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Pesquisar nos scripts por "Trailing stop"

SuperTrend BFThe SuperTrend overlay by Olivier Seban provides an excellent 'trailing stop' that can be used with any bar length for bullish or bearish moves. My preferred timeframe is weekly for capturing huge (Super) moves. For instance applying it to AAPL, this baby would have us reeling in a fivebagger over the course of three years. Patience and holding your nerve are key to trend following and I like to think of SuperTrend as a great big visual 'crutch' right there on the chart. Essentially this is an average true range trailing stop, of which there are several versions available (eg see the Sylvain Vervoort version programmed by H Potter). SuperTrend differs by referring the stop back from the middle of the bar (High+Low)/2. This is similar to using the Vervoort with a tweak to the number of ATR's considered. At the end of the day its a matter of preference and what works best for you.
Indicador Pine Script®
por blindfreddy
8
Darvas Lines/Box1. Overview The Darvas Lines/Box (v1.0) is a dynamic trend following indicator based on the renowned method developed by Nicolas Darvas. It's designed to identify clear price consolidation ranges and detect decisive breakouts, crucial for positional and swing trading strategies. This indicator automatically draws and adjusts the consolidation ranges, and includes modern enhancements such as Advanced Retest Confirmation and exposed alert conditions, providing reliable signals for monitoring and acting on trend continuations. 2. Core Features Custom Display Mode (Lines/Box): Allows the user to toggle the visualization between showing just the Breakout Lines (Lines) or displaying the consolidation area with a filled background box (Box). Source Selection (Wicks/Body): Users can choose whether the box boundaries are defined by the candlestick wicks (price extremes) or the candlestick body (open/close price). This feature is critical for adjusting sensitivity to market noise. Dynamic Box Drawing: Draws Darvas boxes automatically by tracking price highs and lows based on user-defined parameters (Bars to Define Range, Max Box Height). Retest Confirmation: Detects if the old resistance/support line functions effectively after a breakout. When a retest is confirmed, the line is extended and its color changes. Price Labels (Stable Lock): Displays the highest and lowest box prices, fixed to the left outer edge of the box. This ensures stable visibility. Progress Labels: Visualizes the current line price and the percentage distance to the closing price on the right side of the box, showing progress toward the next breakout. 3. Trading Strategy: How to Use the Indicator This indicator is primarily used to identify trend initiation and trend continuation signals. A. Entry Strategy (Breakout) Long Entry Action: Consider taking a long entry when the price closes above the Upper Line (Green Line), signaled by a BULLISH BREAKOUT alert. Signal: Use the BULLISH BREAKOUT alert. Short Entry Action: Consider taking a short entry when the price closes below the Lower Line (Red Line), signaled by a BEARISH BREAKOUT alert. Signal: Use the BEARISH BREAKOUT alert. B. Retest Strategy (Add-on/Confirmation) Action: When the price pulls back to touch the broken line (signaled by RETEST CONFIRMED), this confirms the break's validity. Alert: The RETEST CONFIRMED alert is triggered at this moment. C. Risk Management (General) Stop Loss: The initial stop-loss is typically set just beyond the opposite side of the broken box. As the trend progresses and new boxes form, the lower boundary of the most recently formed box can be used as a trailing stop for managing risk. 4. Setting Parameters Line Source (Wicks/Body): Crucial for sensitivity. 'Wicks' tracks price extremes; 'Body' tracks stronger close-to-close movements, ignoring noise. Bars to Define Range: Defines the calculation period (in bars) for the box. Cooldown Bars After Breakout: Sets the waiting period after a breakout before a new box can start forming. Retest Lookback Bars (Phase 3): Sets the maximum number of bars to check for a retest during the cooldown phase. Max Gap for Retest (%): Defines the maximum percentage distance from the line allowed to confirm a retest (Set to Zero (0.0%) for near-touch detection). Alert Frequency (Breakout): Allows selection between Continuous and Once per Box for breakout signals. 5. Alerts: How to Set Up the Triggers This indicator exposes several specific conditions to the TradingView alert panel, allowing you to select the exact event you want to monitor. Step-by-Step Alert Setup: Open the Alert Panel on the chart. In the Condition field, select the indicator's name. In the Alert Condition field, choose the specific event you want to monitor: 1. ANY DARVAS EVENT (Consolidated) 2. BULLISH BREAKOUT (Individual) 3. BEARISH BREAKOUT (Individual) 4. RETEST CONFIRMED (Individual) In the Trigger field (Frequency), select your preferred native option (e.g., "Once Per Bar Close" or "Once per bar").
Indicador Pine Script®
por oratnek
MESA Adaptive Ehlers Flow | AlphaNattMESA Adaptive Ehlers Flow | AlphaNatt An advanced adaptive indicator based on John Ehlers' MESA (Maximum Entropy Spectrum Analysis) algorithm that automatically adjusts to market cycles in real-time, providing superior trend identification with minimal lag across all market conditions. 🎯 What Makes This Indicator Revolutionary? Unlike traditional moving averages with fixed parameters, this indicator uses Hilbert Transform mathematics to detect the dominant market cycle and adapts its responsiveness accordingly: Automatically detects market cycles using advanced signal processing MAMA (MESA Adaptive Moving Average) adapts from fast to slow based on cycle phase FAMA (Following Adaptive Moving Average) provides confirmation signals Dynamic volatility bands that expand and contract with cycle detection Zero manual optimization required - the indicator tunes itself 📊 Core Components 1. MESA Adaptive Moving Average (MAMA) The MAMA is the crown jewel of adaptive indicators. It uses the Hilbert Transform to measure the market's dominant cycle and adjusts its smoothing factor in real-time: During trending phases: Responds quickly to capture moves During choppy phases: Smooths heavily to filter noise Transition is automatic and seamless based on price action Parameters: Fast Limit: Maximum responsiveness (default: 0.5) - how fast the indicator can adapt Slow Limit: Minimum responsiveness (default: 0.05) - maximum smoothing during consolidation 2. Following Adaptive Moving Average (FAMA) The FAMA is a slower version of MAMA that follows the primary signal. The relationship between MAMA and FAMA provides powerful trend confirmation: MAMA > FAMA: Bullish trend in progress MAMA < FAMA: Bearish trend in progress Crossovers signal potential trend changes 3. Hilbert Transform Cycle Detection The indicator employs sophisticated DSP (Digital Signal Processing) techniques: Detects the dominant cycle period (1.5 to 50 bars) Measures phase relationships in the price data Calculates adaptive alpha values based on cycle dynamics Continuously updates as market character changes ⚡ Key Features Adaptive Alpha Calculation The indicator's "intelligence" comes from its adaptive alpha: Alpha dynamically adjusts between Fast Limit and Slow Limit based on the rate of phase change in the market cycle. Rapid phase changes trigger faster adaptation, while stable cycles maintain smoother response. Dynamic Volatility Bands Unlike static bands, these adapt to both ATR volatility AND the current cycle state: Bands widen when the indicator detects fast adaptation (trending) Bands narrow during slow adaptation (consolidation) Band Multiplier controls overall width (default: 1.5) Provides context-aware support and resistance Intelligent Color Coding Cyan: Bullish regime (MAMA > FAMA and price > MAMA) Magenta: Bearish regime (MAMA < FAMA and price < MAMA) Gray: Neutral/transitional state 📈 Trading Strategies Trend Following Strategy The MESA indicator excels at identifying and riding strong trends while automatically reducing sensitivity during choppy periods. Entry Signals: Long: MAMA crosses above FAMA with price closing above MAMA Short: MAMA crosses below FAMA with price closing below MAMA Exit/Management: Exit longs when MAMA crosses below FAMA Exit shorts when MAMA crosses above FAMA Use dynamic bands as trailing stop references Mean Reversion Strategy When price extends beyond the dynamic bands during established trends, look for bounces back toward the MAMA line. Setup Conditions: Strong trend confirmed by MAMA/FAMA alignment Price touches or exceeds outer band Enter on first sign of reversal toward MAMA Target: Return to MAMA line or opposite band Cycle-Based Swing Trading The indicator's cycle detection makes it ideal for swing trading: Enter on MAMA/FAMA crossovers Hold through the detected cycle period Exit on counter-crossover or band extremes Works exceptionally well on 4H to Daily timeframes 🔬 Technical Background The Hilbert Transform The Hilbert Transform is a mathematical operation used in signal processing to extract instantaneous phase and frequency information from a signal. In trading applications: Separates trend from cycle components Identifies the dominant market cycle without curve-fitting Provides leading indicators of trend changes MESA Algorithm Components Smoothing: 4-bar weighted moving average for noise reduction Detrending: Removes linear price trend to isolate cycles InPhase & Quadrature: Orthogonal components for phase measurement Homodyne Discriminator: Calculates instantaneous period Adaptive Alpha: Converts period to smoothing factor MAMA/FAMA: Final adaptive moving averages ⚙️ Optimization Guide Fast Limit (0.1 - 0.9) Higher values (0.5-0.9): More responsive, better for volatile markets and lower timeframes Lower values (0.1-0.3): Smoother response, better for stable markets and higher timeframes Default 0.5: Balanced for most applications Slow Limit (0.01 - 0.1) Higher values (0.05-0.1): Less smoothing during consolidation, more signals Lower values (0.01-0.03): Heavy smoothing during chop, fewer but cleaner signals Default 0.05: Good noise filtering while maintaining responsiveness Band Multiplier (0.5 - 3.0) Adjust based on instrument volatility Backtest to find optimal value for your specific market 1.5 works well for most forex and equity indices Consider higher values (2.0-2.5) for cryptocurrencies 🎨 Visual Interpretation The gradient visualization shows probability zones around the MESA line: MESA line: The adaptive trend center Band expansion: Indicates strong cycle detection and trending Band contraction: Indicates consolidation or ranging market Color intensity: Shows confidence in trend direction 💡 Best Practices Let it adapt: Give the indicator 50+ bars to properly calibrate to the market Combine timeframes: Use higher timeframe MESA for trend bias, lower for entries Respect the bands: Price rarely stays outside bands for extended periods Watch for compression: Narrow bands often precede explosive moves Volume confirmation: Combine with volume for higher probability setups 📊 Optimal Timeframes 15m - 1H: Day trading with Fast Limit 0.6-0.8 4H - Daily: Swing trading with Fast Limit 0.4-0.6 (recommended) Weekly: Position trading with Fast Limit 0.2-0.4 ⚠️ Important Considerations The indicator needs time to "learn" the market - avoid trading the first 50 bars after applying Extreme gap events can temporarily disrupt cycle calculations Works best in markets with detectable cyclical behavior Less effective during news events or extreme volatility spikes Consider the detected cycle period for position holding times 🔍 What Makes MESA Superior? Compared to traditional indicators: vs. Fixed MAs: Automatically adjusts to market conditions instead of using one-size-fits-all parameters vs. Other Adaptive MAs: Uses true DSP mathematics rather than simple volatility adjustments vs. Manual Optimization: Continuously re-optimizes itself in real-time vs. Lagging Indicators: Hilbert Transform provides earlier trend change detection 🎓 Understanding Adaptation The magic of MESA is that it solves the eternal dilemma of technical analysis: be fast and get whipsawed in chop, or be smooth and miss the early move. MESA does both by detecting when to be fast and when to be smooth. Adaptation in Action: Strong trend starts → MESA quickly detects phase change → Fast Limit kicks in → Early entry Trend continues → Phase stabilizes → MESA maintains moderate speed → Smooth ride Consolidation begins → Phase changes slow → Slow Limit engages → Whipsaw avoidance 🚀 Advanced Applications Multi-timeframe confluence: Use MESA on 3 timeframes for high-probability setups Divergence detection: Watch for MAMA/price divergences at band extremes Cycle period analysis: The internal period calculation can guide position duration Band squeeze trading: Narrow bands + MAMA/FAMA cross = high-probability breakout Created by AlphaNatt - Based on John Ehlers' MESA research. For educational purposes. Always practice proper risk management. Not financial advice. Always DYOR.
Indicador Pine Script®
por AlphaNatt
Arnaud Legoux Gaussian Flow | AlphaNattArnaud Legoux Gaussian Flow | AlphaNatt A sophisticated trend-following and mean-reversion indicator that combines the power of the Arnaud Legoux Moving Average (ALMA) with advanced Gaussian distribution analysis to identify high-probability trading opportunities. 🎯 What Makes This Indicator Unique? This indicator goes beyond traditional moving averages by incorporating Gaussian mathematics at multiple levels: ALMA uses Gaussian distribution for superior price smoothing with minimal lag Dynamic envelopes based on Gaussian probability zones Multi-layer gradient visualization showing probability density Adaptive envelope modes that respond to market conditions 📊 Core Components 1. Arnaud Legoux Moving Average (ALMA) The ALMA is a highly responsive moving average that uses Gaussian distribution to weight price data. Unlike simple moving averages, ALMA can be fine-tuned to balance responsiveness and smoothness through three key parameters: ALMA Period: Controls the lookback window (default: 21) Gaussian Offset: Shifts the Gaussian curve to adjust lag vs. responsiveness (default: 0.85) Gaussian Sigma: Controls the width of the Gaussian distribution (default: 6.0) 2. Gaussian Envelope System The indicator features three envelope calculation modes: Fixed Mode: Uses ATR-based fixed width for consistent envelope sizing Adaptive Mode: Dynamically adjusts based on price acceleration and volatility Hybrid Mode: Combines ATR and standard deviation for balanced adaptation The envelopes represent statistical probability zones. Price moving beyond these zones suggests potential mean reversion opportunities. 3. Momentum-Adjusted Envelopes The envelope width automatically expands during strong trends and contracts during consolidation, providing context-aware support and resistance levels. ⚡ Key Features Multi-Layer Gradient Visualization The indicator displays 10 gradient layers between the ALMA and envelope boundaries, creating a visual "heat map" of probability density. This helps traders quickly assess: Distance from the mean Potential support/resistance strength Overbought/oversold conditions in context Dynamic Color Coding Cyan gradient: Price below ALMA (bullish zone) Magenta gradient: Price above ALMA (bearish zone) The ALMA line itself changes color based on price position Trend Regime Detection The indicator automatically identifies market regimes: Strong Uptrend: Trend strength > 0.5% with price above ALMA Strong Downtrend: Trend strength < -0.5% with price below ALMA Weak trends and ranging conditions 📈 Trading Strategies Mean Reversion Strategy Look for price entering the extreme Gaussian zones (beyond 95% of envelope width) when trend strength is moderate. These represent statistical extremes where mean reversion is probable. Signals: Long: Price in lower Gaussian zone with trend strength > -0.5% Short: Price in upper Gaussian zone with trend strength < 0.5% Trend Continuation Strategy Enter when price crosses the ALMA during confirmed strong trend conditions, riding momentum while using the envelope as a trailing stop reference. Signals: Long: Price crosses above ALMA during strong uptrend Short: Price crosses below ALMA during strong downtrend 🎨 Visualization Guide The gradient layers create a "probability cloud" around the ALMA: Darker shades (near ALMA): High probability zone - price tends to stay here Lighter shades (near envelope edges): Lower probability - potential reversal zones Price at envelope extremes: Statistical outliers - strongest mean reversion setups ⚙️ Customization Options ALMA Parameters Adjust period for different timeframes (lower for day trading, higher for swing trading) Modify offset to tune responsiveness vs. smoothness Change sigma to control distribution width Envelope Configuration Choose envelope mode based on market characteristics Adjust multiplier to match instrument volatility Modify gradient depth for visual preference (5-15 layers) Signal Enhancement Momentum Length: Lookback for trend strength calculation Signal Smoothing: Additional EMA smoothing to reduce noise 🔔 Built-in Alerts The indicator includes six pre-configured alert conditions: ALMA Trend Long - Price crosses above ALMA in strong uptrend ALMA Trend Short - Price crosses below ALMA in strong downtrend Mean Reversion Long - Price enters lower Gaussian zone Mean Reversion Short - Price enters upper Gaussian zone Strong Uptrend Detected - Momentum confirms strong bullish regime Strong Downtrend Detected - Momentum confirms strong bearish regime 💡 Best Practices Use on clean, liquid markets with consistent volatility Combine with volume analysis for confirmation Adjust envelope multiplier based on backtesting for your specific instrument Higher timeframes (4H+) generally provide more reliable signals Use adaptive mode for trending markets, hybrid for mixed conditions ⚠️ Important Notes This indicator works best in markets with normal price distribution Extreme news events can invalidate Gaussian assumptions temporarily Always use proper risk management - no indicator is perfect Backtest parameters on your specific instrument and timeframe 🔬 Technical Background The Arnaud Legoux Moving Average was developed to solve the classic dilemma of moving averages: the trade-off between lag and noise. By applying Gaussian distribution weighting, ALMA achieves superior smoothing while maintaining responsiveness to price changes. The envelope system extends this concept by creating probability zones based on volatility and momentum, effectively mapping where price is "likely" vs "unlikely" to be found based on statistical principles. Created by AlphaNatt - For educational purposes. Always practice proper risk management. Not financial advice. Always DYOR.
Indicador Pine Script®
por AlphaNatt
1
EMA × MOST CrossThe EMA × MOST Cross indicator combines the Exponential Moving Average (EMA) with the Moving Stop (MOST) system to identify early trend reversals and confirm trend continuation phases. MOST acts as a dynamic trailing stop that adapts to price volatility, while EMA provides directional bias and short-term momentum confirmation. A BUY signal is generated when EMA crosses above the MOST line, indicating a possible bullish reversal or trend continuation. A SELL signal is triggered when EMA crosses below the MOST line, suggesting bearish continuation or reversal conditions. The indicator colors bars according to the EMA–MOST relationship to visually represent trend strength: 🟩 Green tones → bullish bias (EMA and price above MOST) 🟥 Red tones → bearish bias (EMA and price below MOST) 🟦 Aqua → neutral phase or transition zone How to use: Works best on trending markets and mid-term timeframes (e.g., 1h, 4h, 1D). Combine it with volume or structure-based confirmations for higher accuracy. Use the built-in parameters to fine-tune sensitivity: MOST MA length: adjusts the responsiveness of the MOST line. MOST percent: defines the offset distance of the stop bands. EMA length: defines the crossover sensitivity. Updated settings: Default MOST Length: 5 Default MOST Percent: 1.5% Concept: This script refines the traditional MOST logic by pairing it with an EMA cross mechanism, aiming to filter false reversals and improve entry timing. It’s designed for traders who prefer clear, visual cross-based trend confirmation while maintaining adjustable flexibility for different instruments.
Indicador Pine Script®
por venusbtc
6
Trend TraderThe Trend Trader indicator is a trend-following tool based on a triple EMA (Exponential Moving Average) setup designed to help traders identify market direction and potential reversal zones. It plots three customizable EMAs on the chart to highlight bullish and bearish momentum, then generates trade signals when price shows a strong likelihood of continuing in the direction of the prevailing trend. EMA Alignment: The indicator checks for bullish stacking (fast EMA above medium, medium above slow) and bearish stacking (fast EMA below medium, medium below slow). This alignment defines the prevailing market trend. Trend Validation: A user-defined lookback period ensures signals are only taken if the market recently displayed a stacked trend, thus filtering false entries during consolidations. Signal Generation: Buy signals appear when price dips into the zone between the fast and medium EMAs during a bullish trend. Sell signals appear when price rallies into the zone between the fast and medium EMAs during a bearish trend. Alerts: Built-in alerts notify traders of new trade opportunities without having to constantly watch the chart. This indicator is suitable for swing trading and intraday strategies across multiple markets, including forex, stocks, indices, and crypto. Suggested Strategy for Profitability This tool is best used as part of a structured trend-trading plan. Below is a suggested framework: Entry Rules Long (Buy Trade): Confirm that EMA alignment is bullish (EMA1 > EMA2 > EMA3). Wait for a Buy Signal (triangle up below price). Ensure the higher timeframe (e.g., 4H if trading 1H) trend is also bullish to filter trades. Short (Sell Trade): Confirm EMA alignment is bearish (EMA1 < EMA2 < EMA3). Wait for a Sell Signal (triangle down above price). Higher timeframe should also be bearish to increase probability. Stop Loss For long positions, place the stop loss just below EMA3 or the most recent swing low. For short positions, place the stop loss just above EMA3 or the most recent swing high. Take Profit Conservative: Set TP at 1.5x to 2x the stop loss distance. Aggressive: Trail stop loss below EMA2 (for longs) or above EMA2 (for shorts) to capture larger trends. Risk Management Use no more than 1–2% of account risk per trade. Trade only when the signal aligns with overall market context (higher timeframe, support/resistance, or volume confirmation). This indicator is very similar to the indicator "Trend Scalper" by the same developer, the difference is this indicator is used to just find the trade and hold the trade or to find the reversal of a trend instead of triggering alerts every time price enters between EMA1 and EMA2.
Indicador Pine Script®
por abedmahmood
Supertrend [TradingConToto]Supertrend — ADX/DI + EMA Gap + Breakout (with Mobile UI) What makes it original Supertrend combines trend strength (ADX/DI), multi-timeframe bias (EMA63 and EMA 200D equivalent), a structural filter based on the distance between EMA2400 and EMA4800 expressed in ATR units, and a momentum confirmation through a previous high breakout. This is not a random mashup — it’s a sequence of filters designed to reduce trades in ranging markets and prioritize mature trends: Direction: +DI > -DI (trend led by buyers). Strength: ADX > mean(ADX) (avoids weak, choppy phases). Short-term bias: Close > EMA63. Long-term bias: Close > EMA4800 ≈ EMA200 daily on H1. Momentum: Close > High (immediate breakout). Structure: (EMA2400 − EMA4800) > k·ATR (ensures separation in ATR units, filters out flat phases). Entries & exits Entry: when all six conditions are met and no open position exists. Exit: if +DI < -DI or Close < EMA63. Visuals: EMA63 is painted green while in position and red otherwise, with a supertrend-style band; “BUY” labels appear below the green band and “SELL” labels above the red band. UI: includes a compact table (mobile-friendly) showing the state of each condition. Default parameters used in this publication Initial capital: 10,000 Position size: 10% of equity (≤10% per trade is considered sustainable). Commission: 0.01% per side (adjust to your broker/market). Slippage: 1 tick Pyramiding: 0 (only one position at a time) Adjust commission/slippage to match your market. For US equities, commissions are often per share; for spot crypto, 0.10–0.20% total is common. I publish with 0.01% per side as a conservative example to avoid overestimating results. Recommended backtest dataset Timeframe: H1 Multi-cycle window (e.g. 2015–today) Symbols with high liquidity (e.g. NASDAQ-100 large caps, or BTC/ETH spot) to generate 100+ trades. Avoid cherry-picked short windows. Why each filter matters +DI > -DI + ADX > mean: reduce counter-trend trades and weak signals. Close > EMA63 + Close > EMA4800: enforce trend alignment in short and long horizons. Breakout High : requires immediate momentum, avoids early entries. EMA gap in ATR units: blocks flat or compressed structures where EMA200D aligns with price. Limitations The breakout filter may skip healthy pullbacks; the design prioritizes continuation over perfect entry price. No fixed trailing stop/TP; exits depend on trend degradation via DI/EMA63. Results vary with real costs (commissions, slippage, funding). Adjust defaults to your broker. How to use Apply it on a clean chart (no other indicators when publishing). Keep in mind the default parameters above; if you change them, mention it in your notes and use the same values in the Strategy Tester. Ensure your dataset produces 100+ trades for statistical validity.
Estratégia Pine Script®
por toto_scalper_23
1
Laguerre-Kalman Adaptive Filter | AlphaNattLaguerre-Kalman Adaptive Filter |AlphaNatt A sophisticated trend-following indicator that combines Laguerre polynomial filtering with Kalman optimal estimation to create an ultra-smooth, low-lag trend line with exceptional noise reduction capabilities. "The perfect trend line adapts to market conditions while filtering out noise - this indicator achieves both through advanced mathematical techniques rarely seen in retail trading." ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🎯 KEY FEATURES Dual-Filter Architecture: Combines two powerful filtering methods for superior performance Adaptive Volatility Adjustment: Automatically adapts to market conditions Minimal Lag: Laguerre polynomials provide faster response than traditional moving averages Optimal Noise Reduction: Kalman filtering removes market noise while preserving trend Clean Visual Design: Color-coded trend visualization (cyan/pink) ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📊 THE MATHEMATICS 1. Laguerre Filter Component The Laguerre filter uses a cascade of four all-pass filters with a single gamma parameter: 4th order IIR (Infinite Impulse Response) filter Single parameter (gamma) controls all filter characteristics Provides smoother output than EMA with similar lag Based on Laguerre polynomials from quantum mechanics 2. Kalman Filter Component Implements a simplified Kalman filter for optimal estimation: Prediction-correction algorithm from aerospace engineering Dynamically adjusts based on estimation error Provides mathematically optimal estimate of true price trend Reduces noise while maintaining responsiveness 3. Adaptive Mechanism Monitors market volatility in real-time Adjusts filter parameters based on current conditions More responsive in trending markets More stable in ranging markets ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ⚙️ INDICATOR SETTINGS Laguerre Gamma (0.1-0.99): Controls filter smoothness. Higher = smoother but more lag Adaptive Period (5-100): Lookback for volatility calculation Kalman Noise Reduction (0.1-2.0): Higher = more noise filtering Trend Threshold (0.0001-0.01): Minimum change to register trend shift Recommended Settings: Scalping: Gamma: 0.6, Period: 10, Noise: 0.3 Day Trading: Gamma: 0.8, Period: 20, Noise: 0.5 (default) Swing Trading: Gamma: 0.9, Period: 30, Noise: 0.8 Position Trading: Gamma: 0.95, Period: 50, Noise: 1.2 ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📈 TRADING SIGNALS Primary Signals: Cyan Line: Bullish trend - price above filter and filter ascending Pink Line: Bearish trend - price below filter or filter descending Color Change: Potential trend reversal point Entry Strategies: Trend Continuation: Enter on pullback to filter line in trending market Trend Reversal: Enter on color change with volume confirmation Breakout: Enter when price crosses filter with momentum Exit Strategies: Exit long when line turns from cyan to pink Exit short when line turns from pink to cyan Use filter as trailing stop in strong trends ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ✨ ADVANTAGES OVER TRADITIONAL INDICATORS Vs. Moving Averages: Significantly less lag while maintaining smoothness Adaptive to market conditions Better noise filtering Vs. Standard Filters: Dual-filter approach provides optimal estimation Mathematical foundation from signal processing Self-adjusting parameters Vs. Other Trend Indicators: Cleaner signals with fewer whipsaws Works across all timeframes No repainting or lookahead bias ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🎓 MATHEMATICAL BACKGROUND The Laguerre filter was developed by John Ehlers, applying Laguerre polynomials (used in quantum mechanics) to financial markets. These polynomials provide an elegant solution to the lag-smoothness tradeoff that plagues traditional moving averages. The Kalman filter, developed by Rudolf Kalman in 1960, is used in everything from GPS systems to spacecraft navigation. It provides the mathematically optimal estimate of a system's state given noisy measurements. By combining these two approaches, this indicator achieves what neither can alone: a smooth, responsive trend line that adapts to market conditions while filtering out noise. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 💡 TIPS FOR BEST RESULTS Confirm with Volume: Strong trends should have increasing volume Multiple Timeframes: Use higher timeframe for trend, lower for entry Combine with Momentum: RSI or MACD can confirm filter signals Market Conditions: Adjust noise parameter based on market volatility Backtesting: Always test settings on your specific instrument ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ⚠️ IMPORTANT NOTES No indicator is perfect - always use proper risk management Best suited for trending markets May produce false signals in choppy/ranging conditions Not financial advice - for educational purposes only ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🚀 CONCLUSION The Laguerre-Kalman Adaptive Filter represents a significant advancement in technical analysis, bringing institutional-grade mathematical techniques to retail traders. Its unique combination of polynomial filtering and optimal estimation provides a clean, reliable trend-following tool that adapts to changing market conditions. Whether you're scalping on the 1-minute chart or position trading on the daily, this indicator provides clear, actionable signals with minimal false positives. "In the world of technical analysis, the edge comes from using better mathematics. This indicator delivers that edge." ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Developed by AlphaNatt | Professional Quantitative Trading Tools Version: 1.0 Last Updated: 2025 Pine Script: v6 License: Open Source Not financial advice. Always DYOR
Indicador Pine Script®
por AlphaNatt
3
5m Exit AlertsThese can help a lot with Daytrading if you don't have a price target in mind when there's no clear resistance / support nearby, and you don't trust the market enough to hold it as a swing trade. Keep in mind that its main purpose is to give you a "warning" that it might be good to look at your screen, instead of guaranteeing you "now is the best time to exit". You won't reach high winning stats by blindly following this alert. "A Exit LONG": (I'm using letters instead of numbers for all Exit alerts to make sure I don't accidentally confuse Enter and Exit alerts). There are 4 conditions that might trigger it. The reasons show up in the exit alert message (unfortunately only as a number, since alert messages can't have "dynamic text" in TradingView), and can also be displayed as symbols in the chart (see image above - make sure to enable "Show Signals" in the indicator settings first though). Here are the conditions sorted from best to worst: Technical reversal: Bearish Hammer candle with Volume > 2 * avg volume (of last 30 candles), when 5m candle closed. Reversal very likely. This is usually the best time to take your gains for the rest of the day. EMA 3/8 cross: standard 5m EMA 3/8 cross, indicating a trend reversal, or at least a pullback. Can also be helpful to detect double tops / double bottoms. Trailing Stop Loss: Crossed below 30m EMA 8, 5m candle closed. This is a "fallback" alert in case EMA 3 was already below EMA 8 before you set up the alert. It's not unlikely that the stock might go further down to VWAP, so depending on the chart and market this might be a good opportunity to save the gains you have left. "Final" Stop Loss: Crossed below VWAP. Usually not a good sign. If you entered around VWAP your losses shouldn't be big yet, but if you plan on holding the stock the Daily chart and market outlook should better be quite convincing, and you wouldn't have needed to use this alert in the first place. Keep in mind these work of course best if you picked a "good" stock: clear movement, tidy price action, high volume. Otherwise alerts are more likely to be triggered redundantly. Always consider how the market and stock looks like, then decide whether to exit or not! Usually it makes sense to wait a bit to see f. e. whether the stock bounces off the 30m EMA 8, and it's just a pullback. "B Enter SHORT": Similar, but for shorts... "C 1m Scalp LONG" + "D 1m Scalp SHORT": Simple Scalping alert for EMA 3/8 cross on a 1m chart - but without needing to use a 1m chart to set it up! Unfortunately it's not as accurate as manually setting this alert up on a 1m chart. It might be an advantage though that it sometimes is triggered 1-2 min later, since this means there are less redundant triggerings. It can be useful esp. on high momentum trades, but I honestly haven't used it in a looong while. "X Candle Close": same as in 5m Entry indicator: triggered when 5m candle is confirmed "Z Trend Change: UP" + "Z Trend Change: DOWN": This one is meant to be used only on SPY: It alerts you when SPY is changing its trending direction, which might mean entering or closing existing trades. I have therefore set it up to never end (by setting it to "Once Per Bar Close" in the alert settings). It's based on DMI positive or negative being > 25. I had it based on VWAP at the beginning, but there were days where it was triggered every 5 minutes... More infos: www.reddit.com
Indicador Pine Script®
por CaressingCandles
60 신저가 숏_신저가“60-Day New Low Short (New Low)” is a momentum breakdown setup that sells short when price prints a fresh 60-day low, aiming to ride continued weakness after support fails. Enter on the breakdown close (or next open) with confirmation such as expanding volume, relative weakness vs. a benchmark, and price below the 50/200-day MAs. Manage risk with a stop above the recent swing high or 20-day high; take profits via ATR-based targets or a trailing stop, and be cautious around earnings/news catalysts.
Indicador Pine Script®
por makedeltatv2
60 신고가 롱_신고가“60-Day New High Long (New High)” is a momentum breakout setup that buys when price prints a fresh 60-day high, expecting continuation once resistance gives way. Enter on the breakout close (or next open) with confirmation such as expanding volume, relative strength vs. a benchmark, and price above the 50/200-day MAs. Manage risk with a stop below the recent swing low or 20-day low; take profits via ATR-based targets or a trailing stop, and be cautious around earnings/news catalysts.
Indicador Pine Script®
por makedeltatv2
60 신저가 숏_신저가“60-Day New Low Short (New Low)” is a momentum breakdown setup that sells short when price prints a fresh 60-day low, aiming to ride continued weakness after support fails. Enter on the breakdown close (or next open) with confirmation such as expanding volume, relative weakness vs. a benchmark, and price below the 50/200-day MAs. Manage risk with a stop above the recent swing high or 20-day high; take profits via ATR-based targets or a trailing stop, and be cautious around earnings/news catalysts.
Indicador Pine Script®
por makedeltatv2
60 신고가 롱“60-Day New High Long” is a momentum breakout strategy that buys when price makes a fresh 60-day high, expecting continuation after resistance gives way. Enter on the breakout close (or next open) with confirmation such as expanding volume, relative strength vs. a benchmark, and price above the 50/200-day MAs. Manage risk with a stop below the recent swing low or 20-day low; take profits via ATR-based targets or a trailing stop, and be cautious around binary catalysts (earnings/news).
Indicador Pine Script®
por makedeltatv2
60 신저가 숏“60-Day New Low Short” is a momentum breakdown setup that sells short when price prints a fresh 60-day low, betting that failed support will extend the downtrend. Entries are usually taken on the breakdown close (or next open) with confirmation like rising volume, relative weakness, and price below the 50/200-day MAs. Manage risk with a stop above the recent swing high or 20-day high; take profits via ATR-based targets or a trailing stop, and avoid trades near major catalysts (earnings/news).
Indicador Pine Script®
por makedeltatv2
Trading Rules Panel BJTRADESFXA Simple Panel for Your Trading Rules Trading can quickly get overwhelming if you’re juggling multiple strategies, indicators, and market conditions. A simple Trading Rules Panel on your chart helps you stay disciplined by keeping your strategy visible at all times. Instead of relying on memory or flipping through notes, the panel displays your personal trading checklist right where you need it — on your screen. The panel can be customized to show: ✅ Entry conditions (e.g., trend direction, candle patterns, breakout levels) ✅ Exit rules (take profit, stop loss, or trailing stop logic) ✅ Risk management (lot size, max risk %, reward-to-risk ratio) ✅ Trading session reminders (only trade London/New York overlap, etc.) ✅ Personal rules (no revenge trading, stop after 2 losses, follow your plan) This kind of panel doesn’t place trades for you; rather, it acts as a visual reminder to keep you consistent and accountable. It prevents emotional decisions and reinforces your discipline, especially during high-pressure moments. A well-placed panel can also: Reduce mistakes caused by forgetting steps Keep your focus on the bigger picture Improve backtesting and journaling since your rules are clearly visible Help new traders stick to structure instead of chasing trades
Indicador Pine Script®
por cetwzr
ALMA & UT Bot Confluence StrategyALMA & UT Bot Confluence Strategy This is a comprehensive trend-following and momentum strategy designed to identify high-probability trade setups by combining multiple layers of confirmation. It is built around an ALMA (Arnaud Legoux Moving Average) and a long-term EMA, and then enhances signal quality with the popular UT Bot indicator, a Volume Filter, and an adaptive hold mechanism. The primary goal of this strategy is to filter out market noise, avoid low liquidity traps, and provide more robust and selective trading logic by adapting its timing to changing market volatility. Key Features and How It Works This strategy is not a simple crossover system. An entry signal is generated by the confluence of only a few conditions: Underlying Trend and Signal Engine: ALMA (Arnaud Legoux Moving Average): Provides a responsive, low-latency signal line for entries. EMA (Exponential Moving Average): A longer-term EMA acts as a primary trend filter, ensuring trades are executed only in line with the overall market trend. Confirmation Layer: UT Bot Confirmation: A trade is considered valid only when the UT Bot indicator provides a relevant buy or sell signal. This acts as a strong secondary confirmation, reducing false entries. Advanced Filters for Signal Quality: Volume Filter: This is an important safety mechanism that prevents trades from being executed in low-volume, illiquid markets where price action can be erratic and unreliable. Momentum Filter (ADX and RSI): The strategy uses the ADX to check for sufficient market momentum and the RSI to ensure it doesn't enter overbought/oversold zones. Volatility Filter (Bollinger Bands): This helps prevent entries when the price deviates too far from its average, preventing "buying at the top" or "selling at the bottom." Adaptive Timing (Dynamic Cool-Down): Instead of a fixed waiting period between trades, this strategy uses a dynamic cooling-down period based on the ATR. It automatically waits longer during periods of high volatility (to prevent volatility) and becomes more responsive in calmer markets. How to Use This Strategy: Long Entry (BUY): When all bullish conditions align, a green "BUY" triangle appears below the price. Short Entry (SELL): When all bearish conditions align, a red "SELL" triangle appears above the price. Trend Visualization: The chart background is color-coded according to UT Bot's trend direction (Green for an uptrend, Red for a downtrend), allowing for at-a-glance market analysis. Double Exit Strategy Options You have full control over how you exit trades: Classic SL/TP: Use a standard Stop-Loss and Take-Profit order based on ATR (Average True Range) multipliers. UT Bot Trailing Stop (Recommended): A dynamic exit mechanism that follows the price allows your winning trades to catch up to larger trends while protecting your profits. Disclaimer This script is for educational purposes only and should not be construed as financial advice. Past performance is not indicative of future results. All trades involve risk. Before risking any capital, we strongly recommend extensively backtesting this strategy across your preferred assets and timeframes to understand its behavior and find settings that suit your personal trading style. The author recommends using this strategy with Heikin-Ashi candlesticks. Using this method will significantly increase the strategy's trading success rate and profitability in backtests. You should change the settings according to your preferred chart time range. You can find the best value for you by observing the value changes you make on the chart.
Estratégia Pine Script®
por blntdmn
Angle Market Structure [BigBeluga]🔵 OVERVIEW Angle Market Structure is a smart pivot-based tool that dynamically adapts to price action by accelerating breakout and breakdown detection. It draws market structure levels based on pivot highs/lows and gradually adjusts those levels closer to price using an angle threshold. Upon breakout, the indicator projects deviation zones with labeled levels (+1, +2, +3 or −1, −2, −3) to track price extension beyond structure. 🔵 CONCEPTS Adaptive Market Structure: Uses pivots to define structure levels, which dynamically angle closer to price over time to capture breakouts sooner. Breakout Acceleration: Pivot high levels decrease and pivot low levels increase each bar using a user-defined angle (based on ATR), improving reactivity. Deviation Zones: Once a breakout or breakdown occurs, 3 deviation levels are projected to show how far price extends beyond the breakout point. Count Labels: Each successful structure break is numbered sequentially, giving traders insight into momentum and trend persistence. Visual Clarity: The script uses colored pivot points, trend lines, and extension labels for easy structural interpretation. 🔵 FEATURES Calculates pivot highs and lows using a customizable length. Applies an angle modifier (ATR-based) to gradually pull levels closer to price. Plots breakout and breakdown lines in distinct colors with automatic extension. Shows deviation zones (+1, +2, +3 or −1, −2, −3) after breakout with customizable size. Color-coded labels for trend break count (bullish or bearish). Dynamic label sizing and theme-aware colors. Smart label positioning to avoid chart clutter. Built-in limit for deviation zones to maintain clarity and performance. 🔵 HOW TO USE Use pivot-based market structure to identify breakout and breakdown zones. Watch for crossover (up) or crossunder (down) events as trend continuation or reversal signals. Observe +1/+2/+3 or -1/-2/-3 levels for overextension opportunities or trailing stop ideas. Use breakout count as a proxy for trend strength—multiple counts suggest momentum. Combine with volume or order flow tools for higher confidence entries at breakout points. Adjust the angle setting to fine-tune sensitivity based on market volatility. 🔵 CONCLUSION Angle Market Structure enhances traditional pivot-based analysis by introducing breakout acceleration and structured deviation tracking. It’s a powerful tool for traders seeking a cleaner, faster read on market structure and momentum strength—especially during impulsive price moves or structural transitions.
Indicador Pine Script®
por BigBeluga
16