the signal you just got is always the most readable. This is not a mere mashup; each layer constrains the others to produce fewer, clearer setups. How it works (high-level logic) Regime (Gann Hi/Lo): Compute SMA(high, HPeriod) and SMA(low, LPeriod). Direction state HLv flips when the close crosses above/below its track; one unified Hi/Lo guide is plotted. Ladder signal (structure + confirmation): BUY ladder: three consecutive green bars with rising highs and rising lows and HLv == +1. SELL ladder: mirror conditions with HLv == -1. Signals evaluate intrabar and are controlled by Smart Entry filters (ADX/RSI/extreme checks). Risk ladder (R-based or capped): Default: risk = ATR(atr_len) × SL_multiple and TPs in R. Optional fixed caps by timeframe (e.g., M1/M5) using USD per point. Longs: SL = entry – risk; TPi = entry + (Ri × risk). Shorts: SL = entry + risk; TPi = entry – (Ri × risk). All levels auto-reflow to the right as bars print. Chart hygiene: The latest trade shows ENTRY/SL/TP1–TP4 fully. Older trades are automatically trimmed (only a short ENTRY line remains, with optional label). Alerts: BUY – Smart Entry (Tick) & SELL – Smart Entry (Tick) fire on live-qualified signals. You can connect alerts to your automation, respecting your broker’s risk controls. Inputs (English summary of UI) Label settings: label size; ATR-based vs fixed-tick offsets; leader line width/transparency; horizontal label shift. Gann Hi/Lo: HIGH Period (HPeriod), LOW Period (LPeriod). Market filters: ADX (length, smoothing, minimum), RSI (length + caps), recent extremes (lookback + ATR buffer). Entry/SL/TP Levels: TP1–TP4 (R), label right-shift, show last-trade prices on labels. Fixed SL Caps: per-timeframe caps (M1/M5) via USD per point. How to use Apply on your instrument/timeframe; tune H/L periods and filters to your market (e.g., XAUUSD on M1/M5). Favor signals aligned with the Hi/Lo regime; tighten filters (higher ADX, stricter RSI caps) to reduce noise. Choose ATR-Risk or fixed caps depending on your preferences. The drawing policy ensures the most recent trade remains front-and-center. Notes & limitations Signals can evaluate intrabar; MA-based context is inherently lagging. ATR-based ladders adapt to volatility; extreme spikes can widen risk. This is a technical analysis tool, not financial advice.
Indicador Pine Script®
por waelfawakhiri2
Risk/Reward Ratio Analyzer II by NeW🚀 What is R/RR Analyzer II? This indicator is engineered to reflect professional trade planning directly onto your chart, instantly. It’s not just a drawing tool; it incorporates the intelligence to automatically set a logical Stop Loss (SL) based on market structure, ensuring your risk is always well-defined. 🛡️ New Features & Why You Need It ✅ Full Support! The SL/TP lines are perfectly positioned above and below the entry price for accurate planning. 🧠 Auto Stop Loss Level Mode (Auto SL) Beyond the standard ATR multiplier, this mode detects the nearest structural Pivot (L4/R2) and sets that price as your SL (1R). This means you're using a "meaningful" SL based on actual market structure. If a valid pivot isn't found, it seamlessly falls back to the manual ATR setting. Each line displays the R/RR ratio, the percentage gain, and the crucial required theoretical Win Rate needed for profitability. 💡 Configuration Highlights Three main settings control everything: - Short Mode: Decides your trade direction (Buy/Sell). - Auto SL Mode: Flip ON and let the script suggest optimal, structure-based SL levels. - TP Ratios: Set custom RRR multiples for TP1, TP2, and TP3 (e.g., 1:1, 1:2) directly in the settings. Stop guessing your risk. Add this analyzer to your chart and start planning every trade with market intelligence. Good luck out there! 📈📉
Indicador Pine Script®
por High-potential
SuperTrend Cyan — Split ST & Triple Bands (A/B/C)SuperTrend Cyan — Split ST & Triple Bands (A/B/C) ✨ Concept: The SuperTrend Cyan indicator expands the classical SuperTrend logic into a split-line + triple-band visualization for clearer structure and volatility mapping. Instead of a single ATR-based line, this tool separates SuperTrend direction from volatility envelopes (A/B/C), providing a layered view of both regime and range compression. ✨ The design goal: Preserve the simplicity of SuperTrend Add volatility context via multi-band envelopes Provide a compact MTF (Multi-Timeframe) summary for broader trend alignment ✨ How It Works 1. SuperTrend Core (Active & Opposite Lines) Uses ATR-based bands (Factor × ATR-Length). Active SuperTrend is plotted according to current regime. Opposite SuperTrend (optional) shows potential reversal threshold. 2. Triple Band System (A/B/C) Each band (A, B, C) scales from the median price (hl2) by different ATR multipliers. A: Outer band (wider, long-range context) B: Inner band (mid-range activity) C: Core band (closest to price, short-term compression) Smoothness can be controlled with EMA. Uptrend fills are lime-toned, downtrend fills are red-toned, with adjustable opacity (gap intensity). 3. Automatic Directional Switch When the regime flips from up → down (or vice versa), the overlay automatically switches between lower and upper bands for a clean transition. 4. Multi-Timeframe SuperTrend Table Displays SuperTrend direction across 5m, 15m, 1h, 4h, and 1D frames. Green ▲ = Uptrend, Red ▼ = Downtrend. Useful for checking cross-timeframe trend alignment. ✨ How to Read It Green SuperTrend + Lime Bands - Uptrend regime; volatility expanding upward Red SuperTrend + Red Bands - Downtrend regime; volatility expanding downward Narrow gaps (A–C) - Low volatility / compression (potential squeeze) Wide gaps - High volatility / active trend phase Opposite ST line close to price - Early warning for regime transition ✨ Practical Use Identify trend direction (SuperTrend color & line position). Assess volatility conditions (band width and gap transparency). Watch for MTF alignment: consistent up/down signals across 1h–4h–1D = strong structural trend. Combine with momentum indicators (e.g., RSI, DFI, PCI) for confirmation of trend maturity or exhaustion. ✨ Customization Tips ST Factor / ATR Length - Adjust sensitivity of SuperTrend direction changes Band ATR Length - Controls overall smoothness of volatility envelopes Band Multipliers (A/B/C) - Define how wide each volatility band extends Gap Opacity - Affects visual contrast between layers MTF Table - Enable/disable multi-timeframe display ✨ Educational Value This script visualizes the interaction between trend direction (SuperTrend) and volatility envelopes, helping traders understand how price reacts within layered ATR zones. It also introduces a clean MTF (multi-timeframe) perspective — ideal for discretionary and system traders alike. ✨ Disclaimer This indicator is provided for educational and research purposes only. It does not constitute financial advice or a trading signal. Use at your own discretion and always confirm with additional tools. ─────────────────────────────── 📘 한국어 설명 (Korean translation below) ─────────────────────────────── ✨개념 SuperTrend Cyan 지표는 기존의 SuperTrend를 확장하여, 추세선 분리(Split Line) + 3중 밴드 시스템(Triple Bands) 으로 시장의 구조적 흐름과 변동성 범위를 동시에 시각화합니다. 단순한 SuperTrend의 강점을 유지하면서도, ATR 기반의 A/B/C 밴드를 통해 변동성 압축·확장 구간을 직관적으로 파악할 수 있습니다. ✨ 작동 방식 1. SuperTrend 코어 (활성/반대 라인) ATR×Factor를 기반으로 추세선을 계산합니다. 현재 추세 방향에 따라 활성 라인이 표시되고, “Show Opposite” 옵션을 켜면 반대편 경계선도 함께 보입니다. 2. 트리플 밴드 시스템 (A/B/C) hl2(중간값)를 기준으로 ATR 배수에 따라 세 개의 밴드를 계산합니다. A: 외곽 밴드 (가장 넓고 장기 구조 반영) B: 중간 밴드 (중기적 움직임) C: 코어 밴드 (가격에 가장 근접, 단기 변동성 반영) EMA 스무딩으로 부드럽게 조정 가능. 업트렌드 구간은 라임색, 다운트렌드는 빨간색 음영으로 표시됩니다. 3. 자동 전환 시스템 추세가 전환될 때(Up ↔ Down), 밴드 오버레이도 자동으로 교체되어 깔끔한 시각적 구조를 유지합니다. 4. MTF SuperTrend 테이블 5m / 15m / 1h / 4h / 1D 프레임별 SuperTrend 방향을 표시합니다. 초록 ▲ = 상승, 빨강 ▼ = 하락. 복수 타임프레임 정렬 확인용으로 유용합니다. ✨ 해석 방법 초록 SuperTrend + 라임 밴드 - 상승 추세 및 확장 구간 빨강 SuperTrend + 레드 밴드 - 하락 추세 및 확장 구간 밴드 폭이 좁음 - 변동성 축소 (스퀴즈) 밴드 폭이 넓음 - 변동성 확장, 추세 강화 반대선이 근접 - 추세 전환 가능성 높음 ✨ 활용 방법 SuperTrend 색상으로 추세 방향을 확인 A/B/C 밴드 폭으로 변동성 수준을 판단 MTF 테이블을 통해 복수 타임프레임 정렬 여부 확인 RSI, DFI, PCI 등 다른 지표와 함께 활용 시, 추세 피로·모멘텀 변화를 조기에 파악 가능 ✨ 교육적 가치 이 스크립트는 추세 구조(SuperTrend) 와 변동성 레이어(ATR Bands) 의 상호작용을 시각적으로 학습하기 위한 교육용 지표입니다. 또한, MTF 구조를 통해 시장의 “위계적 정렬(hierarchical alignment)”을 쉽게 인식할 수 있습니다. ✨ 면책 이 지표는 교육 및 연구 목적으로만 제공됩니다. 투자 판단의 책임은 사용자 본인에게 있으며, 본 지표는 매매 신호를 보장하지 않습니다.
Indicador Pine Script®
por Cyan_TPM
Directional Flow Index (DFI) — v2.4Directional Flow Index (DFI) — v2.4 ✨ 1) What DFI measures (conceptual) DFI aims to quantify directional flow —i.e., whether trading activity is skewed toward buying (supportive pressure) or selling (resistive pressure) —and then present it as a normalized oscillator that is easy to compare across symbols and timeframes. It is designed to highlight high-confidence thrusts within a prevailing trend and to detect fatigue as momentum decays. Positive DFI (> 0) : net buy-side pressure dominates. Negative DFI (< 0) : net sell-side pressure dominates. Magnitude reflects intensity after de-trending and Z-score normalization. While multiple “flow” proxies exist, this version emphasizes a True Volume Delta (TVD) workflow (default) that tallies buy vs. sell volume from a lower timeframe (LTF) inside an anchor timeframe bar, producing a more realistic per-bar delta when supported by the symbol’s data. ✨ 2) Core pipeline (how it works) Flow construction (TVD default). Using ta.requestVolumeDelta(LTF, Anchor), the script approximates up-volume vs. down-volume inside each anchor bar. A per-bar delta is derived (with a reset on anchor switches to avoid jumps). If TVD is unsupported on the symbol, DFI can fall back to synthetic proxies (e.g., Synthetic Delta Volume: (close-low)/(high-low) × vol), but TVD is the intended default. CVD-style accumulation. Per-bar delta is cumulatively summed into a running flow line (CVD-like), providing temporal context to the net pressure. High-pass de-trending + smoothing. A high-pass step (EMA-based) removes slow drifts (trend bias) from the CVD line. A short EMA smoothing reduces noise while preserving thrust. Z-score normalization. The de-trended series is standardized (rolling mean/std), so DFI readings are comparable across markets/timeframes. The Signal line is an EMA of DFI and is used for momentum cross checks. SuperTrend (regime filter). A lightweight SuperTrend (ATR len=5, factor=6 by default) provides up/down regime. DFI coloring and alerts can be conditioned on the regime (optional). Fatigue % (0–100). Tracks energy (EMA of |DFI|) vs. peak energy (with adaptive half-life decay). When energy stays far below the decaying peak, Fatigue% rises, suggesting momentum exhaustion. The decay rate adapts to DFI volatility and regime alignment, so decay is faster when thrusts are misaligned with trend, slower when aligned and orderly. Gradient highlight (confidence shading). Histogram color transparency blends three ingredients: DFI strength (|DFI| vs user-set bands) Low fatigue (fresher thrusts score higher) Regime alignment (DFI sign vs SuperTrend direction) Result: darker bars indicate higher confidence in thrust quality; faint bars warn of weaker, stale, or misaligned pushes. ✨ 3) Interpreting the plots DFI histogram (columns): Green above zero for buy-side thrust, Red below zero for sell-side thrust. Opacity encodes confidence (darker = stronger alignment & lower fatigue). Signal (line): EMA of DFI used for momentum regime checks. Zero line: structural reference for thrust crossovers. Fatigue Table (optional): shows Fatigue%, SuperTrend regime, and selected Flow Method. ✨ 4) Alerts (examples) Long Thrust: DFI crosses above zero while in Up regime. Short Thrust: DFI crosses below zero while in Down regime. Loss of Momentum (Up): DFI crosses below Signal while DFI > 0 (warns of weakening long thrust). Loss of Momentum (Down): DFI crosses above Signal while DFI < 0 (warns of weakening short thrust). ✨ 5) How to set the TVD Lower TF (important) TVD needs a sensible LTF/Anchor ratio for balanced accuracy and performance. As a rule of thumb, aim for ~30–120 LTF bars inside one anchor bar: 1h chart → 1–2m LTF (if seconds not available). 4h → 3–5m. 1D → 15–30m. 1W → 1–2h. 1M → 4h–1D. Notes: Some symbols/exchanges do not provide seconds. Too small an LTF can be heavy/noisy; too large becomes coarse/laggy. ✨ 6) Practical usage patterns Trend-following entries: Look for DFI > 0 in Up regime (green) with low Fatigue%, and DFI crossing above zero or above its Signal. Prefer darker (higher-confidence) histogram bars. Trend-following exits / de-risking: Rising Fatigue% toward your high threshold (e.g., 80–90) suggests exhaustion. DFI vs Signal crosses against your position can be used to scale down. Avoid chop: When DFI oscillates around zero with faint bars and Fatigue% rises quickly, quality is low—be selective. ✨ 7) Inputs (summary) Flow Method: default True Volume Delta (LTF scan); synthetic fallbacks available. Processing: Detrend length, smoothing EMA, Z-score window, Signal EMA. Regime: SuperTrend ATR length & factor (default 5 & 6). Fatigue%: EMA length, base half-life, adaptive volatility coupling (enable/disable, sensitivity). UI Highlight: strength thresholds, fatigue cap, alignment weights, opacity range. Table: toggle Fatigue table, decimals, position. ✨ 8) Compatibility & performance notes TVD requires supported data for the symbol; if unavailable, DFI can switch to synthetic deltas. Smaller LTFs increase request load and may introduce noise; prefer a balanced ratio. The indicator is designed to be self-contained; no other overlays are needed to read the outputs. ✨ 9) Limitations and good practice This is an oscillator, not a price predictor. Extreme values can persist in strong trends. Normalization (Z-score) makes values comparable, but distributions differ across assets/timeframes. Always combine with risk management and position sizing; avoid interpreting any single condition as a guarantee. ✨ 10) Disclaimer This script is for educational purposes only and does not constitute financial advice. Trading involves risk, including possible loss of principal. --------------------------------------------------------------------------------------------------------------------- 한국어 번역 / Korean version below ✨DFI란 무엇인가? DFI는 시장의 매수·매도 우위를 Flow(흐름) 형태로 분석하여 그 에너지를 정규화된 오실레이터로 표현하는 지표입니다. 가격의 단순 변동이 아니라, “얼마나 일관성 있는 압력(Flow)이 유지되는가”를 보여줍니다. DFI > 0: 매수세 우위 (상방 압력) DFI < 0: 매도세 우위 (하방 압력) 값의 크기: 모멘텀의 강도 (Z-score 기반 정규화) 기본 방식인 True Volume Delta (TVD) 는 상위 봉(Anchor) 내부의 하위 타임프레임(LTF) 데이터를 스캔해 실제 매수/매도 체결량 차이를 계산합니다. 이로써 단순 가격 변화가 아닌 실제 체결 흐름의 방향성을 반영합니다. ✨DFI의 계산 과정 (개념적 흐름) 1. Flow 계산 (TVD 또는 대체 방식) ta.requestVolumeDelta()를 사용하여 상·하위 TF간 볼륨 델타를 계산합니다. TVD 미지원 심볼은 자동으로 Synthetic Delta Volume 등 대체 방식으로 전환됩니다. 2. 누적(CVD) 구성 Flow를 CVD처럼 누적하여 순매수/순매도 압력을 누적 추적합니다. 3. 고역통과(High-pass) 필터 누적 흐름(CVD)에서 장기 추세 성분을 제거하여 순수한 변동 에너지만 남깁니다. 4. Z-score 정규화 평균과 표준편차로 표준화해 DFI의 크기를 **일정한 스케일(0 중심)**로 만듭니다. 다른 종목·시간대 간 비교가 용이합니다. 5. SuperTrend 레짐(추세 상태) 인식 ATR 기반 ST(기본: Length=5, Factor=6)를 통해 시장이 상승/하락/중립 중 어디에 있는지를 감지합니다. DFI 컬럼 색상 및 알림은 이 ST 방향에 따라 동작합니다 6. Fatigue% (피로도 지수) 최근 에너지 평균과 역사적 피크(감쇠)를 비교해 0~100%로 “신선도”를 표현합니다. 높을수록 피로한 상태, 낮을수록 신선한 추세. 또한 변동성과 정렬 여부에 따라 Adaptive Half-Life로 감쇠 속도가 자동 조정됩니다. 7. 그라디언트 하이라이트 (Gradient Highlight) DFI 강도(|DFI|), Fatigue%, 레짐 정렬 상태를 종합해 히스토그램의 투명도를 연속적으로 변화시킵니다. 강하고 신선하며 정렬된 추세일수록 더 진하게 표시, 반대로 약하거나 피로한 구간은 흐리게 표시됩니다. ✨DFI 차트 해석법 DFI 히스토그램 (컬럼): 위로 향한 초록색 = 매수 우위, 아래로 향한 빨강색 = 매도 우위. 진할수록 “신뢰도 높은 흐름(Aligned + Low Fatigue)” 흐릴수록 “노이즈성 움직임 / 피로 구간” Signal 선: DFI의 EMA. DFI와의 교차는 모멘텀 전환 신호로 사용. Zero 선: 추세 전환의 기준선. Fatigue Table: Fatigue%, Regime, Flow Method 정보를 실시간 표시. ✨알림 조건 (Alerts) DFI Long Thrust: 상승 레짐에서 DFI가 0 위로 돌파. DFI Short Thrust: 하락 레짐에서 DFI가 0 아래로 돌파. Loss of Momentum (Up): DFI>0 상태에서 Signal 아래로 하락. Loss of Momentum (Down): DFI<0 상태에서 Signal 위로 상승. TVD (True Volume Delta) 설정 가이드 TVD는 Anchor:LowerTF = 약 30~120배 비율이 가장 효율적입니다. 1시간봉 -> 30초~2분 4시간봉 -> 2~8분 일봉(1D) -> 12~48분 주봉(1W) -> 1~4시간 월봉(1M) -> 4시간~ 1일 참고: 일부 거래소는 초 단위를 지원하지 않습니다 → 분 단위로 대체. 너무 짧은 LTF → 과부하/노이즈, 너무 긴 LTF → 신호 지연/정밀도 저하. ✨활용 전략 예시 추세 추종 (Trend-following): Up Regime에서 DFI>0 & Fatigue% 낮을 때 롱 신호 우선. DFI가 Signal 위로 돌파하는 시점이 thrust 시작점. 리스크 축소 (De-risking): Fatigue%가 80~90 이상이면 추세 과열로 간주. DFI가 Signal을 역방향으로 교차 시 포지션 축소 고려. 횡보 회피: DFI가 0선 부근에서 얕게 진동하며 흐릿하게 표시될 때는 방향성이 약한 구간 → 진입 회피. ✨한계 및 권장 사용법 TVD는 심볼/거래소의 지원 여부에 따라 제한될 수 있습니다. Z-score 정규화로 수치 간 비교는 용이하지만, 자산마다 분포 특성이 달라 절대값 해석은 주의 필요. Fatigue%는 “모멘텀 신선도” 개념이지, 반전 타이밍이 아닙니다. 리스크 관리 및 전략적 컨텍스트 안에서 사용하세요. ✨면책 (Disclaimer) 이 스크립트는 교육용 도구(Educational purpose)이며, 투자 조언(Financial advice)이 아닙니다. 모든 트레이딩에는 손실의 위험이 있으며, DFI의 신호나 수치가 수익을 보장하지 않습니다. ✨정리 DFI는 단순한 “추세 오실레이터”가 아니라, 에너지의 흐름 + 피로도 + 레짐 정렬이라는 3요소를 결합해 “지속 가능한 방향성”을 시각적으로 표현하는 지표입니다. 즉, 단순한 ‘방향’이 아니라 “추세의 질(Quality)”을 보여주는 새로운 형태의 Flow 분석 도구입니다.
Indicador Pine Script®
por Cyan_TPM
Lylytics Supertrend FakeoutOverview This is an enhanced version of the classic Supertrend indicator that helps identify false breakouts (fakeouts) before committing to a trend change. It's designed to reduce whipsaws and improve trade timing by filtering out brief price movements that don't result in genuine trend reversals. What Problem Does It Solve? Standard Supertrend indicators change direction immediately when price crosses the trend line. This can lead to: - False signals during choppy markets - Premature entries that get stopped out - Frequent trend changes that aren't sustainable This indicator adds a "grace period" that allows price to briefly cross the Supertrend line without triggering an immediate trend change, helping you avoid these false signals. How It Works Core Concept The indicator tracks potential trend changes but waits to confirm them. When price crosses the Supertrend line: 1. A fakeout detection period begins 2. If price returns within the limits, it's marked as a fakeout (triangle appears) 3. If price continues beyond the limits, the trend officially changes Key Parameters ATR Length (14): Period for calculating Average True Range, which measures volatility. ATR Multiplier (3.0): Distance of the Supertrend line from price. Higher = wider bands, fewer signals. Fakeout Bar Limit (5): Maximum number of bars to wait before confirming a trend change. If price stays beyond the line for more than this many bars, the trend changes. Fakeout ATR Multiplier (1.5): How far price must move to force an immediate trend change, regardless of bar limit. Measured in ATR units. Fakeout Type: - High/Low: Uses candle wicks for detection (more sensitive) - Close: Uses closing prices only (more conservative) Visual Signals - Green Line: Bullish trend (price above support) - Red Line: Bearish trend (price below resistance) - Green Triangle (▲): Bullish fakeout detected - price tested below but bounced back - Red Triangle (▼): Bearish fakeout detected - price tested above but pulled back - Shaded Area: Fill between price and Supertrend line Use on Volatile Chart! Higher Timeframes - Use on 4H, Daily, or Weekly charts for more reliable signals - Better for swing trading and position trading - Fewer false signals, clearer trend identification Lower Timeframes (Scalping/Day Trading) - Can be used on 5m, 15m, or 1H charts - Recommended adjustments: - Reduce ATR Length for faster response - Increase ATR Multiplierto filter noise - Lower Fakeout Bar Limit - Use "Close" mode instead of "High/Low" for cleaner signals - Expect more signals but combine with volume and price action confirmation Trading Strategy 1. Trend Following: Trade in the direction of the colored line (green = buy, red = sell) 2. Fakeout Confirmations: Triangles show rejected breakouts, confirming trend strength 3. Trend Changes: When the line color changes, consider position adjustments Alerts Available - Bullish Fakeout Detected - Bearish Fakeout Detected - Any Fakeout - Trend Changed to Bullish - Trend Changed to Bearish Best Practices - Adjust ATR Multiplier based on asset volatility (stocks: 2-3, crypto: 3-4) - Lower Fakeout Bar Limit for faster response, higher for fewer false signals - Combine with support/resistance levels for confirmation - Use multiple timeframe analysis for better context About the Supertrend Concept The Supertrend indicator was developed by Olivier Seban, a French trader and author. Seban created this indicator to provide a simple yet effective trend-following system based on Average True Range (ATR). His approach focused on identifying the current market trend and providing clear entry/exit signals. The original Supertrend quickly became popular among traders for its simplicity and effectiveness in trending markets. This Fakeout version builds upon Seban's foundation by adding intelligent filtering to reduce false signals while maintaining the indicator's core trend-following principles. Technical Notes This indicator uses a state-based approach to track potential trend changes and validates them against time and distance thresholds before confirming. It's built on Pine Script v6 and works on all TradingView charts. --- This indicator helps you stay in trends longer and avoid premature exits during temporary price fluctuations.
Indicador Pine Script®
por Lylytics
2
THAIT Moving Averages Tight within # ATR EMA SMA convergence THAIT(tight) indicator is a powerful tool for identifying moving average convergence in price action. This indicator plots four user-defined moving averages (EMA or SMA). It highlights moments when the MAs converge within a user specified number of ATRs, adjusted by the 14-period ATR, signaling potential trend shifts or consolidation. A convergence is flagged when MA1 is the maximum, the spread between MAs is tight, and the price is above MA1, excluding cases where the longest MA (MA4) is the highest. The indicator alerts and visually marks convergence zones with a shaded green background, making it ideal for traders seeking precise entry or exit points.
Indicador Pine Script®
por Imready4
Kalman Exponential SuperTrendThe Kalman Exponential SuperTrend is a new, smoother & superior version of the famous "SuperTrend". Using Kalman smoothing, a concept from the EMA (Exponential Moving Average), this script leverages the best out of each and combines it into a single indicator. How does it work? First, we need to calculate the Kalman smoothed source. This is a kind of complex calculation, so you need to study it if you want to know how it works precisely. It smooths the source of the SuperTrend, which helps us smooth the SuperTrend. Then, we calculate "a" where: n = user defined ATR length a = 2/(n+1) Now we calculate the ATR over "n" period. Classical calculation, nothing changed here. Now we calculate the SuperTrend using the Kalman smoothed source & ATR where: kalman = kalman smoothed source ATR = Average True Range m = Factor chosen by user. Upper Band = kalman + ATR * m Lower Band = kalman - ATR * m Now we just smooth it a bit further using the "a" and a concept from the EMA. u1 = Upper Band a bar ago l1 = Lower Band a bar ago u = Upper Band l = Lower Band Upper = u1 * (1-a) + u * a Lower = l1 * (1-a) + u * a When the classical (not Kalman) source crosses above the Upper, it indicates an uptrend. When it crosses below the Lower, it indicates a downtrend. Methodology & Concepts When I took a look at the classical SuperTrend => It was just far too slow, and if I made it faster it was noisy as hell. So I decided I would try to make up for it. I tried the gaussian, bilateral filter, but then I tried kalman and that worked the best, so I added it. Now it was still too noisy and unconsistent, so I revisited my knowledge of concepts and picked the one from the EMA, and it kinda solved it. In the core of the indicator, all it does is combine them in a really simple way, but if you go more deeply you see how it fits the puzzlé really well. It is not about trying out random things´=> but about seeking what it is missing and trying to lessen its bad side. That is the entire point of this indicator => Offer a unique approach to the SuperTrend type, that lessen the bad sides of it. I also added different plotting types, this is so everyone can find their favorite Enjoy Gs!
Indicador Pine Script®
por MisinkoMaster
Simplified Fear & Greed Index (SFGI) by NeW📌 Overview This indicator provides a Simplified Fear & Greed Index (SFGI), a general-purpose sentiment tool designed to analyze the psychological state of any single security or asset (including individual stocks, indices, and crypto). While traditional Fear & Greed indices are fixed on the broad market, the SFGI calculates sentiment based on the internal metrics of the specific asset currently viewed. The index ranges from 0 (Extreme Fear) to 100 (Extreme Greed). 📊 Methodology (Internal Factors) The SFGI index is calculated by normalizing and combining several key factors over a rolling period: Price Momentum: Deviation from a long-term Simple Moving Average (SMA). 52-Week Range Deviation: Current price position within the 52-week high-low range. Volatility: Momentum of the Average True Range (ATR) / SMA of ATR. A/D Line Momentum: Momentum of the Accumulation/Distribution Line, indicating the quality of buying/selling volume. (Optional) Put/Call Ratio (PCR): The input Include Put/Call Ratio Factor allows you to include an external, broad-market factor (like USI:PC or INDEX:CPC) for correlation analysis. ⚠️ Important Note: Combine with Other Analysis THIS IS A SIMPLIFIED SENTIMENT TOOL. This indicator is intended to be used only as a supplementary tool for market timing and sentiment confirmation. You must combine this index with comprehensive technical analysis (price action, volume, support/resistance) and fundamental research. Do not rely on this index alone for making any trading decisions. Use it to gauge the psychological state of the market for the specific asset you are viewing.
Indicador Pine Script®
por High-potential
Smart ATR - Position Sizing for YM Dow JonesSmart ATR includes all basic functionality of ATR + an EMA of ATR. The EMA can give you a baseline or long-term perspective of what ATR normally is. The built-in, automatic sizing tool will display a recommended number of contracts each bar, based upon a multiple of the current ATR. Supports fractional tick values for MYM by clicking the down arrow. Supports fractional ATR values, such as 1.5x. Updates contract sizing on each new bar. This indicator will maintain your RR as volatility increases and decreases. Currently only optimized for YM, will publish other versions if there is an interest.
Indicador Pine Script®
por clowery
DTR & ATR with live zonesThis indicator is designed to help traders gauge the day's volatility in real-time. It compares the current Daily True Range (DTR)—the distance between the session's high and low—to the historical Average True Range (ATR). The main purpose is to project potential price levels where the market might reach based on its average volatility. These levels (100% ATR, 150%, 200%, etc.) can be used as price targets. For instance, if you're in a long trade, you might consider taking partial or full profits as the price approaches these upper ATR extension levels. The indicator is highly customisable, allowing you to control the appearance of the ATR lines, zones, and labels to fit your charting preferences. Core Concepts: ATR and DTR To use this indicator effectively, it's important to understand its two main components: Average True Range (ATR): This is a classic technical analysis indicator that measures market volatility. It calculates the average range of price movement over a specific period (e.g., 14 days). A higher ATR means the price is, on average, moving more, while a low ATR indicates less volatility. This script uses a higher timeframe ATR (e.g., Daily) to establish a stable volatility baseline for the current trading day. Daily True Range (DTR): This is simply the difference between the current trading session's highest high and lowest low (session high - session low). It tells you how much the price has actually moved so far today. The indicator's logic revolves around comparing the live, unfolding DTR to the historical, baseline ATR. An on-screen table conveniently shows this comparison as a percentage, to show how volatile the day has been. How It Works: The Dynamic & Locked Mechanism The most clever part of this indicator is how it draws the ATR levels. It operates in two distinct phases during the trading session: Phase 1: Dynamic Expansion (Before DTR meets ATR) At the start of the session, the DTR is small. The indicator calculates the remaining range needed to "complete" the 100% ATR level (difference = avg_atr - dtr). It then adds this remaining amount to the session high and subtracts it from the session low. This creates a "floating" 100% ATR range that expands dynamically as the session high or low is extended. Phase 2: The Lock-in (After DTR meets or exceeds ATR) Once the day's range (DTR) becomes equal to or greater than the avg_atr, the day has met its "expected" volatility. At this point, the levels lock in place. The indicator intelligently determines the anchor point for the locked range. Once this primary 100% ATR range is established (either dynamically or locked), the script projects the other levels (150%, 200%, 250%, and 300%) by adding or subtracting multiples of the avg_atr from this base. How to Use It for Trading The primary use of this indicator is to set logical, volatility-based price targets. Setting Profit Targets: If you enter a long position, the upper ATR levels (100%, 150%, 200%) serve as excellent areas to consider taking profits. A move to the 200% or 250% level often signifies an overextended or "exhaustion" move, making it a high-probability exit zone. For short positions, the lower ATR levels serve the same purpose. Assessing Intraday Momentum: The on-screen table tells you how much of the expected daily range has been used. If it's early in the session and the DTR is only at 30% of the ATR, you can anticipate more significant price movement is likely to come. Conversely, if the DTR is already at 150% of ATR, the bulk of the day's move may already be complete. Mean Reversion Signals: If the price pushes to an extreme level (e.g., 250% ATR) and shows signs of stalling (e.g., bearish divergence on an oscillator), it could signal a potential reversal or pullback, offering an opportunity for a counter-trend trade. Key Settings ATR Length & Smoothing Type: These settings control how the baseline ATR is calculated. The default 14 period and RMA smoothing are standard, but you can adjust them to your preference. Session Settings: This is crucial. You must set the Market Session and Time Zone to match the primary trading hours of the asset you are analysing (e.g., "0930-1600" for the NYSE session). Show Lines / Show Labels / Show Zones: The script gives you full control over the visual display. You can toggle each ATR level's lines, labels, and background zones individually to avoid a cluttered chart and focus only on the levels that matter to your strategy.
Indicador Pine Script®
por Mereep01
3
NNFX Lite Precision Strategy - Balanced Risk Management🎯 Overview The NNFX Lite Precision Strategy is a complete trading system designed for consistent, risk-managed trading at 4H timeframe and BTC/USD. It combines simple yet effective technical indicators with professional-grade risk management, including automatic position sizing and multiple take-profit levels. This strategy is based on the No Nonsense Forex (NNFX) methodology enhanced with modern risk management techniques. ✨ Key Features 🛡️ Professional Risk Management - Automatic 1% Position Sizing: Every trade risks exactly 1% of your account equity, calculated automatically based on stop loss distance - Multiple Take-Profit Levels: Scale out at 33%, 50%, and 100% of position at 2 ATR, 3 ATR, and 4.5 ATR respectively - Trailing Stop Protection: Activates after 2 ATR profit to protect gains while letting winners run - Average Risk/Reward: 2:1 to 3:1 depending on exit level - ATR-Based Stops: 1.5× ATR stop loss provides proper breathing room while managing risk 📊 Technical Indicators - **Baseline**: 21-period EMA for trend direction - Confirmation 1: SuperTrend (7-period ATR, 2.0 multiplier) for trend validation - Confirmation 2: 14-period RSI for momentum and overbought/oversold zones - Volume Filter: Requires 1.4× average volume for quality setups - Exit Indicator: Multiple TP levels with trailing stop 🎛️ Precision Filters (All Configurable) 1. Trend Strength: Requires 3+ consecutive bars in same SuperTrend direction 2. Momentum Alignment: Baseline and RSI must be rising (long) or falling (short) for 2 bars 3. Volume Confirmation: Entry volume must exceed 1.4× of 20-bar average 4. Cooldown Period: 4-bar minimum between entries to prevent overtrading 5. Optional Filters: Distance from baseline, RSI strength threshold, strong momentum (3-bar) 📈 Entry Conditions LONG Entry Requirements: - Price above 21 EMA (current and previous bar) - SuperTrend GREEN and confirmed for 3+ bars - RSI between 50-70 (bullish but not overbought) - EMA and RSI both rising (momentum alignment) - Volume > 1.4× average - At least 4 bars since last entry - No current position SHORT Entry Requirements: - Price below 21 EMA (current and previous bar) - SuperTrend RED and confirmed for 3+ bars - RSI between 30-50 (bearish but not oversold) - EMA and RSI both falling (momentum alignment) - Volume > 1.4× average - At least 4 bars since last entry - No current position 🚪 Exit Conditions Multiple Take-Profit Strategy: - TP1 (2.0 ATR): Exit 33% of position = 1.33:1 R:R - TP2(3.0 ATR): Exit 50% of remaining = 2:1 R:R - TP3 (4.5 ATR): Exit 100% remaining = 3:1 R:R Trailing Stop: - Activates after 2 ATR profit - Trails by 1 ATR offset - Protects profits while allowing trend continuation Stop Loss: - 1.5× ATR from entry - Risks exactly 1% of account (via automatic position sizing) Opposite Signal Exit: - Closes position if opposite direction signal appears (no reversal entry, clean exit only) ⚙️ Customizable Settings Trading Parameters: - Enable/Disable Longs and Shorts independently - Adjustable Risk % (default: 1.0%) - Entry label display options Precision Filters (All Optional): - Trend Strength: Toggle ON/OFF, adjustable bars (1-10) - Momentum Alignment: Toggle standard or strong (3-bar) momentum - Volume Filter: Toggle ON/OFF, adjustable multiplier (1.0-3.0×) - Cooldown: Adjustable bars between entries (0-20) - Distance Filter: Optional distance requirement from baseline - RSI Strength: Optional RSI strength threshold for entries Indicator Parameters: - Baseline EMA Period (default: 21) - SuperTrend ATR Period (default: 7) - SuperTrend Multiplier (default: 2.0) - RSI Period (default: 14) - Volume MA Period (default: 20) - ATR Period for exits (default: 14) 📊 Expected Performance Balanced Default Settings: - Trade Frequency: 8-15 trades per month (4H timeframe) - Win Rate**: 55-70% - Profit Factor: 2.5-3.5 - Average Win: +2.0% to +3.0% - Average Loss: Exactly -1.0% - Risk Consistency: Every trade risks exactly 1% Note: Performance varies by market, timeframe, and market conditions. Past performance does not guarantee future results. 🕐 Recommended Timeframes - Daily (1D): Best for swing trading, high-quality signals - 4-Hour (4H): Optimal balance of frequency and accuracy 💎 Best Use Cases Ideal For: ✅ Cryptocurrency (BTC, ETH, major alts) ✅ Stock indices (SPX, NDX, DJI) ✅ Individual stocks with good liquidity ✅ Commodities (Gold, Silver, Oil) Works Best In: ✅ Trending markets ✅ Normal to high volatility ✅ Liquid instruments with tight spreads ✅ Markets with clear directional movement Less Effective In: ⚠️ Choppy/sideways markets (use filters) ⚠️ Low liquidity instruments ⚠️ During major news events (use cooldown) ⚠️ Extremely low volatility periods 🎓 How to Use 1. Initial Setup: - Add strategy to chart - Set initial capital to match your account - Verify commission settings (default: 0.05%) - Adjust risk % if desired (default: 1% recommended) 2. Customize Filters: - **Conservative**: Enable all filters, increase thresholds - **Balanced** (Default): Standard filter settings - **Aggressive**: Disable optional filters, lower thresholds 3. Backtest: - Run on historical data (minimum 2 year) - Check Strategy Tester results - Verify profit factor > 2.0 - Ensure win rate > 50% - Review individual trades 4. Forward Test: - Paper trade for 2-4 weeks - Monitor performance vs backtest - Adjust filters if needed 5. Live Trading: - Start with small position sizes - Monitor risk per trade (should be consistent 1%) - Let take-profit levels work automatically - Don't override the system ⚠️ Important Notes Risk Management: - This strategy calculates position size automatically based on your risk % setting - Default 1% risk means each losing trade costs 1% of your account - Ensure you have sufficient capital (minimum $1,000 recommended) - Stop loss distance varies with ATR (volatile markets = larger SL = smaller position) Market Conditions: - Strategy performs best in trending markets - Use higher cooldown settings in choppy conditions - Consider disabling in extremely volatile news events - May underperform during prolonged consolidation Execution: - Strategy uses limit orders for TP levels - Slippage can affect actual entry/exit prices - Commission settings should match your broker - High-spread instruments will reduce profitability 🔧 Configuration Profiles Conservative (High Accuracy, Fewer Trades): Trend Bars: 4-5 Strong Momentum: ON Volume Multiplier: 1.6-1.8× Cooldown: 6-8 bars Distance Filter: ON RSI Strength: ON Expected: 4-8 trades/month, 65-80% win rate Balanced (Default - Recommended): Trend Bars: 3 Strong Momentum: OFF Volume Multiplier: 1.4× Cooldown: 4 bars Distance Filter: OFF RSI Strength: OFF Expected: 8-15 trades/month, 55-70% win rate Aggressive (More Trades): Trend Bars: 2 Momentum: OFF Volume Multiplier: 1.2× Cooldown: 2 bars All Optional Filters: OFF Expected: 15-25 trades/month, 50-60% win rate 📚 Strategy Logic Core Philosophy: This strategy follows the principle that consistent, properly-managed trades with positive expectancy will compound over time. It doesn't try to catch every move or avoid every loss - instead, it focuses on: 1. Quality Setups: Multiple confirmations reduce false signals 2. Proper Position Sizing: 1% risk ensures survivability 3. Asymmetric Risk/Reward: Average wins exceed average losses 4. Scaling Out: Partial profits reduce stress and lock in gains 5. Trailing Stops: Capture extended trends without guessing tops/bottoms Not Included: - No martingale or position averaging - No grid trading or pyramiding - No reversal trades (clean exit only) - No look-ahead bias or repainting - No complicated formulas or curve-fitting 🎯 Performance Tips 1. Let the System Work: Don't override exits or entries manually 2. Respect the Risk: Keep risk at 1% per trade maximum 3. Monitor Equity Curve: Smooth upward = good, choppy = adjust filters 4. Adapt to Conditions: Use conservative settings in uncertain markets 5. Track Statistics: Keep a journal of trades and performance 6. Stay Disciplined: The strategy's edge comes from consistency 7. Update Periodically: Review and adjust filters monthly ✅ Advantages ✅ Automated Risk Management: Position sizing calculated for you ✅ Multiple Exit Levels: Reduces stress, improves R:R ✅ Highly Customizable: Adjust to your trading style ✅ Simple Indicators: Easy to understand and verify ✅ No Repainting: Signals don't disappear or change ✅ Proper Backtesting: All calculations use confirmed bars ✅ Works on All Timeframes: From 15M to Daily ✅ Universal Application: Forex, crypto, stocks, indices ✅ Visual Feedback: Background colours show setup alignment ✅ Clean Code: Well-documented Pine Script v5 ⚠️ Limitations ⚠️ Requires Trending Markets: Underperforms in consolidation ⚠️ Not a Holy Grail: Will have losing trades and drawdowns ⚠️ Needs Proper Capital: Minimum $1,000 recommended ⚠️ Slippage Impact: Real-world execution may differ ⚠️ Backtesting Bias: Past results don't guarantee future performance ⚠️ Learning Curve: Optimal settings require experimentation ⚠️ Market Dependent: Some markets work better than others 📊 Statistics to Monitor When evaluating this strategy, focus on: 1. Profit Factor: Should be > 2.0 (higher is better) 2. Win Rate: Target 50-70% (varies by settings) 3. Average Win vs Average Loss: Should be at least 1.5:1 4. Maximum Drawdown: Keep under 15-20% 5. Consistency: Look for steady equity curve 6. Number of Trades: Minimum 30-50 for statistical relevance 7. Risk/Trade: Should be consistent around 1% 🔐 Risk Disclaimer IMPORTANT: Trading carries substantial risk of loss and is not suitable for all investors. Past performance is not indicative of future results. This strategy is provided for educational purposes and should not be considered financial advice. Before using this strategy with real money: - Thoroughly backtest on historical data - Forward test on a demo account - Understand your broker's execution and fees - Only risk capital you can afford to lose - Consider consulting with a financial advisor - Start with small position sizes - Monitor performance regularly The creator of this strategy: - Makes no guarantees of profitability - Is not responsible for any trading losses - Recommends proper risk management at all times - Suggests thorough testing before live use 📞 Support & Updates - Version: 1.0 (Pine Script v6) - Last Updated**: 2025 - Tested On: Multiple forex pairs, crypto, indices - Minimum TradingView Plan: Free (backtesting included) For questions, suggestions, or bug reports, please comment below or send a message.
Estratégia Pine Script®
por Russoo_trades
Axel Smart TrendAxel Smart Trend is a dynamic system for identifying and tracking market trends. It combines ATR-based volatility analysis, EMA smoothing, and Fibonacci-anchored zones to show current trend direction and potential reversal areas. Axel Smart Trend is a dynamic system for identifying and tracking market trends. It combines ATR-based volatility analysis, EMA smoothing, and Fibonacci-anchored zones to display current trend direction and key reaction areas. The indicator adapts to changing market volatility, automatically switching between bullish and bearish phases. Colored clouds visualize the active trend and act as dynamic support and resistance zones during trend continuation. Cross markers on the chart highlight moments when the price approaches important cloud levels. These crosses are not buy or sell signals, but rather a visual indication that the market has entered a zone of increased interest. Main parameters: The ATR period and multiplier define the sensitivity to volatility. The EMA length controls the depth of trend smoothing. Signal strength and cooldown settings adjust the precision and frequency of the markers. Practical use: Green crosses tend to appear near potential support areas, while red crosses form near resistance or overbought zones. The clouds help assess trend strength and possible pullback levels. Best suited for daily and weekly charts. Disclaimer: This indicator is intended for analytical and educational purposes only. It does not provide financial advice or trading recommendations, and past performance does not guarantee future results.
Indicador Pine Script®
por AxelAlts