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M-oscillator

3 Lines RCI + Psy + ADX Title: 3 Lines RCI + Psy + ADX (Integrated) Description: An all-in-one indicator combining RCI (short, mid, long), Psychological Line (Psy), and ADX. RCI: Shows overbought/oversold zones and trend potential. Psy: Measures market sentiment with adjustable thresholds. ADX: Indicates trend strength with color-coded levels. Use it to identify reversals, confirm trend strength, and improve entry/exit timing. Fully customizable for different trading styles.
Indicador Pine Script®
por masato19810122
Reversal Validator Oscillator [aganac3]Reversal Validator Oscillator — Companion Filter for Any Reversal System This oscillator is designed to validate and time entries from your primary reversal indicator. It does not replace your main system; instead, it confirms momentum, volume pressure, divergence, and trend context so you can accept, fade, or skip signals with more confidence. It works alongside any favorite reversal tool. Key features Plug-in validator: Use it beside any reversal indicator to confirm BUY/SELL ideas without changing your main setup. Multi-signal blend: Combines RSI, Stochastic, CCI, MFI, volume pressure, EMA trend gap, and divergence into one 0–100 score. Volatility-adaptive: ATR-based scaling keeps behavior consistent in quiet or fast markets. Clear zones & alerts: Bullish zone (>57) and Bearish zone (<43) with optional alerts for quick, actionable reads. Presets + Manual: One-click tuning for XAU M5, Crypto H1, Stocks D1, or customize every input to match your strategy. Noise control: Smoothing and weights help reduce false confirmations while keeping reactions timely. How to use Keep your main reversal indicator as the signal source. Take trades when it aligns with this oscillator’s Bull/Bear zone; stand aside when it’s neutral. Adjust presets or manual inputs to match your market and risk tolerance.
Indicador Pine Script®
por aganac3
OBV with Divergence (SMA Smoother)Title: OBV Divergence with SMA Smoothing Description: This indicator is a powerful tool designed to identify regular (reversal) and hidden (continuation) On-Balance Volume (OBV) divergences against price action. It uses a modified OBV calculation (an OBV Oscillator) and integrates pivot analysis to automatically highlight potential turning points or trend continuations directly on your chart. Key Features Advanced Divergence Detection: Automatically detects and labels four types of divergences: Regular Bullish/Bearish: Signals potential trend reversals. Regular Bullish: Price makes a Lower Low (LL) but the OBV Oscillator makes a Higher Low (HL). Regular Bearish: Price makes a Higher High (HH) but the OBV Oscillator makes a Lower High (LH). Hidden Bullish/Bearish: Signals potential trend continuations. Hidden Bullish: Price makes a Higher Low (HL) but the OBV Oscillator makes a Lower Low (LL). Hidden Bearish: Price makes a Lower High (LH) but the OBV Oscillator makes a Higher High (HH). OBV Oscillator: Instead of plotting the raw OBV, this script uses the difference between the OBV and its Exponential Moving Average (EMA). This technique centers the indicator around zero, making it easier to visualize volume momentum shifts and clearly identify peaks and troughs for divergence analysis. Optional SMA Smoothing Line (New Feature): An added Simple Moving Average (SMA) line can be toggled on to further smooth the OBV Oscillator. Traders can use this line for crossover signals or to confirm the underlying trend of the volume momentum, reducing whipsaws. Customizable Lookback: The indicator allows you to define the lookback periods (Pivot Lookback Left/Right) for price and oscillator pivots, giving you precise control over sensitivity. The Max/Min of Lookback Range helps filter out divergences that are too close or too far apart.
Indicador Pine Script®
por ancorman
🔥 QUANT MOMENTUM SKORQUANT MOMENTUM SCORE – Description (EN) Summary: This indicator fuses Price ROC, RSI, MACD, Trend Strength (ADX+EMA) and Volume into a single 0-100 “Momentum Score.” Guide bands (50/60/70/80) and ready-to-use alert conditions are included. How it works Price Momentum (ROC): Rate of change normalized to 0-100. RSI Momentum: RSI treated as a momentum proxy and mapped to 0-100. MACD Momentum: MACD histogram normalized to capture acceleration. Trend Strength: ADX is direction-aware (DI+ vs DI–) and blended with EMA state (above/below) to form a combined trend score. Volume Momentum: Volume relative to its moving average (ratio-based). Weighting: All five components are weighted, auto-normalized, and summed into the final 0-100 score. Visuals & Alerts: Score line with 50/60/70/80 guides; threshold-cross alerts for High/Strong/Ultra-Strong regimes. Inputs, weights and thresholds are configurable; total weights are normalized automatically. How to use Timeframes: Works on any timeframe—lower TFs react faster; higher TFs reduce noise. Reading the score: <50: Weak momentum 50-60: Transition 60-70: Moderate-Strong (potential acceleration) ≥70: Strong, ≥80: Ultra Strong Practical tip: Use it as a filter, not a stand-alone signal. Combine score breakouts with market structure/trend context (e.g., pullback-then-re-acceleration) to improve selectivity. Disclaimer: This is not financial advice; past performance does not guarantee future results.
Indicador Pine Script®
por kashmehmet
1
Demand/Supply Oscillator_immyDemand/Supply Oscillator, probably the only D/S oscillator on TV which doesn't draw the lines on the chart but to show you the actual reasons behind the price moves. Concept Overview A demand/supply oscillator would aim to look for the hidden spots/order which institutes place in small quantities to not to upset the trend and suddenly place one big order to liquidate the retailers and make a final big move. The lite color candles in histogram shows the hidden demand/supply which is the reason behind the sudden price pullback, even for short period of time. Measure demand and supply based on volume, price movement, or candle structure Identify price waves or impulses (e.g., using fractals, zigzag, or swing high/low logic) Detect hidden demand/supply (e.g., low volume pullbacks or absorption zones) Plotted on histogram boxes to visualize strength and direction of each wave What “Hidden Demand” Means? Hidden demand refers to buying pressure that isn’t immediately obvious from price action — in other words, buyers are active “behind the scenes” even though the price doesn’t yet show strong upward movement. What Hidden supply Means? refers to selling pressure that isn’t obvious yet on the price chart. It means smart money (big players) are quietly selling or distributing positions, even though the price might not be dropping sharply yet. It usually appears when: The price is pulling back slightly (down candle), But volume or an oscillator (like RSI, MACD, or OBV) shows bullish strength (e.g., higher low or positive divergence). That suggests smart money is accumulating (buying quietly) while the public may think it’s just a normal dip. 💹 Price Reaction — Up or Down? If there is hidden demand, it’s generally a bullish signal → meaning price is likely to go up afterward. However, on that exact candle, the price may still be down or neutral, because: Hidden demand is “hidden” — buyers are absorbing supply quietly. The move up usually comes after the hidden demand signal, not necessarily on the same candle. 📊 Example Suppose: Price makes a slightly lower low, But RSI makes a higher low → this is bullish (hidden) divergence, or “hidden demand.” ➡️ Interpretation: Smart buyers are stepping in → next few candles likely move up. The current candle might still be red or show a small body — that’s okay. The key is the shift in underlying strength. 🧭 Quick Summary Term Meaning Candle Effect Expected Move After Hidden Demand Buyers active below surface Candle may still go down or stay flat Hidden Supply Sellers active behind the scenes Price likely to rise soon 🛠️ Key Components Best results with Price/Action e.g. Use swing high/low or zigzag to segment price into waves. Optionally apply fractal logic for more refined wave detection Combine with other indicators (e.g., RSI, OBV) for confirmation Include zone strength metrics (e.g., “Power Number” as seen in some indicators) Demand/Supply Calculation Demand: Strong bullish candles, increasing volume, breakout zones Supply: Strong bearish candles, volume spikes on down moves Hidden Demand/Supply: Pullbacks with low volume or absorption candles Histogram Visualization Use plot() or plotshape() to draw histogram bars Color-code bars: e.g., green for demand, red for supply, lite colors for hidden zones Add alerts for wave transitions or hidden zone detection How It Works Demand/Supply: Detected when price moves strongly with volume spikes. Hidden Zones: Detected when price moves but volume is low (potential absorption). Histogram Values: +2: Strong Demand +1: Hidden Demand -1: Hidden Supply -2: Strong Supply 0: Neutral Feature Demand (Visible) Hidden Demand Visibility Clearly seen on price charts Subtle, often masked in consolidation Participants Retail + Institutional Primarily Institutional Price Behavior Sharp rallies from zone Sideways movement, low volatility Tools to Identify Candlestick patterns, support zones Volume profile, order flow, price clusters Risk/Reward Moderate (widely known) High (less crowded, early entry potential)
Indicador Pine Script®
por imr77
Stealth Liquidation Heatmap V6.4Stealth Liquidation Heatmap v6.4 Overview A chart-native liquidity map that infers potential liquidity zones directly from price action on a selected higher timeframe (HTF). No external liquidation feeds are used. Boxes are time-anchored to HTF candles, extend to the right on lower timeframes, and turn gray once swept. How it works (high level) The core engine is multi-oscillator: an EMA-differential (MACD-style) momentum line with its smoothing line, assisted by auxiliary volatility/momentum filters. Triggers are evaluated on confirmed HTF closes to avoid intra-bar noise. When aligned momentum conditions occur on the Signal TF: • a bullish zone anchors slightly below the HTF candle’s low, • a bearish zone anchors slightly above the HTF candle’s high. Boxes use xloc=bar_time (anchored to the HTF candle’s timestamp) so levels line up cleanly on lower-timeframe charts. Box height is user-selectable (High–Low, Body |C–O|, or custom % of price). Right-extension length is measured in bars of the current chart timeframe. Sweep logic & visuals A zone is marked “swept” (turns gray) when a selected mode is met: • Any touch inside the box, or • Wick touching the outer edge (default), or • Close beyond the edge. Options include arm delay, freeze after sweep, show/hide swept zones, and age-based fading for clarity. Presets • Aggressive — momentum-only with higher sensitivity (more zones). • Normal — momentum-only with balanced sensitivity (additional smoothing/thresholding to reduce noise). • Conservative — momentum-only with stricter filtering (fewer zones). How to use Best viewed on 5–15m charts with a 4h or 1D Signal TF. Treat zones as areas where liquidity may cluster or be swept; combine with your own TA and risk management. Height/sweep/extension/fade controls help tailor visuals to instrument volatility. Screenshot example: Notes & limitations This tool does not access real liquidation/OI feeds; it infers liquidity behavior algorithmically from price-based momentum structure. Because evaluations are anchored to HTF closes, new triggers finalize after the source HTF bar closes. Right-extension is measured in bars of the current chart timeframe. Visual/educational use only; not financial advice.
Indicador Pine Script®
por SteaIth
CCI [Hash Adaptive]Adaptive CCI Pro: Professional Technical Analysis Indicator The Commodity Channel Index is a momentum oscillator developed by Donald Lambert in 1980. CCI measures the relationship between an asset's price and its statistical average, identifying cyclical turns and overbought/oversold conditions. The indicator oscillates around zero, with values above +100 indicating overbought conditions and values below -100 suggesting oversold conditions. Standard CCI Formula: (Typical Price - Moving Average) / (0.015 × Mean Deviation) This indicator transforms the traditional CCI into a sophisticated visual analysis tool through several key enhancements: Implements dual exponential moving average smoothing to eliminate market noise Preserves signal integrity while reducing false signals Adaptive smoothing responds to market volatility conditions Dynamic Color Visualization System Continuous gradient transitions from red (bearish momentum) to green (bullish momentum) Real-time color intensity reflects momentum strength Eliminates discrete color jumps for fluid visual interpretation Adaptive Intelligence Features Dynamic overbought/oversold thresholds adapt to market conditions Reduces false signals during high volatility periods Maintains sensitivity during low volatility environments Momentum Vector Analysis Incorporates velocity calculations for early trend identification Crossover detection with momentum confirmation Advanced signal filtering reduces market noise Extreme Level Analysis Values above +100: Strong overbought conditions, potential reversal zones Values below -100: Strong oversold conditions, potential buying opportunities Zero-line crossovers: Momentum shift confirmation Optimization Parameters CCI Period (Default: 14) Shorter periods (10-12): Increased sensitivity, more signals Standard periods (14-20): Balanced responsiveness and reliability Longer periods (21-30): Reduced noise, stronger signal confirmation Smoothing Factor (Default: 5) Lower values (1-3): Maximum responsiveness, suitable for scalping Medium values (4-6): Balanced approach for swing trading Higher values (7-10): Institutional-grade smoothness for position trading Signal Sensitivity (Default: 6) Conservative (7-10): High-probability signals, reduced frequency Balanced (5-6): Optimal risk-reward ratio Aggressive (1-4): Maximum signal generation, requires additional confirmation Strategic Implementation Oversold reversals in red zones with momentum confirmation Zero-line breaks with sustained color transitions Extreme readings followed by momentum divergence Risk Management Use extreme levels (+100/-100) for position sizing decisions Monitor color intensity for momentum strength assessment Combine with price action analysis for comprehensive market view Market Context Application Trending markets: Focus on momentum direction and extreme readings Range-bound markets: Utilize overbought/oversold levels for mean reversion Volatile markets: Increase smoothing parameters and signal sensitivity Professional Advantages Instantaneous momentum assessment through color visualization Reduced cognitive load compared to traditional oscillators Professional presentation suitable for client reporting Adaptive Technology Self-adjusting parameters reduce manual optimization requirements Consistent performance across varying market conditions Advanced mathematics eliminate common CCI limitations The Adaptive CCI Pro represents the evolution of momentum analysis, combining Lambert's foundational CCI concept with modern computational techniques to deliver institutional-grade market intelligence through an intuitive visual interface.
Indicador Pine Script®
por Hash_Capital
BTC Probabilistic System, 1h TF.This indicator calculates a probabilistic score based on enveloppes. Each enveloppe contributes to a combined score, weighted by its relative period and the angle of the projected MA. The output, Prob Score, ranges from -100 (maximum resistance) to +100 (maximum support), providing a visual indication of market bias. Use Case: Provides traders with a probabilistic view of support/resistance zones and market trend strength. Caution : Shows probabilistic scores rather than guaranteed signals. Does not provide buy/sell alerts automatically. Uses historical SMA projections, which may not predict future price action.
Indicador Pine Script®
por cloudboxfrance
Curvature Tensor Pivots🌀 Curvature Tensor Pivots Curvature Tensor Pivots: Geometric Pivot Detection Through Differential Geometry Curvature Tensor Pivots applies mathematical differential geometry to market price analysis, identifying pivots by measuring how price trajectories bend through space. Unlike traditional pivot indicators that rely solely on price highs and lows, this system calculates the actual geometric curvature of price paths and detects inflection points where the curvature changes sign or magnitude—the mathematical hallmarks of directional transitions. The indicator combines three components: precise curvature measurement using second-derivative calculus, tensor weighting that multiplies curvature by volatility and momentum, and a tension-based prediction system that identifies compression before pivots form. This creates a forward-looking pivot detector with built-in confirmation mechanics. What Makes This Original Pure Mathematical Foundation This indicator implements the classical differential geometry curvature formula κ = |y''| / (1 + y'²)^(3/2), which measures how sharply a curve bends at any given point. In price analysis, high curvature indicates sharp directional changes (active pivots), while curvature approaching zero indicates straight-line motion (inflection points forming). This mathematical approach is fundamentally different from pattern recognition or statistical pivots—it measures the actual geometry of price movement. Tensor Weighting System The core innovation is the tensor scoring mechanism, which multiplies geometric curvature by two market-state variables: volatility (ATR expansion/compression) and momentum (rate of change strength). This creates a multi-dimensional strength metric that distinguishes between meaningful pivots and noise. A high tensor score means high curvature is occurring during significant volatility with strong momentum—a genuine structural turning point. Low tensor scores during high curvature indicate choppy, low-conviction moves. Tension-Based Prediction The system calculates tension as the inverse of curvature (Tension = 1 - κ). When curvature is low, tension is high, indicating price is moving in a straight line and approaching an inflection point where it must curve. The tension cloud visualizes this compression, tightening before pivots form and expanding after they complete. This provides anticipatory signals rather than purely reactive confirmation. Integrated Confirmation Architecture Rather than simply flagging high curvature, the system requires convergence of four elements: geometric inflection detection (sign changes in second derivative or curvature extrema), traditional price structure pivots (pivot highs/lows), tensor strength above threshold, and minimum spacing between signals. This multi-layer confirmation prevents false signals while maintaining sensitivity to genuine turning points. This is not a combination of existing indicators—it's an application of pure mathematical concepts (differential calculus and tensor algebra) to market geometry, creating a unique analytical framework. Core Components and How They Work Together 1. Differential Geometry Engine The foundation is calculus-based trajectory analysis. The system treats price as a function y(t) and calculates: First derivative (y'): The slope of the price trajectory, representing directional velocity Second derivative (y''): The acceleration of slope change, representing how quickly direction is shifting Curvature (κ): The normalized geometric bend, calculated using the formula κ = |y''| / (1 + y'²)^(3/2) This curvature value is then normalized to a 0-1 range using adaptive statistical bounds (mean ± 2 standard deviations over a rolling window). High κ values indicate sharp bends (active pivots), while κ approaching zero indicates inflection points where the trajectory is straightening before changing concavity. 2. Tensor Weighting Components The raw curvature is weighted by market dynamics to create the tensor score: Volatility Component: Calculated as current ATR divided by baseline ATR (smoothed average). Values above 1.0 indicate expansion (higher conviction moves), while values below 1.0 indicate compression (lower reliability). This ensures pivots forming during volatile periods receive higher scores than those in quiet conditions. Momentum Component: Measured using rate of change (ROC) strength normalized by recent average. High momentum indicates sustained directional pressure, confirming that curvature changes represent genuine trend shifts rather than noise. Tensor Score Fusion: The final tensor score = κ × Volatility × Momentum × Direction × Gain. This creates a directional strength metric ranging from -1 (strong bearish curvature) to +1 (strong bullish curvature). The magnitude represents conviction, while the sign represents direction. These components work together by filtering geometric signals through market-state context. A high curvature reading during low volatility and weak momentum produces a low tensor score (likely noise), while the same curvature during expansion and strong momentum produces a high tensor score (likely genuine pivot). 3. Inflection Point Detection System Inflection points occur where the second derivative changes sign (concave to convex or vice versa) or where curvature reaches local extrema. The system detects these through multiple methods: Sign change detection: When y'' crosses zero, the price trajectory is transitioning from curving upward to downward (or vice versa) Curvature extrema: When κ reaches a local maximum or minimum, indicating peak bend intensity Near-zero curvature: When κ falls below an adaptive threshold, indicating straight-line motion before a directional change These geometric signals are combined with traditional pivot detection (pivot highs and lows using configurable lookback/lookahead periods) to create confirmed inflection zones. The geometric math identifies WHERE inflections are forming, while price structure confirms WHEN they've completed. 4. Tension Cloud Prediction Tension is calculated as 1 - κ, creating an inverse relationship where low curvature produces high tension. This represents the "straightness" of price trajectory—when price moves in a straight line, it's building tension that must eventually release through a curved pivot. The tension cloud width adapts to this tension value: it tightens (narrows) when curvature is low and tension is high, providing visual warning that a pivot is forming. After the pivot completes and curvature increases, tension drops and the cloud expands, confirming the turn. This creates a leading indicator component within the system: watch for the cloud to compress, then wait for the pivot marker and tensor direction confirmation to enter trades. 5. Multi-Layer Visualization System The visual components work hierarchically: Curvature ribbons (foundation): Width expands with curvature magnitude, color shifts with tensor direction (green bullish, red bearish) Tension cloud (prediction): Purple overlay that compresses before pivots and expands after Tensor waves (context): Harmonic oscillating layers driven by three phase accumulators (curvature, tensor magnitude, volatility), creating visual texture that becomes erratic before pivots and smooth during trends Inflection zones (timing): Golden background highlighting when geometric conditions indicate inflection points forming Pivot markers (confirmation): Triangles marking confirmed pivots where geometric inflection + price structure + tensor strength all align Each layer adds information without redundancy: ribbons show current state, tension shows prediction, waves show regime character, zones show geometric timing, and markers show confirmed entries. Calculation Methodology Phase 1 - Derivative Calculations Price is normalized by dividing by a 50-period moving average to improve numerical stability. The first derivative is calculated as the bar-to-bar change, then smoothed using a configurable smoothing length (default 3 bars) to reduce noise while preserving structure. The second derivative is calculated as the bar-to-bar change in the first derivative, also smoothed. This represents the acceleration of directional change—positive values indicate price is curving upward (concave up), negative values indicate curving downward (concave down). Phase 2 - Curvature Formula The classical curvature formula is applied: Calculate y'² (first derivative squared) Calculate (1 + y'²)^1.5 as the denominator Divide |y''| by this denominator to get raw curvature κ This formula ensures curvature is properly normalized regardless of the steepness of the trajectory. A vertical line with high slope (large y') can still have low curvature (straight), while a gradual slope with changing direction produces high curvature (curved). The raw curvature is then normalized to 0-1 range using adaptive bounds (rolling mean ± 2 standard deviations), allowing the system to adapt to different market volatility regimes. Phase 3 - Tensor Weighting ATR is calculated over the specified volatility length (default 14). Current ATR is divided by smoothed ATR to create the volatility ratio. Momentum is calculated as the rate of change over the momentum length (default 10), normalized by recent average ROC. The tensor score is computed as: Curvature × Volatility × Momentum × Tensor Gain × Direction Sign This creates the final directional strength metric used for ribbon coloring and signal generation. Phase 4 - Inflection Detection Multiple conditions are evaluated simultaneously: Second derivative sign changes (y'' × y'' < 0) Curvature local maxima (previous bar κ > current bar κ AND previous bar κ > two bars ago κ) Curvature local minima (opposite condition) Low curvature threshold (current κ < adaptive threshold) Any of these conditions triggers inflection zone highlighting. For confirmed pivot signals, inflection detection must coincide with traditional pivot highs/lows AND tensor magnitude must exceed threshold AND minimum spacing since last signal must be satisfied. Phase 5 - Tension Calculation Tension = 1 - κ (smoothed) This inverse relationship creates the compression/expansion dynamic. When curvature approaches zero (straight trajectory), tension approaches 1 (maximum compression). When curvature is high (sharp bend), tension approaches zero (released). The tension cloud bands are calculated as: Basis ± (Ribbon Width × Tension) This creates the visual tightening effect before pivots. Phase 6 - Wave Generation Three phase accumulators are maintained: Phase 1: Accumulates based on curvature magnitude (0.1 × κ per bar) Phase 2: Accumulates based on tensor magnitude (0.15 × tensor per bar) Phase 3: Accumulates based on volatility (0.08 × volatility per bar) For each wave layer (2-8 configurable), a unique frequency is used (layer number × 0.6). The wave offset is calculated as: Amplitude × (sin(phase1 × frequency) × 0.4 + sin(phase2 × frequency × 1.2) × 0.35 + sin(phase3 × frequency × 0.8) × 0.25) This creates complex harmonic motion that reflects the interplay of curvature, strength, and volatility. When these components are aligned, waves are smooth; when misaligned (pre-pivot conditions), waves become chaotic. All calculations are deterministic and execute on closed bars only—there is no repainting. How to Use This Indicator Setup and Configuration Apply the indicator to your chart with default settings initially Enable the main dashboard (top right recommended) to monitor curvature, tensor, and tension metrics in real-time Enable the curvature matrix (bottom right) to see historical patterns in the heatmap Choose your ribbon mode: "Dual Ribbon" shows both bullish and bearish zones, "Tension Cloud" emphasizes the compression zones For your first session, observe how the tension cloud behaves before confirmed pivots—you'll notice it consistently tightens (narrows) before pivot markers appear, then expands after. Signal Interpretation High Pivot (Bearish) - Red triangle above price: Occurs when price makes a pivot high (local maximum) Second derivative is negative (concave down curvature) Tensor magnitude exceeds threshold (strong confirmation) Minimum spacing requirement met (noise filter) Interpretation: A confirmed bearish inflection point has formed. Price trajectory has curved over and is transitioning from upward to downward movement. Low Pivot (Bullish) - Blue triangle below price: Occurs when price makes a pivot low (local minimum) Second derivative is positive (concave up curvature) Tensor magnitude exceeds threshold Spacing requirement met Interpretation: A confirmed bullish inflection point has formed. Price trajectory has curved upward and is transitioning from downward to upward movement. Dashboard Metrics κ (Curvature): 0-100% reading. Above 70% = sharp active pivot, 40-70% = moderate curve, below 40% = gentle or approaching inflection Tensor: Directional strength. Arrow indicates bias (⬆ bullish, ⬇ bearish, ⬌ neutral). Magnitude indicates conviction. Volatility: Current ATR expansion state. Above 70% = high volatility (pivots more significant), below 40% = compressed (pivots less reliable) Momentum: Directional strength. High values confirm trend continuation, low values suggest exhaustion Tension: 0-100% reading. Above 70% = pivot forming soon (high compression), below 40% = pivot recently completed (expanded) State: Real-time regime classification: "🟢 STABLE" = normal trending conditions "🟡 TENSION" = pivot forming (high compression) "🔴 HIGH κ" = active sharp pivot in progress "⚠ INFLECTION" = geometric inflection zone (critical transition) Curvature Matrix Heatmap The matrix shows the last 30 bars (configurable 10-100) of historical data across five metrics: κ row: Curvature evolution (green = low, yellow = moderate, red = high) Tension row: Purple intensity shows compression building Tensor row: Strength evolution (green = strong, yellow = moderate, red = weak) Volatility row: Expansion state Momentum row: Directional conviction Pattern recognition: Look for purple clustering in the tension row followed by red spikes in the κ row—this shows compression → release pivot sequence. Trading Workflow Step 1 - Monitor Tension: Watch the tension cloud and dashboard tension metric. When tension rises above 60-70% and the cloud visibly tightens, a pivot is building. The matrix will show purple bands clustering. Step 2 - Identify Inflection Zone: Wait for the golden background glow (inflection zone) to appear. This indicates the geometric conditions are met: curvature is approaching zero, second derivative is near sign change, or curvature extrema detected. The dashboard state will show "⚠ INFLECTION ZONE". Step 3 - Confirm Direction: Check the tensor arrow in the dashboard: ⬆ (bullish tensor) = expect bullish pivot ⬇ (bearish tensor) = expect bearish pivot Also verify the y'' status in the dashboard: "🔵↑ Concave Up" = bullish curvature forming "🔴↓ Concave Down" = bearish curvature forming Step 4 - Wait for Pivot Marker: Do not enter on inflection zones alone—wait for the confirmed pivot marker (triangle). This ensures all confirmation layers have aligned: geometric inflection + price structure pivot + tensor strength + spacing filter. Step 5 - Execute Entry: Long entry: Blue triangle below price + ⬆ tensor + tension releasing (dropping) Short entry: Red triangle above price + ⬇ tensor + tension releasing Step 6 - Manage Risk: Initial stop: Place beyond the opposite ribbon edge plus one ATR buffer Trailing stop: Follow the ribbon edge (basis ± adaptive width) as curvature sustains in your direction Exit signal: If tension spikes again quickly (another inflection forming), consider taking profit—the trend may be reversing Best Practices Use multiple timeframe confirmation: Check that higher timeframe tensor aligns with your trade direction Respect the spacing filter: If a pivot just fired, wait for minimum spacing before taking another signal Distinguish regime: In "🔴 HIGH κ" state (choppy), reduce position size; in "🟢 STABLE" state, full confidence Combine with support/resistance: Pivots near key levels have higher probability Watch particle density: Clustering of particles indicates rising curvature intensity Observe wave texture: Smooth flowing waves = trending environment (pivots are reversals); chaotic erratic waves = reversal environment (pivots are trend starts) Ideal Market Conditions Best Performance Liquid markets with clear swing structure (forex majors, large-cap stocks, major indices) Timeframes from 15-minute to daily (the system adapts across timeframes) Markets with periodic swings and clear directional phases (where geometric curvature is meaningful) Trending markets with consolidation phases (where tension builds before breakouts) Challenging Conditions Extremely choppy/sideways markets for extended periods (high curvature but low tensor magnitude—system will reduce signals appropriately) Very low liquidity instruments (erratic price action creates false geometric signals) Ultra-low timeframes (1-minute or below) where spread and noise dominate structure Markets in deep consolidation (the system will show high tension but no clean pivot confirmation) The indicator is designed to adapt: in poor conditions, tensor scores remain low and signals reduce naturally. In optimal conditions, tension compression → inflection → pivot confirmation sequences occur cleanly. Parameter Optimization by Trading Style Scalping (5-15 Minute Charts) Curvature Window: 3-5 (faster response) Curvature Smoothing: 2 (minimal lag) Volatility Length: 10-14 Momentum Length: 8-10 Tensor Gain: 1.2-1.5 (moderate sensitivity) Inflection Threshold: 0.10-0.15 (more sensitive) Min Pivot Spacing: 3-5 bars Pivot Mode: Aggressive Ribbon Mode: Dual Ribbon (clearer entries) Day Trading (15-60 Minute Charts) Curvature Window: 5 (default) Curvature Smoothing: 3 (balanced) Volatility Length: 14 Momentum Length: 10 Tensor Gain: 1.5 (default) Inflection Threshold: 0.15 (default) Min Pivot Spacing: 5-8 bars Pivot Mode: Normal or Adaptive Ribbon Mode: Dual Ribbon Swing Trading (4-Hour to Daily Charts) Curvature Window: 7-10 (smoother) Curvature Smoothing: 4-5 (noise reduction) Volatility Length: 20-30 Momentum Length: 14-20 Tensor Gain: 1.8-2.5 (higher conviction requirement) Inflection Threshold: 0.20-0.30 (more selective) Min Pivot Spacing: 8-12 bars Pivot Mode: Conservative Ribbon Mode: Tension Cloud (focus on compression zones) Performance Optimization If you experience lag on lower-end systems: Reduce Wave Layers: 4 → 2 (50% reduction in calculations) Lower Particle Density: 3 → 1 (66% reduction in label creation) Decrease Matrix History: 30 → 15 bars (50% reduction in table size) Disable Tensor Waves entirely if not needed for your trading Important Disclaimers - This indicator is a technical analysis tool designed to identify potential pivot points through mathematical analysis of price trajectory geometry. It should not be used as a standalone trading system. Always combine with proper risk management, position sizing, and additional confirmation methods (support/resistance, volume analysis, multi-timeframe alignment). - The curvature and tensor calculations are deterministic mathematical formulas applied to historical price data—they do not predict future price movements with certainty. Past geometric patterns do not guarantee future pivot behavior. The tension-based prediction system identifies conditions where pivots are likely to form based on trajectory straightness, but market conditions can change rapidly. - All trading involves risk. Use appropriate stop losses and never risk more than you can afford to lose. The signal spacing filters and tensor confirmation layers are designed to reduce noise, but no indicator can eliminate false signals entirely. This system is most effective when combined with sound trading principles, market context awareness, and disciplined execution. Technical Notes All calculations execute on closed bars only (no repainting) Lookback functions limited to 5000 bars maximum Arrays are fixed-size (waves) or hard-capped (particles at 80 labels) Dashboard and matrix update only on the last bar to minimize computational load Particle generation throttled to every 2 bars Phase accumulators use modulo operations to prevent overflow Statistical normalization (mean ± 2σ) automatically adapts to different volatility regimes — Dskyz, Trade with insight. Trade with anticipation.
Indicador Pine Script®
por DskyzInvestments
NEURAL FLOW INDEX — Core Energy • Momentum Stream • Pulse SyncNeural Flow Index (NFI) — Advanced Triple-Layer Reversal Framework The Neural Flow Index (NFI) is a next-generation market oscillator designed to reveal the hidden synchronization between trend energy, cyclical momentum, and internal pulse dynamics. It merges three powerful analytical layers into a single, normalized view: Core Energy Curve (based on RSO logic) — captures structural trend bias and volatility expansion. Momentum Stream (WaveTrend algorithm) — visualizes cyclical motion of price waves. Pulse Sync (Stochastic RSI adaptation) — measures short-term momentum rhythm and overextension. Each layer feeds into a unified flow model that adapts to both trend-following and reversal conditions. The goal is not to chase every fluctuation, but to sense where momentum, direction, and volatility converge into true inflection points. Conceptual Mechanics The oscillator translates complex market behavior into an elegant, multi-phase signal system: Core Energy Curve (RSO foundation): A smoothed dynamic field representing the overall strength and direction of market pressure. Green energy indicates expansion (bullish dominance); red energy reflects contraction (bearish decay). Momentum Stream (WaveTrend): The teal line functions like an electro-wave, oscillating through phases of expansion and exhaustion. It provides the heartbeat of the market — smooth, rhythmic, and beautifully cyclic. Pulse Sync (Stochastic RSI): The purple line acts as the market’s nervous pulse, reacting to micro-momentum changes before the larger trend adjusts. It identifies micro-tops and micro-bottoms that precede major trend shifts. When these three forces align, they create high-probability reversal zones known as Neural Nodes — regions where energy, momentum, and rhythm converge. Trading Logic Potential Entry Zones: When the purple Pulse Sync line crosses the green Momentum Stream near the lower or upper bounds of the oscillator, a potential turning point forms. Yet, these crossovers are only validated when the Core Energy histogram (RSO) simultaneously supports the same direction — confirming that energy and rhythm are synchronized. Histogram Confirmation: The histogram is the “voice” of the oscillator. Rising green volume within the histogram during a Pulse-Momentum crossover suggests a legitimate upward reversal. Conversely, expanding red energy during an upper-band cross indicates momentum exhaustion and an early short-side opportunity. Neutral Zones: When all three layers flatten near the zero line, the market enters an equilibrium phase — no clear trend dominance, ideal for patience and re-entry planning. | Layer | Representation | Color | Function | | --------------------- | ------------------- | ----------------- | ------------------------------ | | **Core Energy Curve** | Area / Histogram | Lime-Red gradient | Trend bias & volatility energy | | **Momentum Stream** | WaveTrend line | Teal | Cyclical flow of price | | **Pulse Sync** | Stochastic RSI line | Purple | Short-term momentum rhythm | Interpretation Summary Converging Waves: Trend, momentum, and pulse move together → strong continuation. Diverging Waves: Pulse or Momentum decouple from Core Energy → early reversal warnings. Histogram Expansion: Confirms direction and strength of the new wave. Crossovers at Extremes: Potential entries, especially when confirmed by energy alignment. 🪶 Philosophy Behind NFI The Neural Flow Index is not just a technical indicator — it’s a behavioral visualization system. Instead of focusing on lagging confirmations, it captures the neural pattern of price motion: how liquidity flows, contracts, and expands through time. It bridges the gap between pure mathematics and market intuition — giving traders a cinematic, harmonic view of energy transition inside price structure.
Indicador Pine Script®
por ozgurzari
MILLION MEN - MatrixWhat it is MILLION MEN – Matrix is a confluence tool that blends a multi-horizon directional heatmap (10→120 windows, LinReg/Slope) with a refined VZO-style volume oscillator to highlight accumulation vs. overbought regimes and print concise BUY/SELL labels only when both sides align. It’s designed for visual clarity and discretionary workflows—not a black-box signal engine. How it works (high level) Directional heatmap: 12 windows (10..120). Counts positive vs. negative slopes. Accumulation zone: negCnt ≥ threshold (default 12-level threshold). Overbought zone: posCnt ≥ threshold. Optional bar coloring with transparency. VZO-style engine: volume direction via price delta, linear-regression normalization, optional smoothing/noise filter, and explicit repaint toggle for intrabar responsiveness. Confluence signals: BUY when heatmap = accumulation and VZO makes a bullish triangle (crossover from below a lower band). SELL when heatmap = overbought and VZO makes a bearish triangle (crossunder from above an upper band). Quality-of-life: a cyan CONFOR dot marks “green→neutral + bullish body” near recent BUY; a compact profit panel tracks entry, live/max %, TP1/TP2/TP3 stamps, and a special Exit 100% event. How to use Treat signals as contextual prompts. Accumulation+VZO upturn hints at potential mean-reversion/expansion; Overbought+VZO downturn warns of exhaustion. Calibrate: heatmap threshold, VZO length/bands, smoothing/noise, and the repaint setting (on = faster intrabar feedback; off = close-confirmed). Originality & value Instead of a simple mashup, Matrix enforces dual confirmation: breadth across 12 directional windows plus a normalized volume-pressure oscillator. The result is a stable, readable regime map with minimal labels and a built-in progress panel—useful as a primary bias filter or an add-on to your setups. Tested markets Primarily tested on Gold (XAUUSD) and major crypto assets (BTC, XRP, ETH, BNB, LTC). Behavior on other symbols may vary—validate before use. Designed for analysis on the Daily timeframe (1D). Non-standard chart types are not supported for Limitations & transparency Strong trends can keep regimes extended; add structure/HTF/volume confirmation. Repaint option can change intrabar labels; use close-confirmed mode if you prefer stability. Non-standard bar types aren’t supported for signal logic. No future data is used. This is not financial advice. Arabic summary (optional) أداة “Matrix” تجمع خريطة اتجاه متعددة الآفاق (10→120) مع مذبذب حجمي محسّن بأسلوب VZO لإبراز مناطق تجميع مقابل تشبّع/ارتفاع مبالغ، وتطبع BUY/SELL فقط عند توافق الشرطين. مُجرّبة أساسًا على الذهب (XAUUSD) والعملات الرئيسية (BTC, XRP, ETH, BNB, LTC). يُنصح بالتحقق في الأسواق الأخرى وباستخدام وضع الإغلاق لمنع أي تغيّر لحظي (repaint) : مُصمّم للتحليل على الإطار اليومي (1D). أنواع الشموع غير القياسية غير مدعومة للإشارات.
Indicador Pine Script®
por MILLION_MEN
MTF MACD + RSI (Nikko) v1 for friendsMTF MACD + RSI (Nikko) v1 friends only 🧠 MTF MACD + RSI (Nikko) v1 A professional 2-in-1 Pine Script indicator that merges two powerful systems: MTF MACD (Multi-Timeframe MACD) — Momentum and trend analyzer RSI Divergence (Nikko) — Reversal and divergence detector Easily switch between them with a simple toggle in the indicator settings. ⚙️ Overview This script provides two distinct analysis modes inside a single indicator: MTF MACD Mode → Focuses on multi-timeframe trend confirmation and momentum strength. RSI Divergence Mode → Focuses on reversal detection using RSI and price divergence. A color-coded label in the indicator pane shows which mode is active: 🔴 MACD Mode 🟢 RSI Mode
Indicador Pine Script®
por CryptoNikkoid
vagab0nd AlgoCombination of simple and exponential moving averages, SuperIchi cloud by LuxAlgo (love that group!), and a conglomeration of various indicators I've compiled over the years to try to spot tops and bottoms. My custom indicator will highlight the background either green or orange/red and will show small yellow, or larger white arrows to indicate potential tops and bottoms. It is oscillator based so it can often show a strong signal for a top or bottom where price can rebound from, but will often retest or even stop loss run the previous signal area while not showing another signal. This indicates an underlying divergence that can potentially be taken advantage of.
Indicador Pine Script®
por v4gab0nd
Quantum Market Harmonics [QMH]# Quantum Market Harmonics - TradingView Script Description ## 📊 OVERVIEW Quantum Market Harmonics (QMH) is a comprehensive multi-dimensional trading indicator that combines four independent analytical frameworks to generate high-probability trading signals with quantifiable confidence scores. Unlike simple indicator combinations that display multiple tools side-by-side, QMH synthesizes temporal analysis, inter-market correlations, behavioral psychology, and statistical probabilities into a unified confidence scoring system that requires agreement across all dimensions before generating a confirmed signal. --- ## 🎯 WHAT MAKES THIS SCRIPT ORIGINAL ### The Core Innovation: Weighted Confidence Scoring Most indicators provide binary signals (buy/sell) or display multiple indicators separately, leaving traders to interpret conflicting information. QMH's originality lies in its weighted confidence scoring system that: 1. **Combines Four Independent Methods** - Each framework (described below) operates independently and contributes points to an overall confidence score 2. **Requires Multi-Dimensional Agreement** - Signals only fire when multiple frameworks align, dramatically reducing false positives 3. **Quantifies Signal Strength** - Every signal includes a numerical confidence rating (0-100%), allowing traders to filter by quality 4. **Adapts to Market Conditions** - Different market regimes activate different component combinations ### Why This Combination is Useful Traditional approaches suffer from: - **Single-dimension bias**: RSI shows oversold, but trend is still down - **Conflicting signals**: MACD says buy, but volume is weak - **No prioritization**: All signals treated equally regardless of strength QMH solves these problems by requiring multiple independent confirmations and weighting each component's contribution to the final signal. This multi-dimensional approach mirrors how professional traders analyze markets - not relying on one indicator, but waiting for multiple pieces of evidence to align. --- ## 🔬 THE FOUR ANALYTICAL FRAMEWORKS ### 1. Temporal Fractal Resonance (TFR) **What It Does:** Analyzes trend alignment across four different timeframes simultaneously (15-minute, 1-hour, 4-hour, and daily) to identify periods of multi-timeframe synchronization. **How It Works:** - Uses `request.security()` with `lookahead=barmerge.lookahead_off` to retrieve confirmed price data from each timeframe - Calculates "fractal strength" for each timeframe using this formula: ``` Fractal Strength = (Rate of Change / Standard Deviation) × 100 ``` This creates a momentum-to-volatility ratio that measures trend strength relative to noise - Computes a Resonance Index when all four timeframes show the same directional bias - The index averages the absolute strength values when all timeframes align **Why This Method:** Fractal Market Hypothesis suggests that price patterns repeat across different time scales. When trends align from short-term (15m) to long-term (Daily), the probability of trend continuation increases substantially. The momentum/volatility ratio filters out low-conviction moves where volatility dominates direction. **Contribution to Confidence Score:** - TFR Bullish = +25 points - TFR Bearish = +25 points (to bearish confidence) - No alignment = 0 points --- ### 2. Cross-Asset Quantum Entanglement (CAQE) **What It Does:** Analyzes correlation patterns between the current asset and three reference markets (Bitcoin, US Dollar Index, and Volatility Index) to identify both normal correlation behavior and anomalous breakdowns that often precede significant moves. **How It Works:** - Retrieves price data from BTC (BINANCE:BTCUSDT), DXY (TVC:DXY), and VIX (TVC:VIX) using confirmed bars - Calculates Pearson correlation coefficient between the main asset and each reference: ``` Correlation = Covariance(X,Y) / (StdDev(X) × StdDev(Y)) ``` - Computes an Intermarket Pressure Index by weighting each reference asset's momentum by its correlation strength: ``` Pressure = (Corr₁ × ROC₁ + Corr₂ × ROC₂ + Corr₃ × ROC₃) / 3 ``` - Detects "correlation breakdowns" when average correlation drops below 0.3 **Why This Method:** Markets don't operate in isolation. Inter-market analysis (developed by John Murphy) recognizes that: - Crypto assets often correlate with Bitcoin - Risk assets inversely correlate with VIX (fear gauge) - Dollar strength affects commodity and crypto prices When these normal correlations break down, it signals potential regime changes. The term "quantum" reflects the interconnected nature of these relationships - like quantum entanglement where distant particles influence each other. **Contribution to Confidence Score:** - CAQE Bullish (positive pressure, stable correlations) = +25 points - CAQE Bearish (negative pressure, stable correlations) = +25 points (to bearish) - Correlation breakdown = Warning marker (potential reversal zone) --- ### 3. Adaptive Market Psychology Matrix (AMPM) **What It Does:** Classifies the current market emotional state into six distinct categories by analyzing the interaction between momentum (RSI), volume behavior, and volatility acceleration (ATR change). **How It Works:** The system evaluates three metrics: 1. **RSI (14-period)**: Measures overbought/oversold conditions 2. **Volume Analysis**: Compares current volume to 20-period average 3. **ATR Rate of Change**: Detects volatility acceleration Based on these inputs, the market is classified into: - **Euphoria**: RSI > 80, volume spike present, volatility rising (extreme bullish emotion) - **Greed**: RSI > 70, normal volume (moderate bullish emotion) - **Neutral**: RSI 40-60, declining volatility (balanced state) - **Fear**: RSI 40-60, low volatility (uncertainty without panic) - **Panic**: RSI < 30, volume spike present, volatility rising (extreme bearish emotion) - **Despair**: RSI < 20, normal volume (capitulation phase) **Why This Method:** Behavioral finance principles (Kahneman, Tversky) show that markets follow predictable emotional cycles. Extreme psychological states often mark reversal points because: - At Euphoria/Greed peaks, everyone bullish has already bought (no buyers left) - At Panic/Despair bottoms, everyone bearish has already sold (no sellers left) AMPM provides contrarian signals at these extremes while respecting trends during Fear and Greed intermediate states. **Contribution to Confidence Score:** - Psychology Bullish (Panic/Despair + RSI < 35) = +15 points - Psychology Bearish (Euphoria/Greed + RSI > 65) = +15 points - Neutral states = 0 points --- ### 4. Time-Decay Probability Zones (TDPZ) **What It Does:** Creates dynamic support and resistance zones based on statistical probability distributions that adapt to changing market volatility, similar to Bollinger Bands but with enhancements for trend environments. **How It Works:** - Calculates a 20-period Simple Moving Average as the basis line - Computes standard deviation of price over the same period - Creates four probability zones: - **Extreme Upper**: Basis + 2.5 standard deviations (≈99% probability boundary) - **Upper Zone**: Basis + 1.5 standard deviations - **Lower Zone**: Basis - 1.5 standard deviations - **Extreme Lower**: Basis - 2.5 standard deviations (≈99% probability boundary) - Dynamically adjusts zone width based on ATR (Average True Range): ``` Adjusted Upper = Upper Zone + (ATR × adjustment_factor) Adjusted Lower = Lower Zone - (ATR × adjustment_factor) ``` - The adjustment factor increases during high volatility, widening the zones **Why This Method:** Traditional support/resistance levels are static and don't account for volatility regimes. TDPZ zones are probability-based and mean-reverting: - Price has ≈99% probability of staying within extreme zones in normal conditions - Touches to extreme zones represent statistical outliers (high-probability reversal opportunities) - Zone expansion/contraction reflects volatility regime changes - ATR adjustment prevents false signals during unusual volatility The "time-decay" concept refers to mean reversion - the further price moves from the basis, the higher the probability of eventual return. **Contribution to Confidence Score:** - Price in Lower Extreme Zone = +15 points (bullish reversal probability) - Price in Upper Extreme Zone = +15 points (bearish reversal probability) - Price near basis = 0 points --- ## 🎯 HOW THE CONFIDENCE SCORING SYSTEM WORKS ### Signal Generation Formula QMH calculates separate Bullish and Bearish confidence scores each bar: **Bullish Confidence (0-100%):** ``` Base Score: 20 points + TFR Bullish: 25 points (if all 4 timeframes aligned bullish) + CAQE Bullish: 25 points (if intermarket pressure positive) + AMPM Bullish: 15 points (if Panic/Despair contrarian signal) + TDPZ Bullish: 15 points (if price in lower probability zones) ───────── Maximum Possible: 100 points ``` **Bearish Confidence (0-100%):** ``` Base Score: 20 points + TFR Bearish: 25 points (if all 4 timeframes aligned bearish) + CAQE Bearish: 25 points (if intermarket pressure negative) + AMPM Bearish: 15 points (if Euphoria/Greed contrarian signal) + TDPZ Bearish: 15 points (if price in upper probability zones) ───────── Maximum Possible: 100 points ``` ### Confirmed Signal Requirements A **QBUY** (Quantum Buy) signal generates when: 1. Bullish Confidence ≥ User-defined threshold (default 60%) 2. Bullish Confidence > Bearish Confidence 3. No active sell signal present A **QSELL** (Quantum Sell) signal generates when: 1. Bearish Confidence ≥ User-defined threshold (default 60%) 2. Bearish Confidence > Bullish Confidence 3. No active buy signal present ### Why This Approach Is Different **Example Comparison:** Traditional RSI Strategy: - RSI < 30 → Buy signal - Result: May buy into falling knife if trend remains bearish QMH Approach: - RSI < 30 → Psychology shows Panic (+15 points) - But requires additional confirmation: - Are all timeframes also showing bullish reversal? (+25 points) - Is intermarket pressure turning positive? (+25 points) - Is price at a statistical extreme? (+15 points) - Only when total ≥ 60 points does a QBUY signal fire This multi-layer confirmation dramatically reduces false signals while maintaining sensitivity to genuine opportunities. --- ## 🚫 NO REPAINT GUARANTEE **QMH is designed to be 100% repaint-free**, which is critical for honest backtesting and reliable live trading. ### Technical Implementation: 1. **All Multi-Timeframe Data Uses Confirmed Bars** ```pinescript tf1_close = request.security(syminfo.tickerid, "15", close , lookahead=barmerge.lookahead_off) ``` Using `close ` instead of `close ` ensures we only reference the previous confirmed bar, not the current forming bar. 2. **Lookahead Prevention** ```pinescript lookahead=barmerge.lookahead_off ``` This parameter prevents the function from accessing future data that wouldn't be available in real-time. 3. **Signal Timing** Signals appear on the bar AFTER all conditions are met, not retroactively on the bar where conditions first appeared. ### What This Means for Users: - **Backtest Accuracy**: Historical signals match exactly what you would have seen in real-time - **No Disappearing Signals**: Once a signal appears, it stays (though price may move against it) - **Honest Performance**: Results reflect true predictive power, not hindsight optimization - **Live Trading Reliability**: Alerts fire at the same time signals appear on the chart The dashboard displays "✓ NO REPAINT" to confirm this guarantee. --- ## 📖 HOW TO USE THIS INDICATOR ### Basic Trading Strategy **For Trend Followers:** 1. **Wait for Signal Confirmation** - QBUY label appears below a bar = Confirmed bullish entry opportunity - QSELL label appears above a bar = Confirmed bearish entry opportunity 2. **Check Confidence Score** - 60-70%: Moderate confidence (consider smaller position size) - 70-85%: High confidence (standard position size) - 85-100%: Very high confidence (consider larger position size) 3. **Enter Trade** - Long entry: Market or limit order near signal bar - Short entry: Market or limit order near signal bar 4. **Set Targets Using Probability Zones** - Long trades: Target the adjusted upper zone (lime line) - Short trades: Target the adjusted lower zone (red line) - Alternatively, target the basis line (yellow) for conservative exits 5. **Set Stop Loss** - Long trades: Below recent swing low minus 1 ATR - Short trades: Above recent swing high plus 1 ATR **For Mean Reversion Traders:** 1. **Wait for Extreme Zones** - Price touches extreme lower zone (dotted red line below) - Price touches extreme upper zone (dotted lime line above) 2. **Confirm with Psychology** - At lower extreme: Look for Panic or Despair state - At upper extreme: Look for Euphoria or Greed state 3. **Wait for Confidence Build** - Monitor dashboard until confidence exceeds threshold - Requires patience - extreme touches don't always reverse immediately 4. **Enter Reversal** - Target: Return to basis line (yellow SMA 20) - Stop: Beyond the extreme zone **For Position Traders (Longer Timeframes):** 1. **Use Daily Timeframe** - Set chart to daily for longer-term signals - Signals will be less frequent but higher quality 2. **Require High Confidence** - Filter setting: Min Confidence Score 80%+ - Only take the strongest multi-dimensional setups 3. **Confirm with Resonance Background** - Green tinted background = All timeframes bullish aligned - Red tinted background = All timeframes bearish aligned - Only enter when background tint matches signal direction 4. **Hold for Major Targets** - Long trades: Hold until extreme upper zone or opposite signal - Short trades: Hold until extreme lower zone or opposite signal --- ## 📊 DASHBOARD INTERPRETATION The QMH Dashboard (top-right corner) provides real-time market analysis across all four dimensions: ### Dashboard Elements: 1. **✓ NO REPAINT** - Green confirmation that signals don't repaint - Always visible to remind users of signal integrity 2. **SIGNAL: BULL/BEAR XX%** - Shows dominant direction (whichever confidence is higher) - Displays current confidence percentage - Background color intensity reflects confidence level 3. **Psychology: ** - Current market emotional state - Color coded: - Orange = Euphoria (extreme bullish emotion) - Yellow = Greed (moderate bullish emotion) - Gray = Neutral (balanced state) - Purple = Fear (uncertainty) - Red = Panic (extreme bearish emotion) - Dark red = Despair (capitulation) 4. **Resonance: ** - Multi-timeframe alignment strength - Positive = All timeframes bullish aligned - Negative = All timeframes bearish aligned - Near zero = Timeframes not synchronized - Emoji indicator: 🔥 (bullish resonance) ❄️ (bearish resonance) 5. **Intermarket: ** - Cross-asset pressure measurement - Positive = BTC/DXY/VIX correlations supporting upside - Negative = Correlations supporting downside - Warning ⚠️ if correlation breakdown detected 6. **RSI: ** - Current RSI(14) reading - Background colors: Red (>70 overbought), Green (<30 oversold) - Status: OB (overbought), OS (oversold), or • (neutral) 7. **Status: READY BUY / READY SELL / WAIT** - Quick trade readiness indicator - READY BUY: Confidence ≥ threshold, bias bullish - READY SELL: Confidence ≥ threshold, bias bearish - WAIT: Confidence below threshold ### How to Use Dashboard: **Before Entering a Trade:** - Verify Status shows READY (not WAIT) - Check that Resonance matches signal direction - Confirm Psychology isn't contradicting (e.g., buying during Euphoria) - Note Intermarket value - breakdowns (⚠️) suggest caution **During a Trade:** - Monitor Psychology shifts (e.g., from Fear to Greed in a long) - Watch for Resonance changes that could signal exit - Check for Intermarket breakdown warnings --- ## ⚙️ CUSTOMIZATION SETTINGS ### TFR Settings (Temporal Fractal Resonance) - **Enable/Disable**: Turn TFR analysis on/off - **Fractal Sensitivity** (5-50, default 14): - Lower values = More responsive to short-term changes - Higher values = More stable, slower to react - Recommendation: 14 for balanced, 7 for scalping, 21 for position trading ### CAQE Settings (Cross-Asset Quantum Entanglement) - **Enable/Disable**: Turn CAQE analysis on/off - **Asset 1** (default BTC): Reference asset for correlation analysis - **Asset 2** (default DXY): Second reference asset - **Asset 3** (default VIX): Third reference asset - **Correlation Length** (10-100, default 20): - Lower values = More sensitive to recent correlation changes - Higher values = More stable correlation measurements - Recommendation: 20 for most assets, 50 for less volatile markets ### Psychology Settings (Adaptive Market Psychology Matrix) - **Enable/Disable**: Turn AMPM analysis on/off - **Volume Spike Threshold** (1.0-5.0x, default 2.0): - Lower values = Detect smaller volume increases as spikes - Higher values = Only flag major volume surges - Recommendation: 2.0 for stocks, 1.5 for crypto ### Probability Settings (Time-Decay Probability Zones) - **Enable/Disable**: Turn TDPZ visualization on/off - **Probability Lookback** (20-200, default 50): - Lower values = Zones adapt faster to recent price action - Higher values = Zones based on longer statistical history - Recommendation: 50 for most uses, 100 for position trading ### Filter Settings - **Min Confidence Score** (40-95%, default 60%): - Lower threshold = More signals, more false positives - Higher threshold = Fewer signals, higher quality - Recommendation: 60% for active trading, 75% for selective trading ### Visual Settings - **Show Entry Signals**: Toggle QBUY/QSELL labels on chart - **Show Probability Zones**: Toggle zone visualization - **Show Psychology State**: Toggle dashboard display --- ## 🔔 ALERT CONFIGURATION QMH includes four alert conditions that can be configured via TradingView's alert system: ### Available Alerts: 1. **Quantum Buy Signal** - Fires when: Confirmed QBUY signal generates - Message includes: Confidence percentage - Use for: Entry notifications 2. **Quantum Sell Signal** - Fires when: Confirmed QSELL signal generates - Message includes: Confidence percentage - Use for: Entry notifications or exit warnings 3. **Market Panic** - Fires when: Psychology state reaches Panic - Use for: Contrarian opportunity alerts 4. **Market Euphoria** - Fires when: Psychology state reaches Euphoria - Use for: Reversal warning alerts ### How to Set Alerts: 1. Right-click on chart → "Add Alert" 2. Condition: Select "Quantum Market Harmonics" 3. Choose alert type from dropdown 4. Configure expiration, frequency, and notification method 5. Create alert **Recommendation**: Set alerts for Quantum Buy/Sell signals with "Once Per Bar Close" frequency to avoid intra-bar false triggers. --- ## 💡 BEST PRACTICES ### For All Users: 1. **Backtest First** - Test on your specific market and timeframe before live trading - Different assets may perform better with different confidence thresholds - Verify that the No Repaint guarantee works as described 2. **Paper Trade** - Practice with signals on a demo account first - Understand typical signal frequency for your timeframe - Get comfortable with the dashboard interpretation 3. **Risk Management** - Never risk more than 1-2% of capital per trade - Use proper stop losses (not just mental stops) - Position size based on confidence score (larger size at higher confidence) 4. **Consider Context** - QMH signals work best in clear trends or at extremes - During tight consolidation, false signals increase - Major news events can invalidate technical signals ### Optimal Use Cases: **QMH Works Best When:** - ✅ Markets are trending (up or down) - ✅ Volatility is normal to elevated - ✅ Price reaches probability zone extremes - ✅ Multiple timeframes align - ✅ Clear inter-market relationships exist **QMH Is Less Effective When:** - ❌ Extremely low volatility (zones contract too much) - ❌ Sideways choppy markets (conflicting timeframes) - ❌ Flash crashes or news events (correlations break down) - ❌ Very illiquid assets (irregular price action) ### Session Considerations: - **24/7 Markets (Crypto)**: Works on all sessions, but signals may be more reliable during high-volume periods (US/European trading hours) - **Forex**: Best during London/New York overlap when volume is highest - **Stocks**: Most reliable during regular trading hours (not pre-market/after-hours) --- ## ⚠️ LIMITATIONS AND RISKS ### This Indicator Cannot: - **Predict Black Swan Events**: Sudden unexpected events invalidate technical analysis - **Guarantee Profits**: No indicator is 100% accurate; losses will occur - **Replace Risk Management**: Always use stop losses and proper position sizing - **Account for Fundamental Changes**: Company news, economic data, etc. can override technical signals - **Work in All Market Conditions**: Less effective during extreme low volatility or major news events ### Known Limitations: 1. **Multi-Timeframe Lag**: Uses confirmed bars (`close `), so signals appear one bar after conditions met 2. **Correlation Dependency**: CAQE requires sufficient history; may be less reliable on newly listed assets 3. **Computational Load**: Multiple `request.security()` calls may cause slower performance on older devices 4. **Repaint of Dashboard**: Dashboard updates every bar (by design), but signals themselves don't repaint ### Risk Warnings: - Past performance doesn't guarantee future results - Backtesting results may not reflect actual trading results due to slippage, commissions, and execution delays - Different markets and timeframes may produce different results - The indicator should be used as a tool, not as a standalone trading system - Always combine with your own analysis, risk management, and trading plan --- ## 🎓 EDUCATIONAL CONCEPTS This indicator synthesizes several established financial theories and technical analysis concepts: ### Academic Foundations: 1. **Fractal Market Hypothesis** (Edgar Peters) - Markets exhibit self-similar patterns across time scales - Implemented via multi-timeframe resonance analysis 2. **Behavioral Finance** (Kahneman & Tversky) - Investor psychology drives market inefficiencies - Implemented via market psychology state classification 3. **Intermarket Analysis** (John Murphy) - Asset classes correlate and influence each other predictably - Implemented via cross-asset correlation monitoring 4. **Mean Reversion** (Statistical Arbitrage) - Prices tend to revert to statistical norms - Implemented via probability zones and standard deviation bands 5. **Multi-Timeframe Analysis** (Technical Analysis Standard) - Higher timeframe trends dominate lower timeframe noise - Implemented via fractal resonance scoring ### Learning Resources: To better understand the concepts behind QMH: - Read "Intermarket Analysis" by John Murphy (for CAQE concepts) - Study "Thinking, Fast and Slow" by Daniel Kahneman (for psychology concepts) - Review "Fractal Market Analysis" by Edgar Peters (for TFR concepts) - Learn about Bollinger Bands (for TDPZ foundation) --- ## 🔄 VERSION HISTORY AND UPDATES **Current Version: 1.0** This is the initial public release. Future updates will be published using TradingView's Update feature (not as separate publications). Planned improvements may include: - Additional reference assets for CAQE - Optional machine learning-based weight optimization - Customizable psychology state definitions - Alternative probability zone calculations - Performance metrics tracking Check the "Updates" tab on the script page for version history. --- ## 📞 SUPPORT AND FEEDBACK ### How to Get Help: 1. **Read This Description First**: Most questions are answered in the detailed sections above 2. **Check Comments**: Other users may have asked similar questions 3. **Post Comments**: For general questions visible to the community 4. **Use TradingView Messaging**: For private inquiries (if available) ### Providing Useful Feedback: When reporting issues or suggesting improvements: - Specify your asset, timeframe, and settings - Include a screenshot if relevant - Describe expected vs. actual behavior - Check if issue persists with default settings ### Continuous Improvement: This indicator will evolve based on user feedback and market testing. Constructive suggestions for improvements are always welcome. --- ## ⚖️ DISCLAIMER This indicator is provided for **educational and informational purposes only**. It does **not constitute financial advice, investment advice, trading advice, or any other type of advice**. **Important Disclaimers:** - You should **not** rely solely on this indicator to make trading decisions - Always conduct your own research and due diligence - Past performance is not indicative of future results - Trading and investing involve substantial risk of loss - Only trade with capital you can afford to lose - Consider consulting with a licensed financial advisor before trading - The author is not responsible for any trading losses incurred using this indicator **By using this indicator, you acknowledge:** - You understand the risks of trading - You take full responsibility for your trading decisions - You will use proper risk management techniques - You will not hold the author liable for any losses --- ## 🙏 ACKNOWLEDGMENTS This indicator builds upon the collective knowledge of the technical analysis and trading community. While the specific implementation and combination are original, the underlying concepts draw from: - The Pine Script community on TradingView - Academic research in behavioral finance and market microstructure - Classical technical analysis methods developed over decades - Open-source indicators that demonstrate best practices in Pine Script coding Special thanks to TradingView for providing the platform and Pine Script language that make indicators like this possible. --- ## 📚 ADDITIONAL RESOURCES **Pine Script Documentation:** - Official Pine Script Manual: www.tradingview.com **Related Concepts to Study:** - Multi-timeframe analysis techniques - Correlation analysis in financial markets - Behavioral finance principles - Mean reversion strategies - Bollinger Bands methodology **Recommended TradingView Tools:** - Strategy Tester: To backtest signal performance - Bar Replay: To see how signals develop in real-time - Alert System: To receive notifications of new signals --- **Thank you for using Quantum Market Harmonics. Trade safely and responsibly.**
Indicador Pine Script®
por Smart-Day-Trader
Fib OscillatorWhat is Fib Oscillator and How to Use it? 🔶 1. Conceptual Overview The Fib Oscillator is a Fibonacci-based relative position oscillator. Instead of measuring momentum (like RSI or MACD), it measures where price currently sits between the recent swing high and swing low, expressed as a percentage within the Fibonacci range. In other words: It answers: “Where is price right now within its most recent dynamic range?” It visualizes retracement and extension zones numerically, providing continuous feedback between 0% and 100% (and beyond if extended). 🔶 2. What the Script Does The indicator: Automatically detects recent high and low levels using an adaptive lookback window, which depends on ATR volatility. Calculates the current price’s position between those levels as a percentage (0–100). Plots that percentage as an oscillator — showing visually whether price is near the top, middle, or bottom of its recent range. Overlays Fibonacci retracement levels (23.6%, 38.2%, 50%, 61.8%, 78.6%) as reference zones. Generates alerts when the oscillator crosses key Fib thresholds — which can signal retracement completion, breakout potential, or pullback exhaustion. 🔶 3. Technical Flow Breakdown (a) Inputs Input Description Default Notes atrLength ATR period used for volatility estimation 14 Used to dynamically tune lookback sensitivity minLookback Minimum lookback window (candles) 20 Ensures stability even in low volatility maxLookback Maximum lookback window 100 Limits over-expansion during high volatility isInverse Inverts chart orientation false Useful for inverse markets (e.g. shorts or inverse BTC view) (b) Volatility-Adaptive Lookback Instead of using a fixed lookback, it calculates: lookback = SMA(ATR,10) / SMA(Close,10) × 500 lookback=SMA(ATR,10)/SMA(Close,10)×500 Then it clamps this between minLookback and maxLookback. This makes the oscillator: More reactive during high volatility (shorter lookback) More stable during calm markets (longer lookback) Essentially, it self-adjusts to market rhythm — you don’t have to constantly tweak lookback manually. (c) High-Low Reference Points It takes the highest and lowest points within the dynamic lookback window. If isInverse = true, it flips the candle logic (useful if viewing inverse instruments like stablecoin pairs or when analyzing bearish setups invertedly). (d) Oscillator Core The main oscillator line: osc = ( close − low ) ( high − low ) × 100 osc= (high−low) (close−low) ​ ×100 0% = Price is at the lookback low. 100% = Price is at the lookback high. 50% = Midpoint (balanced). Between Fibonacci percentages (23.6%, 38.2%, 61.8%, etc.), the oscillator indicates retracement stages. (e) Fibonacci Levels as Reference It overlays horizontal reference lines at: 0%, 23.6%, 38.2%, 50%, 61.8%, 78.6%, 100% These act as support/resistance bands in oscillator space. You can read it similar to how traders use Fibonacci retracements on charts, but compressed into a single line oscillator. (f) Alerts The script includes built-in alert conditions for crossovers at each major Fibonacci level. You can set TradingView alerts such as: “Oscillator crossed above 61.8%” → possible bullish continuation or breakout. “Oscillator crossed below 38.2%” → possible pullback or correction starting. This allows automated monitoring of fib retracement completions without manually drawing fib levels. 🔶 4. How to Use It 🔸 Visual Interpretation Oscillator Value Zone Market Context 0–23.6% Deep Retracement Potential exhaustion of a down-move / early reversal 23.6–38.2% Shallow retracement zone Possible continuation phase 38.2–50% Mid retracement Neutral or indecisive structure 50–61.8% Key pivot region Common trend resumption zone 61.8–78.6% Late retracement Often “last pullback” area 78.6–100% Near high range Possible overextension / profit-taking >100% Range breakout New leg formation / expansion 🔸 Practical Application Steps Load the indicator on your chart (set overlay = false, so it’s below the main price chart). Observe oscillator position relative to fib bands: Use it to determine retracement depth. Combine with structure tools: Trend lines, swing points, or HTF market structure. Use crossovers for timing: Crossing above 61.8% in an uptrend often confirms breakout continuation. Crossing below 38.2% in a downtrend signals renewed downside momentum. For range markets, oscillator swings between 23.6% and 78.6% can define accumulation/distribution boundaries. 🔶 5. When to Use It During Retracements: To gauge how deep the pullback has gone. During Range Markets: To identify relative overbought/oversold positions. Before Breakouts: Crossovers of 61.8% or 78.6% often precede impulsive moves. In Multi-Timeframe Contexts: LTF (15M–1H): Detect intraday retracement exhaustion. HTF (4H–1D): Confirm major range expansions or key reversal zones. 🔶 6. Ideal Companion Indicators The Fib Oscillator works best when contextualized with structure, volatility, and trend bias indicators. Below are optimal pairings: Companion Indicator Purpose Integration Insight Market Structure MTF Tool Identify active trend direction Use Fib Oscillator only in trend direction for cleaner signals EMA Ribbon / Supertrend Trend confirmation Align oscillator crossovers with EMA bias ATR Bands / Volatility Envelope Validate breakout strength If oscillator >78.6% & ATR rising → valid breakout Volume Oscillator Confirm retracement strength Volume contraction + oscillator under 38.2% → potential reversal HTF Fib Retracement Tool Combine LTF oscillator with HTF fib confluence Powerful multi-timeframe setups RSI or Stochastic Measure momentum relative to position RSI divergence while oscillator near 78.6% → exhaustion clue 🔶 7. Understanding the Settings Setting Function Practical Impact ATR Period (14) Controls volatility sampling Higher = smoother lookback adaptation Min Lookback (20) Smallest window allowed Lower = more reactive but noisier Max Lookback (100) Largest window allowed Higher = smoother but slower to react Inverse Candle Chart Flips oscillator vertically Useful when analyzing bearish or inverse scenarios (e.g. short-side fib mapping) Recommended Configs: For scalping/intraday: ATR 10–14, lookback 20–50 For swing/position trading: ATR 14–21, lookback 50–100 🔶 8. Example Trade Logic (Practical Use) Scenario: Uptrend on 4H chart Oscillator drops to below 38.2% → retracement zone Price consolidates → oscillator stabilizes Oscillator crosses above 50% → pullback ending Entry: Long when oscillator crosses above 61.8% Exit: Near 78.6–100% zone or upon divergence with RSI For Short Bias (Inverse Setup): Enable isInverse = true to visually flip the oscillator (so lows become highs). Use the same thresholds inversely. 🔶 9. Strengths & Limitations ✅ Strengths Dynamic, self-adapting to volatility Quantifies Fib retracement as a continuous function Compact oscillator view (no clutter on chart) Works well across all timeframes Compatible with both trending and ranging markets ⚠️ Limitations Doesn’t define trend direction — must be used with structure filters Can whipsaw during choppy consolidations The “lookback auto-adjust” may lag in sudden volatility shifts Shouldn’t be used standalone for entries without structural confluence 🔶 10. Summary The “Fib Oscillator” is a dynamic Fibonacci-relative positioning tool that merges retracement theory with adaptive volatility logic. It gives traders an intuitive, quantified view of where price sits within its recent fib range, allowing anticipation of pullbacks, reversals, or breakout momentum. Think of it as a "Fibonacci RSI", but instead of momentum strength, it shows positional depth — the vibrational location of price within its natural swing cycle.
Indicador Pine Script®
por TradeMing
XAUUSD Family Scalping (5min)🟡 XAUUSD Family Scalping 5-Min — Momentum Precision Indicator Overview This indicator is built for XAUUSD (Gold) on the 5-minute timeframe and is designed for short-term momentum scalping. It helps traders identify early reversal zones, confirm momentum direction, and detect exhaustion points during high-volatility market moves. Core Concept The indicator measures momentum strength and price acceleration using a smoothed oscillator. It features two adjustable thresholds: Overbought level: 58 Oversold level: -58 When the momentum line crosses above or below these zones, it signals potential trend continuation or reversal opportunities. Features Detects short-term momentum shifts on XAUUSD 5M. Works with EMA-based trend confirmation (optional). Adaptive smoothing reduces noise and false reversals. Highlights overbought/oversold areas visually. Can be combined with price action or other oscillators for confluence. Usage Instrument: XAUUSD (Gold) Best timeframe: 5-minute (scalping setup) Use case: Detecting momentum exhaustion and reversal entries. Sessions: London & New York recommended. Disclaimer This indicator is for market analysis and educational purposes. No indicator guarantees profit — use proper risk management and test before live trading.
Indicador Pine Script®
por cupra_inc
Kernel Market Dynamics🔍 Kernel Market Dynamics Pro - Advanced Distribution Divergence Detection System OVERVIEW Kernel Market Dynamics Pro (KMD Pro) is a revolutionary market regime detection system that employs Maximum Mean Discrepancy (MMD) - a cutting-edge statistical technique from machine learning - to identify when market behavior diverges from its recent historical distribution patterns. The system transforms complex statistical divergence analysis into actionable trading signals through kernel density estimation, regime classification algorithms, and multi-dimensional visualization frameworks that reveal hidden market transitions before traditional indicators can detect them. WHAT MAKES IT ORIGINAL While conventional indicators measure price or momentum divergence, KMD Pro analyzes distribution divergence - detecting when the statistical properties of market returns fundamentally shift from their baseline state. This approach, borrowed from high-frequency trading and quantitative finance, uses kernel methods to map market data into high-dimensional feature spaces where regime changes become mathematically detectable. The system is the first TradingView implementation to combine MMD with real-time regime visualization, making institutional-grade statistical arbitrage techniques accessible to retail traders. HOW IT WORKS (Technical Methodology) 1. KERNEL DENSITY ESTIMATION ENGINE Maximum Mean Discrepancy (MMD) Calculation: The core innovation - measures distance between probability distributions: • Maps return distributions to Reproducing Kernel Hilbert Space (RKHS) • Computes empirical mean embeddings for reference and test windows • Calculates supremum of mean differences across all RKHS functions • MMD = ||μ_P - μ_Q||_H where H is the RKHS induced by kernel k Three Kernel Functions Available: RBF (Radial Basis Function) Kernel: • k(x,y) = exp(-||x-y||²/2σ²) • Gaussian kernel with smooth, infinite-dimensional feature mapping • Bandwidth σ controls sensitivity (0.5-10.0 user configurable) • Optimal for normally distributed returns • Default choice providing balanced sensitivity Laplacian Kernel: • k(x,y) = exp(-|x-y|/σ) • Exponential decay with heavier tails than RBF • More sensitive to outliers and sudden moves • Ideal for volatile, news-driven markets • Faster regime shift detection at cost of more false positives Cauchy Kernel: • k(x,y) = 1/(1 + ||x-y||²/σ²) • Heavy-tailed distribution from statistical physics • Robust to extreme values and fat-tail events • Best for cryptocurrency and emerging markets • Most stable signals with fewer whipsaws Implementation Details: • Reference window: 30-300 bars of baseline distribution • Test window: 10-100 bars of recent distribution • Double-sum kernel matrix computation with O(m*n) complexity • EMA smoothing (period 3) reduces noise in raw MMD • Real-time updates every bar with incremental calculation 2. REGIME DETECTION FRAMEWORK Three-State Regime Classification: STABLE Regime (MMD < threshold): • Market follows historical distribution patterns • Mean-reverting behavior dominates • Low probability of breakouts • Reduced position sizing recommended • Visual: Subtle background coloring SHIFTING Regime (threshold < MMD < 2×threshold): • Distribution divergence detected • Transition period with directional bias emerging • Optimal entry zone for trend-following • Increased volatility expected • Visual: Yellow/orange zone highlighting EXTREME Regime (MMD > 2×threshold): • Severe distribution anomaly • Black swan or structural break potential • Maximum caution required • Consider hedging or exit • Visual: Red/magenta warning zones Adaptive Threshold System: • Base threshold: 0.05-1.0 (default 0.15) • Volatility adjustment: ±30% based on ATR ratio • Regime persistence: 20-bar minimum for stability • Cooldown periods prevent signal clustering 3. DIRECTIONAL BIAS DETERMINATION Multi-Factor Direction Analysis: Distribution Mean Comparison: • Recent mean = SMA(normalized_returns, test_window) • Reference mean = SMA(normalized_returns, reference_window) • Direction = sign(recent_mean - reference_mean) Momentum Confluence: • Price momentum = close - close • Volume momentum = volume/SMA(volume, reference_window) • Weighted composite direction score Trend Alignment: • Fast EMA vs Slow EMA positioning • Slope analysis of regression line • Multi-timeframe bias confirmation (optional) 4. SIGNAL GENERATION ARCHITECTURE Entry Signal Logic: Stage 1 - Regime Shift Detection: • MMD crosses above threshold • Sustained for minimum 2 bars • No signals within cooldown period Stage 2 - Direction Confirmation: • Distribution mean aligns with momentum • Volume ratio > 1.0 (optional) • Price above/below VWAP (optional) Stage 3 - Risk Assessment: • Calculate ATR-based stop distance • Verify risk/reward ratio > 1.5 • Check for nearby support/resistance Stage 4 - Signal Generation: • Long: Regime shift + bullish direction • Short: Regime shift + bearish direction • Extreme: MMD > 2×threshold warning 5. PROBABILITY CLOUD VISUALIZATION Adaptive Confidence Intervals: • Standard deviation multiplier = 1 + MMD × 3 • Inner band: ±0.5 ATR × multiplier (68% probability) • Outer band: ±1.0 ATR × multiplier (95% probability) • Width expands with divergence magnitude • Real-time adjustment every bar Interpretation: • Narrow cloud: Low uncertainty, stable regime • Wide cloud: High uncertainty, shifting regime • Asymmetric cloud: Directional bias present 6. MOMENTUM FLOW VECTORS Three-Style Momentum Visualization: Flow Arrows: • Length proportional to momentum strength • Width indicates confidence (1-3 pixels) • Angle shows rate of change • Frequency: Every 5 bars or on events Gradient Bars: • Vertical lines from price • Height = momentum/ATR ratio • Opacity based on strength • Continuous flow indication Momentum Ribbon: • Envelope around price action • Expands in momentum direction • Color intensity shows strength 7. SIGNAL CONNECTION SYSTEM Relationship Mapping: • Links consecutive signals with lines • Solid lines: Same direction (continuation) • Dotted lines: Opposite direction (reversal) • Maximum 10 connections maintained • Distance limit: 100 bars Purpose: • Identifies signal clusters • Shows trend development • Reveals regime persistence • Confirms directional bias 8. REGIME ZONE MAPPING Unified Zone Visualization: • Main zones: Full regime periods (entry to exit) • Emphasis zones: Specific trigger points • Historical memory: Last 20 regime shifts • Color gradient based on intensity • Border style indicates zone type Zone Analytics: • Duration tracking • Maximum excursion • Retest probability • Support/resistance conversion 9. DYNAMIC RISK MANAGEMENT ATR-Based Position Sizing: • Stop loss: 1.0 × ATR from entry • Target 1: 2.0 × ATR (2R) • Target 2: 4.0 × ATR (4R) • Volatility-adjusted scaling Visual Target System: • Entry pointer lines • Target boxes with prices • Stop boxes with invalidation • Real-time P&L tracking 10. PROFESSIONAL DASHBOARD Real-Time Metrics Display: Primary Metrics: • Current MMD value and threshold • Risk level (MMD/threshold ratio) • Velocity (rate of change) • Acceleration (second derivative) Signal Information: • Active signal type and entry • Stop loss and targets • Current P&L percentage • Bars since signal Market Metrics: • Directional bias (BULL/BEAR) • Confidence percentage • Win rate statistics • Signal count tracking Visual Design: • Four position options • Three size modes • Five color themes • Gauge visualizations • Status banners 11. MMD INFO PANEL Floating Statistics: • Compact 3×4 table • MMD vs threshold comparison • Velocity with direction arrows • Current bias indication • Always-visible reference FIVE COLOR THEMES Quantum: Cyan/Magenta/Yellow - Modern, high contrast, optimal visibility Matrix: Green/Red - Classic terminal aesthetic, traditional Fire: Orange/Gold/Red - Warm spectrum, energetic feel Aurora: Northern lights palette - Unique, beautiful gradients Nebula: Deep space colors - Purple/Blue, futuristic HOW TO USE Step 1: Select Your Kernel • RBF for normal markets (stocks, forex majors) • Laplacian for volatile markets (small-caps, news-driven) • Cauchy for fat-tail markets (crypto, emerging markets) Step 2: Configure Bandwidth • 0.5-2.0: Scalping (high sensitivity) • 2.0-5.0: Day trading (balanced) • 5.0-10.0: Swing trading (smooth signals) Step 3: Set Analysis Windows • Reference: 3-5× your holding period • Test: Reference ÷ 3 approximately • Adjust based on timeframe Step 4: Calibrate Threshold • Start with 0.15 default • Increase if too many signals • Decrease for earlier detection Step 5: Enable Visuals • Probability Cloud for volatility assessment • Momentum Flow for direction confirmation • Regime Zones for historical context • Signal Connections for trend visualization Step 6: Monitor Dashboard • Check MMD vs threshold • Verify regime state • Confirm directional bias • Review confidence metrics Step 7: Execute Signals • Wait for triangle markers • Verify regime shift confirmed • Check risk/reward setup • Enter at close or next open Step 8: Manage Position • Place stop at calculated level • Scale out at Target 1 (2R) • Trail remainder to Target 2 (4R) • Exit if regime reverses OPTIMIZATION GUIDE By Market Type: Forex Majors: • Kernel: RBF • Bandwidth: 2.0-3.0 • Windows: 100/30 • Threshold: 0.15 Stock Indices: • Kernel: RBF • Bandwidth: 3.0-4.0 • Windows: 150/50 • Threshold: 0.20 Cryptocurrencies: • Kernel: Cauchy • Bandwidth: 2.5-3.5 • Windows: 100/30 • Threshold: 0.10-0.15 Commodities: • Kernel: Laplacian • Bandwidth: 2.0-3.0 • Windows: 200/60 • Threshold: 0.15-0.25 By Timeframe: Scalping (1-5m): • Test Window: 10-20 • Reference: 50-100 • Bandwidth: 1.0-2.0 • Cooldown: 5-10 bars Day Trading (15m-1H): • Test Window: 30-50 • Reference: 100-150 • Bandwidth: 2.0-3.0 • Cooldown: 10-20 bars Swing Trading (4H-Daily): • Test Window: 50-100 • Reference: 200-300 • Bandwidth: 3.0-5.0 • Cooldown: 20-50 bars ADVANCED FEATURES Multi-Timeframe Capability: • HTF MMD calculation via security() • Regime alignment across timeframes • Fractal analysis support Statistical Arbitrage Mode: • Pair trading applications • Spread divergence detection • Cointegration breaks Machine Learning Integration: • Export signals for ML training • Regime labels for classification • Feature extraction support PERFORMANCE METRICS Computational Complexity: • MMD calculation: O(m×n) where m,n are window sizes • Memory usage: O(m+n) for kernel matrices • Update frequency: Every bar (real-time) • Optimization: Incremental updates where possible Typical Signal Frequency: • Conservative settings: 2-5 signals/week • Balanced settings: 5-10 signals/week • Aggressive settings: 10-20 signals/week Win Rate Expectations: • Trend following mode: 40-50% wins, 2:1 reward/risk • Mean reversion mode: 60-70% wins, 1:1 reward/risk • Depends heavily on market conditions IMPORTANT DISCLAIMERS • This indicator detects statistical divergence, not future price direction • MMD measures distribution distance, not predictive probability • Past regime shifts do not guarantee future performance • Kernel methods are descriptive statistics, not AI predictions • Requires minimum 100 bars historical data for stability • Performance varies significantly across market conditions • Not suitable for illiquid or heavily manipulated markets • Always use proper risk management and position sizing • Backtest thoroughly on your specific instruments • This is an analysis tool, not a complete trading system THEORETICAL FOUNDATION The Maximum Mean Discrepancy was introduced by Gretton et al. (2012) as a kernel-based statistical test for comparing distributions. In financial markets, we adapt this technique to detect when return distributions shift, indicating potential regime changes. The mathematical rigor of MMD provides a robust, non-parametric approach to identifying market transitions without assuming specific distribution shapes. SUPPORT & UPDATES • Questions or configuration help via TradingView messaging • Bug reports addressed within 48 hours • Feature requests considered for monthly updates • Video tutorials available on request • Join our community for strategy discussions FINAL NOTES KMD Pro represents a paradigm shift in technical analysis - moving from price-based indicators to distribution-based detection. By measuring statistical divergence rather than price divergence, the system identifies regime changes that precede traditional breakouts. This anticipatory capability, combined with comprehensive visualization and risk management, provides traders with an institutional-grade toolkit for navigating modern market dynamics. Remember: The edge comes not from the indicator alone, but from understanding when market distributions diverge from their normal state and positioning accordingly. Use KMD Pro as part of a complete trading strategy that includes fundamental analysis, risk management, and market context.
Indicador Pine Script®
por DskyzInvestments