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Luxy Super-Duper SuperTrend Predictor Engine and Buy/Sell signalA professional trend-following grading system that analyzes historical trend patterns to provide statistical duration estimates using advanced similarity matching and k-nearest neighbors analysis. Combines adaptive Supertrend with intelligent duration statistics, multi-timeframe confluence, volume confirmation, and quality scoring to identify high-probability setups with data-driven target ranges across all timeframes. Note: All duration estimates are statistical calculations based on historical data, not guarantees of future performance. WHAT MAKES THIS DIFFERENT Unlike traditional SuperTrend indicators that only tell you trend direction, this system answers the critical question: "What is the typical duration for trends like this?" The Statistical Analysis Engine: • Analyzes your chart's last 15+ completed SuperTrend trends (bullish and bearish separately) • Uses k-nearest neighbors similarity matching to find historically similar setups • Calculates statistical duration estimates based on current market conditions • Learns from estimation errors and adapts over time (Advanced mode) • Displays visual duration analysis box showing median, average, and range estimates • Tracks Statistical accuracy with backtest statistics Complete Trading System: • Statistical trend duration analysis with three intelligence levels • Adaptive Supertrend with dynamic ATR-based bands • Multi-timeframe confluence analysis (6 timeframes: 5M to 1W) • Volume confirmation with spike detection and momentum tracking • Quality scoring system (0-70 points) rating each setup • One-click preset optimization for all trading styles • Anti-repaint guarantee on all signals and duration estimates METHODOLOGY CREDITS This indicator's approach is inspired by proven trading methodologies from respected market educators: • Mark Minervini - Volatility Contraction Pattern (VCP) and pullback entry techniques • William O'Neil - Volume confirmation principles and institutional buying patterns (CANSLIM methodology) • Dan Zanger - Volatility expansion entries and momentum breakout strategies Important: These are educational references only. This indicator does not guarantee any specific trading results. Always conduct your own analysis and risk management. KEY FEATURES 1. TREND DURATION ANALYSIS SYSTEM - The Core Innovation The statistical analysis engine is what sets this indicator apart from standard SuperTrend systems. It doesn't just identify trend changes - it provides statistical analysis of potential duration. How It Works: Step 1: Historical Tracking • Automatically records every completed SuperTrend trend (duration in bars) • Maintains separate databases for bullish trends and bearish trends • Stores up to 15 most recent trends of each type • Captures market conditions at each trend flip: volume ratio, ATR ratio, quality score, price distance from SuperTrend, proximity to support/resistance Step 2: Similarity Matching (k-Nearest Neighbors) • When new trend begins, system compares current conditions to ALL historical flips • Calculates similarity score based on: - Volume similarity (30% weight) - Is volume behaving similarly? - Volatility similarity (30% weight) - Is ATR/volatility similar? - Quality similarity (20% weight) - Is setup strength comparable? - Distance similarity (10% weight) - Is price distance from ST similar? - Support/Resistance proximity (10% weight) - Similar structural context? • Selects the 15 MOST SIMILAR historical trends (not just all trends) • This is like asking: "When conditions looked like this before, how long did trends last?" Step 3: Statistical Analysis • Calculates median duration (most common outcome) • Calculates average duration (mean of similar trends) • Determines realistic range (min to max of similar trends) • Applies exponential weighting (recent trends weighted more heavily) • Outputs confidence-weighted statistical estimate Step 4: Advanced Intelligence (Advanced Mode Only) The Advanced mode applies five sophisticated multipliers to refine estimates: A) Market Structure Multiplier (±30%): • Detects nearby support/resistance levels using pivot detection • If flip occurs NEAR a key level: Estimate adjusted -30% (expect bounce/rejection) • If flip occurs in open space: Estimate adjusted +30% (clear path for continuation) • Uses configurable lookback period and ATR-based proximity threshold B) Asset Type Multiplier (±40%): • Adjusts duration estimates based on asset volatility characteristics • Small Cap / Biotech: +40% (explosive, extended moves) • Tech Growth: +20% (momentum-driven, longer trends) • Blue Chip / Large Cap: 0% (baseline, steady trends) • Dividend / Value: -20% (slower, grinding trends) • Cyclical: Variable based on macro regime • Crypto / High Volatility: +30% (parabolic potential) C) Flip Strength Multiplier (±20%): • Analyzes the QUALITY of the trend flip itself • Strong flip (high volume + expanding ATR + quality score 60+): +20% • Weak flip (low volume + contracting ATR + quality score under 40): -20% • Logic: Historical data shows that powerful flips tend to be followed by longer trends D) Error Learning Multiplier (±15%): • Tracks Statistical accuracy over last 10 completed trends • Calculates error ratio: (estimated duration / Actual Duration) • If system consistently over-estimates: Apply -15% correction • If system consistently under-estimates: Apply +15% correction • Learns and adapts to current market regime E) Regime Detection Multiplier (±20%): • Analyzes last 3 trends of SAME TYPE (bull-to-bull or bear-to-bear) • Compares recent trend durations to historical average • If recent trends 20%+ longer than average: +20% adjustment (trending regime detected) • If recent trends 20%+ shorter than average: -20% adjustment (choppy regime detected) • Detects whether market is in trending or mean-reversion mode Three analysis modes: SIMPLE MODE - Basic Statistics • Uses raw median of similar trends only • No multipliers, no adjustments • Best for: Beginners, clean trending markets • Fastest calculations, minimal complexity STANDARD MODE - Full Statistical Analysis • Similarity matching with k-nearest neighbors • Exponential weighting of recent trends • Median, average, and range calculations • Best for: Most traders, general market conditions • Balance of accuracy and simplicity ADVANCED MODE - Statistics + Intelligence • Everything in Standard mode PLUS • All 5 advanced multipliers (structure, asset type, flip strength, learning, regime) • Highest Statistical accuracy in testing • Best for: Experienced traders, volatile/complex markets • Maximum intelligence, most adaptive Visual Duration Analysis Box: When a new trend begins (SuperTrend flip), a box appears on your chart showing: • Analysis Mode (Simple / Standard / Advanced) • Number of historical trends analyzed • Median expected duration (most likely outcome) • Average expected duration (mean of similar trends) • Range (minimum to maximum from similar trends) • Advanced multipliers breakdown (Advanced mode only) • Backtest accuracy statistics (if available) The box extends from the flip bar to the estimated endpoint based on historical data, giving you a visual target for trend duration. Box updates in real-time as trend progresses. Backtest & Accuracy Tracking: • System backtests its own duration estimates using historical data • Shows accuracy metrics: how well duration estimates matched actual durations • Tracks last 10 completed duration estimates separately • Displays statistics in dashboard and duration analysis boxes • Helps you understand statistical reliability on your specific symbol/timeframe Anti-Repaint Guarantee: • duration analysis boxes only appear AFTER bar close (barstate.isconfirmed) • Historical duration estimates never disappear or change • What you see in history is exactly what you would have seen real-time • No future data leakage, no lookahead bias 2. INTELLIGENT PRESET CONFIGURATIONS - One-Click Optimization Unlike indicators that require tedious parameter tweaking, this system includes professionally optimized presets for every trading style. Select your approach from the dropdown and ALL parameters auto-configure. "AUTO (DETECT FROM TF)" - RECOMMENDED The smartest option: automatically selects optimal settings based on your chart timeframe. • 1m-5m charts → Scalping preset (ATR: 7, Mult: 2.0) • 15m-1h charts → Day Trading preset (ATR: 10, Mult: 2.5) • 2h-4h-D charts → Swing Trading preset (ATR: 14, Mult: 3.0) • W-M charts → Position Trading preset (ATR: 21, Mult: 4.0) Benefits: • Zero configuration - works immediately • Always matched to your timeframe • Switch timeframe = automatic adjustment • Perfect for traders who use multiple timeframes "SCALPING (1-5M)" - Ultra-Fast Signals Optimized for: 1-5 minute charts, high-frequency trading, quick profits Target holding period: Minutes to 1-2 hours maximum Best markets: High-volume stocks, major crypto pairs, active futures Parameter Configuration: • Supertrend: ATR 7, Multiplier 2.0 (very sensitive) • Volume: MA 10, High 1.8x, Spike 3.0x (catches quick surges) • Volume Momentum: AUTO-DISABLED (too restrictive for fast scalping) • Quality minimum: 40 points (accepts more setups) • Duration Analysis: Uses last 15 trends with heavy recent weighting Trading Logic: Speed over precision. Short ATR period and low multiplier create highly responsive SuperTrend. Volume momentum filter disabled to avoid missing fast moves. Quality threshold relaxed to catch more opportunities in rapid market conditions. Signals per session: 5-15 typically Hold time: Minutes to couple hours Best for: Active traders with fast execution "DAY TRADING (15M-1H)" - Balanced Approach Optimized for: 15-minute to 1-hour charts, intraday moves, session-based trading Target holding period: 30 minutes to 8 hours (within trading day) Best markets: Large-cap stocks, major indices, established crypto Parameter Configuration: • Supertrend: ATR 10, Multiplier 2.5 (balanced) • Volume: MA 20, High 1.5x, Spike 2.5x (standard detection) • Volume Momentum: 5/20 periods (confirms intraday strength) • Quality minimum: 50 points (good setups preferred) • Duration Analysis: Balanced weighting of recent vs historical Trading Logic: The most balanced configuration. ATR 10 with multiplier 2.5 provides steady trend following that avoids noise while catching meaningful moves. Volume momentum confirms institutional participation without being overly restrictive. Signals per session: 2-5 typically Hold time: 30 minutes to full day Best for: Part-time and full-time active traders "SWING TRADING (4H-D)" - Trend Stability Optimized for: 4-hour to Daily charts, multi-day holds, trend continuation Target holding period: 2-15 days typically Best markets: Growth stocks, sector ETFs, trending crypto, commodity futures Parameter Configuration: • Supertrend: ATR 14, Multiplier 3.0 (stable) • Volume: MA 30, High 1.3x, Spike 2.2x (accumulation focus) • Volume Momentum: 10/30 periods (trend stability) • Quality minimum: 60 points (high-quality setups only) • Duration Analysis: Favors consistent historical patterns Trading Logic: Designed for substantial trend moves while filtering short-term noise. Higher ATR period and multiplier create stable SuperTrend that won't flip on minor corrections. Stricter quality requirements ensure only strongest setups generate signals. Signals per week: 2-5 typically Hold time: Days to couple weeks Best for: Part-time traders, swing style "POSITION TRADING (D-W)" - Long-Term Trends Optimized for: Daily to Weekly charts, major trend changes, portfolio allocation Target holding period: Weeks to months Best markets: Blue-chip stocks, major indices, established cryptocurrencies Parameter Configuration: • Supertrend: ATR 21, Multiplier 4.0 (very stable) • Volume: MA 50, High 1.2x, Spike 2.0x (long-term accumulation) • Volume Momentum: 20/50 periods (major trend confirmation) • Quality minimum: 70 points (excellent setups only) • Duration Analysis: Heavy emphasis on multi-year historical data Trading Logic: Conservative approach focusing on major trend changes. Extended ATR period and high multiplier create SuperTrend that only flips on significant reversals. Very strict quality filters ensure signals represent genuine long-term opportunities. Signals per month: 1-2 typically Hold time: Weeks to months Best for: Long-term investors, set-and-forget approach "CUSTOM" - Advanced Configuration Purpose: Complete manual control for experienced traders Use when: You understand the parameters and want specific optimization Best for: Testing new approaches, unusual market conditions, specific instruments Full control over: • All SuperTrend parameters • Volume thresholds and momentum periods • Quality scoring weights • analysis mode and multipliers • Advanced features tuning Preset Comparison Quick Reference: Chart Timeframe: Scalping (1M-5M) | Day Trading (15M-1H) | Swing (4H-D) | Position (D-W) Signals Frequency: Very High | High | Medium | Low Hold Duration: Minutes | Hours | Days | Weeks-Months Quality Threshold: 40 pts | 50 pts | 60 pts | 70 pts ATR Sensitivity: Highest | Medium | Lower | Lowest Time Investment: Highest | High | Medium | Lowest Experience Level: Expert | Advanced | Intermediate | Beginner+ 3. QUALITY SCORING SYSTEM (0-70 Points) Every signal is rated in real-time across three dimensions: Volume Confirmation (0-30 points): • Volume Spike (2.5x+ average): 30 points • High Volume (1.5x+ average): 20 points • Above Average (1.0x+ average): 10 points • Below Average: 0 points Volatility Assessment (0-30 points): • Expanding ATR (1.2x+ average): 30 points • Rising ATR (1.0-1.2x average): 15 points • Contracting/Stable ATR: 0 points Volume Momentum (0-10 points): • Strong Momentum (1.2x+ ratio): 10 points • Rising Momentum (1.0-1.2x ratio): 5 points • Weak/Neutral Momentum: 0 points Score Interpretation: 60-70 points - EXCELLENT: • All factors aligned • High conviction setup • Maximum position size (within risk limits) • Primary trading opportunities 45-59 points - STRONG: • Multiple confirmations present • Above-average setup quality • Standard position size • Good trading opportunities 30-44 points - GOOD: • Basic confirmations met • Acceptable setup quality • Reduced position size • Wait for additional confirmation or trade smaller Below 30 points - WEAK: • Minimal confirmations • Low probability setup • Consider passing • Only for aggressive traders in strong trends Only signals meeting your minimum quality threshold (configurable per preset) generate alerts and labels. 4. MULTI-TIMEFRAME CONFLUENCE ANALYSIS The system can simultaneously analyze trend alignment across 6 timeframes (optional feature): Timeframes analyzed: • 5-minute (scalping context) • 15-minute (intraday momentum) • 1-hour (day trading bias) • 4-hour (swing context) • Daily (primary trend) • Weekly (macro trend) Confluence Interpretation: • 5-6/6 aligned - Very strong multi-timeframe agreement (highest confidence) • 3-4/6 aligned - Moderate agreement (standard setup) • 1-2/6 aligned - Weak agreement (caution advised) Dashboard shows real-time alignment count with color-coding. Higher confluence typically correlates with longer, stronger trends. 5. VOLUME MOMENTUM FILTER - Institutional Money Flow Unlike traditional volume indicators that just measure size, Volume Momentum tracks the RATE OF CHANGE in volume: How it works: • Compares short-term volume average (fast period) to long-term average (slow period) • Ratio above 1.0 = Volume accelerating (money flowing IN) • Ratio above 1.2 = Strong acceleration (institutional participation likely) • Ratio below 0.8 = Volume decelerating (money flowing OUT) Why it matters: • Confirms trend with actual money flow, not just price • Leading indicator (volume often leads price) • Catches accumulation/distribution before breakouts • More intuitive than complex mathematical filters Integration with signals: • Optional filter - can be enabled/disabled per preset • When enabled: Only signals with rising volume momentum fire • AUTO-DISABLED in Scalping mode (too restrictive for fast trading) • Configurable fast/slow periods per trading style 6. ADAPTIVE SUPERTREND MULTIPLIER Traditional SuperTrend uses fixed ATR multiplier. This system dynamically adjusts the multiplier (0.8x to 1.2x base) based on: • Trend Strength: Price correlation over lookback period • Volume Weight: Current volume relative to average Benefits: • Tighter bands in calm markets (less premature exits) • Wider bands in volatile conditions (avoids whipsaws) • Better adaptation to biotech, small-cap, and crypto volatility • Optional - can be disabled for classic constant multiplier 7. VISUAL GRADIENT RIBBON 26-layer exponential gradient fill between price and SuperTrend line provides instant visual trend strength assessment: Color System: • Green shades - Bullish trend + volume confirmation (strongest) • Blue shades - Bullish trend, normal volume • Orange shades - Bearish trend + volume confirmation • Red shades - Bearish trend (weakest) Opacity varies based on: • Distance from SuperTrend (farther = more opaque) • Volume intensity (higher volume = stronger color) The ribbon provides at-a-glance trend strength without cluttering your chart. Can be toggled on/off. 8. INTELLIGENT ALERT SYSTEM Two-tier alert architecture for flexibility: Automatic Alerts: • Fire automatically on BUY and SELL signals • Include full context: quality score, volume state, volume momentum • One alert per bar close (alert.freq_once_per_bar_close) • Message format: "BUY: Supertrend bullish + Quality: 65/70 | Volume: HIGH | Vol Momentum: STRONG (1.35x)" Customizable Alert Conditions: • Appear in TradingView's "Create Alert" dialog • Three options: BUY Signal Only, SELL Signal Only, ANY Signal (BUY or SELL) • Use TradingView placeholders: {{ticker}}, {{interval}}, {{close}}, {{time}} • Fully customizable message templates All alerts use barstate.isconfirmed - Zero repaint guarantee. 9. ANTI-REPAINT ARCHITECTURE Every component guaranteed non-repainting: • Entry signals: Only appear after bar close • duration analysis boxes: Created only on confirmed SuperTrend flips • Informative labels: Wait for bar confirmation • Alerts: Fire once per closed bar • Multi-timeframe data: Uses lookahead=barmerge.lookahead_off What you see in history is exactly what you would have seen in real-time. No disappearing signals, no changed duration estimates. HOW TO USE THE INDICATOR QUICK START - 3 Steps to Trading: Step 1: Select Your Trading Style Open indicator settings → "Quick Setup" section → Trading Style Preset dropdown Options: • Auto (Detect from TF) - RECOMMENDED: Automatically configures based on your chart timeframe • Scalping (1-5m) - For 1-5 minute charts, ultra-fast signals • Day Trading (15m-1h) - For 15m-1h charts, balanced approach • Swing Trading (4h-D) - For 4h-Daily charts, trend stability • Position Trading (D-W) - For Daily-Weekly charts, long-term trends • Custom - Manual configuration (advanced users only) Choose "Auto" and you're done - all parameters optimize automatically. Step 2: Understand the Signals BUY Signal (Green Triangle Below Price): • SuperTrend flipped bullish • Quality score meets minimum threshold (varies by preset) • Volume confirmation present (if filter enabled) • Volume momentum rising (if filter enabled) • duration analysis box shows expected trend duration SELL Signal (Red Triangle Above Price): • SuperTrend flipped bearish • Quality score meets minimum threshold • Volume confirmation present (if filter enabled) • Volume momentum rising (if filter enabled) • duration analysis box shows expected trend duration Duration Analysis Box: • Appears at SuperTrend flip (start of new trend) • Shows median, average, and range duration estimates • Extends to estimated endpoint based on historical data visually • Updates mode-specific intelligence (Simple/Standard/Advanced) Step 3: Use the Dashboard for Context Dashboard (top-right corner) shows real-time metrics: • Row 1 - Quality Score: Current setup rating (0-70) • Row 2 - SuperTrend: Direction and current level • Row 3 - Volume: Status (Spike/High/Normal/Low) with color • Row 4 - Volatility: State (Expanding/Rising/Stable/Contracting) • Row 5 - Volume Momentum: Ratio and trend • Row 6 - Duration Statistics: Accuracy metrics and track record Every cell has detailed tooltip - hover for full explanations. SIGNAL INTERPRETATION BY QUALITY SCORE: Excellent Setup (60-70 points): • Quality Score: 60-70 • Volume: Spike or High • Volatility: Expanding • Volume Momentum: Strong (1.2x+) • MTF Confluence (if enabled): 5-6/6 • Action: Primary trade - maximum position size (within risk limits) • Statistical reliability: Highest - duration estimates most accurate Strong Setup (45-59 points): • Quality Score: 45-59 • Volume: High or Above Average • Volatility: Rising • Volume Momentum: Rising (1.0-1.2x) • MTF Confluence (if enabled): 3-4/6 • Action: Standard trade - normal position size • Statistical reliability: Good - duration estimates reliable Good Setup (30-44 points): • Quality Score: 30-44 • Volume: Above Average • Volatility: Stable or Rising • Volume Momentum: Neutral to Rising • MTF Confluence (if enabled): 3-4/6 • Action: Cautious trade - reduced position size, wait for additional confirmation • Statistical reliability: Moderate - duration estimates less certain Weak Setup (Below 30 points): • Quality Score: Below 30 • Volume: Low or Normal • Volatility: Contracting or Stable • Volume Momentum: Weak • MTF Confluence (if enabled): 1-2/6 • Action: Pass or wait for improvement • Statistical reliability: Low - duration estimates unreliable USING duration analysis boxES FOR TRADE MANAGEMENT: Entry Timing: • Enter on SuperTrend flip (signal bar close) • duration analysis box appears simultaneously • Note the median duration - this is your expected hold time Profit Targets: • Conservative: Use MEDIAN duration as profit target (50% probability) • Moderate: Use AVERAGE duration (mean of similar trends) • Aggressive: Aim for MAX duration from range (best historical outcome) Position Management: • Scale out at median duration (take partial profits) • Trail stop as trend extends beyond median • Full exit at average duration or SuperTrend flip (whichever comes first) • Re-evaluate if trend exceeds estimated range analysis mode Selection: • Simple: Clean trending markets, beginners, minimal complexity • Standard: Most markets, most traders (recommended default) • Advanced: Volatile markets, complex instruments, experienced traders seeking highest accuracy Asset Type Configuration (Advanced Mode): If using Advanced analysis mode, configure Asset Type for optimal accuracy: • Small Cap: Stocks under $2B market cap, low liquidity • Biotech / Speculative: Clinical-stage pharma, penny stocks, high-risk • Blue Chip / Large Cap: S&P 500, mega-cap tech, stable large companies • Tech Growth: High-growth tech (TSLA, NVDA, growth SaaS) • Dividend / Value: Dividend aristocrats, value stocks, utilities • Cyclical: Energy, materials, industrials (macro-driven) • Crypto / High Volatility: Bitcoin, altcoins, highly volatile assets Correct asset type selection improves Statistical accuracy by 15-20%. RISK MANAGEMENT GUIDELINES: 1. Stop Loss Placement: Long positions: • Place stop below recent swing low OR • Place stop below SuperTrend level (whichever is tighter) • Use 1-2 ATR distance as guideline • Recommended: SuperTrend level (built-in volatility adjustment) Short positions: • Place stop above recent swing high OR • Place stop above SuperTrend level (whichever is tighter) • Use 1-2 ATR distance as guideline • Recommended: SuperTrend level 2. Position Sizing by Quality Score: • Excellent (60-70): Maximum position size (2% risk per trade) • Strong (45-59): Standard position size (1.5% risk per trade) • Good (30-44): Reduced position size (1% risk per trade) • Weak (Below 30): Pass or micro position (0.5% risk - learning trades only) 3. Exit Strategy Options: Option A - Statistical Duration-Based Exit: • Exit at median estimated duration (conservative) • Exit at average estimated duration (moderate) • Trail stop beyond average duration (aggressive) Option B - Signal-Based Exit: • Exit on opposite signal (SELL after BUY, or vice versa) • Exit on SuperTrend flip (trend reversal) • Exit if quality score drops below 30 mid-trend Option C - Hybrid (Recommended): • Take 50% profit at median estimated duration • Trail stop on remaining 50% using SuperTrend as trailing level • Full exit on SuperTrend flip or quality collapse 4. Trade Filtering: For higher win-rate (fewer trades, better quality): • Increase minimum quality score (try 60 for swing, 50 for day trading) • Enable volume momentum filter (ensure institutional participation) • Require higher MTF confluence (5-6/6 alignment) • Use Advanced analysis mode with appropriate asset type For more opportunities (more trades, lower quality threshold): • Decrease minimum quality score (40 for day trading, 35 for scalping) • Disable volume momentum filter • Lower MTF confluence requirement • Use Simple or Standard analysis mode SETTINGS OVERVIEW Quick Setup Section: • Trading Style Preset: Auto / Scalping / Day Trading / Swing / Position / Custom Dashboard & Display: • Show Dashboard (ON/OFF) • Dashboard Position (9 options: Top/Middle/Bottom + Left/Center/Right) • Text Size (Auto/Tiny/Small/Normal/Large/Huge) • Show Ribbon Fill (ON/OFF) • Show SuperTrend Line (ON/OFF) • Bullish Color (default: Green) • Bearish Color (default: Red) • Show Entry Labels - BUY/SELL signals (ON/OFF) • Show Info Labels - Volume events (ON/OFF) • Label Size (Auto/Tiny/Small/Normal/Large/Huge) Supertrend Configuration: • ATR Length (default varies by preset: 7-21) • ATR Multiplier Base (default varies by preset: 2.0-4.0) • Use Adaptive Multiplier (ON/OFF) - Dynamic 0.8x-1.2x adjustment • Smoothing Factor (0.0-0.5) - EMA smoothing applied to bands • Neutral Bars After Flip (0-10) - Hide ST immediately after flip Volume Momentum: • Enable Volume Momentum Filter (ON/OFF) • Fast Period (default varies by preset: 3-20) • Slow Period (default varies by preset: 10-50) Volume Analysis: • Volume MA Length (default varies by preset: 10-50) • High Volume Threshold (default: 1.5x) • Spike Threshold (default: 2.5x) • Low Volume Threshold (default: 0.7x) Quality Filters: • Minimum Quality Score (0-70, varies by preset) • Require Volume Confirmation (ON/OFF) Trend Duration Analysis: • Show Duration Analysis (ON/OFF) - Display duration analysis boxes • analysis mode - Simple / Standard / Advanced • Asset Type - 7 options (Small Cap, Biotech, Blue Chip, Tech Growth, Dividend, Cyclical, Crypto) • Use Exponential Weighting (ON/OFF) - Recent trends weighted more • Decay Factor (0.5-0.99) - How much more recent trends matter • Structure Lookback (3-30) - Pivot detection period for support/resistance • Proximity Threshold (xATR) - How close to level qualifies as "near" • Enable Error Learning (ON/OFF) - System learns from estimation errors • Memory Depth (3-20) - How many past errors to remember Box Visual Settings: • duration analysis box Border Color • duration analysis box Background Color • duration analysis box Text Color • duration analysis box Border Width • duration analysis box Transparency Multi-Timeframe (Optional Feature): • Enable MTF Confluence (ON/OFF) • Minimum Alignment Required (0-6) • Individual timeframe enable/disable toggles • Custom timeframe selection options All preset configurations override manual inputs except when "Custom" is selected. ADVANCED FEATURES 1. Scalpel Mode (Optional) Advanced pullback entry system that waits for healthy retracements within established trends before signaling entry: • Monitors price distance from SuperTrend levels • Requires pullback to configurable range (default: 30-50%) • Ensures trend remains intact before entry signal • Reduces whipsaw and false breakouts • Inspired by Mark Minervini's VCP pullback entries Best for: Swing traders and day traders seeking precision entries Scalpers: Consider disabling for faster entries 2. Error Learning System (Advanced analysis mode Only) The system learns from its own estimation errors: • Tracks last 10-20 completed duration estimates (configurable memory depth) • Calculates error ratio for each: estimated duration / Actual Duration • If system consistently over-estimates: Applies negative correction (-15%) • If system consistently under-estimates: Applies positive correction (+15%) • Adapts to current market regime automatically This self-correction mechanism improves accuracy over time as the system gathers more data on your specific symbol and timeframe. 3. Regime Detection (Advanced analysis mode Only) Automatically detects whether market is in trending or choppy regime: • Compares last 3 trends to historical average • Recent trends 20%+ longer → Trending regime (+20% to estimates) • Recent trends 20%+ shorter → Choppy regime (-20% to estimates) • Applied separately to bullish and bearish trends Helps duration estimates adapt to changing market conditions without manual intervention. 4. Exponential Weighting Option to weight recent trends more heavily than distant history: • Default decay factor: 0.9 • Recent trends get higher weight in statistical calculations • Older trends gradually decay in importance • Rationale: Recent market behavior more relevant than old data • Can be disabled for equal weighting 5. Backtest Statistics System backtests its own duration estimates using historical data: • Walks through past trends chronologically • Calculates what duration estimate WOULD have been at each flip • Compares to actual duration that occurred • Displays accuracy metrics in duration analysis boxes and dashboard • Helps assess statistical reliability on your specific chart Note: Backtest uses only data available AT THE TIME of each historical flip (no lookahead bias). TECHNICAL SPECIFICATIONS • Pine Script Version: v6 • Indicator Type: Overlay (draws on price chart) • Max Boxes: 500 (for duration analysis box storage) • Max Bars Back: 5000 (for comprehensive historical analysis) • Security Calls: 1 (for MTF if enabled - optimized) • Repainting: NO - All signals and duration estimates confirmed on bar close • Lookahead Bias: NO - All HTF data properly offset, all duration estimates use only historical data • Real-time Updates: YES - Dashboard and quality scores update live • Alert Capable: YES - Both automatic alerts and customizable alert conditions • Multi-Symbol: Works on stocks, crypto, forex, futures, indices Performance Optimization: • Conditional calculations (duration analysis can be disabled to reduce load) • Efficient array management (circular buffers for trend storage) • Streamlined gradient rendering (26 layers, can be toggled off) • Smart label cooldown system (prevents label spam) • Optimized similarity matching (analyzes only relevant trends) Data Requirements: • Minimum 50-100 bars for initial duration analysis (builds historical database) • Optimal: 500+ bars for robust statistical analysis • Longer history = more accurate duration estimates • Works on any timeframe from 1 minute to monthly KNOWN LIMITATIONS • Trending Markets Only: Performs best in clear trends. May generate false signals in choppy/sideways markets (use quality score filtering and regime detection to mitigate) • Lagging Nature: Like all trend-following systems, signals occur AFTER trend establishment, not at exact tops/bottoms. Use duration analysis boxes to set realistic profit targets. • Initial Learning Period: Duration analysis system requires 10-15 completed trends to build reliable historical database. Early duration estimates less accurate (first few weeks on new symbol/timeframe). • Visual Load: 26-layer gradient ribbon may slow performance on older devices. Disable ribbon if experiencing lag. • Statistical accuracy Variables: Duration estimates are statistical estimates, not guarantees. Accuracy varies by: - Market regime (trending vs choppy) - Asset volatility characteristics - Quality of historical pattern matches - Timeframe traded (higher TF = more reliable) • Not Best Suitable For: - Ultra-short-term scalping (sub-1-minute charts) - Mean-reversion strategies (designed for trend-following) - Range-bound trading (requires trending conditions) - News-driven spikes (estimates based on technical patterns, not fundamentals) FREQUENTLY ASKED QUESTIONS Q: Does this indicator repaint? A: Absolutely not. All signals, duration analysis boxes, labels, and alerts use barstate.isconfirmed checks. They only appear after the bar closes. What you see in history is exactly what you would have seen in real-time. Zero repaint guarantee. Q: How accurate are the trend duration estimates? A: Accuracy varies by mode, market conditions, and historical data quality: • Simple mode: 60-70% accuracy (within ±20% of actual duration) • Standard mode: 70-80% accuracy (within ±20% of actual duration) • Advanced mode: 75-85% accuracy (within ±20% of actual duration) Best accuracy achieved on: • Higher timeframes (4H, Daily, Weekly) • Trending markets (not choppy/sideways) • Assets with consistent behavior (Blue Chip, Large Cap) • After 20+ historical trends analyzed (builds robust database) Remember: All duration estimates are statistical calculations based on historical patterns, not guarantees. Q: Which analysis mode should I use? A: • Simple: Beginners, clean trending markets, want minimal complexity • Standard: Most traders, general market conditions (RECOMMENDED DEFAULT) • Advanced: Experienced traders, volatile/complex markets (biotech, small-cap, crypto), seeking maximum accuracy Advanced mode requires correct Asset Type configuration for optimal results. Q: What's the difference between the trading style presets? A: Each preset optimizes ALL parameters for a specific trading approach: • Scalping: Ultra-sensitive (ATR 7, Mult 2.0), more signals, shorter holds • Day Trading: Balanced (ATR 10, Mult 2.5), moderate signals, intraday holds • Swing Trading: Stable (ATR 14, Mult 3.0), fewer signals, multi-day holds • Position Trading: Very stable (ATR 21, Mult 4.0), rare signals, week/month holds Auto mode automatically selects based on your chart timeframe. Q: Should I use Auto mode or manually select a preset? A: Auto mode is recommended for most traders. It automatically matches settings to your timeframe and re-optimizes if you switch charts. Only use manual preset selection if: • You want scalping settings on a 15m chart (overriding auto-detection) • You want swing settings on a 1h chart (more conservative than auto would give) • You're testing different approaches on same timeframe Q: Can I use this for scalping and day trading? A: Absolutely! The preset system is specifically designed for all trading styles: • Select "Scalping (1-5m)" for 1-5 minute charts • Select "Day Trading (15m-1h)" for 15m-1h charts • Or use "Auto" mode and it configures automatically Volume momentum filter is auto-disabled in Scalping mode for faster signals. Q: What is Volume Momentum and why does it matter? A: Volume Momentum compares short-term volume (fast MA) to long-term volume (slow MA). It answers: "Is money flowing into this asset faster now than historically?" Why it matters: • Volume often leads price (early warning system) • Confirms institutional participation (smart money) • No lag like price-based indicators • More intuitive than complex mathematical filters When the ratio is above 1.2, you have strong evidence that institutions are accumulating (bullish) or distributing (bearish). Q: How do I set up alerts? A: Two options: Option 1 - Automatic Alerts: 1. Right-click on chart → Add Alert 2. Condition: Select this indicator 3. Choose "Any alert() function call" 4. Configure notification method (app, email, webhook) 5. You'll receive detailed alerts on every BUY and SELL signal Option 2 - Customizable Alert Conditions: 1. Right-click on chart → Add Alert 2. Condition: Select this indicator 3. You'll see three options in dropdown: - "BUY Signal" (long signals only) - "SELL Signal" (short signals only) - "ANY Signal" (both BUY and SELL) 4. Choose desired option and customize message template 5. Uses TradingView placeholders: {{ticker}}, {{close}}, {{time}}, etc. All alerts fire only on confirmed bar close (no repaint). Q: What is Scalpel Mode and should I use it? A: Scalpel Mode waits for healthy pullbacks within established trends before signaling entry. It reduces whipsaws and improves entry timing. Recommended ON for: • Swing traders (want precision entries on pullbacks) • Day traders (willing to wait for better prices) • Risk-averse traders (prefer fewer but higher-quality entries) Recommended OFF for: • Scalpers (need immediate entries, can't wait for pullbacks) • Momentum traders (want to enter on breakout, not pullback) • Aggressive traders (prefer more opportunities over precision) Q: Why do some duration estimates show wider ranges than others? A: Range width reflects historical trend variability: • Narrow range: Similar historical trends had consistent durations (high confidence) • Wide range: Similar historical trends had varying durations (lower confidence) Wide ranges often occur: • Early in analysis (fewer historical trends to learn from) • In volatile/choppy markets (inconsistent trend behavior) • On lower timeframes (more noise, less consistency) The median and average still provide useful targets even when range is wide. Q: Can I customize the dashboard position and appearance? A: Yes! Dashboard settings include: • Position: 9 options (Top/Middle/Bottom + Left/Center/Right) • Text Size: Auto, Tiny, Small, Normal, Large, Huge • Show/Hide: Toggle entire dashboard on/off Choose position that doesn't overlap important price action on your specific chart. Q: Which timeframe should I trade on? A: Depends on your trading style and time availability: • 1-5 minute: Active scalping, requires constant monitoring • 15m-1h: Day trading, check few times per session • 4h-Daily: Swing trading, check once or twice daily • Daily-Weekly: Position trading, check weekly General principle: Higher timeframes produce: • Fewer signals (less frequent) • Higher quality setups (stronger confirmations) • More reliable duration estimates (better statistical data) • Less noise (clearer trends) Start with Daily chart if new to trading. Move to lower timeframes as you gain experience. Q: Does this work on all markets (stocks, crypto, forex)? A: Yes, it works on all markets with trending characteristics: Excellent for: • Stocks (especially growth and momentum names) • Crypto (BTC, ETH, major altcoins) • Futures (indices, commodities) • Forex majors (EUR/USD, GBP/USD, etc.) Best results on: • Trending markets (not range-bound) • Liquid instruments (tight spreads, good fills) • Volatile assets (clear trend development) Less effective on: • Range-bound/sideways markets • Ultra-low volatility instruments • Illiquid small-caps (use caution) Configure Asset Type (in Advanced analysis mode) to match your instrument for best accuracy. Q: How many signals should I expect per day/week? A: Highly variable based on: By Timeframe: • 1-5 minute: 5-15 signals per session • 15m-1h: 2-5 signals per day • 4h-Daily: 2-5 signals per week • Daily-Weekly: 1-2 signals per month By Market Volatility: • High volatility = more SuperTrend flips = more signals • Low volatility = fewer flips = fewer signals By Quality Filter: • Higher threshold (60-70) = fewer but better signals • Lower threshold (30-40) = more signals, lower quality By Volume Momentum Filter: • Enabled = Fewer signals (only volume-confirmed) • Disabled = More signals (all SuperTrend flips) Adjust quality threshold and filters to match your desired signal frequency. Q: What's the difference between entry labels and info labels? A: Entry Labels (BUY/SELL): • Your primary trading signals • Based on SuperTrend flip + all confirmations (quality, volume, momentum) • Include quality score and confirmation icons • These are actionable entry points Info Labels (Volume Spike): • Additional market context • Show volume events that may support or contradict trend • 8-bar cooldown to prevent spam • NOT necessarily entry points - contextual information only Control separately: Can show entry labels without info labels (recommended for clean charts). Q: Can I combine this with other indicators? A: Absolutely! This works well with: • RSI: For divergences and overbought/oversold conditions • Support/Resistance: Confluence with key levels • Fibonacci Retracements: Pullback targets in Scalpel Mode • Price Action Patterns: Flags, pennants, cup-and-handle • MACD: Additional momentum confirmation • Bollinger Bands: Volatility context This indicator provides trend direction and duration estimates - complement with other tools for entry refinement and additional confluence. Q: Why did I get a low-quality signal? Can I filter them out? A: Yes! Increase the Minimum Quality Score in settings. If you're seeing signals with quality below your preference: • Day Trading: Set minimum to 50 • Swing Trading: Set minimum to 60 • Position Trading: Set minimum to 70 Only signals meeting the threshold will appear. This reduces frequency but improves win-rate. Q: How do I interpret the MTF Confluence count? A: Shows how many of 6 timeframes agree with current trend: • 6/6 aligned: Perfect agreement (extremely rare, highest confidence) • 5/6 aligned: Very strong alignment (high confidence) • 4/6 aligned: Good alignment (standard quality setup) • 3/6 aligned: Moderate alignment (acceptable) • 2/6 aligned: Weak alignment (caution) • 1/6 aligned: Very weak (likely counter-trend) Higher confluence typically correlates with longer, stronger trends. However, MTF analysis is optional - you can disable it and rely solely on quality scoring. Q: Is this suitable for beginners? A: Yes, but requires foundational knowledge: You should understand: • Basic trend-following concepts (higher highs, higher lows) • Risk management principles (position sizing, stop losses) • How to read candlestick charts • What volume and volatility mean Beginner-friendly features: • Auto preset mode (zero configuration) • Quality scoring (tells you signal strength) • Dashboard tooltips (hover for explanations) • duration analysis boxes (visual profit targets) Recommended for beginners: 1. Start with "Auto" or "Swing Trading" preset on Daily chart 2. Use Standard Analysis Mode (not Advanced) 3. Set minimum quality to 60 (fewer but better signals) 4. Paper trade first for 2-4 weeks 5. Study methodology references (Minervini, O'Neil, Zanger) Q: What is the Asset Type setting and why does it matter? A: Asset Type (in Advanced analysis mode) adjusts duration estimates based on volatility characteristics: • Small Cap: Explosive moves, extended trends (+30-40%) • Biotech / Speculative: Parabolic potential, news-driven (+40%) • Blue Chip / Large Cap: Baseline, steady trends (0% adjustment) • Tech Growth: Momentum-driven, longer trends (+20%) • Dividend / Value: Slower, grinding trends (-20%) • Cyclical: Macro-driven, variable (±10%) • Crypto / High Volatility: Parabolic potential (+30%) Correct configuration improves Statistical accuracy by 15-20%. Using Blue Chip settings on a biotech stock may underestimate trend length (you'll exit too early). Q: Can I backtest this indicator? A: Yes! TradingView's Strategy Tester works with this indicator's signals. To backtest: 1. Note the entry conditions (SuperTrend flip + quality threshold + filters) 2. Create a strategy script using same logic 3. Run Strategy Tester on historical data Additionally, the indicator includes BUILT-IN duration estimate validation: • System backtests its own duration estimates • Shows accuracy metrics in dashboard and duration analysis boxes • Helps assess reliability on your specific symbol/timeframe Q: Why does Volume Momentum auto-disable in Scalping mode? A: Scalping requires ultra-fast entries to catch quick moves. Volume Momentum filter adds friction by requiring volume confirmation before signaling, which can cause missed opportunities in rapid scalping. Scalping preset is optimized for speed and frequency - the filter is counterproductive for that style. It remains enabled for Day Trading, Swing Trading, and Position Trading presets where patience improves results. You can manually enable it in Custom mode if desired. Q: How much historical data do I need for accurate duration estimates? A: Minimum: 50-100 bars (indicator will function but duration estimates less reliable) Recommended: 500+ bars (robust statistical database) Optimal: 1000+ bars (maximum Statistical accuracy) More history = more completed trends = better pattern matching = more accurate duration estimates. New symbols or newly-switched timeframes will have lower Statistical accuracy initially. Allow 2-4 weeks for the system to build historical database. IMPORTANT DISCLAIMERS No Guarantee of Profit: This indicator is an educational tool and does not guarantee any specific trading results. All trading involves substantial risk of loss. Duration estimates are statistical calculations based on historical patterns and are not guarantees of future performance. Past Performance: Historical backtest results and Statistical accuracy statistics do not guarantee future performance. Market conditions change constantly. What worked historically may not work in current or future markets. Not Financial Advice: This indicator provides technical analysis signals and statistical duration estimates only. It is not financial, investment, or trading advice. Always consult with a qualified financial advisor before making investment decisions. Risk Warning: Trading stocks, options, futures, forex, and cryptocurrencies involves significant risk. You can lose all of your invested capital. Never trade with money you cannot afford to lose. Only risk capital you can lose without affecting your lifestyle. Testing Required: Always test this indicator on a demo account or with paper trading before risking real capital. Understand how it works in different market conditions. Verify Statistical accuracy on your specific instruments and timeframes before trusting it with real money. User Responsibility: You are solely responsible for your trading decisions. The developer assumes no liability for trading losses, incorrect duration estimates, software errors, or any other damages incurred while using this indicator. Statistical Estimation Limitations: Trend Duration estimates are statistical estimates based on historical pattern matching. They are NOT guarantees. Actual trend durations may differ significantly from duration estimates due to unforeseen news events, market regime changes, or lack of historical precedent for current conditions. CREDITS & ACKNOWLEDGMENTS Methodology Inspiration: • Mark Minervini - Volatility Contraction Pattern (VCP) concepts and pullback entry techniques • William O'Neil - Volume analysis principles and CANSLIM institutional buying patterns • Dan Zanger - Momentum breakout strategies and volatility expansion entries Technical Components: • SuperTrend calculation - Classic ATR-based trend indicator (public domain) • Statistical analysis - Standard median, average, range calculations • k-Nearest Neighbors - Classic machine learning similarity matching concept • Multi-timeframe analysis - Standard request.security implementation in Pine Script For questions, feedback, or support, please comment below or send a private message. Happy Trading!
Indicador Pine Script®
por orenluxy
24
Cumulative Volume Delta (HA Option)# **📘 Ultimate Guide to Trading With CVD Heikin Ashi (CVD+)** ## **🔍 What This Indicator Shows** This tool plots **Cumulative Volume Delta (CVD)** as candlesticks—optionally transformed into **Heikin Ashi CVD candles**. Instead of price, each candle represents the *battle between buyers and sellers* within your chosen timeframe. **Volume Delta = Buying Volume – Selling Volume** CVD takes all deltas and stacks them cumulatively, showing who is controlling the auction *over time*. With Heikin Ashi smoothing layered on top, trend detection becomes cleaner, letting you see the “true pressure” behind price moves. --- # **💡 Why CVD Is a Game Changer** Most traders only see price. Serious traders watch **pressure**. CVD exposes what price hides: * Absorption * Hidden accumulation * Seller exhaustion * Fake breakouts * True reversals * Momentum strength / weakness * Smart money footprint When combined with Heikin-Ashi smoothing, you get delta trends with way less noise and fewer fake flips. --- # **📈 How to Actually Use It (The Edge)** ## **1. Spot True Trend vs. Fake Trend** If **price goes up** but **CVD goes down**, that’s: * Passive sellers absorbing * A weak rally * High probability of reversal If **price pulls back** but **CVD keeps rising**, that’s: * Secret accumulation * A continuation setup * Great dip-buy opportunity **Rule of thumb:** 🔹 *Follow the CVD trend, not the price noise.* --- ## **2. Catch Reversals Early** Watch for: ### **🔻 Bearish Reversal Signals** * CVD makes a **lower high** * Heikin Ashi CVD prints **red bodies with rising upper shadows** * Price makes one final push up on low delta This is classic distribution → the drop usually follows fast. ### **🔹 Bullish Reversal Signals** * CVD forms a **higher low** * HA CVD flips from red to green with full bodies * Price still looks weak = bottom forming This is exactly how pros catch bottoms early. --- ## **3. Identify Absorption Levels** If price hits a level multiple times but CVD keeps climbing (or falling), that level is being defended. Example: * Price stalls at support * CVD keeps rising = **Buyers absorbing sells → high-probability bounce** Opposite works for resistance. --- ## **4. Validate Breakouts** A breakout with *weak or negative CVD* is usually a trap. A breakout with **strong, rising HA CVD** is real. If CVD diverges from the breakout direction → fade it. If CVD confirms → ride it. --- ## **5. Use Heikin Ashi to Stay in Trends** HA smoothing removes the nasty chop of raw delta data. Look for: * Consecutive **full-body teal candles = strong buying wave** * Consecutive **full-body red candles = strong selling wave** * Small-bodied candles after a trend = momentum dying This keeps you in winners longer and cuts losers faster. --- # **🎯 Practical Trading Playbook** ### **A) Long Setup** 1. Price pullback into support 2. CVD stays bullish or makes a higher low 3. HA CVD flips green or prints a strong body 4. Enter long 5. Stop under CVD structural low ### **B) Short Setup** 1. Price pushes into resistance 2. CVD forms bearish divergence 3. HA CVD prints red bodies 4. Enter short 5. Stop above CVD swing high ### **C) Chop Filter** No clear HA CVD trend = avoid trading → stop donating money to the market. --- # **🧠 Tips for Mastery** * Use lower timeframe delta (1m–5m) for scalping entries * Use a higher anchor timeframe (1D) to define direction * When price trends but CVD is flat → expect a fakeout * When CVD trends but price is flat → expect a breakout * Trade WITH delta, fade AGAINST delta --- # **⚠️ Important Notes** * Crypto = full tick-by-tick volume → CVD is extremely accurate * Stocks = depends on your broker/data vendor * Futures = best signal-to-noise ratio * If your symbol has no volume → indicator will warn you --- # **📥 Recommended Settings** * **Anchor timeframe**: 1D or 4H * **Lower timeframe**: 1m, 3m, or 5m * **Heikin Ashi**: ON for trend filtering, OFF for raw delta --- # **🔥 Final Word** Price can lie. Delta usually doesn’t. CVD + Heikin Ashi gives you the closest thing to reading the market’s heartbeat in real time. Use it to confirm breakouts, detect reversals early, identify real trend strength, and avoid getting caught in manipulation. If you learn to read CVD well… you stop trading price, and start trading the **intent** behind the price.
Indicador Pine Script®
por Manifesting_Gains
Stochastic Ensembling of OutputsStochastic Ensembling of Outputs 🙏🏻 This is a simple tool/method that would solve naturally many well known problems: “Price reversed 1 tick before the actual level, not executing my limit order” “I consider intraday trend change by checking whether price is above/below VWAP, but is 1 tick enough? What to do, price is now whipsawing around vwap...”. “I want to gradually accumulate a position around a chosen anchor. But where exactly should I put my orders? And I want to automate it ofc.“ “All these DSP adepts are telling you about some kind of noise in the markets… But how can I actually see it?” The easy fix is to make things more analog less digital, by synthesizing numerous noise instances & adding it to any price-applied metric of yours. The ones who fw techno & psytrance, and other music, probably don’t need any more explanations. Then by checking not just 2 lines or 1 process against another one, you will be checking cloud vs cloud of lines, even allowing you to introduce proxies of probabilities. More crosses -> more confirmation to act. How-to use: The tool has 2 inputs: source and target: Sources should always be the underlying process. If you apply the tool to price based metric, leave it hlcc4 unless you have a better one point estimate for each bar; Target is your target, e.g if you want to apply it to VWAP, pick VWAP as target. You can thee on the chart above how trading activity recently never exactly touched VWAP, however noised instances of VWAP 'were' touched The code is clean and written in modular form, you can simply copy paste it to any script of yours if you don't want to have multiple study-on-study script pairs. ^^ applied to prev days highs and lows ^^ applied to MBAD extensions and basis ^^ applied to input series itself Here’s how it works, no ML, no “AI”, no 1k lines of code, just stats: The problem with metrics, even if they are time aware like WMA, is that they still do not directly gain information about “changes” between datapoints. If we pick noise characteristics to match these changes, we’d effectively introduce this info into our ops. ^^ this screenshot represents 2 very different processes: a sine wave and white noise, see how the noise instances learned from each process differ significantly. Changes can be represented as AR1 process . It’s dead simple, no PHD needed, it’s just how the current datapoint is related (or not) to the previous datapoint, no more than 1, and how this relationship holds/evolves over time. Unlike the mainstream approach like MLE, I estimate this relationship (phi parameter) via MoM but giving more weights to more recent datapoints via exponential smoothing over all the data available on your charts (so I encode temporal information), algocomplexity is O(1), lighting fast, just one pass. <- that gives phi , we’d use it as color for our noise generator Then we just need to estimate noise amplitude ( gamma ) via checking what AR1 model actually thought vs the reality, variance of these innovations. Same via exponential smoothing, time aware, O(1), one pass, it’s all it does. Then we generate white gaussian noise, and apply 2 estimated parameters (phi and gamma), and that’s all. Omg, I think I just made my first real DSP script xd Just like Monte Carlo for risk management, this is so simple and natural I can’t believe so many “pros” hide it and never talk about it in open access. Sharing it here on TradingView would’ve not done anything critical for em, but many would’ve benefited. ∞
Indicador Pine Script®
por gorx1
3
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
Session Breakout, Retest, Reversal + Large Move Alert## **Session Breakout, Retest, Reversal + Large Move Alert** ### Overview A powerful multi-functional indicator designed for day traders and futures traders to identify session-based breakout opportunities, retest confirmations, and significant price movements across all futures contracts (Gold, E-mini S&P 500, Nasdaq, Crude Oil, and more). ### Key Features **📊 Pre-Market Session Tracking** - Automatically calculates pre-market/overnight session highs and lows - Displays session ranges with customizable colors and styling - Extends lines through the entire trading session for easy reference - Supports overnight sessions (e.g., 4 PM – 7:30 AM for Gold futures) **🚀 Breakout Detection** - Identifies breakouts above/below pre-market highs and lows - Uses close-price confirmation to filter false signals from wicks - Displays "BO ↑" and "BO ↓" labels at breakout points - Generates instant alerts when breakouts occur **♻️ Retest Failed Tracking** - Monitors price retests after breakouts - Detects when retests fail to reach previous support/resistance - Labels "RF" (Retest Failed) for high-probability trade setups - Helps identify reversal opportunities **📈 First 5-Minute Analysis** - Captures first 5 minutes of market open (customizable timeframe) - Tracks first 5-minute highs and lows separately - Essential for mean-reversion and breakout confirmation strategies - Blue lines extend through the trading session for easy tracking **⚡ Large Move Alerts** - Detects significant price movements based on point thresholds - Individual thresholds for 5+ different symbols: - GC (Gold): 15 points - ES (E-mini S&P 500): 15 points - NQ (E-mini Nasdaq): 50 points - CL (Crude Oil): 1.5 points - Custom: Fully adjustable - Auto-detects symbol from chart ticker - Labels show exact point movement and candle direction ### Customization Options **Symbol Configuration** - **Auto-Mode**: Automatically detects trading symbol from chart ticker - **Manual-Mode**: Select specific symbol (GC, ES, NQ, CL, or Custom) **Session Settings** - Fully customizable pre-market session time (24-hour format) - Adjustable market open time for first 5-minute window - Market close hour and minute configuration - Support for any timezone **Point Move Thresholds by Symbol** - Set independent thresholds for each of your trading symbols - Quickly adjust settings when switching between different futures - Includes helpful tooltips for recommended values **Display & Styling** - Toggle all visual elements on/off individually - Customizable colors for all lines and labels: - Pre-market high/low colors - Breakout labels (up/down) - Retest failed labels - First 5-minute session lines - Large move indicators - Text size options: tiny, small, normal, large, huge ### How It Works 1. **Session Tracking**: The indicator identifies your pre-market session and marks the high and low with labeled lines (PH/PL) 2. **Breakout Signal**: Once the market opens, it monitors for close prices above/below the pre-market levels and alerts you with "BO ↑" or "BO ↓" 3. **Retest Confirmation**: After a breakout, it tracks retests and labels "RF" when the retest fails to reach the opposite extreme, confirming trade direction 4. **Large Move Detection**: Simultaneously monitors for significant point moves that exceed your symbol-specific thresholds 5. **Alert Triggers**: Get real-time alerts for: - Breakout Up/Down - Any Breakout - Large Move events ### Alert Conditions The indicator includes four alert conditions: - **Breakout Up Alert**: Price closes above pre-market high - **Breakout Down Alert**: Price closes below pre-market low - **Any Breakout Alert**: Either breakout condition triggers - **Large Move Alert**: Point movement exceeds threshold for current symbol ### Ideal For - ✅ Day traders (breakout/retest strategies) - ✅ Futures traders (Gold, Oil, Stock Index Contracts) - ✅ Intraday scalpers (first 5-minute analysis) - ✅ Swing traders (session-based levels) - ✅ Multi-symbol traders (independent thresholds per symbol) ### Disclaimer This indicator is designed for educational and informational purposes. Past performance does not guarantee future results. Always use proper risk management and position sizing. Test thoroughly on historical data before trading live.
Indicador Pine Script®
por Jay_R_Dhanki
1
EMA + RSI Autotrade Webhook - VarunOverview The EMA + RSI Autotrade Webhook is a powerful trend-following indicator designed for automated crypto futures trading. This indicator combines the reliability of Exponential Moving Average (EMA) crossovers with RSI momentum filtering to generate high-probability buy and sell signals optimized for webhook integration with crypto exchanges like Delta Exchange, Binance Futures, and Bybit.Key Features Simple & Effective: Uses proven EMA 9/21 crossover strategy RSI Momentum Filter: Eliminates low-probability trades in ranging markets Webhook Ready: Two clean alerts (LONG Entry, SHORT Entry) for seamless automation Exchange Compatible: Works with Delta Exchange, 3Commas, Alertatron, and other webhook platforms Zero Lag Signals: Real-time alerts on crossover confirmation Visual Clarity: Clean chart markers for easy signal identification How It Works Entry Signals: LONG Entry: Triggers when EMA 9 crosses above EMA 21 AND RSI is above 52 (bullish momentum confirmed) SHORT Entry: Triggers when EMA 9 crosses under EMA 21 AND RSI is below 48 (bearish momentum confirmed) Technical Components: Fast EMA: 9-period (tracks short-term price action) Slow EMA: 21-period (identifies primary trend) RSI: 14-period (confirms momentum strength) RSI Long Threshold: 52 (filters weak bullish signals) RSI Short Threshold: 48 (filters weak bearish signals) Best Use Cases Crypto Futures Trading: Bitcoin, Ethereum, Altcoin perpetual contracts Automated Trading Bots: Integration with Delta Exchange webhooks, TradingView alerts Timeframes: Optimized for 15-minute charts (works on 5min-1H) Markets: Trending crypto markets with clear directional moves Risk Management: Best used with 1-2% stop loss per trade (managed externally) Webhook Automation Setup Add indicator to your TradingView chart Create alerts for "LONG Entry" and "SHORT Entry" Configure webhook URL from your exchange (Delta Exchange, Binance, etc.) Use alert message: Entry LONG {{ticker}} @ {{close}} or Entry SHORT {{ticker}} @ {{close}} Exchange automatically reverses positions on opposite signals Advantages ✅ No manual trading required - fully automated ✅ Eliminates emotional trading decisions ✅ Catches trending moves early with EMA crossovers ✅ RSI filter reduces whipsaws in choppy markets ✅ Works 24/7 without monitoring ✅ Simple two-alert system (easy to manage) ✅ Compatible with multiple exchanges via webhooksStrategy Philosophy This indicator follows a trend-following with momentum confirmation approach. By waiting for both EMA crossover AND RSI confirmation, it ensures you're entering trades with genuine momentum behind them, not just random price noise. The tight RSI thresholds (52/48) keep you aligned with the prevailing trend.Recommended Settings Timeframe: 15-minute (primary), 5-minute (scalping), 1-hour (swing) Markets: BTC/USDT, ETH/USDT, high-liquidity altcoin perpetuals Position Sizing: 100% capital per signal (exchange manages reversals) Stop Loss: 2% (managed via exchange or external bot) Leverage: 1-2x for conservative approach, up to 5x for aggressive Important Notes ⚠️ This indicator generates entry signals only - position reversals are handled automatically by your exchange ⚠️ Always backtest on historical data before live trading ⚠️ Use proper risk management and position sizing ⚠️ Best performance in trending markets; may generate false signals in tight ranges ⚠️ Requires TradingView Premium or higher for webhook functionalityTags cryptocurrency futures automated-trading ema-crossover rsi webhook delta-exchange tradingview-alerts trend-following momentum bitcoin ethereum crypto-bot algo-trading 15-minute-strategy
Indicador Pine Script®
por varuns_back
BullTrader - ParabolicSARFlipSignals(NonRepainting)TP/SL🧠 Purpose & Concept This indicator refines Wilder’s Parabolic SAR into a simple, non‑repainting alert and visualization system that marks each confirmed trend flip with a clear buy or sell signal. It also auto‑generates dynamic, ATR‑based Take‑Profit (TP) and Stop‑Loss (SL) levels, keeps them updating with price in real time, and displays the current market bias in an on‑chart table. The goal: clarity and automation without complexity — see exactly when a new bullish or bearish phase begins, what your current TP/SL targets are, and receive a single clean alert for every new flip. ⚙️ How It Works 1. The built‑in ta.sar() function tracks the Parabolic SAR dots. 2. When a candle closes across the SAR line, a trend‑change is confirmed:  • Price crossing above a SAR dot → Buy Flip (green triangle).  • Price crossing below a SAR dot → Sell Flip (red triangle). 3. On each flip, the indicator calculates dynamic ATR‑based TP / SL targets:  TP = entry ± (ATR × tpMult) and SL = entry ∓ (ATR × slMult)  These values move automatically as the trend develops. 4. A small floating label beside the latest bar shows live‑updated TP / SL numbers. 5. A color‑coded table in the upper‑right corner displays the current trend: Lime = Bullish, Red = Bearish, Yellow = Neutral. 6. Each new flip triggers an easy‑to‑use Buy / Sell alert after the bar closes—no repainting. 🔔 Alerts  Alert Name   Triggers When   Message   SAR Buy Flip Alert   Green triangle (bullish reversal)   “BUY Flip — Parabolic SAR on {{ticker}} ({{interval}})”   SAR Sell Flip Alert   Red triangle (bearish reversal)   “SELL Flip — Parabolic SAR on {{ticker}} ({{interval}})”  📈 Chart Elements  Element   Meaning   🟠 Orange cross   Standard Parabolic SAR trail.   🟢 / 🔴 Triangles   Confirmed buy / sell flips (non‑repainting).   Bright lime/red TP‑SL box   Live ATR targets that move with price.   Trend table (top‑right)   Instant status of bullish/bearish bias.  ✅ Features & Highlights Non‑repainting — all signals confirm on closed bars. Visual clarity — single pair of bright triangles for flips. Dynamic ATR‑based TP / SL values that auto‑trail with trend. Always‑visible trend summary table. Two ready‑made alert types (Buy / Sell). Lightweight and optimized for any timeframe or symbol. 💡 Best Use Ideal for traders who prefer clean trend‑based entries and volatility‑adaptive exits without signal clutter: Pair it with your existing strategy or use it standalone for reversal‑based swing and intraday trading.
Indicador Pine Script®
por BullTrader2023
Volume Based Ranges (VBR) [SS]Here is the Volume Based Ranges or VBR indicator. How it works The indicator works by: Sorting volume into buying and selling volume, then Calculating 2 independent Z-Scores for buying and selling data, then Identifying the high buying and selling nodes through the use of the Z-score threshold. Tracks the average target/move based on buying and selling nodes over a designated lookforward horizon (i.e. if you want to see the average move a high selling node happens over 20 candles, you can modify the lookforward horizon to 20). Calculates the composition from each volume node, displaying the composition information on each line (the % of buying and selling each node contains). How to Use it To use this indicator: Select the Z-Score length of assessment: By default, z-score is 75 and this is usually fine to leave. Identify the threshold trigger: This will need to be adjusted based on your timeframe. If you are using 1 minute, the data is noiser and you want more profound signals. Thresholds generally in this range should be between 5 - 7. For larger timeframes, you want to relax this threshold, to about 2 to 3. You can toggle in increments of 0.5 to find what works the best. Generally you want to see very rigorous volume node signals instead of tons of them. Determine what you want to see: You can turn of the support and resistance lines and just have the node identification signals and the return boxes. Or, you can just have the support and resistance lines and turn off the return boxes. You can customize the information the indicator displays in the settings menu to suit what you are most interested in. Let's look at some examples ' DIS on the hourly. We can see that the average up move from the high buying nodes has a target of 115.42, and in between there we can see the high selling and buying nodes and their compositions. High buying (100% of the high buying volume) is around the 112.61. This means, you would expect this to be an area of retracement. We can also see that high selling is just below that at 111.66, which can be a resistance area. Here is a closer look at the levels specifically: EPAM on the daily: You can see a successful retrace back to a high volume node. Concluding remarks That's the indicator! Its one that is best to get a feel for, play around and decide on the settings you like for your individual ticker. I have included tooltip descriptions for the settings within the indicator as well. I hope you enjoy it and find it helpful! Thanks for reading/checking it out and as always, safe trades!
Indicador Pine Script®
por Steversteves
4
nOI + Funding + CVD • strategynOI + Funding + CVD Strategy Overview This strategy is designed for cryptocurrency trading on platforms like TradingView, focusing on perpetual futures markets. It combines three key indicators—Normalized Open Interest (nOI), Funding Rate, and Cumulative Volume Delta (CVD)—to generate buy and sell signals for long and short positions. The strategy aims to capitalize on market imbalances, such as overextended open interest, funding rate extremes, and volume deltas, which often signal potential reversals or continuations in trending markets. The script supports pyramiding (up to 10 positions), uses percentage-based position sizing (default 10% of equity per trade), and allows customization of trade directions (longs and shorts can be enabled/disabled independently). It includes multiple signal systems for entries, various exit mechanisms (including stop-loss, take-profit, time-based exits, and conditional closes based on indicators), a Martingale add-on system for averaging positions during drawdowns, and handling of opposite signals (ignore, close, or reverse). This strategy is not financial advice; backtest thoroughly and use at your own risk. It requires data sources for Open Interest (OI) and Funding Rates, which are fetched via TradingView's security functions (e.g., from Binance for funding premiums). Key Indicators 1. Normalized Open Interest (nOI) Group: Open Interest Purpose: Measures the relative level of open interest over a lookback window to identify overbought (high OI) or oversold (low OI) conditions, which can indicate potential exhaustion in trends. Calculation: Fetches OI data (close) from the symbol's standard ticker (e.g., "{symbol}_OI"). Normalizes OI within a user-defined window (default: 500 bars) using min-max scaling: (OI - min_OI) / (max_OI - min_OI) * 100. Upper threshold (default: 70%): Signals potential short opportunities when crossed from above. Lower threshold (default: 30%): Signals potential long opportunities when crossed from below. Visualization: Plotted as a line (teal above upper, red below lower, gray in between). Horizontal lines at upper, mid (50%), lower, and a separator at 102%. Notes: Handles non-crypto symbols by adjusting timeframe to daily if intraday. Errors if no OI data available. 2. Funding Rate Group: Funding Rate Purpose: Tracks the average funding rate (premium index) to detect market sentiment extremes. Positive funding suggests bull bias (longs pay shorts), negative suggests bear bias. Calculation: Fetches premium index data from Binance (e.g., "binance:{base}usdt_premium"). Supports lower timeframe aggregation (default: enabled, using 1-min TF) for smoother data. Averages open and close premiums, clamps values, and scales/shifts for plotting (base: 150, scale: 1000x). Upper threshold (default: 1.0%): Overheat for shorts. Lower threshold (default: 1.0%): Overcool for longs. Ultra level (default: 1.8%): Extreme for additional short signals. Smoothing: Uses inverse weighted moving average (IWMA) or lower-TF aggregation to reduce noise. Visualization: Shifted plot (green positive, red negative) with filled areas. Horizontal lines for overheat, overcool, base (0%), and ultra. Notes: Custom ticker option for non-standard symbols. 3. Cumulative Volume Delta (CVD) Group: CVD (Cumulative Volume Delta) Purpose: Measures net buying/selling pressure via volume delta, normalized to identify divergences or confirmations with price. Calculation: Delta: +volume if close > open, -volume if close < open. Cumulative: Rolling cumsum over a window (default: 500 bars), smoothed with EMA (default: 20). Normalized: Scaled by absolute max in window (-1 to 1 range). Scaled/shifted for plotting (base: 300 or 0 if anchored, scale: 120x). Upper threshold (default: 1.0%): Over for shorts. Lower threshold (default: 1.0%): Under for longs. Visualization: Shifted plot (aqua positive, purple negative) with filled areas. Horizontal lines for over, under, and separator (default: 252). Filter Options (for Signal A): Enable filter (default: false). Require sign match (Long ≥0, Short ≤0). Require extreme zones. Require momentum (rising/falling over N bars, default: 3). Signal Logics for Entries Entries are triggered by buy/sell signals from multiple systems (A, B, C, D), filtered by direction toggles and entry conditions. Signal System A: OI + Funding (with optional CVD filter) Enabled: Default true. Sell (Short): nOI > upper threshold, falling over N bars (default: 3), delta ≥ threshold (default: 3%), funding > overheat, and CVD filter OK. Buy (Long): nOI < lower threshold, rising over N bars (default: 3), delta ≥ threshold (default: 3%), funding < overcool, and CVD filter OK. Signal System B: Short - Funding Crossunder + Filters Enabled: Default true. Sell (Short): Funding crosses under overheat level, optional: CVD > over, nOI < upper. Signal System C: Short - Ultra Funding Enabled: Default false. Sell (Short): Funding crosses ultra level (up or down, both default true). Signal System D: Long - Funding Crossover + Filters Enabled: Default true. Buy (Long): Funding crosses over overcool level, optional: CVD < under, nOI > lower. Combined: Sell if A/B/C active; Buy if A/D active. Entry Filters Cooldown: Optional pause between entries (default: false, 3 bars). Max Entries: Limit pyramiding (default: true, 6 max). Entries only if both filters pass and direction allowed. Opposite Signal Handling Mode: Ignore (default), Reverse (close and enter opposite), or Close (exit only). Processed before regular entries. Position Management Martingale (3 Steps): Enabled per step (default: all true). Triggers add-ons at loss levels (defaults: 5%, 8%, 11%) by adding % to position (default: 100% each). Resets on position close. Break Even: Enabled (default: true). Activates at profit threshold (default: 5%), sets SL better by offset (default: 0.1%). Exit Systems Multiple exits checked in sequence. Exit 1: SL/TP Enabled: Separate for long/short (default: true). SL: % from avg price (defaults: 1% long/short). TP: % from avg price (defaults: 2% long/short). Exit 2: Funding Enabled: Separate for long (up) / short (down) (default: true). Long Exit: Funding > upper exit threshold (default: 0.8%). Short Exit: Funding < lower exit threshold (default: 0.8%). Exit 3: nOI Enabled: Separate for long (up) / short (down) (default: true). Long Exit: nOI > upper exit (default: 85%). Short Exit: nOI < lower exit (default: 15%). Exit 4: Global SL Enabled: Default true. Exit: If position loss ≥ % (default: 7%). Exit 5: Break Even (integrated in position block) Exit 6: Time Limit Enabled: Separate for long/short (default: true). Exit: After N bars in trade (defaults: 30 each). Timer updates on add-ons if enabled (default: true). Visual Elements Buy/Sell Labels: Small labels ("BUY"/"SELL") on bars with signals, limited to last 30. All indicators plotted on a separate pane (overlay=false). Usage Notes Backtesting: Adjust parameters based on asset/timeframe. Test on historical data. Data Requirements: Works best on crypto perps with OI and funding data. Risk Management: Incorporates SL/TP and global SL; monitor drawdowns with Martingale. Customization: All thresholds, enables, and scales are inputs for fine-tuning. Version: Pine Script v6. For questions or improvements, contact the author. Happy trading!
Estratégia Pine Script®
por RezzoRedPriest
NY VIX Channel Trend US Futures Day Trade StrategyNY VIX Channel Trend Strategy Summary in one paragraph Session anchored intraday strategy for index futures such as ES and NQ on one to fifteen minute charts. It acts only after the first configurable window of New York Regular Trading Hours and uses a VIX derived daily implied move to form a realistic channel from the session open. Originality comes from using a pure implied volatility yardstick as portable support and resistance, then committing in the direction of the first window close relative to the open. Add it to a clean chart and trade the simple visuals. For conservative alerts use on bar close. Scope and intent • Markets. Index futures ES and NQ • Timeframes. One to thirty minutes • Default demo. ES1 on five minutes • Purpose. Provide a portable intraday yardstick for entries and exits without curve fitting • Limits. This is a strategy. Orders are simulated on standard candles Originality and usefulness • Unique concept. A VIX only channel anchored at 09:30 New York plus a single window trend test • Addresses. False urgency at session open and unrealistic bands from arbitrary multipliers • Testability. Every input is visible and the channel is plotted so users can audit behavior • Portable yardstick. Daily implied move equals VIX percent divided by square root of two hundred fifty two • Protected status. None. Method and use are fully disclosed Method overview in plain language Take the daily VIX or VIX9D value, convert it to a daily fraction by dividing by square root of two hundred fifty two, then anchor a symmetric channel at the New York session open. Observe the first N minutes. If that window closes above the open the bias is long. If it closes below the open the bias is short. One trade per session. Exits occur at the channel boundary or at a bracket based on a user selected VIX factor. Positions are closed a set number of minutes before the session ends. Base measures Return basis. The daily implied move unit equals VIX percent divided by square root of two hundred fifty two and serves as the distance unit for targets and stops. Components • VIX Channel. Top, mid, bottom lines anchored at 09:30 New York. No extra multipliers • Window Trend. Close of the first N minutes relative to the session open sets direction • Risk Bracket. Take profit and stop loss equal to VIX unit times user factor • Session Window. Uses the exchange time of the chart Fusion rule Minimum gates count equals one. The trade only arms after the window has elapsed and a direction exists. One entry per session. Signal rule • Long when the window close is above the session open and the window has completed • Short when the window close is below the session open and the window has completed • Exit on channel touch. Long exits at the top. Short exits at the bottom • Flat thirty minutes before the session close or at the user setting Inputs with guidance Setup • Use VIX9D. Width source. Typical true for fast tone or false for baseline • Use daily OPEN. Toggle for sensitivity to overnight changes Logic • Window minutes. Five to one hundred twenty. Larger values delay entries and reduce whipsaw • VIX factor for TP. Zero point five to two. Raising it widens the profit target • VIX factor for SL. Zero point five to two. Raising it widens the stop • Exit minutes before close. Fifteen to ninety. Raising it exits earlier Properties visible in this publication • Initial capital one hundred thousand USD • Base currency USD • request.security uses lookahead off • Commission cash per contract two point five $ per each contract. Slippage one tick • Default order size method FIXED with value one contract. Pyramiding zero. Process orders on close ON. Bar magnifier OFF. Recalculate after order is filled OFF. Calc on every tick ON Realism and responsible publication No performance claims. Past results never guarantee future outcomes. Fills and slippage vary by venue. Shapes can move while a bar forms and settle on close. Strategy uses standard candles. Honest limitations and failure modes Economic releases and thin liquidity can break the channel. Very quiet regimes can reduce signal contrast. Session windows follow the exchange time of the chart. If both stop and target can be hit within one bar, assume stop first for conservative reading without bar magnifier. Works best in liquid hours of New York RTH. Very large gaps and surprise news may exceed the implied channel. Always validate on the symbols you trade. Entries and exits • Entry logic. After the first window, go long if the window close is above the session open, go short if below • Exit logic. Long exits at the channel top or at the take profit or stop. Short exits at the channel bottom or at the take profit or stop. Flat before session close by the configured minutes • Risk model. Initial stop and target based on the VIX unit times user factors. No trail and no break even. No cooldown • Tie handling. Treat as stop first for conservative interpretation Position sizing Fixed size one contract per trade. Target risk per trade should generally remain near one percent of account equity. Risk is based on the daily volatility value, the max loss from the tests for one year duration with 5min chart was 4%, while the avg loss was below <1% of the total capital. If you have any questions please let me know. Thank you for coming by !
Estratégia Pine Script®
por exlux
8
チャットGPTimport yfinance as yf import pandas as pd import requests from bs4 import BeautifulSoup # 株たんのスクリーニング結果URL（例：200日線以下） url = "https://kabutan.jp/warning/?mode=3_1" r = requests.get(url) soup = BeautifulSoup(r.text, "html.parser") # 銘柄コードと企業名を抽出 stocks = for link in soup.select("td a "): code = link .split('=') name = link.text.strip() if code.isdigit(): stocks.append({"code": code, "name": name}) results = for stock in stocks : # ←テスト用に10銘柄まで ticker = f"{stock }.T" df = yf.download(ticker, period="1y", interval="1d") # EMA200 df = df .ewm(span=200, adjust=False).mean() below_ema200 = df .iloc < df .iloc # 株たんの個別ページからPER・成長率を取得 stock_url = f"https://kabutan.jp/stock/?code={stock }" res = requests.get(stock_url) s = BeautifulSoup(res.text, "html.parser") try: per = s.find(text="PER").find_next("td").text growth = s.find(text="売上高増減率").find_next("td").text except: per, growth = "N/A", "N/A" results.append({ "銘柄コード": stock , "企業名": stock , "200EMA以下": below_ema200, "PER": per, "売上成長率": growth }) # 結果をCSV出力 df_result = pd.DataFrame(results) df_result.to_csv("割安EMA200以下銘柄.csv", index=False, encoding="utf-8-sig") print(df_result)
Indicador Pine Script®
por toshi2103
XAUUSD Multi-Timeframe Supertrend Alert v2**Indicator Overview: XAUUSD Multi-Timeframe Supertrend Alert v2** **Core Components:** 1. **Multi-Timeframe Supertrend System** - Two Supertrend indicators (ST1 & ST2) with customizable timeframes - ST1 typically set to Daily, ST2 to Weekly as main trend - Visualized with distinct colors and background fills 2. **Customizable SMA** - Adjustable period and timeframe - Plotted as blue line for additional trend reference 3. **Neutral Zone System** - Creates a neutral line offset from ST1 by customizable tick distance - Yellow dashed line that adjusts based on ST1 trend direction - **Alert Conditions:** - **Test Buy Zone**: Both ST1 & ST2 in uptrend AND price enters neutral zone above ST1 - **Test Sell Zone**: Both ST1 & ST2 in downtrend AND price enters neutral zone below ST1 4. **Distance Lines from ST2** - Upper/lower lines at customizable tick distance from ST2 - Purple dashed lines with touch alerts **Trading Signals:** - **Bullish Signal**: Price above ST2 but below ST1 (potential buy) - **Bearish Signal**: Price below ST2 but above ST1 (potential sell) - **Neutral Zone Alerts**: Price enters defined zone when both trends align - **Line Touch Alerts**: Price touches distance lines from ST2 **Alert System:** - Limited to 3 consecutive alerts per signal type - Visual markers (triangles, diamonds, circles) - Background coloring for signal zones - Separate alert conditions for each signal type **Visual Features:** - Candles colored green/red based on signals - Clear trend visualization with colored backgrounds - Real-time alert markers without information table clutter This indicator provides multi-timeframe trend analysis with precise entry zone detection and comprehensive alert system for XAUUSD trading. SAM89 M15, ST1 (5:10) M5, ST2 ( 1,5:20) H1, Test Buy Sell 7000, Line 15000
Indicador Pine Script®
por Debayako
Dual Table Dashboard - Correct V3add RSI Data## 📈 Trading Applications ### 1. Trend Following Strategy ``` 1. Check TABLE 1 for trend direction (AnEMA29 + PDMDR) 2. If both green → Look for longs 3. If both red → Look for shorts 4. Use TABLE 2 for entry levels ``` ### 2. Support/Resistance Strategy ``` @70 levels = Resistance (sell/take profit zones) @50 levels = Pivot (breakout levels) @30 levels = Support (buy/accumulation zones) ``` ### 3. Multi-Timeframe Alignment ``` W_RSI → Weekly bias (long-term) D_RSI → Daily bias (medium-term) Sto50 → Current position (swing) Sto12 → Immediate position (day trade) RSI(7) & RSI(3) → Entry timing (scalp) ``` ### 4. Color Scanning Method **Quick visual analysis:** - Count greens vs reds in each row - More greens = Bullish position - More reds = Bearish position - Mixed colors = Transitioning/choppy --- ## ✅ Verification & Accuracy ### Tested Against AmiBroker: - ✅ RSI band values match within ±0.01% - ✅ Stochastic channels match exactly - ✅ Color logic matches exactly - ✅ All formulas verified line-by-line ### Known Minor Differences: Small variations (<1%) may occur due to: 1. **Platform calculation precision** - Different floating-point engines 2. **Historical data feeds** - Slight variations in past prices 3. **Weekly bar boundaries** - TradingView vs AmiBroker week definitions 4. **Initialization period** - First N bars need to "warm up" **These minor differences don't affect trading signals!** --- ## ⚙️ Settings & Customization ### Input Parameters: ```pine emaLen = 29 // EMA Length for angle calculation rangePeriods = 30 // Angle normalization lookback rangeConst = 25 // Angle normalization constant dmiLen = 14 // DMI/ADX Length for PDMDR ``` ### Available Positions: Can be changed in the code: - `position.top_left` - `position.top_center` - `position.top_right` - `position.middle_left` (Table 2 default) - `position.middle_center` - `position.middle_right` - `position.bottom_left` (Table 1 default) - `position.bottom_center` - `position.bottom_right` ### Text Sizes: - `size.tiny` - `size.small` (current default) - `size.normal` - `size.large` - `size.huge` --- ## 🎯 Best Practices ### DO: ✅ Use multiple confirmations before entering trades ✅ Combine with price action and chart patterns ✅ Pay attention to color changes across timeframes ✅ Use @50 levels as key pivot points ✅ Watch for alignment between W_RSI and D_RSI ### DON'T: ❌ Trade based on color alone without confirmation ❌ Ignore the overall trend (Table 1) ❌ Enter trades against strong trend signals ❌ Overtrade when colors are mixed/choppy ❌ Ignore risk management rules --- ## 📊 Example Reading ### Bullish Setup: ``` TABLE 1: AnEMA29: Green (15°) across all 3 bars PDMDR: Green (1.65) and rising TABLE 2: W_RSI@50: Green (price above) D_RSI@50: Green (price above) Sto50@50: Green (price above midpoint) Sto12@50: Green (price above midpoint) Interpretation: Strong bullish trend confirmed across multiple timeframes Action: Look for long entries on pullbacks to @50 or @30 levels ``` ### Bearish Setup: ``` TABLE 1: AnEMA29: Red (-12°) across all 3 bars PDMDR: Red (0.45) and falling TABLE 2: W_RSI@50: Red (price below) D_RSI@50: Red (price below) Sto50@50: Red (price below midpoint) Interpretation: Strong bearish trend confirmed Action: Look for short entries on rallies to @50 or @70 levels ``` ### Reversal Signal: ``` TABLE 1: -2D: Red, -1D: Yellow, 0D: Green (momentum shifting) TABLE 2: Price just crossed above multiple @50 levels Colors changing from red to green Interpretation: Potential trend reversal in progress Action: Wait for confirmation, consider early long entry with tight stop ``` --- ## 🔍 Troubleshooting ### "Values don't match AmiBroker exactly" - Check you're on the same timeframe - Verify the symbol is identical - Compare historical data (last 20 closes) - Small differences (<1%) are normal ### "Tables are overlapping" - Adjust positions in code - Use different combinations (top/middle/bottom with left/center/right) ### "Colors seem wrong" - Verify current close price - Check if you're comparing same bar - Ensure both platforms use same session times ### "Script takes too long" - Use on Daily or higher timeframes - The RSI band calculation is computationally intensive - Don't run on tick-by-tick data --- ## 📝 Version History **v3.0 (Final)** - Current version - RSI band calculation verified correct - Tables positioned bottom-left and middle-left - All values match AmiBroker - Production ready ✅ **v2.0** - Fixed RSI band algorithm order (calculate before updating P/N) - Improved variable scope handling **v1.0** - Initial implementation - Had incorrect RSI band calculation --- ## 📄 Files in Package
Indicador Pine Script®
por insomniac_vampire
1
Earnings Day - Price Predictor [DunesIsland]It's designed to analyze and visualize historical stock price movements on earnings report days, focusing on percentage changes. Here's a breakdown of what it does, step by step: Key Inputs and Setup User Input: There's a single input for "Lookback Years" (default: 10), which determines how far back in time (approximately) the indicator analyzes earnings data. It uses a rough calculation of milliseconds in that period to filter historical data. Data Fetching: It uses TradingView's request.earnings function to pull actual earnings per share (EPS) data for the current ticker. Earnings days are identified where EPS data exists on a bar but not on the previous one (to avoid duplicates). Price Change Calculation: For each detected earnings day, it computes the percentage price movement as (close - close ) / close * 100, representing the change from the previous close to the current close on that day. Processing and Calculations (on the Last Bar) Lookback Filter: It calculates a cutoff timestamp for the lookback period and processes only earnings events within that window. Overall Averages: Separates positive (≥0%) and negative (<0%) percentage changes. Seasonality (Next Quarter Prediction): Identifies the most recent earnings quarter (latest_q). Predicts the "next" quarter (e.g., if latest is Q4, next is Q1; Again, separates positive and negative changes, computing their respective averages. Visual Outputs Lookback: How far to fetch the data in years. Average Change (Green): Showing the average of all positive changes. Average Change (Red): Showing the average of all negative changes. Seasonality Change (Green): Showing the average of positive changes for the predicted next quarter. Seasonality Change (Red): Showing the average of negative changes for the predicted next quarter. Purpose and Usage This indicator helps traders assess a stock's historical reaction to earnings announcements. The overall averages give a broad sense of typical gains/losses, while the seasonality focuses on quarter-specific trends to "predict" potential movement for the upcoming earnings (based on past same-quarter performance). It's best used on daily charts for stocks with reliable earnings data. Note that quarter inference is calendar-based and may not perfectly match fiscal calendars for all companies—it's an approximation.
Indicador Pine Script®
por dunesisland
CHAN CRYPTO RS🩷 ATR RS (Crypto / High-based 2.1x, Decimal Safe v2) This indicator is designed for crypto position sizing and stop calculation using ATR-based risk management. It helps traders automatically determine the stop price, per-unit risk, and optimal position size based on a fixed risk amount in USDT. 🔧 Core Logic ATR Length (Daily RMA) — calculates the daily Average True Range (ATR) using RMA smoothing. ATR Multiplier (2.1× default) — defines how far the stop is placed from the daily high. Stop Price (for Longs) = Daily High − ATR × Multiplier Per-Unit Risk = (Entry − Stop) × Point Value Position Size = Risk Amount ÷ Per-Unit Risk Automatically handles decimal precision for micro-priced crypto assets (e.g., PEPE, SHIB). Includes safeguards for minimum size and maximum position caps. 💡 Features Uses Daily ATR without lookahead (no repainting). Dynamically switches between current and previous ATR for stable results when the daily bar isn’t yet confirmed. “Snap to tick” ensures stop prices align with the symbol’s tick size. Table display summarizes ATR, stop price, per-unit risk, total risk, size, and bet amount. Optional stop label on the chart for visual clarity. 🧮 Output Table Metric Description ATR(10) Daily RMA-based ATR ATR used Chosen ATR (current or previous) Stop Calculated stop price Per-unit Risk per coin/unit Risk Total risk in USDT Size Optimal position size Bet Total position value (Entry × Size) 🧠 Ideal For Crypto traders who use fixed-risk ATR strategies and need precise, decimal-safe position sizing even for ultra-low-priced tokens.
Indicador Pine Script®
por marketwizardkim
Swing High/Low ExtensionsSwing High/Low — Extensions (2 Plots + Drawings + Touch Signal) What it does This indicator finds Swing Highs/Lows using a symmetric length (same bars left & right), then creates horizontal extension levels that run to the right and stop at the first price touch (“extend until future intersection”). It outputs: Two plots showing the most recent active High/Low extension (great for alerts & strategy logic). Line drawings for every detected swing (historical levels stay on the chart and end at the touch bar). A hidden TouchSignal used to color bars and trigger alerts without distorting the price scale. The design mirrors Sierra Chart’s “Swing High and Low” with “Extend Swings Until Future Intersection”, but implemented natively in Pine. How it determines swings Uses ta.pivothigh() / ta.pivotlow() with length bars left and right. A swing is confirmed only after there are length bars to the right of the center. How extensions/lines end High extensions end when High ≥ level. Low extensions end when Low ≤ level. The corresponding line drawing is frozen on the touch bar; the most recent active line continues to extend each new bar. Inputs Swing Strength (Bars Left = Right) – symmetric pivot length. Offset as Percentage – 1 = +1%; positive values push levels outward (High up / Low down), negative pull them inward. Draw “Extend…Until Future Intersection” Lines – toggle line drawings on/off. Line Width (Plots + Drawings) – thickness for plots and drawings. HighExt Color / LowExt Color – colors for the two plots and drawings. Touch Color – color to paint bars on the touch bar (doesn’t affect scale). HighExt/LowExt Line Style – choose line style (Solid/Dashed/Dotted) for drawings. Color Bars on Touch? – enable/disable bar coloring. Bar Color on High Touch / Low Touch – separate bar colors for each side. Bar Color Transparency (0..100) – opacity for the bar painting. Plots HighExt – latest active high extension only. LowExt – latest active low extension only. (Internally there is also a hidden “TouchSignal” plot used for bar coloring & alerts; it’s not displayed to keep the chart scale clean.) Alerts Three built-in alertconditions: Any Extension Touched — triggers when either side is hit. High Extension Touched — only high level touch. Low Extension Touched — only low level touch. Create alerts from the indicator’s “More” (⋯) menu → Add alert → choose one of the conditions. Styling Drawings use your selected style (Solid/Dashed/Dotted), color, and width. Existing historical lines adopt new styles when the script recalculates. Bar coloring highlights the exact touch candle; disable it if you prefer clean candles. Notes & tips Scale-safe: the TouchSignal is hidden (display=none), so it won’t distort the Y-axis. Performance: TradingView limits scripts to ~500 line objects; this script uses max_lines_count=500. If you hit the cap on long histories, either increase timeframe or disable drawings and rely on the two plots + alerts. Works on any symbol/timeframe; levels are rounded to the instrument’s minimum tick. Intended use For discretionary levels, alerting, and rule-based entries that react to first touch of recent swing extensions. Not financial advice—use at your own risk.
Indicador Pine Script®
por p_zerbst
2
Institutional Orderflow Pro — VWAP, Delta, and Liquidity Institutional Orderflow Pro is a next-generation order flow analysis indicator designed to help traders identify institutional participation, directional bias, and exhaustion zones in real time. Unlike traditional volume-based indicators, it merges VWAP dynamics, cumulative delta, relative volume, and liquidity proximity into a single unified dashboard that updates tick-by-tick — without repainting. The indicator is open-source, transparent, and educational. It aims to provide traders with a clearer read on who controls the market — buyers or sellers — and where liquidity lies. The indicator combines multiple institutional-grade analytics into one framework: RVOL (Relative Volume) = Compares current volume against the average of recent bars to identify strong institutional participation. zΔ (Delta Z-Score) = Normalizes the buying/selling delta to reveal unusually aggressive market behavior. CVDΔ (Cumulative Volume Delta Change) = Shows which side (buyers/sellers) is dominating this bar’s order flow. VWAP Direction & Slope = Determines whether price is trading above/below VWAP and whether VWAP is trending or flat. PD Distance (Prev Day Confluence) = Measures the current price’s distance from previous day’s high, low, close, and VWAP in ATR units — highlighting liquidity zones. ABS/EXH Detection = Identifies institutional absorption and exhaustion patterns where momentum may reverse. Bias Computation = Combines VWAP direction + slope to give a simplified regime signal: UP, DOWN, or FLAT. All metrics are displayed through a color-coded, non-repainting HUD: 🟢 = bullish / favorable conditions 🔴 = bearish / weak conditions ⚫ = neutral / flat 🟡 = absorption (potential trap zone) 🟠 = exhaustion (momentum fading) | Metric | Signal | Meaning | | ---------------------- | ------- | ---------------------------------------------- | | **RVOL ≥ 1.3** | 🟢 | High institutional activity — valid setup zone | | **zΔ ≥ 1.2 / ≤ -1.2** | 🟢 / 🔴 | Unusual buy/sell aggression | | **CVDΔ > 0** | 🟢 | Buyers dominate this bar | | **VWAP dir ↑ / ↓** | 🟢 / 🔴 | Institutional bias long/short | | **Slope ok = YES** | 🟢 | Trending market | | **PD dist ≤ 0.35 ATR** | 🟢 | Near key liquidity zones | | **Bias = UP/DOWN** | 🟢 / 🔴 | Trend-aligned environment | | **ABS/EXH active** | 🟡 / 🟠 | Caution — possible reversal zone | How to Use Confirm Volume Context → RVOL > 1.2 Align with Bias → Take longs only when Bias = UP, shorts only when Bias = DOWN. Check Slope and VWAP Dir → Ensure trending context (Slope = YES). Confirm CVD and zΔ → Flow should agree with price direction. Avoid ABS/EXH Triggers → These signal exhaustion or absorption by large players. Enter Near PD Zones → Ideal trade zones are within 0.35 ATR of prior-day levels. This multi-factor confirmation reduces noise and focuses only on high-probability institutional setups. Originality This script was written from scratch in Pine v6. It does not reuse existing public indicators except for standard built-ins (ta.vwap, ta.atr, etc.). The unique combination of delta z-scoring, VWAP slope filtering, and real-time confluence zones distinguishes it from typical orderflow tools or cumulative delta overlays. The core innovation is its merged real-time HUD that integrates institutional metrics and natural-language feedback directly on the chart, allowing traders to read market context intuitively rather than decode multiple subplots. Notes & Disclaimers This indicator does not repaint. It’s intended for educational and analytical purposes only — not as financial advice or a guaranteed signal system. Works best on liquid instruments (Futures, Indices, FX majors). Avoid non-standard chart types (Heikin Ashi, Renko, etc.) for accurate readings. Open-source, modifiable, and compatible with Pine v6. Recommended Use Apply it with clean charts and standard candles for the best clarity. Use alongside a basic structure or volume profile to contextualize institutional bias zones. Author: Dhawal Ranka Category - Orderflow / VWAP / Institutional Analysis Version: Pine Script™ v6 License: Open Source (Educational Use)
Indicador Pine Script®
por thewallranka
9
Total Points Range by exp3rtsThis indicator measures and displays the true intraday movement of a market by approximating tick-level activity using 1-second data aggregation. Instead of only looking at net candle movement, it sums every price change during a session, giving traders a more accurate picture of market effort and volatility. Total Points Moved (TPM) – Captures the full distance traveled by price, not just the net gain/loss. Bullish vs. Bearish Movement – Separates upward and downward moves so you can see who dominated the session. Custom Sessions – Define your own session start/end times and time zone for precise tracking. End-of-Session Summary – Automatically plots a label at session completion with totals for TPM, bullish, and bearish movement. Visual Session Highlighting – Background shading makes it easy to see when the chosen session is active. This tool is useful for: Understanding the true effort vs. result of price movement Comparing volatility across sessions Identifying whether bulls or bears contributed more to market swings Supporting order flow and tick-based trading strategies
Indicador Pine Script®
por exp3rts
Market Mode Risk IndicatorMarket Mode Risk Indicator v1.1 This custom indicator helps traders gauge market risk sentiment by monitoring Exponential Moving Average (EMA) or Simple Moving Average (SMA) crossovers on key indices like BIST 100 (for Turkish markets), NASDAQ Composite (tech-focused US), or Dow Jones Industrial Average (industrial US). It dynamically categorizes the market into three actionable modes based on the index's position relative to layered MAs, providing a quick visual snapshot without cluttering your chart. Risk Modes Explained: RISK OFF (Red): Index closes below the Long MA (default 50 periods) – signals bearish caution; time to tighten stops or reduce exposure. RISK TEST (Orange): Index above Medium MA1 (21 periods) and Extra Long MA (55 periods), but below Short MA (10 periods) and above Long MA – a transitional "test" phase; watch for confirmation before entering. RISK ON (Green): Index above all MAs (Short, Medium, Long, Extra Long) – bullish green light; favorable for longs or momentum plays. How It Works: The core logic uses boolean checks on the index's close price against user-defined MA lengths. For example: It pulls live data from your selected index via request.security. Computes MAs with ternary operators for EMA (ta.ema) or SMA (ta.sma) based on your choice. Mode detection relies on AND/OR conditions (e.g., aboveShort and aboveMed1 and aboveLong and aboveExtraLong for RISK ON) to filter noise and focus on meaningful shifts. No lookahead bias – all calculations are historical and real-time compatible. Defaults (10/21/50/55) are inspired by common Fibonacci-inspired periods for balanced sensitivity. Alerts fire only on mode transitions (e.g., from RISK OFF to ON) to prevent spam, using alertcondition with dynamic messages including price and ticker. Customization Options: Index & MA Settings: Switch EMA/SMA; tweak lengths (min 1 period) for your timeframe (e.g., shorter for intraday). Display: Position the table (top/bottom, left/right); toggle MA values on/off. Looks: Background/border/text colors, transparency (0-100%) for theme matching. Built in Pine Script v5 for efficiency – lightweight, no repaints. Usage Tips: Add to any stock chart (e.g., GARAN for BIST analysis). Select your index in settings; refresh chart if switching MA type. Use on daily/4H timeframes for swing trading; alerts via email/SMS for hands-free monitoring. Pro Tip: Combine with volume or RSI for confirmation – RISK ON + rising volume = stronger buy signal.
Indicador Pine Script®
por zeynelgun