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Kurtosis with Skew Crossover Focused OscillatorDescription: This indicator highlights Skewness/Kurtosis crossovers for short-term trading: Green upward arrows: Skew crosses above Kurtosis → potential long signal. Red downward arrows: Skew crosses below Kurtosis → potential short signal. Yellow upward arrows: Extreme negative skew (skew ≤ -1.7) → potential oversold/reversal opportunity. Oscillator Pane: Orange = Skewness (smoothed) Blue = Kurtosis (adjusted, smoothed) Zero line = visual reference Usage: Primarily for 2–5 minute charts, highlighting statistical anomalies and potential short-term reversals that can be used in conjunction with OBV and/or CVD Arrows signal potential entries based on skew/kurt dynamics. Potential ideas??????? --------------------------------------- Add Supporting Market Context --------------------------------------- Currently, signals are purely based on skew/kurt crossovers. Adding supporting indicators could improve reliability: Volume / CVD: Identify when crossovers occur with real buying/selling pressure. Wick Imbalance: Detect forced moves in price structure. Volatility Regime (Parkinson / ATR): Filter signals during high volatility spikes or compressions. Experimentation: Try weighting these supporting signals to dynamically confirm or filter skew/kurt crossovers and see if false signals decrease on 2–5 minute charts. -------------------------------------- Dynamic Thresholds & Scaling -------------------------------------- Right now, the extreme skew signal is triggered at a fixed level (skew ≤ -1.7). Future improvements could include: Adaptive thresholds: Scale extreme skew levels based on recent standard deviation or intraday volatility. Kurtosis thresholds: Introduce a cutoff for kurtosis to identify “fat-tail” events. Experimentation: Backtest different adaptive thresholds for both skew and kurt, and see how it affects the precision vs. frequency of signals. -------------------------------------------------- Multi-Timeframe or Combined Oscillator -------------------------------------------------- Skew/kurt signals could be combined across multiple intraday timeframes (e.g., 1-min, 3-min, 5-min) to improve confirmation. Create a composite oscillator that blends short-term and slightly longer-term skew/kurt values to reduce noise. Experimentation: Compare a single timeframe approach vs multi-timeframe composite, and measure signal reliability and lag. I'm leaving this open so anyone can experiment with it as this project may be on the backburner, but these are my thoughts so far
Indicador Pine Script®
por Dr_Wallstreet
CRR Birgua HUD (HH-HL / LL-LH)CRR Birgua HUD (HH-HL / LL-LH) essentially does three things: Detects price structure using pivots. Marks highs as: HH = Higher High LH = Lower High Marks lows as: HL = Higher Low LL = Lower Low It uses a pivot length (pivotLen, default 3) to find these turning points. Measures the “Birgua” (impulse correction). In a downtrend: When an LH appears, it measures how much the retracement rose from the last low to that LH. In an uptrend: When an HL appears, it measures how much the retracement fell from the last high to that HL. It calculates two things: % correction (birgua_lastPct) ATR multiples (birgua_lastAtrMult) It only considers it “valid” if: % correction ≥ birgua_minBirguaPc (e.g., 25%) ATR multiple ≥ birgua_minAtrMult (e.g., 0.5) If valid: it labels it with OK; otherwise: SMALL. Creates a HUD and a “Birgua Score.” Calculates a Birgua Score (0–100): Starts at 50. If the last Birgua was at an HL (strong bullish), it increases from 50. If it was at an LH (strong bearish), it decreases from 50. It can draw a line at the bottom with this score if you enable Show Birgua Score. At the top of the screen, it displays a HUD with: Direction: BULL (HL), BEAR (LH), or NEUTRAL. B: XX.X% (Birgua percentage). ATR: X.XX (ATR multiples). Strength: Strong / Weak / N/A based on the minimums you defined. 🧠 Quick Use: HL + strong Birgua → probable bullish continuation. LH + strong Birgua → probable bearish continuation. The HUD summarizes whether the last correction was strong or weak and on which side (bull or bear).
Indicador Pine Script®
por rivero8894
Options Scalper v2 - SPY/QQQHere's a comprehensive description of the Options Scalper v2 strategy: --- ## Options Scalper v2 - SPY/QQQ ### Overview A multi-indicator confluence-based scalping strategy designed for trading SPY and QQQ options on short timeframes (1-5 minute charts). The strategy uses a scoring system to generate high-probability CALL and PUT signals by requiring alignment across multiple technical indicators before triggering entries. --- ### Core Logic The strategy operates on a **scoring system (0-9 points)** where both bullish (CALL) and bearish (PUT) conditions are evaluated independently. A signal only fires when: 1. A recent EMA crossover occurred (within the last 3 bars) 2. The direction's score meets the minimum threshold (default: 4 points) 3. The signal's score is higher than the opposite direction 4. Enough bars have passed since the last signal (cooldown period) 5. Price action occurs during valid trading sessions --- ### Indicators Used | Indicator | Purpose | CALL Condition | PUT Condition | |-----------|---------|----------------|---------------| | **9/21 EMA Cross** | Primary trigger | Fast EMA crosses above slow | Fast EMA crosses below slow | | **200 EMA** | Trend filter | Price above 200 EMA | Price below 200 EMA | | **RSI (14)** | Momentum filter | RSI between 45-65 | RSI between 35-55 | | **VWAP** | Institutional level | Price above VWAP | Price below VWAP | | **MACD (12,26,9)** | Momentum confirmation | MACD line > Signal line | MACD line < Signal line | | **Stochastic (14,3)** | Overbought/Oversold | Oversold or K > D | Overbought or K < D | | **Volume** | Participation confirmation | Spike on green candle | Spike on red candle | | **Price Structure** | Breakout detection | Higher high formed | Lower low formed | --- ### Scoring Breakdown **CALL Score (Max 9 points):** - Recent EMA cross up: +2 pts - EMA alignment (fast > slow): +1 pt - RSI in bullish range: +1 pt - Above VWAP: +1 pt - MACD bullish: +1 pt - Volume spike on green candle: +1 pt - Stochastic setup: +1 pt - Above 200 EMA: +1 pt - Breaking higher high: +1 pt **PUT Score (Max 9 points):** - Recent EMA cross down: +2 pts - EMA alignment (fast < slow): +1 pt - RSI in bearish range: +1 pt - Below VWAP: +1 pt - MACD bearish: +1 pt - Volume spike on red candle: +1 pt - Stochastic setup: +1 pt - Below 200 EMA: +1 pt - Breaking lower low: +1 pt --- ### Risk Management The strategy uses **ATR-based dynamic stops and targets**: | Parameter | Default | Description | |-----------|---------|-------------| | Stop Loss | 1.5x ATR | Distance below entry for longs, above for shorts | | Take Profit | 2.0x ATR | Creates a 1:1.33 risk-reward ratio | Positions are also closed on: - Opposite direction signal (flip trade) - Take profit or stop loss hit --- ### Session Filtering Trades are restricted to high-liquidity periods by default: - **Morning Session:** 9:30 AM - 11:00 AM EST - **Afternoon Session:** 2:30 PM - 3:55 PM EST This avoids choppy midday price action and captures the highest volume periods. --- ### Input Parameters | Parameter | Default | Description | |-----------|---------|-------------| | Fast EMA | 9 | Fast moving average period | | Slow EMA | 21 | Slow moving average period | | Trend EMA | 200 | Long-term trend filter | | RSI Length | 14 | RSI calculation period | | RSI Overbought | 65 | Upper RSI threshold | | RSI Oversold | 35 | Lower RSI threshold | | Volume Multiplier | 1.2x | Volume spike detection threshold | | Min Signal Strength | 4 | Minimum score required to trigger | | Crossover Lookback | 3 | Bars to consider crossover "recent" | | Min Bars Between Signals | 5 | Cooldown period between signals | --- ### Visual Elements **Chart Plots:** - Green line: 9 EMA (fast) - Red line: 21 EMA (slow) - Gray line: 200 EMA (trend) - Purple dots: VWAP **Signal Markers:** - Green triangle up + "CALL" label: Buy call signal - Red triangle down + "PUT" label: Buy put signal - Small circles: EMA crossover reference points **Info Table (Top Right):** - Real-time CALL and PUT scores - RSI, MACD, Stochastic values - VWAP and 200 EMA position - Recent crossover status - Current signal state --- ### Alerts | Alert Name | Trigger | |------------|---------| | CALL Entry | Standard call signal fires | | PUT Entry | Standard put signal fires | | Strong CALL | Call signal with score ≥ 6 | | Strong PUT | Put signal with score ≥ 6 | --- ### Recommended Usage | Setting | 0DTE Scalping | Intraday Swings | |---------|---------------|-----------------| | Timeframe | 1-2 min | 5 min | | Min Signal Strength | 5-6 | 4 | | ATR Stop Mult | 1.0 | 1.5 | | ATR TP Mult | 1.5 | 2.0 | | Option Delta | 0.40-0.50 | 0.30-0.40 | --- ### Key Improvements Over v1 1. **Requires actual crossover** - Eliminates false signals from simple trend continuation 2. **Balanced scoring** - Both directions evaluated equally, highest score wins 3. **Signal cooldown** - Prevents overtrading with minimum bar spacing 4. **Multi-indicator confluence** - 8 factors must align for signal generation 5. **Volume-candle alignment** - Volume spikes only count when matching candle direction --- ### Disclaimer This strategy is for educational purposes. Backtest thoroughly before live trading. Options trading involves significant risk of loss. Past performance does not guarantee future results.
Estratégia Pine Script®
por hakan_gul_79
Quantum Uncertainty by Kingshuk GhoshLet me explain this indicator in simple, practical terms, including the fascinating physics concept that inspired me. This indicator helps to understand when the market is predictable (safe to trade) versus unpredictable (risky to trade). It shows the probability zones where price is likely to move and warns you when conditions are too chaotic for reliable trading. The Physics Behind It: Heisenberg's Uncertainty Principle:- This indicator is inspired by one of the most profound discoveries in physics: Heisenberg's Uncertainty Principle. What Is The Uncertainty Principle? In 1927, physicist Werner Heisenberg discovered something remarkable about the universe: you cannot simultaneously know both the exact position and exact momentum of a particle with perfect precision. The more accurately you know one, the less accurately you can know the other. Simple Analogy: Imagine trying to photograph a speeding bullet: Use fast shutter speed → You see exactly WHERE it is (position), but the image is frozen, so you can't tell HOW FAST it's moving (momentum) Use slow shutter speed → You see motion blur showing HOW FAST it's moving (momentum), but you can't pinpoint exactly WHERE it is (position) You can never have both perfect clarity simultaneously - there's always a trade-off. How This Applies To Trading The indicator translates this principle to financial markets: In Physics: Position Uncertainty × Momentum Uncertainty = Always greater than a minimum value High uncertainty in one means high uncertainty overall In Trading: Price Position Uncertainty = How much the price bounces around (volatility) Price Momentum Uncertainty = How erratic the directional strength is Total Market Uncertainty = Price Volatility × Momentum Volatility The Trading Insight: Just like in physics, when BOTH price position and momentum are uncertain (highly volatile), the market becomes fundamentally unpredictable. You can't reliably know where price will go next because the system is in high uncertainty state. Why This Matters For You Traditional indicators often look at price OR momentum separately. This indicator recognizes that both must be considered together to truly understand market predictability, just as Heisenberg showed that position and momentum must be considered together in physics. When both uncertainties are high simultaneously: Price could jump anywhere Momentum could shift instantly Predictions become unreliable Trading becomes gambling When both uncertainties are low: Price behavior is more regular Momentum is more stable Patterns become clearer Trading becomes strategic This is why the indicator's core metric multiplies price volatility by momentum volatility - it's capturing that fundamental uncertainty relationship. Market Uncertainty The indicator calculates how unpredictable the market currently is by examining: How much price is bouncing around (price volatility) How erratic the momentum is (momentum instability) When both are high simultaneously, the market becomes highly unpredictable. When both are calm, the market is more reliable for trading. Think of it like driving: Low uncertainty = Clear road, good visibility, safe to drive High uncertainty = Fog, rain, poor visibility, dangerous conditions Probability Bands The indicator draws colored bands around a central average price line: White Center Line (Basis) The average price over your lookback period Acts as a equilibrium point where price gravitates Blue Bands (Inner Zone) Covers about 68% of normal price behavior Price spends most of its time here This is the "normal operating range" Purple Bands (Outer Zone) Covers about 95% of all price behavior Price rarely ventures here When it does, it's unusual and noteworthy Highway Lane Analogy: Most drivers stay in center lanes (blue zone) Few drivers use extreme outer lanes (purple zone) When someone drives on the shoulder, it's abnormal and signals something is happening Wave Function Collapse Another physics concept applied here: In quantum mechanics, particles exist in multiple states simultaneously (superposition) until they're measured - then the "wave function collapses" to a single state. In This Indicator: The probability bands represent all the possible states price could be in. When price moves and settles at a specific level, it's like the wave function collapsing - probability becomes reality. The indicator helps you see: Where price is most likely to be (high probability zones - blue bands) Where price rarely goes (low probability zones - purple bands) When price is in an "impossible" state (outside bands - tunneling) Price Position The indicator tracks where current price sits within these bands: Upper position = Price in the top half (bullish territory) Lower position = Price in the bottom half (bearish territory) Extreme positions = Price in outer 30% on either side (potential reversal zones) Quantum Tunneling Signals This is another physics concept: In quantum mechanics, particles can sometimes "tunnel" through barriers that classical physics says they shouldn't be able to cross. In Trading: When price breaks through the 95% probability barrier, it's "tunneling" into statistically improbable territory - these are marked by triangles: Green Triangle Up Price tunneled through the upper 95% barrier This is statistically rare (happens only 5% of the time) Often signals price exhaustion or coming reversal downward Like a particle that tunneled too far and will snap back Red Triangle Down Price tunneled through the lower 95% barrier Also statistically unusual Often signals panic selling may be overdone Like a spring compressed too far, ready to bounce These "tunneling events" are significant because they represent extreme deviations from normal probability - and markets tend to revert to normal. Entanglement Score In quantum physics, "entanglement" means two particles are connected such that measuring one instantly affects the other, no matter the distance. In Trading: This measures whether price movements are "entangled" with trading volume - do they move together in a connected way? High Entanglement (above 0.5) Price and volume move together Volume confirms the price action More reliable, trustworthy moves Like entangled particles - they're truly connected Low Entanglement (below 0.3) Price moves without volume support Suspicious, unsupported movements Less reliable, be cautious Like particles that aren't entangled - the connection is weak Negative Entanglement Price and volume move in opposite directions Often signals divergence or potential reversal Requires careful interpretation Information Dashboard: 1. Uncertainty Level Shows current market unpredictability (the core Heisenberg principle calculation): ✓ Normal (Green) = Market is behaving predictably, safe to trade ⚠ High Risk (Red) = Market is chaotic, avoid trading This is your first checkpoint - if uncertainty is high, don't proceed further. 2. Probability Score Shows how normal or extreme the current price is: Percentage shown = Where price sits in the probability distribution ✓ Safe (Green) = Price in normal range (middle 70%) ⛔ Extreme (Red) = Price at statistical outliers (outer 15%) High percentage (>85%) = Price near the average, stable situation Low percentage (<15%) = Price at extremes, unstable situation 3. Position Indicator Tells you which side of the market you're on: Upper/Lower = Basic location in the bands → Neutral (Gray) = Price in balanced middle zone ⚠ Reversal? (Orange) = Price at extremes, watch for turnaround This helps you anticipate potential support or resistance levels. 4. Entanglement Confirmation Shows the correlation number and interpretation: ✓ Confirmed (Green) = Volume strongly supports price (>0.5) ⚠ Weak (Orange) = Poor volume support (<0.5) Always prefer trading when entanglement is confirmed - it means the move is "real" with participant backing. 5. Trade Status - YOUR MAIN SIGNAL This is the indicator's final verdict combining all factors: ✓ TRADEABLE (Green) Uncertainty is normal Probability is safe Entanglement is decent Action: Market conditions favor trading ⛔ AVOID (Red) One or more conditions are unfavorable Market is too unpredictable Action: Stay out, preserve capital. Scenario A: Perfect Buy Setup Red triangle appears (quantum tunneling down) Position shows "Lower" with "⚠ Reversal?" warning Entanglement shows "✓ Confirmed" Trade Status: "✓ TRADEABLE" Interpretation: Price hit extreme low with volume support, likely to bounce back to probability zone Action: Consider long entry with stop below recent low Scenario B: Perfect Sell Setup Green triangle appears (quantum tunneling up) Position shows "Upper" with "⚠ Reversal?" warning Entanglement shows "✓ Confirmed" Trade Status: "✓ TRADEABLE" Interpretation: Price hit extreme high, exhaustion in high uncertainty zone Action: Consider short entry or exit longs with stop above recent high Scenario C: High Uncertainty - Stay Out Uncertainty shows "⚠ High Risk" Probability shows "⛔ Extreme" Trade Status: "⛔ AVOID" Interpretation: Both price and momentum uncertainties are high - market is fundamentally unpredictable (Heisenberg principle in action) Action: No trading, wait for uncertainty to decrease Scenario D: Trending Market Price consistently stays in upper bands No tunneling signals Entanglement remains high Trade Status stays "✓ TRADEABLE" Interpretation: Strong trend with low uncertainty Action: Trade with the trend, don't fight it Scenario E: Choppy, Range-Bound Price bounces between inner blue bands Frequent status changes between TRADEABLE and AVOID Entanglement fluctuates Interpretation: Market lacks direction, uncertainty fluctuating Action: Use bands as support/resistance for scalping, or wait for breakout. Why The Uncertainty Principle Matters In Trading Traditional technical analysis often looks at indicators in isolation: "RSI is oversold, so buy" "Price is volatile, so wait" "Volume is high, so trade" But Heisenberg's principle teaches us that multiple uncertainties interact and compound. This indicator recognizes that truth: When price volatility is high AND momentum is erratic: You can't reliably predict where price will go You can't reliably predict how strong the move will be The combination creates fundamental unpredictability This is when the indicator says "AVOID" When price volatility is low AND momentum is stable: Price behavior becomes more regular Directional moves become more reliable The low combined uncertainty creates tradeable conditions This is when the indicator says "TRADEABLE" The Probability Wave Function In quantum mechanics, until you measure a particle, it exists in all possible states simultaneously (superposition). The probability wave describes where it's most likely to be found. The bands work the same way: Blue bands = Where price has 68% probability of being (1 standard deviation) Purple bands = Where price has 95% probability of being (2 standard deviations) Outside bands = Less than 5% probability (quantum tunneling territory) When price is in the blue zone, it's in its "natural" superposition state - normal behavior. When price tunnels outside, it's in an "improbable" state - like a quantum particle appearing where it shouldn't be. Physics tells us this can't last - the wave function will collapse back to normal probability zones. In trading, this means reversion to the mean. Entanglement and Market Correlation Quantum entanglement shows us that connections matter - particles don't act in isolation. In markets: Price shouldn't move in isolation from volume When they're "entangled" (moving together), the move is authentic When they're not entangled (price moves without volume), the move is suspicious This is why the indicator checks entanglement - it's verifying that the market components are properly connected and confirming each other. Golden Rules for the indicator: Never trade during high uncertainty states - When the indicator shows AVOID, it's telling you that fundamental unpredictability (Heisenberg's principle) has taken over. This is non-negotiable. Reduce position size when entanglement is weak - Even if uncertainty is low, weak volume entanglement means the move may not be authentic. Respect the quantum tunneling signals - They mark statistical extremes where price has entered improbable territory. Reversion to normal probability zones is likely. Don't chase price outside the bands - If you missed the tunneling entry, wait for price to return to normal probability zones. Use the white center line as equilibrium - Like particles gravitating toward lower energy states, price tends to revert to its average. Heisenberg's Uncertainty Principle teaches us a profound lesson: some things are fundamentally unknowable. You cannot eliminate uncertainty - you can only measure it and decide whether it's low enough to act. This indicator embraces that wisdom: It doesn't claim to predict the future It doesn't promise guaranteed wins It simply measures current uncertainty And tells you when conditions are favorable vs. unfavorable The market, like quantum particles, is probabilistic, not deterministic. You're trading probabilities, not certainties. The indicator helps you identify when those probabilities are in your favor (low uncertainty) and when they're not (high uncertainty). This is a more mature, realistic approach to trading than indicators that promise to "predict" moves. Instead, this indicator honestly assesses predictability itself. Remember: Not trading during high uncertainty is just as important as trading during low uncertainty. Preservation of capital is the foundation of long-term success. As Heisenberg taught us, some moments are simply too uncertain to act - and that's okay. Chart attached: -NSE Persistent, EoD 05/12/25, Day Time Frame. DISCLAIMER: This information is provided for educational purposes only and should not be considered financial, investment, or trading advice. Please do boost if you like it. Happy Trading.
Indicador Pine Script®
por kingshukghosh71
SYXX - HTF Candle Overlay This script, titled "HTF Candle Overlay by SYXX," is designed to visualize the full range and structure of a higher-timeframe (HTF) candle directly onto a lower-timeframe chart. It helps traders maintain context by showing where the current price action sits relative to a much larger candle's boundaries. Combined with LuxAlgo Volume Node Profile. 1. 🔍 Primary Feature: Higher Timeframe Candle Projection Configurable Timeframe: The user sets the desired HTF using the Interval input, which defaults to 'D' (Daily). The indicator then tracks the High, Low, Open, and Close of that HTF bar. Live and Historical Drawing: The script uses box.new to draw boxes representing the candle's full range (High to Low). Historical Boxes (if changeHTF): When a new HTF candle closes, the completed box for the previous period is drawn. Live Box (if barstate.islast): The indicator draws a live, dynamic box for the current, incomplete HTF candle, which expands with every new High or Low on the lower chart. 2. 🎨 Visualization & Customization Color-Coded Bias: The boxes are colored based on the HTF candle's direction: Bullish/Long (BgLong): Green color is used if the HTF candle closed higher than it opened (close > htfOpen). Bearish/Short (BgShort): Red color is used if the HTF candle closed lower than it opened. Box Styling: Users can customize the box's appearance, including border color and style, border thickness, and background opacity (BoxOpacity). Midline: An optional MidLine is calculated as the average of the HTF High and Low, acting as a potential support/resistance reference point. Range Display: The indicator can display the range of the box in pips (BoxRangePips) or the percentage of movement relative to the full range (BoxRangePercentage). Time Labels: It plots time labels that show the start and end time of the completed HTF period (e.g., "07:00 - 11:00"). 3. 🚨 Alert System (Placeholders) The script includes placeholder inputs for standard trading alerts, though the internal logic for checking these conditions is currently commented out or set to false: Alert: Break Above/Below Box: To signal a breakout of the HTF High or Low. Alert: Price Re-Enters Box: To signal a pullback back into the range.
Indicador Pine Script®
por Twisted_EX
Moving Average Channel Breakout (No Repaint) This indicator creates a channel using two simple moving averages: SMA of highs (upper line) and SMA of lows (lower line). How it works: - When a candle closes above the upper channel line, the following candles turn green (bullish trend) - When a candle closes below the lower channel line, the following candles turn red (bearish trend) - The trend color remains until a breakout in the opposite direction occurs Anti-repaint: This indicator does NOT repaint. The candle color is determined at the open, based on the previous candle's close. Once a candle opens with a color, that color never changes. Breakout strategy: - Candle opens green → Long entry signal - Candle opens red → Short entry signal The signal and entry moment are perfectly synchronized at the candle open, making it ideal for systematic breakout strategies.
Indicador Pine Script®
por Pedro_Romao
Developing Midpoint TrackerDeveloping Midpoint Tracker (DMT) Original Concept: This indicator tracks key midpoint levels from either session opens or custom timeframe periods, providing precise reference levels for intraday trading decisions. Dual Tracking Modes: Session Mode: Tracks midpoints from a specific session start time (e.g., 1800 ET electronic trading open) with full timezone support Timeframe Mode: Tracks midpoints from any custom timeframe (15m, 1H, 4H, etc.) using higher timeframe OHLC data via request.security() Core Calculations: The indicator calculates three distinct midpoint levels: Open-to-High Midpoint: (Session/Timeframe Open + Highest High) / 2 Open-to-Low Midpoint: (Session/Timeframe Open + Lowest Low) / 2 High-to-Low Midpoint: (Highest High + Lowest Low) / 2 Visual Features: Horizontal lines extending from the reference period start with customizable colors, styles, and extension length Smart collision detection prevents duplicate lines at identical price levels Price labels with transparent backgrounds showing exact values Optional reference open price line Real-time info table displaying current mode and all calculated levels Technical Implementation: Uses Pine Script's native time() function for accurate session detection across multiple timezones Employs request.security() for reliable higher timeframe data access Implements proper line and label management to prevent memory issues Supports 13 major global timezones including US markets, Europe, and Asia Use Cases: Identifying potential support/resistance levels from key price relationships Setting profit targets and stop levels based on mathematical price midpoints Analyzing price behavior around session or timeframe-specific reference levels Multi-timeframe analysis when using custom timeframe mode on lower timeframe charts This indicator is particularly useful for traders who utilize midpoint reversion strategies or need precise reference levels derived from session or timeframe opens.
Indicador Pine Script®
por Fractaldactyl
BörsenampelThe “VIX/VVIX Traffic Light (Panel)” visualizes the current market risk as a simple traffic light (green / yellow / red) in the top‑right corner of the chart, based on the VIX and VVIX indices.​ How it works The script loads the VIX and VVIX indices via request.security and evaluates them using user‑defined threshold levels.​ Green: VIX and VVIX are below their “green” thresholds, indicating a calm market environment and more risk‑on conditions.​ Red: VIX and VVIX are above their “red” thresholds, signalling stress or panic phases with elevated risk.​ Yellow: Transitional zone between the two extremes.​ Chart display A small panel with the title “Traffic Light” is shown in the upper‑right corner of the chart.​ The central box displays the current status (“GREEN”, “YELLOW”, “RED”) with a matching background color.​ Optionally, the current VIX and VVIX values are shown below the status.​ Inputs and usage Symbols for VIX and VVIX can be freely chosen (default: CBOE:VIX and CBOE:VVIX).​ The green/red thresholds can be adjusted to fit personal volatility rules or different markets.​
Indicador Pine Script®
por danielhaehner
US Market Long Horizon Momentum Summary in one paragraph US Market Long Horizon Momentum is a trend following strategy for US index ETFs and futures built around a single eighteen month time series momentum measure. It helps you stay long during persistent bull regimes and step aside or flip short when long term momentum turns negative. Scope and intent • Markets. Large cap US equity indices, liquid US index ETFs, index futures • Timeframes. 4h/ Daily charts • Default demo used in the publication. SPY on 4h timeframe chart • Purpose. Provide a minimal long bias index timing model that can reduce deep drawdowns and capture major cycles without parameter mining • Limits. This is a strategy. Orders are simulated on standard candles only Originality and usefulness • Unique concept or fusion. One unscaled multiple month log return of an external benchmark symbol drives all entries and exits, with optional volatility targeting as a single risk control switch. • Failure mode addressed. Fully passive buy and hold ignores the sign of long horizon momentum and can sit through multi year drawdowns. This script offers a way to step down risk in prolonged negative momentum without chasing short term noise. • Testability. All parameters are visible in Inputs and the momentum series is plotted so users can verify every regime change in the Tester and on price history. • Portable yardstick. The log return over a fixed window is a unit that can be applied to any liquid symbol with daily data. Method overview in plain language The method looks at how far the benchmark symbol has moved in log return terms over an eighteen month window in our example. If that long horizon return is positive the strategy allows a long stance on the traded symbol. If it is negative and shorts are enabled the strategy can flip short, otherwise it goes flat. There is an optional realised volatility estimate on the traded symbol that can scale position size toward a target annual volatility, but in the default configuration the model uses unit leverage and only the sign of momentum matters. Base measures Return basis. The core yardstick is the natural log of close divided by the close eighteen months ago on the benchmark symbol. Daily log returns of the traded symbol feed the realised volatility estimate when volatility targeting is enabled. Components • Component one Momentum eighteen months. Log of benchmark close divided by its close mom_lookback bars ago. Its sign defines the trend regime. No extra smoothing is applied beyond the long window itself. • Component two Realised volatility optional. Standard deviation of daily log returns on the traded symbol over sixty three days. Annualised by the square root of 252. Used only when volatility targeting is enabled. • Optional component Volatility targeting. Converts target annual volatility and realised volatility into a leverage factor clipped by a maximum leverage setting. Fusion rule The model uses a simple gate. First compute the sign of eighteen month log momentum on the benchmark symbol. Optionally compute leverage from volatility. The sign decides whether the strategy wants to be long, short, or flat. Leverage only rescales position size when enabled and does not change direction. Signal rule • Long suggestion. When eighteen month log momentum on the benchmark symbol is greater than zero, the strategy wants to be long. • Short suggestion. When that log momentum is less than zero and shorts are allowed, the strategy wants to be short. If shorts are disabled it stays flat instead. • Wait state. When the log momentum is exactly zero or history is not long enough the strategy stays flat. • In position. In practice the strategy sits IN LONG while the sign stays positive and flips to IN SHORT or flat only when the sign changes. Inputs with guidance Setup • Momentum Lookback (months). Controls the horizon of the log return on the benchmark symbol. Typical range 6 to 24 months. Raising it makes the model slower and more selective. Lowering it makes it more reactive and sensitive to medium term noise. • Symbol. External symbol used for the momentum calculation, SPY by default. Changing it lets you time other indices or run signals from a benchmark while trading a correlated instrument. Logic • Allow Shorts. When true the strategy will open short positions during negative momentum regimes. When false it will stay flat whenever momentum is negative. Practical setting is tied to whether you use a margin account or an ETF that supports shorting. Internal risk parameters (not exposed as inputs in this version) are: • Target Vol (annual). Target annual volatility for volatility targeting, default 0.2. • Vol Lookback (days). Window for realised volatility, default 63 trading days. • Max Leverage. Cap on leverage when volatility targeting is enabled, default 2. Usage recipes Swing continuation • Signal timeframe. Use the daily chart. • Benchmark symbol. Leave at SPY for US equity index exposure. • Momentum lookback. Eighteen months as a default, with twelve months as an alternative preset for a faster swing bias. Properties visible in this publication • Initial capital. 100000 • Base currency. USD • Default order size method. 5% of the total capital in this example • Pyramiding. 0 • Commission. 0.03 percent • Slippage. 3 ticks • Process orders on close. On • Bar magnifier. Off • Recalculate after order is filled. Off • Calc on every tick. Off • All request.security calls use lookahead = barmerge.lookahead_off Realism and responsible publication The strategy is for education and research only. It does not claim any guaranteed edge or future performance. All results in Strategy Tester are hypothetical and depend on the data vendor, costs, and slippage assumptions. Intrabar motion is not modeled inside daily bars so extreme moves and gaps can lead to fills that differ from live trading. The logic is built for standard candles and should not be used on synthetic chart types for execution decisions. Performance is sensitive to regime structure in the US equity market, which may change over time. The strategy does not protect against single day crash risk inside bars and does not model gap risk explicitly. Past behavior of SPY and the momentum effect does not guarantee future persistence. Honest limitations and failure modes • Long sideways regimes with small net change over eighteen months can lead to whipsaw around the zero line. • Very sharp V shaped reversals after deep declines will often be missed because the model waits for momentum to turn positive again. • The sample size in a full SPY history is small because regime changes are infrequent, so any test must be interpreted as indicative rather than statistically precise. • The model is highly dependent on the chosen lookback. Users should test nearby values and validate that behavior is qualitatively stable. Legal Education and research only. Not investment advice. You are responsible for your own decisions. Always test on historical data and in simulation with realistic costs before any live use.
Estratégia Pine Script®
por exlux
HTF Candles & Levels Visualizer - SRHTF Candles & Levels Visualizer is a clean higher‑timeframe visualization tool designed to complement any trading strategy by giving clear context of larger‑TF structure directly on your current chart. It plots the previous high and low for up to three user‑selectable timeframes, and draws them as extended levels with optional labels, making it easy to see where current price sits relative to key higher‑timeframe zones.​ The script also renders compact proxy candles for each selected timeframe to the right of current price, so you can visually track HTF candle development without switching charts. Each HTF slot has independent settings: timeframe, color, number of displayed candles, and visibility toggles, along with global controls for line style, label size, candle spacing, and colors.​ This tool does not generate trading signals; it focuses purely on multi‑timeframe context and market structure visualization to support your own entries, exits, and risk management.
Indicador Pine Script®
por Srajz
Ultimate Trend System — FINAL MASTER EDITIONUltimate Trend System — FINAL MASTER EDITION A complete, multi‑layered trend‑detection engine designed for precision execution and clarity. This final edition fuses trend, momentum, volatility, and filtering into one symmetrical logic system — enabling traders to instantly visualize directional strength and avoid false signals during choppy markets. 🔹 System Overview The Ultimate Trend System consolidates several classic trading frameworks into a unified model. It dynamically generates BUY, SELL, and STOP tags directly on the chart — each derived from clean, interlinked conditions that measure both momentum and structure. In addition, a built‑in information panel summarizes live indicator states for quick decision‑making without checking multiple indicators. ⚙️ Core Logic Components SMA (20‑period): Identifies trend slope; rising → bullish bias, falling → bearish bias. VWAP: Defines fair‑value position — Above, Below, or Inside volume‑weighted average price. QQE‑Lite (RSI): Tracks internal momentum shifts by comparing RSI to its EMA smoothing. ATR Strength: Classifies current volatility regime as Turbo, Strong, or Weak. SuperTrend: Confirms structural trend direction using an ATR‑based trailing model. Choppiness Filter: Suppresses signals when short‑term volatility contracts or range noise dominates. Fakeout Detection: Prevents false triggers after deceptive breakouts or reversals. 🧩 Execution Logic BUY Signal: All major trend engines align bullishly, with clean structure and momentum. SELL Signal: All major engines align bearishly, with clean structure and momentum. STOP Phase: Appears once per cycle to mark neutral or transition zones; automatically locks further stops until a new entry signal is confirmed. 🟩🟥 Visual Elements Green Labels: Confirmed bullish entry (BUY). Red Labels: Confirmed bearish entry (SELL). Yellow Labels: STOP state (trend exhaustion or consolidation). Panel: Displays live readings for VWAP, SMA, QQE, ATR regime, and SuperTrend direction. 🧠 Design Philosophy Built for simplicity, speed, and precision — the Final Master Edition strips away noise without losing analytical depth. It can serve as a standalone trend system or foundation layer for more advanced frameworks like auto‑execution or multi‑engine HUDs.
Indicador Pine Script®
por chyg8823
Absorption RatioThe Hidden Connections Between Markets Financial markets are not isolated islands. When panic spreads, seemingly unrelated assets suddenly begin moving in lockstep. Stocks, bonds, commodities, and currencies that normally provide diversification benefits start falling together. This phenomenon, where correlations spike during crises, has devastated portfolios throughout history. The Absorption Ratio provides a quantitative measure of this hidden fragility. The concept emerged from research at State Street Associates, where Mark Kritzman, Yuanzhen Li, Sebastien Page, and Roberto Rigobon developed a novel application of principal component analysis to measure systemic risk. Their 2011 paper in the Journal of Portfolio Management demonstrated that when markets become tightly coupled, the variance explained by the first few principal components increases dramatically. This concentration of variance signals elevated systemic risk. What the Absorption Ratio Measures Principal component analysis, or PCA, is a statistical technique that identifies the underlying factors driving a set of variables. When applied to asset returns, the first principal component typically captures broad market movements. The second might capture sector rotations or risk-on/risk-off dynamics. Additional components capture increasingly idiosyncratic patterns. The Absorption Ratio measures the fraction of total variance absorbed or explained by a fixed number of principal components. In the original research, Kritzman and colleagues used the first fifth of the eigenvectors. When this fraction is high, it means a small number of factors are driving most of the market movements. Assets are moving together, and diversification provides less protection than usual. Consider an analogy: imagine a room full of people having independent conversations. Each person speaks at different times about different topics. The total "variance" of sound in the room comes from many independent sources. Now imagine a fire alarm goes off. Suddenly everyone is talking about the same thing, moving in the same direction. The variance is now dominated by a single factor. The Absorption Ratio captures this transition from diverse, independent behavior to unified, correlated movement. The Implementation Approach TradingView does not support matrix algebra required for true principal component analysis. This implementation uses a closely related proxy: the average absolute correlation across a universe of major asset classes. This approach captures the same underlying phenomenon because when assets are highly correlated, the first principal component explains more variance by mathematical necessity. The asset universe includes eight ETFs representing major investable categories: SPY and QQQ for large cap US equities, IWM for small caps, EFA for developed international markets, EEM for emerging markets, TLT for long-term treasuries, GLD for gold, and USO for oil. This selection provides exposure to equities across geographies and market caps, plus traditional diversifying assets. From eight assets, there are twenty-eight unique pairwise correlations. The indicator calculates each using a rolling window, takes the absolute value to measure coupling strength regardless of direction, and averages across all pairs. This average correlation is then transformed to match the typical range of published Absorption Ratio values. The transformation maps zero average correlation to an AR of 0.50 and perfect correlation to an AR of 1.00. This scaling aligns with empirical observations that the AR typically fluctuates between 0.60 and 0.95 in practice. Interpreting the Regimes The indicator classifies systemic risk into four regimes based on AR levels. The Extreme regime occurs when the AR exceeds 0.90. At this level, nearly all asset classes are moving together. Diversification has largely failed. Historically, this regime has coincided with major market dislocations: the 2008 financial crisis, the 2020 COVID crash, and significant correction periods. Portfolios constructed under normal correlation assumptions will experience larger drawdowns than expected. The High regime, between 0.80 and 0.90, indicates elevated systemic risk. Correlations across asset classes are above normal. This often occurs during the build-up to stress events or during volatile periods where fear is spreading but has not reached panic levels. Risk management should be more conservative. The Normal regime covers AR values between 0.60 and 0.80. This represents typical market conditions where some correlation exists between assets but diversification still provides meaningful benefits. Standard portfolio construction assumptions are reasonable. The Low regime, below 0.60, indicates that assets are behaving relatively independently. Diversification is working well. Idiosyncratic factors dominate returns rather than systematic risk. This environment is favorable for active management and security selection strategies. The Relationship to Portfolio Construction The implications for portfolio management are significant. Modern portfolio theory assumes correlations are stable and uses historical estimates to construct efficient portfolios. The Absorption Ratio reveals that this assumption is violated precisely when it matters most. When AR is elevated, the effective number of independent bets in a diversified portfolio shrinks. A portfolio holding stocks, bonds, commodities, and real estate might behave as if it holds only one or two positions during high AR periods. Position sizing based on normal correlation estimates will underestimate portfolio risk. Conversely, when AR is low, true diversification opportunities expand. The same nominal portfolio provides more independent return streams. Risk can be deployed more aggressively while maintaining the same effective exposure. Component Analysis The indicator separately tracks equity correlations and cross-asset correlations. These components tell different stories about market structure. Equity correlations measure coupling within the stock market. High equity correlation indicates broad risk-on or risk-off behavior where all stocks move together. This is common during both rallies and selloffs driven by macroeconomic factors. Stock pickers face headwinds when equity correlations are elevated because individual company fundamentals matter less than market beta. Cross-asset correlations measure coupling between different asset classes. When stocks, bonds, and commodities start moving together, traditional hedges fail. The classic 60/40 stock/bond portfolio, for example, assumes negative or low correlation between equities and treasuries. When cross-asset correlation spikes, this assumption breaks down. During the 2022 market environment, for instance, both stocks and bonds fell significantly as inflation and rate hikes affected all assets simultaneously. High cross-asset correlation warned that the usual defensive allocations would not provide their expected protection. Mean Reversion Characteristics Like most risk metrics, the Absorption Ratio tends to mean-revert over time. Extremely high AR readings eventually normalize as panic subsides and assets return to more independent behavior. Extremely low readings tend to rise as some level of systematic risk always reasserts itself. The indicator tracks AR in statistical terms by calculating its Z-score relative to the trailing distribution. When AR reaches extreme Z-scores, the probability of normalization increases. This creates potential opportunities for strategies that bet on mean reversion in systemic risk. A buy signal triggers when AR recovers from extremely elevated levels, suggesting the worst of the correlation spike may be over. A sell signal triggers when AR rises from unusually low levels, warning that complacency about diversification benefits may be excessive. Momentum and Trend The rate of change in AR carries information beyond the absolute level. Rapidly rising AR suggests correlations are increasing and systemic risk is building. Even if AR has not yet reached the high regime, acceleration in coupling should prompt increased vigilance. Falling AR momentum indicates normalizing conditions. Correlations are decreasing and assets are returning to more independent behavior. This often occurs in the recovery phase following stress events. Practical Application For asset allocators, the AR provides guidance on how much diversification benefit to expect from a given allocation. During high AR periods, reducing overall portfolio risk makes sense because the usual diversifiers provide less protection. During low AR periods, standard or even aggressive allocations are more appropriate. For risk managers, the AR serves as an early warning indicator. Rising AR often precedes large market moves and volatility spikes. Tightening risk limits before correlations reach extreme levels can protect capital. For systematic traders, the AR provides a regime filter. Mean reversion strategies may work better during high AR periods when panics create overshooting. Momentum strategies may work better during low AR periods when trends can develop independently across assets. Limitations and Considerations The proxy methodology introduces some approximation error relative to true PCA-based AR calculations. The asset universe, while representative, does not include all possible diversifiers. Correlation estimates are inherently backward-looking and can change rapidly. The transformation from average correlation to AR scale is calibrated to match typical published ranges but is not mathematically equivalent to the eigenvalue ratio. Users should interpret levels directionally rather than as precise measurements. Correlation regimes can persist longer than expected. Mean reversion signals indicate elevated probability of normalization but do not guarantee timing. High AR can remain elevated throughout extended crisis periods. References Kritzman, M., Li, Y., Page, S., and Rigobon, R. (2011). Principal Components as a Measure of Systemic Risk. Journal of Portfolio Management, 37(4), 112-126. Kritzman, M., and Li, Y. (2010). Skulls, Financial Turbulence, and Risk Management. Financial Analysts Journal, 66(5), 30-41. Billio, M., Getmansky, M., Lo, A., and Pelizzon, L. (2012). Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors. Journal of Financial Economics, 104(3), 535-559.
Indicador Pine Script®
por EdgeTools
Fed Rate ProbabilityFed Rate Probability – Simple & Clean v2.0 Real-time composite score (0–100) for the next Fed move: Rate Cut, Hike or Hold Overview A clean, all-in-one indicator that combines the most reliable market signals into two easy-to-read lines: • Red line → Probability of RATE CUT • Blue line → Probability of RATE HIKE • Hold score = 100 – max(cut, hike) The dominant signal (CUT / HOLD / HIKE) is highlighted in the information table. Key Features Automatic daily data from FRED (DFF, 3M/1M/2Y/10Y yields) Smart fallback to TradingView native symbols (US01MY, US03MY, US02Y, US10Y) when FRED is unavailable Manual CME FedWatch probability override (perfect for weekends/holidays) Historical Fed rate cut/hike markers with background shading and labels Colored probability zones + customizable threshold lines Threshold-crossing labels and full alert suite Special alert on 2Y-10Y yield curve un-inversion (strong historical precursor to rate cuts) Detailed summary table with current spreads, scores and dominant signal Fully customizable: enable/disable each component, adjust weights indirectly via toggles, change smoothing, thresholds, colors, etc. Score Composition (0–100 points) T-bills vs Fed Funds spread – max 50 pts (with persistence & 1M confirmation bonus) 2-Year Treasury vs Fed Funds spread – max 30 pts (or direct CME probability input) 2Y-10Y yield curve behavior – max 20 pts (inversion depth + large bonus on steepening after un-inversion) Interpretation 0–40 → Low probability 40–60 → Moderate 60–75 → High 75–100 → Very High / Almost certain Why this indicator? Instead of checking FRED, CME FedWatch, yield curves and T-bill spreads separately, get everything in one pane with a clear, smoothed composite score and instant alerts when the market starts pricing a Fed move aggressively. Disclaimer This is a decision-support tool based on historical relationships and current market pricing. It is not financial advice and past performance is no guarantee of future results. Enjoy and trade safe! 🚀
Indicador Pine Script®
por Ox_kali
CRR - Candlestick Pattern PRO + HUD Analyze each candlestick in detail: Calculate: Body size (bodyPct) Upper wick (upPct) Lower wick (lowPct) Total range of the candlestick. Detect important candlestick patterns: Hammer Inverted Hammer Doji Strong Bullish Candle Strong Bearish Candle Bullish Engulfing Bearish Engulfing Optional: Use the EMA 200 as a trend filter If useTrend is enabled: Above the EMA200 → “Trend: Bullish” Below the EMA200 → “Trend: Bearish” In between → “Trend: Sideways” Color and mark the candlesticks: If useColorCandles is active: Color the candlestick according to the detected pattern. If showLabels is active: Write the name of the pattern above or below the candlestick (Hammer, Doji, Engulfing, etc.). HUD in the upper right corner: Name of the current pattern (or “None”). Bias: bullish reversal, bearish reversal, momentum, indecision, etc. EMA200 status (trend). Candlestick body and wick percentages. Pattern “Strength”: Low / Medium / High. 🧠 In simple terms: This is a professional candlestick pattern radar, with colors, labels, and a HUD that tells you which pattern is present, what the trend is, and how strong the signal is.
Indicador Pine Script®
por rivero8894
Pre-Market Confirmed Momentum – FULL WATCHLIST 2025**Pre-Market Confirmed Momentum – High-Conviction Gap Scanner (2025)** Scans 94 high-liquidity NASDAQ/NYSE stocks (NVDA, TSLA, COIN, AMD, SOFI, ASTS, CIFR, etc.) for strong pre-market gap-ups that are confirmed by both elevated volume and broad-market strength. **Entry triggers only when ALL are true at 09:29 ET:** - ≥ +1.5% gap from previous regular close - Pre-market volume ≥ 2.5× the 20-day average - QQQ pre-market ≥ +0.5% (market filter) Back-tested June 2024 – Dec 2025: 68 signals → **+1.96% average intraday return** → **75% win rate** after 1.5% hard stop. Features large on-chart labels, triangle markers, and dynamic `alert()` messages with exact gap % and volume multiple. Works on 1-min or 5-min charts with extended hours enabled – perfect for day traders hunting clean, high-probability momentum entries at the open. Ready for watchlist scanning and real-time alerts. Enjoy the edge! 🚀
Indicador Pine Script®
por redmaxy66
Equal Highs & Lows Strategy // ------------------------------------------------------------------------------ // 🧠 THE MARKET PSYCHOLOGY (WHY THIS WORKS): // ------------------------------------------------------------------------------ // 1. THE MAGNET THEORY: // "Equal Highs" (EQH) and "Equal Lows" (EQL) are not random. They represent // Retail Support and Resistance. Retail traders are taught to put Stop Losses // just above Double Tops or just below Double Bottoms. // - Therefore, these lines represent massive pools of LIQUIDITY (Money). // - Price is often engineered to move toward these lines to "unlock" that money. // // 2. THE INSTITUTIONAL TRAP (STOP HUNTS): // Institutions need liquidity to fill large orders without slippage. // - To Buy massive amounts, they need many Sellers -> They push price BELOW EQL // to trigger retail Sell Stops. // - To Sell massive amounts, they need many Buyers -> They push price ABOVE EQH // to trigger retail Buy Stops. // // 3. THE STRATEGY (TURTLE SOUP): // We do not trade the initial touch. We wait for the "Sweep & Reclaim". // - Bullish Signal (GRAB ⬆): Price drops below the Green Line (EQL), grabs the // stops, but buyers step in and force the candle to CLOSE back above the line. // - Bearish Signal (GRAB ⬇): Price spikes above the Red Line (EQH), grabs the // stops, but sellers step in and force the candle to CLOSE back below the line. // ------------------------------------------------------------------------------
Indicador Pine Script®
por panchamsh95353
Imbalance Heatmap (Free) – pc75A clean, efficient visualisation of liquidity voids, 3-bar imbalances, and price inefficiency zones. This indicator highlights where the market left gaps in the order flow — areas price often revisits to rebalance. Imbalances are displayed as stacked horizontal “heatmap strips,” making it easy to see: Where aggressive buying/selling left a void Whether multiple voids overlap (stronger zones) Whether price is likely to return to fill the imbalance How old a void is (older zones are marked differently) This is a refined v6 rewrite based on a script I liked, completely modernised with cleaner logic, better performance, and optional labels. 🔍 Features 3-bar liquidity void detection (ICT-style logic) Bullish imbalance when price displaces upward with no wick overlap Bearish imbalance for downward displacement ✔ Heatmap-style visualisation Each imbalance is sliced into multiple thin horizontal bands to create a visual density effect. ✔ Stacking intelligence If a new void overlaps previous ones, the heatmap is drawn brighter, showing areas where the market left multiple inefficiencies. ✔ “Void xN” labels Optional labels show how many overlapping voids existed at the moment the imbalance formed. ✔ Automatic deletion when filled As soon as price trades back through a slice, that slice is removed. This keeps the chart clean and focuses only on active inefficiencies. ✔ Smart ageing Older voids are marked with a subtle border so you can distinguish freshly formed inefficiencies from historical ones. ✔ Alerts Set alerts for when price taps a stacked imbalance zone (“Void x2” and above). ⚙ Inputs & Customisation ATR threshold (optional) Minimum tick size gap Number of heatmap slices Bullish / bearish toggles Label toggles Colour and transparency configuration Max slice memory for performance 💡 How to Use Imbalance zones often behave as: Magnets → price gravitates toward them Support/resistance → structure respects inefficiencies Continuity points → used with market structure shifts Targets → for both scalpers and swing traders Strong (stacked) voids typically represent areas of institutional displacement, where the market is more likely to return for rebalancing. 📢 Notes This is the free version. Educational only — not financial advice.
Indicador Pine Script®
por pc75
MTF OB & FVG detector w/ Alerts v2# MTF Order Blocks & Fair Value Gaps Detector with Alerts v2 ## Overview This indicator combines **Multi-Timeframe Order Blocks (OB)** and **Fair Value Gaps (FVG)** detection with integrated bounce alerts. It displays Order Blocks and Fair Value Gaps across multiple timeframes simultaneously and generates real-time alerts when price bounces from these critical zones. ## Key Features ### 🎯 Multi-Timeframe Order Blocks Detection - **Volumetric Analysis**: Each Order Block displays total volume and dominant side percentage - **Multiple Timeframes**: Supports 1min, 3min, 5min, 15min, and 60min timeframes - **Smart Combining**: Automatically merges overlapping Order Blocks from different timeframes into powerful confluence zones - **Dynamic Extension**: Order Blocks extend until broken, providing clear visual guidance - **Volume Distribution**: Shows bullish vs bearish volume breakdown with percentage ### 📊 Fair Value Gaps (FVG) Detection - **Lightweight Processing**: Works on current chart timeframe only for optimal performance - **Volume Metrics**: Displays FVG volume and dominant side percentage - **Mitigation Tracking**: Automatically tracks when FVGs are filled or broken - **Customizable Mitigation Source**: Choose between close price or high/low wicks ### 🔔 Comprehensive Alert System - **Bounce Alerts**: Get notified when price bounces from OB or FVG zones - **New Formation Alerts**: Alerts when new Order Blocks or Fair Value Gaps form - **Combined Zone Alerts**: Special alerts when multiple Order Blocks merge into strong confluence zones - **Customizable Thresholds**: Set minimum number of combined OBs required for strong zone alerts ### 🎨 Visual Customization - **Inverted Color Schemes**: Optional inverted colors for both OB and FVG - OB: Choose between traditional (Bullish=Blue, Bearish=Red) or inverted (Bullish=Red, Bearish=Blue) - FVG: Choose between Bullish=Orange/Bearish=Aqua or inverted - **Clean Labels**: Shows timeframe, zone type, volume, and dominant percentage - **Combined Tags**: Optional labels for merged zones - **Adjustable Extension**: Control how far zones extend into the future ## How It Works ### Order Blocks Order Blocks identify institutional trading zones where large players have placed significant orders. The indicator: 1. Detects swing highs/lows using configurable swing length 2. Identifies the last opposing candle before a strong move 3. Analyzes volume distribution (bullish vs bearish) 4. Tracks zone validity until price breaks through 5. Combines overlapping zones from multiple timeframes ### Fair Value Gaps Fair Value Gaps represent price imbalances that often get filled. The indicator: 1. Identifies 3-candle patterns with gaps between candles 2. Filters gaps by size percentile to show only significant ones 3. Calculates volume distribution within the gap 4. Tracks mitigation when price returns to fill the gap 5. Extends gaps dynamically until filled ### Bounce Detection The indicator detects bounces using a two-step process: 1. **Touch Phase**: Tracks when price enters a zone (touchedInside flag) 2. **Bounce Phase**: Confirms bounce when price exits the zone in the expected direction - Bullish zones: Price closes above top after touching inside - Bearish zones: Price closes below bottom after touching inside ## Settings Guide ### General Configuration - **Show Historic Zones**: Display invalidated/broken zones - **Zone Invalidation**: Choose between wick or close for break detection - **Combine Overlapping Order Blocks**: Merge OBs from different timeframes - **Swing Length**: Controls sensitivity (smaller = more OBs, larger = fewer OBs) - **Zone Count**: Choose from High/Medium/Low/One per timeframe - **Invert Colors OB**: Swap bullish/bearish color scheme ### Alert Settings - **Enable Alerts**: Master switch for all alerts - **Alert on Bullish/Bearish Bounce**: Choose which bounce directions to monitor - **Alert on New OB Formation**: Get notified when new Order Blocks form - **Alert on Combined OBs**: Alerts for strong confluence zones - **Min OBs for Strong Zone Alert**: Threshold for combined zone alerts (default: 2) ### Fair Value Gaps - **Show Fair Value Gaps**: Toggle FVG display - **FVG Mitigation Source**: Choose close or high/low for mitigation detection - **Bullish/Bearish FVG**: Enable/disable each type - **Invert FVG Colors**: Swap FVG color scheme ### Multi-Timeframe - **Show Lower Timeframes**: Display OBs from timeframes lower than chart - **Individual Timeframe Toggles**: Enable/disable 1min, 3min, 5min, 15min, 60min ### Style - **Text Color**: Customize label text color - **Extend Zones**: Set extension length in bars (default: 40) - **Show Tag**: Display combined indicator in merged zone labels ## Usage Tips ### For Day Trading - Enable 1min, 3min, and 5min timeframes - Use "High" zone count for more trading opportunities - Watch for bounces from combined zones (highest probability) ### For Swing Trading - Enable 15min, 60min, and higher timeframes - Use "Medium" or "Low" zone count for major zones only - Focus on combined zones with 3+ timeframes ### For Scalping - Use current timeframe only (disable MTF) - Enable both OB and FVG - Set up alerts for quick bounce notifications ### Alert Setup 1. Click "Create Alert" in TradingView 2. Choose from available alert conditions: - **Bullish Bounce (OB/FVG)**: Long entry opportunities - **Bearish Bounce (OB/FVG)**: Short entry opportunities - **New OB Formation**: Early zone identification - **Strong Combined Zone**: High-probability confluence areas 3. Set alert frequency to "Once Per Bar Close" to avoid false signals ## Technical Details ### Performance Optimizations - Maximum 100 boxes/labels for efficient rendering - Lightweight FVG processing on current timeframe only - Dynamic memory management with array size limits - Selective rendering of active zones only ### Calculations - **ATR Multiplier**: Zones exceeding 3.5x ATR are filtered out - **Volume Percentage**: `max(bullVol, bearVol) / totalVolume × 100` - **FVG Size Filter**: Uses 100th percentile of last 1000 gaps - **Overlap Detection**: Uses intersection/union ratio for combining zones ## Credits & License This indicator combines and enhances concepts from: - "Volumized Order Blocks" methodology - "Volumatic Fair Value Gaps" approach **License**: Mozilla Public License 2.0 (MPL-2.0) ## Disclaimer This indicator is provided for **educational and informational purposes only**. Trading involves substantial risk of loss and is not suitable for every investor. Past performance is not indicative of future results. Always do your own research and consult with a licensed financial advisor before making trading decisions. ## Version History **v2 (Current)** - Combined OB and FVG into single indicator - Added comprehensive alert system - Improved performance with lightweight FVG processing - Enhanced bounce detection with touch-inside logic - Added volume metrics to zone labels - Implemented dynamic zone extension until broken - Added combined zone detection with configurable thresholds --- ### Chart Examples The indicator displays: - **Red Zones** (Inverted): Bullish Order Blocks / Bearish FVGs - **Blue Zones** (Inverted): Bearish Order Blocks / Bullish FVGs - **Orange Zones** (Inverted): Bullish Fair Value Gaps - **Aqua Zones** (Inverted): Bearish Fair Value Gaps Each zone shows: - Timeframe label (e.g., "5m", "15m", "1H") - Zone type (OB or FVG) - Total volume in millions (e.g., "12.5M") - Dominant side percentage (e.g., "85%") **Example Label**: ` 5m & 15m OB 45.2M (78%)` - Combined zone from 5min and 15min timeframes - Order Block type - 45.2 million total volume - 78% volume on dominant side --- ## Support & Updates For issues, suggestions, or questions, please leave a comment on the indicator page. **Author**: © rasukaru666 **Compatible with**: TradingView Pine Script v6
Indicador Pine Script®
por rasukaru666
Advanced Bollinger Bands Optimized - Precision SignalsThis indicator creates an advanced Bollinger Bands system with integrated ATR bands and intelligent trading signals. It features: **Core Components:** - Standard Bollinger Bands (20-period SMA with 1.382 standard deviations) - ATR-based outer bands expanding on the Bollinger Bands - Dynamic bandwidth analysis using Z-Score to measure current volatility relative to historical levels **Market State Detection:** Identifies five market conditions based on bandwidth Z-Score: - Extreme Squeeze (ultra-low volatility) - Squeeze (low volatility) - Normal (average volatility) - Expansion (high volatility) - Extreme Expansion (ultra-high volatility) **Signal System:** Generates 5 bullish and 5 bearish signals: *Bullish Signals:* 1. Bottom Divergence - Price makes new lows while Z-Score is relatively high 2. Width Reversal - Bandwidth rebounds from extreme squeeze 3. Extreme Squeeze Reversal - Recovery from extreme volatility compression 4. Squeeze Breakout Up - Price breaks above upper band during squeeze 5. State Transition - Market transitions from squeeze to expansion *Bearish Signals:* 1. Top Divergence - Price makes new highs while Z-Score is relatively low 2. Width Reversal - Bandwidth declines from extreme expansion 3. Extreme Expansion Reversal - Contraction from extreme volatility expansion 4. Squeeze Breakout Down - Price breaks below lower band during squeeze 5. State Transition - Market transitions from expansion to squeeze **Features:** - Real-time signal table showing active signals - Adjustable sensitivity parameters for divergence, reversal, and breakout signals - Signal cooldown system to prevent duplicate alerts - Clean visual display with band fills and alert markers - No additional external indicators required This tool helps traders identify volatility changes, trend reversals, and breakout opportunities using only price data and bandwidth analysis.
Indicador Pine Script®
por hughlxj