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Средний истинный диапазон (ATR)

RSI + ADX + ATR Combo Indicator: RSI + ADX + ATR Combo Filter This indicator is a confluence filter tool that combines RSI, ADX, and ATR into a single, easy-to-read chart overlay. It is designed to help traders identify low-volatility, non-trending zones with balanced momentum—ideal for strategies that rely on breakouts or reversals. 🔍 Core Components: RSI (Relative Strength Index) Standard RSI with custom upper and lower bounds (default: 60 and 40). Filters out extreme overbought/oversold regions and focuses on price consolidation zones. ADX (Average Directional Index) Measures trend strength. When ADX is below a custom threshold (default: 20), it indicates a weak or range-bound trend. ATR (Average True Range) Represents volatility. Low ATR values (default threshold: 2.5) are used to filter out high-volatility environments, helping refine entries. 🟣 Signal Logic: A signal is highlighted with a background color when all three conditions are met: RSI is between lower and upper bounds (e.g., 40 < RSI < 60) ✅ ADX is below the trend threshold (e.g., ADX < 20) ✅ ATR is below the volatility threshold (e.g., ATR < 2.5) ✅ These combined conditions suggest a low-volatility, low-trend strength, and balanced momentum zone—perfect for anticipating breakouts or strong directional moves.
Индикатор Pine Script®
от shawasutosh
1
Chonky ATR Levels 2.0Show ATR based high/low projections. Choose a custom ATR calculation in the indicator's settings. The default is a 20day RMA based ATR. ----------How projections are calculated---------- To project the ATR High, the ATR value is added to the low of the current candle that matches the ATR's timeframe. To project the ATR Low, the ATR value is subtracted from the high of the current candle that matches the ATR's timeframe. Example: If a 20day RMA ATR is used: - the ATR High will be the current day's low + the ATR value. - the ATR Low will be the current day's high - the ATR value. *However*, if the price action exceeds either ATR projection, the opposite ATR level will be fixed to the extreme of the period. See the AUDUSD screenshot above for an example. The ATR Low was exceeded, so the ATR High projection is capped at the high of day. If the ATR High is exceeded, the ATR Low would be capped at the low of day.
Индикатор Pine Script®
от Chonky_
Rachas ATR AssistHey Traders! This indicator is a simple, it uses Average True Range (ATR) data from the daily chart and the current timeframe to estimate potential range and volatility. This indicator compares the daily ATR to the current daily wick range (from low to high), helping you gauge how much "room" might be left for price movement within the day. Alongside that, it shows the ATR over the last 14 candles and 5 candles on your current chart for intraday volatility awareness—ideal for setting stops, targets, or position sizing. Gauge Daily Potential Movement: The "Day Range Difference" cell shows how much of the expected daily range (based on ATR) is still unfilled. If the market has moved less than the average, there's still potential for expansion. If it's close to or above the ATR, expect a slowdown or reversal. Position Sizing & Stop Losses: Use the 14-period ATR and 5-period ATR on your current timeframe to understand recent volatility. This helps in choosing logical stop loss levels and adjusting position sizes based on market conditions. Volatility Awareness: Knowing the average daily range and how much of it has been used lets you avoid entering trades too late in the move or placing stops in overly tight spots. Table Position & Font: You can adjust the table location (top/bottom left/right) and font size to best fit your chart layout.
Индикатор Pine Script®
от Liric_Trades
Rolling ATR Momentum Rolling ATR Momentum Indicator – User Manual --- 🔍 Overview The Rolling ATR Momentum Indicator is a simple yet powerful tool designed to detect shifts in market volatility. It compares the current Average True Range (ATR) with the ATR from a previous point in time to measure how market volatility is changing. This indicator is especially useful for: - Spotting the beginning or fading of a momentum phase - Filtering out low-volatility market conditions - Enhancing timing for entries and exits in trending or breakout trades --- 📊 Key Components ✅ ATR Delta (Rolling) - Definition: `ATR Delta = Current ATR - Past ATR` - Inputs: - ATR Period (default: 14): The base ATR calculation window - Lookback Period (default: 5): How many bars ago to compare ATR - Interpretation: - Positive ATR Delta (Green Line): Market volatility is increasing - Negative ATR Delta (Red Line): Market volatility is decreasing 📈 Zero Line - A horizontal baseline at zero helps you easily see when ATR momentum shifts from negative to positive (or vice versa). 🟩/🟥 Background Color - Green Background: ATR Delta is positive (rising volatility) - Red Background: ATR Delta is negative (falling volatility) 🔵 Optional: ATR Reference Lines - You can optionally display raw Current ATR and Past ATR by changing their visibility settings. --- ✅ How to Use It Entry Timing (Futures/Options) - Use ATR Delta as a filter: - Only take trades when ATR Delta is positive → confirms momentum is building - Avoid trades when ATR Delta is negative → market might be slow, sideways, or losing steam Breakout Anticipation - A rising ATR Delta after a tight range or consolidation can suggest that a breakout is underway Stop-loss Strategy - Use high ATR periods for wider stops (to avoid noise) - Use low ATR periods for tighter stops or skip trading --- 🧠 Pro Tips - This indicator doesn’t predict direction—combine with trend or price structure tools (like EMA, PPMA, candlesticks) - Works best in trending or breakout environments - Add it to multi-timeframe layouts to see volatility buildup on higher timeframes --- ⚙️ Settings | Parameter | Description | |----------|-------------| | ATR Period | Length of the ATR calculation (default 14) | | Lookback Period | How many bars back to compare ATR values | --- 🧭 Best For: - Index futures (Nifty, BankNifty) - Option buyers needing volatility confirmation - Intraday & swing traders looking to trade momentum setups --- Use the Rolling ATR Momentum indicator as your volatility radar—simple, clean, and highly effective for staying on the right side of market energy. End of Manual
Индикатор Pine Script®
от abgaur01
Rolling ATR Momentum - EnhancedATR Rolling Momentum Indicator – User Manual --- 🔍 Overview The ATR Rolling Momentum Indicator is a dynamic volatility tool built on the Average True Range (ATR). It not only tracks increasing or decreasing momentum but also provides early warnings and confirmation signals for potential breakout moves. It’s especially powerful for futures and options traders looking to align with expanding price action. --- 📊 Core Components ✅ ATR Delta (Rolling ATR) - Definition: Difference between current ATR and past ATR (user-defined lookback). - Use: Tells whether volatility is expanding (positive delta) or contracting (negative delta). - Visual: Green line for rising momentum, red for declining. 🟣 ATR Delta Slope - Definition: Measures acceleration in momentum. - Use: Helps identify early signs of breakout buildup. - Visual: Purple line. Watch for slope turning up from below. 🟡 Volatility Squeeze (Yellow Dot) - Definition: Current ATR is significantly lower than its 20-period average. - Use: Indicates the market is coiling—possible breakout ahead. 🔼 Momentum Start (Green Triangle) - Definition: ATR Delta slope turns from negative to positive. - Use: Early warning to prepare for volatility expansion. 🔷 Breakout Confirmation (Blue Label Up) - Definition: ATR Delta exceeds its high of the last 10 candles. - Use: Confirms volatility breakout—trade opportunity if direction aligns. 🟩/🟥 Background Color - Green Background: Momentum rising (positive ATR delta) - Red Background: Momentum falling (negative ATR delta) - Yellow Tint: Active squeeze zone --- ✅ How to Use It (Futures/Options Focus) Step-by-Step: 1. Squeeze Detected (Yellow Dot) → Stay alert. Market is coiling. 2. Green Triangle Appears → Momentum is starting to rise. 3. Background Turns Green → Confirmed rising momentum. 4. Blue Label Appears → Confirmed breakout (enter trade if trend aligns). Directional Bias: - Use your main chart setup (price action, EMAs, trendlines, etc.) to decide direction (Call or Put, Long or Short). - ATR Momentum only tells you how strong the move is—not which way. --- ⚙️ Inputs & Settings - ATR Period: Default 14 (core volatility measure) - Rolling Lookback: Used to calculate delta (default 5) - Slope Length: Used to measure acceleration (default 3) - Squeeze Factor: Default 0.8 — lower = more sensitive squeeze detection - Breakout Lookback: Checks ATR delta against last X bars (default 10) --- 🧠 Pro Tips - Works great when paired with EMA stacks, price structure, or breakout patterns. - Avoid taking trades based only on squeeze or momentum—combine with chart confirmation. - If background turns red after a breakout, it may be losing momentum—book partials or tighten stops. --- 🧭 Ideal For: - Nifty/BankNifty Futures - Option directional trades (call/put buying) - Index scalping and momentum swing setups --- Use this tool as your volatility compass—it won't tell you where to go, but it'll tell you when the wind is strong enough to move fast. End of Manual
Индикатор Pine Script®
от abgaur01
Smart Grid Scalping (Pullback) Strategy[BullByte]The Smart Grid Scalping (Pullback) Strategy is a high-frequency trading strategy designed for short-term traders who seek to capitalize on market pullbacks. This strategy utilizes a dynamic ATR-based grid system to define optimal entry points, ensuring precise trade execution. It integrates volatility filtering and an RSI-based confirmation mechanism to enhance signal accuracy and reduce false entries. This strategy is specifically optimized for scalping by dynamically adjusting trade levels based on current market conditions. The grid-based system helps capture retracement opportunities while maintaining strict trade management through predefined profit targets and trailing stop-loss mechanisms. Key Features : 1. ATR-Based Grid System : - Uses a 10-period ATR to dynamically calculate grid levels for entry points. - Prevents chasing trades by ensuring price has reached key levels before executing entries. 2. No Trade Zone Protection : - Avoids low-volatility zones where price action is indecisive. - Ensures only high-momentum trades are executed to improve success rate. 3. RSI-Based Entry Confirmation : - Long trades are triggered when RSI is below 30 (oversold) and price is in the lower grid zone. - Short trades are triggered when RSI is above 70 (overbought) and price is in the upper grid zone. 4. Automated Trade Execution : - Long Entry: Triggered when price drops below the first grid level with sufficient volatility. - Short Entry: Triggered when price exceeds the highest grid level with sufficient volatility. 5. Take Profit & Trailing Stop : - Profit target set at a customizable percentage (default 0.2%). - Adaptive trailing stop mechanism using ATR to lock in profits while minimizing premature exits. 6. Visual Trade Annotations : - Clearly labeled "LONG" and "SHORT" markers appear at trade entries for better visualization. - Grid levels are plotted dynamically to aid decision-making. Strategy Logic : - The script first calculates the ATR-based grid levels and ensures price action has sufficient volatility before allowing trades. - An additional RSI filter is used to ensure trades are taken at ideal market conditions. - Once a trade is executed, the script implements a trailing stop and predefined take profit to maximize gains while reducing risks. --- Disclaimer : Risk Warning : This strategy is provided for educational and informational purposes only. Trading involves significant risk, and past performance is not indicative of future results. Users are advised to conduct their own due diligence and risk management before using this strategy in live trading. The developer and publisher of this script are not responsible for any financial losses incurred by the use of this strategy. Market conditions, slippage, and execution quality can affect real-world trading outcomes. Use this script at your own discretion and always trade responsibly.
Стратегия Pine Script®
от BullByte
2
VIDYA Auto-Trading(Reversal Logic)Overview This script is a dynamic trend-following strategy based on the Variable Index Dynamic Average (VIDYA). It adapts in real time to market volatility, aiming to enhance entry precision and optimize risk management. ⚠️ This strategy is intended for educational and research purposes. Past performance does not guarantee future results. All results are based on historical simulations using fixed parameters. Strategy Objectives The objective of this strategy is to respond swiftly to sudden price movements and trend reversals, providing consistent and reliable trade signals under historical testing conditions. It is designed to be intuitive and efficient for traders of all levels. Key Features Momentum Sensitivity via VIDYA: Reacts quickly to momentum shifts, allowing for accurate trend-following entries. Volatility-Based ATR Bands: Automatically adjusts stop levels and entry conditions based on current market volatility. Intuitive Trend Visualization: Uptrends are marked with green zones, and downtrends with red zones, giving traders clear visual guidance. Trading Rules Long Entry: Triggered when price crosses above the upper band. Any existing short position is closed. Short Entry: Triggered when price crosses below the lower band. Any existing long position is closed. Exit Conditions: Positions are reversed based on signal changes, using a position reversal strategy. Risk Management Parameters Market: ETHUSD(5M) Account Size: $3,000 (reasonable approximation for individual traders) Commission: 0.02% Slippage: 2 pip Risk per Trade: 5% of account equity (adjusted to comply with TradingView guidelines for realistic risk levels) Number of Trades: 251 (based on backtest over the selected dataset) ⚠️ The risk per trade and other values can be customized. Users are encouraged to adapt these to their individual needs and broker conditions. Trading Parameters & Considerations VIDYA Length: 10 VIDYA Momentum: 20 Distance factor for upper/lower bands: 2 Source: close Visual Support Trend zones, entry points, and directional shifts are clearly plotted on the chart. These visual cues enhance the analytical experience and support faster decision-making. Visual elements are designed to improve interpretability and are not intended as financial advice or trade signals. Strategy Improvements & Uniqueness Inspired by the public work of BigBeluga, this script evolves the original concept with meaningful enhancements. By combining VIDYA and ATR bands, it offers greater adaptability and practical value compared to conventional trend-following strategies. This adaptation is original work and not a direct copy. Improvements are designed to enhance usability, risk control, and market responsiveness. Summary This strategy offers a responsive and adaptive approach to trend trading, built on momentum detection and volatility-adjusted risk management. It balances clarity, precision, and practicality—making it a powerful tool for traders seeking reliable trend signals. ⚠️ All results are based on historical data and are subject to change under different market conditions. This script does not guarantee profit and should be used with caution and proper risk management.
Стратегия Pine Script®
от PakunFX
Cz ASR indicatorAverage session range indicator built by me. Great tool to gauge volatility and intraday reversal zones. Great for FX as there is an included table that shows range in pips; however, this can be applied across all assets as a volatility measure. How it works: The script measures the range of sessions, including Asia, London, and New York. The lookback period could be adjusted so you can find what length works best and is most accurate. This is then averaged out to provide the ASR. This provides us with an upper and lower bound of which the price could potentially fluctuate in based on the past session ranges. I have also added the 50% ASR, which is also a super useful metric for reversals or continuations. There is also a configurable UTC so that you can adjust the indicator so it can accurately measure the range within certain sessions. Note - different session start and stop times vary from market to market. I have set the code to the standard forex market opens however, if you wish to change the time ,you are able to do so by editing the variables in the script Enjoy :)
Индикатор Pine Script®
от oh_my_liquidity
2
ATR - Asymmetric Turbulence Ribbon🧭 Asymmetric Turbulence Ribbon (ATR) The Asymmetric Turbulence Ribbon (ATR) is an enhanced and reimagined version of the standard Average True Range (ATR) indicator. It visualizes not just raw volatility, but the structure, momentum, and efficiency of volatility through a multi-layered visual approach. It contains two distinct visual systems: 1. A zero-centered histogram that expresses how current volatility compares to its historical average, with intensity and color showing speed and conviction 2. A braided ribbon made of dual ATR-based moving averages that highlight transitions in volatility behavior—whether volatility is expanding or contracting The name reflects its purpose: to capture asymmetric, evolving turbulence in market behavior, through structure-aware volatility tracking. _______________________________________________________________ 🔧 Inputs (Fibonacci defaults) ATR Length Lookback period for ATR calculation (default: 13) ATR Base Avg. Length Moving average period used as the zero baseline for histogram (default: 55) ATR ROC Lookback Number of bars to measure rate of change for histogram color mapping (default: 8) Timeframe Override Optionally calculate ATR values from a higher or fixed timeframe (e.g., 1D) for macro-volatility overlay Show Ribbon Fill Toggles colored fill between ATR EMA and HMA lines Show ATR MAs Toggles visibility of ATR EMA and HMA lines Show Crossover Markers Shows directional triangle markers where ATR EMA and HMA cross Show Histogram Toggles the entire histogram display _______________________________________________________________ 📊 Histogram Component: Volatility Energy Profile The histogram shows how far the current ATR is from its moving average baseline, centered around zero. This lets you interpret volatility pressure—whether it's expanding, contracting, or preparing to reverse. To complement this, the indicator also plots the raw ATR line in aqua. This is the actual average true range value—used internally in both the histogram and ribbon calculations. By default, it appears as a slightly thicker line, providing a clear reference point for comparing historical volatility trends and absolute levels. Use the baseline ATR to: - Compare real-time volatility to previous peaks or troughs - Monitor how ATR behaves near histogram flips or ribbon crossovers - Evaluate volatility phases in absolute terms alongside relative momentum The ATR line is particularly helpful for users who want to keep tabs on raw volatility values while still benefiting from the enhanced visual storytelling of the histogram and ribbon systems. Each histogram bar is colored based on the rate of change (ROC) in ATR: The faster ATR rises or falls, the more intense the color. Meanwhile, the opacity of each bar is adjusted by the effort/result ratio of the price candle (body vs. range), showing how much price movement was achieved with conviction. Color Interpretation: 🔴 Red Strong volatility expansion Market entering or deepening into a volatility burst Seen during breakouts, panic moves, or macro shock events Often accompanied by large real candle bodies 🟠 Orange Moderate volatility expansion Heating up phase, often precedes breakouts Common in strong trending environments Signals tightening before acceleration 🟡 Yellow Mild volatility increase Transitional state—energy building, not yet exploding Appears in early trend development or pullbacks 🟢 Green Mild volatility contraction ATR cooling off Seen during consolidation, reversion, or range balance Good time to assess upcoming directional setups 🔵 Aqua Moderate compression Volatility is clearly declining Signals consolidation within larger structure Pre-breakout zones often form here 🔵 Deep Blue Strong volatility compression Market is coiling or dormant Can signal upcoming squeeze or fade environment Often followed by sharp expansion Opacity scaling: Brighter bars = efficient, directional price action (strong bodies) Faded bars = indecision, chop, absorption, or wick-heavy structure Together, color and opacity give a 2D view of market volatility: Hue = the type and direction of volatility Opacity = the quality and structure behind it Use this to gauge whether volatility is rising with conviction, fading into neutrality, or compressing toward breakout potential. _______________________________________________________________ 🪡 Ribbon Component: Volatility Rhythm Structure The ribbon overlays two moving averages of ATR: EMA (yellow) – faster, more reactive HMA (orange) – smoother, more rhythmic Their relationship creates the ribbon logic: Yellow fill (EMA > HMA) Short-term volatility is increasing faster than the longer-term rhythm Signals active expansion and engagement Orange fill (HMA > EMA) Volatility is decaying or leveling off Suggests possible exhaustion, pullback, or range Crossover triangle markers (optional, off by default to avoid clutter) identify the moment of shift in volatility phase. The ribbon reflects the  shape of volatility over time—ideal for mapping cyclical energy shifts, transitional states, and alignment between current and average volatility. _______________________________________________________________ 📐 Strategy Application Use the Asymmetric Turbulence Ribbon to: - Detect volatility expansions before breakouts or directional runs - Spot compression zones that precede structural ruptures - Visually separate efficient moves from noisy market activity - Confirm or fade trade setups based on underlying energy state - Track the volatility environment across multiple timeframes using the override _______________________________________________________________ 🎯 Ideal Timeframes Designed to function across all timeframes, but particularly powerful on intraday to daily ranges (1H to 1D) Use the timeframe override to anchor your chart in higher-timeframe volatility context, like daily ATR behavior influencing a 1H setup. _______________________________________________________________ 🧬 Customization Tips - Increase ATR ROC Lookback for smoother color transitions - Extend ATR Base Avg Length for more macro-driven histogram centering - Disable the histogram for ribbon-only rhythm view - Use opacity and color shifts in the histogram to detect stealth energy builds - Align ATR phases with structure or order flow tools for high-quality setups
Индикатор Pine Script®
от TheLeadingIndicator
Litecoin Trailing-Stop StrategyAltcoins Trailing-Stop Strategy This strategy is based on a momentum breakout approach using PKAMA (Powered Kaufman Adaptive Moving Average) as a trend filter, and a delayed trailing stop mechanism to manage risk effectively. It has been designed and fine-tuned Altcoins, which historically shows consistent volatility patterns and clean trend structures, especially on intraday timeframes like 15m and 30m. Strategy Logic: Entry Conditions: Long when PKAMA indicates an upward move Short when PKAMA detects a downward trend Minimum spacing of 30 bars between trades to avoid overtrading Trailing Stop: Activated only after a customizable delay (delayBars) User can set trailing stop % and delay independently Helps avoid premature exits due to short-term volatility Customizable Parameters: This strategy uses a custom implementation of PKAMA (Powered Kaufman Adaptive Moving Average), inspired by the work of alexgrover PKAMA is a volatility-aware moving average that adjusts dynamically to market conditions, making it ideal for altcoins where trend strength and direction change frequently. This script is for educational and experimental purposes only. It is not financial advice. Please test thoroughly before using it in live conditions, and always adapt parameters to your specific asset and time frame. Feedback is welcome! Feel free to clone and adapt it for your own trading style.
Стратегия Pine Script®
от wielkieef
Volatility Layered Supertrend [NLR]We’ve all used Supertrend, but do you know where to actually enter a trade? Volatility Layered Supertrend (VLS) is here to solve that! This advanced trend-following indicator builds on the classic Supertrend by not only identifying trends and their strength but also guiding you to the best trade entry points. VLS divides the main long-term trend into “Strong” and “Weak” Zones, with a clear “Trade Entry Zone” to help you time your trades with precision. With layered trends, dynamic profit targets, and volatility-adaptive bands, VLS delivers actionable signals for any market. Why I Created VLS Over a Plain Supertrend I built VLS to address the gaps in traditional Supertrend usage and make trade entries clearer: Single-Line Supertrend Issues: The default Supertrend sets stop-loss levels that are too wide, making it impractical for most traders to use effectively. Unclear Entry Points: Standard Supertrend doesn’t tell you where to enter a trade, often leaving you guessing or entering too early or late. Multi-Line Supertrend Enhancement: Many traders use short, medium, and long Supertrends, which is helpful but can lack focus. In VLS, I include Short, Medium, and Long trends (using multipliers 1 to 3), and add multipliers 4 and 5 to track extra long-term trends—helping to avoid fakeouts that sometimes occur with multiplier 3. My Solution: I focused on the main long-term Supertrend and split it into “Weak Zone” and “Strength Zone” to show the trend’s reliability. I also defined a “Trade Entry Zone” (starting from the Mid Point, with the first layer’s background hidden for clarity) to guide you on where to enter trades. The zones include Short, Medium, and Long Trend layers for precise entries, exits, and stop-losses. Practical Trading: This approach provides realistic stop-loss levels, clear entry points, and a “Profit Target” line that aligns with your risk tolerance, while filtering out false signals with longer-term trends. Key Features Layered Trend Zones: Short, Medium, Long, and Extra Long Trend layers (up to multipliers 4 and 5) for timing entries and exits. Strong & Weak Zones: See when the trend is reliable (Strength Zone) or needs caution (Weak Zone). Trade Entry Zone: A dedicated zone starting from the Mid Point (first layer’s background hidden) to show the best entry points. Dynamic Profit Targets: A “Profit Target” line that adjusts with the trend for clear goals. Volatility-Adaptive: Uses ATR to adapt to market conditions, ensuring reliable signals. Color-Coded: Green for uptrends, red for downtrends—simple and clear. How It Works VLS enhances the main long-term Supertrend by dividing it into two zones: Weak Zone: Indicates a less reliable trend—use tighter stop-losses or wait for the price to reach the Trade Entry Zone. Strength Zone: Signals a strong trend—ideal for entries with wider stop-losses for bigger moves. The “Trade Entry Zone” starts at the Mid Point (last layer’s background hidden for clarity), showing you the best area to enter trades. Each zone includes Short, Medium, Long, and Extra Long Trend sublevels (up to multipliers 4 and 5) for precise trade timing and to filter out fakeouts. The “Profit Target” updates dynamically based on trend direction and volatility, giving you a clear goal. How to Use Spot the Trend: Green bands = buy, red bands = sell. Check Strength: Price in Strength Zone? Trend’s reliable—trade confidently. In Weak Zone? Use tighter stops or wait. Enter Trades: Use the “Trade Entry Zone” (from the Mid Point upward) for the best entry points. Use Sublevels: Short, Medium, Long, and Extra Long layers in each zone help fine-tune entries and exits. Set Targets: Follow the Profit Target line for goals—it updates automatically. Combine Tools: Pair with RSI, MACD, or support/resistance for added confirmation. Settings ATR Length: Adjust the ATR period (default 10) to change sensitivity. Up/Down Colors: Customize colors—green for up, red for down, by default.
Индикатор Pine Script®
от NonLinearRookie
2
ATRs in Days📌 ATR in Days This script tracks how price moves in relation to ATR over multiple days, providing a powerful volatility framework for traders. 🔹 Key Features: ✅ 4 ATRs in 5 Days – Measures if a stock has moved 4x its ATR within the last 5 days, identifying extreme volatility zones. ✅ Daily ATR Calculation – Tracks average true range over time to gauge market conditions. ✅ Clear Table Display – Real-time ATR readings for quick decision-making. ✅ Intraday & Swing Trading Compatible – Works across multiple timeframes for day traders & swing traders. 📊 How to Use: Look for stocks that exceed 4 ATRs in 5 days to spot extended moves. Use ATR as a reversion or continuation signal depending on market structure. 🚀 Perfect for traders looking to quantify volatility & structure trades effectively!
Индикатор Pine Script®
от Yanni_Nicolaides
3
OG ATR RangeDescription: The OG ATR Tool is a clean, visualized version of the Average True Range indicator for identifying volatility, stop-loss levels, and realistic price movement expectations. How it works: Calculates the average range (in points/pips) of recent candles. Overlays ATR bands to help define breakout potential or squeeze zones. Can be used to size trades or set dynamic stop-loss and target levels. Best for: Intraday traders who want to avoid unrealistic targets. Volatility-based setups and breakout strategies. Creating position sizing rules based on instrument volatility. Pro Tip: Combine with your trend indicators to set sniper entries and exits that respect volatility.
Индикатор Pine Script®
от OG_Wealth
Long Term Profitable Swing | AbbasA Story of a Profitable Swing Trading Strategy Imagine you're sailing across the ocean, looking for the perfect wave to ride. Swing trading is quite similar—you're navigating the stock market, searching for the ideal moments to enter and exit trades. This strategy, created by Abbas, helps you find those waves and ride them effectively to profitable outcomes. 🌊 Finding the Perfect Wave (Entry) Our journey begins with two simple signs that tell us a great trading opportunity is forming: - Moving Averages: We use two lines that follow price trends—the faster one (EMA 16) reacts quickly to recent price moves, and the slower one (EMA 30) gives us a longer-term perspective. When the faster line crosses above the slower line, it's like a clear signal saying, "Hey! The wave is rising, and prices might move higher!" - RSI Momentum: Next, we check a tool called the RSI, which measures momentum (how strongly prices are moving). If the RSI number is above 50, it means there's enough strength behind this rising wave to carry us forward. When both signals appear together, that's our green light. It's time to jump on our surfboard and start riding this promising wave. ⚓ Safely Riding the Wave (Risk Management) While we're riding this wave, we want to ensure we're safe from sudden surprises. To do this, we use something called the Average True Range (ATR), which measures how volatile (or bumpy) the price movements are: - Stop-Loss: To avoid falling too hard, we set a safety line (stop-loss) 8 times the ATR below our entry price. This helps ensure we exit if the wave suddenly turns against us, protecting us from heavy losses. - Take Profit: We also set a goal to exit the trade at 11 times the ATR above our entry. This way, we capture significant profits when the wave reaches a nice high point. 🌟 Multiple Rides, Bigger Adventures This strategy allows us to take multiple positions simultaneously—like riding several waves at once, up to 5. Each trade we make uses only 10% of our trading capital, keeping risks manageable and giving us multiple opportunities to win big. 🗺️ Easy to Follow Settings Here are the basic settings we use: - Fast EMA**: 16 - Slow EMA**: 30 - RSI Length**: 9 - RSI Threshold**: 50 - ATR Length**: 21 - ATR Stop-Loss Multiplier**: 8 - ATR Take-Profit Multiplier**: 11 These settings are flexible—you can adjust them to better suit different markets or your personal trading style. 🎉 Riding the Waves of Success This simple yet powerful swing trading approach helps you confidently enter trades, clearly know when to exit, and effectively manage your risk. It’s a reliable way to ride market waves, capture profits, and minimize losses. Happy trading, and may you find many profitable waves to ride! 🌊✨ Please test, and take into account that it depends on taking multiple longs within the swing, and you only get to invest 25/30% of your equity.
Стратегия Pine Script®
от Mohamed_Abbas
ATR & PTR TableThe ATR & PTR Table Indicator displays a dynamic table that provides Average True Range (measures market volatility over 1D, 1W, and 1M timeframes), Price trading range (difference between the high and low prices over the same periods) & percentage of the typical range that has been traded. This indicator will help traders identify potential breakout zones and assess volatility across multiple timeframes. This had been optimized to show ATR and PTR on every time frame. The (1D) represents ATR on whatever timeframe you are currently on.
Индикатор Pine Script®
от Jamel-Rashad
Price Extreme BandsPrice Extreme Bands Description This indicator calculates and displays Price Extreme Bands based on an Exponential Moving Average (EMA) and True Range Average True Range (TR ATR). It utilizes a custom "Super Smoother" function to smooth the bands, providing a clearer representation of potential price extremes without sacrificing accuracy. Usage Built for specifically for intraday timeframes, this indicator identifies short term price extremes and volatility ranges. Traders can observe when price moves towards the outer bands, suggesting strong momentum or potential overbought/oversold conditions. The filled zones highlight areas of increased volatility which can used as exit criteria for a trade, possible reversal points in ranging markets or price ranges where price momentum could slow in trending markets. Key Features Length Input: Controls the length of the EMA and TR ATR calculations. Multiplier Inputs: Uses two fixed multipliers (1.71 and 2.50) to create bands. Super Smoother: Applies a custom smoothing function to the bands for reduced noise. Fill Zones: Fills the areas between the inner and outer bands to highlight potential volatility ranges. Calculation: 1. EMA (Basis): Calculates the Exponential Moving Average of the selected source. 2. TR ATR: Calculates the True Range and then smoothes it using RMA (Rolling Moving Average). 3. Bands: Calculates upper and lower bands using the EMA and ATR, with multipliers of 1.71 and 2.50. 4. Super Smoother: Applies a smoothing function to the calculated bands. Visuals: Basis Line: Plots the EMA (basis) (invisible by default). Inner Bands (1.71 Multiplier): Plots the smoothed bands with a distinct color (e.g., orange) (invisible by default). Outer Bands (2.50 Multiplier): Plots the smoothed bands with a different color (e.g., purple) (invisible by default). Fill Zones: Fills the region between the inner and outer upper bands and the inner and outer lower bands with a translucent color (e.g. light blue). // Note: The plot lines are invisible by default. To view the basis, upper and lower band lines, adjust the visibility settings in the indicator's settings. Uniqueness: Ready of the box. Code and parameters built specifically for 1m to 15m timeframes provides users with an indicator to easily identify price extremes. The use of TR ATR and addition of the Super Smoother calculation create a easier visualization and implementation compared to existing price band options.
Индикатор Pine Script®
от B3AR_Trades
Arbitrage Spot-Futures Don++Strategy: Spot-Futures Arbitrage Don++ This strategy has been designed to detect and exploit arbitrage opportunities between the Spot and Futures markets of the same trading pair (e.g. BTC/USDT). The aim is to take advantage of price differences (spreads) between the two markets, while minimizing risk through dynamic position management. [Operating principle The strategy is based on calculating the spread between Spot and Futures prices. When this spread exceeds a certain threshold (positive or negative), reverse positions are opened simultaneously on both markets: - i] Long Spot + Short Futures when the spread is positive. - i] Short Spot + Long Futures when the spread is negative. Positions are closed when the spread returns to a value close to zero or after a user-defined maximum duration. [Strategy strengths 1. Adaptive thresholds : - Entry/exit thresholds can be dynamic (based on moving averages and standard deviations) or fixed, offering greater flexibility to adapt to market conditions. 2. Robust data management : - The script checks the validity of data before executing calculations, thus avoiding errors linked to missing or invalid data. 3. Risk limitation : - A position size based on a percentage of available capital (default 10%) limits exposure. - A time filter limits the maximum duration of positions to avoid losses due to persistent spreads. 4. Clear visualization : - Charts include horizontal lines for entry/exit thresholds, as well as visual indicators for spread and Spot/Futures prices. 5. Alerts and logs : - Alerts are triggered on entries and exits to inform the user in real time. [Points for improvement or completion Although this strategy is functional and robust, it still has a few limitations that could be addressed in future versions: 1. [Limited historical data : - TradingView does not retrieve real-time data for multiple symbols simultaneously. This can limit the accuracy of calculations, especially under conditions of high volatility. 2. [Lack of liquidity management : - The script does not take into account the volumes available on the order books. In conditions of low liquidity, it may be difficult to execute orders at the desired prices. 3. [Non-dynamic transaction costs : - Transaction costs (exchange fees, slippage) are set manually. A dynamic integration of these costs via an external API would be more realistic. 4. User-dependency for symbols : - Users must manually specify Spot and Futures symbols. Automatic symbol validation would be useful to avoid configuration errors. 5. Lack of advanced backtesting : - Backtesting is based solely on historical data available on TradingView. An implementation with third-party data (via an API) would enable the strategy to be tested under more realistic conditions. 6. [Parameter optimization : - Certain parameters (such as analysis period or spread thresholds) could be optimized for each specific trading pair. [How can I contribute? If you'd like to help improve this strategy, here are a few ideas: 1. Add additional filters: - For example, a filter based on volume or volatility to avoid false signals. 2. Integrate dynamic costs: - Use an external API to retrieve actual costs and adjust thresholds accordingly. 3. Improve position management: - Implement hedging or scalping mechanisms to maximize profits. 4. Test on other pairs: - Evaluate the strategy's performance on other assets (ETH, SOL, etc.) and adjust parameters accordingly. 5. Publish backtesting results : - Share detailed analyses of the strategy's performance under different market conditions. [Conclusion This Spot-Futures arbitrage strategy is a powerful tool for exploiting price differentials between markets. Although it is already functional, it can still be improved to meet more complex trading scenarios. Feel free to test, modify and share your ideas to make this strategy even more effective! [Thank you for contributing to this open-source community! If you have any questions or suggestions, please feel free to comment or contact me directly.
Стратегия Pine Script®
от DonKabu
[NLR] - SweetSpot ZonesThe Sweet Spot Zone helps you find the best spots to enter a trade, inspired by the " Follow Line Indicator " by Dreadblitz (big thanks to him!). It draws a colored zone on your chart to show ideal entry points, with a Base Point to keep you on track. What It Does Blue Zone: Uptrend—buy when the price dips into the zone. Red Zone: Downtrend—sell or short when the price climbs into the zone. Base Point: A gray line showing the key level the zone is built on. How to Use It Look for the colored zone: - Blue: Buy if the price dips into the zone but stays above the Base Point. - Red: Sell/short if the price climbs into the zone but stays below the Base Point. Important: Avoid entering trade beyond base point - you might see low returns and face big drawdowns. Confirm with other signals (like RSI/MACD) before entering. Settings ATR Length (10): How far back it looks to calculate price movement. ATR Multiplier (2.5): How wide the zone is. Error Margin (5.0): Keeps the zone steady during small price wiggles. Uptrend/Downtrend Colors: Change the zone colors if you’d like! Credits Inspired by the "Follow Line Indicator" by Dreadblitz—check out his work for more great ideas!
Индикатор Pine Script®
от NonLinearRookie
3
ThinkTech AI SignalsThink Tech AI Strategy The Think Tech AI Strategy provides a structured approach to trading by integrating liquidity-based entries, ATR volatility thresholds, and dynamic risk management. This strategy generates buy and sell signals while automatically calculating take profit and stop loss levels, boasting a 64% win rate based on historical data. Usage The strategy can be used to identify key breakout and retest opportunities. Liquidity-based zones act as potential accumulation and distribution areas and may serve as future support or resistance levels. Buy and sell zones are identified using liquidity zones and ATR-based filters. Risk management is built-in, automatically calculating take profit and stop loss levels using ATR multipliers. Volume and trend filtering options help confirm directional bias using a 50 EMA and RSI filter. The strategy also allows for session-based trading, limiting trades to key market hours for higher probability setups. Settings The risk/reward ratio can be adjusted to define the desired stop loss and take profit calculations. The ATR length and threshold determine ATR-based breakout conditions for dynamic entries. Liquidity period settings allow for customized analysis of price structure for support and resistance zones. Additional trend and RSI filters can be enabled to refine trade signals based on moving averages and momentum conditions. A session filter is included to restrict trade signals to specific market hours. Style The strategy includes options to display liquidity lines, showing key support and resistance areas. The first 15-minute candle breakout zones can also be visualized to highlight critical market structure points. A win/loss statistics table is included to track trade performance directly on the chart. This strategy is intended for descriptive analysis and should be used alongside other confluence factors. Optimize your trading process with Think Tech AI today!
Стратегия Pine Script®
от Theonealgo
ATR Impact CandlesATR Impact Candles: Simplify Your Trading with Pure Price Action You don’t need dozens of cluttered indicators to catch what really matters. With ATR Impact Candles, you get a powerful, single-tool solution that cuts through the noise by focusing on what truly drives the market: price action and volatility. This indicator highlights only those candlesticks that pack a punch—showing you when the market’s range is exceptionally strong relative to its recent behavior. Whether you’re a scalper or a swing trader, ATR Impact Candles empowers you to time your entries and exits with confidence, letting you trade based on real market momentum. ⸻ Indicator Overview The indicator is designed for TradingView and is implemented in Pine Script (version 5). Its primary purpose is to highlight specific candles that meet a defined volatility condition based on the Average True Range (ATR). Instead of modifying every candle’s appearance, the indicator only changes the color of those “signal” candles that exceed a user-defined multiple of the ATR. The rest of the candles remain in their traditional black and white appearance—preserving the classic candlestick chart look. ⸻ Key Features 1. ATR-Based Signal Identification: • ATR Calculation: The indicator calculates the ATR using a configurable lookback period (default is 14 periods). The ATR is a common volatility measure that reflects the average range of price movement. • Threshold Condition: A candle is flagged as a signal if its range (high minus low) meets or exceeds a specified multiple (the “ATR Factor”) of the ATR. By default, this factor is set to 2, meaning any candle whose range is at least twice the ATR is considered significant. 2. Dynamic Candle Coloring: • Signal Candles: • When a candle meets the ATR threshold condition: • Up Candles: are colored green. • Down Candles: are colored red. • Non-Signal Candles: • Candles that do not meet the threshold condition retain their classic appearance: • Up candles are white. • Down candles are black. 3. User Configurability: • ATR Period: Traders can adjust the ATR period to tailor the volatility measure to different markets or timeframes. • ATR Factor: The multiple of the ATR that defines a signal candle is also configurable, giving flexibility to experiment with different thresholds for what constitutes “significant” price movement. • Overlay Display: The indicator runs in overlay mode on the chart, meaning it directly affects the appearance of the candlestick bars without interfering with other chart elements. 4. Additional Visual Aid: • Threshold Line Plot: The script optionally plots a line representing the ATR multiplied by the chosen factor. This line serves as a visual benchmark on the chart, allowing traders to see at what level the ATR threshold lies relative to the price action. ⸻ How It Works 1. ATR Calculation: The indicator first calculates the Average True Range (ATR) for the defined period. This value is updated for each new candle. 2. Range Comparison: For each candle, the indicator calculates the range (high - low) and compares it to the threshold, which is the ATR multiplied by the user-defined factor. 3. Conditional Coloring: • If the Candle’s Range ≥ (ATR * Factor): • The candle is marked as a “signal candle.” • Its color is set to green if it is an up candle (close is greater than or equal to open) or red if it is a down candle. • Otherwise: • The candle retains its classic look, with up candles in white and down candles in black. 4. Chart Display: By applying these rules to every candle, the indicator visually emphasizes those moments when the market shows unusually large price movements relative to its recent average volatility. This helps traders quickly spot potential breakouts or reversals. ⸻ Practical Applications • Volatility Breakouts: Identify candles that may signal the start of a breakout or strong reversal. • Risk Management: Adjust stop-loss levels or position sizes when unusually volatile candles are detected. • Signal Confirmation: Combine with other technical indicators or chart patterns to reinforce entry or exit decisions. ⸻ ATR Impact Candles is your essential, no-nonsense tool for filtering out market noise and focusing solely on significant price action. Simplify your trading decisions and harness the power of volatility with one clear, effective indicator.
Индикатор Pine Script®
от Pop-Trader
ATR Stop Loss & 3 TP FinderATR Stop Loss & 3 TP Finder - By SeehraSingh This indicator is designed to help traders automate Stop Loss (SL) and Take Profit (TP) placement based on the Average True Range (ATR). It dynamically calculates: Stop Loss (SL): Set based on a user-defined ATR multiplier. Three Take Profit (TP) levels: Configurable ATR multipliers for TP1, TP2, and TP3. Customizable Price Sources: Allows traders to choose different price sources (Open, High, Low, Close, HL2, HLC3, OHLC4, HLCC4) for both SL and TP calculations. Visual Representation: Plots dashed lines for Entry, SL, TP1, TP2, and TP3. Table Display: Provides an easy-to-read table at the bottom showing SL, TP1, TP2, and TP3 values. How It Works: Select ATR length and smoothing type (RMA, SMA, EMA, WMA). Set ATR multipliers for SL and TP levels. Choose the price source for SL and TP calculations. The indicator automatically plots entry, SL, and three TP levels on the chart. Ideal For: Traders who use ATR-based dynamic Stop Loss and Take Profit strategies. Those who want to avoid fixed SL/TP placements and prefer volatility-based risk management. Scalpers, Swing Traders, and Position Traders looking for automated SL/TP visualization. Disclaimer ⚠️ Trading involves risk. This indicator is for educational purposes only and should not be considered financial advice. Always conduct your own analysis before entering any trade. The author is not responsible for any financial losses incurred while using this tool. Past performance does not guarantee future results.
Индикатор Pine Script®
от SeehraSingh