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Quantum Market Intelligence (QMI)Quantum Market Intelligence (QMI) Indicator The Quantum Market Intelligence (QMI) is a sophisticated multi-factor technical indicator that combines four key market analysis components into a single composite score. This indicator provides traders with a comprehensive market assessment tool that adapts to changing market conditions. The QMI score oscillates between -100 and +100, offering clear visual signals through color-coded plotting and an informative dashboard display. The indicator analyzes markets through four distinct lenses: Trend Analysis (using EMAs and volatility-adjusted momentum), Momentum Analysis (combining RSI, Stochastic, and Williams %R), Volume Analysis (incorporating volume ratios and Accumulation/Distribution), and Volatility Analysis (utilizing ATR and Bollinger Bands). These components are intelligently weighted based on detected market regimes - whether trending, volatile, or range-bound. The adaptive mode feature continuously evaluates the indicator's recent performance and adjusts sensitivity accordingly, making it responsive to evolving market dynamics. Traders can utilize the QMI's signal system which generates four types of alerts: Strong Buy (above 70 and rising), Buy (crossing above 30), Strong Sell (below -70 and falling), and Sell (crossing below -30). The visual presentation includes triangular markers for strong signals, circular markers for regular signals, and background shading that indicates the current market regime. The information table displays real-time metrics including the QMI score, individual component scores, detected market regime, and performance ratio, providing traders with a complete analytical dashboard for informed decision-making. Important Notice: The use of this technical indicator does not guarantee profitable results. This indicator should not be used as a standalone analysis tool. It is essential to combine it with other forms of analysis, such as fundamental analysis, risk management strategies, and awareness of current market conditions. Always conduct thorough research. Note: The effectiveness of any technical indicator can vary based on market conditions and individual trading styles. It's crucial to test indicators thoroughly using historical data before applying them in live trading scenarios. Disclaimer: Trading financial instruments involves substantial risk and may not be suitable for all investors. Past performance is not indicative of future results. This indicator is provided for informational and educational purposes only and should not be considered investment advice. Always conduct your own research before making any trading decisions.
Indicador Pine Script®
por DinoTradez
GCM Price Boost📌 GCM Price Boost (GCMPB) – by 📈 Overview: The GCM Price Boost indicator combines Volume Rate of Change (VROC) with a modified RSI Histogram to detect early momentum surges and potential reversal zones — giving you a powerful dual-momentum edge in all markets. This tool is built for traders who want to spot strong price bursts (boosts) backed by volume and momentum, with visual clarity. 🔍 What It Includes: ✅ VROC Histogram: Tracks how quickly volume is increasing alongside price. Helps spot "pump" scenarios — surges in buying or selling pressure. Color-coded for trend: 🟢 Green when price is rising 🔴 Red when price is falling ⚪ Gray when neutral Two thresholds: Small Pump (default 0.5) Big Pump (default 10.0) ✅ RSI Histogram: Based on RSI deviations from 50 (mid-level), scaled by a user-defined multiplier. Color-coded histogram fill for momentum strength: 🟢 Positive = bullish pressure 🔴 Negative = bearish pressure Histogram line color: Above zero: 🟢 #2dff00 (bullish) Below zero: 🔴 #ff0000 (bearish) ✅ Customizable Settings: Adjustable VROC lookback and thresholds. Custom RSI period and multiplier. Amplify VROC histogram height visually via scaling multiplier. ✅ Alerts Built-in: 🔔 GCM Small Pump Detected 🔔 GCM Big Pump Detected 🔔 RSI Buy Signal 🔔 RSI Sell Signal ⚙️ Best Used For: Spotting volume-backed momentum shifts Surfing strong price waves (breakouts, pumps) Timing buy/sell zones using RSI momentum Combining with other confirmation tools (trend filters, S/R zones, etc.) 🚀 How to Use: Add this indicator to your chart. Watch for: VROC bars crossing pump levels RSI Histogram entering buy/sell zones Use alerts to stay notified of key shifts. Combine with price action or trend filters for higher confidence. 🧠 Pro Tip: For aggressive traders: Enter when RSI crosses buy/sell level with a matching VROC boost. For swing traders: Use this as an early warning of upcoming strength or exhaustion. 💬 Feedback & Upgrades: If you’d like: Buy/sell arrows A strategy version for backtesting Multi-timeframe enhancements Drop a comment or message — I’m actively maintaining and improving this tool 💪
Indicador Pine Script®
por uniGram
Retiremont StratRetiremont Strat is a dynamic trend-based strategy designed for traders seeking a balanced approach between responsive entries and controlled exits. By analysing directional momentum through a proprietary (and customisable) smoothing method, this script adapts intelligently to market shifts while offering configurable filters for refined trade timing. What sets this strategy apart is its flexible structure—giving users the option to delay entries for signal confirmation, enforce cooldown periods between trades, and leverage trailing logic for exit precision. Optional visual elements like trend zones and slope overlays enhance interpretability without cluttering the chart. Ideal for traders who want to stay aligned with the prevailing trend while maintaining granular control over trade filters, this tool is both adaptive and disciplined—without exposing its inner mechanics. This strategy is invite-only. To request access, please contact @nubreed1337 on X.
Estratégia Pine Script®
por FDLT_Nubreed
Market Structure + VIX long & shortThis script is an indicator related to VIX short and long positions. I tried to closely follow the put call ratio calculated by CNN. I referred to the CPC chart and the USDI PCCE chart. The VIX long position is quite risky, so I hope you consider it as a signal to start thinking when it appears. On the other hand, the VIX short signal consists of strong signals and mild signals. The mild signal is risky but occurs at points where CNN's put call ratio is above 0.8 and the VIX is above 30. The strong short signal is a very powerful short signal. I hope you find it useful. God bless you traders.
Indicador Pine Script®
por Jvckdu
MarketCap_FreeFloat_2.0 MarketCap_FreeFloat_2.0 This powerful multi-metric indicator is designed for traders and investors seeking fundamentally strong, liquid, and trending stocks on NSE/BSE. It blends core fundamentals, liquidity, and adaptive trend-speed analytics into one comprehensive visual tool. 🧩 Key Features 🔍 Fundamental Screening Market Cap (Cr) – Auto-calculated using real-time price × outstanding shares Free Float (Cr & %) – Identifies liquidity available for trading Market Cap Category – Auto-classified into Small, Mid, or Large Cap 💧 Liquidity Analytics Turnover vs Avg Turnover (20D) – Measures relative liquidity Float Utilization % – Daily volume as % of free float Liquidity Ratio Threshold – Filters out illiquid names 🚀 Adaptive Speed Detection Z-Score based Momentum – Detects unusual price strength over the last 63 trading days Trend-Adjusted – Speed score is biased by trend (via linear regression slope) Visual Alerts – Triangular markers for fast/extreme moves Levels: 🚀 EXTREME ⚡ FAST 🔥 ACTIVE 📈 NORMAL 🐢 WEAK 📈 Technical Edge RSI – Included for gauging strength VWAP – Optional overlay Relative Strength vs Benchmark – Auto-compares with CNXSMALLCAP (or user choice) 🖥️ Table Display All metrics are neatly summarized in a top-right dynamic table Color-coded for quick interpretation Optionally includes a floating liquidity label per bar ⚙️ Customization Options Benchmark Index selection Adjustable liquidity/screening thresholds Choose label or plotshape for liquidity markers Control table and label sizes Enable/disable VWAP, speed legend, or high-liquidity filtering ✅ Ideal Use Cases Screen fundamentally sound, liquid movers Spot fast-trending stocks early Confirm momentum with trend-adjusted speed Overlay on any NSE/BSE equity chart ℹ️ Notes Fundamental data is sourced using request.financial() (may be limited for some stocks) Speed is calculated using z-score of daily returns adjusted for the 63-bar linear regression slope Liquidity labels are shown conditionally to prevent clutter
Indicador Pine Script®
por nithinshenoy7
Stage Cycle AnalysisStage Cycle Analysis — Stage 1 to 4 This indicator visualizes the four stages of price cycles inspired by Stan Weinstein's Stage Analysis, helping traders identify where a stock is in its broader trend cycle. 🚦Stage Logic Breakdown: Stage 1: Basing Price is above 50/150/200 SMAs. SMAs are flat or not sloping up. Indicates accumulation before a potential uptrend. Stage 2: Uptrend Price remains above all SMAs. All SMAs are sloping up. Confirms trend strength and momentum. Stage 3: Distribution Price still above long-term SMAs (150/200). All SMAs flatten out. Often seen near tops — suggests weakening trend. Stage 4: Downtrend Price is below all SMAs. All SMAs sloping down. Confirms bearish momentum. 📌 Features: Automatically detects and labels each stage on the chart. Labels show only on transition, keeping the chart clean. Uses SMA 50, 150, and 200 as trend filters. Works across all timeframes (optimized for daily and weekly). 🎯 How to Use: Combine with volume and support/resistance analysis. Use Stage 2 entries for momentum trades. Avoid Stage 3/4 for long positions. Stage 1 can be useful for spotting early accumulations. Built for clarity and simplicity, this tool helps traders visually map the stage cycle with minimal noise.
Indicador Pine Script®
por nithinshenoy7
🔔 Open Range Breakout Pro – Dashed Line FixedOpen Range Breakout Pro – Midpoint + Alerts This advanced indicator captures the first 5-minute open range after the session begins and unlocks powerful intraday levels based on that structure. It’s ideal for traders looking to trade range breakouts, mean reversion, or high-volume trend confirmations. 🔍 What it does: Locks in the first 5-min candle high/low after market open Plots the upside and downside targets Dynamically shows the range midpoint Optional extension levels at 1.5x and 2x the opening range Highlights breakouts with conditional background colors Includes volume confirmation toggle to filter weak moves Auto-resets daily for clean reinitialization Compatible with stocks, futures, and crypto 🛎️ Built-in Alerts: 📈 Price crosses above high 📉 Price crosses below low 🔁 Price returns into the range 📦 Fully customizable and optimized for both discretionary and alert-based trading systems.
Indicador Pine Script®
por drew8asante
Rotationt Strong Holders ### Rotation Strong Holders Mean Reversion Indicator with Volatility-Adjusted Levels and Beta Coefficient CONCEPT: The indicator is based on the *"Mean Reversion"* theory, which posits that asset prices eventually return to their long-term average value. The greater the deviation from this mean, the higher the probability of correction. Unlike classical approaches that simply assume "the larger the deviation, the stronger the reversion," we've identified key threshold levels where the probability of reversion spikes dramatically, generating high-confidence reversal signals. Through extensive testing, we discovered that different stocks exhibit varying volatility profiles, making fixed thresholds ineffective. Our indicator dynamically adjusts overbought/oversold zones using: - Beta coefficient (asset's sensitivity to market volatility) - Multi-timeframe trend analysis (higher TF trend confirmation) - Adaptive moving averages (12 MA types available) --- ### USAGE The indicator identifies three key zones : 1. Red (Upper) – Overbought zone, likely price reversal downward 2. Blue (Middle) – Equilibrium zone, fair value range 3. Green (Lower) – Oversold zone, probable upward bounce Signals: - Buy: When the blue line crosses upward near the green zone - Sell: When the blue line crosses downward near the red zone --- ### SETTINGS Main Parameters: - `Source` – Price source (default: close) - `Moving Average Type` – 12 MA variants (incl. VAMA, JMA, HMA) - `Fast/Slow Length` – Periods for fast/slow MAs Beta Calculation: - `Benchmark Index` (SPX, NDX, DJI) – Volatility comparison index - `Beta Calculation Length` – Lookback period (default: 252 days) Additional Settings: - `Color bars` – Trend-based candle coloring - `Show Histogram/Lines` – Toggle visualization elements - `Higher Timeframe Trend` – Enable/disable HTF analysis --- Multi-Timeframe Analysis: - Seamless integration with higher timeframes (manual/auto) - Filters false signals using HTF trend confirmation Adaptive MAs: 12 MA types including: - VAMA (volatility-adjusted) - JMA (trend-adaptive) Limitations: - May generate false signals on: ✓ Extreme trend stocks (e.g., NVDA during AI chip boom) ✓ Bankruptcy-risk companies - Not optimized for: ✓ Index trading ✓ Healthcare sector stocks
Indicador Pine Script®
por Strong_Holders
Nikko William StrategyWelcome to Williams %R Strategy for Pine Script v6 Results may vary depending on the timeframe, asset, and configuration. 📘 Strategy Overview This strategy is powered the Williams %R (pronounced "Williams Percent R") is a momentum oscillator developed by Larry Williams. It helps traders identify overbought and oversold conditions in the market — similar to the RSI, but inverted. ⚙️ Strategy Characteristics This system is an experimental strategy and should be used with caution. 🛠️ Key Parameters Bar Multiple: Controls how frequently new positions are opened/closed in an uptrend/downtrend. For example, setting this to 3 means the strategy will enter once every 3 bars during an uptrend, reducing overexposure and allowing better pyramid spacing. Close All When Bearish: When enabled, this forces the strategy to close all open positions as soon as the trend turns bearish. When disabled, it allows for pyramiding in both directions, depending on your risk tolerance. Disclaimer: This strategy is provided for educational and informational purposes only. Trading involves risk, and results may vary depending on configuration and market conditions. Always backtest thoroughly over a significant number of trades and monitor live performance carefully before considering any real trading. I am not offering financial advice.
Estratégia Pine Script®
por CryptoNikkoid
Nikko Vortex StrategyWelcome to My Vortex Strategy for Pine Script v6 Results may vary depending on the timeframe, asset, and configuration. 📘 Strategy Overview This strategy is powered by the Vortex Indicator (VI) — a tool developed by Etienne Botes and Douglas Siepman, introduced in Technical Analysis of Stocks & Commodities in 2010. The VI is designed to identify trend initiations and confirm ongoing trends, making it ideal for momentum-based strategies. ⚙️ Strategy Characteristics This system is best suited for moderately volatile coins, where it helps smooth out gains while maintaining steady growth. 🛠️ Key Parameters Bar Multiple: Controls how frequently new positions are opened/closed in an uptrend/downtrend. Close All When Bearish: When enabled, this forces the strategy to close all open positions as soon as the trend turns bearish. When disabled, it allows for pyramiding in both directions, depending on your risk tolerance. Disclaimer: This strategy is provided for educational and informational purposes only. Trading involves risk, and results may vary depending on configuration and market conditions. Always backtest thoroughly over a significant number of trades and monitor live performance carefully before considering any real trading. I am not offering financial advice.
Estratégia Pine Script®
por CryptoNikkoid
1
VIX Index Plot with LevelsPine Script Indicator: VIX Index Plot with Levels This Pine Script indicator is designed for TradingView and is specifically created to plot the VIX (Volatility Index) on a separate panel below your main price chart. Its primary goal is to visually highlight periods of heightened market fear (and potential buying opportunities) by changing the VIX line color and filling the background based on specific VIX levels. How It Works: VIX Data Fetching: The script fetches the VIX index data using the request.security() function. By default, it uses the "VIX" symbol, but you can change this in the indicator's settings (e.g., to "USI:VIX" if your data provider requires it). It retrieves the closing price of VIX for each bar. Dynamic VIX Line Coloring: The VIX line's color dynamically changes based on its current value, providing an immediate visual cue for different levels of market volatility/fear: Red: When VIX is at or above 50. (Indicates extreme fear) Orange: When VIX is at or above 40 (but below 50). (Indicates high fear) Yellow: When VIX is at or above 30 (but below 40). (Indicates elevated fear) Navy Blue: When VIX is below 30. (Indicates normal to low volatility) Horizontal Level Lines: Dotted horizontal lines are plotted at the 30, 40, and 50 VIX levels. These serve as clear visual markers, helping you quickly identify when VIX crosses these important thresholds. The color of these lines matches the corresponding emphasis color (yellow, orange, red). Background Fill for Emphasis: To further enhance visual clarity, the area below the VIX line (down to the 0-level of the VIX panel) is filled with a color corresponding to the current VIX level. This creates a prominent colored band that highlights periods of elevated fear: Red Fill: When VIX is 50 or above. Orange Fill: When VIX is 40 or above (but below 50). Yellow Fill: When VIX is 30 or above (but below 40). The fill has a slight transparency (90%) to remain subtle yet effective. Customization: You can easily adjust the parameters of this indicator by accessing its settings on your TradingView chart. Look for the gear icon next to the indicator name on your chart to modify: VIX Symbol: Change the VIX symbol if needed (e.g., "VIX", "USI:VIX"). VIX Level 1 (Yellow): Adjust the threshold for the yellow emphasis (default: 30.0). VIX Level 2 (Orange): Adjust the threshold for the orange emphasis (default: 40.0). VIX Level 3 (Red): Adjust the threshold for the red emphasis (default: 50.0). How to Use This Script in TradingView: Open your TradingView chart. Go to the "Pine Editor" tab at the bottom. Delete any existing code in the editor (if you are replacing a previous VIX script). Copy and paste the entire provided Pine Script code into the Pine Editor. Click "Add to Chart" (or "Save" and then "Add to Chart"). This indicator will appear as a separate panel below your main price chart, providing you with a dynamic and intuitive visual representation of market volatility based on VIX levels. This can be a valuable tool for identifying potential market bottoms during periods of high fear.
Indicador Pine Script®
por Blueming7
Vortex Pivot Strategy (VPS)Strategy Overview: This custom indicator is designed around a powerful contrarian trading philosophy: capitalize on market-wide pessimism among both short-term and mid-term traders, and enter positions at historically high-probability bounce zones using pivot levels. The setup combines three core ideas: A clear downtrend structure, where short- and mid-term participants are in loss. Entry at S3 pivot support, which statistically represents extreme oversold zones. A quick, rational exit at the central pivot level, minimizing holding time and maximizing reward-to-risk efficiency. 📈 Conditions for Entry (Buy Setup): 50-day SMA above 20-day SMA, which is above the current price. This sequence implies that mid-term traders (50-day SMA) are in loss, short-term traders (20-day SMA) are in loss, and price has dropped below both — indicating peak pessimism and fear. Price must touch or dip below the S3 pivot level (from the Pivot Points Standard - Weekly). S3 is considered an extreme support zone. When price touches it while the SMA structure confirms maximum bearish sentiment, it sets up a high-probability bounce scenario. 🎯 Exit Strategy (Target): The central Pivot Point (P) becomes your exit level. Since the price is entering from a deeply oversold region, a reversion to the weekly pivot is statistically probable. This ensures the trade remains quick, directional, and avoids greed-based exits. 💡 Why This Works (Psychology & Edge): This is a player-versus-player game. When you buy during a setup like this, you're essentially buying when the majority of active traders are in pain: Mid-term traders (50 SMA) are holding positions at higher levels — they’re sitting in drawdown. Short-term traders (20 SMA) are also underwater. Panic is widespread. Volume dries up. Selling is largely exhausted. Meanwhile, you're entering a fundamentally strong stock at a deeply discounted price, and aiming for a modest reversion — not an unrealistic uptrend continuation. That gives you both psychological and statistical edge. You're not trying to predict a reversal — you're positioning against fear and riding the natural bounce that follows. 🔧 How to Use This Indicator: Add this indicator to a Daily timeframe chart of fundamentally strong stocks (you should do your own fundamental screening). Wait for the condition: SMA stack = 50 > 20 > Price AND price touches S3. The script will automatically draw a horizontal line at the entry (S3) and the target (Pivot). Once triggered, take the trade and exit around the Pivot level. Optional: you can use manual averaging or position sizing based on your risk strategy since fundamentally strong stocks typically revert over time.
Indicador Pine Script®
por EmonMalik
1
Squeeze Vector Regression - SciQua.com📊 Squeeze Vector Regression (SVR) — SciQua.com A precision breakout-momentum analysis tool for adaptable trading strategies (Invite-Only) sciqua.com 🔍 What Is the SVR Indicator? Description: Squeeze Vector Regression (SVR) is a proprietary trading indicator that detects low-volatility “squeeze” conditions and anticipates breakouts using a regression-based momentum engine. It is designed to help traders identify high-probability moments when markets are transitioning from compression to expansion, and more importantly, forecast the likely direction of the move. This tool builds on classic concepts like the Bollinger Band/Keltner Channel squeeze but introduces a novel approach: vector-based momentum regression, paired with adaptive angle normalization and dynamically colored histograms. The result is a highly visual signal set that not only marks when a squeeze is building or releasing but also uses directional cues to aid in decision-making. The Squeeze Vector Regression (SVR) is a powerful tool that detects volatility squeezes and helps gauge breakout momentum . It blends: Volatility analysis using Bollinger Bands (BB) and Keltner Channels (KC) Momentum slope estimation using regression angle analysis Dynamic visuals: background gradients and color-coded momentum lines Custom thresholds and lookbacks for fine-tuned strategy fit 🔄 What Is a Squeeze? A squeeze forms when Bollinger Bands (BB) are fully contained within Keltner Channels (KC) . Squeeze On : BB inside KC → Low volatility / compression phase Squeeze Off : BB breaks KC → Breakout begins This often precedes explosive moves in price action. SVR adds visual and statistical strength mapping to this condition. 📐 Momentum Vector: Angle-Based Regression SVR calculates a regression slope angle from price relative to: VWMA ATR or Range zones (adjustable) Peak/valley structures The angle is displayed as a colored momentum line : Red = Bearish slope (angle < 0) Green = Bullish slope (angle > 0) Color intensity = slope strength 🎛️ Inputs Explained Bollinger Band (BB) Parameters BB Length : Period for calculating the bands BB StdDev : Width scaling multiplier BB MA Type : SMA, EMA, VWMA, etc. BB Source : Default = close, customizable Keltner Channel (KC) Parameters KC Length : ATR period for channel size KC Multiplier : Width multiplier KC Source : Price input used Use Exponential MA : Optional smoothing Squeeze Logic & Visualization Show Squeeze ON/OFF Background : Toggle colored zones Minimum Squeeze ON/OFF Gap Strength : Filters weak signals Lookback for Breakout Scaling : Makes breakout intensity relative to historical max Enable Background Gradient : Toggle visuals Set custom gradient colors and opacity Momentum & Angle Settings Momentum Length : Regression window Angle Normalization : Fixed or adaptive Color gradient range : From bearish red to bullish green 🧠 How to Use SVR Effectively Scenario: Swing trader identifying momentum breakouts on 4-hour chart. Wait for yellow background (Squeeze ON) to persist → Consolidation phase. Look for orange background shift (Squeeze OFF) → Volatility breakout signal. Check if momentum line shifts from red to green → Confirms bullish vector. If confirmed, enter long on breakout candle or retrace with tight stop. Monitor momentum gradient: Fading green = momentum loss, prepare to exit. 🔧 Configure for Strategy Styles Breakout Traders: Raise Squeeze OFF Threshold to filter noise Use momentum line for directional confirmation Look for large orange backgrounds and steep green slopes Mean Reversion Traders: Lower Squeeze ON Threshold to catch earlier compression Watch for divergence between price and regression slope Exit when Squeeze OFF triggers Scalpers: Use lower BB/KC/Momentum lengths Switch to EMA/VWMA for faster response Focus on short timeframes with adaptive normalization 🧪 Visual Legend 🟡 Yellow background : Squeeze ON 🟠 Orange background : Squeeze OFF (breakout) Red momentum line : Bearish vector slope Green momentum line : Bullish vector slope Gradient intensity : Reflects strength of squeeze/breakout 📘 Tips & Notes Does not repaint after candle close Works across all markets: stocks, crypto, forex Effective in all timeframes: scalping to swing Visual-only — use alerts or integrate with other tools for automation 🧩 Summary Table Features : BB/KC Overlap: Detects compression and breakout zones Momentum Line: Reveals directional price pressure Background Colors: Visualize squeeze phases and breakout strength Thresholds & Scaling: Custom control for signal sensitivity Normalization: Contextualizes breakout strength historically
Indicador Pine Script®
por JoshuaDanford
Bear Market Defender [QuantraSystems]Bear Market Defender A system to short Altcoins when BTC is ranging or falling - benefit from Altcoin bleed or collapse . QuantraSystems guarantees that the information created and published within this document and on the TradingView platform is fully compliant with applicable regulations, does not constitute investment advice, and is not exclusively intended for qualified investors. Important Note! The system equity curve presented here has been generated as part of the process of testing and verifying the methodology behind this script. Crucially, it was developed after the system was conceptualized, designed, and created, which helps to mitigate the risk of overfitting to historical data. In other words, the system was built for robustness, not for simply optimizing past performance. This ensures that the system is less likely to degrade in performance over time, compared to hyper-optimized systems that are tailored to past data. No tweaks or optimizations were made to this system post-backtest. Even More Important Note!! The nature of markets is that they change quickly and unpredictably. Past performance does not guarantee future results - this is a fundamental rule in trading and investing. While this system is designed with broad, flexible conditions to adapt quickly to a range of market environments, it is essential to understand that no assumptions should be made about future returns based on historical data. Markets are inherently uncertain, and this system - like all trading systems - cannot predict future outcomes. INTRODUCTION TO THE STAR FRAMEWORK The STAR Framework – an abbreviation for Strategic Trading with Adaptive Risk - is a bespoke portfolio-level infrastructure for dynamic, multi-asset crypto trading systems. It combines systematic position management, adaptive sizing, and “intra-system” diversification, all built on a rigorous foundation of Risk-based position sizing . At its core, STAR is designed to facilitate: Adaptive position sizing based on user-defined maximum portfolio risk Capital allocation across multiple assets with dynamic weight adjustment Execution-aware trading with robust fee and slippage adjustment Realistic equity curve logic based on a compounding realized PnL and additive unrealized PnL The STAR Framework is intended for use as both a standalone portfolio system or preferred as a modular component within a broader trading “global portfolio” - delivering a balance of robustness and scalability across strategy types, timeframes, and market regimes. RISK ALLOCATION VIA "R" CALCULATIONS The foundational concept behind STAR is the use of the R unit - a dynamic representation of risk per trade. R is defined by the distance between a trade's entry and its stoploss, making it an intuitive and universally adaptive sizing unit across any token, timeframe, or market. Example: Suppose the entry price is $100, and the stoploss is $95. A $5 move against the position represents a 1R loss. A 15% price increase to $115 would equal a +3R gain. This makes R-based systems highly flexible: the user defines the percentage of capital that is put at risk per R and all positions are scaled accordingly - whether the token is volatile, illiquid, or slow-moving. R is an advantageous method for determine position sizing - instead of being tied to complex value at risk mechanisms with having layered exit criteria, or continuous volatility-based sizing criteria that need to be adjusted while in an open trade, R allows for very straightforward sizing, invalidation and especially risk control – which is the most fundamental. REALIZED BALANCE, FEES & SLIPPAGE ACCOUNTING All position sizing, risk metrics, and the base equity curve within STAR are calculated based on realized balance only . This means: No sizing adjustments are made based on unrealized profit and loss ✅ No active positions are included in the system's realized equity until fully closed ✅ Every trade is sized precisely according to current locked-in realized portfolio balance ✅ This creates the safest risk profile - especially when multiple trades are open. Unrealized gains are not used to inflate sizing, ensuring margin safety across all assets. All calculations also incorporate slippage and fees, based on user-defined estimates – which can and should be based upon user-collected data - and updated frequently forwards in time. These are not cosmetic, or simply applied to the final equity curve - they are fully integrated into the dynamic position sizing and equity performance , ensuring: Stoploss hits result in exactly a −1R loss, even after slippage and fees ✅ Winners are discounted based on realistic execution costs ✅ No trade is oversized due to unaccounted execution costs ✅ Example - Slippage in R Units: Let R be defined as the distance from entry to stoploss. Suppose that distance is $1, and the trade is closed at a win of +$2. If execution slippage leads to a 50 cent worse entry and a 50 cent worse exit, you’ve lost $1 extra - which is an additional 1R in execution slippage. This makes the effective return 1.0R instead of the intended 2.0R. This is equivalent to a slippage value of 50%. Thus, slippage in STAR is tracked and modelled on an R-adjusted basis , enabling more accurate long-term performance modelling. MULTI-ASSET, LONG/SHORT SUPPORT STAR supports concurrent long and short positions across multiple tokens. This can sometimes result in partially hedged exposure - for example, being long one asset and short another. This structure has key benefits: Diversifies idiosyncratic risk by distributing exposure across multiple tokens Allows simultaneous exploitation of relative strength and weakness Reduces portfolio volatility via natural hedging during reduced trending periods Even in a highly correlated market like crypto, short-term momentum behaviour often varies between tokens - making diversified, multi-directional exposure a strategic advantage . EQUITY CURVE The STAR framework only updates the underlying realized equity when a position is closed, and the trade outcome is known. This approach ensures: True representation of actual capital available for trading No exposure distortion due to unrealized gains Risk remains tightly linked to realized results This trade-to-trade basis for realized equity modelling eliminates the common pitfall of overallocation based on unrealized profits. The visual equity curve represents an accurate visualization of the Total Equity however, which is equivalent to what would be the realized equity if all trades were closed on the prior bar close. TIMEFRAME CONSIDERATIONS Lower timeframes typically yield better performance for STAR due to: Greater data density per day - more observations = better statistical inference Faster compounding - more trades per week = faster capital rotation However, lower timeframes also suffer from increased slippage and fees. STAR's execution-aware structure helps mitigate this, but users must still choose timeframes appropriate to their liquidity, costs, and operational availability. INPUT OPTIONS Fees (direct trading costs - the percentage of capital removed from the initial position size) Slippage (execution delay, as a percentage. In practice, the fill price is often worse than the signal price. This directly affects R and hence position sizing) Risk % ( Please note : this is the risk level if every position is opened at once. 5% risk for 5 assets is 1% risk per position) System Start date Float Precision value of displayed numbers Table visualization - positioning and table sizes Adjustable color options VISUAL SIMPLICITY To avoid usual unnecessary complexity and empower fast at-a-glance action taking, as well as enable mobile compatibility, only the most relevant information is presented. This includes all information required to open positions in one table. As well as a quick and straightforward overview for the system stats Lastly, there is an optional table that can be enabled displaying more detailed information if desired: USAGE GUIDELINES To use STAR effectively: Input your average slippage and fees % Input your maximum portfolio risk % (this controls overall leverage and is equivalent to the maximum loss that the allocation to STAR would bring if ALL positions are allocated AND hit their stop loss at the same time) Wait for signal alerts with entry, stop, and size details STAR will dynamically calculate sizing, risk exposure, and portfolio allocation on your behalf. Position multipliers, stop placement, and asset-specific risk are all embedded in the system logic. Note: Leverage must be manually set to ISOLATED on your exchange platform to prevent unwanted position linking. ABOUT THE BEAR MARKET DEFENDER STRATEGY The first strategy to launch on the STAR Framework is the BEAR MARKET DEFENDER (BMD) - a fast-acting, trend following system based upon the Trend Titan NEUTRONSTAR. For the details of the logic behind NEUTRONSTAR, please refer to the methodology and trend aggregation section of the following indicator: The BMD ’s short side exit calculation methodology is slightly improved compared to NEUTRONSTAR, to capture downtrends more consistently and also cut positions faster – which is crucial when considering general jump risk in the Crypto space. Accordingly, the only focus of the BMD is to capture trends to the short side, providing the benefit of being in a spectrum from no correlation to being negatively correlated in risk and return behavior to classical Crypto long exposure. More precisely, Crypto behavior showcases that when Bitcoin is in a ranging/mean reverting environment, most tokens that don’t fall into the “Blue-Chip” category tend to find themselves in a trend towards 0. Typically during this period most Crypto portfolios suffer heavily due to a “Crypto-long” biased exposure. The Bear Market Defender thrives in these chaotic, high volatility markets where most coins trend towards zero while the traditional Crypto long exposure is either flat or in a drawdown, therefore the BMD adds a source of uncorrelated risk and returns to hedge typical long exposure and bolster portfolio volatility. Because of the BMD's short-only exposure, it will often suffer small losses during strong uptrends. During these periods, long exposure performs the best and the goal is to outperform the temporary underperformance in the BMD . To take advantage of the abovementioned behavior of most tokens trending to zero, assets traded in the BMD are systematically updated on a quarterly basis with available liquidity being an important consideration for the tokens to be eligible for selection. FINAL SUMMARY The STAR Framework represents a new generation of portfolio grade trading infrastructure, built around disciplined execution, realized equity, and adaptive position sizing. It is designed to support any number of future methodologies - beginning with BMD . The Bear Market Defender is here to hedge out commonly long biased portfolio allocations in the Crypto market, specializing in bringing uncorrelated returns during periods of sideways price action on Bitcoin, or whole-market downturns. Together, STAR + BMD deliver a scalable, volatility tuned system that prioritizes capital preservation, signal accuracy, and adaptive risk allocation. Whether deployed standalone or within a broader portfolio, this framework is engineered for high performance, longevity, and adaptability in the ever-evolving crypto landscape.
Indicador Pine Script®
por QuantraSystems
Timeframe LoopThe Timeframe Loop publication aims to visualize intrabar price progression in a new, different way. 🔶 CONCEPTS and USAGE I got inspiration from the Pressure/Volume loop, which is used in Mechanical Ventilation with Critical Care patients to visualize pressure/volume evolution during inhalation/exhalation. The main idea is that intrabar prices are visualized by a loop, going to the right during the first half and returning to the left towards its closing point. Here, the main chart timeframe (CTF) is 4 hours, and we see the movements of eight 30-minute lower timeframe (LTF) periods, highlighted by four yellow dots/lines (first 2 hours -> "Right") and four blue dots/lines (last 2 hours <- "Left"): 🔹 BTF If "Show Lowest TF" is enabled, the LTF is split into another lower TF (BTF - "Base TF"); in this case, the 30-minute LTF is split into 10 parts of 3 minutes (BTF): Enabling "Loop Lowest TF" will enable the BTF to react similarly to the largest loop; from halfway, it will return to its startpoint: Here is a more detailed example: 🔹 Mini-Candles The included option "Mini-Candles" will bring even more detail, showing the LTF as Japanese candlesticks with user-defined colors and adjustable body width; in this example, the mini-candles associated with the first half (yellow lines/dots) are green/red, while blue/fuchsia in the second half (blue lines/dots): CTF 10 minutes, LTF 1 minute, BTF 5 seconds One can see the detailed intrabar price progression in one glance. CTF 5 minutes, LTF 1 minute, BTF 5 seconds If the LTF/BTF ratio, divided by two, results in a non-integer number, the right side will be a vertical line instead of just a turning point. In that case, the smaller, most right blue loop will be situated at the right of that line. 10 minutes / 1 minute = 10 -> 10 / 2 =    5 parts    5 minutes / 1 minute =   5 ->   5 / 2 = 2.5 parts 🔶 SETTINGS 🔹 Timeframes Lower Timeframe 1 Lower Timeframe 2 No need to worry about the order of both timeframes; BTF will be the lowest TF of the 2, LTF the highest; both have to be lower than the main chart TF (CTF); otherwise, it will result in the error: "`Lower Timeframes` should be lower than current chart timeframe". The ratio LTF / BTF should be equal or higher than 2; otherwise, this error will show: "`Lower Timeframe` should minimally be twice the `Base (smallest) Timeframe`" Lastly, the ratio CTF / BTF should be lower than 500; otherwise, this error will pop up: "`Current Chart timeframe` / `Lower Timeframe` should be less than 500." I have tried to capture runtime errors as best I could. If one should be triggered (red exclamation mark next to the title), it is best to increase the lowest TF. 🔹 Options Show Lowest TF: Show BTF progression. Loop Lowest TF: Enabling will let the BTF line return halfway. Show Mini-Candles Show Steps "Show Steps" can be useful to see how the script works, where the location of the current price is compared against the position of the left (L) and right (R) labels: 🔹 Style
Indicador Pine Script®
por fikira
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