Hurst Exponent Oscillator [PhenLabs]📊 Hurst Exponent Oscillator -
Version: PineScript™ v5
📌 Description
The Hurst Exponent Oscillator (HEO) by PhenLabs is a powerful tool developed for traders who want to distinguish between trending, mean-reverting, and random market behaviors with clarity and precision. By estimating the Hurst Exponent—a statistical measure of long-term memory in financial time series—this indicator helps users make sense of underlying market dynamics that are often not visible through traditional moving averages or oscillators.
Traders can quickly know if the market is likely to continue its current direction (trending), revert to the mean, or behave randomly, allowing for more strategic timing of entries and exits. With customizable smoothing and clear visual cues, the HEO enhances decision-making in a wide range of trading environments.
🚀 Points of Innovation
Integrates advanced Hurst Exponent calculation via Rescaled Range (R/S) analysis, providing unique market character insights.
Offers real-time visual cues for trending, mean-reverting, or random price action zones.
User-controllable EMA smoothing reduces noise for clearer interpretation.
Dynamic coloring and fill for immediate visual categorization of market regime.
Configurable visual thresholds for critical Hurst levels (e.g., 0.4, 0.5, 0.6).
Fully customizable appearance settings to fit different charting preferences.
🔧 Core Components
Log Returns Calculation: Computes log returns of the selected price source to feed into the Hurst calculation, ensuring robust and scale-independent analysis.
Rescaled Range (R/S) Analysis: Assesses the dispersion and cumulative deviation over a rolling window, forming the core statistical basis for the Hurst exponent estimate.
Smoothing Engine: Applies Exponential Moving Average (EMA) smoothing to the raw Hurst value for enhanced clarity.
Dynamic Rolling Windows: Utilizes arrays to maintain efficient, real-time calculations over user-defined lengths.
Adaptive Color Logic: Assigns different highlight and fill colors based on the current Hurst value zone.
🔥 Key Features
Visually differentiates between trending, mean-reverting, and random market modes.
User-adjustable lookback and smoothing periods for tailored sensitivity.
Distinct fill and line styles for each regime to avoid ambiguity.
On-chart reference lines for strong trending and mean-reverting thresholds.
Works with any price series (close, open, HL2, etc.) for versatile application.
🎨 Visualization
Hurst Exponent Curve: Primary plotted line (smoothed if EMA is used) reflects the ongoing estimate of the Hurst exponent.
Colored Zone Filling: The area between the Hurst line and the 0.5 reference line is filled, with color and opacity dynamically indicating the current market regime.
Reference Lines: Dash/dot lines mark standard Hurst thresholds (0.4, 0.5, 0.6) to contextualize the current regime.
All visual elements can be customized for thickness, color intensity, and opacity for user preference.
📖 Usage Guidelines
Data Settings
Hurst Calculation Length
Default: 100
Range: 10-300
Description: Number of bars used in Hurst calculation; higher values mean longer-term analysis, lower values for quicker reaction.
Data Source
Default: close
Description: Select which data series to analyze (e.g., Close, Open, HL2).
Smoothing Length (EMA)
Default: 5
Range: 1-50
Description: Length for smoothing the Hurst value; higher settings yield smoother but less responsive results.
Style Settings
Trending Color (Hurst > 0.5)
Default: Blue tone
Description: Color used when trending regime is detected.
Mean-Reverting Color (Hurst < 0.5)
Default: Orange tone
Description: Color used when mean-reverting regime is detected.
Neutral/Random Color
Default: Soft blue
Description: Color when market behavior is indeterminate or shifting.
Fill Opacity
Default: 70-80
Range: 0-100
Description: Transparency of area fills—higher opacity for stronger visual effect.
Line Width
Default: 2
Range: 1-5
Description: Thickness of the main indicator curve.
✅ Best Use Cases
Identifying if a market is regime-shifting from trending to mean-reverting (or vice versa).
Filtering signals in automated or systematic trading strategies.
Spotting periods of randomness where trading signals should be deprioritized.
Enhancing mean-reversion or trend-following models with regime-awareness.
⚠️ Limitations
Not predictive: Reflects current and recent market state, not future direction.
Sensitive to input parameters—overfitting may occur if settings are changed too frequently.
Smoothing can introduce lag in regime recognition.
May not work optimally in markets with structural breaks or extreme volatility.
💡 What Makes This Unique
Employs advanced statistical market analysis (Hurst exponent) rarely found in standard toolkits.
Offers immediate regime visualization through smart dynamic coloring and zone fills.
🔬 How It Works
Rolling Log Return Calculation:
Each new price creates a log return, forming the basis for robust, non-linear analysis. This ensures all price differences are treated proportionally.
Rescaled Range Analysis:
A rolling window maintains cumulative deviations and computes the statistical “range” (max-min of deviations). This is compared against the standard deviation to estimate “memory”.
Exponent Calculation & Smoothing:
The raw Hurst value is translated from the log of the rescaled range ratio, and then optionally smoothed via EMA to dampen noise and false signals.
Regime Detection Logic:
The smoothed value is checked against 0.5. Values above = trending; below = mean-reverting; near 0.5 = random. These control plot/fill color and zone display.
💡 Note:
Use longer calculation lengths for major market character study, and shorter ones for tactical, short-term adaptation. Smoothing balances noise vs. lag—find a best fit for your trading style. Always combine regime awareness with broader technical/fundamental context for best results.
M-oscillator
The Ultimate Buy and Sell Indicator: Unholy Grail Edition"You see, Watson, the market is not random—it simply whispers in a code too complex for the average trader. Lucky for you, I am not average."
They searched for the Holy Grail of trading for decades—promises, false prophets, and overpriced PDFs.
But they were all looking in the wrong place.
This isn’t a relic buried in the desert.
This is the Unholy Grail — a machine-forged fusion of logic, engineering, and tactical overkill .
Built by Sherlock Macgyver , this is not a mystical object. It’s a surveillance system for trend detection, signal validation, and precision entries .
⚠️ Important: This script draws its own candles.
To see it properly, disable regular candles by turning off "Body", "Wick" and "Border" colors.
🔧 What You’re Looking At
This overlay plots confirmed Buy/Sell signals , momentum-based “watch” zones , adaptive candle coloring , SuperTrend bias detection , dual Bollinger Bands , and a moving average ribbon .
It’s not “minimalist” —it’s comprehensive .
📍 Configuring the Tool: Follow the Breadcrumbs
Every setting includes a tooltip — read them . They're not filler. They explain exactly how each feature functions so you can dial this thing in like you're tuning a surveillance rig in a Cold War bunker .
If you skip them, you're walking blind in a minefield .
🕰️ Timeframes: The Signal Sweet Spot
Each asset has a tempo . You need to find the one where signals align with clarity —not chaos .
Start with 4H or 1H —work up or down from there.
Too many fakeouts? → Higher timeframe
Too slow? → Drop to 15m or 5m —but expect more noise and adjust settings accordingly.
The signals scale with time, but you must find the rhythm that best fits your asset—and your trading lifestyle .
♻️ RSI Cycle = Signal Sensitivity
This is the heart of the system . It controls how reactive the RSI engine is.
Adjust based on noise level and how often you can actually monitor your charts.
Short cycle (14–24): More signals, more speed, more noise
Longer cycle (36–64): Smoother entries, better for swing traders
Tip: If your signals feel too jittery, increase the cycle. If they lag too much, reduce it.
📉 SuperTrend: Your Trend Bias Compass
This isn’t your average SuperTrend. It adapts with RSI overlay logic and detects market “silence” via EMA compression— turning white right before the chaos . That said, you still control its aggression.
ATR Length = how many bars to average
ATR Factor = how tight or loose it hugs price
Lower = more sensitive (more trades, more noise)
Higher = confirmation only (fewer, but stronger signals)
Tweak until it feels like a sniper rifle.
No, you won’t get it perfect on the first try.
Yes, it’s worth it.
🛠️ Modular Signals: Why Things Fire (or Don’t)
Buy/Sell entries require conditions to align. The logic is modular, and that’s on purpose.
RSI signals only fire if RSI crosses its smoothed MA outside the dead zone and a “Watch” condition is active.
SuperTrend signals can be enabled to act on crossovers, optionally ignoring the Watch filter .
Watch conditions (colored squares) act as early recon and hint at possible upcoming trades.
Background color changes are “pre-signal warnings” and will repaint . Use them as leading signals, not gospel.
Want more trades? Loosen your filters .
Want sniper entries? Lock them down .
🌈 Candles and MAs: Visual Market Structure
Candles adapt in real-time to MA structure:
Green = bullish (above both fast/slow MAs)
Yellow = indecision (between)
Red = bearish (below both)
Buy/Sell signals override candles with bright orange and fuchsia —because subtlety doesn’t win wars .
You can also enable up to 8 customizable moving averages —great for confluence , trend confirmation , or just looking like a wizard .
🧠 Pro Usage Tips (TL;DR for Smart People):
Use tooltips in the settings menu —every toggle and slider is explained
Test timeframes until signal frequency and reliability match your goals
Adjust RSI cycle to reduce noise or speed up signals based on how frequently you trade
Tweak SuperTrend factor and ATR to fit volatility on your asset
Start with visual confirmation :
• Are watch signals lining up with trend zones?
• Are backgrounds firing before price moves?
• Are candle colors agreeing with signal direction?
📣 Alerts & Integration
Alerts are available for:
Buy/Sell entries (confirmed or advanced background)
Watch signals
Full band agreement (both Bollinger bands bullish or bearish)
Use these with webhook systems , bots , or your own trade journals .
Created by Sherlock Macgyver
Because sometimes the best trade…
is knowing exactly when not to take one.
RSI BAND – RSI-Based Support & Resistance Levels📃 Description
RSI BAND is an original technical analysis tool that builds support and resistance levels based on the RSI (Relative Strength Index) indicator. This script is designed to enhance traders' understanding of RSI behavior and provide potential price zones where reversals or continuations may occur.
🔍 What it does
Calculates and visualizes horizontal levels on the price chart corresponding to RSI-based thresholds (e.g., RSI = 40, 50, 60).
Calculates and visualizes horizontal levels on the price chart corresponding to RSI's EMA9 & WMA45.
Detects pivot highs and lows in the RSI and marks corresponding price levels.
🎯 Key Features
🔺 RSI Resistance (e.g., RSI 60) and 🔻 RSI Support (e.g., RSI 40) levels calculated as price zones.
📉 Real-time calculation of price levels that correspond to RSI EMA (9) and RSI WMA (45).
🌀 Detects RSI Pivot Lows and Pivot Highs.
🎯 Includes alerts for Pivot points.
🧩 Fully configurable visibility and styling options for each plotted level.
🔬 How to read data
✅ How to Use
Use this indicator to:
See price action at key RSI levels (40, 50, 60) and RSI's EMA & WMA: For setting up reversal entries.
Identify RSI's pivot points at overbought or oversold levels: For setting up divergence entries.
📊 Visualizing RSI-Based Levels for Price Action
This script plots key RSI-based levels directly onto the chart, such as RSI support, resistance, and the 50-level, to help traders to easily see price action at key RSI zones.
The RSI Resistance and RSI Support levels (such as RSI = 60 and RSI = 40), RSI's EMA9 & WMA45 are plotted on the chart. These levels act as significant price action zones, where traders can anticipate potential reactions from the price based on the RSI's behavior.
By visualizing these levels as plots on the chart, traders can quickly see where price is in relation to these key RSI thresholds, allowing them to make more informed decisions when the price approaches these zones. For example, if the price is near the RSI resistance zone (RSI = 60), it might indicate a potential resistance area where the price could face selling pressure.
By utilizing these RSI-based plots, this script provides a clear, visual representation of key levels, enabling traders to make quicker and more confident decisions in relation to the price action and RSI dynamics.
🧠 Underlying Logic
The script uses standard RSI calculation (length = 14), combined with a reverse-engineered formula to calculate the required price change to reach a specific RSI value. This unique approach creates realistic price levels aligned with RSI expectations, unlike traditional static zones.
Function to calculate price from RSI level:
f_calc_target_price(targetRSI, close_price, avgGain, avgLoss, rsiLength) =>
targetRS = 100 / (100 - targetRSI) - 1
if targetRSI >= 50
requiredGain = targetRS * avgLoss - avgGain
requiredChange = requiredGain * rsiLength
close_price + requiredChange
else
requiredLoss = avgGain / targetRS - avgLoss
requiredChange = requiredLoss * rsiLength
close_price - requiredChange
Depending on whether the target RSI is above or below 50:
If RSI ≥ 50, the function estimates the additional gain needed to raise the RSI to the target, and adds the corresponding value to the current price.
If RSI < 50, it estimates the required loss and subtracts that value from the current price.
⚠️ Important Notes
Pivot Detection Offset: The script uses an offset of 3 bars to identify pivot points. This means that the pivot high and low points are calculated using the values from 3 bars before the current one. As a result, the pivot points may appear slightly delayed compared to the most recent price action.
No Lookahead Bias: The script does not rely on future data (lookahead bias). It strictly uses past price information for all calculations to maintain accuracy and avoid misleading results. The pivot points are plotted after the price has already formed, ensuring that the script does not predict future price movement but rather reacts to established patterns.
Funding Rate Signal TableDescription
Funding Rate Signal Table computes a rolling “funding rate” value (simulated here as (close–open)/close), smooths it, and presents both a compact on-chart table and clear LONG/SHORT entry signals. It helps you spot when funding dynamics may favor long or short positions and visualizes the last signal’s price level.
1. Why This Mashup?
Funding Rate Trend: A smoothed funding rate highlights shifts in trader funding costs—extremely negative rates can signal bullish opportunity, while very positive rates can warn of bearish pressure.
Difference Filter: Optional “difference” check prevents signals on noisy small changes, requiring a meaningful move before confirming.
Table & Labels: Side-by-side display of current funding rate, prior value, absolute change and text signal makes interpretation immediate. Simultaneous price-level lines reinforce real-time trade reference.
2. Default Parameters & Data Assumptions
Funding Calculation: (close – open) / close * 100, smoothed by a 14-period SMA plus 3-period SMA.
Thresholds:
LONG if funding_rate < –0.01%
SHORT if funding_rate > 0.01%
Optional “difference” threshold of 0.002 (0.2%)
Visuals:
Table positioned top-right with ticker, timeframe, funding values, difference, and signal.
Labels sized Normal by default, drawn just above/below price with optional price text.
Dashed horizontal lines extend 200 bars to mark last LONG/SHORT price.
Note: Because Pine Script cannot natively access actual exchange funding data, this example simulates funding rate. Replace the raw_funding_rate formula with your real funding-feed series for accurate signals.
3. How to Use
Add to Chart → Select “Rolin Long – Funding Rate & Sinyal Tablosu.”
Adjust Settings → Open the indicator’s Inputs:
Period & Smoothing for your instrument’s data frequency.
Thresholds based on historical funding ranges you observe.
Enable “Difference” filter to reduce false triggers.
Toggle Price Levels if you prefer lines marking entry prices.
Interpret Table →
“Funding Rate”: smoothed value for current bar.
“Previous Funding”: last bar’s value.
“Difference”: absolute change.
“Signal”: “LONG ▲ Şartları” or “SHORT ▼ Şartları” when thresholds are met.
Watch for Labels → On a new bar close, a singular LONG or SHORT label appears at the bar where the condition first became true.
Plan Entries/Exits → Use the price-level lines and your own risk rules to size and time trades.
4. Warnings & Disclaimer
This indicator is for educational purposes only. Simulated funding rate may differ from real exchange fees. Always verify with actual funding data, apply your own risk management, and adjust commissions/slippage to your trading environment. Past indicator signals do not guarantee future performance.
Momentum IndexMomentum Index - Advanced Market Momentum Detector
This indicator combines two specialized oscillators to detect market momentum shifts with high precision. Unlike standard momentum indicators, it integrates both short-term volatility analysis and longer-term trend strength to provide a comprehensive view of market dynamics.
How It Works
The Momentum Index measures directional power through a dual-oscillator system:
A short-term volatility oscillator compares upward movement power (high minus previous low) against downward movement power (low minus previous high), normalized by ATR to ensure volatility independence.
A longer-term trend oscillator uses logarithmic price relationships to detect underlying trend strength through two complementary methods.
These oscillators are normalized, averaged, and enhanced with a momentum acceleration component for increased sensitivity to directional changes.
Trading Signals
The critical signal occurs when the indicator crosses the 50 line:
Crossing ABOVE 50: Bullish momentum is now dominant (green histogram)
Crossing BELOW 50: Bearish momentum is taking control (red histogram)
These crossings often precede significant price movements, making them valuable for both trend confirmation and early reversal detection.
Customization Options
Length: Adjusts the short-term oscillator sensitivity (default: 6)
Smoothing: Enables Ehlers smoothing to reduce noise
Smoothing Period: Controls the smoothing intensity
Display Options: Show as histogram or line
For optimal results, use on any timeframe from 15-minute to daily charts across all major markets. The indicator works particularly well for identifying momentum shifts at key support/resistance levels.
Mean Reversion Bundle [ActiveQuants]The Mean Reversion Bundle indicator is a powerful and versatile toolkit designed for traders who specialize in mean reversion strategies . This comprehensive bundle integrates eight key technical indicators renowned for their ability to identify potential price reversals, overbought/oversold conditions, and market exhaustion points. By consolidating Moving Averages (Fast & Slow) , Bollinger Bands , RSI (with Divergence) , Stochastic , Keltner Channels , Standard Pivot Points , ATR , and the Choppiness Index into a single, efficient script, it significantly streamlines chart analysis and empowers robust strategy development.
This bundle operates on the core principle of mean reversion: prices tend to revert to their historical average or mean over time . The included indicators provide multiple perspectives to assess these potential turning points:
Dynamic Support/Resistance: Moving Averages, Bollinger Bands, Keltner Channels, Pivot Points.
Momentum Oscillators: RSI, Stochastic.
Overbought/Oversold Conditions: RSI, Stochastic, Bollinger Bands.
Volatility Assessment: ATR, Bollinger Bands, Keltner Channels.
Market Condition Filter: Choppiness Index (Range vs. Trend).
Reversal Signals: RSI Divergence, Bollinger Band recovery.
By enabling users to selectively activate, extensively customize, and visualize these tools ( often with multi-timeframe capabilities ), the Mean Reversion Bundle facilitates a nuanced and layered approach to identifying high-probability mean reversion setups.
█ KEY FEATURES
All-in-One Mean Reversion Suite: Access eight distinct mean reversion indicators within a single TradingView script slot, saving valuable indicator space.
Modular Design: Easily toggle each indicator (Fast MA, Slow MA, Bollinger Bands, RSI, Stochastic, Keltner Channels, Pivot Points, ATR, Choppiness Index) On or Off through the intuitive settings menu to tailor your analysis.
Deep Customization: Fine-tune a wide array of parameters for every indicator, including lengths, sources, MA types, colors, line styles, levels, and specific calculation methods to precisely match your trading strategy and the asset's characteristics.
Multi-Timeframe (MTF) Capability: Configure most indicator components to analyze data from a different timeframe than your main chart, providing crucial higher-level context for mean reversion signals (e.g., daily RSI on an hourly chart).
Integrated Alert System: Pre-built alert conditions for critical mean reversion events such as:
- Price Crossover/Crossunder (Fast MA)
- Price Crossover/Crossunder (Slow MA)
- Lower Bollinger Band Recovery
- Upper Bollinger Band Recovery
- Bullish RSI Divergence
- Bearish RSI Divergence
Set up these alerts directly through TradingView's alert creation dialog. (See section on "█ SETTING UP ALERTS " for more details).
Advanced MA & RSI Smoothing: Option to apply a secondary smoothing MA or even Bollinger Bands directly to the Fast MA, Slow MA, and RSI lines for refined signal generation.
Sophisticated Pivot Points Module: Includes multiple Pivot Point types (Traditional, Fibonacci, Woodie, Classic, DM, Camarilla) with flexible timeframes (Daily to Decennially) and dynamic drawing of historical levels.
RSI Divergence Detection: Automatically plots potential bullish and bearish divergences between price and the RSI, a classic reversal signal.
█ USER INPUTS
The settings panel is organized into distinct sections for each of the 8 core indicator components:
Fast MA & Slow MA: On/Off, MA Type, Source, Length, Color, Line Width, Smoothing Type (None, MA, or MA + BBs), Smoothing Length, BB StdDev (if smoothing with BBs), Timeframe, Wait TF Close.
Bollinger Bands: On/Off, Length, Basis MA Type, Source, StdDev Multiplier, Offset, Colors, Timeframe, Wait TF Close.
RSI: On/Off, Source, Length, Overbought/Middle/Oversold Levels, Color, Line Width, Smoothing Type (None, MA, or MA + BBs), Smoothing Length, BB StdDev (if smoothing with BBs), Plot Divergence, Divergence Lookback Left/Right, Timeframe, Wait TF Close.
Stochastic: On/Off, %K Length, %K Smoothing, %D Smoothing, Overbought/Middle/Oversold Levels, Colors, Timeframe, Wait TF Close.
Keltner Channels: On/Off, Length, Multiplier, Source, Use Exponential MA (for basis), Bands Style (ATR, TR, Range), ATR Length, Colors, Timeframe, Wait TF Close.
Pivot Points: On/Off, Type, Pivots Timeframe (Anchor), Number of Pivots Back, Use Daily-based Values, Show Labels, Show Prices, Labels Position, Line Width, Line Style, and individual color/visibility toggles for P, S1-S5, R1-R5.
ATR: On/Off, Length, Smoothing Type, Color, Timeframe, Wait TF Close.
Choppiness Index: On/Off, Length, Offset, Upper/Middle/Lower Band Levels, Color, Timeframe, Wait TF Close.
█ SETTING UP ALERTS
The Mean Reversion Bundle comes with several pre-configured alert conditions to notify you of potential trading opportunities. To set up an alert:
Click the " Alert " button (clock icon) on TradingView's right-hand toolbar or top panel.
In the " Condition " dropdown, select " Mean Reversion Bundle ".
A second dropdown will appear, allowing you to choose from the specific alert conditions built into the script (e.g., " Price Crossover (Fast MA) ", " Bullish RSI Divergence ", " Lower Bollinger Band Recovery ").
You can also create more complex alerts by selecting one of the indicator's plotted lines (e.g., " RSI ", " Stochastic %K ", " Bollinger Band Basis ") in the first condition box, then choosing a comparison (e.g., " Crossing Down ", " Greater Than "), and then selecting another value or plotted line from the indicator in the third box.
Choose your preferred " Trigger " option:
- " Only Once ": The alert triggers the first time the condition is met, even on an unclosed (intra-bar) candle. The alert then deactivates.
- " Once Per Bar Close ": (Recommended for most mean reversion signals) The alert triggers only after the current bar closes if the condition was true on that closed bar. This ensures signals are based on confirmed price action and allows the alert to re-trigger on subsequent bars if the condition remains true.
- Other options like " Once Per Bar " or " Once Per Minute " are also available for different needs.
Customize the alert name, message, and notification preferences.
Click " Create ".
█ STRATEGY EXAMPLES
The following examples are for illustrative purposes only to demonstrate how indicators in this bundle can be combined for mean reversion strategies. They are not financial advice. Always conduct thorough backtesting and research.
1. Bollinger Band Reversal with RSI Confirmation
Goal: Identify potential reversals when price touches an outer Bollinger Band and RSI shows overbought/oversold conditions.
Setup: Enable Bollinger Bands (e.g., 20,2), RSI (e.g., 14), and optionally the Choppiness Index.
Entry (Long):
- Price touches or briefly closes below the Lower Bollinger Band.
- RSI is in the oversold region (e.g., below 30) or shows bullish divergence.
- Optional Filter: Choppiness Index > 61.8 (indicating a ranging market favorable for BB mean reversion).
- Enter on a confirming candle (e.g., price closes back inside the Lower Band, or a bullish candle pattern forms).
Entry (Short): Reverse logic for Upper Bollinger Band and overbought RSI (e.g., above 70) or bearish divergence.
Management: Stop-loss beyond the recent swing low/high or a multiple of ATR. Target the Bollinger Band basis line or the opposite band.
2. Stochastic Oversold/Overbought with Pivot Point Support/Resistance
Goal: Trade bounces from key Pivot Point levels when confirmed by Stochastic extremes.
Setup: Enable Stochastic (e.g., 14,3,3), Pivot Points (e.g., Daily Traditional), and Fast MA (e.g., 9 EMA) for short-term trend context.
Entry (Long):
- Price approaches a significant Pivot Support level (S1, S2).
- Stochastic %K and %D lines are in the oversold region (e.g., below 20) and ideally show a bullish crossover (%K crosses above %D).
- Optional Filter: Price is above the Fast MA, or the Fast MA starts to slope up.
- Enter on signs of price rejection at the Pivot level.
Entry (Short): Reverse logic for Pivot Resistance levels (R1, R2) and overbought Stochastic (e.g., above 80) with a bearish crossover.
Management: Stop-loss below the Pivot Support (for longs) or above Pivot Resistance (for shorts). Target the next Pivot level or a fixed risk-reward ratio.
3. RSI Divergence at Keltner Channel Extremes
Goal: Capitalize on weakening momentum (divergence) as price tests the outer Keltner Channel bands.
Setup: Enable RSI (with Divergence plotting enabled), Keltner Channels (e.g., 20,2 EMA basis, ATR 10), and ATR (for stop placement).
Entry (Long):
- Price is testing or near the Lower Keltner Channel band.
- A Bullish RSI Divergence is plotted (price makes a lower low, but RSI makes a higher low).
- Enter once the divergence is confirmed and price shows signs of turning up.
Entry (Short):
- Price is testing or near the Upper Keltner Channel band.
- A Bearish RSI Divergence is plotted (price makes a higher high, but RSI makes a lower high).
- Enter once divergence is confirmed and price shows signs of turning down.
Management: Place stop-loss based on ATR (e.g., 1.5x ATR below entry for longs) or beyond the Keltner Channel. Target could be the Keltner basis line or a measured move.
█ CONCLUSION
The Mean Reversion Bundle offers a sophisticated yet user-friendly suite of tools essential for traders focusing on mean reversion. By consolidating these powerful indicators, providing extensive customization , multi-timeframe analysis , and integrated alerts , this bundle simplifies the analytical workflow and aids in the development of more robust and nuanced trading strategies. Whether identifying potential exhaustion points, confirming overbought/oversold conditions, or finding precise entry near dynamic support/resistance, this bundle is a versatile asset for your technical analysis toolkit.
█ IMPORTANT NOTES
⚠ Parameter Optimization: The default settings are starting points. Always adjust indicator parameters (lengths, multipliers, levels) based on the specific asset, its volatility, and the timeframe you are trading. Thorough backtesting is crucial.
⚠ Multi-Timeframe Dynamics: Using the " Timeframe " input can be very powerful. If " Wait TF Close " is enabled (default), signals from higher timeframes will only update upon the close of that higher timeframe bar. Disabling it may lead to signals changing intra-bar.
⚠ Confluence is Key: Avoid relying on a single indicator. The strength of this bundle lies in combining signals from multiple indicators to build a confluence case for a trade.
⚠ Chart Clarity: While many tools are available, only enable those pertinent to your current strategy to maintain a clear and actionable chart.
⚠ Signal Confirmation: Indicator signals are typically finalized on bar close. Be cautious when acting on intra-bar signals, as they can change before the bar is complete. Using " Once Per Bar Close " for alerts is generally recommended for mean reversion signals.
█ RISK DISCLAIMER
Trading involves a substantial risk of loss and is not suitable for all investors. The Mean Reversion Bundle indicator is provided for educational and informational purposes only . It does NOT constitute financial advice or a recommendation to buy or sell any asset. Indicator signals identify potential patterns based on historical data but do not guarantee future price movements or profitability. Always conduct your own thorough research, utilize multiple sources of information, and implement robust risk management practices before making any trading decisions. Past performance is not indicative of future results.
📊 Happy trading! 🚀
Simple Portfolio System | QuantumResearchStatic Allocation Engine for Smarter Crypto Exposure
The Simple Portfolio System (SPS) by QuantumResearch is a lightweight yet powerful asset allocation framework, designed for investors who want a smarter, more disciplined alternative to passive buy-and-hold. SPS allocates capital across four customizable assets — BTC, ETH, SOL, and SUI — using a volatility-adjusted momentum engine powered by the proprietary AVWO indicator.
🔍 Key Features:
✅ Adaptive Allocation Logic
Every day, the system evaluates trend strength using the AVWO oscillator. Each asset showing a bullish signal receives a fixed 25% portfolio allocation.
📉 Dynamic Cash Protection
If no asset is trending, SPS automatically shifts to 100% cash, minimizing exposure during sideways or bearish market phases.
📈 Equity Curve Overlay
Compare the strategy's performance against traditional Buy & Hold — both equity curves are plotted for clear benchmarking.
🧠 Proprietary Signal Engine
Powered by AVWO, a custom volatility-weighted oscillator developed by QuantumResearch, designed to filter noise and highlight adaptive trend signals.
📋 Live Performance Dashboard
Real-time metrics include:
Sharpe Ratio
Sortino Ratio
Omega Ratio
Max Drawdown (%)
Current Asset Allocations & Weights
⚙️ System Logic Overview:
Up to four assets analyzed: BTC, ETH, SOL, SUI
If one or more assets are detected as trending, each receives 25% allocation
If none are trending, capital remains unallocated (cash)
Allocation signals are recalculated daily
Backtest begins: 03 May 2023
📌 Use Case:
This system is ideal for:
-Investors seeking to avoid overexposure during weak or range-bound markets
-Traders who want to capture clear trend opportunities
-Portfolio builders looking to benchmark adaptive exposure vs. passive HODL strategies
Built by QuantumResearch — engineered for simplicity, clarity, and tactical trend participation.
⚠️ Important Disclaimer:
Past performance is not indicative of future results. All trading strategies carry risk.
This tool is provided for educational and research purposes only.
Not financial advice. Always conduct your own analysis and consult with a financial advisor before making investment decisions.
Super Stoch ScalperTheoretically, the higher the number, the stronger the signal.
However, in this mixed up world, the 1 and 2 seems stronger than the 4 at times. That's why I'm still working at McDonald's.
Number over candle = Short.
Number under candle = Long.
Best used for scalping.
God help you with your exits.
Market Sentiment Index US Top 40 [Pt]▮Overview
Market Sentiment Index US Top 40 [Pt} shows how the largest US stocks behave together. You pick one simple measure—High Low breakouts, Above Below moving average, or RSI overbought/oversold—and see how many of your chosen top 10/20/30/40 NYSE or NASDAQ names are bullish, neutral, or bearish.
This tool gives you a quick view of broad-market strength or weakness so you can time trades, confirm trends, and spot hidden shifts in market sentiment.
▮Key Features
► Three Simple Modes
High Low Index: counts stocks making new highs or lows over your lookback period
Above Below MA: flags stocks trading above or below their moving average
RSI Sentiment: marks overbought or oversold stocks and plots a small histogram
► Universe Selection
Top 10, 20, 30, or 40 symbols from NYSE or NASDAQ
Option to weight by market cap or treat all symbols equally
► Timeframe Choice
Use your chart’s timeframe or any intraday, daily, weekly, or monthly resolution
► Histogram Smoothing
Two optional moving averages on the sentiment bars
Markers show when the faster average crosses above or below the slower one
► Ticker Table
Optional on-chart table showing each ticker’s state in color
Grid or single-row layout with adjustable text size and color settings
▮Inputs
► Mode and Lookback
Pick High Low, Above Below MA, or RSI Sentiment
Set lookback length (for example 10 bars)
If using Above Below MA, choose the moving average type (EMA, SMA, etc.)
► Universe Setup
Market: NYSE or NASDAQ
Number of symbols: 10, 20, 30, or 40
Weights: on or off
Timeframe: blank to match chart or pick any other
► Moving Averages on Histogram
Enable fast and slow averages
Set their lengths and types
Choose colors for averages and markers
► Table Options
Show or hide the symbol table
Select text size: tiny, small, or normal
Choose layout: grid or one-row
Pick colors for bullish, neutral, and bearish cells
Show or hide exchange prefixes
▮How to Read It
► Sentiment Bars
Green means bullish
Red means bearish
Near zero means neutral
► Zero Line
Separates bullish from bearish readings
► High Low Line (High Low mode only)
Smooth ratio of highs versus lows over your lookback
► MA Crosses
Fast MA above slow MA hints rising breadth
Fast MA below slow MA hints falling breadth
► Ticker Table
Each cell colored green, gray, or red for bull, neutral, or bear
▮Use Cases
► Confirm Market Trends
Early warning when price makes highs but breadth is weak
Catch rallies when breadth turns strong while price is flat
► Spot Sector Rotation
Switch between NYSE and NASDAQ to see which group leads
Watch tech versus industrial breadth to track money flow
► Filter Trade Signals
Enter longs only when breadth is bullish
Consider shorts when breadth turns negative
► Combine with Other Indicators
Use RSI Sentiment with trend tools to spot overextended moves
Add volume indicators in High Low mode for breakout confirmation
► Timeframe Analysis
Daily for big-picture bias
Intraday (15-min) for precise entries and exits
Trend Oscillator# Trend Oscillator: Advanced Technical Analysis Indicator
## Overview
The Trend Oscillator is a sophisticated technical analysis tool designed to identify market trends, momentum shifts, and potential reversal points. Unlike basic oscillators, this indicator combines key analytical approaches to provide a more comprehensive market analysis:
1. **Mean Deviation-Based Oscillator**:(160) At its core, it measures price deviations from moving averages normalized by mean deviation
2. **Fixed Reference Levels**: Clear overbought/oversold thresholds that define extreme market conditions
3. **Trend Filtering**: EMA(36)-based trend direction confirmation to reduce false signals
## Technical Foundation
### Core Calculation Method
The indicator derives its primary oscillator value using a normalized deviation method:
- Calculates a typical price (average of source + high + low)
- Measures the deviation of typical price from its moving average
- Normalizes this deviation by the mean deviation multiplied by a scaling factor (0.015)
This formula effectively creates a momentum oscillator that quantifies how far price has moved from its equilibrium value, relative to typical market volatility.
### Fixed Overbought/Oversold Levels
The Trend Oscillator uses consistent reference levels to identify extreme market conditions:
- Standardized overbought level set at +100
- Standardized oversold level set at -100
- Neutral zone centered around the zero line
These fixed thresholds provide reliable reference points for signal generation and trend strength assessment.
### Trend Filtering Mechanism
The indicator incorporates an EMA-based trend filter that:
- Calculates a directional bias using price position relative to its EMA 36
- Modifies oscillator interpretation based on the prevailing trend
- Helps distinguish between counter-trend corrections and actual reversals
## How to Use the Trend Oscillator
### For Trend Identification
- **Bullish trend**: Oscillator above zero with positive slope
- **Bearish trend**: Oscillator below zero with negative slope
- **Trend strength**: Distance from zero line indicates trend intensity
- **Trend confirmation**: When oscillator and trend filter align
### For Entry Signals
- **Long entry opportunities**:
- Oscillator crossing above the signal line during uptrend
- Oscillator exiting oversold territory with trend filter positive
- Price showing strength while oscillator moves from negative to positive
- **Short entry opportunities**:
- Oscillator crossing below the signal line during downtrend
- Oscillator exiting overbought territory with trend filter negative
- Price showing weakness while oscillator moves from positive to negative
### For Exit Signals
- **Taking profits**: When oscillator approaches extreme levels in your trade direction
- **Stop-loss placement**: When oscillator crosses signal line against your position
- **Trend change warning**: When oscillator crosses zero line against your position
## Customization Options
### General Settings
- **Length**: (160)Controls the calculation period for the oscillator (higher values create smoother, less sensitive readings)
- **Source**: The price data input (close, open, high, low, hl2, hlc3, etc.)
### Signal Line Settings
- **Signal Line**: Optional smoothed version of the oscillator for crossover signals
- **Signal Length**:(36) Determines signal line responsiveness
### Level Settings
- **Overbought/Oversold Levels**: Standard thresholds that define extreme conditions
### Trend Filter Settings
- **Trend Period**: Lookback period for trend direction calculation
- **Trend Source**: Price data used for trend determination
### Visual Settings
- **Show Background Color**: Toggles colored background based on oscillator readings
- **Background Transparency**: Controls the opacity of background coloring
## Trading Strategy Applications
### Trend-Following Approach
1. Enter in the direction of the prevailing trend when:
- Oscillator and trend filter align
- Oscillator crosses signal line in trend direction
- Price pulls back to neutral zone during strong trend
2. Exit when:
- Oscillator crosses signal line against position
- Trend filter changes direction
- Oscillator reaches extreme level in your trade direction
### Counter-Trend Approach
1. Look for reversal opportunities when:
- Oscillator reaches extreme overbought/oversold levels
- Signal line crossover occurs at extreme readings
- Price action confirms potential reversal
2. Exit when:
- Target price levels are reached
- Oscillator returns to neutral zone
- New signals emerge in opposite direction
## Indicator Strengths
- Combines momentum and trend analysis in one comprehensive tool
- Consistent reference levels provide reliable benchmarks
- Reduces false signals through trend filter confirmation
- Visual color-coding provides intuitive market context
## Best Practices
- Effective on all timeframes for trend analysis
- Use in conjunction with support/resistance or price action
- Start with default settings and gradually adjust to your trading style and instrument
- Consider the overall market context when interpreting signals
The Trend Oscillator offers traders a comprehensive technical analysis framework that goes beyond simplistic overbought/oversold readings by incorporating trend context and normalized deviation methodology—providing a nuanced approach to market analysis with clear, consistent reference points.
Precision Trend Shot | JeffreyTimmermansPrecision Trend Shot
The "Precision Trend Shot" Indicator is an advanced technical tool designed to provide a dynamic and adaptive view of market trends. By combining three core components—RSI Oscillator, LSMA ATR, and Adaptable Trend—this indicator delivers precise signals that help traders identify market direction, volatility, and potential trend reversals. The calculated total score, derived from these components, provides a clear, actionable view of market conditions.
Key Features
Multi-Component Analysis: Integrates three key indicators (RSI, LSMA ATR, and Adaptable Trend) for a comprehensive view of market trends.
Dynamic Trend Classification: Categorizes market states as "Bullish" or "Bearish", based on a combined score.
Standard Deviation Bands: Displays standard deviation bands around the score line for enhanced volatility visualization.
Gradient Background Coloring: Visually highlights market phases with gradient colors, aiding quick interpretation.
Customizable Visuals: Offers extensive settings for coloring, background gradients, and signal visibility.
Real-Time Alerts: Generates alerts for significant trend changes or transitions between market states.
Inputs & Settings
RSI Settings:
RSI Source: Default: Close price. Defines the data source for RSI calculation.
RSI Length: Default: 10. Sets the period for calculating RSI.
LSMA ATR Settings:
LSMA Source: Default: Close price. Defines the data source for LSMA calculation.
LSMA Length: Default: 21. Sets the period for calculating the Least Squares Moving Average.
ATR Length: Default: 12. Sets the period for calculating the Average True Range.
Adaptable Trend Settings:
Trend Length: Default: 5. Sets the period for calculating the trend.
Smoothing Length: Default: 5. Controls the smoothing of trend volatility.
Sensitivity: Default: 1.5. Adjusts the sensitivity of trend bands.
Standard Deviation Settings:
Enable Standard Deviation Bands: Default: True. Toggles the display of standard deviation bands.
Standard Deviation Length: Default: 20. Sets the period for standard deviation calculation.
Standard Deviation Multiplier: Default: 2.0. Adjusts the width of the bands.
Smoothing Length: Default: 5. Controls the smoothing of standard deviation bands.
Visual Settings:
Enable Candle Coloring: Default: True. Colors candles based on market state (Bullish or Bearish).
Enable Background Gradient: Default: True. Applies gradient coloring to the background based on trend direction.
Score Line Colors: Customize colors for bullish or bearish score lines.
Calculation Process
RSI Calculation:
Computes the Relative Strength Index (RSI) of the selected source data.
Signals bullish (RSI > 50) or bearish (RSI < 50) conditions.
LSMA ATR Calculation:
Computes LSMA for trend direction and ATR for volatility measurement.
Generates buy and sell signals based on crossover and crossunder of ATR bands.
Adaptable Trend Calculation:
Calculates dynamic trend levels using EMA and standard deviation bands.
Classifies trend states as Bullish or Bearish.
Combined Signal Calculation:
Averages the signals from RSI, LSMA ATR, and Adaptable Trend to generate a total score.
Classifies the market as "Bullish" or "Bearish" based on this score.
Standard Deviation Bands:
Plots standard deviation bands around the combined signal for enhanced volatility analysis.
Gradient Background Coloring:
Colors the chart background based on the identified market state (Bullish or Bearish).
How to Use the Precision Trend Shot Indicator
Identifying Market States:
Bullish Market: Total score > 0, gradient background green.
Bearish Market: Total score < 0, gradient background red.
Confirming Signals:
Use RSI and LSMA ATR signals for early indications.
Use Trend Recon for confirming longer-term trend direction.
Visualizing Volatility:
Standard deviation bands highlight potential reversal zones.
Dynamic Alerts
The Precision Trend Shot Indicator includes a robust alert system for real-time market transitions:
Bullish to Bearish: Market shifts from a bullish to bearish trend.
Bearish to Bullish: Market shifts from a bearish to bullish trend.
Conclusion
The Precision Trend Shot Indicator is an advanced, versatile tool for identifying market trends, visualizing volatility, and generating actionable signals. With customizable settings, dynamic alerts, and clear visual representation, it is an essential addition to any trader’s toolkit.
-Jeffrey
Parsifal.Swing.TrendScoreThe Parsifal.Swing.TrendScore indicator is a module within the Parsifal Swing Suite, which includes a set of swing indicators such as:
• Parsifal Swing TrendScore
• Parsifal Swing Composite
• Parsifal Swing RSI
• Parsifal Swing Flow
Each module serves as an indicator facilitating judgment of the current swing state in the underlying market.
________________________________________
Background
Market movements typically follow a time-varying trend channel within which prices oscillate. These oscillations—or swings—within the trend are inherently tradable.
They can be approached:
• One-sidedly, aligning with the trend (generally safer), or
• Two-sidedly, aiming to profit from mean reversions as well.
Note: Mean reversions in strong trends often manifest as sideways consolidations, making one-sided trades more stable.
________________________________________
The Parsifal Swing Suite
The modules aim to provide additional insights into the swing state within a trend and offer various trigger points to assist with entry decisions.
All modules in the suite act as weak oscillators, meaning they fluctuate within a range but are not bounded like true oscillators (e.g., RSI, which is constrained between 0% and 100%).
________________________________________
The Parsifal.Swing.TrendScore – Specifics
The Parsifal.Swing.TrendScore module combines short-term trend data with information about the current swing state, derived from raw price data and classical technical indicators. It provides an indication of how well the short-term trend aligns with the prevailing swing, based on recent market behavior.
________________________________________
How Swing.TrendScore Works
The Swing.TrendScore calculates a swing score by collecting data within a bin (i.e., a single candle or time bucket) that signals an upside or downside swing. These signals are then aggregated together with insights from classical swing indicators.
Additionally, it calculates a short-term trend score using core technical signals, including:
• The Z-score of the price's distance from various EMAs
• The slope of EMAs
• Other trend-strength signals from additional technical indicators
These two components—the swing score and the trend score—are then combined to form the Swing.TrendScore indicator, which evaluates the short-term trend in context with swing behavior.
________________________________________
How to Interpret Swing.TrendScore
The trend component enhances Swing.TrendScore’s ability to provide stronger signals when the short-term trend and swing state align.
It can also override the swing score; for example, even if a mean reversion appears to be forming, a dominant short-term trend may still control the market behavior.
This makes Swing.TrendScore particularly valuable for:
• Short-term trend-following strategies
• Medium-term swing trading
Unlike typical swing indicators, Swing.TrendScore is designed to respond more to medium-term swings rather than short-lived fluctuations.
________________________________________
Behavior and Chart Representation
The Swing.TrendScore indicator fluctuates within a range, as most of its components are range-bound (though Z-score components may technically extend beyond).
• Historically high or low values may suggest overbought or oversold conditions
• The chart displays:
o A fast curve (orange)
o A slow curve (white)
o A shaded background representing the market state
• Extreme values followed by curve reversals may signal a developing mean reversion
________________________________________
TrendScore Background Value
The Background Value reflects the combined state of the short-term trend and swing:
• > 0 (shaded green) → Bullish mode: swing and short-term trend both upward
• < 0 (shaded red) → Bearish mode: swing and short-term trend both downward
• The absolute value represents the confidence level in the market mode
Notably, the Background Value can remain positive during short downswings if the short-term trend remains bullish—and vice versa.
________________________________________
How to Use the Parsifal.Swing.TrendScore
Several change points can act as entry triggers or aids:
• Fast Trigger: change in slope of the fast signal curve
• Trigger: fast line crosses slow line or the slope of the slow signal changes
• Slow Trigger: change in sign of the Background Value
Examples of these trigger points are illustrated in the accompanying chart.
Additionally, market highs and lows aligning with the swing indicator values may serve as pivot points in the evolving price process.
________________________________________
As always, this indicator should be used in conjunction with other tools and market context in live trading.
While it provides valuable insight and potential entry points, it does not predict future price action.
Instead, it reflects recent tendencies and should be used judiciously.
________________________________________
Extensions
The aggregation of information—whether derived from bins or technical indicators—is currently performed via simple averaging. However, this can be modified using alternative weighting schemes, based on:
• Historical performance
• Relevance of the data
• Specific market conditions
Smoothing periods used in calculations are also modifiable. In general, the EMAs applied for smoothing can be extended to reflect expectations based on relevance-weighted probability measures.
Since EMAs inherently give more weight to recent data, this allows for adaptive smoothing.
Additionally, EMAs may be further extended to incorporate negative weights, akin to wavelet transform techniques.
Ceres Trader Simple Trend & Momentum SignalsCeres Trader – Simple Trend & Momentum Signals
Description:
Cut through chart noise with a lightweight, two-factor signal system that combines a classic trend filter (200 EMA) with momentum confirmation (smoothed RSI as a QQE proxy). This indicator plots clean entry arrows—no background shading, no clutter—so you can trade only in the high-probability regime:
Trend Filter: 200-period exponential moving average
Momentum Filter: RSI(14) smoothed over N bars, offset by 50 to create a zero-line
Long Entry: Price above the 200 EMA and the smoothed RSI crosses up through zero → green up-arrow below bar
Short Entry: Price below the 200 EMA and the smoothed RSI crosses down through zero → red down-arrow above bar
Key Features:
Minimalist display: only the 200 EMA and entry arrows
Customizable inputs: EMA length, RSI length, RSI smoothing period
Ultra-low CPU load: suitable for lower timeframes (e.g. 1 min gold futures)
Yellow label text: for optimal visibility on dark or light chart backgrounds
How to Use:
Add the script to your TradingView chart.
Choose your timeframe and adjust inputs as needed.
Take only the long signals when price is above the EMA, and only the short signals when price is below.
Place stops just beyond the EMA; targets can be measured swings or fixed R-multiples.
Notes:
Designed as a regime-based entry filter—no exits or background fills included.
Feel free to combine with your own stop-loss, take-profit, and money-management rules.
Trade smarter, not harder—let the market tell you only when both trend and momentum align.
ETI IndicatorThe Ensemble Technical Indicator (ETI) is a script that combines multiple established indicators into one single powerful indicator. Specifically, it takes a number of technical indicators and then converts them into +1 to represent a bullish trend, or a -1 to represent a bearish trend. It then adds these values together and takes the running sum over the past 20 days.
The ETI is composed of the following indicators and converted to +1 or -1 using the following criteria:
Simple Moving Average (10 days) : When the price is above the 10-day simple moving averaging, +1, when below -1
Weighted Moving Average (10 days) : Similar to the SMA 10, when the the price is above the 10-day weighted moving average, +1, when below -1
Stochastic K% : If the current Stochastic K% is greater than the previous value, then +1, else -1.
Stochastic D% : Similar to the Stochastic K%, when the current Stochastic D% is greater than the previous value, +1, else -1.
MACD Difference : First subtract the MACD signal (i.e. the moving average) from the MACD value and if the current value is higher than the previous value, then +1, else -1.
William's R% : If the current William's R% is greater than the previous one, then +1, else -1.
William's Accumulation/Distribution : If the current William's AD value is greater than the previous value, then +1, else -1.
Commodity Channel Index : If the Commodity Channel Index is greater than 200 (overbought), then -1, if it is less than -200 (oversold) then +1. When it is between those values, if the current value is greater than the previous value then +1, else -1.
Relative Strength Index : If the Relative Strength Index is over 70 (overbought) then -1 and if under 30 (oversold) then +1. If the Relative Strength Indicator is between those values then if the current value is higher than the previous value +1, else -1.
Momentum (9 days) : If the momentum value is greater than 0, then +1, else -1.
Again, once these values have been calculated and converted, they are added up to produce a single value. This single value is then summed across the previous 20 candles to produce a running sum.
By coalescing multiple technical indicators into a single value across time, traders can better understand how multiple inter-related indicators are behaving at once; high scores indicate that numerous indicators are showing bullish signals indicating a potential or ongoing uptrend (and vice-versa with low scores).
Additional Features
Numerous smoothing transformations have also been added (e.g. gaussian smoothing) to remove some of the noise might exist.
Suggested Use
It is recommended that stocks are shorted when the cross below 0, and are bought when the ETI crosses above -40. Arrows can be shown on the indicator to show these points. However feel free to use levels that work best for you.
Traditionally, I have treated values above +50 as overbought and below -40 as undersold (with -80 indicating extremely oversold); however these levels could also indicate either upwards and downwards momentum so taking a position based on where the ETI is (rather than crossing levels) should be done with caution.
Parsifal.Swing.FlowThe Parsifal.Swing.Flow indicator is a module within the Parsifal Swing Suite, which includes a set of swing indicators such as:
• Parsifal Swing TrendScore
• Parsifal Swing Composite
• Parsifal Swing RSI
• Parsifal Swing Flow
Each module serves as an indicator facilitating judgment of the current swing state in the underlying market.
________________________________________
Background
Market movements typically follow a time-varying trend channel within which prices oscillate. These oscillations—or swings—within the trend are inherently tradable.
They can be approached:
• One-sidedly, aligning with the trend (generally safer), or
• Two-sidedly, aiming to profit from mean reversions as well.
Note: Mean reversions in strong trends often manifest as sideways consolidations, making one-sided trades more stable.
________________________________________
The Parsifal Swing Suite
The modules aim to provide additional insights into the swing state within a trend and offer various trigger points to assist with entry decisions.
All modules in the suite act as weak oscillators, meaning they fluctuate within a range but are not bounded like true oscillators (e.g., RSI, which is constrained between 0% and 100%).
________________________________________
The Parsifal.Swing.Flow – Specifics
The Parsifal.Swing.Flow module aggregates price and trading flow data per bin (a "bin" refers to a single candle or time bucket) and smooths this information over recent historical data to reflect ongoing market dynamics.
________________________________________
How Swing.Flow Works
For each bin, individual data points—called "bin-infolets"—are collected. Each infolet reflects the degree and direction of trading flow, offering insight into buying and selling pressure.
The module processes this data in two steps:
1. Aggregation:
All bin-infolet values within a bin are averaged to produce a single bin-flow value.
2. Smoothing:
The resulting bin-flow values are then smoothed across multiple bins, typically using short-term EMAs.
The outcome is a dynamic representation of the current swing state based on recent trading flow activity.
________________________________________
How to Interpret Swing.Flow
• Range-bound but not a true oscillator:
While individual bin-infolets are range-bound, the Swing.Flow indicator itself is not a classical oscillator.
• Overbought/Oversold Signals:
Historically high or low values in Swing.Flow may signal overbought or oversold conditions.
• Chart Representation:
o A fast curve (orange)
o A slow curve (white)
o A shaded background that illustrates overall market state
• Mean Reversion Signals:
Extreme curve values followed by reversals may indicate the onset of a mean reversion in price.
________________________________________
Flow Background Value
The Flow Background Value represents the net state of trading flow:
• > 0 (green shading) → Bullish mode
• < 0 (red shading) → Bearish mode
• The absolute value reflects the confidence level in the current trend direction
________________________________________
How to Use the Parsifal.Swing.Flow
Several change points can act as entry point triggers:
• Fast Trigger:
A change in the slope of the fast signal curve
• Trigger:
The fast line crossing the slow line or a change in the slope of the slow signal
• Slow Trigger:
A change in the sign of the Background Value
These triggers are visualized in the accompanying chart.
Additionally, market highs and lows that align with the swing indicator values can serve as pivot points for the ongoing price process.
________________________________________
As always, this indicator is best used in conjunction with other indicators and market information.
While Parsifal.Swing.Flow offers valuable insight and potential entry points, it does not predict future price action.
Rather, it reflects the most recent market tendencies, and should therefore be applied with discretion.
________________________________________
Extensions
• Aggregation Method:
The current approach—averaging all infolets—can be replaced by alternative weighting schemes, adjusted according to:
o Historical performance
o Relevance of data
o Specific market conditions
• Smoothing Period:
The EMA-based smoothing period can be varied. In general, EMAs can be enhanced to reflect relevance-weighted probability measures, giving greater importance to recent data for a more adaptive and dynamic response.
• Advanced Smoothing:
EMAs can be further extended to include negative weights, similar to wavelet transform techniques, allowing even greater flexibility in smoothing methodologies.
Parsifal.Swing.RSIThe Parsifal.Swing.RSI indicator is a module within the Parsifal Swing Suite, which includes a set of swing indicators:
• Parsifal Swing TrendScore
• Parsifal Swing Composite
• Parsifal Swing RSI
• Parsifal Swing Flow
Each module facilitates judgment of the current swing state in the underlying market.
________________________________________
Background
Market movements typically follow a time-varying trend channel within which prices oscillate. These swings within the trend are inherently tradable.
They can be approached:
• One-sidedly, in alignment with the trend (generally safer), or
• Two-sidedly, aiming to profit from mean reversions.
Note: In strong trends, mean reversions often appear as sideways consolidations, making one-sided trades more robust.
________________________________________
The Parsifal Swing Suite
The suite provides insights into current swing states and offers various entry point triggers.
All modules act as weak oscillators, meaning they fluctuate within a range but are not bounded like true oscillators (e.g., the RSI, which ranges from 0 to 100%).
________________________________________
The Parsifal.Swing.RSI – Specifics
The Parsifal.Swing.RSI is the simplest module in the suite. It uses variations of the classical RSI, explicitly combining:
• RSI: 14-period RSI of the market
• RSIMA: 14-period EMA of the RSI
• RSI21: 14-period RSI of the 21-period EMA of the market
• RSI21MA: 14-period EMA of RSI21
Component Behavior:
• RSI: Measures overbought/oversold levels but reacts very sensitively to price changes.
• RSIMA: Offers smoother directional signals, making it better for assessing swing continuation. Its slope and sign changes are more reliable indicators than pure RSI readings.
• RSI21: Based on smoothed prices. In strong trends, it reaches higher levels and reacts more smoothly than RSI.
• RSI21MA: Further smooths RSI21, serving as a medium-term swing estimator and a signal line for RSI21.
When RSI21 exceeds RSI, it indicates trend strength.
• In uptrends, RSI21 > RSI, with larger exceedance = stronger trend
• In downtrends, the reverse holds
________________________________________
Indicator Construction
The Swing RSI combines:
• RSI and RSIMA → short-term swings
• RSI21 and RSI21MA → medium-term swings
This results in:
• A fast swing curve, derived from RSI and RSI21
• A slow swing curve, derived from RSIMA and RSI21MA
This setup is smoother than RSI/RSIMA alone but more responsive than using RSI21/RSI21MA alone.
________________________________________
Background Value
The Background Value reflects the overall market state, derived from RSI21:
• > 0: shaded green → bullish mode
• < 0: shaded red → bearish mode
• The absolute value reflects confidence in the current mode
________________________________________
How to Use the Parsifal.Swing.RSI
Several change points can act as entry triggers:
• Fast Trigger: change in slope of the fast signal curve
• Trigger: fast line crossing slow line or change in slow signal's slope
• Slow Trigger: change in sign of the Background Value
Examples of these triggers are shown in the chart.
Additionally, market highs and lows aligned with swing values can serve as pivot points in evolving price movements.
________________________________________
As always, this indicator should be used alongside other tools and information in live trading.
While it provides valuable insights and potential entry points, it does not predict future price action.
It reflects the latest tendencies and should be used judiciously.
ADX Forecast [Titans_Invest]ADX Forecast
This isn’t just another ADX indicator — it’s the most powerful and complete ADX tool ever created, and without question the best ADX indicator on TradingView, possibly even the best in the world.
ADX Forecast represents a revolutionary leap in trend strength analysis, blending the timeless principles of the classic ADX with cutting-edge predictive modeling. For the first time on TradingView, you can anticipate future ADX movements using scientifically validated linear regression — a true game-changer for traders looking to stay ahead of trend shifts.
1. Real-Time ADX Forecasting
By applying least squares linear regression, ADX Forecast projects the future trajectory of the ADX with exceptional accuracy. This forecasting power enables traders to anticipate changes in trend strength before they fully unfold — a vital edge in fast-moving markets.
2. Unmatched Customization & Precision
With 26 long entry conditions and 26 short entry conditions, this indicator accounts for every possible ADX scenario. Every parameter is fully customizable, making it adaptable to any trading strategy — from scalping to swing trading to long-term investing.
3. Transparency & Advanced Visualization
Visualize internal ADX dynamics in real time with interactive tags, smart flags, and fully adjustable threshold levels. Every signal is transparent, logic-based, and engineered to fit seamlessly into professional-grade trading systems.
4. Scientific Foundation, Elite Execution
Grounded in statistical precision and machine learning principles, ADX Forecast upgrades the classic ADX from a reactive lagging tool into a forward-looking trend prediction engine. This isn’t just an indicator — it’s a scientific evolution in trend analysis.
⯁ SCIENTIFIC BASIS LINEAR REGRESSION
Linear Regression is a fundamental method of statistics and machine learning, used to model the relationship between a dependent variable y and one or more independent variables 𝑥.
The general formula for a simple linear regression is given by:
y = β₀ + β₁x + ε
β₁ = Σ((xᵢ - x̄)(yᵢ - ȳ)) / Σ((xᵢ - x̄)²)
β₀ = ȳ - β₁x̄
Where:
y = is the predicted variable (e.g. future value of RSI)
x = is the explanatory variable (e.g. time or bar index)
β0 = is the intercept (value of 𝑦 when 𝑥 = 0)
𝛽1 = is the slope of the line (rate of change)
ε = is the random error term
The goal is to estimate the coefficients 𝛽0 and 𝛽1 so as to minimize the sum of the squared errors — the so-called Random Error Method Least Squares.
⯁ LEAST SQUARES ESTIMATION
To minimize the error between predicted and observed values, we use the following formulas:
β₁ = /
β₀ = ȳ - β₁x̄
Where:
∑ = sum
x̄ = mean of x
ȳ = mean of y
x_i, y_i = individual values of the variables.
Where:
x_i and y_i are the means of the independent and dependent variables, respectively.
i ranges from 1 to n, the number of observations.
These equations guarantee the best linear unbiased estimator, according to the Gauss-Markov theorem, assuming homoscedasticity and linearity.
⯁ LINEAR REGRESSION IN MACHINE LEARNING
Linear regression is one of the cornerstones of supervised learning. Its simplicity and ability to generate accurate quantitative predictions make it essential in AI systems, predictive algorithms, time series analysis, and automated trading strategies.
By applying this model to the ADX, you are literally putting artificial intelligence at the heart of a classic indicator, bringing a new dimension to technical analysis.
⯁ VISUAL INTERPRETATION
Imagine an ADX time series like this:
Time →
ADX →
The regression line will smooth these values and extend them n periods into the future, creating a predicted trajectory based on the historical moment. This line becomes the predicted ADX, which can be crossed with the actual ADX to generate more intelligent signals.
⯁ SUMMARY OF SCIENTIFIC CONCEPTS USED
Linear Regression Models the relationship between variables using a straight line.
Least Squares Minimizes the sum of squared errors between prediction and reality.
Time Series Forecasting Estimates future values based on historical data.
Supervised Learning Trains models to predict outputs from known inputs.
Statistical Smoothing Reduces noise and reveals underlying trends.
⯁ WHY THIS INDICATOR IS REVOLUTIONARY
Scientifically-based: Based on statistical theory and mathematical inference.
Unprecedented: First public ADX with least squares predictive modeling.
Intelligent: Built with machine learning logic.
Practical: Generates forward-thinking signals.
Customizable: Flexible for any trading strategy.
⯁ CONCLUSION
By combining ADX with linear regression, this indicator allows a trader to predict market momentum, not just follow it.
ADX Forecast is not just an indicator — it is a scientific breakthrough in technical analysis technology.
⯁ Example of simple linear regression, which has one independent variable:
⯁ In linear regression, observations ( red ) are considered to be the result of random deviations ( green ) from an underlying relationship ( blue ) between a dependent variable ( y ) and an independent variable ( x ).
⯁ Visualizing heteroscedasticity in a scatterplot against 100 random fitted values using Matlab:
⯁ The data sets in the Anscombe's quartet are designed to have approximately the same linear regression line (as well as nearly identical means, standard deviations, and correlations) but are graphically very different. This illustrates the pitfalls of relying solely on a fitted model to understand the relationship between variables.
⯁ The result of fitting a set of data points with a quadratic function:
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🥇 This is the world’s first ADX indicator with: Linear Regression for Forecasting 🥇_______________________________________________________________________
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🔮 Linear Regression: PineScript Technical Parameters 🔮
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Forecast Types:
• Flat: Assumes prices will remain the same.
• Linreg: Makes a 'Linear Regression' forecast for n periods.
Technical Information:
ta.linreg (built-in function)
Linear regression curve. A line that best fits the specified prices over a user-defined time period. It is calculated using the least squares method. The result of this function is calculated using the formula: linreg = intercept + slope * (length - 1 - offset), where intercept and slope are the values calculated using the least squares method on the source series.
Syntax:
• Function: ta.linreg()
Parameters:
• source: Source price series.
• length: Number of bars (period).
• offset: Offset.
• return: Linear regression curve.
This function has been cleverly applied to the RSI, making it capable of projecting future values based on past statistical trends.
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⯁ WHAT IS THE ADX❓
The Average Directional Index (ADX) is a technical analysis indicator developed by J. Welles Wilder. It measures the strength of a trend in a market, regardless of whether the trend is up or down.
The ADX is an integral part of the Directional Movement System, which also includes the Plus Directional Indicator (+DI) and the Minus Directional Indicator (-DI). By combining these components, the ADX provides a comprehensive view of market trend strength.
⯁ HOW TO USE THE ADX❓
The ADX is calculated based on the moving average of the price range expansion over a specified period (usually 14 periods). It is plotted on a scale from 0 to 100 and has three main zones:
• Strong Trend: When the ADX is above 25, indicating a strong trend.
• Weak Trend: When the ADX is below 20, indicating a weak or non-existent trend.
• Neutral Zone: Between 20 and 25, where the trend strength is unclear.
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⯁ ENTRY CONDITIONS
The conditions below are fully flexible and allow for complete customization of the signal.
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🔹 CONDITIONS TO BUY 📈
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• Signal Validity: The signal will remain valid for X bars .
• Signal Sequence: Configurable as AND or OR .
🔹 +DI > -DI
🔹 +DI < -DI
🔹 +DI > ADX
🔹 +DI < ADX
🔹 -DI > ADX
🔹 -DI < ADX
🔹 ADX > Threshold
🔹 ADX < Threshold
🔹 +DI > Threshold
🔹 +DI < Threshold
🔹 -DI > Threshold
🔹 -DI < Threshold
🔹 +DI (Crossover) -DI
🔹 +DI (Crossunder) -DI
🔹 +DI (Crossover) ADX
🔹 +DI (Crossunder) ADX
🔹 +DI (Crossover) Threshold
🔹 +DI (Crossunder) Threshold
🔹 -DI (Crossover) ADX
🔹 -DI (Crossunder) ADX
🔹 -DI (Crossover) Threshold
🔹 -DI (Crossunder) Threshold
🔮 +DI (Crossover) -DI Forecast
🔮 +DI (Crossunder) -DI Forecast
🔮 ADX (Crossover) +DI Forecast
🔮 ADX (Crossunder) +DI Forecast
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🔸 CONDITIONS TO SELL 📉
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• Signal Validity: The signal will remain valid for X bars .
• Signal Sequence: Configurable as AND or OR .
🔸 +DI > -DI
🔸 +DI < -DI
🔸 +DI > ADX
🔸 +DI < ADX
🔸 -DI > ADX
🔸 -DI < ADX
🔸 ADX > Threshold
🔸 ADX < Threshold
🔸 +DI > Threshold
🔸 +DI < Threshold
🔸 -DI > Threshold
🔸 -DI < Threshold
🔸 +DI (Crossover) -DI
🔸 +DI (Crossunder) -DI
🔸 +DI (Crossover) ADX
🔸 +DI (Crossunder) ADX
🔸 +DI (Crossover) Threshold
🔸 +DI (Crossunder) Threshold
🔸 -DI (Crossover) ADX
🔸 -DI (Crossunder) ADX
🔸 -DI (Crossover) Threshold
🔸 -DI (Crossunder) Threshold
🔮 +DI (Crossover) -DI Forecast
🔮 +DI (Crossunder) -DI Forecast
🔮 ADX (Crossover) +DI Forecast
🔮 ADX (Crossunder) +DI Forecast
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🤖 AUTOMATION 🤖
• You can automate the BUY and SELL signals of this indicator.
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⯁ UNIQUE FEATURES
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Linear Regression: (Forecast)
Signal Validity: The signal will remain valid for X bars
Signal Sequence: Configurable as AND/OR
Condition Table: BUY/SELL
Condition Labels: BUY/SELL
Plot Labels in the Graph Above: BUY/SELL
Automate and Monitor Signals/Alerts: BUY/SELL
Linear Regression (Forecast)
Signal Validity: The signal will remain valid for X bars
Signal Sequence: Configurable as AND/OR
Table of Conditions: BUY/SELL
Conditions Label: BUY/SELL
Plot Labels in the graph above: BUY/SELL
Automate & Monitor Signals/Alerts: BUY/SELL
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📜 SCRIPT : ADX Forecast
🎴 Art by : @Titans_Invest & @DiFlip
👨💻 Dev by : @Titans_Invest & @DiFlip
🎑 Titans Invest — The Wizards Without Gloves 🧤
✨ Enjoy!
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o Mission 🗺
• Inspire Traders to manifest Magic in the Market.
o Vision 𐓏
• To elevate collective Energy 𐓷𐓏
WaveFunction MACD (TechnoBlooms)WaveFunction MACD — The Next Generation of Market Momentum
WaveFunction MACD is an advanced hybrid momentum indicator that merges:
• The classical MACD crossover logic (based on moving averages)
• Wave physics (modeled through phase energy and cosine functions)
• Hilbert Transform theory from signal processing
• The concept of a wavefunction from quantum mechanics, where price action is seen as a probabilistic energy wave—not just a trend.
✨ Key Features of WaveFunction MACD
• Wave Energy Logic : Instead of using just price and MA differences, this indicator computes phase-corrected momentum using the cosine of the wave phase angle — revealing the true energy behind market moves.
• Phase-Based Trend Detection : It reads cycle phases using Hilbert Transform-like logic, allowing you to spot momentum before it becomes visible in price.
• Ultra-Smooth Flow : The main line and histogram are built to follow price flow smoothly — eliminating much of the noise found in traditional MACD indicators.
• Signal Amplification via Energy Histogram : The histogram doesn’t just show momentum changes — it shows the intensity of wave energy, allowing you to confirm the strength of the trend.
• Physics-Driven Structure : The algorithm is rooted in real-world wave mechanics, bringing a scientific edge to trading — ideal for traders who believe in natural models like cycles and harmonics.
• Trend Confirmation & Early Reversals : It can confirm strong trends and also catch subtle shifts that often precede big reversals — giving you both reliability and anticipation.
• Ready for Fusion : Designed to work seamlessly with liquidity zones, price action, order blocks, and structure trading — a perfect fit for modern trading systems.
🧪 The Science Behind It
This tool blends:
• Hilbert Transform: Measures the phase of a waveform (price cycle) to detect turning points
• Cosine Phase Energy: Calculates true wave energy using the cosine of the phase angle, revealing the strength behind price movements
• Quantum Modeling: Views price like a wavefunction, offering predictive insight based on phase dynamics
Precision Stochastic DivergenceThis indicator is designed to identify potential market turning points and continuations by detecting Regular and Hidden divergences between closing price action and the Stochastic momentum oscillator. It utilizes specific default parameters (Stochastic: 40,4,3; Pivot Lookback: 5,5 based on close) and incorporates specialized filtering logic for signal qualification.
Core Functionality & Features:
Divergence Detection: Identifies standard Regular (potential reversal) and Hidden (potential continuation) divergence patterns. Logic has been optimized for accurate detection of both types.
Precision Filter Mechanism (Regular Divergences): Employs a unique dual-level validation process:
Requires the initial pivot's Stochastic value (%D) to meet Overbought (>80) or Oversold (<20) criteria.
Requires the subsequent pivot's Stochastic value (%D) to reside within a precisely defined range (Default parameterization: Bullish 19-30, Bearish 70-81). This aims to filter divergences based on specific momentum conditions following an initial extreme reading.
Standard Filter (Hidden Divergences): Filters Hidden Divergence signals by requiring both associated Stochastic pivot values to remain outside the primary Overbought/Oversold zones (i.e., >20 for Bullish, <80 for Bearish).
Signal Plotting: Displays 'R' (Regular) and 'H' (Hidden) markers on the chart upon confirmation of filtered divergence conditions. Relevant Stochastic threshold levels and filter range boundaries are plotted for visual reference.
Configuration & Usage Notes:
Parameterization: The default settings (Stochastic: 40,4,3; Pivots: 5,5; Levels: 80/20; Ranges: 19-30 / 70-81) have been specifically calibrated. For optimal performance according to the intended methodology, modification of these core parameters is strongly discouraged.
EMA Filter: Note that EMA trend filtering functionality has been intentionally removed from this version of the indicator.
Applicable Timeframes: While adaptable, performance consistency has been observed on the Hourly (1H) timeframe. Lower intervals such as 6m and 10m are considered optimal secondary timeframes, with 5m and 15m also demonstrating viability depending on market conditions.
Instrument Applicability & Validation:
!!!WARNING FOR GOLD TRADERS!!!
Low time frame spot gold (xauusd) mysteriously proves to give more incorrect signals than every other asset I have tested although higher timeframes like hourlies still signal as intended. The reason MAY be because of not enough testing.
The underlying principle of Stochastic divergence is applicable to various instruments, including Cryptocurrencies (Bitcoin, Ethereum) and Major Indices (SP500, NASDAQ, etc.).
However, the efficiency of this indicator's specific parameterization is contingent upon the volatility profile and price dynamics of the selected instrument.
Mandatory Validation: Rigorous backtesting and/or simulated trading on the specific instrument and timeframe is imperative prior to live deployment. This validation is crucial to ascertain performance characteristics and confirm alignment with individual trading plans and risk management protocols.
By Matthew James
Disclaimer:
Trading involves substantial risk. This indicator serves as an analytical tool and does not constitute financial advice or a guarantee of future results. Users assume full responsibility for their trading decisions. Always employ robust risk management practices.
Stochastics + VixFix Buy/Sell SignalsThis script is designed for long-term investors using ETFs on a weekly timeframe, where catching high-probability bottoms is the goal. It combines the Stochastic Oscillator with the Williams VixFix to identify moments of extreme fear and potential reversals.
A Buy signal is triggered when:
Stochastic %K drops below 20
VixFix forms a green spike (suggesting a panic-driven market flush)
A Sell signal is triggered when:
Stochastic %K rises above 90
VixFix falls below 5 (indicating excessive complacency)
Catching tops is much harder than catching bottoms.
These Sell signals are not designed to fully exit positions. Instead, they suggest trimming a small portion of ETF holdings — simply to free up liquidity for future opportunities.
This strategy is ideal for:
Long-term ETF investors
Weekly charts
Systematic decision-making in volatile markets
Use in conjunction with macro indicators, sector rotation, and valuation frameworks for best results.
DEMA HMA Z-score OscillatorThis custom oscillator combines the power of the Hull Moving Average (HMA) with the Z-Score to identify momentum shifts and potential trend reversals. The Z-Score measures how far the current HMA is from its historical mean, helping to spot overbought or oversold conditions.
Uptrend: Long signals are generated when the Z-Score crosses above the defined Long Threshold.
Downtrend: Short signals are triggered when the Z-Score drops below the Short Threshold.
Visuals: The Z-Score is plotted along with background color changes and fills to clearly indicate trend strength. Green fills highlight uptrends, while pink fills indicate downtrends.
Alerts: Alerts are available for both long and short conditions based on Z-Score crossovers.
Customizable Inputs:
HMA Length
Smoothing Length (for DEMA)
Z-Score Length
Long and Short Thresholds
This indicator is ideal for detecting momentum shifts, confirming trend strength, and helping to time entry/exit points in your trading strategy.
Market Manipulation Index (MMI)The Composite Manipulation Index (CMI) is a structural integrity tool that quantifies how chaotic or orderly current market conditions are, with the aim of detecting potentially manipulated or unstable environments. It blends two distinct mathematical models that assess price behavior in terms of both structural rhythm and predictability.
1. Sine-Fit Deviation Model:
This component assumes that ideal, low-manipulation price behavior resembles a smooth oscillation, such as a sine wave. It generates a synthetic sine wave using a user-defined period and compares it to actual price movement over an adaptive window. The error between the real price and this synthetic wave—normalized by price variance—forms the Sine-Based Manipulation Index. A high error indicates deviation from natural rhythm, suggesting structural disorder.
2. Predictability-Based Model:
The second component estimates how well current price can be predicted using recent price lags. A two-variable rolling linear regression is computed between the current price and two lagged inputs (close and close ). If the predicted price diverges from the actual price, this error—also normalized by price variance—reflects unpredictability. High prediction error implies a more manipulated or erratic environment.
3. Adaptive Mechanism:
Both components are calculated using an adaptive smoothing window based on the Average True Range (ATR). This allows the indicator to respond proportionally to market volatility. During high volatility, the analysis window expands to avoid over-sensitivity; during calm periods, it contracts for better responsiveness.
4. Composite Output:
The two normalized metrics are averaged to form the final CMI value, which is then optionally smoothed further. The output is scaled between 0 and 1:
0 indicates a highly structured, orderly market.
1 indicates complete structural breakdown or randomness.
Suggested Interpretation:
CMI < 0.3: Market is clean and structured. Trend-following or breakout strategies may perform better.
CMI > 0.7: Market is structurally unstable. Choppy price action, fakeouts, or manipulative behavior may dominate.
CMI 0.3–0.7: Transitional zone. Caution or reduced risk may be warranted.
This indicator is designed to serve as a contextual filter, helping traders assess whether current market conditions are conducive to structured strategies, or if discretion and defense are more appropriate.
VWAP Momentum and Volatility IndicatorVWAP Momentum and Volatility Indicator
Merges VWAP trend, momentum oscillators (RSI & Stochastic), volatility measures (ATR & Bollinger Bands) and an optional volume filter into one overlay to generate more reliable buy/sell signals.
1) Components & Rationale
VWAP (Session/Day/Week/Month): Shows the volume-weighted average price trend with selectable reset periods.
VWAP ±1/±2/±3 StdDev Bands: Highlight volatility expansions or contractions—price moves outside these bands can signal breakouts or reversals.
RSI (14): Confirms overbought (>70) and oversold (<30) momentum, reducing false entries.
Stochastic (14, SlowK=3, SlowD=3): Captures momentum shifts; used alongside RSI for stronger confirmation.
ATR (14): Measures absolute price movement to aid in risk sizing and contextualizing band widths.
Bollinger Bands (20, 2σ): Identifies “squeeze” (low volatility) and “expansion” phases.
Volume Filter (optional): Ensures signals are backed by above-average volume.
2) Default Settings
VWAP Reset: Session
StdDev Multiplier: 2.0
VWAP Lookback: 20 bars
RSI: 14 period, Overbought = 70, Oversold = 30
Stochastic: 14 period, SlowK = 3, SlowD = 3
ATR: 14 period
Bollinger Bands: 20 period, Multiplier = 2
Volume Filter: 10-bar SMA threshold at 1.5× average
Visuals: VWAP bands, signal markers, and info table enabled; table positioned top-right at small size.
3) How to Use
Add to chart: Select “VWAP Momentum and Volatility Indicator.”
Adjust inputs: Set reset period, band multiplier, momentum thresholds and volume filter to match your asset and timeframe.
Buy signal: Price crosses above VWAP + (RSI < 50 or Stochastic in oversold) + volume filter pass.
Sell signal: Price crosses below VWAP + (RSI > 50 or Stochastic in overbought) + volume filter pass.
Info table: Review VWAP status, distance (%), band region, RSI, Stochastic, ATR%, Bollinger width, squeeze/expansion, relative volume, and the most recent signal.
4) Warnings & Disclaimer
This indicator is provided for educational purposes only. Always backtest with real funding and volume data, apply your own risk management, and recognize that past performance does not guarantee future results. Use the settings and signals as part of a broader trading plan.
Funding Rate Strategy IndicatorDescription
Funding Rate Backtest Strategy uses smoothed funding‐rate dynamics to trigger long/short trades, enhanced by volume, session and daily‐limit filters, plus configurable profit-taking, stop-loss and trailing stops. It is designed for perpetual‐swap markets (e.g. BTCUSDT) where funding costs reflect market sentiment.
1. Strategy Logic & Components
Funding Rate Source
External: real exchange funding rate (e.g. Binance funding).
Custom: manual override value.
Simulate: sine‐wave test data between –3 and +3 to validate behavior.
Entry Conditions
LONG when fundingRate ≤ Long Threshold (default –2.0)
SHORT when fundingRate ≥ Short Threshold (default +2.0)
Volume Filter: requires a ≥ 5% increase vs prior bar.
4H Session Filter: only triggers on new 4-hour bars (optional).
Daily Cap: max 5 signals per calendar day (prevents overtrading).
Weekend Trading: on/off toggle for Saturday–Sunday.
Exit Conditions
Funding Normalization: exit LONG when fundingRate > –0.5; exit SHORT when fundingRate < +0.5.
Profit-Taking & Stop-Loss: default TP = 5%, SL = 3% of entry price.
Trailing Stop: optional 2% trailing (togglable).
2. Default Settings & Backtest Parameters
Account Size: $10,000
Position Sizing: 10% of equity per trade
Commission: 0.10% per side
Slippage: 0.05% per trade
Instrument & Timeframe: BTCUSDT perpetual, 1H bars, Jan 1 2022 – Dec 31 2023
Volume Increase: 5%
Session Filter: 4-hour bars only
Max Signals/Day: 5
Weekend Trading: Enabled
3. Backtest Results (Jan 2022–Dec 2023)
Total Trades: 142
Win Rate: 55.6%
Average R/R: 1 : 1.4
Max Drawdown: 14.8%
Net Return: +22.3%
These results assume realistic commission (0.1%) and slippage (0.05%). Past performance is not indicative of future results.
4. Default Properties Explained
Property Default Description
rateSourceChoice External Select funding‐rate data source
fundingRateLongThreshold –2.0 Funding ≤ –2% → LONG condition
fundingRateShortThreshold +2.0 Funding ≥ +2% → SHORT condition
volumeIncreasePercent 5.0 Min % volume increase vs prior bar
enableFourHourFilter true Only trigger on new 4H sessions
maxSignalsPerDay 5 Daily cap on entries
exitLongThreshold –0.5 Funding > –0.5% → exit LONG
exitShortThreshold +0.5 Funding < +0.5% → exit SHORT
takeProfitPercent 5.0 Fixed profit target in %
stopLossPercent 3.0 Fixed stop‐loss in %
useTrailingStop false Toggle trailing stop
trailingStopPercent 2.0 Trailing stop distance in %
allowWeekendTrading true Allow entries on Sat/Sun
5. How to Use
Add to Chart → search “Funding Rate Backtest.”
Configure Inputs → choose your funding‐rate feed, adjust thresholds, volume and session filters.
Position Sizing → defaults to 10% equity; adjust if desired.
Monitor Table & Signals → on‐chart shapes mark entries/exits; status table shows open P&L and signals count.
Risk Management → always verify commission/slippage settings; limit risk to sustainable levels (≤ 10% equity per trade).
6. Warnings & Disclaimer
This strategy is for educational purposes only. Real funding rates may differ—replace simulation or custom inputs with actual data. Always apply your own analysis and risk management. Past backtest performance does not guarantee future results.
