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Quantum State Superposition Indicator (QSSI)Quantum State Superposition Indicator (QSSI) - Where Physics Meets Finance The Quantum Revolution in Market Analysis After months of research into quantum mechanics and its applications to financial markets, I'm thrilled to present the Quantum State Superposition Indicator (QSSI) - a groundbreaking approach that models price action through the lens of quantum physics. This isn't just another technical indicator; it's a paradigm shift in how we understand market behavior. The Theoretical Foundation Quantum Superposition in Markets In quantum mechanics, particles exist in multiple states simultaneously until observed. Similarly, markets exist in a superposition of potential states (bullish, bearish, neutral) until a significant volume event "collapses" the wave function into a definitive direction. The mathematical framework: Wave Function (Ψ): Represents the market's quantum state as a weighted sum of all possible states: Ψ = Σ(αᵢ × Sᵢ) Where αᵢ are probability amplitudes and Sᵢ are individual quantum states. Probability Amplitudes: Calculated using the Born rule, normalized so Σ|αᵢ|² = 1 Observation Operator: Volume/Average Volume ratio determines observation strength The Five Quantum States Momentum State: Short-term price velocity (EMA of returns) Mean Reversion State: Deviation from equilibrium (normalized z-score) Volatility Expansion State: ATR relative to historical average Trend Continuation State: Long-term price positioning Chaos State: Volatility of volatility (market uncertainty) Each state contributes to the overall wave function based on current market conditions. Wave Function Collapse When volume exceeds the observation threshold (default 1.5x average), the wave function "collapses," committing the market to a direction. This models how institutional volume forces markets out of uncertainty into trending states. Collapse Detection Formula: Collapse = Volume > (Threshold × Average Volume) Direction = Sign(Ψ) at collapse moment Advanced Quantum Concepts Heisenberg Uncertainty Principle The indicator calculates market uncertainty as the product of price and momentum uncertainties: ΔP × ΔM = ℏ (market uncertainty constant) This manifests as dynamic uncertainty bands that widen during unstable periods. Quantum Tunneling Calculates the probability of price "tunneling" through resistance/support barriers: P(tunnel) = e^(-2×|barrier_height|×√coherence_length) Unlike classical technical analysis, this gives probability of breakouts before they occur. Entanglement Measures the quantum correlation between price and volume: Entanglement = |Correlation(Price, Volume, lookback)| High entanglement suggests coordinated institutional activity. Decoherence When market states lose quantum properties and behave classically: Decoherence = 1 - Σ(amplitude²) Indicates trend emergence from quantum uncertainty. Visual Innovation Probability Clouds Three-tier probability distributions visualize market uncertainty: Inner Cloud (68%): One standard deviation - most likely price range Middle Cloud (95%): Two standard deviations - probable extremes Outer Cloud (99.7%): Three standard deviations - tail risk zones Cloud width directly represents market uncertainty - wider clouds signal higher entropy states. Quantum State Visualization Colored dots represent individual quantum states: Green: Momentum state strength Red: Mean reversion state strength Yellow: Volatility state strength Dot brightness indicates amplitude (influence) of each state. Collapse Events Aqua Diamonds (Above): Bullish collapse - upward commitment Pink Diamonds (Below): Bearish collapse - downward commitment These mark precise moments when markets exit superposition. Implementation Details Core Calculations Feature Extraction: Normalize price returns, volume ratios, and volatility measures State Calculation: Compute each quantum state's value Amplitude Assignment: Weight states by market conditions and observation strength Wave Function: Sum weighted states for final market quantum state Visualization: Transform quantum values to price space for display Performance Optimization - Efficient array operations for state calculations - Single-pass normalization algorithms - Optimized correlation calculations for entanglement - Smart label management to prevent visual clutter Trading Applications: Signal Generation Bullish Signals: - Positive wave function during collapse - High tunneling probability at support - Coherent market state with bullish bias Bearish Signals: - Negative wave function during collapse - High tunneling probability at resistance - Decoherent state transitioning bearish Risk Management Uncertainty-Based Position Sizing: Narrow clouds: Normal position size Wide clouds: Reduced position size Extreme uncertainty: Stay flat Quantum Stop Losses: - Place stops outside probability clouds - Adjust for Heisenberg uncertainty - Respect quantum tunneling levels Market Regime Recognition Quantum Coherent (Superposed): - Market in multiple states - Avoid directional trades - Prepare for collapse Quantum Decoherent (Classical): -Clear trend emergence - Follow directional signals - Traditional analysis applies Advanced Features Adaptive Dashboards Quantum State Panel: Real-time wave function, dominant state, and coherence status Performance Metrics: Win rate, signal frequency, and regime analysis Information Guide: Comprehensive explanation of all quantum concepts - All dashboards feature adjustable sizing for different screen resolutions. Multi-Timeframe Quantum Analysis The indicator adapts to any timeframe: Scalping (1-5m): Short coherence length, sensitive thresholds Day Trading (15m-1H): Balanced parameters Swing Trading (4H-1D): Long coherence, stable states Alert System Sophisticated alerts for: - Wave function collapse events - Decoherence transitions - High tunneling probability - Strong entanglement detection Originality & Innovation This indicator introduces several firsts: Quantum Superposition: First to model markets as quantum systems Wave Function Collapse: Original volume-triggered state commitment Tunneling Probability: Novel breakout prediction method Entanglement Metrics: Unique price-volume quantum correlation Probability Clouds: Revolutionary uncertainty visualization Development Journey Creating QSSI required: - Deep study of quantum mechanics principles - Translation of physics equations to market context - Extensive backtesting across multiple markets - UI/UX optimization for trader accessibility - Performance optimization for real-time calculation - The result bridges cutting-edge physics with practical trading. Best Practices Parameter Optimization Quantum States (2-5): - 2-3 for simple markets (forex majors) - 4-5 for complex markets (indices, crypto) Coherence Length (10-50): - Lower for fast markets - Higher for stable markets Observation Threshold (1.0-3.0): - Lower for active markets - Higher for thin markets Signal Confirmation Always confirm quantum signals with: - Market structure (support/resistance) - Volume patterns - Correlated assets - Fundamental context Risk Guidelines - Never risk more than 2% per trade - Respect probability cloud boundaries - Exit on decoherence shifts - Scale with confidence levels Educational Value QSSI teaches advanced concepts: - Quantum mechanics applications - Probability theory - Non-linear dynamics - Risk management - Market microstructure Perfect for traders seeking deeper market understanding. Disclaimer This indicator is for educational and research purposes only. While quantum mechanics provides a fascinating framework for market analysis, no indicator can predict future prices with certainty. The probabilistic nature of both quantum mechanics and markets means outcomes are inherently uncertain. Always use proper risk management, conduct thorough analysis, and never risk more than you can afford to lose. Past performance does not guarantee future results. Conclusion The Quantum State Superposition Indicator represents a revolutionary approach to market analysis, bringing institutional-grade quantum modeling to retail traders. By viewing markets through the lens of quantum mechanics, we gain unique insights into uncertainty, probability, and state transitions that classical indicators miss. Whether you're a physicist interested in finance or a trader seeking cutting-edge tools, QSSI opens new dimensions in market analysis. "The market, like Schrödinger's cat, exists in multiple states until observed through volume." * As you may have noticed, the past two indicators I've released (Lorentzian Classification and Quantum State Superposition) are designed with strategy implementation in mind. I'm currently developing a stable execution platform that's completely unique and moves away from traditional ATR-based position sizing and stop loss systems. I've found ATR-based approaches to be unreliable in volatile markets and regime transitions - they often lag behind actual market conditions and can lead to premature exits or oversized positions during volatility spikes. The goal is to create something that adapts to market conditions in real-time using the quantum and relativistic principles we've been exploring. Hopefully I'll have something groundbreaking to share soon. Stay tuned! Trade with quantum insight. Trade with QSSI . — Dskyz , for DAFE Trading Systems
Indicador Pine Script®
por DskyzInvestments
6
SOXL Trend Surge v3.0.2 – Profit-Only RunnerSOXL Trend Surge v3.0.2 – Profit-Only Runner This is a trend-following strategy built for leveraged ETFs like SOXL, designed to ride high-momentum waves with minimal interference. Unlike most short-term scalping scripts, this model allows trades to develop over multiple days to even several months, capitalizing on the full power of extended directional moves — all without using a stop-loss. 🔍 How It Works Entry Logic: Price is above the 200 EMA (long-term trend confirmation) Supertrend is bullish (momentum confirmation) ATR is rising (volatility expansion) Volume is above its 20-bar average (liquidity filter) Price is outside a small buffer zone from the 200 EMA (to avoid whipsaws) Trades are restricted to market hours only (9 AM to 2 PM EST) Cooldown of 15 bars after each exit to prevent overtrading Exit Strategy: Takes partial profit at +2× ATR if held for at least 2 bars Rides the remaining position with a trailing stop at 1.5× ATR No hard stop-loss — giving space for volatile pullbacks ⚙️ Strategy Settings Initial Capital: $500 Risk per Trade: 100% of equity (fully allocated per entry) Commission: 0.1% Slippage: 1 tick Recalculate after order is filled Fill orders on bar close Timeframe Optimized For: 45-minute chart These parameters simulate an aggressive, high-volatility trading model meant for forward-testing compounding potential under realistic trading costs. ✅ What Makes This Unique No stop-loss = fewer premature exits Partial profit-taking helps lock in early wins Trailing logic gives room to ride large multi-week moves Uses strict filters (volume, ATR, EMA bias) to enter only during high-probability windows Ideal for leveraged ETF swing or position traders looking to hold longer than the typical intraday or 2–3 day strategies ⚠️ Important Note This is a high-risk, high-reward strategy meant for educational and testing purposes. Without a stop-loss, trades can experience deep drawdowns that may take weeks or even months to recover. Always test thoroughly and adjust position sizing to suit your risk tolerance. Past results do not guarantee future returns. Backtest range: May 8, 2020 – May 23, 2025
Estratégia Pine Script®
por StockaTon
Lyapunov Market Instability (LMI)Lyapunov Market Instability (LMI) What is Lyapunov Market Instability? Lyapunov Market Instability (LMI) is a revolutionary indicator that brings chaos theory from theoretical physics into practical trading. By calculating Lyapunov exponents—a measure of how rapidly nearby trajectories diverge in phase space—LMI quantifies market sensitivity to initial conditions. This isn't another oscillator or trend indicator; it's a mathematical lens that reveals whether markets are in chaotic (trending) or stable (ranging) regimes. Inspired by the meditative color field paintings of Mark Rothko, this indicator transforms complex chaos mathematics into an intuitive visual experience. The elegant simplicity of the visualization belies the sophisticated theory underneath—just as Rothko's seemingly simple color blocks contain profound depth. Theoretical Foundation (Chaos Theory & Lyapunov Exponents) In dynamical systems, the Lyapunov exponent (λ) measures the rate of separation of infinitesimally close trajectories: λ > 0: System is chaotic—small changes lead to dramatically different outcomes (butterfly effect) λ < 0: System is stable—trajectories converge, perturbations die out λ ≈ 0: Edge of chaos—transition between regimes Phase Space Reconstruction Using Takens' embedding theorem , we reconstruct market dynamics in higher dimensions: Time-delay embedding: Create vectors from price at different lags Nearest neighbor search: Find historically similar market states Trajectory evolution: Track how these similar states diverged over time Divergence rate: Calculate average exponential separation Market Application Chaotic markets (λ > threshold): Strong trends emerge, momentum dominates, use breakout strategies Stable markets (λ < threshold): Mean reversion dominates, fade extremes, range-bound strategies work Transition zones: Market regime about to change, reduce position size, wait for confirmation How LMI Works 1. Phase Space Construction Each point in time is embedded as a vector using historical prices at specific delays (τ). This reveals the market's hidden attractor structure. 2. Lyapunov Calculation For each current state, we: - Find similar historical states within epsilon (ε) distance - Track how these initially similar states evolved - Measure exponential divergence rate - Average across multiple trajectories for robustness 3. Signal Generation Chaos signals: When λ crosses above threshold, market enters trending regime Stability signals: When λ crosses below threshold, market enters ranging regime Divergence detection: Price/Lyapunov divergences signal potential reversals 4. Rothko Visualization Color fields: Background zones represent market states with Rothko-inspired palettes Glowing line: Lyapunov exponent with intensity reflecting market state Minimalist design: Focus on essential information without clutter Inputs: 📐 Lyapunov Parameters Embedding Dimension (default: 3) Dimensions for phase space reconstruction 2-3: Simple dynamics (crypto/forex) - captures basic momentum patterns 4-5: Complex dynamics (stocks/indices) - captures intricate market structures Higher dimensions need exponentially more data but reveal deeper patterns Time Delay τ (default: 1) Lag between phase space coordinates 1: High-frequency (1m-15m charts) - captures rapid market shifts 2-3: Medium frequency (1H-4H) - balances noise and signal 4-5: Low frequency (Daily+) - focuses on major regime changes Match to your timeframe's natural cycle Initial Separation ε (default: 0.001) Neighborhood size for finding similar states 0.0001-0.0005: Highly liquid markets (major forex pairs) 0.0005-0.002: Normal markets (large-cap stocks) 0.002-0.01: Volatile markets (crypto, small-caps) Smaller = more sensitive to chaos onset Evolution Steps (default: 10) How far to track trajectory divergence 5-10: Fast signals for scalping - quick regime detection 10-20: Balanced for day trading - reliable signals 20-30: Slow signals for swing trading - major regime shifts only Nearest Neighbors (default: 5) Phase space points for averaging 3-4: Noisy/fast markets - adapts quickly 5-6: Balanced (recommended) - smooth yet responsive 7-10: Smooth/slow markets - very stable signals 📊 Signal Parameters Chaos Threshold (default: 0.05) Lyapunov value above which market is chaotic 0.01-0.03: Sensitive - more chaos signals, earlier detection 0.05: Balanced - optimal for most markets 0.1-0.2: Conservative - only strong trends trigger Stability Threshold (default: -0.05) Lyapunov value below which market is stable -0.01 to -0.03: Sensitive - quick stability detection -0.05: Balanced - reliable ranging signals -0.1 to -0.2: Conservative - only deep stability Signal Smoothing (default: 3) EMA period for noise reduction 1-2: Raw signals for experienced traders 3-5: Balanced - recommended for most 6-10: Very smooth for position traders 🎨 Rothko Visualization Rothko Classic: Deep reds for chaos, midnight blues for stability Orange/Red: Warm sunset tones throughout Blue/Black: Cool, meditative ocean depths Purple/Grey: Subtle, sophisticated palette Visual Options: Market Zones : Background fields showing regime areas Transitions: Arrows marking regime changes Divergences: Labels for price/Lyapunov divergences Dashboard: Real-time state and trading signals Guide: Educational panel explaining the theory Visual Logic & Interpretation Main Elements Lyapunov Line: The heart of the indicator Above chaos threshold: Market is trending, follow momentum Below stability threshold: Market is ranging, fade extremes Between thresholds: Transition zone, reduce risk Background Zones: Rothko-inspired color fields Red zone: Chaotic regime (trending) Gray zone: Transition (uncertain) Blue zone: Stable regime (ranging) Transition Markers: Up triangle: Entering chaos - start trend following Down triangle: Entering stability - start mean reversion Divergence Signals: Bullish: Price makes low but Lyapunov rising (stability breaking down) Bearish: Price makes high but Lyapunov falling (chaos dissipating) Dashboard Information Market State: Current regime (Chaotic/Stable/Transitioning) Trading Bias: Specific strategy recommendation Lyapunov λ: Raw value for precision Signal Strength: Confidence in current regime Last Change: Bars since last regime shift Action: Clear trading directive Trading Strategies In Chaotic Regime (λ > threshold) Follow trends aggressively: Breakouts have high success rate Use momentum strategies: Moving average crossovers work well Wider stops: Expect larger swings Pyramid into winners: Trends tend to persist In Stable Regime (λ < threshold) Fade extremes: Mean reversion dominates Use oscillators: RSI, Stochastic work well Tighter stops: Smaller expected moves Scale out at targets: Trends don't persist In Transition Zone Reduce position size: Uncertainty is high Wait for confirmation: Let regime establish Use options: Volatility strategies may work Monitor closely: Quick changes possible Advanced Techniques - Multi-Timeframe Analysis - Higher timeframe LMI for regime context - Lower timeframe for entry timing - Alignment = highest probability trades - Divergence Trading - Most powerful at regime boundaries - Combine with support/resistance - Use for early reversal detection - Volatility Correlation - Chaos often precedes volatility expansion - Stability often precedes volatility contraction - Use for options strategies Originality & Innovation LMI represents a genuine breakthrough in applying chaos theory to markets: True Lyapunov Calculation: Not a simplified proxy but actual phase space reconstruction and divergence measurement Rothko Aesthetic: Transforms complex math into meditative visual experience Regime Detection: Identifies market state changes before price makes them obvious Practical Application: Clear, actionable signals from theoretical physics This is not a combination of existing indicators or a visual makeover of standard tools. It's a fundamental rethinking of how we measure and visualize market dynamics. Best Practices Start with defaults: Parameters are optimized for broad market conditions Match to your timeframe: Adjust tau and evolution steps Confirm with price action: LMI shows regime, not direction Use appropriate strategies: Chaos = trend, Stability = reversion Respect transitions: Reduce risk during regime changes Alerts Available Chaos Entry: Market entering chaotic regime - prepare for trends Stability Entry: Market entering stable regime - prepare for ranges Bullish Divergence: Potential bottom forming Bearish Divergence: Potential top forming Chart Information Script Name: Lyapunov Market Instability (LMI) Recommended Use: All markets, all timeframes Best Performance: Liquid markets with clear regimes Academic References Takens, F. (1981). "Detecting strange attractors in turbulence" Wolf, A. et al. (1985). "Determining Lyapunov exponents from a time series" Rosenstein, M. et al. (1993). "A practical method for calculating largest Lyapunov exponents" Note: After completing this indicator, I discovered @loxx's 2022 "Lyapunov Hodrick-Prescott Oscillator w/ DSL". While both explore Lyapunov exponents, they represent independent implementations with different methodologies and applications. This indicator uses phase space reconstruction for regime detection, while his combines Lyapunov concepts with HP filtering. Disclaimer This indicator is for research and educational purposes only. It does not constitute financial advice or provide direct buy/sell signals. Chaos theory reveals market character, not future prices. Always use proper risk management and combine with your own analysis. Past performance does not guarantee future results. See markets through the lens of chaos. Trade the regime, not the noise. Bringing theoretical physics to practical trading through the meditative aesthetics of Mark Rothko Trade with insight. Trade with anticipation. — Dskyz , for DAFE Trading Systems
Indicador Pine Script®
por DskyzInvestments
VBollinger Bands – Volatility Filter (% Width)This indicator extends traditional Bollinger Bands by dynamically coloring them based on current market volatility, measured as the percentage width of the bands relative to the moving average (basis). ✅ Green bands = High volatility (band width exceeds threshold) ✅ Red bands = Low volatility (band width below threshold) ✅ Optional fill between bands highlights volatility zones more clearly Use cases: Detecting breakout conditions (increasing volatility) Avoiding range-bound or sideways markets (low volatility) Confirming momentum or trend-following strategies Customizable settings: Bollinger Band parameters (length and multiplier) Volatility threshold (% band width) Band and fill colors Option to show middle line (basis) ⚠️ Note: On low-volatility markets (e.g., some forex pairs, altcoins, ETFs), consider lowering the volatility threshold to better capture significant moves.
Indicador Pine Script®
por Uncle_the_shooter
Decimal EMAImagine you want a moving average line, but you want its "length" or "period" to be super precise, like 2.7 days instead of just 2 days or 3 days. This script lets you do that. Here's the simple idea: You Pick a Decimal Number: In the settings, you can type in a period with a decimal, say, 2.7. The Script Does a Smart Blend: It first calculates two regular EMAs: one for the whole number below your choice (EMA for 2 days) and one for the whole number above (EMA for 3 days). Then, it cleverly mixes these two EMA lines. Since 2.7 is closer to 3 than to 2, it takes more from the "3-day EMA" and a bit less from the "2-day EMA." (Specifically, it takes 70% from the 3-day EMA and 30% from the 2-day EMA). You Get a Decimal EMA Line: The result is a new EMA line that acts as if its period was exactly 2.7. This line is drawn on your chart. Why do this? It allows for very fine-tuned adjustments to how responsive your moving average is, giving a smoother change if you're testing slightly different period lengths. In Short: This script calculates an EMA for a period like "2.7" by intelligently blending the results of an EMA for "2" and an EMA for "3".
Indicador Pine Script®
por Algoworx_automation
Hybrid Adaptive Momentum Average (HAMA)Hybrid Adaptive Momentum Average (HAMA) Imagine you want a moving average line on your chart that's usually smooth but gets really quick to follow the price when the market suddenly makes a big, fast move. That's what HAMA tries to be. Here's the simple breakdown: Slightly Better Starting Price: Instead of just using the closing price, HAMA first creates a slightly "smarter" starting price by giving a bit more importance to the very latest prices (like a quick WMA). Checks Market Speed (Momentum): It then looks at how fast this "smarter price" has been moving recently. -If the price is shooting up or down quickly, HAMA knows there's strong momentum. -If the price is just drifting sideways, momentum is low. Adjusts Its Own Speed: Based on this momentum: -Strong Momentum (Fast Market): HAMA makes itself "faster." This means its line will stick closer to the current price and react quickly to changes. (It uses a shorter "period" internally). -Weak Momentum (Slow/Choppy Market): HAMA makes itself "slower." Its line will be smoother and less jumpy, ignoring minor wiggles. (It uses a longer "period" internally). -Draws the Line: Finally, it calculates and draws the moving average line using this automatically adjusted speed. Why "Hybrid"? It's called "hybrid" because it takes bits and pieces of ideas from several standard moving averages: -Like an EMA, it's built to be responsive. -Like a WMA, it initially focuses on recent prices. -Inspired by the HMA, it tries to be smart about detecting momentum to adjust itself. In a Nutshell: The HAMA is a custom moving average that tries to be the best of both worlds: smooth in calm markets and quick to react in fast-moving markets by automatically changing its own calculation speed based on price momentum.
Indicador Pine Script®
por Algoworx_automation
ATR Percentage TableSimple ATR shows the average price change per candle. In order to enter a trade, I need to know how much percent I will win. I should enter the game for the cross with the highest percentage change. I created a table by entering a cross name in each line in the list and made it possible to follow the changes in the active window. I sorted the ATR change percentages from largest to smallest. Being able to see the highest percentage change is an answer to the question of which crosses I should choose to open a trade.
Indicador Pine Script®
por halkayramis
WaveTrend + Candles/BB/Volume Filters (LazyBear Style)WaveTrend + Candles/BB/Volume Filters (LazyBear Style) This indicator continues the concept based on the WaveTrend Filtered Signals (LazyBear Style), but introduces completely new filters and signals. It does not include the same functionality as the previous version, but instead focuses on combining WaveTrend crossovers with price action and volatility-based filtering. ✅ Included signal sources and filters: WaveTrend (WT) signals – based on WT1/WT2 crossovers. BB Width filter for WT – shows WT signals only when volatility is high enough. WT volume filter – validates WT signals with increased trading volume. Candlestick reversal patterns – supports Pin Bar, Hammer, and Engulfing patterns. BB Width filter for candlesticks – hides candle signals during low-volatility ranges. Candle volume filter – only shows candle signals when volume exceeds a set threshold. Optional WT zone filter for candles – candle signals may require WT to be in an oversold/overbought zone. 💡 All filters are optional and fully configurable in the settings panel. Note: Volatility filters based on Bollinger Band width may suppress all signals on markets with very low price swings. In such cases, it’s recommended to lower the minimum BB width threshold to adapt the indicator to the specific asset or market.
Indicador Pine Script®
por Uncle_the_shooter
True Range eXpansion🕯️ TRX — True Range eXpansion Clean Candle Bodies · Volatility Bands · Adaptive Range Envelope System Not your grandfather’s candles. Not your brokerage’s bands. ---------------------------------------------------- TRX begins with a simple concept: visualize the true range of every candle, without the noise of flickering wicks. From there, it grows into a fully adaptive price visualization framework. What started as a candle-only visualizer evolved into a modular, user-controlled price engine. From wickless candle clarity to dynamic volatility envelopes, TRX adapts to you. There are plenty of band and channel indicators out there — Bollinger, Keltner, Donchian, Envelope, the whole crew. But none of them are built on the true candle range, adaptive ATR shaping, and full user control like TRX. This isn’t just another indicator — it’s a new framework. Most bands and channels are based on close price and statistical deviation — useful, but limited. TRX uses the full true range of each candle as its foundation, then applies customizable smoothing and directional ATR scaling to form a dynamic, volatility-reactive envelope. The result? Bands that breathe with the market — not lag behind it. ---------------------------------------------------- 🔧 Core Features: 🕯️ True Range Candles — Each candle is plotted from low to high, body-only, colored by open/close. 📈 Adjustable High/Low Moving Averages — Select your smoothing style: SMA, EMA, WMA, RMA, or HMA. 🌬️ ATR-Based Expansion — Bands dynamically breathe based on market volatility. 🔀 Per-Band Multipliers — Fine-tune expansion individually for the upper and lower bands. ⚖️ Basis Line — Optional centerline between bands for structure tracking and equilibrium zones. 🎛️ Full Visual Control — Width, transparency, color, on/off toggles for each element. ---------------------------------------------------- 🧠 Default Use Case: With the included default settings, TRX behaves like an evolved Bollinger Band system — based on True Range candle structure, not just close price and standard deviation. ---------------------------------------------------- 🔄 How to Zero Out the Bands (for Minimalist Use): Want just candles? A clean MA? Single band? You got it. ➤ Use TRX like a clean moving average: • Set ATR Multiplier to 0 • Set both Band ATR Adjustments to 0 • Leave the Basis Line ON or OFF — your call ➤ Show only candles (no bands at all): • Turn off "Show High/Low MAs" • Turn off Basis Line ➤ Single-line ceiling or floor tracking: • Set one band’s Transparency to 100 • Use the remaining band as a price envelope or support/resistance guide ---------------------------------------------------- 🧬 Notes: TRX can be made: • Spiky or silky (via smoothing & ATR) • Wide or tight (via multipliers) • Subtle or aggressive (via color/transparency) • Clean as a compass or dirty as a chaos meter Built by accident. Tuned with intention. Released to the world as one of the most adaptable and expressive visual overlays ever made. Created by Sherlock_MacGyver
Indicador Pine Script®
por Sherlock_MacGyver
AMD Liquidity Sweep with AlertsAMD Liquidity Sweep with Alerts Identify key liquidity levels from the Asian trading session with visual markers and alerts. 📌 Key Features: Asia Session Detection Customizable start/end hours (0-23) to match your trading timezone Automatically calculates session high/low Smart Swing Level Identification Finds the closest significant swing high ≥ Asia high Finds the closest significant swing low ≤ Asia low Adjustable pivot sensitivity (# of left/right bars) Professional Visuals Dashed reference lines extending into the future Blue-highlighted key levels Clean label formatting with precise price levels Trading Alerts Price-cross alerts for liquidity breaks Visual markers (triangles) when levels are breached Separate alerts for buy-side/sell-side liquidity Customization Options Toggle intermediate swing highlights Adjust label sizes 💡 Trading Applications: Institutional Levels: Identify zones where Asian session liquidity pools exist Breakout Trading: Get alerted when price breaches Asian session ranges S/R Flip Zones: Watch how price reacts at these key reference levels London/NY Open: Use Asian levels for early European session trades 🔧 How to Use: Set your preferred Asia session hours Adjust pivot sensitivity (default 1 bar works for most timeframes) Enable alerts for breakouts if desired Watch for reactions at the plotted levels
Indicador Pine Script®
por OOCONNOR454
4
Not-So-Average True Range (nsATR)Not-So-Average True Range (nsATR) By: Sherlock_MacGyver This is not your grandpa’s ATR. This is an intelligent, direction-aware volatility detection framework that reacts in real time to abnormal price movement — and it doesn’t just react… it adapts, it amplifies, and it knows which way price moved . nsATR is built to replace the ancient ta.rma(tr, len) formula entirely. Use it inside your indicators, strategies, or even position sizing formulas. --- 🧠 Core Logic: Calculates a standard ATR as the baseline Detects "breaches" when the current candle’s True Range exceeds a smoothed ATR baseline × a multiplier When breached, applies a power transformation to the current candle’s range, amplifying the ATR output Optional smoothing can be applied after the logic to stabilize the output curve All breaches are analyzed for direction (up/down) and visualized accordingly --- 🎨 Features: Directional Breach Markers :  🟢 Green triangle (↓ below candle) = upward breach  🔴 Red triangle (↑ above candle) = downward breach Directional Background Glow :  Paints the background in lime or red based on breach direction  Two toggles: one for the chart, one for the indicator pane Dual ATR Visualization :  - Adaptive ATR (powered, responsive, breach-aware)  - Classic ATR (for side-by-side comparison) Optional Smoothing for both ATR lines  Keeps curves clean without killing responsiveness Real-Time Breach Alert :  Alerts fire as soon as a breach occurs — no need to wait for the bar to close  Perfect for higher timeframe candles when early entry matters --- 🧬 Why It Matters: Standard ATR treats all candles equally. nsATR knows better. It sees when the market's hiding a buildup, when it explodes, and which way it ran. And now — it shows you everything visually . If you’re still using default ATR in 2025, you’re trading like it’s 1999. This isn’t an upgrade. It’s an evolution. nsATR: Smart. Adaptive. Directional. Real-Time. 💥 Volatility has never looked this good.
Indicador Pine Script®
por Sherlock_MacGyver
3
Topological Market Stress (TMS) - Quantum FabricTopological Market Stress (TMS) - Quantum Fabric What Stresses The Market? Topological Market Stress (TMS) represents a revolutionary fusion of algebraic topology and quantum field theory applied to financial markets. Unlike traditional indicators that analyze price movements linearly, TMS examines the underlying topological structure of market data—detecting when the very fabric of market relationships begins to tear, warp, or collapse. Drawing inspiration from the ethereal beauty of quantum field visualizations and the mathematical elegance of topological spaces, this indicator transforms complex mathematical concepts into an intuitive, visually stunning interface that reveals hidden market dynamics invisible to conventional analysis. Theoretical Foundation: Topology Meets Markets Topological Holes in Market Structure In algebraic topology, a "hole" represents a fundamental structural break—a place where the normal connectivity of space fails. In markets, these topological holes manifest as: Correlation Breakdown: When traditional price-volume relationships collapse Volatility Clustering Failure: When volatility patterns lose their predictive power Microstructure Stress: When market efficiency mechanisms begin to fail The Mathematics of Market Topology TMS constructs a topological space from market data using three key components: 1. Correlation Topology ρ(P,V) = correlation(price, volume, period) Hole Formation = 1 - |ρ(P,V)| When price and volume decorrelate, topological holes begin forming. 2. Volatility Clustering Topology σ(t) = volatility at time t Clustering = correlation(σ(t), σ(t-1), period) Breakdown = 1 - |Clustering| Volatility clustering breakdown indicates structural instability. 3. Market Efficiency Topology Efficiency = |price - EMA(price)| / ATR Measures how far price deviates from its efficient trajectory. Multi-Scale Topological Analysis Markets exist across multiple temporal scales simultaneously. TMS analyzes topology at three distinct scales: Micro Scale (3-15 periods): Immediate structural changes, market microstructure stress Meso Scale (10-50 periods): Trend-level topology, medium-term structural shifts Macro Scale (50-200 periods): Long-term structural topology, regime-level changes The final stress metric combines all scales: Combined Stress = 0.3×Micro + 0.4×Meso + 0.3×Macro How TMS Works 1. Topological Space Construction Each market moment is embedded in a multi-dimensional topological space where: - Price efficiency forms one dimension - Correlation breakdown forms another - Volatility clustering breakdown forms the third 2. Hole Detection Algorithm The indicator continuously scans this topological space for: Hole Formation: When stress exceeds the formation threshold Hole Persistence: How long structural breaks maintain Hole Collapse: Sudden topology restoration (regime shifts) 3. Quantum Visualization Engine The visualization system translates topological mathematics into intuitive quantum field representations: Stress Waves: Main line showing topological stress intensity Quantum Glow: Surrounding field indicating stress energy Fabric Integrity: Background showing structural health Multi-Scale Rings: Orbital representations of different timeframes 4. Signal Generation Stable Topology (✨): Normal market structure, standard trading conditions Stressed Topology (⚡): Increased structural tension, heightened volatility expected Topological Collapse (🕳️): Major structural break, regime shift in progress Critical Stress (🌋): Extreme conditions, maximum caution required Inputs & Parameters 🕳️ Topological Parameters Analysis Window (20-200, default: 50) Primary period for topological analysis 20-30: High-frequency scalping, rapid structure detection 50: Balanced approach, recommended for most markets 100-200: Long-term position trading, major structural shifts only Hole Formation Threshold (0.1-0.9, default: 0.3) Sensitivity for detecting topological holes 0.1-0.2: Very sensitive, detects minor structural stress 0.3: Balanced, optimal for most market conditions 0.5-0.9: Conservative, only major structural breaks Density Calculation Radius (0.1-2.0, default: 0.5) Radius for local density estimation in topological space 0.1-0.3: Fine-grained analysis, sensitive to local changes 0.5: Standard approach, balanced sensitivity 1.0-2.0: Broad analysis, focuses on major structural features Collapse Detection (0.5-0.95, default: 0.7) Threshold for detecting sudden topology restoration 0.5-0.6: Very sensitive to regime changes 0.7: Balanced, reliable collapse detection 0.8-0.95: Conservative, only major regime shifts 📊 Multi-Scale Analysis Enable Multi-Scale (default: true) - Analyzes topology across multiple timeframes simultaneously - Provides deeper insight into market structure at different scales - Essential for understanding cross-timeframe topology interactions Micro Scale Period (3-15, default: 5) Fast scale for immediate topology changes 3-5: Ultra-fast, tick/minute data analysis 5-8: Fast, 5m-15m chart optimization 10-15: Medium-fast, 30m-1H chart focus Meso Scale Period (10-50, default: 20) Medium scale for trend topology analysis 10-15: Short trend structures 20-25: Medium trend structures (recommended) 30-50: Long trend structures Macro Scale Period (50-200, default: 100) Slow scale for structural topology 50-75: Medium-term structural analysis 100: Long-term structure (recommended) 150-200: Very long-term structural patterns ⚙️ Signal Processing Smoothing Method (SMA/EMA/RMA/WMA, default: EMA) Method for smoothing stress signals SMA: Simple average, stable but slower EMA: Exponential, responsive and recommended RMA: Running average, very smooth WMA: Weighted average, balanced approach Smoothing Period (1-10, default: 3) Period for signal smoothing 1-2: Minimal smoothing, noisy but fast 3-5: Balanced, recommended for most applications 6-10: Heavy smoothing, slow but very stable Normalization (Fixed/Adaptive/Rolling, default: Adaptive) Method for normalizing stress values Fixed: Static 0-1 range normalization Adaptive: Dynamic range adjustment (recommended) Rolling: Rolling window normalization 🎨 Quantum Visualization Fabric Style Options: Quantum Field: Flowing energy visualization with smooth gradients Topological Mesh: Mathematical topology with stepped lines Phase Space: Dynamical systems view with circular markers Minimal: Clean, simple display with reduced visual elements Color Scheme Options: Quantum Gradient: Deep space blue → Quantum red progression Thermal: Black → Hot orange thermal imaging style Spectral: Purple → Gold full spectrum colors Monochrome: Dark gray → Light gray elegant simplicity Multi-Scale Rings (default: true) - Display orbital rings for different time scales - Visualizes how topology changes across timeframes - Provides immediate visual feedback on cross-scale dynamics Glow Intensity (0.0-1.0, default: 0.6) Controls the quantum glow effect intensity 0.0: No glow, pure line display 0.6: Balanced, recommended setting 1.0: Maximum glow, full quantum field effect 📋 Dashboard & Alerts Show Dashboard (default: true) Real-time topology status display Current market state and trading recommendations Stress level visualization and fabric integrity status Show Theory Guide (default: true) Educational panel explaining topological concepts Dashboard interpretation guide Trading strategy recommendations Enable Alerts (default: true) Extreme stress detection alerts Topological collapse notifications Hole formation and recovery signals Visual Logic & Interpretation Main Visualization Elements Quantum Stress Line Primary indicator showing topological stress intensity Color intensity reflects current market state Line style varies based on selected fabric style Glow effect indicates stress energy field Equilibrium Line Silver line showing average stress level Reference point for normal market conditions Helps identify when stress is elevated or suppressed Upper/Lower Bounds Red upper bound: High stress threshold Green lower bound: Low stress threshold Quantum fabric fill between bounds shows stress field Multi-Scale Rings Aqua circles : Micro-scale topology (immediate changes) Orange circles: Meso-scale topology (trend-level changes) Provides cross-timeframe topology visualization Dashboard Information Topology State Icons: ✨ STABLE: Normal market structure, standard trading conditions ⚡ STRESSED: Increased structural tension, monitor closely 🕳️ COLLAPSE: Major structural break, regime shift occurring 🌋 CRITICAL: Extreme conditions, reduce risk exposure Stress Bar Visualization: Visual representation of current stress level (0-100%) Color-coded based on current topology state Real-time percentage display Fabric Integrity Dots: ●●●●● Intact: Strong market structure (0-30% stress) ●●●○○ Stressed: Weakening structure (30-70% stress) ●○○○○ Fractured: Breaking down structure (70-100% stress) Action Recommendations: ✅ TRADE: Normal conditions, standard strategies apply ⚠️ WATCH: Monitor closely, increased vigilance required 🔄 ADAPT: Change strategy, regime shift in progress 🛑 REDUCE: Lower risk exposure, extreme conditions Trading Strategies In Stable Topology (✨ STABLE) - Normal trading conditions apply - Use standard technical analysis - Regular position sizing appropriate - Both trend-following and mean-reversion strategies viable In Stressed Topology (⚡ STRESSED) - Increased volatility expected - Widen stop losses to account for higher volatility - Reduce position sizes slightly - Focus on high-probability setups - Monitor for potential regime change During Topological Collapse (🕳️ COLLAPSE) - Major regime shift in progress - Adapt strategy immediately to new market character - Consider closing positions that rely on previous regime - Wait for new topology to stabilize before major trades - Opportunity for contrarian plays if collapse is extreme In Critical Stress (🌋 CRITICAL) - Extreme market conditions - Significantly reduce risk exposure - Avoid new positions until stress subsides - Focus on capital preservation - Consider hedging existing positions Advanced Techniques Multi-Timeframe Topology Analysis - Use higher timeframe TMS for regime context - Use lower timeframe TMS for precise entry timing - Alignment across timeframes = highest probability trades Topology Divergence Trading - Most powerful at regime boundaries - Price makes new high/low but topology stress decreases - Early warning of potential reversals - Combine with key support/resistance levels Stress Persistence Analysis - Long periods of stable topology often precede major moves - Extended stress periods often resolve in regime changes - Use persistence tracking for position sizing decisions Originality & Innovation TMS represents a genuine breakthrough in applying advanced mathematics to market analysis: True Topological Analysis: Not a simplified proxy but actual topological space construction and hole detection using correlation breakdown, volatility clustering analysis, and market efficiency measurement. Quantum Aesthetic: Transforms complex topology mathematics into an intuitive, visually stunning interface inspired by quantum field theory visualizations. Multi-Scale Architecture: Simultaneous analysis across micro, meso, and macro timeframes provides unprecedented insight into market structure dynamics. Regime Detection: Identifies fundamental market character changes before they become obvious in price action, providing early warning of structural shifts. Practical Application: Clear, actionable signals derived from advanced mathematical concepts, making theoretical topology accessible to practical traders. This is not a combination of existing indicators or a cosmetic enhancement of standard tools. It represents a fundamental reimagining of how we measure, visualize, and interpret market dynamics through the lens of algebraic topology and quantum field theory. Best Practices Start with defaults: Parameters are optimized for broad market applicability Match timeframe: Adjust scales based on your trading timeframe Confirm with price action: TMS shows market character, not direction Respect topology changes: Reduce risk during regime transitions Use appropriate strategies: Adapt approach based on current topology state Monitor persistence: Track how long topology states maintain Cross-timeframe analysis: Align multiple timeframes for highest probability trades Alerts Available Extreme Topological Stress: Market fabric under severe deformation Topological Collapse Detected: Regime shift in progress Topological Hole Forming: Market structure breakdown detected Topology Stabilizing: Market structure recovering to normal Chart Requirements Recommended Markets: All liquid markets (forex, stocks, crypto, futures) Optimal Timeframes: 5m to Daily (adaptable to any timeframe) Minimum History: 200 bars for proper topology construction Best Performance: Markets with clear regime characteristics Academic Foundation This indicator draws from cutting-edge research in: - Algebraic topology and persistent homology - Quantum field theory visualization techniques - Market microstructure analysis - Multi-scale dynamical systems theory - Correlation topology and network analysis Disclaimer This indicator is for educational and research purposes only. It does not constitute financial advice or provide direct buy/sell signals. Topological analysis reveals market structure characteristics, not future price direction. Always use proper risk management and combine with your own analysis. Past performance does not guarantee future results. See markets through the lens of topology. Trade the structure, not the noise. Bringing advanced mathematics to practical trading through quantum-inspired visualization. Trade with insight. Trade with structure. — Dskyz , for DAFE Trading Systems
Indicador Pine Script®
por DskyzInvestments
Bollinger Bands [LePasha]Bollinger Bands : Advanced Volatility Analysis Made Simple Discover a refined take on Bollinger Bands that offers clearer market insights and deeper volatility understanding — perfect for traders seeking precision and confidence. What Is the Bollinger Bands Indicator? The Bollinger Bands indicator is a powerful, overlay chart tool designed to help traders visualize price volatility and identify potential market extremes more effectively. Unlike classic Bollinger Bands which use just two standard deviation bands, this enhanced version employs multiple deviation levels around a simple moving average (SMA) to give a richer picture of market dynamics. Key Features Multiple Deviation Bands: Instead of only ±2 standard deviations, it uses three extended levels: 2.5, 3.0, and 3.5 standard deviations to highlight subtle and extreme price movements. Color-coded Volatility Zones: Each band range is filled with translucent red or teal shades to help traders visually grasp the intensity of price moves. Customizable Length and Toggle: Adjust the length of the bands and enable or disable the indicator easily through inputs. Why Three Deviation Levels? Traditional Bollinger Bands (±2 standard deviations) cover approximately 95% of price action, but markets often present significant moves beyond this range that are important to identify for better risk management and trading decisions. The three deviation levels serve distinct purposes: Deviation Level Approximate Purpose Market Insight Provided ±2.5 SD Captures strong but fairly common moves Entry/exit trigger zones for trending moves ±3.0 SD Highlights more extreme, less frequent moves Indicates breakout strength or overextension ±3.5 SD Marks rare and extreme price deviations Signals potential reversal or exhaustion This graduated scale allows traders to differentiate between normal volatility, strong momentum, and possible exhaustion—making it easier to tailor trading decisions according to market context. How to Use Bollinger Bands Identify Volatility Zones: Observe how price interacts with the colored bands: Price touching or crossing the ±2.5 SD band may indicate a strong move is underway. Price breaching the ±3.0 or ±3.5 SD bands signals rare, extreme market conditions, which could be either a breakout or a setup for reversal. Combine With Trend Analysis: Use in conjunction with trend indicators like moving averages or volume to confirm the direction or strength of moves indicated by the bands. Adjust Your Stops and Targets: The layered bands help you set more intelligent stop losses and take profit zones by understanding how far price can reasonably stray. Visual Clarity for Market Phases: The shaded fills between bands give intuitive visual cues of volatility expansion and contraction phases. Why Traders Choose Bollinger Bands Greater Precision: More nuanced volatility detection than traditional Bollinger Bands. Visual Elegance: Soft translucent fills and clear band lines reduce clutter while delivering maximum insight. User-Friendly: Easy to toggle and adjust with minimal setup. Versatile: Effective across assets, timeframes, and trading styles. Final Thoughts The Bollinger Bands indicator is more than just a volatility tool — it's your visual guide to understanding how extreme price moves develop in real-time. Whether you’re entering new trades, managing risk, or hunting reversals, this indicator equips you with superior clarity and confidence. Add Bollinger Bands to your TradingView toolkit and see volatility like never before.
Indicador Pine Script®
por LePasha
Range Progress TrackerRANGE PROGRESS TRACKER(RPT) PURPOSE This indicator helps traders visually and statistically understand how much of the typical price range (measured by ATR) has already been covered in the current period (Daily, Weekly, or Monthly). It includes key features to assist in trend exhaustion analysis, reversal spotting, and smart alerting. CORE LOGIC The indicator calculates the current range of the selected time frame (e.g., Daily), which is: Current Range = High - Low This is then compared to the ATR (Average True Range) of the same time frame, which represents the average price movement range over a defined period (default is 14). The comparison is expressed as a percentage, calculated with this formula: Range % = (Current Range / ATR) × 100 This percentage shows how much of the “average expected move” has already occurred. WHY IT MATTERS When the current range approaches or exceeds 100% of ATR, it means the price has already moved as much as it typically does in a full session. This indicates a lower probability of continuing the trend with a new high or low, especially when the price is already near the session's high or low. This setup can signal: A possible consolidation phase A reversal in trend The market entering a corrective phase SMART ALERTS The indicator can alert you when: A new high is made after the range percentage exceeds your set threshold. A new low is made after the range percentage exceeds your set threshold. You can adjust the Range % Alert Threshold in the settings to tailor it to your trading style.
Indicador Pine Script®
por ebecihalil
ka66: Triple Keltner Around SourceThis is an indicator-on-indicator which draws Keltner Bands (ATR Bands) around any selected Basis Source, instead of hardcoding a moving average, etc. This allows you to put bands around any sort of esoteric moving average of your choice, or even just around price data like OHLC, HLC3, and so on. It's an enhancement on my prior Multi ATR Channels script at Written in Pine v6 and allowing custom timeframe selection. For example, the published chart shows the bands place around a Kaufman Adaptive Moving Average (KAMA), plotted in blue dots. You would use it for anything that you would use plain Keltners for: Mean Reversion Breakouts Take Profit and Stop Loss Estimation But with any basis that you deem more suitable for your purposes.
Indicador Pine Script®
por ka66
EWMA & EWVar + EWStd Expansion with MTF_V.5EWMA & EWVar + EWStd Expansion with MTF_V.5 This indicator combines adaptive trend smoothing (EWMA), variance estimation (EWVar) and dynamic volatility “bursts” (EWStd Expansion) with optional higher-timeframe confirmation. It’s designed both for visual chart analysis and for automated alerts on regime changes. Key Features EWMA (Exponential Smoothing): • Computes an exponential moving average with either a custom α or a length-derived α = 2/(N+1). • Option to recalculate only every N bars (reduces CPU load). EWVar & EWStd (Variance & Standard Deviation): • Exponentially weighted variance tracks recent price dispersion. • EWStd (σ) is computed alongside the EWMA. • Z-score (deviation in σ units) shows how far price has diverged from trend. Multi-Timeframe Filter (MTF): • Optionally require the same trend direction on a chosen higher timeframe (e.g. Daily, Weekly, H4). • Real-time lookahead available (may repaint). Gradient Around EWMA: • A multi-layer “glow” zone of ±1σ, broken into up to 10 steps. • Color interpolates between “upper” and “lower” shades for bullish, bearish and neutral regimes. Instantaneous Trendline (ITL): • Ultra-fast trend filter with slope-based coloring. • Highlights micro-trends and short-lived accelerations. Cross-Over Signals (ITL ↔ EWMA): • Up/down triangles plotted when the ITL crosses the main EWMA. EWStd Expansion (Volatility Bursts): • Automatically detects σ expansions (σ growth above a set % threshold). • Price filter: only when price moves beyond EWMA ± (multiplier·σ). • Optional higher-timeframe confirmation. Labels & Alerts: • Text labels and circular markers on bars where a volatility burst occurs. • Built-in alertcondition calls for both bullish and bearish expansions. How to Use Visual Analysis: • The gradient around EWMA shows the width of the volatility channel expanding or contracting. • ITL color changes instantly highlight short-term impulses. • EWMA line color switches (bullish/bearish/neutral) indicate trend state. Spotting Volatility Breakouts: • “EWStd Expansion” labels and circles signal the onset of strong moves when σ spikes. • Useful for entering at the start of new impulses. Automated Alerts: • Set alerts on the built-in conditions “Bullish EWStd Expansion Alert” or “Bearish EWStd Expansion Alert” to receive a popup or mobile push when a burst occurs. This compact tool unifies trend, volatility and multi-timeframe analysis into a single indicator—ideal for traders who want to see trend direction, current dispersion, and timely volatility burst signals all at once.
Indicador Pine Script®
por Sesilya
2
EMD Trend [InvestorUnknown]EMD Trend is a dynamic trend-following indicator that utilizes Exponential Moving Deviation (EMD) to build adaptive channels around a selected moving average. Designed for traders who value responsive trend signals with built-in volatility sensitivity, this tool highlights directional bias, market regime shifts, and potential breakout opportunities. How It Works Instead of using standard deviation, EMD Trend employs the exponential moving average of the absolute deviation from a moving average—producing smoother, faster-reacting upper and lower bounds: Bullish (Risk-ON Long): Price crosses above the upper EMD band Bearish (Risk-ON Short): Price crosses below the lower EMD band Neutral: Price stays within the channel, indicating potential mean reversion or low momentum Trend direction is defined by price interaction with these bands, and visual cues (color-coded bars and fills) help quickly identify market conditions. Features 7 Moving Average Types: SMA, EMA, HMA, DEMA, TEMA, RMA, FRAMA Custom Price Source: Choose close, hl2, ohlc4, or others EMD Multiplier: Controls the width of the deviation envelope Bar Coloring: Candles change color based on current trend Intra-bar Signal Option: Enables faster updates (with optional repainting) Speculative Zones: Fills highlight aggressive momentum moves beyond EMD bounds Backtest Mode Switch to Backtest Mode for performance evaluation over historical data: Equity Curve Plot: Compare EMD Trend strategy vs. Buy & Hold Trade Metrics Table: View number of trades, win/loss stats, profits Performance Metrics Table: Includes CAGR, Sharpe, max drawdown, and more Custom Start Date: Select from which date the backtest should begin Trade Sizing: Configure capital and trade percentage per entry Signal Filters: Choose from Long Only, Short Only, or Both Alerts Built-in alerts let you automate entries, exits, and trend transitions: LONG (EMD Trend) - Trend flips to Long SHORT (EMD Trend) - Trend flips to Short RISK-ON LONG - Price crosses above upper EMD band RISK-OFF LONG - Price crosses back below upper EMD band RISK-ON SHORT - Price crosses below lower EMD band RISK-OFF SHORT - Price crosses back above lower EMD band Use Cases Trend Confirmation with volatility-sensitive boundaries Momentum Entry Filtering via breakout zones Mean Reversion Avoidance in sideways markets Backtesting & Strategy Building with real-time metrics Disclaimer This indicator is intended for informational and educational purposes only. It does not constitute investment advice. Historical performance does not guarantee future results. Always backtest and use in simulation before live trading.
Indicador Pine Script®
por InvestorUnknown
RMSD Trend [InvestorUnknown]RMSD Trend is a trend-following indicator that utilizes Root Mean Square Deviation (RMSD) to dynamically construct a volatility-weighted trend channel around a selected moving average. This indicator is designed to enhance signal clarity, minimize noise, and offer quantitative insights into market momentum, ideal for both discretionary and systematic traders. How It Works At its core, RMSD Trend calculates a deviation band around a selected moving average using the Root Mean Square Deviation (similar to standard deviation but with squared errors), capturing the magnitude of price dispersion over a user-defined period. The logic is simple: When price crosses above the upper deviation band, the market is considered bullish (Risk-ON Long). When price crosses below the lower deviation band, the market is considered bearish (Risk-ON Short). If price stays within the band, the market is interpreted as neutral or ranging, offering low-risk decision zones. The indicator also generates trend flips (Long/Short) based on crossovers and crossunders of the price and the RMSD bands, and colors candles accordingly for enhanced visual feedback. Features 7 Moving Average Types: Choose between SMA, EMA, HMA, DEMA, TEMA, RMA, and FRAMA for flexibility. Customizable Source Input: Use price types like close, hl2, ohlc4, etc. Volatility-Aware Channel: Adjustable RMSD multiplier determines band width based on volatility. Smart Coloring: Candles and bands adapt their colors to reflect trend direction (green for bullish, red for bearish). Intra-bar Repainting Toggle: Option to allow more responsive but repaintable signals. Speculation Fill Zones: When price exceeds the deviation channel, a semi-transparent fill highlights potential momentum surges. Backtest Mode Switching to Backtest Mode unlocks a robust suite of simulation features: Built-in Equity Curve: Visualizes both strategy equity and Buy & Hold performance. Trade Metrics Table: Displays the number of trades, win rates, gross profits/losses, and long/short breakdowns. Performance Metrics Table: Includes key stats like CAGR, drawdown, Sharpe ratio, and more. Custom Date Range: Set a custom start date for your backtest. Trade Sizing: Simulate results using position sizing and initial capital settings. Signal Filters: Choose between Long & Short, Long Only, or Short Only strategies. Alerts The RMSD Trend includes six built-in alert conditions: LONG (RMSD Trend) - Trend flips from Short to Long SHORT (RMSD Trend) - Trend flips from Long to Short RISK-ON LONG (RMSD Trend) - Price crosses above upper RMSD band RISK-OFF LONG (RMSD Trend) - Price falls back below upper RMSD band RISK-ON SHORT (RMSD Trend) - Price crosses below lower RMSD band RISK-OFF SHORT (RMSD Trend) - Price rises back above lower RMSD band Use Cases Trend Confirmation: Confirms directional bias with RMSD-weighted confidence zones. Breakout Detection: Highlights moments when price breaks free from historical volatility norms. Mean Reversion Filtering: Avoids false signals by incorporating RMSD’s volatility sensitivity. Strategy Development: Backtest your signals or integrate with a broader system for alpha generation. Settings Summary Display Mode: Overlay (default) or Backtest Mode Average Type: Choose from SMA, EMA, HMA, DEMA, etc. Average Length: Lookback window for moving average RMSD Multiplier: Band width control based on RMS deviation Source: Input price source (close, hl2, ohlc4, etc.) Intra-bar Updating: Real-time updates (may repaint) Color Bars: Toggle bar coloring by trend direction Disclaimer This indicator is provided for educational and informational purposes only. It is not financial advice. Past performance, including backtest results, is not indicative of future results. Use with caution and always test thoroughly before live deployment.
Indicador Pine Script®
por InvestorUnknown
1