FT-Algos SuperFT-Algos: Unified Alpha Suite
FT-Algos is an all-in-one Pine Script indicator designed to support traders across scalping and swing trading styles with unique multi-strategy logic and clear signals.
Key Features:
Three Trading Modes:
Quick Scalps — Fast momentum-based entries optimized for ultra-short timeframes.
Precision Scalps — Combines MACD flips, Kalman smoothing, Gaussian filters, ZLEMA, and Heikin Ashi SuperTrend to generate high-confidence scalping signals.
Swing Trades — Uses trend stacking with Kalman, ZLEMA, and MACD crossovers confirmed by higher timeframe SuperTrend direction.
Non-Repainting Signals: All entries rely on confirmed candle closes to avoid repainting and false signals.
Visual Entry Markers: Compact BUY and SELL triangle labels placed directly above/below candles for clear signal visualization.
Dynamic Take Profit and Stop Loss Levels: Calculated using Average True Range (ATR) to adjust for current market volatility.
User Configurable Settings: Easily toggle signal visibility, TP/SL display, and short entry signals.
Alert Conditions: Built-in alerts for buy and sell signals enable integration with TradingView’s alert system.
How FT-Algos works:
FT-Algos uniquely blends several filtering methods including Kalman and Gaussian smoothing, momentum evaluation, and multi-timeframe trend validation to minimize noise and improve entry precision. Each mode serves different trading styles—from rapid scalping to higher timeframe swing trading—allowing traders to adapt to their preferred strategy seamlessly.
Disclaimer:
This script is provided as-is for educational and informational purposes only. It does not constitute financial advice. Please test thoroughly and trade responsibly.
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FT-Algos CLMDFT‑Algos CLMD — Hybrid Momentum & Money Flow Detector
FT‑Algos CLMD is a precision‑built trading tool that blends advanced momentum tracking with dynamic money flow analysis. It provides traders with a clear, dual‑layered view of market strength and potential turning points.
Key Features
Momentum oscillator with overbought/oversold zone markers.
Integrated money flow overlay, scaled for direct visual comparison.
Optional histogram view of momentum differentials.
Adjustable smoothing and scaling controls for full customization.
Automatic positive/negative zone shading for quick sentiment reading.
How It Works
This tool analyzes both momentum shifts and capital flow pressure to highlight moments of potential market imbalance. When both layers align, the probability of a strong move can increase — making it a powerful addition to any trading system.
Notes
Designed for chart analysis; does not execute trades automatically.
Past performance is not indicative of future results.
Always combine with disciplined risk management and other forms of analysis.
FT-Algos Master SuiteFT-Algos: Unified Alpha Suite
FT-Algos is an all-in-one Pine Script indicator designed to support traders across scalping and swing trading styles with unique multi-strategy logic and clear signals.
Key Features:
Three Trading Modes:
Quick Scalps — Fast momentum-based entries optimized for ultra-short timeframes.
Precision Scalps — Combines MACD flips, Kalman smoothing, Gaussian filters, ZLEMA, and Heikin Ashi SuperTrend to generate high-confidence scalping signals.
Swing Trades — Uses trend stacking with Kalman, ZLEMA, and MACD crossovers confirmed by higher timeframe SuperTrend direction.
Non-Repainting Signals: All entries rely on confirmed candle closes to avoid repainting and false signals.
Visual Entry Markers: Compact BUY and SELL triangle labels placed directly above/below candles for clear signal visualization.
Dynamic Take Profit and Stop Loss Levels: Calculated using Average True Range (ATR) to adjust for current market volatility.
User Configurable Settings: Easily toggle signal visibility, TP/SL display, and short entry signals.
Alert Conditions: Built-in alerts for buy and sell signals enable integration with TradingView’s alert system.
How FT-Algos works:
FT-Algos uniquely blends several filtering methods including Kalman and Gaussian smoothing, momentum evaluation, and multi-timeframe trend validation to minimize noise and improve entry precision. Each mode serves different trading styles—from rapid scalping to higher timeframe swing trading—allowing traders to adapt to their preferred strategy seamlessly.
Disclaimer:
This script is provided as-is for educational and informational purposes only. It does not constitute financial advice. Please test thoroughly and trade responsibly.
Market Rhythm Trading Algo with Super SignalsThe Market Rhythm trading algo is designed using many different confluence data points that gives you a virtually unlimited combination of settings to manage risk on any given underlying asset. Designed with flexibility in mind, Market Rhythm can be used on futures, stocks, options, and even crypto.
The current settings are what give you the most buy and sell signals. Be sure to change the 'Rate of Change' source to something like hl2 instead of close where it's set to get even more signals.
How to Use:
Regular vs Super - Market Rhythm includes a set of regular signals, which are given on many price bars. Super signals are a combination of regular signals based on a length of bars you set. This is an effective way to clean up the chart and give more reliable buy and sell signals.
The idea behind so many points of confluence is to give you many different ways to filter out the signals you don't want to trade, or just don't like trading. With built in filters using rate of change, rsi, and chop index, you can customize the feel of your signals based on your risk. You can even use the Settings1 and Settings2 and ADX to separate your risk management into 2 different market conditions. For lower ADX settings you can manage risk much tighter for choppier, less trending markets. For higher ADX settings you will be able to set your risk management based on stronger trends.
The Adaptive Average included also changes based on Settings1/2 to give you a better idea of changing market conditions.
The Moving Average Ribbon can be used to temper your decisions for entering or exiting a trade. For instance, if you receive a red (sell signal) during a strong up trend, and the Adaptive Average is green, and the MA Ribbon is all green, then you have a pretty good idea of whether or not its safe to stay in the trade or go ahead and take profit.
Depending on your favorite time frame, Market Rhythm can be used for intraday scalping, as well as, daily swing trading. Not sure if your favorite discord pump stock is ready to go up? Check it against Market Rhythm and you'll have a much better idea of whether it's still going up or if you've missed the move. Trade safer and happier with Market Rhythm.
The small green triangles are 'regular buy signals' and the larger green triangles are 'super buy signals'.
The small red triangles are 'regular sell signals' and the larger red triangles are 'super sell signals'.
Use this indicator against your levels or main strategy for maximum effectiveness.
Limitations:
This script does not mark reversals. It will only identify safe trade zones during periods of strong momentum.
Disclaimer:
The information contained in my scripts/indicators/ideas does not constitute financial advice or a solicitation to buy or sell any securities of any type. I will not accept liability for any loss or damage, including without limitation any loss of profit, which may arise directly or indirectly from the use of or reliance on such information.
All investments involve risk, and the past performance of a security, industry, sector, market, financial product, trading strategy, or individual’s trading does not guarantee future results or returns. Investors are fully responsible for any investment decisions they make. Such decisions should be based solely on an evaluation of their financial circumstances, investment objectives, risk tolerance, and liquidity needs.
My scripts/indicators/strategies/ideas are only for educational purposes!
QaSH DCA AlgorithmQaSH DCA Algorithm implements a DCA strategy that takes advantage of price volatility by buying dips to average down, and adjusting price targets as the break-even price gets lower.
How does the DCA strategy work?
When the specified entry condition has occurred, the indicator will set up several limit orders below the current price. If price goes up a specified amount, then the layers will be overwritten at the higher prices. If price goes down and fills the first layer (limit order), then the Take Profit price is plotted and will be sent in an alert. If more layers are filled, then the TP price will move down accordingly as it’s based on the average entry price (alerts on each TP update). This action of lowering the average entry and TP price mitigates your risk, and increases the likelihood of a Take Profit event happening. More entry conditions will be added as time goes on, although complex entry conditions are not necessary for the strategy to work. All the meat of the DCA strategy is in the layer placement, order volume , and TP %.
How does this differ from other DCA bots?
1) The layer placements, order volume , and “take profit %” for each layer or “safety order” is much more customizable than what you get from other services. For example, I can choose to have my TP% change, depending on how big the price dip was. Maybe on safety order 1 I want 10% TP, but on safety order 7 might want a 2% TP.
2) Settings optimization. You can take advantage of the replay feature and see how trades would have played out, and how much PnL you would have made (strategy version is coming soon)
3) You can use this indicator on more than just crypto. You can easily set up alerts for manual trades on stocks, or you can integrate it with your stock broker API of choice and automate your trades.
4) When combining this with an automation service, you will get unmatched execution speed by running it on your dedicated machine.
5) I can offer a lifetime subscription to the indicator upon request.
What kind of market is it best used on?
QaSH DCA Algorithm is best used on cryptocurrencies and stocks, and it is best used on assets that are volatile. That means large swings up and down. Also I recommend running this on many uncorrelated assets at the same time.
What settings should I use?
The default settings are decent for most markets, and provide a good balance between profit potential and downside protection, although you can use a wide variety of settings. In a strong bull market its best to either bring up your layers to catch smaller dips, or you can go big on the first few layers (maybe 4 layers, 25% on each layer for example). In a sideways or brearish market you'll want more downside protection, so you'll want the larger orders to be at lower prices.
What should I do if price goes below my last layer?
The best solution is to keep a cash reserve on the side at all times. If price looks like it has reached a low point below your lowest layer, then manually buy more to average down further. This action will help it along and get you in the green sooner.
Disclaimer: In order to get a large position in an asset, you need to have most of your layers fill. That means you have to be comfortable with buying more as the price goes down, patiently waiting for the bounce that occurs afterward. This is the working principle of Dollar Cost Averaging, and it's a proven method for most markets.
Dual Thrust Trading Algorithm (ps4)This is an PS4 update to the popular Dual Thrust trading algorithm posted by me some time ago (). It has been commonly used in futures, Forex and equity markets. The idea of Dual Thrust is similar to a typical breakout system, however dual thrust uses the historical price to construct update the look back period - theoretically making it more stable in any given period.
See: www.quantconnect.com
Algo BOT 3.0Algo BOT 3.0 is a sophisticated, rule-based intraday trading strategy designed for index option traders who seek high-probability entries based on market structure, institutional zones, and controlled risk management. This strategy intelligently identifies BUY and SELL trade opportunities using price action, Fibonacci retracements, and pivot confluences, layered with dynamic trade management through trailing stop loss (TSL) and predefined profit/loss thresholds.
🔍 Strategic Foundation
Algo BOT 3.0 combines multiple proven intraday trading concepts into a single unified system:
Candle Behavior Analysis:
Detects strong green (bullish) and red (bearish) candles based on configurable range filters, wick/body ratios, and volume-backed movement.
Ensures only impactful candles are considered for signal generation, filtering out noise.
Dynamic Candle Range Filtering:
Filters out low-momentum candles by comparing their range against a dynamically calculated threshold (based on recent 30-minute close).
Prevents premature or weak entries by focusing on high-volatility structures.
Fibonacci Entry Zones:
Automatically calculates 0.382 and 0.618 Fibonacci levels between the most recent key candles (highest green & lowest red).
These fib levels are used to define entry zones for BUY (above red fib 0.382) and SELL (below green fib 0.382).
Optional fib zones can be visually shown on the chart with real-time drawing.
📈 Signal Generation Logic
The core BUY/SELL signals are triggered based on a combination of:
Green/Red Candle Identification:
A green candle qualifies if:
Open is near the bottom 38.2% of its range.
Close is above the top 61.8% of the range.
High is above a pivot or institutional level.
A red candle qualifies if:
Open is near the top 38.2% of its range.
Close is below the bottom 61.8% of the range.
Low is below a pivot or institutional level.
Support/Resistance Touch Confirmation:
Signals are only considered valid if the qualifying candle touches:
CPR Top/Bottom
Daily Pivot Points (PP, R1–R4, S1–S4)
VWAP or MVWAP
CE Entry (BOT BUY):
Occurs when the price crosses above red fib 0.382 after red candle touch at support.
PE Entry (BOT SELL):
Occurs when the price crosses below green fib 0.382 after green candle touch at resistance.
Signal Controls:
Only one active signal per type (BUY/SELL) at a time.
Real-time tracking of active trade with condition-based resets.
🎯 Exit Management
Built-in risk and profit control with dynamic logic:
Trailing Stop Loss (TSL):
TSL is dynamically adjusted based on peak price after entry.
Trail distance is customizable via input (% below peak).
Visual alerts notify when TSL is hit.
Profit Target:
Trade exits automatically when desired % profit is achieved from entry.
Loss Limit:
Trade exits immediately if unrealized loss exceeds a set % threshold.
Helps prevent large drawdowns during volatile market moves.
🧠 Technical Indicator Integration
To enhance trade accuracy, the strategy includes several optional filters:
RSI: Momentum confirmation or divergence filtering.
SMA/EMA: Trend direction confirmation.
MVWAP: Modified VWAP for smoother institutional bias tracking.
🖼️ Visuals & Alerts
BOT BUY and BOT SELL Signal Labels appear directly on the chart with trade type and candle reference.
TSL, Target, and SL Exits shown as label markers with optional background highlight.
Live Alerts:
BOT BUY (CE Entry)
BOT SELL (PE Entry)
Trailing Stop Loss Triggered
Profit Target Hit
Stop Loss Triggered
⚙️ Customizable Settings
Users can fine-tune the strategy using the following input options:
MVWAP Length
RSI / SMA / EMA Lengths
Candle Range Sensitivity
TSL Distance (%)
Profit Target (%)
Loss Limit (%)
Enable/Disable Background Highlights & Labels
Display Fib Zones
⏱️ Best Use Case & Timeframes
Position and Risk Calculator (for Indices) [dR-Algo]Position and Risk Calculator : Your Ultimate Risk Management Tool for Indices
The difference between a novice and a seasoned trader often comes down to one essential element: risk management. While trading indices, the challenges are even more intense due to market volatility and leverage. The Position and Risk Calculator steps in here to bridge the gap, providing you with an efficient tool designed exclusively for indices trading.
Key Features:
User-Friendly Interface: Designed to integrate effortlessly with your TradingView chart, this tool's interface is intuitive and clutter-free.
Dynamic Price Level Adjustment: Move your Entry, Stop Loss, and Take Profit levels directly on the chart for an interactive experience.
Account Balance Input: Customize the tool to understand your unique financial situation by inputting your current account balance.
Trade Risk Customization: Define how much you're willing to risk per trade, and the tool will do the rest.
Automated Calculations: The indicator calculates the maximum monetary risk and translates it into the maximum lot size you can afford. It delivers a full-integer lot size to make your trading decisions easier.
Comprehensive Risk Evaluation: Beyond lot sizes, it provides you with the Cost-to-Reward Ratio (CRV) of your trade, the actual monetary risk according to the calculated lot size, and the potential profit.
How To Use:
Once you add the Position and Risk Calculator to your TradingView chart, a new interactive panel appears. Here’s how it works:
Set Price Levels: Using draggable lines on the chart, set your Entry Price, Stop Loss, and Take Profit levels.
Account Details: Go to settings and enter your Account Balance and your desired risk percentage per trade.
Automatic Calculations: As soon as the above details are set, the indicator goes to work. It first calculates your maximum risk in monetary terms and then translates that into the maximum lot size you can take for the trade.
Review and Trade: The indicator shows you all the vital statistics - CRV of the trade, the money at risk according to the calculated lot size, and the possible profit.
Why Choose This Tool?
Informed Decisions: Your trading decisions will be based on concrete numbers, removing guesswork.
Time-saving: No need for manual calculations or using separate tools; everything is in one place.
Focus on Trading: By automating the risk management aspect, this tool allows you to focus more on your trading strategy and market analysis.
Tailor-Made for Indices: Unlike many other tools that try to serve all markets, the Position and Risk Calculator is designed specifically for indices trading.
Remember, effective risk management is what separates successful traders from those who burn out. The Position and Risk Calculator not only helps you define your risk but also helps you understand it, empowering you to trade with confidence.
So why not give yourself the best chance of success? Add the Position and Risk Calculator to your TradingView setup and experience the difference it can make.
RSI Algo (Pinescript v5 + Alerts)Found this the other day and thought it might be useful to have an updated version with alerts:
Credit to the original author.
Cluster Algo (Skoda Version)This Indicator operates similarly to the Cluster Algo marketed elsewhere. The key difference is the integration of Bollinger Bands, giving us clear indications.
Buy - When the signal line goes above the Bollinger basis line and is GREEN
Sell - When the signal line goes below the Bollinger basis line and is RED
Consider closing the trade when the signal line changes colour.
When the signal line goes outside the Bollinger band, this a strong indication price will rally.
If you require any further information or script modifications, please message me.
PLEASE CHECK OUT MY OTHER SCRIPTS
Dual Thrust Trading AlgorithmThe Dual Thrust trading algorithm is a famous strategy developed by Michael Chalek. It has been commonly used in futures, forex and equity markets. The idea of Dual Thrust is similar to a typical breakout system, however dual thrust uses the historical price to construct update the look back period - theoretically making it more stable in any given period.
Jurik Moving Average with Stair-StepJurik Moving Average with Stair-Step Filter — Precision Smoothing with Event-Driven Signal Filtering
📌 Version:
Built in Pine Script v6, leveraging the full JMA core with an added stair-step threshold filter for discrete, event-based signal generation.
📌 Overview:
This enhanced Jurik Moving Average (JMA) combines the low-lag smoothing algorithm with a custom stair-step logic layer that transforms continuous JMA output into state-based, noise-filtered movement.
While the traditional JMA provides ultra-smooth, adaptive trend detection, it still updates continuously with each price tick. The Stair-Step version introduces a quantized output — the JMA value remains unchanged until price moves by a user-defined amount (in ticks or absolute price units). The result is a “digital” trend line that updates only when meaningful change occurs, filtering out minor fluctuations and giving traders clearer, more actionable transitions.
📌 How It Works:
✅ Adaptive JMA Core: Dynamically adjusts smoothing to volatility for ultra-low lag.
✅ Stair-Step Logic: Holds the JMA value steady until the underlying line moves by a chosen threshold.
✅ Event-Driven Updates: Each “step” represents a statistically significant change in market direction.
✅ Tick / Price-Based Sensitivity: Tune the filter to the instrument’s volatility, spread, or cost structure.
This dual-layer system blends JMA’s continuous adaptability with discrete regime detection — turning a smooth line into a decision-ready trend model.
📌 How to Use:
🔹 Bias Detection: Each new step indicates a potential regime shift or breakout confirmation.
🔹 Noise Reduction: Ideal in choppy or range-bound markets where traditional MAs over-react.
🔹 Automated Systems: Use stair transitions as clean event triggers for entries, exits, or bias flips.
🔹 Scalping & Swing Trading: Thresholds can be sized by tick, ATR, or volatility to match timeframe and cost tolerance.
📌 Why This Version Is Unique:
This is not just another moving average — it’s a stateful JMA, adding event-driven decision logic to one of the market’s most precise filters.
🔹 Discretized Trend Mapping: Flat plateaus define stability; steps define momentum bursts.
🔹 Reduced Whipsaws: Only reacts when moves exceed statistical or cost thresholds.
🔹 Execution-Grade Precision: Perfect for algorithmic strategies needing fewer false flips.
📌 Example Use:
Combine with VWAP, ATR, or momentum oscillators to confirm bias shifts. In automated strategies, use stair flips as “go / stop” states to control position changes or trade size adjustments.
📌 Summary:
The Jurik Moving Average with Stair-Step Filter preserves JMA’s hallmark smoothness while delivering a structured, event-driven representation of market movement.
It’s precision smoothing — now with adaptive noise gating — designed for traders who demand clarity, stability, and algorithm-ready signal behavior.
📌 Disclaimer:
This indicator is not affiliated with or derived from any proprietary Jurik Research algorithms. It’s an independent implementation that applies similar adaptive-smoothing principles, extended with a stair-step filtering mechanism for discrete trend transitions.
Periodis ProIntroduction
The Algorion Periodis Pro represents a paradigm shift in professional trend analysis. Unlike traditional indicators that force the market to fit into rigid, pre-defined settings (like a 14-period MA), this system allows the market to dictate its own parameters.
By combining a Proprietary Anchored Framework with specific temporal resets, Algorion Periodis Pro captures the "natural rhythm" of price action, offering a view of the market that is mathematically synchronized with the current trading session, day, or week.
Core Methodology: The "Zero-Parameter" Philosophy
The true power of Algorion Periodis Pro lies in its unique approach to signal generation. It does not rely on arbitrary user inputs. Instead, it features two distinct, self-adaptive lines that construct themselves in real-time:
1. The Self-Constructing Inertia Line (Adaptive EMA): This line is not calculated using a fixed lookback period. Instead, it builds itself from the ground up starting at each reset point. It accepts the market’s raw price action as its sole instruction set, naturally deriving its own smoothing coefficients based on the speed and flow of the current trend. It represents the market’s "Inertia."
2. The Proprietary Efficiency Filter: The second line utilizes a highly advanced, parameter-free algorithm. It "listens" to the market's noise and volatility levels to determine its own sensitivity. When price is clean, it tightens; when price is chaotic, it relaxes.
The Result: Two lines that are not imposed on the market, but are born from the market. Their interaction reveals the true fair value without the lag caused by human bias.
Features & Functionality
The "Heartbeat" of Volatility (Heatmap Bands): Standard deviation bands often lag. Algorion Periodis Pro, however, calculates the Accumulated Volatility from the anchor point.
These bands represent the "breathing room" the market requires for the current period.
Info Box Dashboard: The panel in the corner displays the Base Volatility State. This value (measured in Ticks/Pips/Points) is the precise distance between the Main Line and the first Deviation Band. This is the current "Volatility Unit" of the asset.
Dual-Set Chronology:
Set 1 (Tactical): Captures the immediate, intraday pulse (Default: 600 Minutes).
Set 2 (Strategic): Captures the broader structural intent (Default: Weekly).
Smart Confluence Coloring: Bars are painted Green or Red only when a "Council of Factors"—including the slopes of both adaptive lines and internal trend metrics—agree on the direction. This filters out weak, non-committal price action.
Strategic Usage: Volatility-Synchronized Trading
Because the Deviation Bands are derived from the market's natural volatility accumulation, they serve as the perfect coordinate system for Risk Management:
Risk (Stop Loss): Use the Base Volatility Unit (the distance of one band) as your natural stop-loss distance. This places your stop outside the current "noise floor" of the market.
Reward (Targets): Target the outer bands.
Band 1-2: High-probability scalping targets during standard moves.
Band 3+: Targets for expansion moves.
Level-to-Level Trading: In a trending market, price often climbs the "ladder" of these bands. A breakout above Band 1 often targets Band 2. When price extends to the outer limits (Band 6 or 7), it often signals a statistical exhaustion, offering a mean-reversion opportunity back to the Main Line.
Configuration
Main Line Switches: Toggle the Main and Secondary lines On/Off for both sets to suit your visual preference.
Reset Frequency: Define the life-cycle of the calculation (Minutes, Daily, Weekly).
Confluence Threshold: Adjust the strictness of the Bar Coloring (voting factors).
Signal Markers: Toggle discrete Buy/Sell shapes based on the structural trend.
Disclaimer
This tool is for informational purposes only. The proprietary algorithms contained herein calculate derived values from past price action and cannot predict future market movements with certainty. Past performance is not indicative of future results. Always manage risk.
AK MACD BB INDICATOR V 1.00Here's my version of the MACD _BB . This is a great indicator to capture short term trends.
yellow candles = long
aqua candles = short
This indicator can be much better. I will work on it and publish an improved version (hopefully) soon. In the mean time , go ahead and play around with the code, and please share your findings :)
Cheers
Algo
AK TREND ID v1.00Hello,
"Are we at the top yet ? "........ " Is it a good time to invest ? " ......." Should I buy or sell ? " These are the many questions I hear and get on the daily basis. 1000's of investors do not know when to go in and out of the market. Most of them rely on the opinion of "experts" on television to make their investment decisions. Bad idea.Taking a systematic approach when investing, could save you a lot of time and headache. If there was only a way to know when to get in and out of the market !! hmmmm. The good news is that there many ways to do that. The bad news is , are you disciplined enough to follow it ?
I coded the AK_TREND ID specifically to identified trends in the SPX or SPY only . How does it work ? very simply , I simply plot the spread between the 3 month and 8 month moving average on the chart.
If the spread > 0 @ month end = BUY
if the spread < 0 @ month end = SELL
The AK TREND ID is a LAGGING Indicator , so it will not get you in at the very bottom or get you out at the very top. I did a backtest on the SPX from 1984 to 7/2/2014 (yesterday), The rule was to buy only when the AK TREND ID was green. let's look at the result:
14 trades : 11 W 3 L , 78.75 % winning %
Biggest winner (%) = 108 %
Biggest loser (%) = -10.7 %
Average Return = 27 %
Total Return since 1984 = 351.3 %
You can see the result in detail here : docs.google.com
Although the backtesting results are good, the AK TREND ID is not to be used as a trading system. It is simply design to let you know when to invest and when to get out. I'm working a more accurate version of this Indicator , that will use both technical and fundamental data. In the mean time , I hope this will give some of you piece of mind, and eliminate emotions from your trading decision. Feel free to modify the code as you wish, but please share your finding with the rest of Trading View community.
All the best
Algo
Risk Recommender — (Heatmap)📊 Risk Recommender — Per-Trade & Annualized (Heatmap Columns)
Estimate the optimal risk percentage for any market regime.
This tool dynamically recommends how much of your account equity to risk — either per trade or at a portfolio (annualized) level — using volatility as the guide.
⚙️ How it works
Two distinct modes give you flexibility:
1️⃣ Per-Trade (ATR-based)
• Calculates the current Average True Range (ATR) compared to its long-term baseline.
• When volatility is high (ATR ↑), risk per trade decreases to maintain constant dollar risk.
• When volatility is low (ATR ↓), risk per trade increases within your defined floor and ceiling.
• The display is normalized by stop distance (× ATR) and smoothed to avoid noise.
2️⃣ Annualized (Volatility Targeting)
• Computes realized volatility (standard deviation of log returns) and an EWMA forecast of future volatility.
• Blends current and forecast volatilities to estimate “effective” volatility.
• Scales your base risk so that portfolio volatility converges toward your chosen annual target (e.g., 20%).
• Useful for portfolio-level or systematic strategies that maintain constant volatility exposure.
🎨 Heatmap Visualization
The vertical column graph acts like a thermometer:
• 🟥 Red → “Reduce risk” (volatility high).
• 🟩 Green → “Increase risk” (volatility low).
• Smoothed and bounded between your Floor and Ceiling risk levels.
• Optional dotted guides mark those bounds.
• Label shows the current mode, recommended risk %, and key metrics (ATR ratio or effective volatility).
🔧 Key Inputs
• Base max risk per trade (%) — your normal per-trade risk budget.
• ATR length / Baseline ATR length — control sensitivity to short- vs. long-term volatility.
• Target annualized volatility (%) — portfolio volatility target for quant mode.
• λ (lambda) — smoothing factor for the EWMA volatility forecast (0.90–0.99 typical).
• Floor & Ceiling — clamps the output to avoid extreme sizing.
• Smoothing & Hysteresis — prevent rapid changes in risk recommendations.
🧮 Interpreting the Output
• “Recommended Risk (%)” = suggested portion of equity to risk on the next trade (or current exposure).
• In Per-Trade mode: reflects current ATR ÷ baseline ATR .
• In Annualized mode: reflects target volatility ÷ effective volatility .
• Use the color and height of the column as a quick visual cue for aggressiveness.
💡 Typical Use Cases
• Position-sizing overlay for discretionary traders.
• Volatility-targeting component for algorithmic or multi-asset systems.
• Educational tool to understand how volatility governs prudent risk management.
📘 Notes
• This indicator provides risk suggestions only ; it does not place trades.
• Works on any symbol or timeframe.
• Combine with your own strategy or alerts for full automation.
• All calculations use built-in Pine functions; no proprietary logic.
Tags:
#RiskManagement #ATR #Volatility #Quant #PositionSizing #SystematicTrading #AlgorithmicTrading #Portfolio #TradingStrategy #Heatmap #EWMA #Risk
Jurik Moving AverageJurik Moving Average (JMA) – Precision Smoothing with Adaptive Filtering
📌 Version: This script is written in Pine Script v6, utilizing advanced array handling and dynamic filtering for improved performance.
📌 Overview:
The Jurik Moving Average (JMA) was originally developed by Mark Jurik and is widely recognized for its ability to provide smooth trend-following signals with minimal lag. Unlike traditional moving averages, which suffer from a tradeoff between responsiveness and smoothness, JMA employs an adaptive smoothing algorithm that dynamically adjusts based on market conditions, reducing false signals while maintaining trend accuracy.
This version of JMA has been implemented in Pine Script v6 with enhancements that make it even more efficient for TradingView users. By utilizing advanced array-based calculations, logarithmic scaling, and cycle-based filtering, this implementation delivers an optimized, customizable, and high-performance smoothing indicator.
📌 How It Works:
✅ Adaptive Filtering: Dynamically adjusts smoothing based on price volatility.
✅ Cycle-Based Adjustments: Uses historical price action to fine-tune lag vs. responsiveness.
✅ Advanced Phase Control: Traders can shift the moving average forward or backward to optimize signal alignment.
Unlike existing open-source JMA implementations, this version features:
🔹 Enhanced Array-Based Calculations for better memory management & performance.
🔹 Logarithmic and Square Root Scaling to dynamically adjust phase & smoothing.
🔹 Improved Noise Reduction Techniques to minimize false breakouts.
📌 How to Use:
🔹 Trend Confirmation: Use JMA to validate trend direction and avoid whipsaws.
🔹 Trade Entries & Exits: Combine with price action or momentum indicators for refined entry/exit points.
🔹 Scalping & Swing Trading: Ideal for short-term and long-term strategies due to its adaptability.
📌 Why This Version is Unique:
This JMA expands on standard implementations by incorporating multi-level cycle smoothing, phase correction, and adaptive noise filtering. The result? A more precise, stable, and robust trend indicator that performs better than existing open-source versions.
Murrey Math
The Murrey Math indicator is a set of horizontal price levels, calculated from an algorithm developed by stock trader T.J. Murray.
The main concept behind Murrey Math is that prices tend to react and rotate at specific price levels. These levels are calculated by dividing the price range into fixed segments called "ranges", usually using a number of 8, 16, 32, 64, 128 or 256.
Murrey Math levels are calculated as follows:
1. A particular price range is taken, for example, 128.
2. Divide the current price by the range (128 in this example).
3. The result is rounded to the nearest whole number.
4. Multiply that whole number by the original range (128).
This results in the Murrey Math level closest to the current price. More Murrey levels are calculated and drawn by adding and subtracting multiples of the range to the initially calculated level.
Traders use Murrey Math levels as areas of possible support and resistance as it is believed that prices tend to react and pivot at these levels. They are also used to identify price patterns and possible entry and exit points in trading.
The Murrey Math indicator itself simply calculates and draws these horizontal levels on the price chart, allowing traders to easily visualize them and use them in their technical analysis.
HOW TO USE THIS INDICATOR?
To use the Murrey Math indicator effectively, here are some tips:
1. Choose the appropriate Murrey Math range : The Murrey Math range input (128 by default in the provided code) determines the spacing between the levels. Common ranges used are 8, 16, 32, 64, 128, and 256. A smaller range will give you more levels, while a larger range will give you fewer levels. Choose a range that suits the volatility and trading timeframe you're working with.
2. Identify potential support and resistance levels: The horizontal lines drawn by the indicator represent potential support and resistance levels based on the Murrey Math calculation. Prices often react or reverse at these levels, so they can be used to spot areas of interest for entries and exits.
3. Look for price reactions at the levels: Watch for price action like rejections, bounces, or breakouts at the Murrey Math levels. These reactions can signal potential trend continuation or reversal setups.
4. Trail stop-loss orders: You can place stop-loss orders just below/above the nearest Murrey Math level to manage risk if the price moves against your trade.
5. Set targets at future levels: Project potential profit targets by looking at upcoming Murrey Math levels in the direction of the trend.
7. Adjust range as needed: If prices are consistently breaking through levels without reacting, try adjusting the range input to a different value to see if it provides better levels.
In which asset can this indicator perform better?
The Murrey Math indicator can potentially perform well on any liquid financial asset that exhibits some degree of mean-reversion or trading range behavior. However, it may be more suitable for certain asset classes or trading timeframes than others.
Here are some assets and scenarios where the Murrey Math indicator can potentially perform better:
1. Forex Markets: The foreign exchange market is known for its ranging and mean-reverting nature, especially on higher timeframes like the daily or weekly charts. The Murrey Math levels can help identify potential support and resistance levels within these trading ranges.
2. Futures Markets: Futures contracts, such as those for commodities (e.g., crude oil, gold, etc.) or equity indices, often exhibit trading ranges and mean-reversion trends. The Murrey Math indicator can be useful in identifying potential turning points within these ranges.
3. Stocks with Range-bound Behavior: Some stocks, particularly those of large-cap companies, can trade within well-defined ranges for extended periods. The Murrey Math levels can help identify the boundaries of these ranges and potential reversal points.
4. I ntraday Trading: The Murrey Math indicator may be more effective on lower timeframes (e.g., 1-hour, 30-minute, 15-minute) for intraday trading, as prices tend to respect support and resistance levels more closely within shorter time periods.
5. Trending Markets: While the Murrey Math indicator is primarily designed for range-bound markets, it can also be used in trending markets to identify potential pullback or continuation levels.
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