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Средний истинный диапазон (ATR)

Universal ATR Position Sizer + Volatility ContextOverview The Universal ATR Position Sizer Pro is a comprehensive risk management tool designed for traders who need precision across multiple asset classes. Unlike standard position sizers, this indicator automatically detects symbol point values to provide accurate sizing for Futures, Forex, Stocks, and Crypto. In addition to sizing, it provides a "Volatility Weather Report," comparing current market conditions to historical averages to help you decide if the market environment is currently high-risk or optimal. Key Features 1. Triple-Timeframe Analysis The table provides a bird's-eye view of volatility across three distinct layers: Current Timeframe: Real-time sizing based on your active chart. Custom Timeframe: A selectable higher timeframe (e.g., 1H or 4H) to help you align your risk with macro trends. Daily Context: A deep dive into the daily range to see how "today" compares to the monthly average. 2. Smart "Vol Status" Context Stop trading in the dark. The indicator calculates an ATR Relative Ratio to categorize the market: LOW VOL (Blue): Market is tightening; watch for breakouts but beware of "chop." NORMAL (Green): Volatility is within historical norms; standard strategy parameters apply. HIGH VOL (Orange): Volatility is 20%+ above average; expect violent swings and consider reducing size. 3. Multi-Asset Logic Built-in syminfo.pointvalue detection means you don't have to change settings when switching from ES (Futures) to EURUSD (Forex) or NVDA (Stocks). The math adjusts itself automatically. How to Read the Table Stop Distance: The physical distance of your stop loss based on your ATR multiplier. Suggested Size: The exact number of units/contracts to trade to maintain your fixed dollar risk (e.g., $100 per trade). % of Price: Shows the Daily ATR as a percentage of the asset's price. This helps you understand the "personality" and relative risk of the ticker. Settings ATR Settings: Customize the length and multiplier. Custom TF: Set your preferred higher timeframe for secondary sizing. Risk Amount: Enter the total dollar amount you are willing to lose if your stop is hit. Round Down: A must-have for Futures and Stocks to ensure you never accidentally over-leverage due to fractional math. Disclaimer: This indicator is a tool to assist in risk calculation. Always verify your position size with your broker's margin requirements before entering a trade.
Индикатор Pine Script®
от Terrinca
Market Ranging FIlterMarket Ranging Filter Overview Most trading strategies fail not because of poor entry logic, but because they fire during the wrong market conditions. A strategy tuned for trending markets will bleed equity when price is simply chopping sideways. The Market Ranging Filter solves this problem by combining two independent volatility and directional signals into a single binary read: is the market moving with enough energy to trade, or is it not? The indicator plots ATR and its smoothed baseline side by side, then overlays a blue background highlight whenever the filter is active. When the background is lit, the market meets the minimum conditions for trending or expanding price action. When it is blank, the market is likely consolidating and discretionary entries should be avoided or filtered out. How it works The filter evaluates two conditions independently and requires both to be true simultaneously. The first condition is an ATR expansion check. Raw ATR must be above its SWMA-smoothed baseline, and at least one of the last four bars must also have shown rising ATR. This confirms that volatility is not only elevated but actively expanding. atr = ta.atr(atrlength) satr = ta.swma(atr) atrExpanding = atr > satr and (atr > atr or atr > atr or atr > atr or atr > atr ) The second condition is a directional strength check using ADX and the DI lines. The filter accepts either a strong ADX reading above 18, or a softer directional read where one DI dominates the other and leads ADX with ADX still above 12. This allows the filter to activate early in a trend, before ADX fully confirms direction. = ta.dmi(adxlen, adxlensig) directionConfirmed = adx > 18 or (diplus > diminus and diplus > adx and adx > 12) or (diminus > diplus and diminus > adx and adx > 12) The filter activates only when both conditions are true at the same time. Visual output: Red line (ATR) — raw ATR value. Rising means volatility is increasing. Yellow-green line (smoothed ATR) — SWMA baseline of ATR. When raw ATR crosses above this, the volatility leg of the filter begins qualifying. Blue background — both conditions are active. The market is exhibiting expansion and directional character simultaneously. No background — one or both conditions are failing. The market is ranging or lacks directional conviction. Inputs ATR Length — sets the lookback period for ATR calculation. Lower values (e.g. 7) make the indicator more reactive to short bursts of volatility; higher values (e.g. 20) require sustained volatility expansion before qualifying. Default: 14. ATR Smoothing — present in the code but currently reserved for a future smoothing method. Does not affect output in this version. Default: 5. DI Length — controls the lookback period for the DMI calculation, affecting how quickly the DI lines respond to directional changes. Lower values (e.g. 7) produce faster, noisier signals; higher values (e.g. 21) produce slower, smoother readings. Default: 17. ADX Smoothing — sets the smoothing period applied to the ADX line. Lower values (e.g. 7) make ADX more sensitive to recent directional changes; higher values (e.g. 20) produce a more stable ADX that responds slowly to trend reversals. Default: 14. Usage notes Use this indicator as a gate for other strategies. Only take signals from your primary setup when the blue background is active. Ignore signals when the background is blank. On higher timeframes (Daily, 4H), the filter stays active for longer stretches. On lower timeframes (15m and below), it will flicker more frequently due to intraday noise. Widen the ATR and DI lengths slightly for lower timeframes. The filter does not tell you the direction of the move. It only tells you a move is underway. Combine it with a trend-following indicator or price structure analysis to determine bias. The dual-DI condition (DI leading ADX) means the filter can light up at the early stages of a trend, before ADX crosses 25. This is intentional. Early activation trades off some false positives for catching moves before they are fully extended. If the background flickers rapidly on and off within a few bars, the market is likely in a transitional or indecisive state. Treat flickering as a no-trade condition. Recommended pairings This filter works well as a pre-condition layer for breakout, momentum, or trend-following strategies. Pair it with a directional bias indicator such as a moving average slope, EMA crossover, or higher timeframe trend filter to build a complete entry framework.
Индикатор Pine Script®
от jabez4jc
ATR Structure TrendATR Structure Trend ATR Structure Trend is a trend-following indicator that identifies the dominant market direction using price structure levels combined with an ATR-based breakout filter and a configurable confirmation mechanism — reducing false signals and improving signal quality compared to traditional highest/lowest approaches. The result is a dynamic line that moves with the market — sitting above price in a bullish trend and below price in a bearish trend. How It Works When price breaks above the highest value of the lookback period beyond a defined ATR buffer, a bullish trend is confirmed and the upper line activates. When price breaks below the lowest value beyond the same buffer, a bearish trend is confirmed and the lower line activates. The ATR filter ensures that only genuine breakouts beyond the normal noise range trigger a signal — minor fluctuations around the boundary are ignored. Additionally, a confirmation mechanism requires the breakout condition to hold for a defined number of bars before the trend state changes — separately configurable for bullish and bearish signals. Once a trend is confirmed it stays active until the opposite condition is met, keeping the indicator stable and avoiding unnecessary signal noise. Settings H — Lookback period for bullish structure detection (default: 61) L — Lookback period for bearish structure detection (default: 33) Highest Source — Price source for bullish structure calculation (default: hlcc4) Lowest Source — Price source for bearish structure calculation (default: high) Long Confirmation Bars — Number of bars the bullish breakout must hold before confirming (default: 1) Short Confirmation Bars — Number of bars the bearish breakout must hold before confirming (default: 1) ATR Length — Lookback period for ATR calculation (default: 20) ATR Multiplier — Controls the size of the breakout buffer. Set to 0 to disable the ATR filter entirely (default: 0.15) Recommended Usage Best used on the 1D timeframe for clean and reliable trend identification Best used alongside other indicators — this tool identifies the trend, but should not be used alone for trade entries The two lookback periods are intentionally different — bullish and bearish trends often develop at different speeds, so treating them separately improves accuracy Higher ATR Multiplier values reduce signals but increase breakout quality — lower values make the indicator more reactive Higher Confirmation Bar values filter out fake breakouts at the cost of slightly later entries All signals are confirmed on bar close.
Индикатор Pine Script®
от Unknownhodler
ATR Stop Loss levelsATR Dynamic Stop Loss BASED ON ATR Srop-Loss by Captaincoinflip INDICATOR This indicator plots two reference points per bar — one above and one below price — representing the zone where normal market noise can reach based on current volatility. Its purpose is to help you place stops that won't get hunted by natural price movement, only by moves with real directional conviction. Hope you find it helpful. - How it works The calculation is based on the ATR (Average True Range), developed by J. Welles Wilder in 1978. ATR measures the real average range of each bar including session gaps, making it a more accurate volatility reference than a simple high-low range. The formula is straightforward: Upper point = base price + (ATR × multiplier) Lower point = base price − (ATR × multiplier) The higher the volatility, the wider the points. The calmer the market, the tighter they sit. - Settings ATR Period — number of bars averaged to calculate the ATR. 14 is Wilder's standard. Lower values react faster to recent volatility changes; higher values give a more stable reading. Multiplier — how many ATRs of distance are projected from the base price. A value of 1.5 means the points sit 1.5 times the ATR away from price. Adjust to your style: scalping (1.0–1.5), intraday (1.5–2.0), swing (2.0–3.0). Base price source — the reference point from which the SL levels are measured: High/Low: upper point from the bar's high, lower from the low. The most natural option for intraday trading. HL2: average of high and low — more centered and stable. HLC3: typical price (high + low + close) / 3. A classic technical analysis reference. OHLC4: average of all four bar prices. The smoothest option. Close: both points from the closing price. Open: both points from the opening price. Useful for gap context. ATR Smoothing — how the True Range is averaged: No smoothing: raw True Range of each bar. Most reactive. RMA (Wilder): the original method. Long memory, stable. Recommended. SMA: simple average. Equal weight to all bars. EMA: exponential. More reactive to recent volatility. WMA: linearly weighted. More weight to recent bars. Visible bars — how many recent bars display the points. Default is 5. The rest of the chart stays clean. Color and size — full visual customization of the dots: Tiny, Small, Normal or Large. - Technical note When hiding and re-showing the indicator, or when changing timeframes, the points recalculate correctly. This is standard TradingView behavior when the chart reloads. This script is open source and released to the public domain — use it, modify it, build on it, do whatever you want with it. And remember: you are the only one responsible for the results you get. LOVE AND PROFITS
Индикатор Pine Script®
от ivandelpino
SHEMAR HMA ST + SMC Confidence FilterA trend-following indicator built for precision entries and exits on any market, combining multiple layers of confirmation to filter out noise and keep you on the right side of the trend. How it works: At its core, the indicator uses a Hull Moving Average (HMA) combined with a Supertrend to identify the primary trend direction. The HMA reacts quickly to price changes while remaining smooth, and the Supertrend defines clear directional bias. A signal only generates when both agree. From there, signals pass through several additional filters before they're considered valid: SMC Confidence Score — a dynamic scoring system based on Smart Money Concepts, including Break of Structure, kernel distance, pullback detection, and momentum expansion. Only signals meeting a minimum confidence threshold are accepted. Squeeze Momentum Filter — ensures the market has sufficient momentum behind the move before entry, avoiding flat or compressed market conditions. HTF Trend Filter — checks the higher timeframe trend direction to ensure you're only trading with the macro bias, not against it. Time Filter — blocks signals during historically unfavourable trading sessions. The indicator is designed to work on Heikin Ashi candles, which smooth price action and reduce false signals, giving cleaner entries with better trend continuation. Signals are fully compatible with automation via webhook alerts. Backtesting — the indicator includes a built-in backtest stream compatible with the Backtest Adapter by jdehorty, allowing you to evaluate historical performance directly on the chart without needing to convert to a strategy script. Full trade history including entries, exits, and PnL is accessible for any timeframe and date range. Simply add the Backtest Adapter to the same chart and set the source input to this indicator's Backtest Stream.
Индикатор Pine Script®
от Shemar11
Professional ATR Volatility Trading SystemATR Volatility Pro is a volatility-based trading system built around the Average True Range (ATR). It helps traders identify high-probability opportunities by analysing changes in market volatility and confirming price breakouts. 🔍 Overview This indicator is designed to: Detect market volatility phases Identify long and short trade opportunities Automatically calculate stop loss and take profit levels Highlight support and resistance zones Provide a real-time dashboard with key trading metrics 🔥 Key Features 📊 Advanced ATR-based volatility engine 🌡️ Market regime detection (Compression, Expansion, High Volatility) 📈 Dynamic ATR bands for breakout identification 🎯 High-probability long & short signals 🛑 Automatic Stop Loss & Take Profit levels 📉 Built-in Support & Resistance detection 📋 Real-time information panel 🔔 Smart alerts for trade signals and regime changes ⚙️ How It Works The indicator measures current market volatility using ATR and compares it to its historical average to detect significant changes. Trade signals are generated only when: The trend direction aligns (based on 50-period moving average) Volatility expands, indicating momentum Price confirms a breakout beyond key levels This multi-condition approach helps reduce false signals and improves trade quality. ⚙️ Key Components Explained 1. 📊 ATR Volatility Engine Uses ATR to measure market volatility Compares it with a moving average baseline ATR Ratio = Current ATR / Average ATR Low ratio → Low volatility (quiet market) High ratio → High volatility (strong movement potential) 2. 🌡️ Volatility Regimes The market is categorized into four conditions: Compression → Low volatility, potential breakout ahead Normal → Balanced conditions Expansion → Increasing momentum High Volatility → Strong but potentially risky moves Background colors visually highlight each regime on the chart. 3. 📈 ATR Bands Dynamic price bands based on ATR: Band 1 → Normal price movement Band 2 → Strong movement Band 3 → Extreme movement These bands help identify breakout zones and price extremes. 4. 🎯 Trade Signals Long Signal: Price above trend (50 SMA) Volatility expanding Breakout above previous ATR band Short Signal: Opposite conditions This ensures trades are taken only in strong, confirmed market conditions. 5. 🛑 Risk Management The indicator automatically calculates: For Long Trades: Stop Loss = ATR-based Take Profit levels (TP1, TP2, TP3) For Short Trades: Reverse logic applies This provides a structured and disciplined approach to trading. 6. 🧠 Support & Resistance Identifies key levels using pivot highs and lows Updates dynamically with price action 7. 📋 Information Panel Displays real-time data including: Current volatility regime ATR ratio ATR percentile ranking Stop Loss and Take Profit levels Risk percentage 📈 Best Use Cases Intraday trading Swing trading Breakout strategies Volatility expansion setups ⚠️ Disclaimer This indicator is intended for educational and informational purposes only. Always apply proper risk management before making trading decisions.
Индикатор Pine Script®
от xbosindicator
Confluence Matrix [JOAT]Confluence Matrix Introduction Every component in a professional trading system should serve a purpose, and ideally, no single component should bear the entire weight of decision-making alone. The best entries occur when multiple independent analytical methods all point in the same direction simultaneously — a confluence event that dramatically raises the probability that the observed setup reflects genuine market structure rather than random noise. The Confluence Matrix is built around this philosophy, integrating six distinct analytical modules into a single, cohesive overlay indicator with a unified seven-point scoring framework that gates every trade entry. The six integrated modules are: HEMA regime analysis (three-layer Hull-EMA Hybrid with two-bar confirmation), Break of Structure and Change of Character market structure (swing pivot-based BOS and CHoCH detection), a triple-smoothed Fibonacci channel (0.618, 1.618, and 2.618 bands around a triple-EMA basis), an ATR compression detection engine (volatility squeeze state), Z-score cumulative impulse detection (statistically significant momentum streaks), and an OLS linear regression combined with cumulative delta proxy and volume RSI. Each module contributes one integer point to a directional score. Entries require a minimum score threshold — meaning price must be supported by a configurable number of simultaneously aligned modules before a position is opened. Beyond signal generation, the indicator includes a simulated position tracking system that monitors open virtual positions with defined entry prices, take-profit levels, stop-loss levels, and a trailing stop mechanism. This system does not execute real trades — it visualizes what a rule-based system following the indicator's own signals would have done, providing an educational and contextual layer that helps users understand how the signals sequence in live trading conditions. All trade signals are confirmed-bar only, with no look-ahead repainting. The fifteen-row dashboard, ten alert conditions, and extensive visual customization options make this the most comprehensive single-overlay indicator in the JOAT suite. Core Concepts 1. HEMA Three-Layer Regime with Two-Bar Confirmation The HEMA (Hull-EMA Hybrid) forms the structural backbone of the regime assessment. Three independent HEMA instances at periods 20, 50, and 100 represent the fast, mid, and slow trend layers. Full bull regime requires ascending order of all three (fast above mid above slow). Full bear regime requires descending order. The two-bar confirmation state machine requires two consecutive bars of raw alignment before the confirmed regime variable updates — preventing rapid back-and-forth flipping on borderline crossovers. f_hema(src, len) => ta.ema(2 * ta.ema(src, len / 2) - ta.ema(src, len), math.round(math.sqrt(len))) hema1 = f_hema(close, 20) hema2 = f_hema(close, 50) hema3 = f_hema(close, 100) rawBull = hema1 > hema2 and hema2 > hema3 rawBear = hema1 < hema2 and hema2 < hema3 confBull = rawBull and rawBull confBear = rawBear and rawBear The CHoCH (Change of Character) logic builds directly from this: a bullish BOS that occurs while confBear is true represents structural bullish momentum emerging from within a confirmed bear regime — the first evidence of potential regime reversal. 2. BOS and CHoCH with Visual Lines Break of Structure detection uses ta.pivothigh and ta.pivotlow to track prior swing levels. BOS events draw labeled lines on the chart: teal/red for standard BOS continuation, violet-dashed for CHoCH. All line drawing uses line.new() with fixed coordinates on confirmed bars, and extends the right endpoint to the next BOS event for visual continuity across the chart. chochUp = bosUp and confBear chochDn = bosDn and confBull lineStyle = (chochUp or chochDn) ? line.style_dashed : line.style_solid lineColor = chochUp ? color.purple : bosUp ? color.teal : chochDn ? color.purple : color.red 3. Triple-Smoothed Fibonacci Channel The Fibonacci channel applies the same triple-EMA smoothing used in the FVC indicator to produce a noise-resistant basis line, then projects Fibonacci-ratio bands (0.618, 1.618, 2.618) both above and below using ATR or standard deviation as the volatility measure. Within the Confluence Matrix, the channel serves a dual purpose: its own slope defines the "fib trend" score contribution, and its band levels serve as reference zones for proximity analysis. basis = ta.ema(ta.ema(ta.ema(hlc3, basisLen), basisLen), basisLen) fibTrend = basis > basis ? 1 : basis < basis ? -1 : 0 The 0.618 and 1.618 inner bands are filled with a gradient between basis and inner band, with the fill opacity tied to the confirmed regime — teal fills in bull regime, red fills in bear regime, gray in neutral. 4. ATR Squeeze Detection The ATR squeeze module uses the same compression ratio logic as the VSO indicator: comparing a short-term EMA-smoothed ATR against a longer baseline to determine whether volatility is contracting or expanding. When volatility is contracting (squeezing), the squeeze score contribution is zero — the market is not yet expressing directional energy. When volatility is expanding, the module contributes to the appropriate directional score. atrShort = ta.ema(ta.tr(true), sqzLen) atrLong = ta.ema(atrShort, sqzLen * 2) squeezing = atrLong > atrShort sqzOK = not squeezing 5. Z-Score Cumulative Impulse The Z-score impulse module tracks separate cumulative bull and bear momentum streaks, normalizes them against rolling sma/stdev, and marks statistically significant events with diamond markers (◆) plotted above and below the price bars. These markers are displayed at confirmed bars only. The Z-score values for both directions are shown in the dashboard and contribute one point each to the long and short scores when their respective thresholds are exceeded. cumBull := close > close ? nz(cumBull ) + (close - close ) : 0 cumBear := close < close ? nz(cumBear ) + (close - close) : 0 zBull = (cumBull - ta.sma(cumBull, zLen)) / ta.stdev(cumBull, zLen) zBear = (cumBear - ta.sma(cumBear, zLen)) / ta.stdev(cumBear, zLen) 6. OLS Regression, Delta Proxy, and Volume RSI The sixth analytical layer combines three sub-components. The OLS linear regression (using the same manual implementation as the ARO indicator) provides the Pearson R correlation quality metric and theta angle, which together determine whether the regression score contributes. The cumulative delta proxy (bar-range-based buying/selling pressure estimate) determines the delta directional score. Volume RSI (RSI applied to volume series) provides the volume quality gate. All three sub-components are evaluated in the context of long or short scoring. regressionScore = pearsonR > minR and math.abs(theta) > minTheta ? (theta > 0 ? 1 : -1) : 0 deltaScore = deltaPos ? 1 : -1 volumeScore = highVol ? (localBull ? 1 : -1) : 0 7. Seven-Point Confluence Scoring Each of the six modules contributes one integer point to either the long score or the short score (some modules contribute to both). The seven scoring variables (ls1 through ls7 for long, ss1 through ss7 for short) are summed individually so each module's contribution is transparent and auditable. The minimum score threshold (default: 5 of 7) gates entry conditions. ls1 = confBull ? 1 : 0 // HEMA regime ls2 = lastBOSDir == 1 ? 1 : 0 // Last BOS direction ls3 = fibTrend == 1 ? 1 : 0 // Fibonacci channel trend ls4 = sqzOK ? 1 : 0 // Squeeze OK (not compressing) ls5 = regressionScore == 1 ? 1 : 0 // Regression + Pearson ls6 = deltaPos ? 1 : 0 // Delta proxy bullish ls7 = highVol and localBull ? 1 : 0 // Volume RSI + local trend longScore = ls1 + ls2 + ls3 + ls4 + ls5 + ls6 + ls7 8. Simulated Position Tracking with Trailing Stop The position tracker uses persistent var variables to track open trade state. Entry occurs when a BOS trigger or HEMA crossover fires, the score meets the minimum threshold, the bar is confirmed, and no position is currently open in that direction. Stop-loss is set at ATR below the entry for longs (above for shorts). Take-profit is set at a multiple of ATR from entry. The trailing stop mechanism moves the SL to breakeven once the position has moved one ATR in the favorable direction — locking in capital protection once momentum is confirmed. var int posDir = 0 var float openTP = na var float openSL = na var float entryPx = na longEntry = (bosUp or hemaXover) and longScore >= minScore and barstate.isconfirmed and posDir <= 0 if longEntry posDir := 1 entryPx := close openTP := close + atr14 * tpMult openSL := close - atr14 * slMult // Trailing stop to breakeven if posDir == 1 and high - entryPx > atr14 openSL := math.max(openSL, entryPx) Exits occur on TP hit, SL hit, or confirmed regime flip opposing the position direction (confBear while long, confBull while short). 9. Proximity-Gradient Bar Coloring Bar colors are driven by the distance between the current close and the HEMA mid layer (hema2), normalized by the range between the fast and slow HEMA layers. This produces a bar coloring scheme that reflects not just direction but the degree of extension relative to the HEMA structure's own internal spread — a more dynamically calibrated proximity measure than a fixed ATR reference. hemaRange = math.abs(hema1 - hema3) hemaDist = hemaRange > 0 ? math.abs(close - hema2) / hemaRange : 0 hemaProxAlpha = math.min(math.round(hemaDist * 60), 75) Features Six Integrated Modules: HEMA regime, BOS+CHoCH structure, Fibonacci channel, ATR squeeze, Z-score impulse, and OLS regression+delta+volume all active simultaneously. Seven-Point Scoring System: Each module contributes one point to a transparent, auditable confluence score with configurable minimum threshold for entry. Two-Bar HEMA Confirmation: Prevents false regime transitions on single-bar HEMA crossovers. CHoCH Detection: BOS events opposing the confirmed regime are classified as Change of Character and drawn with violet dashed lines. Z-Score Diamond Markers: Statistically significant momentum streak markers displayed as ◆ above and below bars on confirmed events. Triple-Smoothed Fibonacci Channel: 0.618, 1.618, and 2.618 bands with regime-conditional gradient fills. Simulated Position Tracking: Virtual positions with TP, SL, and trailing stop to breakeven — visualizing the signal system in action. Proximity-Gradient Bar Coloring: HEMA-internal-range-normalized distance drives bar color alpha for structure-relative visual encoding. BOS Lines: Teal/red for continuation BOS, violet dashed for CHoCH — drawn at confirmed bars with horizontal extensions. Fifteen-Row Dashboard: Position direction, regime, last BOS, CHoCH state, fib trend, volatility, Pearson R, theta, bull Z, bear Z, volume RSI, delta proxy, long score, short score, and minimum score threshold. Ten Alert Conditions: Long entry, short entry, long exit, short exit, CHoCH up, CHoCH down, bull impulse, bear impulse, BOS up, BOS down — all as constant string alerts. Input Parameters HEMA Settings: Fast/Mid/Slow Lengths: HEMA layer periods (defaults: 20, 50, 100) Structure Settings: Swing Length: Pivot lookback for BOS/CHoCH detection (default: 10) Fibonacci Channel Settings: Basis Length: Triple-EMA period (default: 20) Volatility Type: ATR or StDev (default: ATR) Volatility Length: Period for volatility measure (default: 14) Z-Score Settings: Z Lookback: Rolling window for normalization (default: 50) Z Threshold: Sigma level for impulse trigger (default: 2.0) Regression Settings: Regression Length: Bar count for OLS calculation (default: 50) Min Pearson R: Minimum |R| for regression score contribution (default: 0.6) Min Theta: Minimum angle for regression score contribution (default: 5) Entry/Exit Settings: Minimum Score: Points required for entry (default: 5) TP Multiplier: ATR multiple for take-profit level (default: 2.0) SL Multiplier: ATR multiple for stop-loss level (default: 1.0) Display Settings: Show HEMA Layers: Toggle individual HEMA line visibility (default: true) Show Trend Cloud: Toggle HEMA gradient fill (default: true) Show Fibonacci Channel: Toggle Fibonacci band fills (default: true) Show BOS Lines: Toggle structural break lines (default: true) Show Z Markers: Toggle diamond impulse markers (default: true) Show Position Lines: Toggle TP/SL/entry lines (default: true) Show Bar Colors: Toggle proximity gradient bar coloring (default: true) Show Dashboard: Toggle the fifteen-row table (default: true) How to Use This Indicator Step 1: Read the Score Before Acting on Any Signal The most important discipline when using the Confluence Matrix is to check the long score or short score before taking any action on a signal. A BOS up event alone carries one point; it does not guarantee a high-probability setup. A BOS up event accompanied by a score of 6 or 7 — meaning five or six other modules are simultaneously aligned — is a materially different situation. Begin each analysis session by reading the dashboard scores and understanding which modules are contributing and which are not. Step 2: Use the CHoCH for Regime Change Awareness CHoCH events are the most important structural signals in the indicator. A CHoCH up (bullish BOS during a confirmed bear regime) does not mean immediately go long — it means the structural assumption of the prior bear regime is being challenged. Wait for the regime confirmation to update, watch for the long score to rise as modules align with the new potential bull regime, and then consider entry on the next confirmed BOS in the bull direction backed by a high score. The sequence matters: CHoCH first, then regime confirmation, then high-score entry. Step 3: Let the Simulated Position Tracker Teach Pattern Recognition The position tracker lines (entry, TP, SL) on the chart are an educational tool. Over time, reviewing where simulated positions were opened and closed relative to the subsequent price action reveals patterns about which score thresholds, which module combinations, and which entry triggers produce the cleanest outcomes on the specific instrument you are analyzing. Use this visual feedback to calibrate your own minimum score setting and module weighting preferences. Step 4: Manage Visual Complexity Through Selective Display Six integrated modules produce a significant amount of simultaneous chart information. New users should start with all display elements enabled to understand the full system, then progressively toggle off elements they are not actively using for a given analysis. The dashboard always reflects the underlying calculations regardless of display settings — so even with Fibonacci fills and BOS lines hidden, the score, regime, and all module states remain visible in the dashboard. Indicator Limitations The simulated position tracking system is a visual and educational tool only. It does not place real orders, cannot account for slippage, spread, or commission costs, and its results should never be used as a basis for financial decisions. Simulated performance and real-world trading performance are categorically different. The seven-module scoring system assigns equal weight to all contributing modules. In practice, some modules (e.g., HEMA regime) may carry more structural significance than others (e.g., volume RSI). The equal-weight assumption is a simplification. Six integrated modules means six sets of parameters to configure. The default settings are calibrated for daily and 4-hour chart analysis on liquid instruments. Heavy optimization of all parameters to historical data risks overfitting — the resulting configuration may perform well on history but fail on new data. The OLS regression component requires sufficient bars to produce stable Pearson R and theta values. In the first regression-length bars of any chart session, these values will be based on very short windows and should not be treated as reliable quality filters. All modules operate on the chart's native timeframe. The indicator does not incorporate multi-timeframe analysis internally — users seeking MTF context should reference the MCG indicator in combination. Proximity bar coloring uses the HEMA internal range (hema1 minus hema3) as the normalizer. When all three HEMA layers are closely clustered (flat, sideways market), this range approaches zero, which can cause division instability in the proximity calculation. A guard for this case is included but the coloring will be less informative during flat HEMA conditions. The trailing stop to breakeven mechanism fires when the position has moved one ATR in the favorable direction. In very high-volatility conditions with large ATR values, this may mean the SL does not move to breakeven until the position is significantly extended, reducing capital protection in fast-moving markets. Originality Statement The Confluence Matrix is the most comprehensive indicator in the JOAT suite and represents an original architectural achievement in the design of multi-module overlay indicators. The seven-point confluence scoring system — where six independent analytical modules each contribute a single integer vote, and entry is gated by a minimum aggregate threshold — is an original framework for combining heterogeneous technical signals into a unified, transparent decision criterion. The combination of HEMA regime, BOS/CHoCH structure, Fibonacci channel, ATR squeeze, Z-score impulse, and OLS regression+delta+volume in a single non-repainting overlay indicator with no external indicator dependencies is an original integration not replicated by any single publicly available TradingView indicator. The simulated position tracking system with trailing stop to breakeven — driven entirely by the indicator's own scoring and signal conditions, visualized directly on the chart — is an original self-contained feedback mechanism for understanding the system's real-time behavior. The CHoCH classification (BOS event opposing the confirmed two-bar regime, not merely the raw regime) adds a confirmation layer to the standard CHoCH definition that reduces false change-of-character signals during borderline regime periods. The proximity bar coloring normalized by the internal HEMA range (hema1 minus hema3) rather than by a fixed ATR reference creates a structure-relative alpha calculation that adapts to the current degree of HEMA layer separation — a more contextually aware coloring approach than fixed-reference alternatives. The use of ten constant-string alert conditions (not dynamic or computed strings) ensures full compatibility with TradingView's alert system, including webhook delivery and multi-condition alert construction. Disclaimer The Confluence Matrix is provided for educational and informational purposes only. It is a technical analysis tool and does not constitute financial advice. The simulated position tracking feature is for educational visualization only and does not represent actual trade results. No scoring system or multi-indicator confluence framework can guarantee profitable trading outcomes. All trading involves risk, including the potential loss of principal. Users are solely responsible for their own trading decisions. Please consider your individual risk tolerance and consult a licensed financial professional before engaging in any trading activity. -Made with passion by officialjackofalltrades
Индикатор Pine Script®
от officialjackofalltrades
MULTIVITAMIN1. What is MULTIVITAMIN? MULTIVITAMIN is a custom-built, open-source algorithmic scalping indicator designed for TradingView. Its primary goal is to capture high-probability momentum trades by combining pure Price Action (PA) mechanics with advanced trend and volatility filters, specifically engineered to avoid "chop" (ranging/flat markets) and deliver healthy, actionable signals. 2. What does it cover? (Core Modules) Price Action Engine: The core of the system. It detects real-time structural market shifts by identifying Engulfing patterns, Order Blocks (OB) with volume confirmation, and Fair Value Gaps (FVG). Trend & Momentum Filters: Utilizes a multi-timeframe Hull Moving Average (HMA) for signal smoothing, a 50-period EMA for macro trend direction, and an ADX filter to ensure the market has sufficient momentum before entering a trade. Pro Walls (Anti-Chop System): Features advanced, optional defensive mechanisms: an ATR-based volatility filter (ensuring candle size is larger than average market noise) and an EMA slope filter (ensuring the trend line is actually pointing up or down, not moving sideways). Volume Supported Breakout (BKR): An optional hybrid feature that looks for extreme volume spikes (compared to a 20-period SMA) combined with local high/low breakouts. Lifecycle Management: A built-in state machine (Idle, Long, Short) that tracks the trade's status, preventing overlapping entries and managing exits based on user-defined criteria. 3. What is its operational logic? Step 1: Scanning & Setup: The script continuously monitors price action for base entry conditions. Step 2: The Gauntlet (Filtering): A setup must pass through all active user filters (EMA, ADX, Volatility, etc.) before being validated. Step 3: State Execution: If all conditions align, the internal bot state shifts from 0 (Idle) to 1 or -1, plotting an ENTER shape on the chart and triggering an external webhook alert. Step 4: The Exit: The bot remains in this state until a valid exit condition (like a reverse PA signal) is met. 4. ⚠️ CRITICAL: How to Set Up Alerts (The Anti-Repainting Rule) ⚠️ If you are using the "Exit on Reverse Signal" (Ters Sinyalde Çık) feature in the settings, you MUST configure all your TradingView alerts (both ENTER and EXIT alerts) to trigger "Once Per Bar Close". Why? If you set them to "Once Per Bar" (anlık tetikleme), intra-bar price fluctuations (wicks) will trigger premature exit/entry orders to your exchange before the candle officially closes, leading to repainting on the chart and ghost orders in your account. Always wait for the candle to close to confirm the structural shift!
Индикатор Pine Script®
от lisabyco
1
ATR Regime Forecast + Persistence [Forex]ATR Regime Forecast + Persistence Overview: A volatility regime dashboard designed for Forex traders. All calculations are locked to the daily timeframe regardless of which chart you are on — load it on your 5m chart and the regime, ATR, and persistence readings remain consistent with the daily picture. What it shows: The table has two sections. The daily section gives you the volatility regime (LOW / NORMAL / HIGH based on historical percentiles), today's range vs the ATR-based estimate, yesterday's range, and a persistence reading that shows whether volatility is clustering or mean-reverting day to day. The intraday section shows distance from VWAP, a VWAP stretch reading calibrated to the daily ATR, intraday RSI, and a single alignment signal that combines the intraday VWAP position with the daily bias. Key fixes vs common ATR regime scripts: All daily calculations run inside request.security() so they are truly timeframe-independent. The persistence correlation and regime percentile thresholds both run in daily context, not on chart bars. Yesterday's range is computed by fetching high and low separately before subtracting — not inside the security() call. Settings: Set Pip Size to 0.0001 for major pairs and 0.01 for JPY pairs. Set Intraday Timeframe to match your trading chart. All other defaults are suitable for standard Forex use. How to use it: Check Regime before trading. LOW is ideal for mean reversion, HIGH is a caution flag. Watch Range Used % — above 80% means the day's statistical range is nearly exhausted, which is the core timing signal for fading intraday moves back toward VWAP. Use the 5m vs Daily alignment row as a quick-glance directional filter before entry.
Индикатор Pine Script®
от Trading4Russell
ATR Static Zone═══════════════════════════════════════════════════════════ DESCRIPTION ═══════════════════════════════════════════════════════════ ATR Static Zones plots volatility-based price zones and Fibonacci levels for four timeframes simultaneously — Daily, Weekly, Monthly, and Quarterly — on any intraday or higher chart timeframe. Each zone is anchored to the previous period close or the current period open, depending on the selected method and anchor mode. The anchor and ATR value are locked at the start of each new period and do not shift during the period, giving static reference levels that remain in place as price moves. The key differentiator of this script is the choice of four ATR calculation formulas, each suited to different market conditions. ATR FORMULAS Dante (Wilder RMA) — the original Wilder smoothed ATR using a running moving average. Anchor is the previous period close. This is the standard method used by most traders and platforms. Dante (Open) — same Wilder ATR formula, but the anchor is set to the opening price of the current period instead of the prior close. Useful when the period open is more significant than the prior close, for example when gaps are common. Rogers-Satchell — a volatility estimator based on all four OHLC prices within each period bar. It uses the formula: sigma squared = ln(H/C) x ln(H/O) + ln(L/C) x ln(L/O). This method accounts for intraperiod trending and produces a lower bias than close-to-close methods. It does not account for overnight gaps between periods. Yang-Zhang — the most accurate OHLC estimator. It combines the overnight component (open vs. prior close), the open-to-close component, and the Rogers-Satchell estimator with an optimal weighting coefficient k. This method handles both intraperiod trends and overnight gaps, producing minimum variance estimates. It is recommended for instruments that gap frequently, such as futures, stocks, or crypto across sessions. All four formulas are applied using the same ATR period setting and produce output in price units so zone levels are directly usable on any chart. ANCHOR MODE Static (default) — the anchor and ATR are calculated once at the start of each new period and held fixed until the next period begins. Zone levels do not move as price action develops during the period. Dynamic — the anchor and ATR are recalculated on every bar using live HTF data. Useful for seeing how zones would shift if the period closed at the current price. The zone levels will move during the period. TIMEFRAMES Each of the four timeframes — Daily, Weekly, Monthly, Quarterly — can be independently enabled or disabled. Fibonacci levels can also be toggled per timeframe separately from the zone bands. A warning label appears automatically if the chart timeframe is equal to or higher than a selected calculation timeframe, since in that case the zones would not provide useful sub-period reference. FIBONACCI LEVELS When Fibonacci levels are enabled for a timeframe, the following levels are drawn symmetrically above and below the anchor using the period ATR as the unit of measurement: Anchor (previous close) — midpoint +/- 23.6% — call and put trigger zones +/- 38.2% — intermediate level +/- 50.0% — half-ATR from anchor +/- 61.8% — key target level +/- 78.6% — deep retracement +/- 100% — full ATR zone boundaries +/- 123.6% — extension +/- 138.2% — extension +/- 161.8% — extension +/- 200% — double ATR extension Each level can be individually toggled. The line style (solid, dashed, dotted) and line width are adjustable. Each level has its own color setting. Text labels showing the level percentage and price appear at the right end of each Fibonacci line. Fibonacci lines are anchored to the first bar of each period (x1) and their right endpoint (x2) is extended to the current bar on every update. They do not extend to infinity. VOLATILITY ANALYTICS The info table includes a set of volatility metrics for each timeframe, providing context beyond the raw ATR value: ATR Percentile — shows where the current ATR stands relative to the last N periods (default 52). A reading of 0 percent means the ATR is at a historical low for the lookback window. A reading of 100 percent means it is at a historical high. This helps identify whether volatility is compressed or expanded. Volatility Regime — automatically classifies the current environment as Low, Normal, High, or Extreme based on the ATR Percentile. This gives an immediate qualitative read on market conditions. ATR Expansion / Contraction — compares the current ATR to an EMA of ATR over a configurable period. When ATR is above its EMA, the label shows Expansion (impulse conditions). When ATR is below its EMA, it shows Contraction (accumulation or consolidation conditions). Expected Move — shows how much of the period ATR range has not yet been consumed. Calculated as (ATR minus current period high-low range) expressed as a percentage. When this value approaches zero, the expected range for the period has been largely used up. ATR Delta — shows the percentage change in ATR compared to the previous period. A sharp positive delta indicates a sudden increase in volatility. A negative delta indicates that conditions are calming relative to the prior period. Range Utilization — shows (high minus low of the current period) divided by ATR, expressed as a percentage. Color coding in the table cell gives an immediate read: green for under 50 percent, yellow for 50 to 80 percent, red for over 80 percent. INFO TABLE The info table displays all analytics for all four timeframes in one place. Columns: ATR value, Range Utilization, ATR Percentile, Volatility Regime, Expansion/Contraction, Expected Move, ATR Delta. Below the period rows, the table shows anchors for Weekly, Monthly, and Quarterly, Fibonacci trigger levels for the current week, the active ATR method, and the anchor mode. Table position can be set to any of the four screen corners. Table text size is adjustable: Small, Normal, or Large. ZONE HIGHLIGHTING Barcolor highlighting is available as an optional toggle. When enabled, candles that close above the upper ATR zone are highlighted in the upper zone color, and candles that close below the lower ATR zone are highlighted in the lower zone color. This makes breakouts immediately visible without needing to watch price relative to the zone bands. ALERTS (14 conditions) Weekly ATR upper zone breakout Weekly ATR lower zone breakout Monthly ATR upper zone breakout Monthly ATR lower zone breakout Quarterly ATR upper zone breakout Quarterly ATR lower zone breakout Weekly +23.6% (call trigger) crossover upward Weekly -23.6% (put trigger) crossunder downward Weekly +61.8% (key level) crossover upward Weekly -61.8% (key level) crossunder downward Daily +23.6% crossover upward Daily -23.6% crossunder downward Daily +61.8% crossover upward Daily -61.8% crossunder downward HOW TO USE 1. Add the indicator to any intraday or daily chart. Weekly and Monthly timeframes are most useful on timeframes from 1 hour down to 5 minutes. 2. Select the ATR formula. For most equity and crypto markets, Yang- Zhang produces the most accurate zone placement because it accounts for gaps between sessions. For forex with nearly continuous trading, Rogers-Satchell or Dante Wilder are typically sufficient. 3. Leave anchor mode on Static for reference trading. This gives stable, non-moving zones for the duration of each period. Switch to Dynamic only for exploratory analysis. 4. The anchor line (dotted) marks the previous close — the neutral reference. Price above the anchor within the weekly period generally indicates strength. Price below indicates weakness. 5. The +/-23.6% levels are early entry trigger zones. The +/-61.8% levels are key retracement areas with higher statistical significance. The +/-100% levels (zone bands) mark the statistical full-range boundary. 6. Use Range Utilization to assess remaining potential. If a period has already consumed more than 80 percent of its ATR range, new entries in the direction of the move carry materially higher risk. 7. ATR Percentile below 20 and Contraction regime together may signal a low-volatility setup ahead of a potential expansion move. ATR Percentile above 80 and Expansion regime suggest the period is already in an impulsive phase. 8. The Timeframe Warning label appears automatically when you have zones enabled for a timeframe that is equal to or lower than your chart timeframe. This is a safety reminder and does not affect calculations. NOTES This indicator is for analytical and educational purposes only. It does not generate buy or sell signals. All trading decisions are the sole responsibility of the trader. ATR-based zones represent historical volatility ranges. Past volatility does not predict future price movement within those ranges. The Rogers-Satchell and Yang-Zhang formulas use OHLC data from the higher timeframe bars. On instruments with insufficient OHLC data (for example, some synthetic or derived instruments), the Dante Wilder method is recommended. ═══════════════════════════════════════════════════════════ TAGS: ATR, volatility, fibonacci, levels, multi-timeframe, weekly, monthly, quarterly, support-resistance, swing-trading, yang-zhang, rogers-satchell, range, zones ═══════════════════════════════════════════════════════════ ═══════════════════════════════════════════════════════════ CATEGORIES (select at least one): - Volatility - Support / Resistance - Multi-timeframe analysis ═══════════════════════════════════════════════════════════
Индикатор Pine Script®
от VitaliyBer
MGW 2026his indicator is designed to provide clear and reliable buy and sell signals based on price action and market momentum. It helps traders identify potential entry points without overcomplicating the chart, making it suitable for both beginners and experienced traders. The system analyzes short-term market structure, momentum shifts, and reaction zones to generate signals during trending and consolidating conditions. It is optimized for fast-moving instruments like XAUUSD and works best on lower timeframes such as 1-minute to 5-minute charts. Key Features: Real-time buy and sell signals Clean and easy-to-read chart display Designed for scalping and intraday trading Works well with momentum and pullback strategies Compatible with manual trading and automation (webhook/alerts) How to Use: Follow buy signals during bullish momentum or after pullbacks Follow sell signals during bearish momentum or after retracements Always confirm with market structure or key levels for higher probability entries Use proper risk management (stop loss and position sizing) Best Conditions: Trending markets High liquidity sessions (London & New York) Avoid using during major news spikes without confirmation This indicator is currently in demo/testing phase, and signals should be forward-tested before live trading. Continuous improvements and updates will be made based on performance and user feedback.
Индикатор Pine Script®
от LeBaMu_Capital
ATR Normalized Relative StrengthATR Normalized Relative Strength A relative strength indicator that compares a symbol's performance against a benchmark — but unlike standard RS lines, it normalizes both sides by their respective ATR (Average True Range) before computing the ratio. This adjusts for volatility differences between the symbol and benchmark, producing a cleaner relative strength reading that reflects true outperformance rather than raw price ratio changes driven by volatility mismatches. What Makes This Original Standard relative strength (price ratio of symbol to benchmark) has a well-known flaw: a high-volatility stock will appear to have erratic RS against a low-volatility benchmark, even if both are trending in the same direction. The RS line fluctuates with volatility, not just with relative performance. This indicator solves this by normalizing each side by its own ATR before computing the ratio: ATR normalization — Each symbol's price is divided by its own ATR (or ATR as a percentage of price), effectively converting both into "volatility-adjusted units." The resulting RS ratio compares performance per unit of volatility — a much fairer comparison between assets of different volatility profiles. Two normalization modes — "ATR%" divides price by ATR-as-percent-of-price (better for comparing assets at different price levels like AAPL vs BRK.A). "ATR Price" divides price by raw ATR (better for comparing assets within similar price ranges). Dual display modes — Switch between a standard RS line (with configurable MA and color coding) and a Mansfield Relative Strength view (percentage deviation from a long-term MA, scaled for readability). How the Components Work Together The indicator chains three transforms that each serve a specific purpose: ATR normalization (step 1) removes the volatility component from each asset's price, producing a "volatility-adjusted price" for both the symbol and benchmark Ratio calculation (step 2) divides the normalized symbol by the normalized benchmark, yielding a relative strength reading that reflects directional outperformance independent of volatility differences MA overlay or Mansfield transform (step 3) provides trend context — in RS mode, the MA shows whether relative strength is improving or deteriorating; in Mansfield mode, the zero line crossing shows regime changes between outperformance and underperformance Without step 1, the RS line would conflate volatility changes with relative performance changes. A stock that becomes more volatile would appear to strengthen against its benchmark even if the directional move is identical. How It Works RS Mode: Plots the ATR-normalized relative strength ratio as a line A configurable MA (SMA or EMA, default 50) provides the trend baseline When color-by-MA is enabled: green when RS is above the MA (outperforming), red when below (underperforming) Mansfield Mode: Takes the ATR-normalized RS and computes: ((RS / SMA(RS, 200)) - 1) x 100 This shows the percentage deviation of current RS from its long-term average Above zero = outperforming relative to historical norm; below zero = underperforming Scale factor is configurable (default 100) for readability across different assets How to Use For sector rotation: Compare sector ETFs against SPY or QQQ. Stocks with rising ATR-normalized RS are gaining relative strength adjusted for their volatility — a stronger signal than raw RS for identifying true sector leadership. For stock screening: Stocks with RS above their MA (green) and rising are outperforming the benchmark on a volatility-adjusted basis. This filters out stocks that appear strong only because they are volatile. For position management: Switch to Mansfield mode to see when a stock's relative strength is at historical extremes. A reading far above zero may indicate the outperformance is extended; near or below zero suggests the edge is fading. For pair trading: The ATR normalization makes this indicator particularly useful for pairs where the two legs have different volatility profiles. The normalized ratio removes the volatility skew that would otherwise distort the spread. Important Notes This indicator does not repaint. All benchmark data is fetched using request.security() with barmerge.lookahead_off and barmerge.gaps_off, referencing only completed bars. The ATR normalization is applied independently to each symbol using their own ATR values — there is no cross-contamination of volatility data between the symbol and benchmark. Default Parameters Compare To: NASDAQ:QQQ ATR Length: 14 Normalization: ATR% (percentage-based) Display: RS mode RS MA Type: SMA | RS MA Length: 50 | Color by MA: enabled Mansfield Length: 200 | Mansfield Scale: 100
Индикатор Pine Script®
от yuval3000
1
[SSS] ATR x Trend x Volume Signals# ATR x Trend x Volume Signals --- ## ENGLISH ATR x Trend x Volume Signals is a multi-factor, non-repainting indicator that combines volatility structure, trend direction, and volume expansion into a single decision-support framework. It is primarily designed for futures trading on the Moscow Exchange (MOEX), but can be adapted to any instrument with sufficient volume data. It is built for traders who rely on technical confluence and prefer clear, rule-based setups with built-in position sizing. 🎯 **Purpose** This tool identifies high-probability moments when three independent analytical layers — ATR-based volatility, CCI-driven higher-timeframe trend, and statistical volume analysis — all align. It helps filter out market noise and focus attention on clean, actionable conditions. ⚙️ **Structure** The indicator consists of three core analytical layers plus supporting modules: 1️⃣ **ATR Trailing Stop (Dual Layer)** — Two adaptive ATR trailing lines (fast and slow) define the volatility envelope. The fast trail (optional display) responds quickly to price changes, while the slow trail acts as the primary trend filter and dynamic stop-loss reference. When the fast trail is above the slow trail, the structure is bullish (green); otherwise bearish (red). 2️⃣ **Trend Indicator (CCI + ATR, Higher Timeframe)** — A CCI-based directional filter combined with ATR smoothing, calculated on a user-defined higher timeframe. It determines the dominant trend and reduces false signal flips. The indicator uses a confirmed-bar anti-repaint pattern (` ` + `lookahead_on`) to ensure values are locked to the last closed HTF bar and never change retroactively. 3️⃣ **Volume Analysis (Statistical Deviation)** — Volume is evaluated against its historical moving average using standard deviation bands. Bars are classified into three tiers: - 🟡 Medium volume (> 1.0 σ) - 🟠 High volume (> 2.5 σ) - 🔴 Extra-high volume (> 4.0 σ) All thresholds are fully configurable. 💡 **Signal Logic** A **Buy Signal** 🟢 appears when ALL of the following conditions are met simultaneously: - The ATR structure is bullish (fast trail > slow trail). - The Trend Indicator is blue (CCI ≥ 0 on the higher timeframe). - A bullish candle closes above both the slow ATR trail and the Trend Indicator line. - The bar shows at least medium volume (≥ 1.0 σ above average). - The current bar is within the user-defined trading session. A **Sell Signal** 🔴 appears when: - The ATR structure is bearish (fast trail < slow trail). - The Trend Indicator is red (CCI < 0 on the higher timeframe). - A bearish candle closes below both the slow ATR trail and the Trend Indicator line. - The bar shows at least medium volume (≥ 1.0 σ above average). - The current bar is within the user-defined trading session. **One signal per ATR phase:** Only one Buy or Sell signal can fire per ATR trend cycle. A new signal is generated only after the ATR direction changes and all conditions re-align. ❌ **Exit Logic** Exit markers (cross symbols) appear when price crosses the slow ATR trailing line after an entry. This simulates a trailing-stop exit. The exit is suppressed on the entry bar itself to prevent same-bar false exits. A small percentage offset (0.07%) is applied to reduce noise-triggered exits. ⏰ **Session Filter** Signals are generated only between user-defined start and end times (default: 14:00–18:00 chart time). This allows traders to restrict signal generation to their preferred active trading hours. Additionally, the chart background can be colored to visually separate session zones: - 🟦 Cold session (default 00:00–14:00) - 🟩 Work session (default 14:00–18:00) - 🟥 Hot session (default 18:00–23:59) 📐 **Position Sizing Module** A built-in position sizing table (bottom-right corner) calculates in real time: - Risk amount in account currency based on account capital and risk percentage. - Effective stop distance = ATR stop % + user-defined buffer %. - Number of contracts (rounded down to whole number). - Actual risk in currency and as percentage of account. - Separate row for the last signal's position size at the moment of signal occurrence. All parameters (account capital, point value, risk %, ATR buffer %) are configurable via inputs. 📊 **ATR TP Table** A second table (bottom-left corner) displays the current ATR percentage distance from the close to the slow trail, along with calculated take-profit levels at 0.5×, 1×, 1.5×, 2×, and 3× the ATR distance. Each TP level can be individually shown or hidden. 🔔 **Alerts** The indicator supports TradingView alerts for Buy and Sell signals. Each alert message includes: entry price, stop-loss price, ATR stop %, effective stop (ATR + buffer) %, position size in contracts, and all five TP levels. 🛡️ **Non-Repainting Design** - The Trend Indicator uses the standard Pine Script anti-repaint pattern: `request.security()` with `lookahead = barmerge.lookahead_on` combined with ` ` offset, ensuring only confirmed (closed) HTF bar data is used. - All signals are evaluated at bar close (`alert.freq_once_per_bar_close`). - No future data is referenced at any point. 🧠 **Key Features** - Dual ATR trailing stop (fast + slow) for volatility structure - CCI-based higher-timeframe trend filtering (non-repainting) - Statistical volume deviation heatmap (3 tiers) - Session-restricted signal generation with visual background zones - Dynamic trailing-stop exit system - Built-in position sizing calculator with ATR buffer - Multi-level take-profit reference table - Alert-ready with full trade context - Fully configurable inputs - Pine Script v6 📈 **Usage Tips** - For best results, set the Trend Indicator timeframe higher than the chart timeframe (e.g., chart on 1 min → Trend Indicator on 15 min; chart on 5 min → Trend Indicator on 1 hour). - Combine with support/resistance levels, market structure, or higher-timeframe confirmation for additional context. - Adjust volume thresholds based on the instrument's typical volume profile. - Use the position sizing table to maintain consistent risk management across trades. 🔧 **Configurable Parameters** Almost every aspect of the indicator can be customized through the Settings/Inputs panel: *ATR Trailing Stop:* Fast ATR Period and Multiplier, Slow ATR Period and Multiplier, option to show/hide the fast trail line. *Trend Indicator:* Higher timeframe selection, CCI Period, ATR Multiplier and Period for the trend calculation, option to show/hide. *Volume Analysis:* MA Length, StdDev Length, and three threshold levels (Medium, High, Extra-High) — adjust these to match the volume profile of your instrument. Option to show/hide bar coloring. *Session Filter:* Signal Start/End time, three session zones (Cold/Work/Hot) with independent start/end times and background colors — all customizable to your exchange schedule. *Position Sizing:* Account Capital (RUB), Point Value (RUB), Risk per Trade (%), ATR Buffer (%) — these drive the real-time position sizing table. *TP Table:* Each take-profit level (TP0.5, TP1, TP1.5, TP2, TP3) can be individually shown or hidden. Text size for both tables is selectable. This flexibility allows the indicator to be tuned for different instruments, timeframes, and trading styles without modifying the code. 💰 **Recommended Risk and Money Management** It is strongly recommended to use a structured risk and money management system with multi-step exits: *Risk per trade:* 1% of account capital. The built-in position sizing module calculates the exact number of contracts for this risk level automatically. *Multi-step exit system:* - **0.5R reached** — move the stop-loss to breakeven (entry price). This eliminates the risk on the trade. - **1R reached** — close half of the position to lock in profit. For the remaining half, choose one of two approaches depending on the results of your own backtesting: either trail the stop using the slow ATR line, or hold for a fixed R-multiple target (e.g., 1.5R, 2R, or 3R). The TP table on the chart displays all these R-levels in real time, making it easy to plan exits visually. Past performance does not guarantee future results — always validate any exit strategy with your own backtesting before trading live. 📈 **Credits** Inspired by: - ATR Trailing Stop by Ceyhun - Trend Magic by Kivanc Ozbilgic - Heatmap Volume by xdecow --- ## РУССКИЙ ATR x Trend x Volume Signals — это мультифакторный индикатор без перерисовки, объединяющий анализ волатильности, направления тренда и объёма в единую систему принятия решений. Индикатор предназначен в первую очередь для торговли фьючерсами на Московской бирже (MOEX), но может быть адаптирован для любого инструмента с достаточными данными по объёму. Создан для трейдеров, использующих техническую конфлюэнцию и предпочитающих чёткие, основанные на правилах торговые сетапы со встроенным расчётом позиции. 🎯 **Назначение** Инструмент определяет моменты высокой вероятности, когда три независимых аналитических слоя — волатильность на основе ATR, тренд на старшем таймфрейме через CCI и статистический анализ объёма — совпадают одновременно. Это помогает отфильтровать рыночный шум и сосредоточиться на чистых, пригодных для торговли условиях. ⚙️ **Структура** Индикатор состоит из трёх основных аналитических слоёв и вспомогательных модулей: 1️⃣ **ATR Trailing Stop (двойной)** — Две адаптивные линии ATR (быстрая и медленная) формируют контур волатильности. Быстрая линия (отображение опционально) реагирует на цену оперативно, медленная служит основным трендовым фильтром и динамическим уровнем стоп-лосса. Когда быстрая линия выше медленной — структура бычья (зелёная), иначе — медвежья (красная). 2️⃣ **Trend Indicator (CCI + ATR, старший таймфрейм)** — Направленный фильтр на основе CCI в сочетании со сглаживанием ATR, рассчитываемый на заданном пользователем старшем таймфрейме. Определяет доминирующий тренд и снижает ложные переключения. Используется стандартный анти-репейнт паттерн Pine Script (` ` + `lookahead_on`), что гарантирует использование только данных последнего закрытого бара старшего ТФ без ретроспективных изменений. 3️⃣ **Анализ объёма (статистическое отклонение)** — Объём оценивается относительно исторического среднего с помощью стандартного отклонения. Бары классифицируются на три уровня: - 🟡 Средний объём (> 1.0 σ) - 🟠 Высокий объём (> 2.5 σ) - 🔴 Сверхвысокий объём (> 4.0 σ) Все пороги полностью настраиваемы. 💡 **Логика сигналов** **Сигнал на покупку** 🟢 появляется при одновременном выполнении ВСЕХ условий: - Структура ATR бычья (быстрая линия > медленной). - Trend Indicator синий (CCI ≥ 0 на старшем таймфрейме). - Бычья свеча закрывается выше медленной линии ATR и линии Trend Indicator. - Бар показывает как минимум средний объём (≥ 1.0 σ выше среднего). - Текущий бар находится в пределах заданной торговой сессии. **Сигнал на продажу** 🔴 появляется при: - Структура ATR медвежья (быстрая линия < медленной). - Trend Indicator красный (CCI < 0 на старшем таймфрейме). - Медвежья свеча закрывается ниже медленной линии ATR и линии Trend Indicator. - Бар показывает как минимум средний объём (≥ 1.0 σ выше среднего). - Текущий бар находится в пределах заданной торговой сессии. **Один сигнал за фазу ATR:** Только один Buy или Sell сигнал может сработать за один цикл тренда ATR. Новый сигнал генерируется только после смены направления ATR и повторного совпадения всех условий. ❌ **Логика выхода** Маркеры выхода (крестики) появляются при пересечении ценой медленной линии ATR после входа. Это имитирует выход по трейлинг-стопу. Выход подавляется на баре входа для предотвращения ложных закрытий. Применяется небольшой процентный отступ (0.07%) для снижения шумовых срабатываний. ⏰ **Фильтр по сессиям** Сигналы генерируются только в пределах заданного временного окна (по умолчанию: 14:00–18:00 по времени графика). Это позволяет ограничить генерацию сигналов активными торговыми часами. Дополнительно фон графика может окрашиваться для визуального разделения сессий: - 🟦 Холодная сессия (по умолчанию 00:00–14:00) - 🟩 Рабочая сессия (по умолчанию 14:00–18:00) - 🟥 Горячая сессия (по умолчанию 18:00–23:59) 📐 **Модуль расчёта позиции** Встроенная таблица расчёта позиции (правый нижний угол) рассчитывает в реальном времени: - Сумму риска в валюте счёта на основе капитала и процента риска. - Эффективное расстояние до стопа = ATR стоп % + пользовательский буфер %. - Количество контрактов (округление вниз до целого числа). - Фактический риск в валюте и в процентах от счёта. - Отдельная строка с размером позиции последнего сигнала на момент его возникновения. Все параметры (капитал, стоимость пункта, % риска, буфер ATR) настраиваются через входные данные. 📊 **Таблица ATR TP** Вторая таблица (левый нижний угол) отображает текущее процентное расстояние ATR от цены закрытия до медленной линии, а также рассчитанные уровни тейк-профита: 0.5×, 1×, 1.5×, 2× и 3× от ATR-расстояния. Каждый уровень TP можно включить или скрыть индивидуально. 🔔 **Алерты** Индикатор поддерживает алерты TradingView для сигналов Buy и Sell. Каждое сообщение алерта содержит: цену входа, цену стоп-лосса, ATR стоп %, эффективный стоп (ATR + буфер) %, размер позиции в контрактах и все пять уровней TP. 🛡️ **Защита от перерисовки** - Trend Indicator использует стандартный анти-репейнт паттерн Pine Script: `request.security()` с `lookahead = barmerge.lookahead_on` в сочетании со сдвигом ` `, что гарантирует использование только подтверждённых (закрытых) данных старшего ТФ. - Все сигналы оцениваются на закрытии бара (`alert.freq_once_per_bar_close`). - Будущие данные не используются ни в одном месте кода. 🧠 **Основные возможности** - Двойной ATR trailing stop (быстрый + медленный) для структуры волатильности - Трендовый фильтр на CCI со старшего таймфрейма (без перерисовки) - Тепловая карта объёма по статистическому отклонению (3 уровня) - Генерация сигналов с ограничением по сессии и визуальным фоном - Динамическая система выхода по трейлинг-стопу - Встроенный калькулятор размера позиции с ATR-буфером - Многоуровневая справочная таблица тейк-профитов - Готовые алерты с полным торговым контекстом - Полностью настраиваемые параметры - Pine Script v6 📈 **Рекомендации по использованию** - Для лучших результатов устанавливайте таймфрейм Trend Indicator выше таймфрейма графика (например: график на 1 мин → Trend Indicator на 15 мин; график на 5 мин → Trend Indicator на 1 час). - Комбинируйте с уровнями поддержки/сопротивления, рыночной структурой или подтверждением со старшего таймфрейма. - Настраивайте пороги объёма в зависимости от типичного профиля объёма инструмента. - Используйте таблицу расчёта позиции для поддержания последовательного управления рисками. 🔧 **Настраиваемые параметры** Практически каждый аспект индикатора можно настроить через панель Настройки/Аргументы: *ATR Trailing Stop:* Период и множитель быстрого ATR, период и множитель медленного ATR, возможность показать/скрыть быструю линию. *Trend Indicator:* Выбор старшего таймфрейма, период CCI, множитель и период ATR для расчёта тренда, возможность показать/скрыть. *Анализ объёма:* Длина MA, длина StdDev и три порога (средний, высокий, сверхвысокий) — настраивайте их под профиль объёма вашего инструмента. Возможность показать/скрыть окраску баров. *Фильтр сессий:* Время начала/окончания сигналов, три зоны сессий (холодная/рабочая/горячая) с независимыми временами начала/окончания и цветами фона — всё настраивается под расписание вашей биржи. *Расчёт позиции:* Капитал счёта (RUB), стоимость пункта (RUB), риск на сделку (%), буфер ATR (%) — эти параметры управляют таблицей расчёта позиции в реальном времени. *Таблица TP:* Каждый уровень тейк-профита (TP0.5, TP1, TP1.5, TP2, TP3) можно индивидуально показать или скрыть. Размер текста обеих таблиц выбирается отдельно. Эта гибкость позволяет адаптировать индикатор под различные инструменты, таймфреймы и торговые стили без изменения кода. 💰 **Рекомендуемый риск- и мани-менеджмент** Настоятельно рекомендуется использовать структурированную систему управления рисками и капиталом с многоступенчатыми выходами: *Риск на сделку:* 1% от капитала счёта. Встроенный модуль расчёта позиции автоматически вычисляет точное количество контрактов для этого уровня риска. *Многоступенчатая система выходов:* - **Достигнут 0.5R** — перевод стоп-лосса в безубыток (цена входа). Это полностью устраняет риск по сделке. - **Достигнут 1R** — фиксация половины позиции для закрепления прибыли. Для оставшейся части выберите один из двух подходов в зависимости от результатов вашего собственного бэктеста: либо трейлинг стопа по медленной линии ATR, либо удержание до фиксированного R-мультипла (например, 1.5R, 2R или 3R). Таблица TP на графике отображает все эти R-уровни в реальном времени, что позволяет визуально планировать выходы. Прошлые результаты не гарантируют будущих — всегда проверяйте любую стратегию выхода собственным бэктестом перед реальной торговлей. 📈 **Благодарности** Создано на основе идей: - ATR Trailing Stop — Ceyhun - Trend Magic — Kivanc Ozbilgic - Heatmap Volume — xdecow
Индикатор Pine Script®
от shevtsov360
ATR Regime Forecast Clean + PersistenceATR Regime Forecast + Persistence — User Guide Overview The ATR Regime Forecast + Persistence Dashboard is a clean, compact volatility‑intelligence tool designed for traders who want a fast, reliable read on market conditions without unnecessary complexity. It displays the most important daily volatility metrics directly on your chart, giving you an instant understanding of how the market is behaving. This indicator is built on a core principle from volatility research: Volatility is one of the few market behaviours that is statistically predictable. By combining daily ATR, daily ranges, volatility regimes, persistence, and directional bias, the dashboard provides a powerful snapshot of both current volatility and how reliable that volatility is. What the Dashboard Shows 1. ATR (Raw or Smoothed) ATR (Average True Range) is the foundation of volatility analysis. This dashboard always pulls ATR from the Daily timeframe, regardless of your chart timeframe. You can choose between: Raw ATR — the pure daily ATR value Smoothed ATR — an EMA‑smoothed version that reduces noise ATR tells you how much the market typically moves in a day, forming the basis for volatility expectations and forecasting. 2. Today’s Range The current day’s high–low range. This helps you see: Whether today is a high‑volatility or low‑volatility session How today compares to recent days Whether volatility is expanding or contracting 3. Yesterday’s Range The previous day’s high–low range. Useful for: Comparing today’s volatility to yesterday’s Spotting early signs of volatility expansion or compression Understanding short‑term volatility rhythm 4. Forecast Range A simple but effective volatility projection: Code Forecast Range = ATR × Forecast Multiplier This gives you a realistic expectation of how far price may travel within a typical day based on current volatility conditions. 5. Volatility Regime Regimes classify volatility into three states using ATR percentiles: LOW — compressed volatility NORMAL — typical volatility HIGH — expanded volatility Colour coding: 🟥 High — volatility elevated 🟧 Low — volatility compressed 🟩 Normal — stable, typical conditions Regimes help you understand the broader volatility environment at a glance. 6. Persistence Score (Colour‑Coded) Persistence measures how predictable volatility is. It uses lag‑1 correlation of daily ranges — the academically correct method for measuring volatility clustering. Colour coding: 🟢 High Persistence — volatility is stable; ATR forecasts are reliable 🟠 Medium Persistence — volatility is somewhat stable; forecasts are acceptable 🔴 Low Persistence — volatility is unstable; forecasts are weak This is one of the most important volatility signals you can track. Why Persistence Matters Volatility tends to cluster: High‑volatility days follow high‑volatility days Low‑volatility days follow low‑volatility days This is why ATR forecasting works. High Persistence Means: Volatility is behaving consistently ATR‑based expectations are trustworthy Forecast ranges are meaningful Low Persistence Means: Volatility is chaotic ATR forecasts become unreliable Risk conditions may be unstable Persistence acts as a quality filter for all volatility‑based decisions. 7. Directional Bias Bias combines two structural behaviours: Is ATR expanding? Is price above or below the daily open? Bias states: Bullish — ATR expanding + price above daily open Bearish — ATR expanding + price below daily open Neutral — no directional structure Bias is not a signal — it’s a contextual read on directional volatility pressure. How to Use the Dashboard 1. Assess Daily Volatility Compare: ATR Today’s range Yesterday’s range This gives you an immediate sense of whether volatility is rising, falling, or stable. 2. Check Persistence Before Making Decisions Use the colour‑coded persistence score as a volatility “quality check”: Green → ATR forecasts are reliable Amber → Use ATR with caution Red → Expect unpredictable behaviour This helps you avoid trading in unstable volatility environments. 3. Use ATR for Expectations ATR provides a realistic expectation of: Daily movement Potential range expansion Volatility‑based planning Even though the dashboard is intentionally simple, ATR remains one of the most powerful tools in trading. Why This Indicator Works Because it focuses on the three most statistically reliable volatility signals: 1. Daily ATR The foundation of volatility measurement. 2. Daily Ranges The raw behaviour of the market. 3. Persistence The reliability of volatility itself. Combined with regime classification and directional bias, this dashboard gives you a complete volatility intelligence panel in a clean, compact format.
Индикатор Pine Script®
от Trading4Russell
SWIFTEDGE DAXDAX Intraday ATR Bias Levels Overview This indicator is designed for intraday traders focusing on the DAX (GER40). It visualizes the relationship between market noise and directional trends by anchoring to the Frankfurt Open (09:00 CET) and projecting dynamic levels based on the asset's current volatility (Average True Range). The Logic Behind the 09:00 Anchor The 09:00 CET timestamp marks the official opening of the Xetra exchange, bringing the highest surge in volume and liquidity to the DAX. By fixing the "anchor point" at this specific moment, the indicator establishes an objective baseline for the day’s price action, filtering out the lower-volume noise from the overnight sessions. Key Features & Methodology The system utilizes a 14-day Average True Range (ATR) to calculate and plot levels that adapt to changing market environments: Standard Targets (TP1 - 0.2x ATR): Represents the most frequent daily expansion levels. Trend Targets (TP2 & TP3 - 0.4x & 0.6x ATR): Visualizes extended levels typically reached during high-conviction trend days or periods of increased volatility. Median MAE (Maximum Adverse Excursion): The orange dotted lines represent statistical "normal" retracement zones. These lines help traders distinguish between a standard pullback and a potential trend failure. By visualizing the median MAE, traders can remain patient during minor fluctuations. Visual Guide Gray Line: Frankfurt Open Price (09:00). Green Lines (Upward): Projected targets for Long-bias scenarios. Red Lines (Downward): Projected targets for Short-bias scenarios. Orange Dotted Lines: Statistical retracement thresholds (0.15 for long / 0.18 for short bias). How to Use This tool is intended as a visual decision-support system. It helps traders identify: When a breakout from the open is statistically "overstretched." Where to expect potential pullbacks (MAE) before a target is reached. Objective profit-taking zones based on actual market volatility rather than fixed point values. Disclaimer: This tool is for educational and analytical purposes only and does not constitute financial advice.
Индикатор Pine Script®
от SwiftEdge
1
ATR Scalper Analytics & Trend Reversal Dashboard [giua64]This professional analytics dashboard is a comprehensive context-analyzer designed specifically for scalpers and intraday traders (optimized for the 3-minute timeframe). It provides a real-time, multidimensional view of market volatility, daily range exhaustion, and trend strength in a single, clean UI. Instead of chasing lagging price indicators, this tool focuses on the internal mechanics of market movement to detect when a trend is healthy or when it is becoming exhausted and ready to reverse. KEY FEATURES 1. Trend & Volatility Confluence The dashboard synchronizes three critical layers of market data: Trend Filter: Real-time BULL/BEAR detection based on an optimized EMA 20. Volatility Engine: Compares current ATR against its historical average to identify high-participation zones (🔴) or low-interest "quiet" zones (🔵). Global Sentiment: Integration of the VIX (Volatility Index) to filter entries based on broader market fear or complacency. 2. Range Saturation (The Fuel Gauge) The core protection feature for intraday traders. It calculates the Daily Range Saturation %: Compares the current High-Low range to the Average Daily Range (ADR). Exhaustion Alert: If saturation exceeds 90-100%, the indicator triggers an "EXHAUST" signal, preventing you from buying the top or selling the bottom of a daily move. 3. Smart Reversal Warning System This script detects Volatility Divergence—the primary cause of trend failure: Warning Signal: If the price hits a new high/low but ATR is falling, the dashboard triggers a "WARN: FINE TREND" signal. This alerts you that the "engine" of the move is losing fuel, signaling a high probability of a reversal before it actually happens. DASHBOARD COLUMNS EXPLAINED ATR & MA: Real-time volatility vs. its moving average. ATR %: The percentage impact of volatility relative to the current price. VIX: Global fear gauge (calibrated for risk-on/risk-off filters). Range Sat: Percentage of the daily movement already consumed. Trend: Current directional bias (BULL/BEAR). Signal: The final operational verdict: FLAT, LONG, SHORT, WARN, or EXHAUST. ASSET COMPATIBILITY & PRESETS GOLD (XAUUSD) & INDICES: Optimal performance with dedicated volatility presets. FOREX: Use the "Forex" preset to calibrate for lower tick-based volatility. CUSTOM: Fully adjustable thresholds for any asset class. HOW TO USE (SCALPER WORKFLOW) Check Volatility: Look for the 🔴 (Red) circle. Scalping requires "fuel" (High ATR). Verify Trend: Ensure your intended direction aligns with the BULL/BEAR column. Monitor Saturation: Only take new trades if "Sat" is low (<60%). If it's >90%, the "room" for profit is limited. Watch for Warning: If the signal changes to WARN: FINE TREND, tighten your Stop Loss or exit immediately—the reversal is coming. IMPORTANT WARNING This indicator is a confluence tool shared for educational purposes. It was created by an amateur trader (giua64) in the spirit of mutual learning and collaboration. Never trade based on a single indicator. Past performance does not guarantee future results. Always use strict risk management. Created by Giovanni Lacqua (giua64@gmail.com) “An Eagle born to fly, born to dare.....” RELEASE NOTES (v.1.0) Initial release optimized for 3M/5M/15M timeframes. Multi-asset presets (Gold, Indices, Forex). Adaptive UI (Dark/Light mode detection). Integrated VIX and Daily Range analysis. Smart Reversal Warning logic.
Индикатор Pine Script®
от giua64
VA-RS Multi-BenchmarkVA-RS Multi-Benchmark This indicator measures relative strength across assets using volatility-adjusted returns and allows comparison against multiple benchmarks at the same time. It is designed to provide a clear view of which assets are leading or lagging in the current market environment, without the distortion caused by differences in volatility. Instead of relying on raw percentage moves, all performance is normalized by volatility (ATR % or standard deviation). This ensures that higher-volatility assets do not automatically appear stronger, and allows for a more balanced comparison across indices, currencies, and crypto. The output is a volatility-adjusted relative strength (VA-RS) value that reflects how an asset is performing relative to selected benchmarks. Key Features: Multi-Benchmark Comparison Compare a single asset against multiple benchmarks simultaneously (e.g. BTC vs NQ, DXY, SPX). This allows for a broader view of relative strength across different markets in one place. Volatility-Adjusted Returns Performance is normalized using either: ATR % (default, smoother and more stable) Standard deviation of returns (more reactive) This removes bias toward inherently volatile assets. Independent Timeframe Selection Relative strength calculations can be performed on a higher timeframe (e.g. 12H) while viewing and executing on a lower timeframe (e.g. 30m). This supports a structured HTF bias → LTF execution workflow. Sorted Strength Ranking Table Benchmarks are automatically ranked from strongest to weakest based on current VA-RS values. Row colors match plotted lines for quick visual mapping State and trend columns provide additional context State & Trend Classification Each benchmark is categorized as: STRONG / WEAK (based on VA-RS above or below zero) IMPROVING / DETERIORATING / FLAT (based on RS trend) How to Use: Use this indicator as a filter for asset selection, not as a standalone signal. Identify assets showing relative strength for long setups Identify assets showing relative weakness for short setups Focus on assets that consistently rank near the top or bottom Combine with your own price action or structural framework for execution Summary: This tool is built to help answer a simple but critical question: Which assets are actually leading or lagging right now, after accounting for volatility? By combining multi-benchmark comparison, volatility normalization, and automatic ranking, it provides a structured way to stay aligned with relative strength across markets.
Индикатор Pine Script®
от IcePP
GBPUSD Breakout ScannerThis indicator is designed for GBPUSD traders on the H1 timeframe who want an objective, real-time filter for distinguishing trending market conditions from ranging ones before acting on a structure breakout signal. What it does The scanner detects when price closes above a recent swing high (bullish breakout) or below a recent swing low (bearish breakout), but only surfaces a signal when three independent momentum gates are simultaneously satisfied. If any gate fails, the signal is suppressed and no label appears on the chart. The three hard gates Gate 1 — ADX (Average Directional Index) ADX measures the strength of a directional trend, regardless of whether the trend is up or down. When ADX falls below the user-defined minimum (default: 20), the market lacks directional conviction and all signals are blocked. This prevents entries during sustained low-momentum sideways conditions. Gate 2 — ATR Compression Ratio The Average True Range is compared against its own 50-bar simple moving average to produce a ratio. A ratio below the threshold (default: 0.70) indicates that current volatility has compressed relative to its recent history — a common characteristic of range-bound price action. When the ratio is too low, signals are blocked. Gate 3 — Bollinger Band Width Percentile (self-calibrating) Rather than using a fixed absolute BBW threshold (which would not adapt to changing volatility regimes), this gate calculates where the current BBW sits as a percentile within its own 50-bar high/low range. A reading of 0% means the bands are at their tightest in 50 bars; 100% means fully expanded. When the percentile falls below the threshold (default: 30%), the market is considered to be in a squeeze and signals are blocked. This approach self-calibrates to the instrument's current behaviour without requiring manual adjustment. Direction detection The indicator also surfaces the directional lean of the market using the DI+ and DI− components already computed as part of the ADX/DMI calculation. When DI+ exceeds DI−, the panel shows BULLISH; when DI− leads, it shows BEARISH. This gives traders a clear read on which way momentum is leaning at the time a breakout fires. Bottom-right status panel A persistent panel in the bottom-right corner shows live readings for all three gates plus the direction: - ADX value — green if passing (≥ 20), red if blocking - ATR Ratio — green if passing (≥ 0.70), red if compressed - BBW Percentile — green if passing (≥ 30%), red if in squeeze - MARKET — TRENDING (green) or RANGING (red) summary - DIRECTION — BULLISH or BEARISH with raw DI+/DI− values This panel is visible at all times regardless of whether a signal has fired, allowing traders to assess market conditions continuously throughout a session. Signal labels When all three gates pass and a structure breakout is detected, a label appears: - BREAKOUT UP — plotted below the candle for a bullish breakout - BREAKOUT DOWN — plotted above the candle for a bearish breakout Each label shows the confirming ADX, ATR and BBW values at the moment of the signal so traders can evaluate the quality of the market conditions that produced it. Swing highs and lows used for breakout detection are marked with small triangle shapes on the chart. Important notes This indicator does not repaint. Breakout signals are based on the closing price of the confirmed bar and do not change after the bar closes. Swing high/low detection uses TradingView's pivothigh() and pivotlow() functions, which require a lookback period on both sides of the pivot to confirm. This means pivot markers appear a few bars after the actual pivot forms — this is expected behaviour and is not a bug. This script is designed for use on GBPUSD, H1. Results on other instruments or timeframes have not been validated and may differ significantly. No signal produced by this indicator constitutes financial advice. Past performance does not guarantee future results. Always use sound risk management. Adjustable inputs - Swing pivot length (default: 3) - ADX length and minimum threshold (default: 14 / 20) - ATR length, MA length, and minimum ratio (default: 14 / 50 / 0.70) - Bollinger Band length, standard deviation, lookback and squeeze threshold (default: 20 / 2.0 / 50 bars / 30%) Published open-source. No external libraries used. Written in Pine Script v6.
Индикатор Pine Script®
от brambleclaw
ATR Micros Calculator TableThis indicator is designed for traders who size positions based on volatility using the Average True Range (ATR). It dynamically calculates how many “micros” (contracts or units) you can trade based on a fixed risk target (R) and current market volatility. How it works: The script computes ATR using a user-defined length. It divides your predefined risk amount (R) by the current ATR value. The result is the number of micro contracts you can take while staying within your risk parameters. The value is rounded down to ensure you never exceed your risk. Key Features: -Real-time ATR-based position sizing -Custom risk input (R) for consistent risk management -Adjustable table position (top/bottom, left/right) -Clean on-screen table displaying: Calculated micros Current ATR value Why use this: This tool simplifies risk management by adapting your position size to market conditions automatically. Instead of guessing contract size, you get a precise, volatility-adjusted number every bar—helping maintain consistency and discipline in your trading. Best for: Futures traders (especially micro contracts) Scalpers and intraday traders Anyone using ATR-based stop losses
Индикатор Pine Script®
от quintonvo924
Trinity FlowOverview This strategy is based on the trading method I used when I first entered the world of investing at age 20. While the original entry conditions and exit rules were quite rough, I've revived this approach with a sense of nostalgia, refining it into a modern form after years of experience. Strategy Features Trend Filter: Trend determination using three EMAs (8, 14, 50) EMA alignment 8 > 14 > 50: Long condition (EMA line: White) EMA alignment 50 > 14 > 8: Short condition (EMA line: Red) Other alignments: Range/neutral (EMA line: Gray) Entry Timing: Stochastic RSI (3, 3, 14, 14) crossover Long entry on the bar following a confirmed golden cross Short entry on the bar following a confirmed death cross Risk Management: ATR (14) based fixed ratios Stop Loss: ATR × 3 Take Profit: ATR × 2 Visual Design White EMA line: Long opportunity zone Red EMA line: Short opportunity zone Gray EMA line: No clear trading opportunity Light white box: Profit zone Light red box: Loss zone Parameters All parameters (EMA periods, Stoch RSI settings, ATR period, SL/TP multipliers) are fully adjustable in the settings. Disclaimer Frequent false signals may occur in ranging markets Works best in strong trending markets Past performance does not guarantee future results 概要 このストラテジーは、私が20歳の頃、初めて投資の世界に入った時に使っていた手法を基にしています。当時は粗削りなエントリー条件と決済ルールでしたが、長年の経験を経て、懐かしさを感じながら現代的な形に復活させました。 手法の特徴 トレンドフィルター：3本のEMA（8, 14, 50）の並び順でトレンドを判定 EMAが8 > 14 > 50の順：ロング条件（EMAライン：白） EMAが50 > 14 > 8の順：ショート条件（EMAライン：赤） それ以外：レンジ状態（EMAライン：灰色） エントリータイミング：Stochastic RSI（3, 3, 14, 14）のクロス ゴールデンクロス確定後の次足でロングエントリー デッドクロス確定後の次足でショートエントリー リスク管理：ATR（14）ベースの固定比率 損切：ATR × 3倍 利確：ATR × 2倍 ビジュアルデザイン 白いEMAライン：ロング狙える状態 赤いEMAライン：ショート狙える状態 灰色のEMAライン：エントリーチャンスなし 薄い白ボックス：利益ゾーン 薄い赤ボックス：損失ゾーン パラメータ すべてのパラメータ（EMA期間、Stoch RSI設定、ATR期間、損切・利確倍率）は設定から調整可能です。 注意事項 レンジ相場では頻繁にダマシが発生する可能性があります 強いトレンド相場で最も効果を発揮します バックテストの結果は過去のパフォーマンスであり、将来の結果を保証するものではありません
Стратегия Pine Script®
от mm_mitsuya