Fibonacci Sequence Moving Average [BackQuant]Fibonacci Sequence Moving Average with Adaptive Oscillator
1. Overview
The Fibonacci Sequence Moving Average indicator is a two‑part trading framework that combines a custom moving average built from the famous Fibonacci number set with a fully featured oscillator, normalisation engine and divergence suite. The moving average half delivers an adaptive trend line that respects natural market rhythms, while the oscillator half translates that trend information into a bounded momentum stream that is easy to read, easy to compare across assets and rich in confluence signals. Everything from weighting logic to colour palettes can be customised, so the tool comfortably fits scalpers zooming into one‑minute candles as well as position traders running multi‑month trend following campaigns.
2. Core Calculation
Fibonacci periods – The default length array is 5, 8, 13, 21, 34. A single multiplier input lets you scale the whole family up or down without breaking the golden‑ratio spacing. For example a multiplier of 3 yields 15, 24, 39, 63, 102.
Component averages – Each period is passed through Simple Moving Average logic to produce five baseline curves (ma1 through ma5).
Weighting methods – You decide how those five values are blended:
• Equal weighting treats every curve the same.
• Linear weighting applies factors 1‑to‑5 so the slowest curve counts five times as much as the fastest.
• Exponential weighting doubles each step for a fast‑reacting yet still smooth line.
• Fibonacci weighting multiplies each curve by its own period value, honouring the spirit of ratio mathematics.
Smoothing engine – The blended average is then smoothed a second time with your choice of SMA, EMA, DEMA, TEMA, RMA, WMA or HMA. A short smoothing length keeps the result lively, while longer lengths create institution‑grade glide paths that act like dynamic support and resistance.
3. Oscillator Construction
Once the smoothed Fib MA is in place, the script generates a raw oscillator value in one of three flavours:
• Distance – Percentage distance between price and the average. Great for mean‑reversion.
• Momentum – Percentage change of the average itself. Ideal for trend acceleration studies.
• Relative – Distance divided by Average True Range for volatility‑aware scaling.
That raw series is pushed through a look‑back normaliser that rescales every reading into a fixed −100 to +100 window. The normalisation window defaults to 100 bars but can be tightened for fast markets or expanded to capture long regimes.
4. Visual Layer
The oscillator line is gradient‑coloured from deep red through sky blue into bright green, so you can spot subtle momentum shifts with peripheral vision alone. There are four horizontal guide lines: Extreme Bear at −50, Bear Threshold at −20, Bull Threshold at +20 and Extreme Bull at +50. Soft fills above and below the thresholds reinforce the zones without cluttering the chart.
The smoothed Fib MA can be plotted directly on price for immediate trend context, and each of the five component averages can be revealed for educational or research purposes. Optional bar‑painting mirrors oscillator polarity, tinting candles green when momentum is bullish and red when momentum is bearish.
5. Divergence Detection
The script automatically looks for four classes of divergences between price pivots and oscillator pivots:
Regular Bullish, signalling a possible bottom when price prints a lower low but the oscillator prints a higher low.
Hidden Bullish, often a trend‑continuation cue when price makes a higher low while the oscillator slips to a lower low.
Regular Bearish, marking potential tops when price carves a higher high yet the oscillator steps down.
Hidden Bearish, hinting at ongoing downside when price posts a lower high while the oscillator pushes to a higher high.
Each event is tagged with an ℝ or ℍ label at the oscillator pivot, colour‑coded for clarity. Look‑back distances for left and right pivots are fully adjustable so you can fine‑tune sensitivity.
6. Alerts
Five ready‑to‑use alert conditions are included:
• Bullish when the oscillator crosses above +20.
• Bearish when it crosses below −20.
• Extreme Bullish when it pops above +50.
• Extreme Bearish when it dives below −50.
• Zero Cross for momentum inflection.
Attach any of these to TradingView notifications and stay updated without staring at charts.
7. Practical Applications
Swing trading trend filter – Plot the smoothed Fib MA on daily candles and only trade in its direction. Enter on oscillator retracements to the 0 line.
Intraday reversal scouting – On short‑term charts let Distance mode highlight overshoots beyond ±40, then fade those moves back to mean.
Volatility breakout timing – Use Relative mode during earnings season or crypto news cycles to spot momentum surges that adjust for changing ATR.
Divergence confirmation – Layer the oscillator beneath price structure to validate double bottoms, double tops and head‑and‑shoulders patterns.
8. Input Summary
• Source, Fibonacci multiplier, weighting method, smoothing length and type
• Oscillator calculation mode and normalisation look‑back
• Divergence look‑back settings and signal length
• Show or hide options for every visual element
• Full colour and line width customisation
9. Best Practices
Avoid using tiny multipliers on illiquid assets where the shortest Fibonacci window may drop under three bars. In strong trends reduce divergence sensitivity or you may see false counter‑trend flags. For portfolio scanning set oscillator to Momentum mode, hide thresholds and colour bars only, which turns the indicator into a heat‑map that quickly highlights leaders and laggards.
10. Final Notes
The Fibonacci Sequence Moving Average indicator seeks to fuse the mathematical elegance of the golden ratio with modern signal‑processing techniques. It is not a standalone trading system, rather a multi‑purpose information layer that shines when combined with market structure, volume analysis and disciplined risk management. Always test parameters on historical data, be mindful of slippage and remember that past performance is never a guarantee of future results. Trade wisely and enjoy the harmony of Fibonacci mathematics in your technical toolkit.
Statistics
Weighted Multi-Mode Oscillator [BackQuant]Weighted Multi‑Mode Oscillator
1. What Is It?
The Weighted Multi‑Mode Oscillator (WMMO) is a next‑generation momentum tool that turns a dynamically‑weighted moving average into a 0‑100 bounded oscillator.
It lets you decide how each bar is weighted (by volume, volatility, momentum or a hybrid blend) and how the result is normalised (Percentile, Z‑Score or Min‑Max).
The outcome is a self‑adapting gauge that delivers crystal‑clear overbought / oversold zones, divergence clues and regime shifts on any market or timeframe.
2. How It Works
• Dynamic Weight Engine
▪ Volume – emphasises bars with exceptional participation.
▪ Volatility – inverse ATR weighting filters noisy spikes.
▪ Momentum – amplifies strong directional ROC bursts.
▪ Hybrid – equal‑weight blend of the three dimensions.
• Multi‑Mode Smoothing
Choose from 8 MA types (EMA, DEMA, HMA, LINREG, TEMA, RMA, SMA, WMA) plus a secondary smoothing factor to fine‑tune lag vs. responsiveness.
• Normalization Suite
▪ Percentile – rank vs. recent history (context aware).
▪ Z‑Score – standard deviations from mean (statistical extremes).
▪ Min‑Max – scale between rolling high/low (trend friendly).
3. Reading the Oscillator
Zone Default Level Interpretation
Bull > 80 Acceleration; momentum buyers in control
Neutral 20 – 80 Consolidation / no edge
Bear < 20 Exhaustion; sellers dominate
Gradient line/area automatically shades from bright green (strong bull) to deep red (strong bear).
Optional bar‑painting colours price bars the same way for rapid chart scanning.
4. Typical Use‑Cases
Trend Confirmation – Set Weight = Hybrid, Smoothing = EMA. Enter pullbacks only when WMMO > 50 and rising.
Mean Reversion – Weight = Volatility, reduce upper / lower bands to 70 / 30 and fade extremes.
Volume Pulse – Intraday futures: Weight = Volume to catch participation surges before breakout candles.
Divergence Spotting – Compare price highs/lows to WMMO peaks for early reversal clues.
5. Inputs & Styling
Calculation: Source, MA Length, MA Type, Smoothing
Weighting: Volume period & factor, Volatility length, Momentum period
Normalisation: Method, Look‑back, Upper / Lower thresholds
Display: Gradient fills, Threshold lines, Bar‑colouring toggle, Line width & colours
All thresholds, colours and fills are fully customisable inside the settings panel.
6. Built‑In Alerts
WMMO Long – oscillator crosses up through upper threshold.
WMMO Short – oscillator crosses down through lower threshold.
Attach them once and receive push / e‑mail notifications the moment momentum flips.
7. Best Practices
Percentile mode is self‑adaptive and works well across assets; Z‑Score excels in ranges; Min‑Max shines in persistent trends.
Very short MA lengths (< 10) may produce jitter; compensate with higher “Smoothing” or longer look‑backs.
Pair WMMO with structure‑based tools (S/R, trend lines) for higher‑probability trade confluence.
Disclaimer
This script is provided for educational purposes only. It is not financial advice. Always back‑test thoroughly and manage risk before trading live capital.
Previous high/low leverage conversionCapture the past 48 K bars, high represents the percentage of the high point, low represents the percentage of the low point, leverage calculation method: 100/%=leverage number
Dual POC Multi-Period📊 Overview
This indicator displays Point of Control (POC) levels from multiple time periods using dual calculation methods. POC represents the price level with the highest traded volume, providing key support and resistance levels for traders.
✨ Key Features
1. Dual Calculation Methods
Sensitive POC: Precise volume distribution based on High-Low range
Smooth POC: Traditional calculation using close prices with wider distribution
Both Mode: Display both methods simultaneously for comprehensive analysis
2. Multi-Period Analysis
Full period (100%)
Half period (50%)
Quarter period (25%)
Eighth period (12.5%)
3. Visual Signal Strength Indicator
Phone signal bar-style display showing trend strength
Fixed position table that doesn't interfere with chart analysis
Color-coded for bullish, bearish, and neutral conditions
Adjustable size (tiny, small, medium, large)
4. Higher Timeframe Support
Display POC from higher timeframes on current chart
Helps identify major support/resistance levels
🎯 How to Use
Choose Calculation Mode
Select between Sensitive, Smooth, or Both modes based on your trading style
Sensitive mode is better for precise levels
Smooth mode provides broader zones
Adjust Period Settings
Base Period Length: Number of bars for calculation (50-1000)
Price Level Resolution: Granularity of volume distribution (10-500)
Visual Interpretation
4 filled bars = Strong uptrend (price above all POCs)
3 filled bars = Uptrend
2 filled bars = Neutral/Consolidation
1 filled bar = Downtrend
0 filled bars = Strong downtrend (price below all POCs)
POC Lines as Support/Resistance
Use POC levels as potential support in uptrends
Use POC levels as potential resistance in downtrends
Confluence of multiple POCs indicates stronger levels
⚠️ Important Notes
1. Repainting Warning
Higher timeframe POC may repaint until that timeframe closes
Current timeframe calculations use confirmed historical data only
2. Performance Considerations
Higher resolution settings may impact performance on lower-end devices
Recommended: Start with default settings and adjust as needed
3. Not Financial Advice
This indicator is for educational and informational purposes only
Past performance does not guarantee future results
Always conduct your own research and risk management
🔧 Customization Options
Visual Settings: Colors, line styles, and transparency
Display Options: Choose which POC levels to show
Alerts: Optional alerts for POC crosses (disabled by default)
Labels: Price labels and mode indicators (disabled by default)
💡 Trading Ideas
Trend Confirmation: Use signal strength indicator for trend bias
Breakout Trading: Watch for breaks above/below major POC levels
Range Trading: Trade between POC levels in consolidation
Confluence Trading: Look for areas where multiple POCs align
Pajinko - Buy/Sell + Div Alerts (Indicator)Trade more accurately with this template made for Cyborg EA users!
Real-time entry points with MSL and custom zones to match the system.
Free for all Cyborg users – full guide & support here: lin.ee
Market Monitorindex with percentage in single column. Easy to understand of market trends of sectors.
IST TimezoneTime zone :
1. Editable start/end hours for both timezones in IST.
2. Toggle second session on/off (enableSecondSession).
3. Slightly different grey tone (silver) for second session
4. Automatically respects TradingView's bar-by-bar time in IST.
5. Alert for time season start and end
Liquidity+FVG Bullish Strategy (by Mestre dos Traders)📈 Liquidity+FVG Bullish Strategy (by Mestre dos Traders)
The Liquidity+FVG Bullish Strategy indicator is designed for traders who want to operate based on liquidity zones and price imbalances (Fair Value Gaps - FVG), combined with strategic monitoring of the London and New York session openings. This tool is ideal for pullback strategies and institutional manipulation-based entries, providing advanced price behavior insights right after market open.
✅ Key Features:
🔹 Automatic Detection of London and New York Sessions
You can select which session to monitor: London, New York, or Both. The indicator automatically identifies the opening 1-hour candle based on Brazil’s timezone (UTC-3), even on intraday charts.
🔹 Opening Candle (H1) Highlighting
As soon as the market opens, the corresponding 1-hour candle is highlighted with horizontal lines at its high and low, making it easy to visualize the manipulation range.
🔹 Liquidity Grab Identification
The indicator detects when price breaks below the opening candle low but closes back above it — indicating a liquidity grab, a common institutional move.
🔹 Fair Value Gap (FVG) Detection on M15
After the liquidity grab, the indicator automatically searches for fair value gaps on 15-minute candles. These gaps are visually plotted as orange boxes on the chart, representing bullish pullback opportunities.
🔹 Entry Confirmation and Target (TP/SL) Visualization
When price returns to the FVG zone, the indicator confirms the entry with a label ("ENTRY DETECTED") and plots Take Profit and Stop Loss levels with dashed lines.
🔹 Customizable Visual Elements:
Option to show/hide labels, opening candle lines, and FVG boxes
Intuitive shapes, labels, and lines for clear chart visualization
🧠 Ideal For:
Institutional flow and price imbalance-based trading strategies
Reversal (pullback) trades right after session openings
Scalpers and day traders on volatile assets (BTCUSD, indices, forex, etc.)
🌎 Important:
All times are adjusted to UTC-3 (Brazil time), making it easy for Brazilian traders to read without manual timezone conversion. "But you will be able to customize your timezone in the settings panel."
Constraints with Breach ProbabilityATR Constraint Breach Probability
This indicator looks back on prior days to determine what percentage of days the price breached a specific ATR band.
Settings allow you to change:
*ATR length and multiplier
*Pin start time (Central time), ie. the time that the ATR line is "set"
*Pin end time (Central time), ie. the time that we stop watching for a breach
*Table location on your chart
*Lookback days - how many days does it take into historic view for probability percentage calc
To Do:
Add a VIX filter - ie. if VIX Is > 17 for example, then ignore those days in the breach calc.
Add time zone mod so user can select their zone
Other suggestions? Comment below :)
Disclaimer: The information shown by this indicator is for general informational and educational purposes only and should not be construed as financial advice. All investment decisions are solely the responsibility of the user.
Custom GEX Level PlottingPlot your support and resistance levels for SPX along with length of bar to indicate strength of level. Intended for plotting options related levels like GEX and OI on SPX, but works for anything.
BTCUSD Support-Resistence (by Mestre dos Traders 2025))BTCUSD Support-Resistence Trade Indicator (by Mestre dos Traders 2025)
Description of the "News Trade Zones Indicator (by Mestre dos Traders 2025)"
This advanced indicator was designed to assist traders in identifying strategic support and resistance zones during volatile market conditions, especially around major economic news events. It combines automated technical analysis with optional manual configuration for entry, take-profit, and stop-loss levels, providing robust visual guidance directly on the TradingView chart.
Key Features
Initial Alert Message
When the indicator is first added to the chart, a highlighted message appears for 30 seconds warning the user to adjust the values, date, and time in the settings panel. This ensures that lines and labels are accurately placed on the chart.
Strategic Zone Definition
Resistance Zone: A user-defined level that represents the breakout point for a potential upward move.
Support Zone: A user-defined level for potential downward breakouts.
Pre-News Price: A reference price before the news event, plotted as a continuous orange line for contextual analysis.
Manual Entry and Target Configuration
Traders can enable manual mode to define entry price, three Take Profit levels (TP1, TP2, TP3), and Stop Loss (SL). These are drawn on the chart with coloured lines and identifying labels for clear visual planning.
If manual mode is disabled, these levels are calculated automatically based on the current price and trend direction (determined using the 50 EMA).
Visual Plotting of Zones and Levels
The indicator draws horizontal lines with labels for:
Entry (blue line)
TP1, TP2, TP3 (green lines)
Stop Loss (red line)
These levels remain visible for the user-defined duration, helping traders clearly visualise the critical points of a potential trade setup.
Support and Resistance Lines Over Last 24 Hours
The indicator plots dynamic horizontal lines for the defined resistance (red) and support (green) zones, extending across the last 24 hours for quick market context.
Touch & Breakout Detection with Cooldown
Automatically detects when price touches or breaks the support or resistance zones.
Displays labels such as "POSSIBLE BUY AT THIS POINT" or "POSSIBLE SELL AT THIS POINT".
In the case of a confirmed breakout, stronger signals like "BREAKOUT BUY NOW" or "BREAKOUT SELL NOW" are shown.
A cooldown period of 10 minutes is enforced to prevent label spamming.
Fake Breakout Visual Warning
The chart background becomes lightly coloured (red or green) when price is extremely close to the support or resistance zone, alerting the trader to potential fake breakouts.
On-Chart Information Table
A data table appears in the bottom-right corner, showing:
Estimated success rate (fixed at 70%)
Risk of failure (30%)
Current trend direction (UP or DOWN), with mention of manual mode status.
Custom Alerts for Key Zone Events
The indicator includes built-in alert conditions, enabling users to set automatic TradingView alerts when the price touches the support or resistance levels — ideal for real-time notifications.
Summary
The News Trade Zones Indicator is a visual and interactive tool designed to help traders plan entries, exits, and risk management around key market levels, particularly during high-impact news events. Whether using automatic calculations or manual setups, this indicator equips traders with clear signals, visual guides, and structured information — all directly on their TradingView charts.
Contacts:
TG.: @mestredostradersoficial
TG Support: @suportedomestretraders
Tiktok Channel: @Mestredostraders
Whatsapp Sales: +55 61 991371216
Custom Portfolio [BackQuant]Custom Portfolio {BackQuant]
Overview
This script turns TradingView into a lightweight portfolio optimizer with institutional-grade analytics and real-time position management capabilities.
Rank up to 15 tickers every bar using a pair-wise relative-strength "league table" that compares each asset against all others through your choice of 12 technical indicators.
Auto-allocate 100% of capital to the single strongest asset and optionally apply dynamic leverage when the aggregate market is trending, with full position tracking and rebalancing logic.
Track performance against a custom buy-and-hold benchmark while watching a fully fledged stats dashboard update in real time, including 15 professional risk metrics.
How it works
Relative-strength engine – Each asset is compared against every other asset with a user-selectable indicator (default: 9/21 EMA cross). The system generates a complete comparison matrix where Asset A vs Asset B, Asset A vs Asset C, and so on, creating strength scores. The summed scores crown a weekly/daily/hourly "winner" that receives the full allocation.
Regime filter – A second indicator applied to TOTAL crypto-market cap (or any symbol you choose) classifies the environment as trending or mean-reverting . Leverage activates only in trending regimes, protecting capital during choppy or declining markets. Choose from indicators like Universal Trend Model, Relative Strength Overlay, Momentum Velocity, or Custom RSI for regime detection.
Capital & position logic – Equity grows linearly when flat and multiplicatively while invested. The system tracks entry prices, calculates returns including leverage adjustments, and handles position transitions seamlessly. Optional intra-trade leverage rebalancing keeps exposure in sync with market conditions, recalculating position sizes as regime conditions change.
Risk & performance analytics – Every confirmed bar records return, drawdown, VaR/CVaR, Sharpe, Sortino, alpha/beta vs your benchmark, gain-to-pain, Calmar, win-rate, Omega ratio, portfolio variance, skewness, and annualized statistics. All metrics render in a professional table for instant inspection with proper annualization based on your selected trading days (252 for traditional markets, 365 for crypto).
Key inputs
Backtest window – Hard-code a start date or let the script run from series' inception with full date range validation.
Asset list (15 slots) – Works with spot, futures, indices, even synthetic spreads (e.g., BYBIT:BTCUSDT.P). The script automatically cleans ticker symbols for display.
Indicator universe – Switch the comparative metric to DEMA, BBPCT, LSMAz adaptive scores, Volatility WMA, DEMA ATR, Median Supertrend, and more proprietary indicators.
With more always being added!
Leverage settings – Max leverage from 1x to any multiple, auto-rebalancing toggle, trend/reversion thresholds with precision controls.
Visual toggles – Show/hide equity curve, rolling drawdown heat-map, daily PnL spikes, position label, advanced metrics table, buy-and-hold comparison equity.
Risk-free rate input – Customize the risk-free rate for accurate Sharpe ratio calculations, supporting both percentage and decimal inputs.
On-chart visuals
Color-coded equity curve with "shadow" offset for depth perception that changes from green (profitable) to red (losing) based on recent performance momentum.
Rolling drawdown strip that fades from light to deep red as losses widen, with customizable maximum drawdown scaling for visual clarity.
Optional daily-return histogram line and zero reference for understanding day-to-day volatility patterns.
Bottom-center table prints the current winning ticker in real time with clean formatting.
Top-right metrics grid updates every bar with 15 key performance indicators formatted to three decimal places for precision.
Benchmark overlay showing buy-and-hold performance of your selected index (default: SPX) for relative performance comparison.
Typical workflow
Add the indicator on a blank chart (overlay off).
Populate ticker slots with the assets you actually trade from your broker's symbol list.
Pick your momentum or mean-reversion metric and a regime filter that matches your market hypothesis.
Set max leverage (1 = spot only) and decide if you want dynamic rebalancing.
Press the little " L " on the price axis to view the equity curve in log scale for better long-term visualization.
Enable the metrics table to monitor Sharpe, Sortino, and drawdown in real time.
Iterate through different asset combinations and indicator settings; compare performance vs buy-and-hold; refine until you find robust parameters.
Who is it for?
Systematic crypto traders looking for a one-click, cross-sectional rotation model with professional risk management.
Portfolio quants who need rapid prototyping without leaving TradingView or exporting to Python/R.
Swing traders wanting an at-a-glance health check of their multi-coin basket with instant position signals.
Fund managers requiring detailed performance attribution and risk metrics for client reporting.
Researchers backtesting momentum and mean-reversion strategies across multiple assets simultaneously.
Important notes & tips
Set Trading Days in a Year to 252 for traditional markets; 365 for 24/7 crypto to ensure accurate annualization.
CAGR and Sharpe assume the backtest start date you choose—short windows can inflate stats, so test across multiple market cycles.
Leverage is theoretical; always confirm your broker's margin rules and account for funding costs not modeled here.
The script is computationally heavy at 15 assets due to the N×N comparison matrix—reduce the list or lengthen the timeframe if you hit execution limits.
Best results often come from mixing assets with different volatility profiles rather than highly correlated instruments.
The regime filter symbol can be changed from CRYPTOCAP:TOTAL to any broad market index that represents your asset universe.
[GetSparx] Nova Pro⚡ Nova Pro – Position Calculator
This indicator is a user-friendly TradingView indicator designed to help traders plan and visualize their entry and exit points, calculate position sizing, and instantly display key risk metrics.
By simply entering three price levels (Entry, Take Profit and Stop Loss) along with a risk amount in USD, the indicator draws color-coded lines and labels on the chart, and generates a concise table with all computed values. This allows you to assess the risk-reward profile of any trade at a glance, without performing manual calculations.
⚙️ How It Works
When the indicator is added to the chart it will ask to specify the price inputs and the risk amount in USD.
Price Inputs (Entry, TP, SL)
• You specify three price levels: the entry price, the profit target (Take Profit) and the loss threshold (Stop Loss).
• Inputs use TradingView’s native price-picker fields. Any change is immediately reflected on the chart.
Visual Display
• Each level is plotted as a line stretching into the future for enough room.
• Labels on the right show the exact price, color-coded: orange for Entry, green for TP and red for SL.
• Previous lines and labels are automatically removed when parameters change, ensuring the chart remains clean.
Risk Calculations
• The entered risk amount (in USD) is combined with the distance between Entry and SL to compute the optimal number of units (Qty) to trade.
• The script automatically detects whether it’s a long or short trade based on the relative positions of Entry and TP.
• Note that the risk and reward calculations do not factor in exchange fees, slippage, funding rates or any other trading costs. Actual profit and loss may differ once transaction fees and market execution variances are applied, so be sure to adjust your position sizing and expectations accordingly.
🎯 What You Can Do With It
• Consistent Position Sizing
Automate your position size so you consistently risk the same dollar amount, regardless of price volatility or stop distance.
• Clear Risk Management
Instantly view your Reward-to-Risk ratio, potential profit in USD and exact risk amount, so you make well-informed decisions.
• Rapid Scenario Analysis
Adjust TP, SL or Entry on the fly to see how each change affects your potential profit, loss and RR ratio.
• Publication-Ready Charts
The visual elements and integrated table are optimized for TradingView publications, giving your analysis a professional, polished look.
📊 Explanation of Table Values
• Entry
Calculation: rounded to the nearest tick of your entered entry price.
Marks the exact level at which you initiate the trade and serves as the reference point for all further risk and reward calculations.
• Quantity (Qty)
Calculation: Risk USD ÷ (Entry − Stop Loss).
Determines how many units, contracts or shares to trade so that a stop-out at your SL equals exactly your predefined dollar risk, resulting in consistent per-trade exposure.
• Risk to Reward (RR)
Calculation: (Take Profit − Entry) ÷ (Entry − Stop Loss).
Expresses how many dollars of potential profit you target for each dollar you risk. Values above 1 mean the reward exceeds the risk, guiding you to favorable setups.
• Take Profit (TP)
Calculation: rounded to the nearest tick of your entered take-profit price.
Your target exit level for booking gains, highlighted in green on the chart. Shows where you plan to capture profits if the market moves in your favor.
• Profit
Calculation: Qty × (Take Profit − Entry).
Gives the absolute potential gain in USD if price reaches your TP. Useful for comparing total return across different instruments or setups.
• Stop Loss (SL)
Calculation: rounded to the nearest tick of your entered stop-loss price.
The level at which your trade is automatically closed to cap losses, highlighted in red on the chart. Ensures you never lose more than your defined risk amount.
• Risk
Calculation: equals the entered Risk USD.
The maximum dollar amount you’re willing to lose on this trade. Acts as the upper boundary for your exposure, keeping your position sizing disciplined.
📝 Examples
• Long Example 1: Bitcoin/USD
Entry: $11851.1
Take Profit: $123853.9
Stop Loss: $115467.7
Risk USD: $500
The Risk to Reward ratio results in 2.25, which means the reward exceeds the risk.
For each dollar you risk, this setup has potential gains of 2.25 dollars.
• Long Example 2: Algorand/USD
Entry: $0.2919
Take Profit: $0.3491
Stop Loss: $0.2655
Risk USD: $1000
The Risk to Reward ratio on this trade results in 2.17 and has a potential profit target of $2166.67. With a risk of $1000 USD the table conveniently shows a quantity of 37878 ALGO is needed for the trade.
• Short Example 1: Forex EUR/USD
Entry: $1.16666
Take Profit: $1.15459
Stop Loss: $1.17374
Risk USD: $200
With a risk of $200 USD and a RR of 2.17, this example shows how a short trade can be accomplished on EUR/USD.
• Short Example 2: Gold
Entry: $3366.29
Take Profit: $3272.01
Stop Loss: $3386.87
Risk USD: $1500
Within this short setup a risk of $1500 USD is used, which results in a RR of 4.58. The potential profit for this trade is $6871.72.
⚠ Disclaimer
This tool is for educational and analytical use only. It does not provide financial advice or trading signals. Always use proper risk management and do your own due diligence.
Accumulated Net OIThe most computationally accurate Accumulated Net OI on TradingView.
TradingView 上計算最精確的 累積淨持倉
Support:
Always Free 永久公開 免費
Lower Timeframe Data 小時間框架數據
Personalization 個性化調整
SessionStat+ [JJumbo]SessionStat+
The SessionStat+ indicator is a sophisticated and dynamic tool crafted for TradingView, designed to empower traders with precise, data-driven insights into price movements across customizable trading sessions and timeframes. Tailored for day traders, swing traders, and market analysts, this script generates critical pivot points—such as highs, lows, and projections—by analyzing historical price ranges, enabling traders to anticipate key support, resistance, and breakout levels with confidence. Whether you’re targeting the volatility of the New York session, tracking the daily range during Regular Trading Hours, or analyzing custom sessions like the Asia market, SessionStat+ delivers actionable intelligence to align with your trading strategy. Its intuitive interface, robust customization options, and rich visualizations make it an essential tool for navigating diverse markets, from stocks and forex to cryptocurrencies.
Key Features:
Customizable Sessions: Define up to four unique sessions with user-specified start/end times and timezone support .
Multiple Timeframes: Analyze 15-minute, 1-hour, 4-hour, daily, weekly, or custom sessions for versatility across asset classes.
Pivot Point Projections: Generates high, low, and extended projection levels based on average and median price ranges over a configurable lookback period.
Advanced Visualizations: Plots levels as lines with optional boxes, midpoint lines, and customizable labels displaying price values and session identifiers.
Dynamic Statistics Table: Displays real-time metrics, including average expansion, distribution, and minimum average ranges, for each active session or timeframe.
Flexible Extension Options: Choose to extend levels until the session ends or to the end of the trading day (6:00 PM in the selected timezone).
Robust Customization: Adjust line styles (solid, dashed, dotted), colors, label sizes, and toggle features like boxes, projections, and manipulation levels.
Historical Data Analysis: Leverages past session data to project reliable levels, ideal for both real-time trading and backtesting strategies.
Market Adaptability: Suitable for stocks, forex, cryptocurrencies, with support for historical data analysis during market closures.
features:
non custom time-frame levels selection: Daily statistical high and low plotting based on average and median calculations set on user defined lookback helping you identify the high or low of the session or timeframe chosen within it
user defined custom session selection: this feature lets you select you preferred session and just like non custom session, it will plot statistical high and low of it using the same average and median calculation based on user defined lookback period
Max expansion projections: Custom Max expansion projections based on the average levels for volatile markets exceeding the high and low of the statistical calculations
Minimum average levels: the minimum average levels are often used on low volatility market, defying your minimum high and low and range of action, also often used as manipulation areas before the expansions to the high or low
information table: showing distance in points from the open/start of the session chosen to the low/high or minimum levels
input menu features: fully user customizable features, Lookback period, cutom or non custom sessions, minimum average, colors, projections and more
MTF Trend Heatmap (EMA + MACD) by PierreKMTF Trend Heatmap (EMA + MACD) by PierreK
This indicator offers a compact and clear heatmap that visualizes the current trend status of an instrument across multiple key timeframes. Based on the combination of the EMA 50 and EMA 200, as well as the MACD indicator, the heatmap shows whether the trend is bullish (green dot) or bearish (red dot) on the 1-minute, 5-minute, 15-minute, 1-hour, 4-hour, and 1-day timeframes.
Highlights:
• Multi-timeframe analysis at a glance - perfect for traders who want to keep an eye on multiple timeframes.
• Clearly defined trend logic: EMA 50 > EMA 200 and MACD above signal and zero line.
‣ Simple color scheme for quick trend decisions.
Optimized for all markets and assets (forex, stocks, cryptocurrencies, etc.).
• Chart overload - heatmap as a separate, clearly positioned table.
Ideal for day traders, swing traders, and anyone who needs quick trend overviews for their trading.
FAQ
Q. Which markets is the indicator suitable for?
A: The indicator works universally on forex, stocks, cryptocurrencies, and other TradingView symbols.
Q: Can I add additional timeframes?
A: Currently, 1m, 5m, 15m, 1h, 4h, and 1d are preset. Adjustments are possible in the code if you are familiar with Pine Script.
Q: How accurate is the trend determination?
A: The trend is determined very reliably using the combination of the EMA 50/200 and MACD (via the signal line and the zero line).
Q: Can I use alerts with this indicator?
A: Alerts are not included in the standard script, but can be added individually.
TheWealthSaarthiRSThis is custom Code Indicator which gives following data
- compares stock strength vs the indices which can be selected in indicator
- Rvol
- 20 day Moving avera
- how much is stock up in last 66 days
Signal Quality Validator - Lite# Signal Quality Validator Lite - Technical Documentation
## Introduction
The Signal Quality Validator (SQV) Lite represents a comprehensive approach to technical signal validation, designed to evaluate trading opportunities through multi-dimensional market analysis. This indicator provides traders with objective quality assessments for their entry signals across various market conditions and timeframes.
## Core Architecture
### Component-Based Validation System
SQV Lite employs five fundamental market components, each contributing weighted scores to produce a final quality assessment. The system analyzes multiple market dimensions simultaneously to provide comprehensive signal validation.
Each component uses proprietary algorithms to evaluate specific market conditions:
• Directional bias and strength assessment
• Market participation and flow analysis
• Price acceleration patterns
• Key technical level identification
• Optimal volatility conditions
The final score represents a weighted combination of all components, with thresholds adjusted for different market conditions and timeframes.
## Scoring Methodology
### Quality Grades
• **Grade A+ (90-100)** - Exceptional setup quality with maximum component confluence
• **Grade A (80-89)** - High-quality signals suitable for full position sizing
• **Grade B (65-79)** - Acceptable signals meeting minimum validation criteria
• **Grade C (<65)** - Substandard conditions, signal rejected
### Timeframe Profiles
Pre-configured profiles optimize component weights and thresholds:
**1-5 min (Scalping)**
• Min Score: 60
• High Score: 75
• Perfect Score: 85
**15-30 min (Day Trading)**
• Min Score: 65
• High Score: 80
• Perfect Score: 90
**1H-4H (Intraday Swing)**
• Min Score: 70
• High Score: 85
• Perfect Score: 95
**Daily+ (Position Trading)**
• Min Score: 75
• High Score: 88
• Perfect Score: 95
**Custom (User Defined)**
• All thresholds configurable
## Integration Guide
### Standalone Usage
1. Add SQV Lite to your chart
2. Select appropriate timeframe profile
3. Monitor real-time quality grades on signal bars
4. Use dashboard for current market assessment
### Bidirectional Strategy Integration
SQV Lite supports complete two-way communication with your custom strategies, enabling sophisticated signal validation workflows.
#### Step 1: Setting Up Your Strategy to Send Signals
In your custom strategy/indicator, export your signals as plots:
```
//@version=6
indicator("My Custom Strategy", overlay=true)
// Your signal logic
longSignal = ta.crossover(ema9, ema21) // Example
shortSignal = ta.crossunder(ema9, ema21) // Example
// CRITICAL: Export signals for SQV to read
// Use display=display.none to hide the plots
plot(longSignal ? 1 : 0, "Long Signal Output", display=display.none)
plot(shortSignal ? 1 : 0, "Short Signal Output", display=display.none)
```
#### Step 2: Configure SQV Lite to Receive Signals
1. Add SQV Lite to the same chart as your strategy
2. In SQV Lite settings, enable "Use External Signals"
3. Click on "External Long Signal Source" and select your strategy's "Long Signal Output"
4. Click on "External Short Signal Source" and select your strategy's "Short Signal Output"
#### Step 3: Import SQV Validation Back to Your Strategy
Complete the bidirectional flow by importing SQV's validation results:
```
//@version=6
strategy("My Strategy with SQV Integration", overlay=true)
// Import SQV validation results
sqvScore = input.source(close, "SQV Score Source", group="SQV Integration")
sqvLongValid = input.source(close, "SQV Long Valid Source", group="SQV Integration")
sqvShortValid = input.source(close, "SQV Short Valid Source", group="SQV Integration")
sqvTradingMode = input.source(close, "SQV Trading Mode", group="SQV Integration")
// Your original signals
longSignal = ta.crossover(ema9, ema21)
shortSignal = ta.crossunder(ema9, ema21)
// Export for SQV
plot(longSignal ? 1 : 0, "Long Signal Output", display=display.none)
plot(shortSignal ? 1 : 0, "Short Signal Output", display=display.none)
// Use SQV validation in entry logic
if longSignal and sqvLongValid > 0
strategy.entry("Long", strategy.long)
if shortSignal and sqvShortValid > 0
strategy.entry("Short", strategy.short)
```
#### Step 4: Complete Integration Setup
After adding both scripts to your chart:
**In your strategy settings → SQV Integration:**
• Set "SQV Score Source" → Select SQV Lite: SQV Score
• Set "SQV Long Valid Source" → Select SQV Lite: SQV Long Valid
• Set "SQV Short Valid Source" → Select SQV Lite: SQV Short Valid
**In SQV Lite settings → Signal Import:**
• Enable "Use External Signals"
• Set "External Long Signal Source" → Select Your Strategy: Long Signal Output
• Set "External Short Signal Source" → Select Your Strategy: Short Signal Output
### Available Data Exports from SQV
```
// Core validation data
plot(currentTotalScore, "SQV Score", display=display.none) // 0-100
plot(sqvLongValid ? 1 : 0, "SQV Long Valid", display=display.none) // 0 or 1
plot(sqvShortValid ? 1 : 0, "SQV Short Valid", display=display.none) // 0 or 1
// Component scores for advanced usage
plot(currentTrendScore, "SQV Trend Score", display=display.none)
plot(currentVolumeScore, "SQV Volume Score", display=display.none)
plot(currentMomentumScore, "SQV Momentum Score", display=display.none)
plot(currentStructureScore, "SQV Structure Score", display=display.none)
plot(currentVolatilityScore, "SQV Volatility Score", display=display.none)
// Additional data
plot(orderFlowDelta, "SQV Order Flow Delta", display=display.none)
plot(tradingMode == "Long" ? 1 : tradingMode == "Short" ? -1 : 0, "SQV Trading Mode", display=display.none)
```
### Advanced Integration Examples
#### Example 1: Quality-Based Position Sizing
```
// In your strategy
sqvScore = input.source(close, "SQV Score Source", group="SQV Integration")
// Dynamic position sizing based on signal quality
positionSize = sqvScore >= 90 ? 3 : // A+ quality = 3 units
sqvScore >= 80 ? 2 : // A quality = 2 units
sqvScore >= 65 ? 1 : 0 // B quality = 1 unit
if longSignal and sqvLongValid > 0 and positionSize > 0
strategy.entry("Long", strategy.long, qty=positionSize)
```
#### Example 2: Filtering by Component Scores
```
// Import individual components
sqvTrend = input.source(close, "SQV Trend Score", group="SQV Integration")
sqvVolume = input.source(close, "SQV Volume Score", group="SQV Integration")
sqvMomentum = input.source(close, "SQV Momentum Score", group="SQV Integration")
// Custom filtering logic
strongTrend = sqvTrend > 80
goodVolume = sqvVolume > 70
strongSetup = strongTrend and goodVolume
if longSignal and sqvLongValid > 0 and strongSetup
strategy.entry("Strong Long", strategy.long)
```
#### Example 3: Order Flow Integration
```
// Import order flow data
sqvOrderFlow = input.source(close, "SQV Order Flow Delta", group="SQV Integration")
// Use order flow for additional confirmation
bullishFlow = sqvOrderFlow > 100 // Significant buying pressure
bearishFlow = sqvOrderFlow < -100 // Significant selling pressure
if longSignal and sqvLongValid > 0 and bullishFlow
strategy.entry("Long+Flow", strategy.long)
```
### Visual Feedback Configuration
#### Label Display Modes
**1. Autonomous Mode (standalone testing):**
• Enable "Show Labels Without Signals"
• Labels appear on every bar where score >= minimum threshold
• Useful for initial testing without strategy integration
**2. Signal Mode (production use):**
• Disable "Show Labels Without Signals"
• Enable "Use External Signals"
• Labels appear ONLY when your strategy generates signals
• Prevents chart clutter, shows validation exactly when needed
#### Troubleshooting Integration
**Common Issues:**
**Labels not appearing:**
• Verify "Use External Signals" is enabled
• Check signal sources are properly connected
• Ensure your strategy is actually generating signals (add visible plots temporarily)
**Wrong source selection:**
• Source dropdowns should show your indicator/strategy name
• Each output plot should be visible in the dropdown
• If not visible, check plot titles in your strategy
**Validation always failing:**
• Check Trading Mode matches your signal types
• Verify minimum score thresholds aren't too high
• Use Autonomous Mode to test if SQV is working properly
### Best Practices
1. **Always use display=display.none** for communication plots to keep charts clean
2. **Name your plots clearly** for easy identification in source dropdowns
3. **Test in Autonomous Mode first** to understand SQV behavior
4. **Use consistent signal logic** - ensure signals are binary (1 or 0)
5. **Consider adding a small delay** between signal and entry for validation processing
### Complete Integration Template
Here's a full template for a strategy with complete SQV integration:
```
//@version=6
strategy("Complete SQV Integration Template", overlay=true)
// ========== SQV Integration Inputs ==========
sqvScore = input.source(close, "SQV Score Source", group="SQV Integration")
sqvLongValid = input.source(close, "SQV Long Valid Source", group="SQV Integration")
sqvShortValid = input.source(close, "SQV Short Valid Source", group="SQV Integration")
sqvOrderFlow = input.source(close, "SQV Order Flow Delta", group="SQV Integration")
// ========== Strategy Parameters ==========
emaFast = input.int(9, "Fast EMA")
emaSlow = input.int(21, "Slow EMA")
useQualitySizing = input.bool(true, "Use Quality-Based Sizing")
// ========== Indicators ==========
ema1 = ta.ema(close, emaFast)
ema2 = ta.ema(close, emaSlow)
// ========== Signal Logic ==========
longSignal = ta.crossover(ema1, ema2)
shortSignal = ta.crossunder(ema1, ema2)
// ========== Export Signals to SQV ==========
plot(longSignal ? 1 : 0, "Long Signal Output", display=display.none)
plot(shortSignal ? 1 : 0, "Short Signal Output", display=display.none)
// ========== Position Sizing ==========
baseSize = 1
qualityMultiplier = useQualitySizing ?
(sqvScore >= 90 ? 3 : sqvScore >= 80 ? 2 : 1) : 1
positionSize = baseSize * qualityMultiplier
// ========== Entry Logic with SQV Validation ==========
if longSignal and sqvLongValid > 0
strategy.entry("Long", strategy.long, qty=positionSize)
if shortSignal and sqvShortValid > 0
strategy.entry("Short", strategy.short, qty=positionSize)
// ========== Exit Logic ==========
if strategy.position_size > 0 and shortSignal
strategy.close("Long")
if strategy.position_size < 0 and longSignal
strategy.close("Short")
// ========== Visual Feedback ==========
plotshape(longSignal and sqvLongValid > 0, "Valid Long",
location=location.belowbar, color=color.green, style=shape.triangleup)
plotshape(shortSignal and sqvShortValid > 0, "Valid Short",
location=location.abovebar, color=color.red, style=shape.triangledown)
```
## Order Flow Analysis
The integrated Order Flow system automatically adapts to market conditions, providing intelligent analysis of buying and selling pressure. The system handles various market scenarios including low liquidity and minimal price movement conditions through advanced algorithms.
## Visual Interface
### Signal Labels
Displays three-line information blocks:
• Grade designation (A+, A, B, C)
• Numerical quality score
• Order flow direction and magnitude
### Dashboard Elements
• **Profile Display** - Active configuration and thresholds
• **Score Visualization** - Real-time quality assessment
• **Flow Indicator** - Directional bias representation
• **Status Monitor** - Ready/Wait signal state
### Customization Options
• Label distance adjustment (0.5-3.0x ATR)
• Profile selection and custom configuration
• Component weight modifications (Custom mode)
• Threshold adjustments for different market conditions
## Trading Mode Selection
Three operational modes accommodate different trading styles:
• **Long Only** - Validates bullish signals exclusively
• **Short Only** - Validates bearish signals exclusively
• **Both** - Bi-directional signal validation
## Performance Considerations
SQV Lite maintains computational efficiency through:
• Optimized calculation cycles
• Selective component updates
• Efficient data structure usage
• Minimal redundant processing
---
## Feature Comparison: SQV Lite vs Full Version
### Core Components
**SQV Lite includes:**
• ✅ Trend Analysis (Full)
• ✅ Volume Dynamics (Full)
• ✅ Momentum Assessment (Full)
• ✅ Market Structure (Basic)
• ✅ Volatility Filter (Full)
**SQV Full adds:**
• ✅ Performance Analytics - Real-time performance tracking
• ✅ Impulse Detection - Advanced signal filtering
### Advanced Features
**SQV Lite:**
• Manual position sizing via integration
• 5 timeframe profiles
• Standard dashboard
• Basic signal labels
**SQV Full adds:**
• ✅ Multi-Timeframe Analysis - Higher timeframe confirmation
• ✅ Automatic Position Sizing - Dynamic optimization
• ✅ Auto Mode - Self-optimizing system
• ✅ Advanced Profiling - Market depth analysis
• ✅ Recovery Mode - Adaptive drawdown handling
• ✅ Statistical Validation - Confidence-based filtering
• ✅ 4 Dashboard Layouts - Extended, Vertical, Minimal options
• ✅ Enhanced Signal Labels with sizing display
• ✅ Component Breakdown View
• ✅ Live Performance Statistics
• ✅ Debug Mode
### Integration Capabilities
**SQV Lite:**
• Script Type: Indicator
• Full bidirectional data flow support
• All data available via plots
• Excellent external integration
**SQV Full:**
• Script Type: Strategy
• Built-in trading logic
• Internal position management
• One-way integration (strategy-based)
### Risk Management
**SQV Lite:**
• Manual position sizing through your strategy
• Basic quality grading (A+, A, B, C)
**SQV Full adds:**
• ✅ Automatic position sizing
• ✅ Built-in quality-based sizing
• ✅ Performance-based adjustments
• ✅ Professional risk grading system
• ✅ Statistical filtering
### Market Analysis
**Both versions include:**
• Order Flow Analysis
**SQV Full adds:**
• ✅ Market Manipulation Detection
• ✅ Multi-Timeframe Validation
• ✅ Enhanced Momentum Analysis
• ✅ Full Auto Mode Market Regime Adaptation
---
## Upgrade to SQV Full Version
### Enhanced Capabilities in Full Version
The complete SQV system extends validation capabilities with advanced components:
#### 🎯 **Performance Analytics Component**
• Real-time Sharpe Ratio calculation
• Win rate tracking with confidence intervals
• Risk-adjusted performance metrics
• Adaptive threshold adjustments
#### ⚡ **Impulse Detection with Trap Analysis**
• Advanced momentum surge detection
• Market manipulation identification
• False breakout filtering
• Volume/price divergence analysis
#### 📊 **Multi-Timeframe Confluence**
• Three-timeframe trend alignment
• Higher timeframe confirmation requirements
• Confluence strength scoring
• Directional bias validation
#### 🎰 **Dynamic Position Sizing**
• Automatic position multipliers based on signal quality
• Grade A+ signals (90+) = Maximum multiplier
• Grade A signals (80-89) = Scaled multiplier
• Grade B signals (65-79) = Base position size
• Risk-adjusted position management
• Sharpe-influenced adjustments
#### 🔄 **Auto Mode**
• Market-adaptive parameter optimization
• Dynamic weight redistribution
• Volatility-based threshold adjustments
• Self-calibrating component settings
#### 📈 **Volume Profile Integration**
• Point of Control (POC) identification
• Value Area analysis (VAH/VAL)
• Profile-based support/resistance
• Volume distribution visualization
#### 🛡️ **Recovery Mode**
• Drawdown detection and adaptation
• Conservative validation during recovery
• Gradual threshold normalization
• Performance-based re-engagement
#### 📊 **Extended Visualizations**
• Multiple dashboard layouts
• Component breakdown displays
• Performance statistics panels
• Risk grade assessments
### Why Upgrade?
While SQV Lite provides robust signal validation, the Full Version transforms your trading with:
• **Automated risk management** through dynamic sizing
• **Superior signal filtering** via Impulse and MTF components
• **Performance optimization** with real-time analytics
• **Market adaptation** through Auto Mode
• **Additional dashboard layouts** for complete market insight
---
## 💰 SQV Full Version Pricing
### Monthly Subscription: $29/month
Get instant access to the complete Signal Quality Validator system with all premium features:
✅ All 7 additional advanced components
✅ Automatic position sizing optimization
✅ Performance analytics & Sharpe tracking
✅ Impulse detection with trap analysis
✅ Multi-timeframe confluence validation
✅ Auto Mode with self-optimization
✅ Recovery mode for drawdown management
✅ 4 dashboard layouts
✅ Priority support
### 📩 How to Subscribe
To get access to SQV Full Version:
1. **Send me a DM** on TradingView
2. **Include your TradingView username/ID** in the message
3. Receive payment instructions and access upon confirmation
*Your TradingView ID is required to grant access to the private indicator.*
### 🔧 Custom Integration Services
**Need direct integration into your Pine Script strategy?**
For traders requiring seamless library-based integration without external signal limitations:
• Full backtesting on complete price history
• Zero signal delay
• Custom parameter optimization
• Private library implementation
**📩 DM me for custom integration pricing and details**
---
## Support and Updates
SQV Lite receives regular maintenance updates. For technical questions or feature requests, please reach out through TradingView's messaging system.
## Disclaimer
Signal Quality Validator provides technical analysis assistance only. All trading decisions remain the sole responsibility of the user. Past performance does not guarantee future results. Trade responsibly and within your risk tolerance.
📊 52-Week Price % Distance (Advanced Table)This TradingView Pine Script displays a compact, informative table showing how far the current price is from the 52-week high and low, expressed as percentages.
Directional Market Efficiency [QuantAlgo]🟢 Overview
The Directional Market Efficiency indicator is an advanced trend analysis tool that measures how efficiently price moves in a given direction relative to the total price movement over a specified period. Unlike traditional momentum oscillators that only measure price change magnitude, this indicator combines efficiency measurement with directional bias to provide a comprehensive view of market behavior ranging from -1 (perfectly efficient downward movement) to +1 (perfectly efficient upward movement).
The indicator transforms the classic Efficiency Ratio concept by incorporating directional bias, creating a normalized oscillator that simultaneously reveals trend strength, direction, and market regime (trending vs. ranging). This dual-purpose functionality helps traders and investors identify high-probability trend continuation opportunities while filtering out choppy, inefficient price movements that often lead to false signals and whipsaws.
🟢 How It Works
The indicator employs a sophisticated two-step calculation process that first measures pure efficiency, then applies directional weighting to create the final signal. The efficiency calculation compares the absolute net price change over a lookback period to the sum of all individual bar-to-bar price movements during that same period. This ratio reveals how much of the total price movement contributed to actual progress in a specific direction.
The directional component applies the mathematical sign of the net price change (positive for upward movement, negative for downward movement) to the efficiency ratio, creating values between -1 and +1. The resulting Directional Efficiency is then smoothed using an Exponential Moving Average to reduce noise while maintaining responsiveness. Additionally, the system incorporates a configurable threshold level that distinguishes between trending markets (high efficiency) and ranging markets (low efficiency), enabling regime-based analysis and strategy adaptation.
🟢 How to Use
1. Signal Interpretation and Market Regime Analysis
Positive Territory (Above Zero): Indicates efficient upward price movement with bullish directional bias and favorable conditions for long positions
Negative Territory (Below Zero): Signals efficient downward price movement with bearish directional bias and favorable conditions for short positions
High Absolute Values (±0.4 to ±1.0): Represent highly efficient trending conditions with strong directional conviction and reduced noise
Low Absolute Values (±0.1 to ±0.3): Suggest ranging or consolidating markets with inefficient price movement and increased whipsaw risk
Zero Line Crosses: Mark critical directional shifts and provide primary entry/exit signals for trend-following strategies
2. Threshold-Based Market Regime Classification
Above Threshold (Trending Markets): When efficiency exceeds the threshold level, markets are classified as trending, favoring momentum strategies
Below Threshold (Ranging Markets): When efficiency falls below the threshold, markets are classified as ranging, favoring mean reversion approaches
3. Preset Configurations for Different Trading Styles
Default
Universally applicable configuration optimized for medium-term analysis across multiple timeframes and asset classes, providing balanced sensitivity and noise filtering.
Scalping
Highly responsive setup for ultra-short-term trades with increased sensitivity to quick efficiency changes. Best suited for 1-15 minute charts and rapid-fire trading approaches.
Swing Trading
Designed for multi-day position holding with enhanced noise filtering and focus on sustained efficiency trends. Optimal for 1-4 hour and daily timeframe analysis.
🟢 Pro Tips for Trading and Investing
→ Trend Continuation Filter: Enter long positions when Directional Efficiency crosses above zero in trending markets (above threshold) and short positions when crossing below zero, ensuring alignment with efficient price movement.
→ Range Trading Optimization: In ranging markets (below threshold), take profits on extreme readings and enter mean reversion trades when efficiency approaches zero from either direction.
→ Multi-Timeframe Confluence: Combine higher timeframe trend direction with lower timeframe efficiency signals for optimal entry timing.
→ Risk Management Enhancement: Reduce position sizes or avoid new entries when efficiency readings are weak (near zero), as these conditions indicate higher probability of choppy, unpredictable price movement.
→ Signal Strength Assessment: Prioritize trades with high absolute efficiency values (±0.4 or higher) as these represent the most reliable directional moves with reduced likelihood of immediate reversal.
→ Regime Transition Trading: Watch for efficiency threshold breaks combined with directional changes as these often mark significant trend initiation or termination points requiring strategic position adjustments.
→ Alert Integration: Utilize the built-in alert system for real time notifications of zero-line crosses, threshold breaks, and regime changes to maintain constant market awareness without continuous chart monitoring.
10kaDum by NAVHere's a comprehensive description for publishing your "10kaDum by NAV" script on TradingView:
---
# 🎯 10kaDum by NAV - Advanced SMA Alignment Trading System
**A comprehensive trading strategy that combines SMA alignment signals with intelligent dip-buying and automated profit-taking mechanisms.**
## 📊 Strategy Overview
The 10kaDum system identifies optimal entry and exit points using Simple Moving Average (SMA) alignment patterns, while providing additional opportunities through systematic dip buying and profit taking.
### Core Signals:
🟢 **MAIN BUY**: Triggers when Close < SMA20 < SMA50 < SMA200 (bearish alignment - potential reversal)
🟡 **10kaDum BUY**: Secondary buy signal when price drops 10% after main buy (dollar-cost averaging)
🟠 **10kaDum SELL**: Exit signal when price rises 10% from 10kaDum buy (quick profit taking)
🔴 **MAIN SELL**: Exit signal when Close > SMA20 > SMA50 > SMA200 (bullish alignment - trend reversal)
## 🔥 Key Features
### Smart Signal Management
- **One-time signals**: Each signal triggers only once until the opposite condition occurs
- **No signal spam**: Clean, actionable entries without repetitive alerts
- **Cycle-based logic**: Complete trading cycles from entry to exit
### Performance Analytics
- **Real-time statistics table** with configurable position and styling
- **Closed Trades**: Total number of completed 10kaDum cycles
- **Average Days**: Mean holding period for 10kaDum positions
- **Minimum Days**: Fastest trade completion time
- **Min Days Date**: When the fastest trade occurred
### Advanced Label System
- **Performance metrics**: Days held, gain percentage, and CAGR on exit signals
- **Calendar days calculation**: Accurate time-based performance (not just bars)
- **Anti-overlap positioning**: Smart label placement to avoid chart clutter
- **Fully customizable**: Colors, sizes, and text styling
### Professional Customization
- **Label colors**: Separate color controls for each signal type
- **Table styling**: Full control over fonts, colors, and positioning
- **Position controls**: Precise offset adjustments for optimal visibility
- **Alert system**: Built-in alerts for all signal types
## 📈 Trading Logic
**Entry Strategy:**
1. Wait for bearish SMA alignment (potential bottom)
2. Enter initial position on MAIN BUY
3. Add to position on 10% dips (10kaDum BUY)
**Exit Strategy:**
1. Take quick profits on 10kaDum positions (+10% gain)
2. Hold main position until bullish SMA alignment
3. Full exit on MAIN SELL signal
## 🎨 Visual Elements
- **SMA Lines**: 20, 50, and 200-period moving averages
- **Colored Labels**: Distinct visual signals for each action
- **Statistics Table**: Live performance tracking
- **Clean Design**: Minimal chart clutter with maximum information
## ⚡ Best Practices
- Use on daily or higher timeframes for best results
- Combine with volume analysis for confirmation
- Monitor the statistics table for strategy performance
- Adjust position sizes based on signal type
- Set alerts for hands-free trading
## 🔧 Customization Options
- **9 table positions** (top, middle, bottom × left, center, right)
- **5 font sizes** (tiny to huge)
- **Full color customization** for all elements
- **Adjustable label spacing** for different chart scales
- **Toggle statistics display** on/off
---
**Disclaimer**: This indicator is for educational purposes. Past performance doesn't guarantee future results. Always practice proper risk management and consider your financial situation before trading.
**Created by**: NAV
**Version**: 1.0
**Category**: Strategy / Trend Analysis
---
This description highlights the key features, provides clear usage instructions, and maintains a professional tone suitable for TradingView's marketplace.
R&B ATR FILTERThis indicator analyzes market volatility and trend direction using a custom ATR-based formula. It displays a table showing the slope status and average values, helping traders identify potential market conditions. The output is visually clear, with color-coded signals for easy interpretation, designed for private use.