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Algorithm Predator - ML-liteAlgorithm Predator - ML-lite This indicator combines four specialized trading agents with an adaptive multi-armed bandit selection system to identify high-probability trade setups. It is designed for swing and intraday traders who want systematic signal generation based on institutional order flow patterns , momentum exhaustion , liquidity dynamics , and statistical mean reversion . Core Architecture Why These Components Are Combined: The script addresses a fundamental challenge in algorithmic trading: no single detection method works consistently across all market conditions. By deploying four independent agents and using reinforcement learning algorithms to select or blend their outputs, the system adapts to changing market regimes without manual intervention. The Four Trading Agents 1. Spoofing Detector Agent 🎭 Detects iceberg orders through persistent volume at similar price levels over 5 bars Identifies spoofing patterns via asymmetric wick analysis (wicks exceeding 60% of bar range with volume >1.8× average) Monitors order clustering using simplified Hawkes process intensity tracking (exponential decay model) Signal Logic: Contrarian—fades false breakouts caused by institutional manipulation Best Markets: Consolidations, institutional trading windows, low-liquidity hours 2. Exhaustion Detector Agent ⚡ Calculates RSI divergence between price movement and momentum indicator over 5-bar window Detects VWAP exhaustion (price at 2σ bands with declining volume) Uses VPIN reversals (volume-based toxic flow dissipation) to identify momentum failure Signal Logic: Counter-trend—enters when momentum extreme shows weakness Best Markets: Trending markets reaching climax points, over-extended moves 3. Liquidity Void Detector Agent 💧 Measures Bollinger Band squeeze (width <60% of 50-period average) Identifies stop hunts via 20-bar high/low penetration with immediate reversal and volume spike Detects hidden liquidity absorption (volume >2× average with range <0.3× ATR) Signal Logic: Breakout anticipation—enters after liquidity grab but before main move Best Markets: Range-bound pre-breakout, volatility compression zones 4. Mean Reversion Agent 📊 Calculates price z-scores relative to 50-period SMA and standard deviation (triggers at ±2σ) Implements Ornstein-Uhlenbeck process scoring (mean-reverting stochastic model) Uses entropy analysis to detect algorithmic trading patterns (low entropy <0.25 = high predictability) Signal Logic: Statistical reversion—enters when price deviates significantly from statistical equilibrium Best Markets: Range-bound, low-volatility, algorithmically-dominated instruments Adaptive Selection: Multi-Armed Bandit System The script implements four reinforcement learning algorithms to dynamically select or blend agents based on performance: Thompson Sampling (Default - Recommended): Uses Bayesian inference with beta distributions (tracks alpha/beta parameters per agent) Balances exploration (trying underused agents) vs. exploitation (using proven winners) Each agent's win/loss history informs its selection probability Lite Approximation: Uses pseudo-random sampling from price/volume noise instead of true random number generation UCB1 (Upper Confidence Bound): Calculates confidence intervals using: average_reward + sqrt(2 × ln(total_pulls) / agent_pulls) Deterministic algorithm favoring agents with high uncertainty (potential upside) More conservative than Thompson Sampling Epsilon-Greedy: Exploits best-performing agent (1-ε)% of the time Explores randomly ε% of the time (default 10%, configurable 1-50%) Simple, transparent, easily tuned via epsilon parameter Gradient Bandit: Uses softmax probability distribution over agent preference weights Updates weights via gradient ascent based on rewards Best for Blend mode where all agents contribute Selection Modes: Switch Mode: Uses only the selected agent's signal (clean, decisive) Blend Mode: Combines all agents using exponentially weighted confidence scores controlled by temperature parameter (smooth, diversified) Lock Agent Feature: Optional manual override to force one specific agent Useful after identifying which agent dominates your specific instrument Only applies in Switch mode Four choices: Spoofing Detector, Exhaustion Detector, Liquidity Void, Mean Reversion Memory System Dual-Layer Architecture: Short-Term Memory: Stores last 20 trade outcomes per agent (configurable 10-50) Long-Term Memory: Stores episode averages when short-term reaches transfer threshold (configurable 5-20 bars) Memory Boost Mechanism: Recent performance modulates agent scores by up to ±20% Episode Transfer: When an agent accumulates sufficient results, averages are condensed into long-term storage Persistence: Manual restoration of learned parameters via input fields (alpha, beta, weights, microstructure thresholds) How Memory Works: Agent generates signal → outcome tracked after 8 bars (performance horizon) Result stored in short-term memory (win = 1.0, loss = 0.0) Short-term average influences agent's future scores (positive feedback loop) After threshold met (default 10 results), episode averaged into long-term storage Long-term patterns (weighted 30%) + short-term patterns (weighted 70%) = total memory boost Market Microstructure Analysis These advanced metrics quantify institutional order flow dynamics: Order Flow Toxicity (Simplified VPIN): Measures buy/sell volume imbalance over 20 bars: |buy_vol - sell_vol| / (buy_vol + sell_vol) Detects informed trading activity (institutional players with non-public information) Values >0.4 indicate "toxic flow" (informed traders active) Lite Approximation: Uses simple open/close heuristic instead of tick-by-tick trade classification Price Impact Analysis (Simplified Kyle's Lambda): Measures market impact efficiency: |price_change_10| / sqrt(volume_sum_10) Low values = large orders with minimal price impact ( stealth accumulation ) High values = retail-dominated moves with high slippage Lite Approximation: Uses simplified denominator instead of regression-based signed order flow Market Randomness (Entropy Analysis): Counts unique price changes over 20 bars / 20 Measures market predictability High entropy (>0.6) = human-driven, chaotic price action Low entropy (<0.25) = algorithmic trading dominance (predictable patterns) Lite Approximation: Simple ratio instead of true Shannon entropy H(X) = -Σ p(x)·log₂(p(x)) Order Clustering (Simplified Hawkes Process): Tracks self-exciting event intensity (coordinated order activity) Decays at 0.9× per bar, spikes +1.0 when volume >1.5× average High intensity (>0.7) indicates clustering (potential spoofing/accumulation) Lite Approximation: Simple exponential decay instead of full λ(t) = μ + Σ α·exp(-β(t-tᵢ)) with MLE Signal Generation Process Multi-Stage Validation: Stage 1: Agent Scoring Each agent calculates internal score based on its detection criteria Scores must exceed agent-specific threshold (adjusted by sensitivity multiplier) Agent outputs: Signal direction (+1/-1/0) and Confidence level (0.0-1.0) Stage 2: Memory Boost Agent scores multiplied by memory boost factor (0.8-1.2 based on recent performance) Successful agents get amplified, failing agents get dampened Stage 3: Bandit Selection/Blending If Adaptive Mode ON: Switch: Bandit selects single best agent, uses only its signal Blend: All agents combined using softmax-weighted confidence scores If Adaptive Mode OFF: Traditional consensus voting with confidence-squared weighting Signal fires when consensus exceeds threshold (default 70%) Stage 4: Confirmation Filter Raw signal must repeat for consecutive bars (default 3, configurable 2-4) Minimum confidence threshold: 0.25 (25%) enforced regardless of mode Trend alignment check: Long signals require trend_score ≥ -2, Short signals require trend_score ≤ 2 Stage 5: Cooldown Enforcement Minimum bars between signals (default 10, configurable 5-15) Prevents over-trading during choppy conditions Stage 6: Performance Tracking After 8 bars (performance horizon), signal outcome evaluated Win = price moved in signal direction, Loss = price moved against Results fed back into memory and bandit statistics Trading Modes (Presets) Pre-configured parameter sets: Conservative: 85% consensus, 4 confirmations, 15-bar cooldown Expected: 60-70% win rate, 3-8 signals/week Best for: Swing trading, capital preservation, beginners Balanced: 70% consensus, 3 confirmations, 10-bar cooldown Expected: 55-65% win rate, 8-15 signals/week Best for: Day trading, most traders, general use Aggressive: 60% consensus, 2 confirmations, 5-bar cooldown Expected: 50-58% win rate, 15-30 signals/week Best for: Scalping, high-frequency trading, active management Elite: 75% consensus, 3 confirmations, 12-bar cooldown Expected: 58-68% win rate, 5-12 signals/week Best for: Selective trading, high-conviction setups Adaptive: 65% consensus, 2 confirmations, 8-bar cooldown Expected: Varies based on learning Best for: Experienced users leveraging bandit system How to Use 1. Initial Setup (5 Minutes): Select Trading Mode matching your style (start with Balanced) Enable Adaptive Learning (recommended for automatic agent selection) Choose Thompson Sampling algorithm (best all-around performance) Keep Microstructure Metrics enabled for liquid instruments (>100k daily volume) 2. Agent Tuning (Optional): Adjust Agent Sensitivity multipliers (0.5-2.0): <0.8 = Highly selective (fewer signals, higher quality) 0.9-1.2 = Balanced (recommended starting point) 1.3 = Aggressive (more signals, lower individual quality) Monitor dashboard for 20-30 signals to identify dominant agent If one agent consistently outperforms, consider using Lock Agent feature 3. Bandit Configuration (Advanced): Blend Temperature (0.1-2.0): 0.3 = Sharp decisions (best agent dominates) 0.5 = Balanced (default) 1.0+ = Smooth (equal weighting, democratic) Memory Decay (0.8-0.99): 0.90 = Fast adaptation (volatile markets) 0.95 = Balanced (most instruments) 0.97+ = Long memory (stable trends) 4. Signal Interpretation: Green triangle (▲): Long signal confirmed Red triangle (▼): Short signal confirmed Dashboard shows: Active agent (highlighted row with ► marker) Win rate per agent (green >60%, yellow 40-60%, red <40%) Confidence bars (█████ = maximum confidence) Memory size (short-term buffer count) Colored zones display: Entry level (current close) Stop-loss (1.5× ATR) Take-profit 1 (2.0× ATR) Take-profit 2 (3.5× ATR) 5. Risk Management: Never risk >1-2% per signal (use ATR-based stops) Signals are entry triggers, not complete strategies Combine with your own market context analysis Consider fundamental catalysts and news events Use "Confirming" status to prepare entries (not to enter early) 6. Memory Persistence (Optional): After 50-100 trades, check Memory Export Panel Record displayed alpha/beta/weight values for each agent Record VPIN and Kyle threshold values Enable "Restore From Memory" and input saved values to continue learning Useful when switching timeframes or restarting indicator Visual Components On-Chart Elements: Spectral Layers: EMA8 ± 0.5 ATR bands (dynamic support/resistance, colored by trend) Energy Radiance: Multi-layer glow boxes at signal points (intensity scales with confidence, configurable 1-5 layers) Probability Cones: Projected price paths with uncertainty wedges (15-bar projection, width = confidence × ATR) Connection Lines: Links sequential signals (solid = same direction continuation, dotted = reversal) Kill Zones: Risk/reward boxes showing entry, stop-loss, and dual take-profit targets Signal Markers: Triangle up/down at validated entry points Dashboard (Configurable Position & Size): Regime Indicator: 4-level trend classification (Strong Bull/Bear, Weak Bull/Bear) Mode Status: Shows active system (Adaptive Blend, Locked Agent, or Consensus) Agent Performance Table: Real-time win%, confidence, and memory stats Order Flow Metrics: Toxicity and impact indicators (when microstructure enabled) Signal Status: Current state (Long/Short/Confirming/Waiting) with confirmation progress Memory Panel (Configurable Position & Size): Live Parameter Export: Alpha, beta, and weight values per agent Adaptive Thresholds: Current VPIN sensitivity and Kyle threshold Save Reminder: Visual indicator if parameters should be recorded What Makes This Original This script's originality lies in three key innovations: 1. Genuine Meta-Learning Framework: Unlike traditional indicator mashups that simply display multiple signals, this implements authentic reinforcement learning (multi-armed bandits) to learn which detection method works best in current conditions. The Thompson Sampling implementation with beta distribution tracking (alpha for successes, beta for failures) is statistically rigorous and adapts continuously. This is not post-hoc optimization—it's real-time learning. 2. Episodic Memory Architecture with Transfer Learning: The dual-layer memory system mimics human learning patterns: Short-term memory captures recent performance (recency bias) Long-term memory preserves historical patterns (experience) Automatic transfer mechanism consolidates knowledge Memory boost creates positive feedback loops (successful strategies become stronger) This architecture allows the system to adapt without retraining , unlike static ML models that require batch updates. 3. Institutional Microstructure Integration: Combines retail-focused technical analysis (RSI, Bollinger Bands, VWAP) with institutional-grade microstructure metrics (VPIN, Kyle's Lambda, Hawkes processes) typically found in academic finance literature and professional trading systems, not standard retail platforms. While simplified for Pine Script constraints, these metrics provide insight into informed vs. uninformed trading , a dimension entirely absent from traditional technical analysis. Mashup Justification: The four agents are combined specifically for risk diversification across failure modes: Spoofing Detector: Prevents false breakout losses from manipulation Exhaustion Detector: Prevents chasing extended trends into reversals Liquidity Void: Exploits volatility compression (different regime than trending) Mean Reversion: Provides mathematical anchoring when patterns fail The bandit system ensures the optimal tool is automatically selected for each market situation, rather than requiring manual interpretation of conflicting signals. Why "ML-lite"? Simplifications and Approximations This is the "lite" version due to necessary simplifications for Pine Script execution: 1. Simplified VPIN Calculation: Academic Implementation: True VPIN uses volume bucketing (fixed-volume bars) and tick-by-tick buy/sell classification via Lee-Ready algorithm or exchange-provided trade direction flags This Implementation: 20-bar rolling window with simple open/close heuristic (close > open = buy volume) Impact: May misclassify volume during ranging/choppy markets; works best in directional moves 2. Pseudo-Random Sampling: Academic Implementation: Thompson Sampling requires true random number generation from beta distributions using inverse transform sampling or acceptance-rejection methods This Implementation: Deterministic pseudo-randomness derived from price and volume decimal digits: (close × 100 - floor(close × 100)) + (volume % 100) / 100 Impact: Not cryptographically random; may have subtle biases in specific price ranges; provides sufficient variation for agent selection 3. Hawkes Process Approximation: Academic Implementation: Full Hawkes process uses maximum likelihood estimation with exponential kernels: λ(t) = μ + Σ α·exp(-β(t-tᵢ)) fitted via iterative optimization This Implementation: Simple exponential decay (0.9 multiplier) with binary event triggers (volume spike = event) Impact: Captures self-exciting property but lacks parameter optimization; fixed decay rate may not suit all instruments 4. Kyle's Lambda Simplification: Academic Implementation: Estimated via regression of price impact on signed order flow over multiple time intervals: Δp = λ × Δv + ε This Implementation: Simplified ratio: price_change / sqrt(volume_sum) without proper signed order flow or regression Impact: Provides directional indicator of impact but not true market depth measurement; no statistical confidence intervals 5. Entropy Calculation: Academic Implementation: True Shannon entropy requires probability distribution: H(X) = -Σ p(x)·log₂(p(x)) where p(x) is probability of each price change magnitude This Implementation: Simple ratio of unique price changes to total observations (variety measure) Impact: Measures diversity but not true information entropy with probability weighting; less sensitive to distribution shape 6. Memory System Constraints: Full ML Implementation: Neural networks with backpropagation, experience replay buffers (storing state-action-reward tuples), gradient descent optimization, and eligibility traces This Implementation: Fixed-size array queues with simple averaging; no gradient-based learning, no state representation beyond raw scores Impact: Cannot learn complex non-linear patterns; limited to linear performance tracking 7. Limited Feature Engineering: Advanced Implementation: Dozens of engineered features, polynomial interactions (x², x³), dimensionality reduction (PCA, autoencoders), feature selection algorithms This Implementation: Raw agent scores and basic market metrics (RSI, ATR, volume ratio); minimal transformation Impact: May miss subtle cross-feature interactions; relies on agent-level intelligence rather than feature combinations 8. Single-Instrument Data: Full Implementation: Multi-asset correlation analysis (sector ETFs, currency pairs, volatility indices like VIX), lead-lag relationships, risk-on/risk-off regimes This Implementation: Only OHLCV data from displayed instrument Impact: Cannot incorporate broader market context; vulnerable to correlated moves across assets 9. Fixed Performance Horizon: Full Implementation: Adaptive horizon based on trade duration, volatility regime, or profit target achievement This Implementation: Fixed 8-bar evaluation window Impact: May evaluate too early in slow markets or too late in fast markets; one-size-fits-all approach Performance Impact Summary: These simplifications make the script: ✅ Faster: Executes in milliseconds vs. seconds (or minutes) for full academic implementations ✅ More Accessible: Runs on any TradingView plan without external data feeds, APIs, or compute servers ✅ More Transparent: All calculations visible in Pine Script (no black-box compiled models) ✅ Lower Resource Usage: <500 bars lookback, minimal memory footprint ⚠️ Less Precise: Approximations may reduce statistical edge by 5-15% vs. academic implementations ⚠️ Limited Scope: Cannot capture tick-level dynamics, multi-order-book interactions, or cross-asset flows ⚠️ Fixed Parameters: Some thresholds hardcoded rather than dynamically optimized When to Upgrade to Full Implementation: Consider professional Python/C++ versions with institutional data feeds if: Trading with >$100K capital where precision differences materially impact returns Operating in microsecond-competitive environments (HFT, market making) Requiring regulatory-grade audit trails and reproducibility Backtesting with tick-level precision for strategy validation Need true real-time adaptation with neural network-based learning For retail swing/day trading and position management, these approximations provide sufficient signal quality while maintaining usability, transparency, and accessibility. The core logic—multi-agent detection with adaptive selection—remains intact. Technical Notes All calculations use standard Pine Script built-in functions ( ta.ema, ta.atr, ta.rsi, ta.bb, ta.sma, ta.stdev, ta.vwap ) VPIN and Kyle's Lambda use simplified formulas optimized for OHLCV data (see "Lite" section above) Thompson Sampling uses pseudo-random noise from price/volume decimal digits for beta distribution sampling No repainting: All calculations use confirmed bar data (no forward-looking) Maximum lookback: 500 bars (set via max_bars_back parameter) Performance evaluation: 8-bar forward-looking window for reward calculation (clearly disclosed) Confidence threshold: Minimum 0.25 (25%) enforced on all signals Memory arrays: Dynamic sizing with FIFO queue management Limitations and Disclaimers Not Predictive: This indicator identifies patterns in historical data. It cannot predict future price movements with certainty. Requires Human Judgment: Signals are entry triggers, not complete trading strategies. Must be confirmed with your own analysis, risk management rules, and market context. Learning Period Required: The adaptive system requires 50-100 bars minimum to build statistically meaningful performance data for bandit algorithms. Overfitting Risk: Restoring memory parameters from one market regime to a drastically different regime (e.g., low volatility to high volatility) may cause poor initial performance until system re-adapts. Approximation Limitations: Simplified calculations (see "Lite" section) may underperform academic implementations by 5-15% in highly efficient markets. No Guarantee of Profit: Past performance, whether backtested or live-traded, does not guarantee future performance. All trading involves risk of loss. Forward-Looking Bias: Performance evaluation uses 8-bar forward window—this creates slight look-ahead for learning (though not for signals). Real-time performance may differ from indicator's internal statistics. Single-Instrument Limitation: Does not account for correlations with related assets or broader market regime changes. Recommended Settings Timeframe: 15-minute to 4-hour charts (sufficient volatility for ATR-based stops; adequate bar volume for learning) Assets: Liquid instruments with >100k daily volume (forex majors, large-cap stocks, BTC/ETH, major indices) Not Recommended: Illiquid small-caps, penny stocks, low-volume altcoins (microstructure metrics unreliable) Complementary Tools: Volume profile, order book depth, market breadth indicators, fundamental catalysts Position Sizing: Risk no more than 1-2% of capital per signal using ATR-based stop-loss Signal Filtering: Consider external confluence (support/resistance, trendlines, round numbers, session opens) Start With: Balanced mode, Thompson Sampling, Blend mode, default agent sensitivities (1.0) After 30+ Signals: Review agent win rates, consider increasing sensitivity of top performers or locking to dominant agent Alert Configuration The script includes built-in alert conditions: Long Signal: Fires when validated long entry confirmed Short Signal: Fires when validated short entry confirmed Alerts fire once per bar (after confirmation requirements met) Set alert to "Once Per Bar Close" for reliability Taking you to school. — Dskyz, Trade with insight. Trade with anticipation.
Indicador Pine Script®
por DskyzInvestments
9
Market Profile Dominance Analyzer# Market Profile Dominance Analyzer ## 📊 OVERVIEW **Market Profile Dominance Analyzer** is an advanced multi-factor indicator that combines Market Profile methodology with composite dominance scoring to identify buyer and seller strength across higher timeframes. Unlike traditional volume profile indicators that only show volume distribution, or simple buyer/seller indicators that only compare candle colors, this script integrates six distinct analytical components into a unified dominance measurement system. This indicator helps traders understand **WHO controls the market** by analyzing price position relative to Market Profile key levels (POC, Value Area) combined with volume distribution, momentum, and trend characteristics. ## 🎯 WHAT MAKES THIS ORIGINAL ### **Hybrid Analytical Approach** This indicator uniquely combines two separate methodologies that are typically analyzed independently: 1. **Market Profile Analysis** - Calculates Point of Control (POC) and Value Area (VA) using volume distribution across price channels on higher timeframes 2. **Multi-Factor Dominance Scoring** - Weights six independent factors to produce a composite dominance index ### **Six-Factor Composite Analysis** The dominance score integrates: - Price position relative to POC (equilibrium assessment) - Price position relative to Value Area boundaries (acceptance/rejection zones) - Volume imbalance within Value Area (institutional bias detection) - Price momentum (directional strength) - Volume trend comparison (participation analysis) - Normalized Value Area position (precise location within fair value zone) ### **Adaptive Higher Timeframe Integration** The script features an intelligent auto-selection system that automatically chooses appropriate higher timeframes based on the current chart period, ensuring optimal Market Profile structure regardless of the trading timeframe being analyzed. ## 💡 HOW IT WORKS ### **Market Profile Construction** The indicator builds a Market Profile structure on a higher timeframe by: 1. **Session Identification** - Detects new higher timeframe sessions using `request.security()` to ensure accurate period boundaries 2. **Data Accumulation** - Stores high, low, and volume data for all bars within the current higher timeframe session 3. **Channel Distribution** - Divides the session's price range into configurable channels (default: 20 rows) 4. **Volume Mapping** - Distributes each bar's volume proportionally across all price channels it touched ### **Key Level Calculation** **Point of Control (POC)** - Identifies the price channel with the highest accumulated volume - Represents the price level where the most trading activity occurred - Serves as a magnetic level where price often returns **Value Area (VA)** - Starts at POC and expands both upward and downward - Includes channels until reaching the specified percentage of total volume (default: 70%) - Expansion algorithm compares adjacent volumes and prioritizes the direction with higher activity - Defines the "fair value" zone where most market participants agreed to trade ### **Dominance Score Formula** ``` Dominance Score = (price_vs_poc × 10) + (price_vs_va × 5) + (volume_imbalance × 0.5) + (price_momentum × 100) + (volume_trend × 5) + (va_position × 15) ``` **Component Breakdown:** - **price_vs_poc**: +1 if above POC, -1 if below (shows which side of equilibrium) - **price_vs_va**: +2 if above VAH, -2 if below VAL, 0 if inside VA - **volume_imbalance**: Percentage difference between upper and lower VA volumes - **price_momentum**: 5-period SMA of price change (directional acceleration) - **volume_trend**: Compares 5-period vs 20-period volume averages - **va_position**: Normalized position within Value Area (-1 to +1) The composite score is then smoothed using EMA with configurable sensitivity to reduce noise while maintaining responsiveness. ### **Market State Determination** - **BUYERS Dominant**: Smooth dominance > +10 (bullish control) - **SELLERS Dominant**: Smooth dominance < -10 (bearish control) - **NEUTRAL**: Between -10 and +10 (balanced market) ## 📈 HOW TO USE THIS INDICATOR ### **Trend Identification** - **Green background** indicates buyers are in control - look for long opportunities - **Red background** indicates sellers are in control - look for short opportunities - **Gray background** indicates neutral market - consider range-bound strategies ### **Signal Interpretation** **Buy Signals** (green triangle) appear when: - Dominance crosses above -10 from oversold conditions - Previous state was not already bullish - Suggests shift from seller to buyer control **Sell Signals** (red triangle) appear when: - Dominance crosses below +10 from overbought conditions - Previous state was not already bearish - Suggests shift from buyer to seller control ### **Value Area Context** Monitor the information table (top-right) to understand market structure: - **Price vs POC**: Shows if trading above/below equilibrium - **Volume Imbalance**: Positive values favor buyers, negative favors sellers - **Market State**: Current dominant force (BUYERS/SELLERS/NEUTRAL) ### **Multi-Timeframe Strategy** The auto-timeframe feature analyzes higher timeframe structure: - On 1-minute charts → analyzes 2-hour structure - On 5-minute charts → analyzes Daily structure - On 15-minute charts → analyzes Weekly structure - On Daily charts → analyzes Yearly structure This higher timeframe context helps avoid counter-trend trades against the dominant force. ### **Confluence Trading** Strongest signals occur when multiple factors align: 1. Price above VAH + positive volume imbalance + buyers dominant = Strong bullish setup 2. Price below VAL + negative volume imbalance + sellers dominant = Strong bearish setup 3. Price at POC + neutral state = Potential breakout/breakdown pivot ## ⚙️ INPUT PARAMETERS - **Higher Time Frame**: Select specific HTF or use 'Auto' for intelligent selection - **Value Area %**: Percentage of volume contained in VA (default: 70%) - **Show Buy/Sell Signals**: Toggle signal triangles visibility - **Show Dominance Histogram**: Toggle histogram display - **Signal Sensitivity**: EMA period for dominance smoothing (1-20, default: 5) - **Number of Channels**: Market Profile resolution (10-50, default: 20) - **Color Settings**: Customize buyer, seller, and neutral colors ## 🎨 VISUAL ELEMENTS - **Histogram**: Shows smoothed dominance score (green = buyers, red = sellers) - **Zero Line**: Neutral equilibrium reference - **Overbought/Oversold Lines**: ±50 levels marking extreme dominance - **Background Color**: Highlights current market state - **Information Table**: Displays key metrics (state, dominance, POC relationship, volume imbalance, timeframe, bars in session, total volume) - **Signal Shapes**: Triangle markers for buy/sell signals ## 🔔 ALERTS The indicator includes three alert conditions: 1. **Buyers Dominate** - Fires on buy signal crossovers 2. **Sellers Dominate** - Fires on sell signal crossovers 3. **Dominance Shift** - Fires when dominance crosses zero line ## 📊 BEST PRACTICES ### **Timeframe Selection** - **Scalping (1-5min)**: Focus on 2H-4H dominance shifts - **Day Trading (15-60min)**: Monitor Daily and Weekly structure - **Swing Trading (4H-Daily)**: Track Weekly and Monthly dominance ### **Confirmation Strategies** 1. **Trend Following**: Enter in direction of dominance above/below ±20 2. **Reversal Trading**: Fade extreme readings beyond ±50 when diverging with price 3. **Breakout Trading**: Look for dominance expansion beyond ±30 with increasing volume ### **Risk Management** - Avoid trading during NEUTRAL states (dominance between -10 and +10) - Use POC levels as logical stop-loss placement - Consider VAH/VAL as profit targets for mean reversion ## ⚠️ LIMITATIONS & WARNINGS **Data Requirements** - Requires sufficient historical data on current chart (minimum 100 bars recommended) - Lower timeframes may show fewer bars per HTF session initially - More accurate results after several complete HTF sessions have formed **Not a Standalone System** - This indicator analyzes market structure and participant control - Should be combined with price action, support/resistance, and risk management - Does not guarantee profitable trades - past dominance does not predict future results **Repainting Characteristics** - Higher timeframe levels (POC, VAH, VAL) update as new bars form within the session - Dominance score recalculates with each new bar - Historical signals remain fixed, but current session data is developing **Volume Limitations** - Uses exchange-provided volume data which varies by instrument type - Forex and some CFDs use tick volume (not actual transaction volume) - Most accurate on instruments with reliable volume data (stocks, futures, crypto) ## 🔍 TECHNICAL NOTES **Performance Optimization** - Uses `max_bars_back=5000` for extended historical analysis - Efficient array management prevents memory issues - Automatic cleanup of session data on new period **Calculation Method** - Market Profile uses actual volume distribution, not TPO (Time Price Opportunity) - Value Area expansion follows traditional Market Profile auction theory - All calculations occur on the chart's current symbol and timeframe ## 📚 EDUCATIONAL VALUE This indicator helps traders understand: - How institutional traders use Market Profile to identify fair value - The relationship between price, volume, and market acceptance - Multi-factor analysis techniques for assessing market conditions - The importance of higher timeframe structure in trade planning ## 🎓 RECOMMENDED READING To better understand the concepts behind this indicator: - "Mind Over Markets" by James Dalton (Market Profile foundations) - "Markets in Profile" by James Dalton (Value Area analysis) - Volume Profile analysis in institutional trading ## 💬 USAGE TERMS This indicator is provided as an educational and analytical tool. It does not constitute financial advice, investment recommendations, or trading signals. Users are responsible for their own trading decisions and should conduct their own research and due diligence. Trading involves substantial risk of loss. Past performance does not guarantee future results. Always use proper risk management and never risk more than you can afford to lose.
Indicador Pine Script®
por Smart-Day-Trader
Market Sessions [ApexFX]Unlock a clearer view of the market's 24-hour cycle with the Market Sessions indicator. This tool is designed to be clean, simple, and powerful, helping you track global market activity directly on your chart. Core Features: Four Pre-configured Sessions: Easily track the New York, London, Tokyo, and Sydney sessions. Each session is fully customizable, allowing you to change the name, time, and color. Visual Session Ranges: The indicator automatically draws a colored box (or "range") highlighting the high and low of each active session, with a clear session name label on top. Simple Timezone Control: Forget confusing GMT strings. A single integer input (e.g., -4 for NY, +1 for London) allows you to perfectly align the indicator with your local timezone or the exchange's time. Dynamic Dashboard: Get an at-a-glance summary of all market sessions in a clean dashboard, locked to the top-right of your chart. Live Market Status: The dashboard shows you: Session: The custom name for each market, color-coded to match its range. Status: See which markets are "Active" (green) or "Inactive" (red) in real-time. Trend: A simple trend-following metric (based on a 50-SMA) for active sessions. Volume: A basic volume average check (based on a 50-SMA) to gauge activity. This indicator is perfect for traders who want to identify session overlaps, target specific market volatility, or simply understand the context of price action throughout the global trading day.
Indicador Pine Script®
por ApexFX-Official
[Statistics] killzone SFPSFP Statistics (ICT Sessions) This indicator automatically finds and draws the high and low of the Asia, London, and New York trading sessions. It then hunts for Swing Failure Patterns (SFPs) that sweep these key session levels. The main purpose of this script is to gather statistics on when these high-probability SFPs occur, allowing you to map out and identify the times of day when they are most frequent. How to Use This Indicator Set Your SFP Timeframe: In the settings, choose the timeframe you want to hunt for SFPs on (e.g., 1H, 15m). Important: You must also set your main chart to this exact same timeframe for the statistics to be collected correctly. Define Your Sessions: Go to the "Session Definitions" tab. Set the Global Timezone to your preferred trading timezone (e.g., "America/New_York"). This controls all session times and table times. Adjust the start and end times for Asia, London, and NY AM sessions. You can turn off sessions you don't want to track (like NY Lunch or NY PM). You can also change the colors and text style for the session boxes here. Set Confirmation Bars: In "SFP Engine Settings," the "Confirmation Bars" (default is 2) defines how many bars must close after the SFP bar without invalidating the level. An SFP is only "confirmed" and drawn after this period. 0 = Confirms immediately on the SFP candle's close. 2 = Confirms 2 bars after the SFP candle's close. Read the Statistics: The "Custom SFP Statistics" table will appear on your chart. This table logs every confirmed SFP and tells you: Which time of day they happen most. How many were Bearish (swept a high) vs. Bullish (swept a low). It's set by default to show the "Top 20" most frequent times, sorted chronologically. Filter Your Chart (Optional): If your chart feels cluttered, go to "Visual Time Filter" and turn it ON. Set a time window (e.g., "09:30-11:00"). The indicator will now only draw SFP signals that occurred within that specific time window. This is perfect for focusing on a single killzone. How to Set Up Alerts You can set up server-side alerts to be notified every time a new SFP is confirmed. Check the "Enable SFP Alerts" box at the top of the indicator's settings. Click the "Alert" button (alarm clock icon) on the TradingView toolbar. In the "Condition" dropdown, select "SFP Statistics (ICT Sessions)". In the second dropdown, choose "Any alert() function call". Most Important Step: In the "Message" box, delete any default text and type in this exact placeholder: {{alert_message}} Set the trigger to "Once Per Bar Close". Click "Create". How Alerts Work (Triggers & Filtering) Trigger: Alerts are tied to the confirmed signal. An alert will only fire after your "Confirmation Bars" have passed and the SFP is locked in. This prevents you from getting alerts on fake-outs. Alert Filtering: The alerts are linked to the "Visual Time Filter". If you turn on the Visual Time Filter (e.g., to 09:30-11:00), you will only receive alerts for SFPs that are confirmed within that time window. If an SFP happens at 14:00, the script will ignore it, it will not be drawn, and it will not send you an alert. This allows you to get alerts only for the session you are actively trading. Note: This is a first draft of this indicator. I will continue to work on it and improve it over time, as it may still contain small bugs. Acknowledgements: A big thank you to TFO (tradeforopp). The session detection logic and the visual style for the session boxes were adapted from his excellent "ICT Killzones & Pivots " indicator.
Indicador Pine Script®
por nickbonenkamp
1
Price Z-ScoreThe goal of this Pine Script is to visually represent how much price deviates from its rolling average via the Z-score statistic in TradingView's indicators section. This script first uses a user-definable "lookback" period (the default is 20 bars) to calculate a moving average and standard deviation. Then it displays the price as an amount of standard deviation greater than or less than the moving average. A moving Z-score is plotted along with three reference lines (+2, 0, -2) to indicate areas of unusual extremes statistically; also, it colors the chart green for when price is in the lower half of the Z-score range (oversold) and red for when price is in the upper half of the Z-score range (overbought). These can be used by traders to recognize price has moved out of normal ranges and is due to revert to its mean.
Indicador Pine Script®
por JBr3AK
The Ultimate Smart Money AQP + Reversal + Risk-Reward DashboardKEY FEATURES Add. Analyze. Execute. The Smart Money Way. #AQUNAT_PRICE #AQUNAT_PRICE #AQUNAT_PRICE FeatureBenefit15 Buy + 13 Sell Conditions Institutional-grade signal engine Next Target Prediction Auto-calculates closest pivot level Risk-Reward Ratio (Long/Short)Filters trades ≥ 2.0:1Wick Reversal Detector Bull/Bear Wick, Extreme, Outside, Doji Hot Zone Detection DPZ (Red), GPZ (Green), MTZ Valuation Engine Over/Undervalued vs VPOC, TC, BC Multi-Timeframe Summary Daily, Weekly, Monthly bias Buy/Sell Quant Layers Shows support/resistance clusters Probability Table PP-Tested vs PP-Untested rules Novice Mode Simplified "Yes/No" signals Customizable Levels Show All, Key, or None Alerts Built-InL3/H3, R1/S1, VPOC breaks USE CASES & TRADING STRATEGIES 1. Scalping with Wick + Hot Zone (5M–15M) Rule: Trade only when "Wick Reversal = Yes" + Hot Zone = GPZ text Example: Wick: Yes - Bull Wick Hot Zone: GPZ: VPOC+PP Buy Count: 12/15 → Enter long at pullback to VPOC Target: Next R1 Stop: Below L3 RR: 2.8:1 2. Risk-Reward Filter Trading (15M–1H) Rule: Enter only if RR ≥ 2.0 text Long RR: 2.5 (Green) Short RR: 1.4 (Gray) → Only take longs Entry: Current Open Target: Avg of Buy Targets Stop: Avg of Buy Layers 3. Reversal Trading at L3/H3 Rule: Reversal Signal + Wick + Camarilla = Lower/Higher text Price < L3 Reversal Signal: Bull Reversal Camarilla: Lower Value Wick: Yes - Bull Wick → High-Probability Bottom Reversal 4. Trend Continuation (PP-Untested) Rule: Day Expectation = Bullish Beyond R1 + No Reversal text Price > R1 Expectation: Extended Move No Wick Reversal → Trail stop below PP Target: R2 or H3 5. Multi-Timeframe Confluence Rule: Enter when ≥2 timeframes agree TFBuySellBiasDaily114BullishWeekly103BullishSummaryStrong Buy → Wait for pullback to Buy Layer (S1 or L3) HOW TO READ THE DASHBOARD Column Meaning Timeframe D, W, M Open Price Session open PP, R1, S1, etc . Key levels (highlighted if in Hot Zone) Buy X/15 (≥10 = Strong)Sell X/13 (≥7 = Strong)Wick Reversal "Yes - Bull Wick" = Enter Next Target Closest pivot level Long/Short RR Green = Valid trade Reversal Signal Bull/Bear Reversal at extremes Valuation Over/Undervalued Hot Zone DPZ = Sell, GPZ = Buy Camarilla Higher/Lower Value Day Expectation Momentum direction PROBABILITY TABLE (PP-Tested vs PP-Untested) LevelTouch%Close%PP-TestedPP-UntestedPP63%N/A All rules Trending rulesL173.3%46.6%Fade reversions73.8% close >L1L2↓50%↓70%*Take partials61.9% touchedL3↓25%90.9%*Avoid extremes72.4% touchedL4+Rare80%*High risk77.8% touched *PP-Tested = Price opened inside CPR *PP-Untested = Price opened outside CPR PRO TIPS Best on 5M–1H charts Use with volume profile for VPOC confirmation Set alerts on L3/H3 crossover or RR ≥ 2.5 Novice Mode for beginners (Yes/No only) Hide levels to declutter: Show Levels = Key Combine with A Quant Price Institutional Matrix for macro view IDEAL MARKETS Forex (EURUSD, GBPUSD, USDJPY) Indices (NAS100, SPX500) Crypto (BTC, ETH – set 6–8 decimals) Futures (ES, NQ, CL) SETUP GUIDE Open TradingView Go to Indicators Search: AQuantPrice Dashboard Click Add to Chart Customize: Min Buy = 10, Min Sell = 7 Min RR = 2.0 Show Levels = Key Novice Mode = On (for beginners) AUTHOR © @AQuant_Price Professional Pine Script Developer | 12+ Years in Algo Trading Trusted by 15,000+ traders worldwide. Not financial advice. Trade at your own risk. FINAL TAGLINE "One Dashboard. All Decisions." A Quant Price Dashboard – Small Timeframes ALL IN ONE Your Edge. Live.
Indicador Pine Script®
por Nmn0708
Aquantprice: Institutional Structure MatrixSETUP GUIDE Open TradingView Go to Indicators Search: Aquantprice: Institutional Structure Matrix Click Add to Chart Customize: Min Buy = 10, Min Sell = 7 Show only PP, R1, S1, TC, BC Set Decimals = 5 (Forex) or 8 (Crypto) USE CASES & TRADING STRATEGIES 1. CPR Confluence Trading (Most Popular) Rule: Enter when ≥3 timeframes show Buy ≥10/15 or Sell ≥7/13 text Example: Daily: 12/15 Buy Weekly: 11/15 Buy Monthly: 10/15 Buy → **STRONG LONG BIAS** Enter on pullback to nearest **S1 or L3** 2. Hot Zone Scalping (Forex & Indices) Rule: Trade only when price is in Hot Zone (closest 2 levels) text Hot: S1-PP → Expect bounce or breakout Action: - Buy at S1 if Buy Count ↑ - Sell at PP if Sell Count ↑ 3. Institutional Reversal Setup Rule: Price at H3/L3 + Reversal Condition text Scenario: Price touches **Monthly L3** L3 in **Hot Zone** Buy Count = 13/15 → **High-Probability Reversal Long** 4. CPR Width Filter (Avoid Choppy Markets) Rule: Trade only if CPR Label = "Strong Trend" text CPR Size < 0.25 → Trending CPR Size > 0.75 → Sideways (Avoid) 5. Multi-Timeframe Bias Dashboard Use "Buy" and "Sell" columns as a sentiment meter TimeframeBuySellBiasDaily123BullishWeekly89BearishMonthly112Bullish → Wait for alignment before entering HOW TO READ THE TABLE Column Meaning Time frame D, W, M, 3M, 6M, 12MOpen Price Current session open PP, TC, BC, etc. Pivot levels (color-coded if in Hot Zone) Buy X/15 conditions met (≥10 = Strong Buy)Sell X/13 conditions met (≥7 = Strong Sell)CPR Size Histogram + Label (Trend vs Range)Zone Hot: PP-S1, Med: S2-L3, etc. + PP Distance PRO TIPS Best on 5M–1H charts for entries Use with volume or order flow for confirmation Set alerts on Buy ≥12/15 or Sell ≥10/13 Hide unused levels to reduce clutter Combine with AQuantPrice Dashboard (Small TF) for full system IDEAL MARKETS Forex (EURUSD, GBPUSD, USDJPY) Indices (NAS100, SPX500, DAX) Crypto (BTC, ETH – use 6–8 decimals) Commodities (Gold, Oil) 🚀 **NEW INDICATOR ALERT** **Aquantprice: Institutional Structure Matrix** The **ALL-IN-ONE CPR Dashboard** used by smart money traders. ✅ **6 Timeframes in 1 Table** (Daily → Yearly) ✅ **15 Buy + 13 Sell Conditions** (Institutional Logic) ✅ **Hot Zones, CPR Width, PP Distance** ✅ **Fully Customizable – Show/Hide Any Level** ✅ **Real-Time Zone Detection** (Hot, Med, Low) ✅ **Precision up to 8 Decimals** **No more switching charts. No more confusion.** See **where institutions are positioned** — instantly. 👉 **Add to Chart Now**: Search **"Aquantprice: Institutional Structure Matrix"** 🔥 **Free Access | Pro-Level Insights** *By AQuant – Trusted by 10,000+ Traders* #CPR #PivotTrading #SmartMoney #TradingView FINAL TAGLINE "See What Institutions See — Before They Move." Aquantprice: Institutional Structure Matrix Your Edge. One Dashboard.
Indicador Pine Script®
por Nmn0708
[turpsy]ICT HTF&KZ-Mt&ADR[Combined]This script is useful in helping with plotting higher timeframe candles, identifying the killzones, as well as plotting the ADR that helps to know how far a candle has moved relative to stated time. This script is a combination of some free scripts out there. Both free and open source scripts from @ fadizeidan & @ tradeforopp resulted in this. I did the combination of the scripts, debugging, applying it to suit my purpose. Special thanks to them. Not for sale.
Indicador Pine Script®
por Turpsy
1
Put Option Profits inspired by Travis Wilkerson; SPX BacktesterPut Option Profits — Travis Wilkerson inspired. This tester evaluates a simple monthly SPX at-the-money credit-spread timing idea: enter on a fixed calendar rule (e.g., 1st Friday or 8th day with business-day shifting) at Open or Close, then exit exactly N calendar days later (first tradable day >= target, at Close). A trade is marked WIN if price at exit is above the entry price (1:1 risk proxy). The book suggests forward testing 60-day and 180-day expirations to prove the concept. This tool lets you backtest both (and more) to see what actually works best. In the book, profits are taken when the spread reaches ~80% of max credit; losers are left to expire and cash-settle. This backtester does not model early profit-taking—every trade is held to the configured hold period and evaluated on price vs entry at the exit close. Think of it as a pure “set it and forget it” stress test. In live trading, you can still follow Travis’s 80% take-profit rule; TradingView just doesn’t simulate that here. Happy trading! Features: Schedule: Day-of-Month (with Prev/Next business-day shift, optional “stay in month”) or Nth Weekday (e.g., 1st Friday). Entry timing: Open or Close. Exit: N calendar days later at Close (holiday/weekend aware). Filters: Optional EMA-200 “risk-on” filter. Scope: Date range limiter. Visuals: Entry/exit bubbles (paired colors) or simple win/loss dots. Table: Overall Win% and N (within range). Alerts: Entry alert (static condition + dynamic alert() message). How to use: [* ]Choose Start Mode (NthWeekday or DayOfMonth) and parameters (e.g., 1st Friday or DOM=8, PrevBizDay). Pick Entry Timing (Open or Close). Set Days In Trade (e.g., 150). (Optional) Enable EMA filter and set Date Range. Turn Bubbles on/off and/or Dots on/off. Create alert: Simple ping: Condition = this indicator -> Monthly Entry Signal -> “Once per bar” (Open) or “Once per bar close” (Close). Rich message: Condition = this indicator -> Any alert() function call. Notes: Keep DOM shift in same month: when a DOM falls on a weekend/holiday, PrevBizDay/NextBizDay shift will stay inside the month if enabled; otherwise it can spill into the prior/next month. (Ignored for NthWeekday.) Credits: Concept sparked by “Put Option Profits – How to turn ten minutes of free time into consistent cash flow each month” by Travis Wilkerson; this script is a neutral research tool (not financial advice).
Indicador Pine Script®
por MoMoPower
Slick Strategy Weekly PCS TesterInspired by the book “The Slick Strategy: A Unique Profitable Options Trading Method.” This indicator tests weekly SPX put-credit spreads set below Monday’s open and judged at Friday’s close. WHAT IT DOES • Sets weekly PCS level = Monday (or first trading day) OPEN − your offset; win/loss checked at Friday close. • Optional core filter at entry: Price ≥ 200-SMA AND 10-SMA ≥ 20-SMA; pause if Price < both 10 & 20 while > 200. • Reference modes: Strict = Mon OPEN vs Fri SMAs (no repaint); Mid = Mon OPEN vs Mon SMAs KEY INPUTS • Date range (Start/End) to limit backtest window. • Offset mode/value (Points or Percent). • Entry day (Monday only or first trading day). • Core filters (On/Off) and Strict/Mid reference. • SMA settings (source; 10/20/200 lengths). • Table settings (position, size, padding, border). VISUALS • Active week line: Orange = trade taken; Gray = skipped. • History: Green = win; Red = loss; Purple = skipped. • Optional week bands highlight active/win/loss/skipped weeks (adjustable opacity). TABLE • Shows Date range, Trades, Wins, Losses, Win rate, and Active level (this week’s PCS price). NOTES • PCS level freezes at week open and persists through the week.
Indicador Pine Script®
por MoMoPower
1
MarketCap + BVPSMarketCap + BVPS Fundamental Summary Table Version 1 is currently being tested on the Israeli market and some stocks from the American market Releasing a version after the data has been tested And there is also interesting information that emerges from this indicator עברית טבלת סיכום פונדמנטלי גרסה 1 כרגע בדוקה על השוק הישראלי ועל כמה מניות מהשוק האמריקאי משחרר גרסה לאחר שהנתונים נבדקו וגם יש מידע מעניין שעולה מן האינדיקטור הזה! (מוזמנים לבדוק)
Indicador Pine Script®
por ArikNa
High/Low from Set Period with LabelsMark high and low from a set period. I use it to mark Overnight Low and High of FDAX instrument, to achieve that : - you need to use candle chart - you need to use regular trading hours ( to include overnight trades ) - you need to set that on M2 timeframe - you need to set time begin : 17:30 - you need to set time end : 08:58 - when it will be drawn in 09:02, then let extend it via a hand and then you can disable Issues : - it will be visible after finished miminum period time : -- after 2 minutes on M2 ( 9:02 ) -- after 5 minutes on M5 ( 9:05 ) etc ...
Indicador Pine Script®
por hushedOrange28448
PE Fair ValueIn short, it’s an automated fair value estimator based on the price-to-earnings model, with full manual control if TradingView’s fundamental data is missing. Summary: 1. Lets the user choose the EPS source – either automatically from TradingView fundamentals (EPS TTM) or a manual value. 2. Attempts to fetch the stock’s P/E ratio (TTM) automatically; if unavailable, it uses a manual fallback P/E. 3. Calculates: Actual P/E = current price ÷ EPS Fair Value = EPS × chosen (auto/manual) P/E Percentage difference between market price and fair value 4. Plots the fair-value line on the chart for visual comparison. 5. Displays a table in the top-right corner showing: EPS used Target P/E Actual P/E Fair value Current price Difference vs fair value (colored green or red) 6. Creates alerts when the stock is trading above or below the calculated fair value. 7. Also plots the current closing price for reference.
Indicador Pine Script®
por joakimandersson7803
Adaptive ATR Guardian PRO+ (Locked Lines)🎯 核心交易功能 / Core Trading Features 1. 智能参数配置系统 / Intelligent Parameter Configuration 多风格选择：稳健/激进/保守三种交易风格 Multi-style Selection: Conservative/Aggressive/Moderate trading styles 多时间周期：M5/M15/H1三种时间框架 Multi-timeframe: M5/M15/H1 timeframes 自适应参数：根据风格自动调整所有技术参数 Adaptive Parameters: Automatically adjusts all technical parameters based on style 2. 高级信号生成系统 / Advanced Signal Generation 双均线策略：快慢EMA交叉信号 Dual MA Strategy: Fast/Slow EMA crossover signals 趋势过滤：100周期EMA作为趋势方向过滤 Trend Filter: 100-period EMA for trend direction filtering ADX强度确认：ADX > 最小值才确认趋势有效 ADX Strength Confirmation: ADX > minimum value for valid trend 交易时段控制：可设置交易开始和结束时间 Trading Session Control: Configurable start and end times 3. 智能风险管理 / Intelligent Risk Management 动态止损：基于ATR的智能止损计算 Dynamic Stop Loss: ATR-based intelligent stop loss calculation 分批止盈：TP1平仓50%，TP2平仓剩余50% Partial Take Profit: TP1 closes 50%, TP2 closes remaining 50% 追踪止损：TP2部分启用追踪止损功能 Trailing Stop: TP2 portion uses trailing stop functionality 品种自适应：BTC和黄金品种特殊参数调整 Symbol Adaptation: Special parameter adjustments for BTC and Gold 4. 专业订单管理 / Professional Order Management 自动平仓：新信号自动平掉反向仓位 Auto Close: New signals automatically close opposite positions 仓位管理：基于账户权益的百分比仓位 Position Management: Percentage-based position sizing 佣金计算：包含交易佣金成本 Commission Calculation: Includes trading commission costs 📊 高级可视化功能 / Advanced Visualization Features 1. 实时交易线系统 / Real-time Trading Lines System 入场线：蓝色虚线，显示入场价格 Entry Line: Blue dashed line showing entry price 止损线：红色实线，显示止损价格 Stop Loss Line: Red solid line showing stop loss price TP1线：青色实线，显示第一目标位 TP1 Line: Teal solid line showing first target TP2线：青色实线，显示第二目标位 TP2 Line: Teal solid line showing second target 2. 智能标签管理 / Intelligent Label Management 动态字号：根据时间周期自动调整标签大小 Dynamic Font Size: Auto-adjusts label size based on timeframe 位置优化：标签固定在入场K线右侧3根位置 Position Optimization: Labels fixed 3 bars right of entry candle 实时更新：线条和标签随图表滚动延伸 Real-time Updates: Lines and labels extend with chart scrolling 3. 专业信息面板 / Professional Information Panel 策略状态：交易风格、时间周期、持仓方向 Strategy Status: Trading style, timeframe, position direction 指标数据：ADX强度、ATR波动率数值 Indicator Data: ADX strength, ATR volatility values 交易信息：入场价格、止损价格、止盈价格 Trade Information: Entry price, stop loss, take profit prices 实时更新：每根K线更新最新数据 Real-time Updates: Updates data on every candle 4. 模式状态标签 / Mode Status Label 顶部状态栏：显示周期、风格、ADX、ATR、持仓状态 Top Status Bar: Shows timeframe, style, ADX, ATR, position status 颜色编码：蓝色主题，专业视觉效果 Color Coding: Blue theme, professional visual appearance ⚙️ 技术特色功能 / Technical Special Features 1. 自适应波动率调整 / Adaptive Volatility Adjustment ATR基准：基于14周期ATR计算 ATR Baseline: Based on 14-period ATR calculation 波动率调整：ATR相对于50周期均线的调整系数 Volatility Adjustment: ATR adjustment coefficient relative to 50-period MA 动态止盈：止盈距离根据波动率动态调整 Dynamic Take Profit: TP distances dynamically adjusted based on volatility 2. 多品种优化 / Multi-Symbol Optimization BTC特殊处理：更大的止损倍数和TP2倍数 BTC Special Handling: Larger stop loss and TP2 multipliers 黄金特殊处理：适中的参数调整 Gold Special Handling: Moderate parameter adjustments 通用品种：标准参数适用于其他品种 General Symbols: Standard parameters for other symbols 3. 时间智能控制 / Intelligent Time Control 交易时段：可配置的交易时间窗口 Trading Sessions: Configurable trading time windows 时段逻辑：支持跨午夜的时间段设置 Session Logic: Supports cross-midnight time periods 时间过滤：只在交易时段内产生信号 Time Filtering: Only generates signals during trading hours 4. 内存管理优化 / Memory Management Optimization 自动清理：平仓时自动删除所有线条和标签 Auto Cleanup: Automatically deletes all lines and labels on position close 资源回收：避免图表元素堆积 Resource Recycling: Prevents chart element accumulation 性能优化：高效的实时更新机制 Performance Optimization: Efficient real-time update mechanism 🛡️ 风险控制功能 / Risk Control Features 1. 多层过滤系统 / Multi-layer Filtering System 趋势方向过滤 / Trend direction filtering ADX强度过滤 / ADX strength filtering 交易时间过滤 / Trading time filtering 品种特性过滤 / Symbol characteristic filtering 2. 动态参数系统 / Dynamic Parameter System 快慢均线周期自适应 / Fast/slow MA period adaptation 止损倍数动态调整 / Stop loss multiplier dynamic adjustment 止盈倍数风格化配置 / Take profit multiplier style-based configuration 追踪止损灵敏度设置 / Trailing stop sensitivity settings 3. 资金管理 / Money Management 固定百分比仓位 / Fixed percentage position sizing 佣金成本计入 / Commission costs included 无金字塔加仓 / No pyramiding (no adding to positions) 自动反向平仓 / Automatic opposite position closing 📈 用户体验功能 / User Experience Features 1. 可视化定制 / Visualization Customization 交易线显示/隐藏开关 / Trading lines show/hide toggle 信息面板显示控制 / Information panel display control 线条延伸长度可调 / Line extension length adjustable 颜色方案统一管理 / Color scheme unified management 2. 实时监控 / Real-time Monitoring 持仓状态实时显示 / Real-time position status display 关键价格水平标记 / Key price level markings 指标数值动态更新 / Indicator values dynamic updates 交易统计信息 / Trading statistics information 3. 专业布局 / Professional Layout 右上角信息面板 / Top-right information panel 顶部状态标签 / Top status label 图表交易线条 / Chart trading lines 整洁的视觉层次 / Clean visual hierarchy
Estratégia Pine Script®
por Jasperrrr23
Top Finder & Dip Hunter [BackQuant]Top Finder & Dip Hunter A practical tool to map where price is statistically most likely to exhaust or mean-revert. It builds objective support for dips and resistance for tops from multiple methodologies, then filters raw touches with volume, momentum, trend, and price-action context to surface higher-quality reversal opportunities. What this does Draws a Dip Support line and a Top Resistance line using the method you select, or a blended hybrid. Evaluates each touch/penetration against Quality Filters and assigns a 0–100 composite score. Prints clean DIP and TOP signals only when depth/extension and quality pass your thresholds. Optionally annotates the chart with the computed quality score at signal time. Why it’s useful Objectivity: Converts vague “looks extended” into rules, reduces discretion creep. Signal hygiene: Filters raw touches using trend, volume, momentum, and candle structure to avoid obvious traps. Adaptable regimes: Switch methods, sensitivity, and lookbacks to match choppy vs trending conditions. How support and resistance are built Pick one per side, or use “Hybrid.” Dynamic: Anchors to the extreme of a lookback window, padded by recent ATR, so buffers expand in volatile periods and contract when calm. Fibonacci: Uses the 0.618/0.786 retracement pair inside the current swing window to target common reaction zones. Volatility: Uses a moving-average basis with standard-deviation bands to capture statistically stretched moves. Volume-Weighted: Centers off VWAP and penalizes deviations using dispersion of price around VWAP, helpful on intraday instruments. Hybrid: A weighted average of the above to smooth out single-method biases. When a touch becomes a signal Depth/extension test: Dips must penetrate their support by at least Min Dip Depth % . Tops must extend above resistance by at least Min Top Rise % . Quality Score gate: The composite must clear Min Quality Score . Components: Trend alignment: Favor dips in bullish regimes and tops in bearish regimes using EMAs and RSI. Volume confirmation: Reward expansion or spikes versus a 20-period baseline. RSI context: Prefer oversold for dips, overbought for tops. Momentum shift: Look for short-term momentum turning in the expected direction. Candle structure: Reward hammer/shooting-star style responses at the level. How to use it Pick your regime: Range/chop, small caps, mean-revert intraday → Volatility or Volume Weighted . Cleaner swings/trends → Dynamic or Fibonacci . Unsure or mixed conditions → Hybrid . Set windows: Start with Lookback = 50 for both sides. Increase in higher timeframes or slow assets, decrease for fast scalps. Tune sensitivity: Raise Dip/Top Sensitivity to widen buffers and reduce noise. Lower to be more aggressive. Gate with quality: Begin with Min Quality Score = 60 . Push to 70–80 for cleaner swing entries, relax to 50–60 for scalps. Act on first prints: The script only fires on new qualified events. Use the score label to prioritize A-setups. Typical workflows Intraday futures/crypto: Volume-Weighted or Volatility methods for both sides, higher Sensitivity , require Volume Filter and Momentum Filter on. Look for DIP during opening drive exhaustion and TOP near late-session fatigue. Swing equities/FX: Dynamic or Fibonacci with moderate sensitivity. Keep Trend Filter on to only take dips above the 200-EMA and tops below it. Countertrend scouts: Lower Min Dip Depth % / Min Top Rise % slightly, but raise Min Quality Score to compensate. Reading the chart Lines: “Dip Support” and “Top Resistance” are the current actionable rails, lightly smoothed to reduce flicker. Signals: “DIP” prints below bars when a qualified dip appears, “TOP” prints above for qualified tops. Scores: Optional labels show the composite at signal time. Favor higher numbers, especially when aligned with higher-timeframe trend. Background hints: Light highlights mark raw touches meeting depth/extension, even if they fail quality. Treat these as early warnings. Tuning tips If you get too many false DIP signals in downtrends, raise Min Dip Depth % and keep Trend Filter on. If tops appear late in squeezes, lower Top Sensitivity slightly or switch top side to Fibonacci . On assets with erratic volume, prefer Volatility or Dynamic methods and down-weight the Volume Filter . For strict systems, increase Min Quality Score and require both Volume and Momentum filters. What this is not It is not a blind reversal signal. It’s a structured context tool. Combine with your risk plan and higher-timeframe map. It is not a guarantee of mean reversion. In strong trends, expect fewer, higher-score opportunities and respect invalidation quickly. Suggested presets Scalp preset: Lookback 30–40, Sensitivity 1.2–1.5, Quality ≥ 55, Volume & Momentum filters ON. Swing preset: Lookback 75–100, Sensitivity 1.0–1.2, Quality ≥ 70, Trend & Volume filters ON. Chop preset: Volatility/Volume-Weighted methods, Quality ≥ 60, Momentum filter ON, RSI emphasis. Input quick reference Dip/Top Method: Choose the model for each side or “Hybrid” to blend. Lookback: Swing window the levels are built from. Sensitivity: Scales volatility padding around levels. Min Dip Depth % / Min Top Rise %: Minimum breach/extension to qualify. Quality Filters: Trend, Volume, Momentum toggles, plus Min Quality Score gate. Visuals: Colors and whether to print score labels. Best practices Map higher-timeframe trend first, then act on lower-timeframe DIP/TOP in the trend’s favor. Use the score as triage. Skip mediocre prints into news or at session open unless score is exceptional. Pre-define stop placement relative to the level you used. If a DIP fails, exit on loss of structure rather than waiting for the next print. Bottom line: Top Finder & Dip Hunter codifies where reversals are most defensible and only flags the ones with supportive context. Tune the method and filters to your market, then let the score keep your playbook disciplined.
Indicador Pine Script®
por BackQuant
2
Dance With Wolves VN PublicDance With Wolves VN Indicator kết hợp EMA 9/21 để vào lệnh nhanh, thêm EMA 20/50/200 để xem trend lớn. Tự tạo Entry, SL, TP1, TP2, TP3 theo ATR. Vẽ luôn 3 mức kháng cự (R1–R3) và 3 mức hỗ trợ (S1–S3) từ pivot gần nhất. Dùng tốt cho khung 1m–15m với crypto, stock, futures. Dance With Wolves VN — Smart EMA Strategy This indicator combines EMA 20/50/200 trend tracking, automatic Buy/Sell signals, Take Profit & Stop Loss levels, and Support/Resistance zones. It helps traders identify clean entries, manage risk with visual TP/SL targets, and follow market trends with clarity. Created by Dance With Wolves VN — a community project for traders who value discipline, teamwork, and precision.
Indicador Pine Script®
por tungtran2006
1
Anchored ATH Drawdown LevelsThe Anchored ATH Drawdown Levels plots horizontal lines from a chosen anchor price (ATH), showing potential pullback zones at set percentage drops below it. This indicator's use lies in its anchored ATH framework, which rapidly visualizes precise drawdown levels as dynamic levels of interest or price targets enabling traders to anticipate pullback depths and potential reversal levels without manual calculations. Pick "True ATH" for the all-time high or "Period ATH" for anchored highs reset weekly, monthly, or quarterly. Lines stretch right for a cleaner visual. Key Features Anchoring: True ATH (lifetime max) or Period ATH (resets on 1W/1M/3M intervals). Drawdown Levels: 8 adjustable levels (defaults: -5%, -10%, -15%, -20% on; -25% to -50% off). Toggle each, set drop % (0.1-99.9), pick color, style (solid/dashed/dotted), width (1-3). ATH Line: Optional ATH line with custom color, style, width. Unified Look: Global overrides for all levels' color, style, width. Labels: Show % drops (with/without prices) via text boxes or full tags; sizes from tiny to large. Projection: Lines extend 5-100 bars right (default 20). Settings Anchor: Mode and timeframe. Display: Toggle levels/ATH, set extension. Labels: Style (text/full/none), size, price display. Global/ATH/Levels: Colors, styles, widths (per-level or shared). How to Use Load on chart (overlays prices; handles up to 500 lines). Choose anchor for your high. Tune levels for key pullbacks (e.g., -5% minor, -20% major). Customize visuals where the lines update on new peaks.
Indicador Pine Script®
por bhx10
AudenFX Futures Risk Management & CalculatorAudenFX Futures Risk Management (FRM) is a specialized utility indicator designed to help Futures traders calculate position size, risk exposure, and reward potential in a structured and consistent manner. Unlike signal or entry indicators, this tool focuses entirely on capital protection and risk allocation, supporting traders in making more deliberate and well-planned decisions. This indicator is particularly made for Micro and Mini Futures markets, where tick values vary across instruments, and miscalculation of position size can significantly affect overall account performance. FRM removes guesswork by using accurate, contract-specific tick values built directly into the calculation. What Makes This Indicator Different Most position sizing or risk calculators available publicly: Are designed mainly for Forex / Pips, not Tick-valued Futures Require manual tick value input, which can lead to calculation errors Do not account for the difference between theoretical vs. executable contract sizing Or only display formulas, instead of practical contract size output AudenFX FRM addresses these limitations by: Automatically applying correct tick value for each supported Futures contract Using Stop Loss in ticks, matching actual Futures market structure Providing rounded contract size that can be realistically executed (no decimals) Showing both expected and actual risk after rounding, for transparency Presenting data in a clear, on-chart table without cluttering price action This helps minimize position size error and ensures risk is intentional, not accidental. Key Features Contract Support Works with Micro and Mini Futures contracts such as: MES, MNQ, MGC, SIL, MYM, ES, NQ, GC, SI, YM, RTY, M2K Risk-Based Position Sizing Calculates trade size based on % of account equity or user-defined risk tolerance Tick-Based SL Input Accepts Stop Loss in ticks, consistent with Futures charting and DOM placement Accurate Tick Value Mapping Built-in tick value per contract — no manual lookup or conversion required Contract Size Output Returns rounded number of contracts suitable for actual order execution Actual Risk Transparency Displays the real dollar risk after rounding, preventing under/over exposure Reward Estimation Calculates potential reward based on chosen Reward:Risk ratio (RR) Customizable Table Display Adjustable position & size to match any chart layout preference Intended Use This indicator is suitable for: Traders who prioritize risk management and capital preservation Traders refining sizing consistency across volatile market environments Manual, discretionary, price action, or system-based Futures traders This tool does not generate buy/sell signals, define market direction, or promise trade outcomes. It is meant to support a planned, methodical approach to risk, which can be applied in any strategy. Important Disclaimer This indicator is provided for educational and informational purposes only. It does not guarantee profitability, prevent loss, or provide trading instructions or recommendations. Users are fully responsible for their own trading decisions and financial outcomes.
Indicador Pine Script®
por AudenFX