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Vince/Williams Bloodbath Sidestepping RuleThis is a defensive risk management tool designed to keep you on the sidelines during devastating market crashes. Drawing on the "Bloodbath" criteria outlined by Vince and Williams, this script highlights periods where market internals have structurally broken down, specifically when the percentage of New Lows exceeds a "danger" threshold (default 4%). Unlike the Climax signal which looks for the end of a drop, this rule is designed to spot the acceleration phase of a decline. When the background turns red, it indicates that the market is in a liquidating phase where support levels are likely to fail. You should use this as a strict filter to avoid opening new long positions or to tighten stops on existing ones until the background color clears, signaling that the internal bleeding has stopped.
Indicador Pine Script®
por suresh789
Vince/Williams Extreme Volatility VulnerabilityDescription: This indicator implements the "Period of Extreme Vulnerability" concept developed by Ralph Vince and Larry Williams. The theory posits that a healthy market must regularly see the number of New Lows "dry up" (drop to near zero). When the percentage of New Lows fails to drop below a minimal threshold (default 0.15%) for a prolonged period (default 65 days), it indicates that internal market structure is rotting even if prices are rising, leaving the market fragile and prone to sudden volatility shocks. I have programmed this script to track that exact condition—the extended absence of a "low" New Lows reading. It applies a 50-day Moving Average filter to contextually categorize the signal: Red Dot (Crash Warning): Triggers when the vulnerability period begins while the price is above the 50 SMA. This is the classic warning signal, indicating that an uptrend is unsupported by market internals and a sharp correction may be imminent. Green Dot (Contrarian Buy): Triggers when the vulnerability period begins while the price is below the 50 SMA. The script identifies this as a potential capitulation or value point where the persistent internal weakness is likely already priced in. Note: This indicator requires exchange-wide data (New Lows, Advancers, Decliners) to function. It is best used on daily timeframes.
Indicador Pine Script®
por suresh789
VIX Fix Indicator (Hestla 2015)This script provides a streamlined version of the VIX Fix, referencing the foundational work of Larry Williams and the strategies of Amber Hestla. It serves as a synthetic volatility gauge for assets that lack a dedicated VIX index. The math works by measuring the percentage drop from the highest recent close to the current low, essentially quantifying fear in the market without needing options data. This specific script is designed to be purely visual. I have removed all the buy and sell labels found in other versions to leave a clean pane that plots only the oscillator and its moving average. You can use this to identify potential market bottoms when the black line spikes significantly, signaling that selling pressure is reaching a mathematical extreme relative to the recent trend.
Indicador Pine Script®
por suresh789
Diodato 'All Stars Align' Signal (Trend Filtered)This indicator implements the Diodato "All Stars Align" strategy, a breadth-based system designed to identify high-probability reversal points by analyzing internal market strength rather than just price action. It works by monitoring Advancing versus Declining issues and volume across the exchange to detect moments of extreme market panic. When these internal breadth metrics hit specific oversold thresholds and align simultaneously with a standard Stochastic oscillator, the script signals a potential bottom. I have modified this version to strictly enforce trend alignment. The signals are now filtered so that they will only appear if the 50 SMA is trading above the 200 SMA. This ensures that the indicator only highlights buying opportunities during established uptrends while completely filtering out signals during bearish market regimes. You should use this tool to time entries during market pullbacks. A green cross indicates that one of the major breadth components has aligned with oversold Stochastics, while a purple cross indicates a stronger signal where both volume and issue-based breadth metrics have triggered together.
Indicador Pine Script®
por suresh789
Volatility Tsunami RegimeVolatility Tsunami Regime This indicator identifies periods of extreme volatility compression to help anticipate upcoming market expansions. It detects when volatility is unusually quiet, which historically precedes violent price moves. The script pulls data from the CBOE VIX and VVIX indices regardless of the chart you are viewing. It calculates the standard deviation of both indices over a user-defined lookback period (default is 20). If the standard deviation drops below specific thresholds, the script flags the market regime as compressed. The background color changes based on the severity of the compression. A red background signals a Double Compression, meaning both the VIX and VVIX are below their volatility thresholds. An orange background signals a Single Compression, meaning only one of the two indices has dropped below its threshold. Use this tool to spot the "calm before the storm." When the background is red, volatility is statistically suppressed, making it a prime time to look for breakouts or buy options while premiums are cheap. Conversely, it serves as a warning to tighten stops if you are short volatility.
Indicador Pine Script®
por suresh789
Percentage Distance from 200-Week SMA200-Week SMA % Distance Oscillator (Clean & Simple) This lightweight, no-nonsense indicator shows how far the current price is from the classic 200-week Simple Moving Average, expressed as a percentage. Key features: • True percentage distance: (Price − 200w SMA) / 200w SMA × 100 • Auto-scaling oscillator (no forced ±100% range → the line actually moves and looks alive) • Clean zero line • +10% overbought and −10% oversold levels with subtle background shading • Real-time table showing the exact current percentage • Small label on the last bar for instant reading • Alert conditions when price moves >10% above or below the 200-week SMA Why 200-week SMA? Many legendary investors and hedge funds (Stan Druckenmiller, Paul Tudor Jones, etc.) use the 200-week SMA as their ultimate long-term trend anchor. Being +10% or more above it has historically signaled extreme optimism, while −10% or lower has marked deep pessimism and generational buying opportunities. Perfect for Bitcoin, SPX, gold, individual stocks – works on any timeframe (looks especially good on daily and weekly charts). Open-source • No repainting • Minimalist & fast Enjoy and trade well!
Indicador Pine Script®
por notoriousBlue
Distribution Day Grading [Blk0ut]Distribution Day Grading This script is designed to give traders and investors a fast, objective, and modern read on market health by analyzing distribution days, and stall days, two forms of institutional selling that often begin to appear before trend weakness, failed breakouts, and sharp corrections. The goal of this script isn’t to predict tops or bottoms, but instead, it measures the character of the tape in a way that’s simple, visual, and immediately actionable. While distribution analysis has existed for decades, my implementation is, I think, a little more adaptive. Traditional rules for identifying distribution days, coming from CANSLIM methodology, were built for markets which had lower volatility, different liquidity profiles, and slower institutional rotation. This script updates the traditional method with modernized thresholds, recency-weighted decay, stall-day logic, and dynamic presets tuned uniquely for the personality of each major U.S. index (you can change the values yourself as well). The results are displayed as a compact letter-grade that quantitatively reflects a measure of how much institutional supply has been hitting the market, as well as how recently. This helps determine whether conditions are supportive of breakouts, mean reversion trades, aggressive trend trades, or whether caution and lighter sizing are warranted. __________________________________________________________________________________ How It Works The script evaluates each bar for two conditions: 1. Distribution Day A bar qualifies as distribution when: - Price closes down beyond a threshold (default 0.30%, adjustable) - Volume is higher than the prior session (optional toggle) Distribution days typically represent active institutional selling . 2. Stall Day A softer form of supply: -Price remains flat to slightly negative within a small threshold -Close < open -Volume higher than prior day Stall days represent a passive distribution or hidden supply . Each distribution day is counted as 1 unit by the script, each stall day as 0.5 units. Recency Weighting The script applies an optional half-life decay so that fresh distribution matters more than old distribution. This mimics the “aging out” effect that professional traders use, but does it in a smoother, more mathematically consistent way. The script then produces: A weighted distribution score A raw distribution + stall count A letter grade from A → F Let's talk about the letters... _________________________________________________________________________________ Letter Grade Meaning A — Very Healthy Tape Minimal institutional selling. Breakouts behave better, momentum holds, pullbacks are shallow, upside targets are hit more consistently. B — Healthy / Slight Caution Some isolated supply but nothing structural. Conditions remain favorable for trend trades, pullbacks, and breakout continuation. C — Mixed / Caution Warranted Distribution is building. Breakouts begin to fail faster, candles widen, rotation becomes unstable, and risk/reward compresses. D — Weak / Risk Elevated Institutional selling is becoming persistent. Failed breakouts, sharp reversals, and failed rallies become more common. Position sizing should tighten. F — Clear Deterioration Broad, repeated institutional distribution. This is where major tops, deeper pullbacks, and corrections often begin to form underneath the surface. _________________________________________________________________________________ Index-Tuned Presets (Auto Mode) Market structure varies dramatically across indices. To address this, the script includes auto-detect presets for: SPY / SPX equivalents QQQ / NASDAQ-100 equivalents IWM / Russell 2000 equivalents DIA / Dow 30 equivalents Each preset contains optimized values based on volatility, liquidity, noise, and institutional behavior: SPY / SPX Low noise, deep liquidity → classic thresholds work well. Distribution thresholds remain conservative. QQQ Higher volatility → requires a slightly larger down-percentage filter to avoid false signals. IWM Noisiest of the major indices → requires much stricter thresholds to filter out junk signals. DIA Slowest-moving index → tighter conditions catch real distribution earlier. The script automatically detects which symbol family you’re viewing and loads the appropriate preset unless manual overrides are enabled. __________________________________________________________________________________ How to Interpret This Indicator Grade A–B: Breakouts have higher odds of clean continuation Mean reversion is smoother Position sizing can be more assertive Grade C: Start tightening risk Focus on A- setups, not B- or C- risk ideas Grade D–F: Expect lower win rates Expect breakout failures Favor countertrend plays or reduced exposure Take faster profits ____________________________ This indicator should help traders prevent themselves from fighting the tape or sizing aggressively when the underlying environment is deteriorating through: - Modernized distribution logic, not the 1990s thresholds - Recency-weighted decay instead of the old 5-week “aging out” - Stall-day detection for subtle institutional supply - Auto-presets tuned per index, adjusting thresholds to match volatility and liquidity - Unified letter-grade scoring for visual clarity - Independent application for any trading style, it helps with trend, momentum, mean reversion, and options _________________________________________________________________________________ Keep in mind: This script is provided strictly for educational and informational purposes. Nothing in this indicator constitutes financial advice, trading advice, investment guidance, or a recommendation to buy or sell any security, option, cryptocurrency, or financial instrument. No indicator should ever be used as the sole basis for a trading or investment decision. Markets carry risk. Past performance does not predict future results. Always perform your own analysis, use proper risk management, and consult a licensed professional if you need advice specific to your financial situation. Happy Trading! Blk0uts
Indicador Pine Script®
por Blk0ut
Market Breadth Decision HelperMarket Breadth Decision Helper (NYSE/NASDAQ VOLD, ADD, TICK) Combines NYSE VOLD, NASDAQ VOLD (VOLDQ), NYSE/NASDAQ ADD, and TICK into a single intraday dashboard for tactical bias and risk management. Tiered pressure scale (sign shows direction, abs(tier) shows intensity): 0 = Neutral, 1 = Mild, 2 = Strong, 3 = Severe, 4 = Panic. On-chart legend makes this explicit. Table view highlights value, tier, bull/bear point contributions, and notes (PANIC, OVERRIDE, DIVERGENCE). VOLD and ADD panic trigger “stand down”; VOLD ±2 triggers bull/bear overrides; NYSE vs NASDAQ ADD divergence triggers “scalp only.” Bull/bear points: VOLD 2 pts, ADD NYSE 2 pts, ADD NASDAQ 1 pt, TICK 1 pt. ≥3 pts on a side lifts that side’s multiplier to 1.5. Bias flips Bullish/Bearish only if a side leads and has ≥2 pts; otherwise Neutral. Breadth modes: PANIC_NO_TRADE → DIVERGENCE_SCALP_ONLY → VOLD_OVERRIDE_BULL/BEAR → NORMAL/NO_EDGE. Intraday context: tracks current session day_high / day_low for the chart symbol. JSON/Alert export (optional) sends raw values plus *_tier and *_tier_desc labels (NEUTRAL/MILD/STRONG/SEVERE/PANIC) with sign/magnitude hints, so agents/bots never have to guess what “1 vs 2 vs 3 vs 4” mean. Customizable bands for VOLD/ADD/TICK, table styling, label placement, and dashboard bias input to align with higher-timeframe context. Best use Quick read on internal participation and pressure magnitude. Guardrails: respect PANIC and overrides; treat divergence as “scalp only.” Pair with your strategy entries; let breadth govern when to press, scale back, or stand down. Symbols (defaults) VOLD (NYSE volume diff), VOLDQ (NASDAQ volume diff), ADD (NYSE), ADDQ (NASDAQ), TICK (NYSE). Adjust in Inputs as needed. Alerts Panic, divergence, strong bullish/bearish breadth. Enable JSON export to feed algo/agent workflows.
Indicador Pine Script®
por SaltyCod
3 Band Volume matched Candles3 Band Volume matched Candles– is a clean, high-signal volume-based candle colouring system designed to highlight the extremes of market participation. Instead of using complex multi-band gradients, this simplified version focuses on what truly matters to scalpers and intraday traders: 🔵 Very Weak Volume (Exhaustion) Shows when the market is running out of participation. These candles often appear near tops, stalled moves, fake breakouts, and areas where liquidity is drying up. Perfect for spotting potential reversals or rug-pull conditions. ⚪ Normal Volume (Baseline Flow) Represents regular market activity. These neutral candles keep the chart clean and make the extremes stand out instantly. 🟥 Neon Hot-Red (High-Impact Volume) Highlights moments of significant volume — intervention, aggression, absorption, stop hunts, or strong rejection wicks. These candles are critical for identifying real moves vs. fake ones, spotting wickbacks, and confirming momentum shifts. Why This Tool Works By focusing only on the very low and very high ends of market volume, the indicator cuts through noise and exposes the true behaviour behind each candle. Traders can instantly see: When a move is losing strength When a trend is topping or stalling When big volume enters the market When a wickback is driven by strong rejection Whether a breakout is real or weak When reversals are highly probable This makes it ideal for scalpers, and anyone who trades fast-moving instruments Customisation Fully customisable weak/normal and normal/strong thresholds User-defined colours for each band Brightness control Borders-only mode Adjustable fill opacity Optional corner legend for clarity
Indicador Pine Script®
por rrtaker86
Day Open ± Ø DailyRangeScript Function Description This indicator draws two horizontal dashed lines during the Regular Trading Hours (RTH) session. The upper line is calculated as the RTH Open price plus the average daily range (based on the last 10 days). The lower line is calculated as the RTH Open price minus the average daily range. 🔍 How it works Average Daily Range (ADR): The script requests daily candles and computes the 10‑day simple moving average of the daily range (High–Low). This value remains constant throughout the trading day. RTH Detection: The script identifies the first bar of the RTH session (e.g., 09:00 local exchange time). The open price of this bar is stored as the RTH Open. Line Creation: At the first RTH bar, two dashed lines are drawn: Green line above the RTH Open (Open + ADR). Red line below the RTH Open (Open – ADR). Dynamic Extension: As new bars appear, the lines are automatically extended to the current bar, keeping their Y‑values constant. This ensures the levels remain visible throughout the session. ✅ What Users See A green dashed line above the RTH Open, marking the typical upside boundary. A red dashed line below the RTH Open, marking the typical downside boundary. Both lines start at the first RTH bar and extend to the latest bar of the session. This helps traders quickly assess whether price action is staying within or breaking beyond the typical daily range relative to the RTH Open.
Indicador Pine Script®
por BaumFloh
IDRV – Market Structure & Projection ("cup and handle")1. Market Context 1. IDRV has completed a multi-month bottoming structure resembling a rounded accumulation base. 2. Price has broken above local resistance, confirming a bullish shift in trend. 3. RSI signals alternating bear/bull divergences, showing momentum compression before expansion. 2. Accumulation & Breakout Structure 4. Multiple higher lows since early 2024 indicate sustained accumulation. 5. The breakout above the neckline marks the beginning of an upward trend cycle. 6. Volume and structure support continuation rather than a fake-out. 3. Bullish Continuation Zone 7. The chart highlights a bullish expansion zone between $38 and $42. 8. Holding above this zone confirms trend strength and supports further upside. 9. A clean retest in this area offers a high-probability reload opportunity. 4. Projection Target 10. The projected upside shows a potential +56% move, targeting the $48–$52 region. 11. This aligns with previous supply zones and Fibonacci extension symmetry. 12. Price is expected to follow an ascending impulse pattern into 2026. 5. Risk Management 13. Invalidations occur below the $34–$35 support band where trend structure breaks. 14. A loss of this zone signals a likely return to the accumulation range. 15. Watch RSI bear signals during the climb for early signs of exhaustion. 6. Summary 16. Rounded base → Breakout → Retest → Expansion. 17. Structure supports continued bullish momentum into 2026. 18. Target zone remains $48–$52 if support is maintained.
Indicador Pine Script®
por Tomerrevaya
ATR EMA Bands (Kerry Lovvorn Style) - Fixed Scale//@version=5 indicator("ATR EMA Bands (Kerry Lovvorn Style) - Fixed Scale", overlay = true, scale = scale.right, // ⭐ 强制使用右侧价格刻度 precision = 2) // ——— 参数 ——— src = input.source(close, "Source") emaLength = input.int(34, "EMA Length") atrLength = input.int(13, "ATR Length") atrMult1 = input.float(1.0, "ATR ×1") atrMult2 = input.float(2.0, "ATR ×2") atrMult3 = input.float(3.0, "ATR ×3") // ——— 计算 ——— ema = ta.ema(src, emaLength) atr = ta.atr(atrLength) // 上下轨 upper1 = ema + atr * atrMult1 upper2 = ema + atr * atrMult2 upper3 = ema + atr * atrMult3 lower1 = ema - atr * atrMult1 lower2 = ema - atr * atrMult2 lower3 = ema - atr * atrMult3 // ——— 绘图 ——— plot(ema, "EMA", color = color.white, linewidth = 2) plot(upper1, "Upper 1×ATR", color = color.new(color.green, 0)) plot(upper2, "Upper 2×ATR", color = color.new(color.green, 30)) plot(upper3, "Upper 3×ATR", color = color.new(color.green, 60)) plot(lower1, "Lower 1×ATR", color = color.new(color.red, 0)) plot(lower2, "Lower 2×ATR", color = color.new(color.red, 30)) plot(lower3, "Lower 3×ATR", color = color.new(color.red, 60)) // ——— 可选：在当前 K 线上标记数值，方便你肉眼对比 ——— showDebug = input.bool(false, "Show Debug Labels (for checking value vs position)") if showDebug var label lb = na if barstate.islast label.delete(lb) txt = "EMA: " + str.tostring(ema, format.mintick) + "\n" + "U1: " + str.tostring(upper1, format.mintick) + "\n" + "U2: " + str.tostring(upper2, format.mintick) + "\n" + "U3: " + str.tostring(upper3, format.mintick) lb := label.new(bar_index, upper1, txt, style = label.style_label_right, textcolor = color.white, color = color.new(color.black, 40))
Indicador Pine Script®
por zvvgpbe
RSI + BB + ATR Short SignalThis indicator highlights potential short setups by combining three conditions: RSI Overbought – RSI must be above the user-defined level. Bollinger Band Break – Price must close above the upper Bollinger Band. Extended Above the 5-Day Low – Price must sit at least X ATR above the recent 5-day low. When all conditions line up on the same bar, the script plots a red triangle above the candle and triggers an alert so you can act immediately. To help visualise the setup, the script also plots the full Bollinger Bands (upper, middle, lower) and a line showing the threshold of 5-day-low + ATR × multiplier. You can adjust RSI length and level, Bollinger settings, ATR length, and the ATR multiplier.
Indicador Pine Script®
por volatility_Viking
Slope Rank ReversalThis tool is designed to solve the fundamental problem of "buying low and selling high" by providing objective entry/exit signals based on momentum extremes and inflection points. The System employs three core components: Trend Detection (PSAR): The Parabolic SAR is used as a filter to confirm that a trend reversal or transition is currently underway, isolating actionable trade setups. Dynamic Momentum Ranking: The indicator continuously measures the slope of the price action. This slope is then ranked against historical data to objectively identify when an asset is in an extreme state (overbought or oversold). Signal Generation (Inflection Points): Oversold/Buy: A 🟢 Green X is generated only when the slope ranking indicates the market is steeply negative (oversold), and the slope value begins to tick upwards (the inflection point), signaling potential mean reversion. Overbought/Sell: A 🔴 Red X is generated only when the slope ranking indicates the market is steeply positive (overbought), and the slope value begins to tick downwards, signaling momentum exhaustion. The core philosophy is simple: Enter only when the market is exhausted and has started to turn.
Indicador Pine Script®
por accutrades_net
O'Neil Market TimingBill O'Neil Market Timing Indicator - User Guide Overview This Pine Script indicator implements William O'Neil's market timing methodology, which assigns one of four distinct states to a market index (such as SPY or QQQ) to help traders identify optimal market conditions for investing. The indicator is designed to work exclusively on Daily timeframe charts. The Four Market States The indicator tracks the market through four distinct states, with specific transition rules between them: 1. Confirmed Uptrend (Green) - Meaning: The market is in a healthy uptrend with institutional support - Action: Favorable conditions for building positions in leading stocks - Can transition to: State 2 (Uptrend Under Pressure) 2. Uptrend Under Pressure (Yellow) - Meaning: The uptrend is showing signs of weakness with increasing distribution - Action: Be cautious, tighten stops, reduce position sizes - Can transition to: State 1 (Confirmed Uptrend) or State 3 (Downtrend) 3. Downtrend (Red) - Meaning: The market is in a confirmed downtrend - Action: Stay mostly in cash, avoid new purchases - Can transition to: State 4 (Rally Attempt) 4. Rally Attempt (Pink/Fuchsia) - Meaning: The market is attempting to bottom and reverse - Action: Watch for Follow-Through Day to confirm new uptrend - Can transition to: State 1 (Confirmed Uptrend) or State 3 (Downtrend) Key Concepts Distribution Day A distribution day occurs when: 1. The index closes down by more than the critical percentage (default 0.2%) 2. Volume is higher than the previous day's volume Distribution days indicate institutional selling and are marked with red triangles on the indicator. Follow-Through Day A follow-through day occurs during a Rally Attempt when: 1. The index closes up by more than the critical percentage (default 1.6%) 2. Volume is higher than the previous day's volume A Follow-Through Day confirms a new uptrend and triggers the transition from Rally Attempt to Confirmed Uptrend. State Transition Logic Valid Transitions The system only allows specific transitions: - 1 → 2: When distribution days reach the "pressure number" (default 5) within the lookback period (default 25 bars) - 2 → 1: When distribution days drop below the pressure number - 2 → 3: When distribution days reach "downtrend number" (default 7) AND price drops by "downtrend criterion" (default 6%) from the lookback high - 3 → 4: When the market doesn't make a new low for 3 consecutive days - 4 → 3: When a new low is made, undercutting the downtrend low - 4 → 1: When a Follow-Through Day occurs during the Rally Attempt Input Parameters Distribution Day Parameters - Distribution Day % Threshold (default 0.2%, range 0.1-2.0%) - Minimum percentage decline required to qualify as a distribution day. While 0.2% seems to be the canonical number I see in literature about this, I use a much higher threshold (at least 0.5%) Follow-Through Day Parameters - Follow-Through Day % Threshold (default 1.6%, range 1.0-2.0%) - Minimum percentage gain required to qualify as a follow-through day ### State Transition Parameters - Pressure Number (default 5, range 3-6) - Number of distribution days needed to transition from Confirmed Uptrend to Uptrend Under Pressure - Lookback Period (default 25 bars, range 20-30) - Number of days to count distribution days - Downtrend Number (default 7, range 4-10) - Number of distribution days needed (with price drop) to transition to Downtrend - Downtrend % Drop from High (default 6%, range 5-10%) - Percentage drop from lookback high required for downtrend confirmation Visual Settings - Color customization for each state - Table position selection (Top Left, Top Right, Bottom Left, Bottom Right) ## How to Use This Indicator ### Installation 1. Open TradingView and navigate to SPY or QQQ (or another major index) 2. **Important**: Switch to the Daily (1D) timeframe 3. Click on "Indicators" at the top of the chart 4. Click "Pine Editor" at the bottom of the screen 5. Copy and paste the Pine Script code 6. Click "Add to Chart" ### Interpretation **When the indicator shows:** - **Green (State 1)**: Market is healthy - consider adding quality positions - **Yellow (State 2)**: Exercise caution - tighten stops, be selective - **Red (State 3)**: Defensive mode - preserve capital, avoid new buys - **Pink (State 4)**: Watch closely - prepare for potential Follow-Through Day ### The Information Table The table displays: - **Current State**: The current market condition - **Distribution Days**: Number of distribution days in the lookback period - **Lookback Period**: Number of bars being analyzed - **Rally Attempt Day**: (Only in State 4) Days into the current rally attempt ### Visual Elements 1. **State Line**: A stepped line showing the current state (1-4) 2. **Red Triangles**: Mark each distribution day 3. **Horizontal Reference Lines**: Dotted lines marking each state level 4. **Color-Coded Display**: The state line changes color based on the current market condition ## Trading Strategy Guidelines ### In Confirmed Uptrend (State 1) - Build positions in stocks breaking out of proper bases - Use normal position sizing - Focus on stocks showing institutional accumulation - Hold winners as long as they act properly ### In Uptrend Under Pressure (State 2) - Take partial profits in extended positions - Tighten stop losses - Be more selective with new entries - Reduce overall exposure ### In Downtrend (State 3) - Move to cash or maintain very light exposure - Avoid new purchases - Focus on preservation of capital - Use the time for research and watchlist building ### In Rally Attempt (State 4) - Stay mostly in cash but prepare - Build a watchlist of strong stocks - On Day 4+ of the rally attempt, watch for Follow-Through Day - If FTD occurs, begin cautiously adding positions ## Best Practices 1. **Use with Major Indices**: This indicator works best with SPY, QQQ, or other broad market indices 2. **Daily Timeframe Only**: The indicator is designed for daily bars - do not use on intraday timeframes 3. **Combine with Stock Analysis**: Use the market state as a filter for individual stock decisions 4. **Respect the Signals**: When the market enters Downtrend, reduce exposure regardless of individual stock setups 5. **Monitor Distribution Days**: Pay attention when distribution days accumulate - it's a warning sign 6. **Wait for Follow-Through**: Don't jump back in too early during Rally Attempt - wait for confirmation ## Alert Conditions The indicator includes built-in alert conditions for: - State changes (entering any of the four states) - Distribution Day detection - Follow-Through Day detection during Rally Attempt To set up alerts: 1. Click the "Alert" button while the indicator is on your chart 2. Select "O'Neil Market Timing" 3. Choose your desired alert condition 4. Configure notification preferences ## Customization Tips ### For More Sensitive Detection - Lower the "Pressure Number" to 3-4 - Lower the "Distribution Day % Threshold" to 0.15% - Reduce the "Downtrend Number" to 5-6 ### For More Conservative Detection - Raise the "Pressure Number" to 6 - Raise the "Distribution Day % Threshold" to 0.3-0.5% - Increase the "Downtrend Number" to 8-9 ### For Different Market Conditions - **Bull Market**: Consider slightly higher thresholds - **Bear Market**: Consider slightly lower thresholds - **Volatile Market**: May need to increase percentage thresholds ## Limitations and Considerations 1. **Not a Crystal Ball**: The indicator identifies conditions but doesn't predict the future 2. **False Signals**: Follow-Through Days can fail - use proper risk management 3. **Whipsaws Possible**: In choppy markets, the indicator may switch states frequently 4. **Confirmation Lag**: By design, there's a lag as the system waits for confirmation 5. **Works Best with Price Action**: Combine with your analysis of individual stocks ## Historical Context This methodology is based on William J. O'Neil's decades of market research, documented in books like "How to Make Money in Stocks" and through Investor's Business Daily. O'Neil's research showed that: - Most major market tops are preceded by accumulation of distribution days - Most successful rallies begin with a Follow-Through Day on Day 4-7 of a rally attempt - Identifying market state helps prevent buying during unfavorable conditions ## Troubleshooting **Problem**: Indicator shows "Initializing" - **Solution**: Let the chart load at least 5 bars to establish the initial state **Problem**: No distribution day markers appear - **Solution**: Verify you're on daily timeframe and check if volume data is available **Problem**: Table not visible - **Solution**: Check the table position setting and ensure it's not off-screen **Problem**: State seems to change too frequently - **Solution**: Increase the lookback period or adjust threshold parameters ## Support and Further Learning For deeper understanding of this methodology: - Read "How to Make Money in Stocks" by William J. O'Neil - Study Investor's Business Daily's "Market Pulse" - Review historical market tops and bottoms to see the pattern - Practice identifying distribution days and follow-through days manually ## Version History **Version 1.0** (November 2025) - Initial implementation - Four-state system with proper transitions - Distribution day detection and marking - Follow-through day detection - Customizable parameters - Information table display - Alert conditions --- ## Quick Reference Card | State | Number | Color | Action | |-------|--------|-------|--------| | Confirmed Uptrend | 1 | Green | Buy quality setups | | Uptrend Under Pressure | 2 | Yellow | Tighten stops, be selective | | Downtrend | 3 | Red | Cash position, no new buys | | Rally Attempt | 4 | Pink | Watch for Follow-Through Day | **Distribution Day**: Down > 0.2% on higher volume (red triangle) **Follow-Through Day**: Up > 1.6% on higher volume during Rally Attempt (triggers State 4→1) --- *Remember: This indicator is a tool to help identify market conditions. It should be used as part of a comprehensive trading strategy that includes proper risk management, position sizing, and individual stock analysis.* Also, I created this with the help of an AI coding framework, and I didn't exhaustively test it. I don't actually use this for my own trading, so it's quite possible that it's materially wrong, and that following this will lead to poor investment decisions.. This is "copy left" software, so feel free to alter this to your own tastes, and claim authorship.
Indicador Pine Script®
por matthias
Lorentzian Length Adaptive Moving Average [LLAMA] Adaptation of "Machine Learning: Lorentzian Classification" by Gradient color by base on work by LLAMA: A regime-aware adaptive moving average that bends with the market. Start with a problem traders know: Traditional moving averages are either too slow (EMA200) or too fast (EMA9) Adaptive MAs exist, but they often hug price too tightly or smooth too much, failing to balance bias and tactics LLAMA uses a Lorentzian distance function to adapt its length dynamically. Instead of a fixed smoothing window, it stretches or contracts depending on market conditions. This distortion reduces lag while still providing a clear bias line. The indicator looks back at recent bars and measures how similar they are using a Lorentzian distance (a log‑scaled absolute difference). It keeps track of the “nearest neighbors” — bars that most resemble the current regime. Each neighbor carries a label (long, short, neutral) based on simple price comparisons. By averaging these labels, LLAMA predicts whether the market is leaning bullish or bearish. That prediction is then mapped into a dynamic length between and . Bullish bias -> length stretches toward max (smoother, more stable). Bearish bias -> length contracts toward min (snappier, more reactive). During breakouts, LLAMA tightens and comes into contact with bars, giving actionable signals. During chop, it stretches to avoid false triggers. It covers both ends of the spectrum (bias and tactics) in one line, something static MA's can't do. Think of LLAMA as a lens that bends with the market: Wide lens (max length) for big picture bias. Narrow lens (min length) for tactical precision. The "Lorentzian Loop" is the math that decides when to widen or narrow.
Indicador Pine Script®
por Starcruiser