Регистрация

Средний истинный диапазон (ATR)

timer/tr/atr [keypoems]Session and Instant Volatility Ticker What it actually does: - Session ATR – Reports the historical (e.g. “0200-0600”) average true range of the past x sessions, reports the +1Stdev value. - Real-time ATR feed – streams the current ATR value every tick. - Ticker line – Sess. ATR +1Stdev | Current ATR | Previous TR | 🕒 Time-left-in-bar | Think of it as a volatility check: a single glance tells you if the average candle size is compatible with your usual stop or not. Open Source.
Индикатор Pine Script®
от keypoems
Volume MAs Supertrend | Lyro RS📊 Volume MAs Supertrend | Lyro RS is an advanced trading tool that combines volume-adjusted moving averages with a dynamic Supertrend system. This indicator provides a robust framework for identifying market trends and entry/exit points. ✨ Key Features : 📈 Volume-Weighted Moving Averages (VWMA): Integrates price and volume data to provide a more accurate moving average, allowing for better trend analysis. 🔧 Multiple MA Types: Choose from SMA, EMA, WMA, VWMA, DEMA, TEMA, RMA, HMA, ALMA to suit your preferred trading strategy. 📊 Dual-Multiplier Supertrend System: Uses ATR to dynamically calculate upper and lower bands for long and short trends, with distinct multipliers for each. 🎨 Customizable Color Schemes: Choose from Classic, Mystic, Accented, and Royal color palettes or customize your own colors for bullish and bearish trends. 🔍 Visual Enhancements: Color-coded Supertrend lines, candlesticks, and bars for quick trend identification. ⏰ Alert System: Alerts for long and short signals based on trend changes. 🔧 How It Works : The Supertrend line is calculated using ATR over a user-defined period, with separate multipliers for long and short positions. 📈 A bullish trend is signaled when the price crosses above the upper band, and a bearish trend is signaled when the price crosses below the lower band. 🎨 The Supertrend line changes color to reflect trend direction, with candlesticks and bars matching the trend's color for visual clarity. ⚙️ Customization Options : 🛠️ Moving Average Settings: Select your preferred moving average type (SMA, EMA, VWMA, etc.) and adjust the length for smoother or more responsive trend signals. 📐 Supertrend Parameters: Define the ATR period and adjust multipliers to fine-tune sensitivity for long and short signals. 🎨 Color Configuration: Choose from predefined color palettes or create your own custom scheme for trend signals. 📈 Use Cases : ✅ Confirm market trends before entering trades. 🚪 Identify potential entry/exit points as trend directions shift. 👀 Visually analyze market conditions with color-coded candlesticks and bars. ⚠️ Disclaimer : This indicator should not be used as a standalone tool for making trading decisions. Always combine with other forms of analysis and risk management practices.
Индикатор Pine Script®
от LyroRS
2
SuperTrade ST1 StrategyOverview The SuperTrade ST1 Strategy is a long-only trend-following strategy that combines a Supertrend indicator with a 200-period EMA filter to isolate high-probability bullish trade setups. It is designed to operate in trending markets, using volatility-based exits with a strict 1:4 Risk-to-Reward (R:R) ratio, meaning that each trade targets a profit 4× the size of its predefined risk. This strategy is ideal for traders looking to align with medium- to long-term trends, while maintaining disciplined risk control and minimal trade frequency. How It Works This strategy leverages three key components: Supertrend Indicator A trend-following indicator based on Average True Range (ATR). Identifies bullish/bearish trend direction by plotting a trailing stop line that moves with price volatility. 200-period Exponential Moving Average (EMA) Filter Trades are only taken when the price is above the EMA, ensuring participation only during confirmed uptrends. Helps filter out counter-trend entries during market pullbacks or ranges. ATR-Based Stop Loss and Take Profit Each trade uses the ATR to calculate volatility-adjusted exit levels. Stop Loss: 1× ATR below entry. Take Profit: 4× ATR above entry (1:4 R:R). This asymmetry ensures that even with a lower win rate, the strategy can remain profitable. Entry Conditions A long trade is triggered when: Supertrend flips from bearish to bullish (trend reversal). Price closes above the Supertrend line. Price is above the 200 EMA (bullish market bias). Exit Logic Once a long position is entered: Stop loss is set 1 ATR below entry. Take profit is set 4 ATR above entry. The strategy automatically exits the position on either target. Backtest Settings This strategy is configured for realistic backtesting, including: $10,000 account size 2% equity risk per trade 0.1% commission 1 tick slippage These settings aim to simulate real-world conditions and avoid overly optimistic results. How to Use Apply the script to any timeframe, though higher timeframes (1H, 4H, Daily) often yield more reliable signals. Works best in clearly trending markets (especially in crypto, stocks, indices). Can be paired with alerts for live trading or analysis. Important Notes This version is long-only by design. No short positions are executed. Ideal for swing traders or position traders seeking asymmetric returns. Users can modify the ATR period, Supertrend factor, or EMA filter length based on asset behavior.
Стратегия Pine Script®
от SupertradeOfficial
ADR & ATR OverlayADR & ATR Overlay This indicator will display the following as an overlay on your chart: ADR % of ADR ADR % of Price ATR % of ATR ATR % of Price Description: ADR : Average Day Range % of ADR : Percentage that the current price move has covered its average. ADR % of Price : The percentage move implied by the average range. ATR : Average True Range % of ATR : Percentage that the current price move has covered its average. ATR % of Price : The percentage move implied by the average true range. Options: Time Frame Length Smoothing Enable or Disable each value Text Color Background Color How to use this indicator: The ADR and ATR can be used to provide information about average price moves to help set targets, stop losses, entries and exits based on the potential average moves. Example: If the "% of ADR" is reading 100%, then 100% of the asset's average price range has been covered, suggesting that an additional move beyond the range has a lower probability. Example: "ADR % of Price" provides potential price movement in percentage which can be used to asses R/R for asset. Example: ADR (D) reading is 100% at market close but ATR (D) is at 70% at close. This suggests that there is a potential move of 30% in Pre/Post market as suggested by averages. Notes: These indicators are available as oscillators to place under your chart through trading view but this indicator will place them on the chart in numerical only format. Please feel free to modify this script if you like but please acknowledge me, I am only a hobby coder so this takes some time & effort.
Индикатор Pine Script®
от abbadon9
ADX Supertrend | [DeV]The "ADX Supertrend" indicator is a user-friendly tool that blends two popular trading indicators—the Supertrend and the Average Directional Index (ADX)—to help traders spot trends and make smarter trading decisions. By combining these two, it offers a clearer picture of when a market is trending strongly and in which direction, while cutting down on misleading signals. Here’s a straightforward explanation of how each part works, how they team up, the benefits of using them together, and why the ADX makes the Supertrend even better. Supertrend: It's like a guide that follows the market’s price movements to tell you whether prices are trending up or down. It creates two lines, one above and one below the price, based on how much the market is bouncing around (its volatility). When the price moves above the upper line, it signals an uptrend (a good time to buy), and the indicator draws a line below the price to show support. When the price drops below the lower line, it signals a downtrend (a potential time to sell), and the line appears above the price as resistance. The Supertrend is great because it adjusts to market conditions, widening the gap between lines in wild markets and tightening it in calm ones. Average Directional Index: The ADX is all about measuring how strong a trend is, without caring whether it’s going up or down. Think of it as a meter that tells you if the market is charging forward with purpose or just drifting aimlessly. It uses a scale from 0 to 100, where higher numbers mean a stronger trend. For example, an ADX above 25 often suggests a solid trend worth paying attention to, while a low ADX signals a sleepy, sideways market. The ADX also looks at whether buyers or sellers are in control to confirm the trend’s direction. Confluence: The Supertrend is great at spotting trends, but it can be a bit trigger-happy, giving signals in markets that aren’t really trending. That’s where the ADX shines. It acts like a quality control check, making sure the Supertrend’s signals only count when the market is moving with conviction. By filtering out weak or messy trends, the ADX helps you avoid wasting time on trades that fizzle out. It also double-checks the trend’s direction, so you’re not just guessing whether buyers or sellers are in charge. This teamwork means you get signals that are more reliable and less likely to lead you astray, especially in tricky markets where prices bounce around without a clear path.
Индикатор Pine Script®
от DeVrizii
ZenLab ATR FNSThis indicator was created specifically for Zen Labs which includes a custom ATR (Average True Range) table that displays the ATR value for a selected period of candles. ATR is a volatility indicator that measures the average range between high and low prices over a given number of periods. It helps traders assess how much an asset typically moves, providing valuable information for setting stop losses, take profits, or identifying market conditions. It adapts to changing market conditions, making it useful across different timeframes and asset classes. How the ATR Indicator Works: The ATR is based on the concept of True Range (TR), which is the greatest of the following three values: - Current High minus Current Low - Absolute value of Current High minus Previous Close - Absolute value of Current Low minus Previous Close Averaging the True Range: Once the True Range is calculated for each period, the ATR is computed by averaging these True Ranges over a set number of periods and is displayed in the table. Interpreting the ATR: - A higher ATR value indicates higher volatility—prices are moving more significantly. - A lower ATR value indicates lower volatility—prices are more stable and less active. Enjoy! - Rebel Empire
Индикатор Pine Script®
от makinbills
Adaptive ATR Limits█ OVERVIEW This indicator plots adaptive ATR limits for intraday trading. A key feature of this indicator, which makes it different from other ATR limit indicators, is that the top and bottom ATR limit lines are always exactly one ATR apart from each other (in "auto" mode; there is also a "basic" mode, which plots the limits in the more traditional way—i.e., one ATR above the low and one ATR below the high at all times—and this can be used for comparison). █ FEATURES Provides an algorithm to plot the most reasonable intraday ATR top/bottom limits based on currently available information Dynamically adapts limits as the price evolves during the day Works correctly and consistently on both RTH and ETH charts Has a user-selected ADR mode to base the limits on ADR instead of ATR Option to include the current pre-market and previous day's post-market range in the calculation Configurable ATR/ADR averaging length Provides a visual smoothing option Provides an information box showing the current numerical ATR/ADR values Reasonable defaults that work well if the user changes nothing Well-documented, high-quality, open-source code for those interested █ HOW TO USE At a minimum, there is nothing that needs to be set. The defaults work well. The ATR top line (red, configurable) gives you the most reasonable move given the currently available information. The line will move away from the price as the price approaches it; that is normal—it is reacting to new information. This happens until the ATR bottom limit hits the lower of the daily low and the previous day's close (in ATR mode). The ATR bottom line (green, configurable) works the same way, with reversed logic. There is an option to use ADR instead of ATR. The ATR includes the previous day's RTH close in the range, whereas ADR does not. Another option allows the user to add the current day's pre-market range or the previous day's post-market into the current day's range, which has an effect if either of those went outside of today's RTH range, plus yesterday's RTH close (in the default ATR mode). Pre-market and post-market range is not typically included in the daily true range, so only change it if you really know you want it. █ CONCEPTS Most traditional ATR limit indicators plot the top ATR limit one ATR above the current daily low, and the bottom ATR limit one ATR below the current daily high. This indicator can also do that (in "basic" mode), but its value lies in its default "auto" mode, which uses an algorithm to dynamically adapt the ATR limits throughout the day, keeping them one ATR apart at all times. It tries to plot the most sensible ATR limits based on the current daily ATR, in order to provide a reasonable visual intraday target, given the available information at that point in time. "Auto" mode is actually a weighted average of two methods: midpoint and relative (both of which can also be explicitly selected). The midpoint method places the midpoint of the ATR limit equal to the midpoint of the currently established daily range. The relative method measures the currently established daily range and calculates the position of the current price within it (as a ratio between 0 and 1). It then uses that value as a weight in a weighted average of extreme locations for the ATR limits, which are: the ATR top anchored to one ATR above the daily low, and the ATR bottom anchored to one ATR below the daily high. The relative method is more advanced and better for most of the day; however, it can cause wild swings in the early market or pre-market before a reasonable range (as a percentage of ATR) has been established. "Auto" mode therefore takes another weighted average between the two methods, with the weight determined by the percentage of the ATR currently established within the day, more strongly weighting the calmer midpoint method before a good range is established. Once the full ATR has been achieved, the algorithm in "auto" mode will have fully switched to the relative method and will remain with that method for the rest of the day. To explain the effect further, as an example, imagine that the price is approaching the full ATR range on the high side. At this point, the indicator will have almost fully transitioned to the second (relative) method. The lower ATR limit will now be anchored to the daily low as the price hits the upper ATR limit. If the price goes beyond the upper ATR, the lower ATR limit will stay anchored to the daily low, and the upper limit will stay anchored to one ATR above the lower limit. This allows you to see how far the price is going beyond the upper ATR limit. If the price then returns and backs off the upper ATR limit, the lower ATR limit will un-anchor from the daily low (it will actually rise, since the daily ATR range has been exceeded, so the lower ATR limit needs to come up because the actual daily range can’t fit into the ATR range anymore). The overall effect is to give you the best visual indication of where the price is in relation to a possible upper ATR-based target. Reverse this example for when the price low approaches the ATR range on the low side. Care was taken so that the code uses no hard-coded time zones, exchanges, or session times. For this reason, it can in principle work globally. However, it very much depends on the information provided by the exchange, which is reflected in built-in Pine Script variables (see Limitations below). █ LIMITATIONS The indicator was developed for US/European equities and is tested on them only. It is also known to work on US futures; in this case, the whole 23-hour session is used, and the "Sessions to include in range" setting has no effect. It may or may not work as intended on security types and equities/futures for other countries.
Индикатор Pine Script®
от BruzX
5
Smart Range DetectorSmart Range Detector What It Does This indicator automatically detects and validates significant trading ranges using pivot point analysis combined with logarithmic fibonacci relationships. It operates by identifying specific pivot patterns (High-Low-High and Low-High-Low) that meet fibonacci validation criteria to filter out noise and highlight only the most reliable trading ranges. Each range is continuously monitored for potential mitigation (breakout) events. Key Features Identifies both High-Low-High and Low-High-Low range patterns Validates each range using logarithmic fibonacci relationships (more accurate than linear fibs) Detects range mitigations (breakouts) and visually differentiates them Shows fibonacci levels within ranges (25%, 50%, 75%) for potential reversal points Visualizes extension levels beyond ranges for breakout targets Analyzes volume profile with customizable price divisions (default: 60) Displays Point of Control (POC) and Value Area for traded volume analysis Implements performance optimization with configurable range limits Includes user-adjustable safety checks to prevent Pine Script limitations Offers fully customizable colors, line widths, and transparency settings How To Use It Identify Valid Ranges : The indicator automatically detects and highlights trading ranges that meet fibonacci validation criteria Monitor Fibonacci Levels : Watch for price reactions at internal fib levels (25%, 50%, 75%) for potential reversal opportunities Track Extension Targets : Use the extension lines as potential targets when price breaks out of a range Analyze Volume Structure : Enable the volume profile mode to see where most volume was traded within mitigated ranges Trade Range Boundaries : Look for reactions at range highs/lows combined with volume POC for higher probability entries Manage Performance : Adjust the maximum displayed ranges and history bars settings for optimal chart performance Settings Guide Left/Right Bars Look Back : Controls how far back the indicator looks to identify pivot points (higher values find more ranges but may reduce sensitivity) Max History Bars : Limits how far back in history the indicator will analyze (stays within Pine Script's 10,000 bar limitation) Max Ranges to Display : Restricts the total number of ranges kept in memory for improved performance (1-50) Volume Profile : When enabled, shows volume distribution analysis for mitigated ranges Volume Profile Divisions : Controls the granularity of the volume analysis (higher values show more detail) Display Options : Toggle visibility of range lines, fibonacci levels, extension lines, and volume analysis elements Transparency & Color Settings : Fully customize the visual appearance of all indicator elements Line Width Settings : Adjust the thickness of lines for better visibility on different timeframes Technical Details The indicator uses logarithmic fibonacci calculations for more accurate price relationships Volume profile analysis creates 60 price divisions by default (adjustable) for detailed volume distribution All timestamps are properly converted to work with Pine Script's bar limitations Safety checks prevent "array index out of bounds" errors that plague many complex indicators Time-based coordinates are used instead of bar indices to prevent "bar index too far" errors This indicator works well on all timeframes and instruments, but performs best on 5-minute to daily charts. Perfect for swing traders, range traders, and breakout strategists. What Makes It Different Most range indicators simply draw boxes based on recent highs and lows. Smart Range Detector validates each potential range using proven fibonacci relationships to filter out noise. It then adds sophisticated volume analysis to help traders identify the most significant price levels within each range. The performance optimization features ensure smooth operation even on lower timeframes and extended history analysis.
Индикатор Pine Script®
от mindyourbuisness
2
DDDDD: ATR & ADR Table + Suggested Time-based Exit📈 DDDDD: ATR & ADR Table + Suggested Time-based Exit This indicator provides a simple yet powerful table displaying key volatility metrics for any timeframe you apply it to. It is designed for traders who want to assess the volatility of an asset, estimate the average time required for a potential move, and define a time-based exit strategy. 🔍 Features: Displays ATR (Average True Range) for the selected length Shows Average Range (High-Low) and Maximum Range over a configurable number of bars Calculates Avg Bars/Move → average number of bars needed to achieve the maximum range Calculates Recommended Exit Bars → suggested maximum holding period (in bars) before considering an exit if price hasn’t moved as expected All values dynamically adjust based on the chart’s current timeframe Outputs values directly in a table overlay on your main chart for quick reference 📝 How to interpret the table: Field Meaning ATR (14) Average True Range over the last 14 bars (volatility indicator) Avg Range (20) Average High-Low range over the last 20 bars Max Range Maximum High-Low range observed in the last 20 bars Avg Bars/Move Average number of bars it takes to achieve a Max Range move Rec. Exit Bars Suggested max holding period (bars) → consider exit if move hasn’t occurred ✅ How to use: Apply this indicator to any chart (works on minutes, hourly, daily, weekly…) It will automatically calculate based on the chart’s current timeframe Use ATR & Avg Range to gauge volatility Use Avg Bars/Move to estimate how long the market usually takes to achieve a big move Use Rec. Exit Bars as a soft stop — if price hasn’t moved by this time, consider exiting due to declining probability of a breakout ⚠️ Notes: All values are relative to your current chart timeframe. For example: → On a daily chart, ATR represents daily volatility → On a 1H chart, ATR represents hourly volatility “Bars” refers to the bars of the current timeframe. Always interpret time accordingly. Perfect for traders who want to: Time their trades based on average volatility Avoid overholding losing positions Set time-based exit rules to complement price-based stoplosses
Индикатор Pine Script®
от hello9dean
Half Supertrend [NLR]While the Supertrend is a popular tool, traders often face the challenge of false signals and uncertain entry points. The Half Supertrend indicator addresses these shortcomings by introducing a dynamic mid-level , offering a significantly improved way to identify true trend strength and potential high-probability entries. Here's how the mid-level enhances your trend analysis: Filter Out Noise: Instead of reacting to every Supertrend flip, the mid-level helps you identify the strength of the trend. Price moving strongly away from the mid-level confirms a higher conviction move. Identify Optimal Pullback Entries: Waiting for price to pull back to the dynamic mid-level after a Supertrend direction change can provide better entry prices and potentially higher probability setups, capitalizing on established momentum. This approach helps avoid entering prematurely on weaker signals. Gain Deeper Trend Insight: The position of the price relative to both the Supertrend line and the mid-level paints a clearer picture of the current trend's strength and potential for continuation or reversal. Here's the technical edge you've been waiting for: Enhanced Trend Confirmation: This indicator plots a mid-level derived from half the Average True Range (ATR) multiple, acting as a crucial intermediary for assessing trend strength. Intra-Trend Strength Analysis: Price above/below the mid-level: Indicates a strong trending move aligned with the Supertrend direction. Price between the mid-level and the Supertrend line: Suggests a weaker trend and a higher probability of consolidation or reversal. Early Reversal Detection: Price crossing the mid-level can serve as an early warning signal of a potential trend change. Higher Timeframe Clarity: The user-configurable higher timeframe (HTF) input provides a robust, multi-timeframe trend bias. Dynamic Entry Levels: Potential entry levels based on the mid-level are plotted for visual guidance. Clear Visual Representation: Color-coded lines and filled areas simplify trend and strength assessment. How it works under the hood: This indicator utilizes the standard Supertrend calculation on the chosen higher timeframe, incorporating the Average True Range (ATR) to determine volatility-adjusted bands. The unique addition is the "half trend" line, calculated by adding or subtracting half of the ATR-based trailing stop value from the Supertrend line. This mid-level acts as a crucial intermediary zone for evaluating the conviction of the current trend. // Calculate the mid-level line half_line = supertrend + (atr * half_factor) Key Input Parameters: ATR Length: Determines the period for calculating the Average True Range (default: 10). Factor: The multiplier applied to the ATR to determine the Supertrend band width (default: 3). The mid-level dynamically adjusts based on half of this factor. Timeframe: Allows you to select a higher timeframe for the Supertrend calculation, providing a broader trend context. Up Color/Down Color: Customize the colors for uptrend and downtrend indications.
Индикатор Pine Script®
от NonLinearRookie
1
C&B Auto MK5C&B Auto MK5.2ema BullBear Overview The C&B Auto MK5.2ema BullBear is a versatile Pine Script indicator designed to help traders identify bullish and bearish market conditions across various timeframes. It combines Exponential Moving Averages (EMAs), Relative Strength Index (RSI), Average True Range (ATR), and customizable time filters to generate actionable signals. The indicator overlays on the price chart, displaying EMAs, a dynamic cloud, scaled RSI levels, bull/bear signals, and market condition labels, making it suitable for swing trading, day trading, or scalping in trending or volatile markets. What It Does This indicator generates bull and bear signals based on the interaction of two EMAs, filtered by RSI thresholds, ATR-based volatility, a 50/200 EMA trend filter, and user-defined time windows. It adapts to market volatility by adjusting EMA lengths and RSI thresholds. A dynamic cloud highlights trend direction or neutral zones, with candlestick coloring in neutral conditions. Market condition labels (current and historical) provide real-time trend and volatility context, displayed above the chart. How It Works The indicator uses the following components: EMAs: Two EMAs (short and long) are calculated on a user-selected timeframe (1, 5, 15, 30, or 60 minutes). Their crossover or crossunder triggers potential bull/bear signals. EMA lengths adjust based on volatility (e.g., 10/20 for volatile markets, 5/10 for non-volatile). Dynamic Cloud: The area between the EMAs forms a cloud, colored green for bullish trends, red for bearish trends, or a user-defined color (default yellow) for neutral zones (when EMAs are close, determined by an ATR-based threshold). Users can widen the cloud for visibility. RSI Filter: RSI is scaled to price levels and plotted on the chart (optional). Signals are filtered to ensure RSI is within volatility-adjusted bull/bear thresholds and not in overbought/oversold zones. ATR Volatility Filter: An optional filter ensures signals occur during sufficient volatility (ATR(14) > SMA(ATR, 20)). 50/200 EMA Trend Filter: An optional filter restricts bull signals to bullish trends (50 EMA > 200 EMA) and bear signals to bearish trends (50 EMA < 200 EMA). Time Filter: Signals are restricted to a user-defined UTC time window (default 9:00–15:00), aligning with active trading sessions. Market Condition Labels: Labels above the chart display the current trend (Bullish, Bearish, Neutral) and optionally volatility (e.g., “Bullish Volatile”). Up to two historical labels persist for a user-defined number of bars (default 5) to show recent trend changes. Visual Aids: Bull signals appear as green triangles/labels below the bar, bear signals as red triangles/labels above. Candlesticks in neutral zones are colored (default yellow). The indicator ensures compatibility with standard chart types (e.g., candlestick or bar charts) to produce realistic signals, avoiding non-standard types like Heikin Ashi or Renko. How to Use It Add to Chart: Apply the indicator to a candlestick or bar chart on TradingView. Configure Settings: Timeframe: Choose a timeframe (1, 5, 15, 30, or 60 minutes) to match your trading style. Filters: Enable/disable the ATR volatility filter to focus on high-volatility periods. Enable/disable the 50/200 EMA trend filter to align signals with the broader trend. Enable the time filter and set custom UTC hours/minutes (default 9:00–15:00). Cloud Settings: Adjust the cloud width, neutral zone threshold, color, and transparency. EMA Colors: Use default trend-based colors or set custom colors for short/long EMAs. RSI Display: Toggle the scaled RSI and its thresholds, with customizable colors. Signal Settings: Toggle bull/bear labels and set signal colors. Market Condition Labels: Toggle current/historical labels, include/exclude volatility, and adjust decay period. Interpret Signals: Bull Signal: A green triangle or “Bull” label below the bar indicates potential bullish momentum (EMA crossover, RSI above bull threshold, within time window, passing filters). Bear Signal: A red triangle or “Bear” label above the bar indicates potential bearish momentum (EMA crossunder, RSI below bear threshold, within time window, passing filters). Neutral Zone: Yellow candlesticks and cloud (if enabled) suggest a lack of clear trend; consider range-bound strategies or avoid trading. Market Condition Labels: Check labels above the chart for real-time trend (Bullish, Bearish, Neutral) and volatility status to confirm market context. Monitor Context: Use the cloud, RSI, and labels to assess trend strength and volatility before acting on signals. Unique Features Volatility-Adaptive EMAs: Automatically adjusts EMA lengths based on ATR to suit volatile or non-volatile markets, reducing manual configuration. Neutral Zone Detection: Uses an ATR-based threshold to identify low-trend periods, helping traders avoid choppy markets. Scaled RSI Visualization: Plots RSI and thresholds directly on the price chart, simplifying momentum analysis relative to price. Flexible Time Filtering: Supports precise UTC-based trading windows, ideal for day traders targeting specific sessions. Historical Market Labels: Displays recent trend changes (up to two) with a decay period, providing context for market shifts. 50/200 EMA Trend Filter: Aligns signals with the broader market trend, enhancing signal reliability. Notes Use on standard candlestick or bar charts to ensure accurate signals. Test the indicator on a demo account to optimize settings for your market and timeframe. Combine with other analysis (e.g., support/resistance, volume) for better decision-making. The indicator is not a standalone system; use it as part of a broader trading strategy. Limitations Signals may lag in fast-moving markets due to EMA-based calculations. Neutral zone detection may vary in extremely volatile or illiquid markets. Time filters are UTC-based; ensure your platform’s timezone settings align. This indicator is designed for traders seeking a customizable, trend-following tool that adapts to volatility and provides clear visual cues with robust filtering for bullish and bearish market conditions.
Индикатор Pine Script®
от charleyRT
ATR Strength Index~~~~~~~ATRRSI~~~~~~~~~ Understanding the ATR Strength IndexThe "ATR Strength Index" (ATR SI) is a custom technical indicator derived by applying the calculation methodology of the Relative Strength Index (RSI) to the values of the Average True Range (ATR). While the standard RSI measures the momentum of price changes, the ATR SI measures the momentum of volatility itself, as represented by the ATR.It is important to note that this is not a standard, widely recognised indicator like the traditional RSI or ATR. It's a custom construction designed to provide a different perspective on market dynamics – specifically, the speed and magnitude of changes in volatility. How it is Calculated The calculation of the ATR Strength Index follows the same steps as the standard RSI, but the input data is the ATR value for each period, rather than the price.Let ATRi​ be the Average True Range value for the current period i.Let ATRi−1​ be the Average True Range value for the previous period i−1.Calculate the period-over-period change in ATR:ΔATRi​=ATRi​−ATRi−1​Separate ATR Gains and ATR Losses:If ΔATRi​>0, then ATR,Gaini​=ΔATRi​ and ATR,Lossi​=0.If ΔATRi​<0, then ATR,Gaini​=0 and ATR,Lossi​=∣ΔATRi​∣.If ΔATRi​=0, then ATR,Gaini​=0 and ATR,Lossi​=0.Calculate the Smoothed Average ATR Gain and Average ATR Loss over a specified lookback period (let's call this the "RSI Length" or n). This typically uses a smoothing method similar to Wilder's original RSI calculation (a modified moving average or exponential moving average).Average,ATR,Gainn​=Smoothed Average of ATR,Gain over n periodsAverage,ATR,Lossn​=Smoothed Average of ATR,Loss over n periodsCalculate the ATR Relative Strength (ATR RS):ATR,RSn​=Average,ATR,Lossn​Average,ATR,Gainn​​Calculate the ATR Strength Index:ATR,SIn​=100−1+ATR,RSn​100​The resulting index oscillates between 0 and 100, just like the standard RSI. How to Use It Interpreting the ATR Strength Index focuses on the momentum of volatility rather than price momentum:High Values (e.g., above 70): Indicate that volatility (as measured by ATR) has been increasing rapidly over the chosen period. This could suggest a market transitioning from a period of low volatility to high volatility, potentially preceding or accompanying strong directional price moves or increased choppiness.Low Values (e.g., below 30): Indicate that volatility has been decreasing rapidly. This could suggest a market transitioning from high volatility to low volatility, potentially entering a period of consolidation or ranging price action.Midline (50): Represents a balance between increasing and decreasing volatility momentum.Divergence: You could potentially look for divergence between the ATR value itself and the ATR Strength Index. For example, if ATR is making higher highs but the ATR SI is making lower highs, it might suggest that while volatility is still increasing, the speed of that increase is slowing down. The interpretation and reliability of such divergence would need careful testing. This indicator is best used as a supplementary tool to gain insight into the underlying volatility dynamics of the market, rather than as a primary signal generator for price direction. It can help in understanding the current market environment – whether volatility is picking up or dying down – which can inform the suitability of different trading strategies (e.g., trend-following strategies might be more effective when volatility momentum is high, while range-bound strategies might suit periods of low volatility momentum). Uniqueness The ATR Strength Index is unique because it applies a momentum oscillator's logic (RSI) to a volatility indicator's output (ATR).Standard RSI: Focuses on the directional force of price movements.Standard ATR: Measures the amount of volatility, regardless of direction.ATR Strength Index: Measures the speed and direction of change in volatility. It provides a perspective that neither the standard RSI nor ATR offers on their own – a quantified measure of how quickly the market's choppiness or range is expanding or contracting. This can be valuable for traders who incorporate volatility analysis into their decision-making process.In summary, the ATR Strength Index is a custom indicator that adapts the RSI calculation to measure the momentum of volatility, offering a unique view on market dynamics by showing how rapidly volatility is increasing or decreasing.
Индикатор Pine Script®
от Horizon-Tonsi
MACD-V with Volatility Normalisation [DCD]MACD-V with Volatility Normalisation This indicator is a modified version of the traditional MACD, designed to account for market volatility by normalizing the MACD line using the Average True Range (ATR). It provides a more adaptive approach to identifying momentum shifts and potential trend reversals. This indicator was developed by Alex Spiroglou in this paper: Spiroglou, Alex, MACD-V: Volatility Normalised Momentum (May 3, 2022). Features: Volatility Normalization: The MACD line is adjusted using ATR to standardize its values across different market conditions. Customizable Parameters: Users can adjust the MACD fast length, slow length, signal line smoothing, and ATR length to suit their trading style. Histogram Visualization: The histogram highlights the difference between the MACD and signal lines, with customizable colors for positive and negative momentum. Crossover Signals: Green and red dots indicate bullish and bearish crossovers between the MACD and signal lines. Background Highlighting: The chart background changes to green when the MACD is above 0 and red when it is below 0, providing a clear visual cue for bullish and bearish conditions. Horizontal Levels: Dotted horizontal lines are plotted at key levels for better visualization of MACD values. How to Use: Look for crossovers between the MACD and signal lines to identify potential buy or sell signals. Use the histogram to gauge the strength of momentum. Pay attention to the background color for quick identification of bullish (green) or bearish (red) conditions. This indicator is ideal for traders who want a more dynamic MACD that adapts to market volatility. Customize the settings to align with your trading strategy and timeframe.
Индикатор Pine Script®
от DutchCryptoDad
2
ChopFlow ATR Scalp StrategyA lean, high-velocity scalp framework for NQ and other futures that blends trend clarity, volume confirmation, and adaptive exits to give you precise, actionable signals—no cluttered bands or lagging indicators. ⸻ 🔍 Overview This strategy locks onto rapid intraday moves by: • Filtering for directional momentum with the Choppiness Index (CI) • Confirming conviction via On-Balance Volume (OBV) against its moving average • Automatically sizing stops and targets with a multiple of the Average True Range (ATR) It’s designed for scalp traders who need clean, timely entries without wading through choppy noise. ⸻ ⚙️ Key Features & Inputs 1. ATR Length & Multiplier • Controls exit distances based on current volatility. 2. Choppiness Length & Threshold • Measures trend strength; only fires when the market isn’t “stuck in the mud.” 3. OBV SMA Length • Smoothes volume flow to confirm genuine buying or selling pressure. 4. Custom Session Hours • Avoid overnight gaps or low-liquidity periods. All inputs are exposed for rapid tuning to your preferred scalp cadence. 🚀 How It Works 1. Long Entry triggers when: • CI < threshold (strong trend) • OBV > its SMA (positive volume flow) • You’re within the defined session 2. Short Entry mirrors the above (CI < threshold, OBV < SMA) 3. Exit uses ATR × multiplier for both stop-loss and take-profit ⸻ 🎯 Usage Tips • Start with defaults (ATR 14, multiplier 1.5; CI 14, threshold 60; OBV SMA 10). • Monitor signal frequency, then tighten/loosen CI or OBV look-back as needed. • Pair with a fast MA crossover or price-action trigger if you want even sharper timing. • Backtest across different sessions (early open vs. power hours) to find your edge. ⸻ ⚠️ Disclaimer This script is provided “as-is” for educational and research purposes. Always paper-trade any new setup extensively before deploying live capital, and adjust risk parameters to your personal tolerance. ⸻ Elevate your scalp game with ChopFlow ATR—where trend, volume, and volatility converge for clear, confident entries. Happy scalping!
Стратегия Pine Script®
от TheFuturesPlaybook
Volatility Regime Classifier | ATRP Percentile ZonesThis indicator helps you understand the current volatility environment of any asset by comparing recent ATR-based values to its historical range. It defines four regimes: 🔴 Low Volatility: Volatility is decreasing 🟢 Normal: Volatility is increasing but still below average 🟠 High: Volatility is elevated 🟣 Extreme: Volatility is very high compared to recent history ⚙️ How it works We calculate the Average True Range (ATR) as a percentage of price (ATRP), then compare a short-term ATR to a longer-term one. Their difference shows whether volatility is picking up or slowing down. To make the signal more adaptive, we look at the distribution of recent volatility over a rolling window. We compute the 50th and 70th percentiles of that history to set dynamic thresholds. About distribution & percentiles Volatility in financial markets doesn't follow a normal (Gaussian) distribution, it's often skewed, with sudden spikes and fat tails. That means fixed thresholds (like "ATR > 20") can be misleading or irrelevant across assets and timeframes. Using percentiles solves this: The 50th percentile marks the middle of the recent volatility range. The 70th percentile captures a zone where volatility is unusually high, but not too rare, which keeps the signal usable and not overly sensitive. These levels offer a balance: ⚖️ not too reactive, not too slow — just enough to highlight meaningful shifts. ✅ Use cases Spot changes in market conditions Filter or adapt strategies depending on the regime Adjust position sizing and risk dynamically
Индикатор Pine Script®
от Agent_R_Zeroth
5
Dskyz (DAFE) Aurora Divergence – Quant Master Dskyz (DAFE) Aurora Divergence – Quant Master Introducing the Dskyz (DAFE) Aurora Divergence – Quant Master , a strategy that’s your secret weapon for mastering futures markets like MNQ, NQ, MES, and ES. Born from the legendary Aurora Divergence indicator, this fully automated system transforms raw divergence signals into a quant-grade trading machine, blending precision, risk management, and cyberpunk DAFE visuals that make your charts glow like a neon skyline. Crafted with care and driven by community passion, this strategy stands out in a sea of generic scripts, offering traders a unique edge to outsmart institutional traps and navigate volatile markets. The Aurora Divergence indicator was a cult favorite for spotting price-OBV divergences with its aqua and fuchsia orbs, but traders craved a system to act on those signals with discipline and automation. This strategy delivers, layering advanced filters (z-score, ATR, multi-timeframe, session), dynamic risk controls (kill switches, adaptive stops/TPs), and a real-time dashboard to turn insights into profits. Whether you’re a newbie dipping into futures or a pro hunting reversals, this strat’s got your back with a beginner guide, alerts, and visuals that make trading feel like a sci-fi mission. Let’s dive into every detail and see why this original DAFE creation is a must-have. Why Traders Need This Strategy Futures markets are a battlefield—fast-paced, volatile, and riddled with institutional games that can wipe out undisciplined traders. From the April 28, 2025 NQ 1k-point drop to sneaky ES slippage, the stakes are high. Meanwhile, platforms are flooded with unoriginal, low-effort scripts that promise the moon but deliver noise. The Aurora Divergence – Quant Master rises above, offering: Unmatched Originality: A bespoke system built from the ground up, with custom divergence logic, DAFE visuals, and quant filters that set it apart from copycat clutter. Automation with Precision: Executes trades on divergence signals, eliminating emotional slip-ups and ensuring consistency, even in chaotic sessions. Quant-Grade Filters: Z-score, ATR, multi-timeframe, and session checks filter out noise, targeting high-probability reversals. Robust Risk Management: Daily loss and rolling drawdown kill switches, plus ATR-based stops/TPs, protect your capital like a fortress. Stunning DAFE Visuals: Aqua/fuchsia orbs, aurora bands, and a glowing dashboard make signals intuitive and charts a work of art. Community-Driven: Evolved from trader feedback, this strat’s a labor of love, not a recycled knockoff. Traders need this because it’s a complete, original system that blends accessibility, sophistication, and style. It’s your edge to trade smarter, not harder, in a market full of traps and imitators. 1. Divergence Detection (Core Signal Logic) The strategy’s core is its ability to detect bullish and bearish divergences between price and On-Balance Volume (OBV), pinpointing reversals with surgical accuracy. How It Works: Price Slope: Uses linear regression over a lookback (default: 9 bars) to measure price momentum (priceSlope). OBV Slope: OBV tracks volume flow (+volume if price rises, -volume if falls), with its slope calculated similarly (obvSlope). Bullish Divergence: Price slope negative (falling), OBV slope positive (rising), and price above 50-bar SMA (trend_ma). Bearish Divergence: Price slope positive (rising), OBV slope negative (falling), and price below 50-bar SMA. Smoothing: Requires two consecutive divergence bars (bullDiv2, bearDiv2) to confirm signals, reducing false positives. Strength: Divergence intensity (divStrength = |priceSlope * obvSlope| * sensitivity) is normalized (0–1, divStrengthNorm) for visuals. Why It’s Brilliant: - Divergences catch hidden momentum shifts, often exploited by institutions, giving you an edge on reversals. - The 50-bar SMA filter aligns signals with the broader trend, avoiding choppy markets. - Adjustable lookback (min: 3) and sensitivity (default: 1.0) let you tune for different instruments or timeframes. 2. Filters for Precision Four advanced filters ensure signals are high-probability and market-aligned, cutting through the noise of volatile futures. Z-Score Filter: Logic: Calculates z-score ((close - SMA) / stdev) over a lookback (default: 50 bars). Blocks entries if |z-score| > threshold (default: 1.5) unless disabled (useZFilter = false). Impact: Avoids trades during extreme price moves (e.g., blow-off tops), keeping you in statistically safe zones. ATR Percentile Volatility Filter: Logic: Tracks 14-bar ATR in a 100-bar window (default). Requires current ATR > 80th percentile (percATR) to trade (tradeOk). Impact: Ensures sufficient volatility for meaningful moves, filtering out low-volume chop. Multi-Timeframe (HTF) Trend Filter: Logic: Uses a 50-bar SMA on a higher timeframe (default: 60min). Longs require price > HTF MA (bullTrendOK), shorts < HTF MA (bearTrendOK). Impact: Aligns trades with the bigger trend, reducing counter-trend losses. US Session Filter: Logic: Restricts trading to 9:30am–4:00pm ET (default: enabled, useSession = true) using America/New_York timezone. Impact: Focuses on high-liquidity hours, avoiding overnight spreads and erratic moves. Evolution: - These filters create a robust signal pipeline, ensuring trades are timed for optimal conditions. - Customizable inputs (e.g., zThreshold, atrPercentile) let traders adapt to their style without compromising quality. 3. Risk Management The strategy’s risk controls are a masterclass in balancing aggression and safety, protecting capital in volatile markets. Daily Loss Kill Switch: Logic: Tracks daily loss (dayStartEquity - strategy.equity). Halts trading if loss ≥ $300 (default) and enabled (killSwitch = true, killSwitchActive). Impact: Caps daily downside, crucial during events like April 27, 2025 ES slippage. Rolling Drawdown Kill Switch: Logic: Monitors drawdown (rollingPeak - strategy.equity) over 100 bars (default). Stops trading if > $1000 (rollingKill). Impact: Prevents prolonged losing streaks, preserving capital for better setups. Dynamic Stop-Loss and Take-Profit: Logic: Stops = entry ± ATR * multiplier (default: 1.0x, stopDist). TPs = entry ± ATR * 1.5x (profitDist). Longs: stop below, TP above; shorts: vice versa. Impact: Adapts to volatility, keeping stops tight but realistic, with TPs targeting 1.5:1 reward/risk. Max Bars in Trade: Logic: Closes trades after 8 bars (default) if not already exited. Impact: Frees capital from stagnant trades, maintaining efficiency. Kill Switch Buffer Dashboard: Logic: Shows smallest buffer ($300 - daily loss or $1000 - rolling DD). Displays 0 (red) if kill switch active, else buffer (green). Impact: Real-time risk visibility, letting traders adjust dynamically. Why It’s Brilliant: - Kill switches and ATR-based exits create a safety net, rare in generic scripts. - Customizable risk inputs (maxDailyLoss, dynamicStopMult) suit different account sizes. - Buffer metric empowers disciplined trading, a DAFE signature. 4. Trade Entry and Exit Logic The entry/exit rules are precise, filtered, and adaptive, ensuring trades are deliberate and profitable. Entry Conditions: Long Entry: bullDiv2, cooldown passed (canSignal), ATR filter passed (tradeOk), in US session (inSession), no kill switches (not killSwitchActive, not rollingKill), z-score OK (zOk), HTF trend bullish (bullTrendOK), no existing long (lastDirection != 1, position_size <= 0). Closes shorts first. Short Entry: Same, but for bearDiv2, bearTrendOK, no long (lastDirection != -1, position_size >= 0). Closes longs first. Adaptive Cooldown: Default 2 bars (cooldownBars). Doubles (up to 10) after a losing trade, resets after wins (dynamicCooldown). Exit Conditions: Stop-Loss/Take-Profit: Set per trade (ATR-based). Exits on stop/TP hits. Other Exits: Closes if maxBarsInTrade reached, ATR filter fails, or kill switch activates. Position Management: Ensures no conflicting positions, closing opposites before new entries. Built To Be Reliable and Consistent: - Multi-filtered entries minimize false signals, a stark contrast to basic scripts. - Adaptive cooldown prevents overtrading, especially after losses. - Clean position handling ensures smooth execution, even in fast markets. 5. DAFE Visuals The visuals are a DAFE hallmark, blending function with clean flair to make signals intuitive and charts stunning. Aurora Bands: Display: Bands around price during divergences (bullish: below low, bearish: above high), sized by ATR * bandwidth (default: 0.5). Colors: Aqua (bullish), fuchsia (bearish), with transparency tied to divStrengthNorm. Purpose: Highlights divergence zones with a glowing, futuristic vibe. Divergence Orbs: Display: Large/small circles (aqua below for bullish, fuchsia above for bearish) when bullDiv2/bearDiv2 and canSignal. Labels show strength (0–1). Purpose: Pinpoints entries with eye-catching clarity. Gradient Background: Display: Green (bullish), red (bearish), or gray (neutral), 90–95% transparent. Purpose: Sets the market mood without clutter. Strategy Plots: - Stop/TP Lines: Red (stops), green (TPs) for active trades. - HTF MA: Yellow line for trend context. - Z-Score: Blue step-line (if enabled). - Kill Switch Warning: Red background flash when active. What Makes This Next-Level?: - Visuals make complex signals (divergences, filters) instantly clear, even for beginners. - DAFE’s unique aesthetic (orbs, bands) sets it apart from generic scripts, reinforcing originality. - Functional plots (stops, TPs) enhance trade management. 6. Metrics Dashboard The top-right dashboard (2x8 table) is your command center, delivering real-time insights. Metrics: Daily Loss ($): Current loss vs. day’s start, red if > $300. Rolling DD ($): Drawdown vs. 100-bar peak, red if > $1000. ATR Threshold: Current percATR, green if ATR exceeds, red if not. Z-Score: Current value, green if within threshold, red if not. Signal: “Bullish Div” (aqua), “Bearish Div” (fuchsia), or “None” (gray). Action: “Consider Buying”/“Consider Selling” (signal color) or “Wait” (gray). Kill Switch Buffer ($): Smallest buffer to kill switch, green if > 0, red if 0. Why This Is Important?: - Consolidates critical data, making decisions effortless. - Color-coded metrics guide beginners (e.g., green action = go). - Buffer metric adds transparency, rare in off-the-shelf scripts. 7. Beginner Guide Beginner Guide: Middle-right table (shown once on chart load), explains aqua orbs (bullish, buy) and fuchsia orbs (bearish, sell). Key Features: Futures-Optimized: Tailored for MNQ, NQ, MES, ES with point-value adjustments. Highly Customizable: Inputs for lookback, sensitivity, filters, and risk settings. Real-Time Insights: Dashboard and visuals update every bar. Backtest-Ready: Fixed qty and tick calc for accurate historical testing. User-Friendly: Guide, visuals, and dashboard make it accessible yet powerful. Original Design: DAFE’s unique logic and visuals stand out from generic scripts. How to Use Add to Chart: Load on a 5min MNQ/ES chart in TradingView. Configure Inputs: Adjust instrument, filters, or risk (defaults optimized for MNQ). Monitor Dashboard: Watch signals, actions, and risk metrics (top-right). Backtest: Run in strategy tester to evaluate performance. Live Trade: Connect to a broker (e.g., Tradovate) for automation. Watch for slippage (e.g., April 27, 2025 ES issues). Replay Test: Use bar replay (e.g., April 28, 2025 NQ drop) to test volatility handling. Disclaimer Trading futures involves significant risk of loss and is not suitable for all investors. Past performance is not indicative of future results. Backtest results may not reflect live trading due to slippage, fees, or market conditions. Use this strategy at your own risk, and consult a financial advisor before trading. Dskyz (DAFE) Trading Systems is not responsible for any losses incurred. Backtesting: Frame: 2023-09-20 - 2025-04-29 Fee Typical Range (per side, per contract) CME Exchange $1.14 – $1.20 Clearing $0.10 – $0.30 NFA Regulatory $0.02 Firm/Broker Commis. $0.25 – $0.80 (retail prop) TOTAL $1.60 – $2.30 per side Round Turn: (enter+exit) = $3.20 – $4.60 per contract Final Notes The Dskyz (DAFE) Aurora Divergence – Quant Master isn’t just a strategy—it’s a movement. Crafted with originality and driven by community passion, it rises above the flood of generic scripts to deliver a system that’s as powerful as it is beautiful. With its quant-grade logic, DAFE visuals, and robust risk controls, it empowers traders to tackle futures with confidence and style. Join the DAFE crew, light up your charts, and let’s outsmart the markets together! (This publishing will most likely be taken down do to some miscellaneous rule about properly displaying charting symbols, or whatever. Once I've identified what part of the publishing they want to pick on, I'll adjust and repost.) Use it with discipline. Use it with clarity. Trade smarter. **I will continue to release incredible strategies and indicators until I turn this into a brand or until someone offers me a contract. Created by Dskyz, powered by DAFE Trading Systems. Trade fast, trade bold.
Стратегия Pine Script®
от DskyzInvestments
1
RSI Divergence Strategy - AliferCryptoStrategy Overview The RSI Divergence Strategy is designed to identify potential reversals by detecting regular bullish and bearish divergences between price action and the Relative Strength Index (RSI). It automatically enters positions when a divergence is confirmed and manages risk with configurable stop-loss and take-profit levels. Key Features Automatic Divergence Detection: Scans for RSI pivot lows/highs vs. price pivots using user-defined lookback windows and bar ranges. Dual SL/TP Methods: - Swing-based: Stops placed a configurable percentage beyond the most recent swing high/low. - ATR-based: Stops placed at a multiple of Average True Range, with a separate risk/reward multiplier. Long and Short Entries: Buys on bullish divergences; sells short on bearish divergences. Fully Customizable: Input groups for RSI, divergence, swing, ATR, and general SL/TP settings. Visual Plotting: Marks divergences on chart and plots stop-loss (red) and take-profit (green) lines for active trades. Alerts: Built-in alert conditions for both bullish and bearish RSI divergences. Detailed Logic RSI Calculation: Computes RSI of chosen source over a specified period. Pivot Detection: - Identifies RSI pivot lows/highs by scanning a lookback window to the left and right. - Uses ta.barssince to ensure pivots are separated by a minimum/maximum number of bars. Divergence Confirmation: - Bullish: Price makes a lower low while RSI makes a higher low. - Bearish: Price makes a higher high while RSI makes a lower high. Entry: - Opens a Long position when bullish divergence is true. - Opens a Short position when bearish divergence is true. Stop-Loss & Take-Profit: - Swing Method: Computes the recent swing high/low then adjusts by a percentage margin. - ATR Method: Uses the current ATR × multiplier applied to the entry price. - Take-Profit: Calculated as entry price ± (risk × R/R ratio). Exit Orders: Uses strategy.exit to place bracket orders (stop + limit) for both long and short positions. Inputs and Configuration RSI Settings: Length & price source for the RSI. Divergence Settings: Pivot lookback parameters and valid bar ranges. SL/TP Settings: Choice between Swing or ATR method. Swing Settings: Swing lookback length, margin (%), and risk/reward ratio. ATR Settings: ATR length, stop multiplier, and risk/reward ratio. Usage Notes Adjust the Pivot Lookback and Range values to suit the volatility and timeframe of your market. Use higher ATR multipliers for wider stops in choppy conditions, or tighten swing margins in trending markets. Backtest different R/R ratios to find the balance between win rate and reward. Disclaimer This script is for educational purposes only and does not constitute financial advice. Trading carries significant risk and you may lose more than your initial investment. Always conduct your own research and consider consulting a professional before making any trading decisions.
Стратегия Pine Script®
от AliferCrypto
Bullish and Bearish Breakout Alert for Gold Futures PullbackBelow is a Pine Script (version 6) for TradingView that includes both bullish and bearish breakout conditions for my intraday trading strategy on micro gold futures (MGC). The strategy focuses on scalping two-legged pullbacks to the 20 EMA or key levels with breakout confirmation, tailored for the Apex Trader Funding $300K challenge. The script accounts for the Daily Sentiment Index (DSI) at 87 (overbought, favoring pullbacks). It generates alerts for placing stop-limit orders for 175 MGC contracts, ensuring compliance with Apex’s rules ($7,500 trailing threshold, $20,000 profit target, 4:59 PM ET close). Script Requirements Version: Pine Script v6 (latest for TradingView, April 2025). Purpose: Bullish: Alert when price breaks above a rejection candle’s high after a two-legged pullback to the 20 EMA in a bullish trend (price above 20 EMA, VWAP, higher highs/lows). Bearish: Alert when price breaks below a rejection candle’s low after a two-legged pullback to the 20 EMA in a bearish trend (price below 20 EMA, VWAP, lower highs/lows). Context: 5-minute MGC chart, U.S. session (8:30 AM–12:00 PM ET), avoiding overbought breakouts above $3,450 (DSI 87). Output: Alerts for stop-limit orders (e.g., “Buy: Stop=$3,377, Limit=$3,377.10” or “Sell: Stop=$3,447, Limit=$3,446.90”), quantity 175 MGC. Apex Compliance: 175-contract limit, stop-losses, one-directional news trading, close by 4:59 PM ET. How to Use the Script in TradingView 1. Add Script: Open TradingView (tradingview.com). Go to “Pine Editor” (bottom panel). Copy the script from the content. Click “Add to Chart” to apply to your MGC 5-minute chart . 2. Configure Chart: Symbol: MGC (Micro Gold Futures, CME, via Tradovate/Apex data feed). Timeframe: 5-minute (entries), 15-minute (trend confirmation, manually check). Indicators: Script plots 20 EMA and VWAP; add RSI (14) and volume manually if needed . 3. Set Alerts: Click the “Alert” icon (bell). Add two alerts: Bullish Breakout: Condition = “Bullish Breakout Alert for Gold Futures Pullback,” trigger = “Once Per Bar Close.” Bearish Breakout: Condition = “Bearish Breakout Alert for Gold Futures Pullback,” trigger = “Once Per Bar Close.” Customize messages (default provided) and set notifications (e.g., TradingView app, SMS). Example: Bullish alert at $3,377 prompts “Stop=$3,377, Limit=$3,377.10, Quantity=175 MGC” . 4. Execute Orders: Bullish: Alert triggers (e.g., stop $3,377, limit $3,377.10). In TradingView’s “Order Panel,” select “Stop-Limit,” set: Stop Price: $3,377. Limit Price: $3,377.10. Quantity: 175 MGC. Direction: Buy. Confirm via Tradovate. Add bracket order (OCO): Stop-loss: Sell 175 at $3,376.20 (8 ticks, $1,400 risk). Take-profit: Sell 87 at $3,378 (1:1), 88 at $3,379 (2:1) . Bearish: Alert triggers (e.g., stop $3,447, limit $3,446.90). Select “Stop-Limit,” set: Stop Price: $3,447. Limit Price: $3,446.90. Quantity: 175 MGC. Direction: Sell. Confirm via Tradovate. Add bracket order: Stop-loss: Buy 175 at $3,447.80 (8 ticks, $1,400 risk). Take-profit: Buy 87 at $3,446 (1:1), 88 at $3,445 (2:1) . 5. Monitor: Green triangles (bullish) or red triangles (bearish) confirm signals. Avoid bullish entries above $3,450 (DSI 87, overbought) or bearish entries below $3,296 (support) . Close trades by 4:59 PM ET (set 4:50 PM alert) .
Индикатор Pine Script®
от samjNQ
Momentum + Keltner Stochastic Combo)The Momentum-Keltner-Stochastic Combination Strategy: A Technical Analysis and Empirical Validation This study presents an advanced algorithmic trading strategy that implements a hybrid approach between momentum-based price dynamics and relative positioning within a volatility-adjusted Keltner Channel framework. The strategy utilizes an innovative "Keltner Stochastic" concept as its primary decision-making factor for market entries and exits, while implementing a dynamic capital allocation model with risk-based stop-loss mechanisms. Empirical testing demonstrates the strategy's potential for generating alpha in various market conditions through the combination of trend-following momentum principles and mean-reversion elements within defined volatility thresholds. 1. Introduction Financial market trading increasingly relies on the integration of various technical indicators for identifying optimal trading opportunities (Lo et al., 2000). While individual indicators are often compromised by market noise, combinations of complementary approaches have shown superior performance in detecting significant market movements (Murphy, 1999; Kaufman, 2013). This research introduces a novel algorithmic strategy that synthesizes momentum principles with volatility-adjusted envelope analysis through Keltner Channels. 2. Theoretical Foundation 2.1 Momentum Component The momentum component of the strategy builds upon the seminal work of Jegadeesh and Titman (1993), who demonstrated that stocks which performed well (poorly) over a 3 to 12-month period continue to perform well (poorly) over subsequent months. As Moskowitz et al. (2012) further established, this time-series momentum effect persists across various asset classes and time frames. The present strategy implements a short-term momentum lookback period (7 bars) to identify the prevailing price direction, consistent with findings by Chan et al. (2000) that shorter-term momentum signals can be effective in algorithmic trading systems. 2.2 Keltner Channels Keltner Channels, as formalized by Chester Keltner (1960) and later modified by Linda Bradford Raschke, represent a volatility-based envelope system that plots bands at a specified distance from a central exponential moving average (Keltner, 1960; Raschke & Connors, 1996). Unlike traditional Bollinger Bands that use standard deviation, Keltner Channels typically employ Average True Range (ATR) to establish the bands' distance from the central line, providing a smoother volatility measure as established by Wilder (1978). 2.3 Stochastic Oscillator Principles The strategy incorporates a modified stochastic oscillator approach, conceptually similar to Lane's Stochastic (Lane, 1984), but applied to a price's position within Keltner Channels rather than standard price ranges. This creates what we term "Keltner Stochastic," measuring the relative position of price within the volatility-adjusted channel as a percentage value. 3. Strategy Methodology 3.1 Entry and Exit Conditions The strategy employs a contrarian approach within the channel framework: Long Entry Condition: Close price > Close price periods ago (momentum filter) KeltnerStochastic < threshold (oversold within channel) Short Entry Condition: Close price < Close price periods ago (momentum filter) KeltnerStochastic > threshold (overbought within channel) Exit Conditions: Exit long positions when KeltnerStochastic > threshold Exit short positions when KeltnerStochastic < threshold This methodology aligns with research by Brock et al. (1992) on the effectiveness of trading range breakouts with confirmation filters. 3.2 Risk Management Stop-loss mechanisms are implemented using fixed price movements (1185 index points), providing definitive risk boundaries per trade. This approach is consistent with findings by Sweeney (1988) that fixed stop-loss systems can enhance risk-adjusted returns when properly calibrated. 3.3 Dynamic Position Sizing The strategy implements an equity-based position sizing algorithm that increases or decreases contract size based on cumulative performance: $ContractSize = \min(baseContracts + \lfloor\frac{\max(profitLoss, 0)}{equityStep}\rfloor - \lfloor\frac{|\min(profitLoss, 0)|}{equityStep}\rfloor, maxContracts)$ This adaptive approach follows modern portfolio theory principles (Markowitz, 1952) and Kelly criterion concepts (Kelly, 1956), scaling exposure proportionally to account equity. 4. Empirical Performance Analysis Using historical data across multiple market regimes, the strategy demonstrates several key performance characteristics: Enhanced performance during trending markets with moderate volatility Reduced drawdowns during choppy market conditions through the dual-filter approach Optimal performance when the threshold parameter is calibrated to market-specific characteristics (Pardo, 2008) 5. Strategy Limitations and Future Research While effective in many market conditions, this strategy faces challenges during: Rapid volatility expansion events where stop-loss mechanisms may be inadequate Prolonged sideways markets with insufficient momentum Markets with structural changes in volatility profiles Future research should explore: Adaptive threshold parameters based on regime detection Integration with additional confirmatory indicators Machine learning approaches to optimize parameter selection across different market environments (Cavalcante et al., 2016) References Brock, W., Lakonishok, J., & LeBaron, B. (1992). Simple technical trading rules and the stochastic properties of stock returns. The Journal of Finance, 47(5), 1731-1764. Cavalcante, R. C., Brasileiro, R. C., Souza, V. L., Nobrega, J. P., & Oliveira, A. L. (2016). Computational intelligence and financial markets: A survey and future directions. Expert Systems with Applications, 55, 194-211. Chan, L. K. C., Jegadeesh, N., & Lakonishok, J. (2000). Momentum strategies. The Journal of Finance, 51(5), 1681-1713. Jegadeesh, N., & Titman, S. (1993). Returns to buying winners and selling losers: Implications for stock market efficiency. The Journal of Finance, 48(1), 65-91. Kaufman, P. J. (2013). Trading systems and methods (5th ed.). John Wiley & Sons. Kelly, J. L. (1956). A new interpretation of information rate. The Bell System Technical Journal, 35(4), 917-926. Keltner, C. W. (1960). How to make money in commodities. The Keltner Statistical Service. Lane, G. C. (1984). Lane's stochastics. Technical Analysis of Stocks & Commodities, 2(3), 87-90. Lo, A. W., Mamaysky, H., & Wang, J. (2000). Foundations of technical analysis: Computational algorithms, statistical inference, and empirical implementation. The Journal of Finance, 55(4), 1705-1765. Markowitz, H. (1952). Portfolio selection. The Journal of Finance, 7(1), 77-91. Moskowitz, T. J., Ooi, Y. H., & Pedersen, L. H. (2012). Time series momentum. Journal of Financial Economics, 104(2), 228-250. Murphy, J. J. (1999). Technical analysis of the financial markets: A comprehensive guide to trading methods and applications. New York Institute of Finance. Pardo, R. (2008). The evaluation and optimization of trading strategies (2nd ed.). John Wiley & Sons. Raschke, L. B., & Connors, L. A. (1996). Street smarts: High probability short-term trading strategies. M. Gordon Publishing Group. Sweeney, R. J. (1988). Some new filter rule tests: Methods and results. Journal of Financial and Quantitative Analysis, 23(3), 285-300. Wilder, J. W. (1978). New concepts in technical trading systems. Trend Research.
Стратегия Pine Script®
от EdgeTools
Chandelier Exit with ZLSMA SwiftEdgeChandelier Exit with ZLSMA Overview The "Chandelier Exit with ZLSMA" indicator is a powerful trading tool designed to identify trend reversals and high-probability entry points in financial markets. By combining the volatility-based Chandelier Exit with the low-lag Zero Lag Least Squares Moving Average (ZLSMA), this indicator provides clear Buy and Sell signals, enhanced with a unique signal strength score to help traders prioritize high-quality opportunities. Visual enhancements, including dynamic color coding, background highlights, and trend arrows, make it intuitive and visually appealing for both novice and experienced traders. What It Does This indicator generates Buy and Sell signals when a trend reversal is detected by the Chandelier Exit, but only if the price crosses the ZLSMA for the first time in the direction of the trend. Each signal is accompanied by a percentage score (0-100%) that measures its strength based on price movement and momentum. The indicator overlays directly on the price chart, displaying: Buy/Sell labels with signal strength (e.g., "Buy (85%)"). A ZLSMA line that changes color (green for bullish, red for bearish) to indicate trend direction. Background highlights to mark signal candles. Trend arrows to visually confirm signal points. How It Works The indicator combines two complementary components: Chandelier Exit: Uses the Average True Range (ATR) to create dynamic trailing stop levels (long_stop and short_stop) that adapt to market volatility. Signals a Buy when the price crosses above the short stop (indicating a potential uptrend) and a Sell when it crosses below the long stop (indicating a potential downtrend). Default settings use an ATR period of 1 and a multiplier of 2.0 for high sensitivity to short-term price movements. Zero Lag LSMA (ZLSMA): A low-lag moving average based on linear regression, designed to reduce delay compared to traditional moving averages. Acts as a trend filter: Buy signals are only generated when the price closes above ZLSMA for the first time, and Sell signals when it closes below for the first time. Default length of 50 balances smoothness with responsiveness. Signal Strength Score: Each signal is assigned a score (0-100%) based on: Distance to ZLSMA (60% weight): How far the price is from ZLSMA, normalized by ATR. Larger distances indicate stronger breakouts. Candlestick size (40% weight): The size of the signal candle, normalized by ATR. Larger candles suggest stronger momentum. A high score (e.g., >80%) indicates a robust signal, while a low score (e.g., <50%) suggests caution. Visual Features: The ZLSMA line changes color (green for bullish, red for bearish) to reflect the trend. Signal candles are highlighted with a subtle green (Buy) or red (Sell) background. Tiny triangular arrows appear below Buy signals and above Sell signals for clear visual confirmation. Why Combine Chandelier Exit and ZLSMA? The Chandelier Exit excels at identifying trend reversals through volatility-based stops, but it can generate false signals in choppy markets due to its sensitivity (especially with a short ATR period of 1). The ZLSMA addresses this by acting as a trend filter, ensuring signals are only triggered when the price confirms a trend by crossing the ZLSMA for the first time. This combination reduces noise and focuses on high-probability setups. The signal strength score further enhances decision-making by quantifying the conviction behind each signal, making the indicator feel intuitive and "smart." How to Use Setup: Add the indicator to your chart in TradingView. Adjust inputs in the settings panel: ATR Period (default: 1): Controls the sensitivity of Chandelier Exit. Increase for smoother signals. ATR Multiplier (default: 2.0): Sets the distance of stop levels from price extremes. ZLSMA Length (default: 50): Adjusts the smoothness of the ZLSMA line. Shorter lengths (e.g., 20-30) are more responsive; longer lengths (e.g., 50-100) are smoother. Use Close Price for Extremums (default: true): Determines whether Chandelier Exit uses closing prices or high/low prices for calculations. Interpreting Signals: Buy Signal: A green "Buy (X%)" label appears below a candle when the price crosses above the Chandelier Exit short stop and closes above ZLSMA for the first time. The percentage indicates signal strength (higher = stronger). Sell Signal: A red "Sell (X%)" label appears above a candle when the price crosses below the Chandelier Exit long stop and closes below ZLSMA for the first time. Use the ZLSMA line’s color (green for bullish, red for bearish) to confirm the overall trend. Prioritize signals with high strength scores (e.g., >70%) for better reliability. Trading Considerations: Combine signals with other analysis (e.g., support/resistance, volume) for confirmation. Test the indicator on a demo account or use TradingView’s Strategy Tester to evaluate performance. Be cautious with the default ATR period of 1, as it is highly sensitive and may generate frequent signals in volatile markets. What Makes It Unique This indicator stands out due to its thoughtful integration of Chandelier Exit and ZLSMA, creating a synergy that balances sensitivity with reliability. The first-cross filter ensures signals are triggered only at the start of potential trends, reducing false positives. The signal strength score adds a layer of intelligence, helping traders assess the quality of each signal without needing external tools. Visual enhancements, such as dynamic ZLSMA coloring, background highlights, and trend arrows, make the indicator user-friendly and visually engaging, appealing to traders seeking a modern, intuitive tool. Limitations and Notes The short ATR period (1) makes the indicator highly sensitive, which suits short-term traders but may produce noise in sideways markets. Increase the ATR period for smoother signals. The signal strength score is a heuristic based on price movement and momentum, not a predictive model. Use it as a guide, not a definitive predictor. Always backtest the indicator on your preferred market and timeframe to ensure it aligns with your trading strategy.
Индикатор Pine Script®
от SwiftEdge
SwiftEdge NW EnvelopeSwiftEdge NW Envelope Overview The SwiftEdge NW Envelope is a visually striking technical indicator designed for traders seeking to identify high-probability buy and sell opportunities in volatile markets. By combining the Relative Strength Index (RSI), Average True Range (ATR), and Nadaraya-Watson Envelope, this indicator provides a unique blend of momentum, volatility, and non-linear trend analysis. Its futuristic, AI-inspired aesthetic—featuring neon gradients and dynamic colors—enhances chart readability while delivering actionable trading signals. What It Does The SwiftEdge NW Envelope generates buy and sell signals based on price interactions with dynamically calculated support and resistance bands, confirmed by RSI conditions. The indicator: Plots a Nadaraya-Watson Envelope to identify smooth, non-linear price trends and dynamic support/resistance zones. Uses ATR to scale the envelope’s bands, adapting to market volatility. Employs RSI to confirm overbought/oversold conditions, ensuring signals align with momentum. Visualizes signals with neon-colored markers, background zones, and labels for intuitive decision-making. How It Works The indicator integrates three key components: Nadaraya-Watson Envelope: A kernel-based regression technique that smooths price data to create a central trend line (mean) and dynamic upper/lower bands. Unlike traditional moving averages, it provides a non-linear, adaptive view of price trends, making it ideal for capturing complex market movements. The band width is determined by ATR, ensuring responsiveness to volatility. Average True Range (ATR): Measures market volatility to scale the envelope’s bands. A multiplier (default: 0.5) adjusts the sensitivity of the bands, allowing traders to fine-tune the indicator for different assets or market conditions. Relative Strength Index (RSI): A momentum oscillator with a shortened period (default: 5) for increased sensitivity. Confirms buy signals when RSI is oversold (default: <30) and sell signals when RSI is overbought (default: >70). Signal Logic Buy Signal: Triggered when the price crosses above the lower band of the Nadaraya-Watson Envelope and RSI is below the oversold threshold. Marked by a green circle and a "BUY" label below the candle. Sell Signal: Triggered when the price crosses below the upper band and RSI is above the overbought threshold. Marked by a magenta circle and a "SELL" label above the candle. Background Zones: Green (buy) or red (sell) translucent zones highlight signal areas for quick recognition. Visual Features Dynamic Colors: The central trend line shifts between cyan (uptrend), purple (downtrend), or gray (neutral) based on price position relative to the mean. Neon Gradient Fill: A translucent blue fill between the upper (green) and lower (red) bands creates a glowing, futuristic effect. Modern Signal Markers: Small, vibrant circles (green for buy, magenta for sell) and clear labels enhance visual clarity. Why This Combination? The SwiftEdge NW Envelope combines RSI, ATR, and Nadaraya-Watson Envelope to create a robust trading tool: RSI provides momentum confirmation, filtering out false signals in choppy markets. ATR ensures the envelope adapts to changing volatility, making it suitable for both trending and ranging markets. Nadaraya-Watson Envelope offers a sophisticated, non-linear alternative to traditional bands (e.g., Bollinger Bands), capturing subtle price dynamics. Together, these components deliver a balanced approach to trend-following and mean-reversion strategies, with RSI acting as a gatekeeper to improve signal reliability. Customize Settings: RSI Period (5): Adjust for more/less sensitivity to momentum. RSI Overbought/Oversold (70/30): Modify thresholds to tighten or loosen signal conditions. ATR Period (14) and Multiplier (0.5): Tune volatility sensitivity. NW Length (25), Bandwidth (8.0), Multiplier (3.0): Adjust the smoothness and width of the envelope. Interpret Signals: Buy: Look for green circles and "BUY" labels when price crosses above the lower band, confirmed by low RSI. Sell: Look for magenta circles and "SELL" labels when price crosses below the upper band, confirmed by high RSI. Use background zones to quickly spot active signal areas. Combine with Other Tools: Pair with support/resistance levels or volume analysis for additional confirmation. Test signals on a demo account before live trading. Originality The SwiftEdge NW Envelope stands out due to: Its innovative use of Nadaraya-Watson regression, a less common but powerful tool for non-linear trend analysis. A unique visual design with neon gradients and dynamic colors, inspired by AI and futuristic interfaces, making it both functional and visually engaging. A streamlined signal system that balances momentum (RSI), volatility (ATR), and trend (Nadaraya-Watson), reducing noise and enhancing trade precision. Notes Best suited for volatile markets (e.g., forex, crypto, stocks) where price swings create clear envelope breakouts. Adjust input parameters to match your trading style (e.g., shorter RSI period for scalping, wider bands for swing trading). Always backtest and validate signals in your specific market and timeframe before trading.
Индикатор Pine Script®
от SwiftEdge
2
Multi Timeframe ATR, CCI & RSIMulti Timeframe ATR, CCI & RSI (MTF IND) This indicator displays ATR, CCI, and RSI values from a custom selected timeframe in a clean table overlay. It helps monitor volatility and momentum from higher/lower timeframes directly on your current chart. Features: • Select custom timeframe for all indicators (e.g., 1D, 1W, 65m, etc.) • ATR with selectable smoothing type (RMA, SMA, EMA, WMA) • CCI & RSI with trend arrows (▲ rising, ▼ falling, ▬ neutral) • Compact summary table
Индикатор Pine Script®
от RustamTaveri