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Полосы Боллинджера (BB)

Adaptive Dynamic BB Clouds [PRO] - Auto MA & Double SqueezeWelcome to the Adaptive Dynamic BB Clouds. Traditional Bollinger Bands use a static standard deviation multiplier (usually 2.0) and a fixed moving average (SMA). However, market conditions are constantly shifting between ranging, trending, and highly volatile states. This indicator introduces an Adaptive Algorithmic Engine that dynamically adjusts both the Basis Line (Moving Average) and the Band Width based on real-time Volume, Trend Strength (ADX), and Momentum (RSI). 🌟 Core Features: 1. Auto-Adaptive Basis Line (Smart MA) Instead of locking you into one moving average, the script reads the market and automatically selects the best MA: VWMA (Volume Weighted): Activates automatically when there is a significant volume surge (Relative Volume > 1.3) to track institutional money flow. EMA (Exponential): Activates when a strong trend is detected (ADX > 25) to reduce lag and stick closer to the price. SMA (Simple): Defaults to this during flat, ranging, or low-volume markets to avoid false signals and whipsaws. 2. Multi-Factor Dynamic Bands The width of the bands is no longer static. The script calculates a real-time weight and magnitude based on: Trend (ADX): Expands bands during strong trends. Volume (RelVol): Expands bands during high volume breakouts. Momentum (RSI): Expands bands when approaching overbought/oversold extremes. If the market is dead, the bands contract tightly, filtering out market noise. 3. MTF Clean Clouds (Macro vs. Micro) The script automatically detects a logical Lower Timeframe (LTF) based on your current chart. It plots the Macro (Current TF) bands as thick lines and the Micro (LTF) bands as thin lines. The space between them is filled with a clean gradient cloud. This visually represents the "Tension Zone" or dynamic Support/Resistance. 4. Double Squeeze & Squeeze Background Squeeze Background: When the bands contract inside the Keltner Channels, the chart background turns gray, indicating a volatility compression (Accumulation phase). Double Squeeze (Purple Diamond 💎): A rare confluence signal. When both the Macro TF and Micro TF enter a squeeze at the exact same time, a purple diamond appears. This indicates an extremely high probability of an imminent, explosive volatility expansion. 5. Real-Time Dashboard A sleek, customizable panel on the chart displays real-time metrics for ADX, Relative Volume, and the current "Squeeze %" strength, so you always know what is driving the indicator. ⚙️ How to Use: Accumulation: Look for gray backgrounds (Squeeze) and high Squeeze %. Do not trade breakouts yet; wait for the energy to build up. Breakout: When the background color disappears and bands expand, trade in the direction of the breakout. Confluence: A purple diamond 💎 followed by a volume surge (shown in green on the dashboard) is a strong signal for a major move. Note: 100% Repaint-Free. Built securely with lookahead_off and na() fallbacks. (Disclaimer: This script is for educational purposes only and does not guarantee financial returns. Always use proper risk management.)
Индикатор Pine Script®
от agahakanaga
9
Squeeze Vector [Gabremoku]Squeeze Vector is a squeeze-based volatility breakout tool that combines Bollinger/Keltner compression detection, directional pressure flow, and a first-expansion state machine to help traders identify high-probability post-squeeze breakout setups. The core idea is simple: compression precedes expansion. When Bollinger Bands shrink inside Keltner Channels, the market is coiling — and when that squeeze releases, the first directional signal can carry strong momentum. This script gives that process a structured visual and logical framework. Core Concept — Squeeze → Release → Direction A BB/KC squeeze occurs when Bollinger Bands, which reflect price volatility through standard deviation, contract inside Keltner Channels, which reflect typical range through ATR. This gap between the two envelopes is used as a proxy for volatility compression. When BB width becomes smaller than KC width, the script identifies a Squeeze state. When it releases, the script enters an Armed state and opens a short post-squeeze window during which it looks for the first valid directional expansion. Importantly, the squeeze release alone does not confirm direction. That is why the script adds multiple expansion confirmation filters before triggering a signal. What it shows Squeeze Vector Oscillator — a single line that rises as BB/KC compression increases. When it crosses above 50, the squeeze is active. The oscillator turns purple during squeeze states for fast visual identification. Pressure Flow Histogram — a volume-weighted directional pressure value that reads where price closed within the candle range and weights it by volume relative to its moving average. Positive values indicate bullish pressure, negative values indicate bearish pressure. Bollinger Overlay on Price — during squeeze states, the script renders Bollinger Bands directly on the main chart with gradient fills, making it easy to see where price is relative to the compressed structure. LONG / SHORT signals — primary directional signals are placed on the main chart after a post-squeeze expansion bar meets all required conditions. Optional lighter repeat markers can be shown for follow-through confirmation. Dashboard with live checklist — the on-chart dashboard shows the current state, regime, pressure, vector value, and a 6-point checklist for both long and short setups, with filled/empty circles to show how many conditions are currently met. Signal Logic The signal engine works as a state machine with three phases: Squeeze — BB/KC compression is active. No signal is generated. The dashboard shows SQUEEZE. Armed — the squeeze just released. The script opens a short expansion window and waits for directional confirmation. The dashboard shows ARMED. Expansion signal — within the expansion window, if a valid directional bar forms with sufficient pressure, body size, and break condition, a LONG or SHORT label is placed on the main chart. Signal direction is confirmed by checking: Basis side: price above or below the BB basis Pressure: smoothed directional pressure above threshold Strong pressure: optional stronger filter Body quality: minimum body-to-candle-range ratio Break condition: higher high or lower low Regime: optional EMA 200 trend filter When both long and short conditions are simultaneously valid, the stronger pressure side wins. If pressure is equal, raw pressure bias decides. States and Dashboard The dashboard tracks the full machine at a glance: Row Content SQZ Squeeze ON / OFF SEQ ARMED or READY REG Trend regime (BULL / BEAR / OFF) BIAS Current directional pressure bias P Pressure Flow value V Vector Oscillator value Checklist 6-point LONG and SHORT condition matrix The checklist can be set to appear only during Squeeze or Armed states to reduce visual noise when no setup is forming. Features ✅ Bollinger/Keltner squeeze detection via ratio oscillator ✅ Volume-weighted directional pressure flow ✅ Post-squeeze first expansion state machine ✅ Armed → signal transition logic ✅ 6-point entry checklist for both long and short ✅ EMA 200 regime filter ✅ Bollinger overlay with gradient fill during squeeze ✅ LONG / SHORT signal labels on main chart ✅ Optional follow-through repeat markers ✅ Repeat window filter to suppress signal clustering ✅ Strategy mode: Long, Short, or Both ✅ Fully configurable dashboard with size and offset settings ✅ Alert conditions for BUY, SELL, and squeeze activation How to use A practical workflow: Watch for the Vector Oscillator to cross above 50 and turn purple — that is the squeeze state. When it releases below 50, the dashboard switches to ARMED. In the expansion window, check the checklist: more filled circles on one side indicate stronger directional alignment. A LONG or SHORT label confirms a valid first expansion signal. Use the Pressure Flow histogram to gauge how strong and consistent the directional push is. The squeeze release alone is not a signal. Direction is only confirmed when the expansion bar quality, pressure, and structure checks all align. Notes Like all squeeze-based tools, Squeeze Vector is most effective when used alongside price structure context. Squeezes release into strong moves, but not every release produces a sustained trend — volume, higher timeframe context, and support/resistance levels can all affect follow-through quality. Author: Gabremoku Pine Script v6
Индикатор Pine Script®
от Gabremoku
Bollinger Band [scoopup]Overview A Bollinger Bands–based indicator that shows trend direction (up/down) through the basis line color, displays band width (volatility) as a percentage, and marks the most recent meaningful lows (demand zones) on the weekly and daily timeframes as boxes. It lets you view statistical volatility and the real low zones where buying previously stepped in — all on a single chart. Default settings are Length 21 and StdDev 1.618, based on the Fibonacci number (21) and the golden ratio (1.618). Components 1. Bollinger Bands (Upper / Basis / Lower) Defaults: Length 21, StdDev 1.618 Upper band, basis (middle), and lower band. The bands widen and narrow with volatility. 2. Basis Line Trend Color (Daily-based) The color of the middle basis line indicates trend direction. Logic: over a set lookback, it compares the cumulative size of the "close-to-lower" area (red) versus the "upper-to-close" area (green). Red area dominant → uptrend → basis line GREEN Green area dominant → downtrend → basis line RED The longer the close stays near the lower band (larger red area), the more it is read as base-building before a move higher. This color is always calculated from Daily data, regardless of the chart timeframe. Whether you view it on the 15m, 1h, or 4h chart, the daily trend color stays consistent. 3. Fill Upper band ↔ close: semi-transparent green Close ↔ lower band: semi-transparent red Lets you quickly read where the close sits within the bands. 4. Band Width (%) Formula: (Upper − Lower) / Basis × 100 Displays the current band width in a corner table as Band Width: X.XX%. Lower = volatility contraction (squeeze) → often precedes a large move; higher = volatility expansion. The Data Window also shows band width % and band width (price difference), including on historical bars. 5. Recent Lows Weekly recent low = yellow box / Daily recent low = red box Shows only the most recent pivot (swing) low that sits below the current close. (Lows above the close are skipped; if the latest low is above the close, the prior low is used instead.) Box height spans the low ↔ the close at that point, and extends to the right to show a still-valid support/demand zone. How to Read It Basis green + close near the lower band → watch for a potential bounce after base-building. Basis red + close near the upper band → watch for overextension/pullback risk. Band Width % contracting (squeeze) → watch for an upcoming volatility expansion. Recent low boxes (yellow/red) act as first support candidates on a pullback. A close below the box signals support failure. Key Settings Bollinger Bands: Source, Length (default 21), StdDev (default 1.618), Band Color / Width / Style Basis Line: Show Basis, Basis Width, Ratio Length, Up / Down Color Fill: Show Fill, Upper / Lower Fill Transparency Band Width: Show Band Width %, Table Position, Text Size Recent Lows: weekly/daily toggles, Pivot Length, Box Color Tips This is a supporting tool for reading trend direction + volatility + support zones together, not a standalone trade signal. Reliability increases when the daily trend color and a recent low box line up in the same area. Adjust StdDev and Ratio Length to fit each instrument's volatility. Disclaimer This indicator is for reference only and does not guarantee trading profits. All trading decisions and responsibility rest solely with the user.
Индикатор Pine Script®
от scoopup
ITF26 BB Fade SOL 1mITF26 B1 — BB Fade SOL 1m ═════════════════════════════════════════════════════════════ Este es el sistema que llevé al ITF26 Ibiza (21 mayo 2026) y con el que quedé 1ª y 2ª en las rondas 1 y 2 y de 5ª de la general. Lo publico tal cual lo opero, sin retoques post-torneo. ──────────────────────────────────────────────────────────── QUÉ HACE ──────────────────────────────────────────────────────────── Mean reversion intradía sobre BITGET:SOLUSDT.P en 1 minuto / 5 minutos. Opera UN solo bloque al día, de 40 minutos: 14:00–14:40 UTC (16:00–16:40 hora Madrid). Fuera de esa ventana, el sistema no está expuesto al mercado. Cuando el precio se extiende hasta tocar la Banda de Bollinger durante ese bloque, entramos a fade (dirección contraria): · Toque banda superior → SHORT con LIMIT en la banda · Toque banda inferior → LONG con LIMIT en la banda · Take-profit → media móvil central · Sin stop loss → cierre forzado al final del bloque ──────────────────────────────────────────────────────────── POR QUÉ FUNCIONA — 3 IDEAS ──────────────────────────────────────────────────────────── 1. VENTANA ACOTADA 40 minutos al día. Coincide con el pre-cash open de US, ventana de posicionamiento previo donde abunda la reversión y escasea el trending sostenido. 2. FADE CONTRA-EXTENSIÓN Las Bandas de Bollinger miden volatilidad reciente. Un toque a banda en marco pequeño suele ser ruido y revertir a la media. No siempre, pero suficiente para tener edge en este nicho temporal. Importante: las bandas se calculan con un bar de retraso (lagged). Esto elimina el look-ahead bias. La señal es ejecutable en tiempo real exactamente como en el backtest. 3. SIN STOP, EXIT TEMPORAL El stop implícito es el tiempo. Si el trade no revierte al midband en 40 minutos, cierra a mercado. Esto evita stops "ajustados" que se barren con ruido intradía. ──────────────────────────────────────────────────────────── PARÁMETROS ──────────────────────────────────────────────────────────── Indicador : Bandas de Bollinger (20, 2) lagged Entry : LIMIT al nivel exacto de la banda Take-profit: LIMIT en media móvil central Time exit : Cierre a mercado al minuto 40 del bloque Bloque : 14:00–14:40 UTC, lunes a viernes Sizing : 125% equity por defecto (ajustable 10–300%) Comisión : 0.02% | Slippage: 1 tick ───────────────────────────────────────────────────────────── NOTA METODOLÓGICA — LEE ANTES DE OPERAR ──────────────────────────────────────────────────────────── Este sistema fue construido para un torneo de UN día. Los datos de validación son las semanas previas al evento, no años. Es deliberado, no es un atajo. Saber el CLIMA de Madrid (60 días de lluvia al año, en promedio) no te sirve para decidir si mañana llevas paraguas. Para mañana necesitas el PRONÓSTICO. Misma ciudad, dos herramientas distintas, dos horizontes distintos. Yo no necesitaba un sistema que funcionara durante 5 años. Necesitaba uno que funcionara el 21 de mayo a las 14:00 UTC. Si segmentas el backtest del año completo verás esto: · IS estricta (May 25 – Feb 26, 10 meses): PF ~1.00 · Cola favorable (Abr–May 26): PF muy alto · Año completo (12 meses): PF 1.26 El edge real está concentrado en ciertos regímenes. Operarlo always-on te da PF 1.26 sobre un año. Operarlo cuando el régimen es favorable (que es lo que entrené) te da mucho más. Quien lo use debe entender esto y no esperar PF constante en todos los regímenes. Re-corre el backtest en tu propia ventana y decide si te encaja y te sirve de ejercicio/aprendizaje. ───────────────────────────────────────────────────────────── BACKTEST DE REFERENCIA ───────────────────────────────────────────────────────────── BITGET:SOLUSDT.P en 5m, periodo 26 mayo 2025 – 26 mayo 2026 (1 año completo, sizing 200%): Trades : ~245 Win rate : ~73% Profit Factor : 1.26 Max drawdown : ~3.1% Sesión del torneo ITF26 final (21 mayo 2026): Profit Factor : 1.69 — 5º puesto general ───────────────────────────────────────────────────────────── CÓMO USARLO ───────────────────────────────────────────────────────────── 1. Aplicar al chart BITGET:SOLUSDT.P en 5m. 2. El bloque interno opera en UTC (14:00–14:40) independientemente de la zona horaria de tu chart. Si configuras el chart en UTC verás el bloque resaltado correctamente. 3. Ajusta el input "Sizing (% equity)" a tu riesgo. 4. La tabla on-chart en esquina inferior derecha muestra: bloque activo · señal del día · PnL abierto · minutos restantes. ═════════════════════════════════════════════════════════════ NOTA METODOLÓGICA — HORIZONTE DE VALIDACIÓN ═════════════════════════════════════════════════════════════ Este sistema nació para un torneo de un día (ITF26, mayo 2026) y fue construido con datos de las semanas previas al evento. Quedó 5º en el ranking general con PF 1.69 en la sesión del torneo. Después del torneo, lo probé como sistema always-on durante 1 año (May 2025 – May 2026). Resultados: PF 1.26, hit 73%. Decente, pero NO el PF 1.69 del torneo. ¿Por qué? Porque un sistema construido para ganar un día concreto no es lo mismo que un sistema construido para operar todos los días durante años. Son problemas distintos con horizontes distintos. Es como saber el clima de Madrid (60 días de lluvia al año) versus saber si llueve mañana en Madrid. Para tu armario anual: clima. Para llevar paraguas mañana: pronóstico. Misma ciudad, herramientas distintas. Si segmentas el backtest: - IS estricta (May 25 – Feb 26, 10 meses): PF ~1.00 - Cola Apr–May 2026 (régimen favorable): PF muy alto - Año completo: PF 1.26 (promedio ponderado) El sistema en su versión publicada (v7, sin filtros de régimen) funciona, pero la ventaja real está concentrada en ciertos regímenes de mercado y ciertas ventanas temporales. Quien lo opere debe entender esto y no esperar PF constante. ═════════════════════════════════════════════════════════════ ───────────────────────────────────────────────────────────── USO RESPONSABLE ───────────────────────────────────────────────────────────── ► Valida el backtest tú mismo siempre. ► El sistema NO tiene stop loss fijo. Si esto choca con tu gestión de riesgo, este sistema no es para ti. ► El sizing 125-200% implica apalancamiento. Ajusta a la baja según tu tolerancia. ► Los resultados pasados no garantizan rendimientos futuros. ──────────────────────────────────────────────────────────── DISCLAIMER ──────────────────────────────────────────────────────────── Script publicado con fines educativos y de investigación. No constituye recomendación de inversión ni asesoramiento financiero personalizado. La autora no es asesora financiera registrada. Cualquier decisión de operar este sistema con capital real es responsabilidad exclusiva del usuario. El trading de instrumentos apalancados —especialmente perpetuos de criptomonedas— conlleva riesgo sustancial de pérdida del capital invertido. Nunca arriesgues capital que no puedas permitirte perder. La autora no se responsabiliza de pérdidas, daños o perjuicios derivados del uso de este script. ═════════════════════════════════════════════════════════════ Sistema desarrollado y operado en el ITF26 Ibiza, mayo 2026. — Mariel Lang Sáez Trade It Simple
Стратегия Pine Script®
от mariellangsaez
2
Bollinger Bands Gradient [Gabremoku]Bollinger Bands Gradient is an enhanced Bollinger Band overlay designed to turn classic volatility bands into a richer visual and signal-based trading framework. The indicator keeps the core structure of Bollinger Bands — Upper Band, Basis, and Lower Band — but adds a dynamic gradient fill, squeeze detection, state-based bar coloring, strategy-side signal logic, and an optional dashboard for fast chart interpretation. Bollinger Bands are widely used to read volatility compression, expansion, and breakout behavior, especially when traders want more context than a standard three-line display can offer. This script is built for traders who want Bollinger Bands to feel more alive: clearer transitions, better volatility awareness, and cleaner breakout mapping directly on price. What it shows 🌈 Dynamic Gradient Fill — the area between Upper/Basis and Basis/Lower is filled with adaptive color intensity that changes according to price distance from the basis. 🗜️ Squeeze Detection — the script monitors Bollinger Band compression and flags low-volatility states when band width contracts relative to its recent range. Bollinger squeezes are commonly used to identify volatility contraction before a possible breakout. 🎨 State-Based Coloring — basis line, bands, bars, and optional background can all shift visually depending on whether the market is bullish, bearish, neutral, or in squeeze mode. 📍 Breakout Signals — optional labels for: BUY / SELL in Long mode SHORT / CLOSE in Short mode 🪧 Dashboard — a compact panel showing current state, strategy mode, sequence status, band width, range position, and squeeze condition. 🏷️ Last Value Labels — optional live labels for Upper, Basis, and Lower band values. Core logic This script combines volatility structure and signal sequence control. At the core, Bollinger Bands define the dynamic range around a moving average using standard deviation, which helps visualize whether price is relatively stretched or compressed versus its recent behavior. Narrow bands usually reflect low volatility, while wide bands reflect expansion. On top of that, this version introduces: a basis color gradient tied to price position inside the band structure, a fill intensity model tied to distance from the basis, and a state machine that prevents repeated entry signals in the same sequence. That makes the indicator more structured than a plain breakout marker, especially for traders who want cleaner signal flow. Signal logic The indicator supports two operating modes: Long Mode BUY = breakout above the Upper Band SELL = breakdown below the Lower Band Short Mode SHORT = breakdown below the Lower Band CLOSE = breakout above the Upper Band This logic reflects one of the most common ways traders use Bollinger Bands: watching for volatility compression, then responding to expansion outside the bands. At the same time, Bollinger-based strategies can also be used for mean reversion, which is why breakout signals generally work best when confirmed by price structure, momentum, or volume. Features ✅ Classic Bollinger Bands with selectable basis type ✅ Dynamic gradient fill above and below the basis ✅ Adaptive basis coloring based on price position ✅ Squeeze detection using band-width normalization ✅ Optional squeeze background highlighting ✅ Optional bar coloring by state ✅ Strategy-side selector: Long or Short ✅ Breakout signal state machine ✅ BUY / SELL / SHORT / CLOSE labels ✅ On-chart dashboard ✅ Optional last-value labels ✅ Fully customizable colors and style inputs How to use A practical reading flow is: Watch for band contraction and squeeze conditions. Treat that as a volatility compression phase. Monitor for price expansion outside the bands. Use the selected strategy mode to interpret the resulting signal sequence. In practice: tight bands + squeeze on = market compression break above upper band = bullish expansion candidate break below lower band = bearish expansion candidate That said, Bollinger breakouts can fail in choppy environments, so many traders confirm them with momentum, volume, or higher timeframe structure rather than using them in isolation. Notes This indicator is designed as an enhanced Bollinger workflow tool, not as a complete trading system with full risk management. Bollinger Bands can support both breakout and mean-reversion approaches, so the best interpretation depends on market regime and confirmation methods. Author: Gabremoku Pine Script v6
Индикатор Pine Script®
от Gabremoku
BB-RSI - Short IndicatorBB-RSI — Short Indicator 🔷 What it does: This is a signal-only indicator that mirrors a fade-the-strength short DCA workflow. It tracks one virtual short position at a time, opened only when TWO independent overbought conditions align on a lower timeframe, then scales the position with up to nine safety orders as price ladders higher against entry. The indicator computes a running average entry, total deployed capital, and open PnL from the live fill ledger and renders all of it on the chart. Every event emits a webhook-ready JSON payload tailored for a DCA Bot. - Dual confirmation entry: Bollinger Bands %B(20, 2.0) crossing up 1.00 AND RSI(7) crossing up 65, both on 30m. - Wide deviation ladder: 0.72% to first safety order, 1.55× step multiplier — last AO at ~63% above base entry. - Soft compounding: each safety order is sized 1.03× the previous one. - Fixed exit: TP at 2.11% below the running average entry. No trailing, no Stop Loss. - Eleven discrete events per cycle (entry + 9 AO fills + TP) — each one fires its own webhook payload. 🔷 Who is it for: - Swing traders running a DCA Bot on crypto perpetuals that frequently overshoot resistance. - Bot operators who want a chart-driven signal source that emits per-event JSON ready for a DCA Bot. - Traders who want to monitor an evolving short position — base entry, owned AO levels, deployed capital, open PnL — directly on the chart without the strategy-tester overhead. - Risk-conscious operators building a high-confidence, low-drawdown defensive short into a diversified portfolio. 🔷 How does it work: Bollinger Bands %B Filter: A 30-minute Bollinger Bands(20, 2.0) is sampled via request.security and converted to %B = (close − lower) / (upper − lower). The BB gate fires when %B crosses up the configured level (default 1.00 — price exiting the upper band) at host-bar close. RSI Filter: A 30-minute RSI(7) is sampled in parallel. The RSI gate fires when RSI crosses up the configured level (default 65 — entering overbought) at host-bar close. Entry: When both gates align at the same host-bar close, the indicator marks a virtual short entry, captures the base entry price, seeds the cost-basis ledger, and fires the entry webhook payload. Safety Order Ladder: After base entry, the indicator monitors close price upward against the position. When close reaches base entry × (1 + cumulative deviation), the k-th safety order is marked filled, cost-basis is updated, and the AO webhook payload is fired. Cumulative deviation grows by the step multiplier (default 1.55): 0.72%, 1.84%, 3.57%, 6.25%, 10.40%, 16.48%, 25.90%, 40.51%, 63.14%. AO USDT size grows by 1.03× per fill — soft compounding rather than aggressive martingale. Honest Virtual Bookkeeping: Total cost and total qty are updated incrementally on every event, so the avg entry, deployed capital, and open PnL displayed in the status table reflect the actual broker-equivalent position state — no shortcut from base entry, no synthetic averaging. Exit: A fixed Take Profit at 2.11% below the running average entry. When close reaches the TP target, the close webhook payload fires and the virtual position resets. 🔷 Why it's unique: - Dual-Filter Confirmation: Two independent signals on the same lower timeframe must align. %B captures volatility expansion beyond statistical bounds; RSI captures momentum overheating. Together they filter out the either-or noise that triggers single-condition strategies. - Soft Compounding Ladder: The 1.03× size multiplier is much gentler than typical martingale (1.5–2.0×). It scales position size with adverse drift but doesn't blow up capital deployment if all safety orders fill. - Fill-by-Fill Avg Entry: The orange avg-entry line is derived from running totals updated on every event — what you see is what the broker-equivalent position would actually have. - Per-Event Webhook Ledger: Eleven distinct events per cycle, each with its own JSON alert payload. The indicator drives a DCA Bot end-to-end through a single TradingView alert. 🔷 Considerations Before Using the Indicator: Market & Timeframe: Designed for liquid crypto perpetuals on 30m–1h ranges. Default thresholds are calibrated for ATOMUSDT.P 30m. Strongly trending markets will fill the entire 9-AO ladder and hold the short while price grinds higher — the dual filter limits exposure to confirmed overbought conditions, but a regime shift to a strong trend requires manual oversight. Cross Detection Granularity: Entries and AO fills are evaluated on bar close. A bar that spikes through a level and returns within the same bar may be missed by design — this matches realistic polling behavior and avoids over-signaling on intra-bar wicks. Live vs Historical State: The virtual position state is rebuilt from chart history each time the indicator is recompiled. If the indicator is added mid-deployment or the live bot diverges from the signal stream (manual interventions, partial fills), the indicator state may not match the live bot. Toggle the indicator off and on to reset. Funding Rates (Perpetuals): The indicator does not account for perpetual funding rates. Sustained positive funding (longs pay shorts) improves live performance; sustained negative funding degrades it. Review the historical funding pattern before live deployment. No Stop Loss: There is no exit signal on adverse moves beyond the 9-AO ladder. Risk is structurally capped on the bot side by the bounded position-size ladder. If a hard exchange-side stop is required, configure it on the bot directly. Backtesting Note: This is an indicator, not a strategy. There is no built-in P&L tester. For performance metrics over a 2.5-year sample (~267 closed trades, 79.78% win rate, 1.53% max drawdown, profit factor 6.23), use the companion strategy version on identical parameters. 🔷 How to Use It: 🔸 Add the indicator to a 30m chart on the perpetual pair you want to trade. 🔸 Review the BB filter (timeframe / period / deviation / level) and the RSI filter (timeframe / length / level). Defaults are calibrated for ATOMUSDT.P 30m — recalibrate per asset before deploying. 🔸 Set the AO ladder parameters (count, first AO size, step, multipliers) and the Take Profit percentage to match your bot's configuration. 🔸 In the DCA Bot Webhook group, paste the Bot ID, Email Token, and Pair (QUOTE_BASE format, e.g., USDT_ATOM). 🔸 Create an alert on the indicator with "Any alert() function call". Paste the DCA Bot's webhook URL into the alert's Webhook field. The indicator will emit JSON payloads for short entry, each safety order, and TP exit — formatted for direct DCA Bot consumption. 🔷 INDICATOR SETTINGS Base Order Size (USDT): Virtual order size for the avg-entry computation. Real sizing happens on the bot. First AO Size (USDT): Virtual size of the first safety order; subsequent AOs scale by the Size Multiplier. Order Size Multiplier: Factor that grows each subsequent safety order's USDT size. Averaging Orders per Trade: Maximum number of safety orders per deal (default 9). Deviation to First AO (%): Distance from base entry at which AO1 becomes eligible. Deviation Step Multiplier: Ladder factor that widens each subsequent deviation step. BB Timeframe / Period / Deviation / Level: Lower-timeframe Bollinger Bands %B filter on the host symbol. RSI Timeframe / Length / Level: Lower-timeframe RSI filter on the host symbol. Take Profit (%): Fixed distance below the running average entry where the virtual short closes. DCA Bot Webhook: Bot ID, Email Token, and Pair fields injected into every alert payload. Visualization: Toggle DCA Ladder, Avg Entry / TP plot lines, fill labels, signal triangles, status table. Brand Watermark: Configurable text, position, size, and transparency. 👨🏻‍💻💭 We hope this tool helps enhance your trading. Your feedback is invaluable, so feel free to share any suggestions for improvements or new features you'd like to see implemented. __ The information and publications within the 3Commas TradingView account are not meant to be and do not constitute financial, investment, trading, or other types of advice or recommendations supplied or endorsed by 3Commas and any of the parties acting on behalf of 3Commas, including its employees, contractors, ambassadors, etc.
Индикатор Pine Script®
от 3Commas
BB-RSI Overbought DCA - Short StrategyBB-RSI Overbought DCA — Short Strategy 🔷 What it does: This is a short-only DCA strategy that fades overbought thrusts confirmed by two independent volatility-and-momentum filters on a lower timeframe. A short entry opens only when Bollinger Bands %B crosses up the upper band AND RSI crosses up an overbought threshold at the same lower-timeframe close — the dual confirmation requires both volatility-expansion and momentum-overheat to align. Nine safety orders form a wide deviation ladder for adverse upward price action. Exit is a fixed percentage Take Profit below the running average entry. No trailing, no Stop Loss. - Single base order with up to nine safety orders, sized at a 1.03× progression for soft compounding. - Dual-filter entry: BB %B(20, 2.0) crossing up 1.00 AND RSI(7) crossing up 65, both on 30m. - Wide deviation ladder: 0.72% to first safety order, 1.55× step multiplier — last safety order at ~63% above base entry. - Take Profit: 2.11% below average entry. No trailing. - Every entry, safety order, and exit emits a webhook-ready JSON alert payload for direct DCA Bot consumption. 🔷 Who is it for: - Swing traders looking for high-win-rate short exposure on crypto perpetuals that frequently overshoot resistance. - Bot operators who want a mechanical fade engine with dual confirmation and bounded position size. - Risk-conscious operators — at default settings the maximum deployed capital is ~8.93% of equity, and the realized maximum drawdown over a 2.5-year sample stayed at 1.53%. - Traders building a low-correlation portfolio: a defensive short with very low DD and an exceptional profit factor pairs well with directional long strategies. 🔷 How does it work: Bollinger Bands %B Filter: A 30-minute Bollinger Bands(20, 2.0) is sampled via request.security and converted to %B = (close − lower) / (upper − lower). When %B crosses up the configured level (default 1.00 — price exiting the upper band), the BB gate is satisfied. The 30-minute timeframe is sampled with lookahead disabled to avoid repaint. RSI Filter: A 30-minute RSI(7) is sampled in parallel. When RSI crosses up the configured level (default 65 — entering overbought), the RSI gate is satisfied. Both gates must be satisfied at the same host-bar close to arm a base entry. Entry: When both filters cross up on the same host bar, a short position opens at the base order size. The base order is configurable as Market (default) or Limit at the bar's close. Safety Order Ladder: After the base fill, the strategy monitors price deviation upward against the position. The k-th safety order fires when close ≥ base entry × (1 + cumulative deviation), where cumulative deviation grows by the step multiplier (default 1.55). At default settings: 0.72%, 1.84%, 3.57%, 6.25%, 10.40%, 16.48%, 25.90%, 40.51%, 63.14%. Each safety order's size grows by the size multiplier (default 1.03) — soft compounding rather than aggressive martingale. Exit: A fixed Take Profit at 2.11% below the running average entry. The position closes the moment close ≤ TP target. No trailing, no Stop Loss. 🔷 Why it's unique: - Dual-Filter Confirmation: Two independent signals on the same lower timeframe must align. %B captures volatility expansion (price extension beyond statistical bounds); RSI captures momentum exhaustion. Together they filter out either-or noise that would trigger single-condition strategies. - Soft Compounding Ladder: The 1.03× size multiplier is much gentler than typical martingale (1.5–2.0×). It still scales position size with adverse drift but doesn't blow up capital deployment if all safety orders fill. - Bounded Position Cap: With 9 safety orders at 1.03× progression, the maximum deployed capital is exactly base + 80 × 10.159 = 893 USDT per trade ≈ 8.93% of default equity. Inside the conventional 5–10% per-trade band, no surprises. - DCA Bot Integration: Every event (base, AO 1–9, exit) emits a fully-formed JSON alert payload. Connect one alert to a DCA Bot's webhook URL and the strategy drives the bot end-to-end. 🔷 Considerations Before Using the Strategy: Market & Timeframe: Defaults are calibrated for BYBIT:ATOMUSDT perpetual on 30m. The dual-filter combination is portable to other liquid crypto perpetuals that mean-revert from overbought stretches, but filter thresholds (BB level, RSI level) should be reviewed before redeployment. Strong Uptrends: Like any fade-the-strength setup, this strategy is positioned for ranges and rotations, not breakouts. In sustained uptrends the strategy may fill the entire 9-AO ladder and hold the short while price grinds higher. The dual filter limits exposure to confirmed overbought conditions, which historically have higher mean-reversion expectancy, but a regime shift to a strong trend requires manual oversight. Performance Profile: This is a high-confidence, low-volatility, low-return defensive short. Over the 2.5-year backtest the strategy returned +3.95% with a 1.53% maximum drawdown — annualized return is modest, but the return-to-DD ratio of ~2.6 and profit factor of 6.23 reflect very tight risk control. Size accordingly: this is a portfolio contributor, not a standalone alpha source. Funding Rates (Perpetuals): Backtests do not account for perpetual funding rates. Sustained positive funding on ATOMUSDT.P (longs pay shorts) would improve live performance; sustained negative funding (shorts pay longs) would degrade it. Review the historical funding pattern before live deployment. Commission Calibration: The default commission (0.4%) is set high as a conservative assumption. The actual Bybit perpetual taker fee is approximately 0.06%, so live performance with realistic Bybit fees should be meaningfully better than the published numbers. Update the commission input to match your fee tier for accurate forward expectations. No Stop Loss Justification: There is no exit on adverse moves beyond the 9-AO ladder. Per-trade risk is structurally capped by the bounded position-size ladder — at defaults that is 893 USDT max deployed = 8.93% of equity, inside the conventional 5–10% per-trade band. If a hard stop is required at the exchange level, layer it on the bot side. 🔷 STRATEGY PROPERTIES Symbol: BYBIT:ATOMUSDT.P (Perpetual) Timeframe: 30M Test Period: Mar 1, 2025 — Apr 1, 2026 (~1.1 years). Initial Capital: 10,000 USDT. Order Size per Trade: 0.8% of Capital base + 9 safety orders at 1.03× progression. Max Capital Deployed: ~893 USDT per trade (~8.93% of equity). Commission: 0.4% per trade (conservative — Bybit perpetual taker is ~0.06%). Slippage: 3 ticks. Margin for Short Positions: 100%. Indicator Settings: Default Configuration. Base Order: 80 USDT, Market by default (Limit toggle available). Take Profit: 2.11% below average entry (no trailing). Stop Loss: None — bounded position size is the structural risk cap. BB %B Filter: 30m BB(20, 2.0), Crossing Up 1.00. RSI Filter: 30m RSI(7), Crossing Up 65. Averaging Orders: 9, Deviation 0.72%, Deviation Step 1.55×, Size Multiplier 1.03×. Strategy: Short Only. 🔷 STRATEGY RESULTS ⚠️ Remember, past results do not guarantee future performance. Net Profit: +395.18 USDT (+3.95%) Max Equity Drawdown: 154.46 USDT (1.53%) Total Closed Trades: 267 Percent Profitable: 79.78% (213 / 267) Profit Factor: 6.23 🔷 How to Use It: 🔸 Adjust Settings: Open the strategy inputs and review the Base Order Size, BB filter (period / deviation / level), RSI filter (length / level), the 9-AO ladder, and the Take Profit percentage. Defaults are calibrated for ATOMUSDT.P 30m — recalibrate per asset before deploying. 🔸 Results Review: Run a full-period backtest and confirm Max Drawdown stays inside your personal risk band. Validate that the closed-trade count is statistically meaningful (≥ 100 is a reasonable floor). Update commission to match your exchange's actual fees. 🔸 Create alerts to trigger the DCA Bot: Add one alert on the strategy using "Any alert() function call". Paste the DCA Bot's webhook URL into the alert's Webhook field, and fill the Bot ID, Email Token, and Pair inputs on the script. The strategy will emit JSON payloads for short entry, each safety order, and exit — formatted for direct DCA Bot consumption. 🔷 INDICATOR SETTINGS Base Order Size (USDT): USDT amount opened on the short entry. Use LIMIT for Base: Toggle between Market (default) and Limit at bar close. Averaging Orders per Trade: Maximum number of safety orders per deal (default 9). First AO Size (USDT): USDT size of the first safety order; subsequent AOs scale by the Size Multiplier. Deviation to First AO (%): Distance from base entry at which AO1 becomes eligible. Deviation Step Multiplier: Ladder factor that widens each subsequent deviation step. Order Size Multiplier: Factor that grows each subsequent safety order's USDT size. BB Timeframe / Period / Deviation / Level: 30-minute Bollinger Bands %B filter on the host symbol. RSI Timeframe / Length / Level: 30-minute RSI filter on the host symbol. Take Profit (%): Fixed distance from average entry where the short closes for profit. DCA Bot Webhook: Bot ID, Email Token, and Pair fields injected into every alert payload. Visualization: Toggle DCA Ladder, fill labels, status table. Brand Watermark: Configurable text, position, size, and transparency. 👨🏻‍💻💭 We hope this tool helps enhance your trading. Your feedback is invaluable, so feel free to share any suggestions for improvements or new features you'd like to see implemented. __ The information and publications within the 3Commas TradingView account are not meant to be and do not constitute financial, investment, trading, or other types of advice or recommendations supplied or endorsed by 3Commas and any of the parties acting on behalf of 3Commas, including its employees, contractors, ambassadors, etc.
Стратегия Pine Script®
от 3Commas
HiddenRidder - 2xBB Timelocked + MAs## HiddenRidder - 2xBB Timelocked + MAs## ⚠️ Disclaimer This indicator is shared for educational purposes only. It is a technical analysis tool and does not guarantee specific win rates or financial success. Always practice strict risk management. ------------------------------ ## 🔍 Overview HiddenRidder - 2xBB Timelocked + MAs is a multi-timeframe trend architecture overlay. It projects macro volatility zones and institutional trend states directly onto lower execution timeframes. This setup is highly optimized for 0DTE options, futures trading, and swing trades . Unlike standard Bollinger Bands that track a single period, this script tracks two separate Higher Timeframe (HTF) bands simultaneously: a Fast Bollinger (Length 3) and a Slow Bollinger (Length 9). This allows you to monitor short-term momentum shifts and long-term structural trends from a single chart without switching timeframes. ------------------------------ ## 🛠️ Core Features & Logic * Timelocked Dual Bollinger Bands: Calculates two separate Bollinger Bands locked to a higher timeframe (e.g., Daily) using a 2x Standard Deviation multiplier. * Fast Bollinger (Length 3): Captures immediate HTF price expansions. * Slow Bollinger (Length 9): Establishes the macro structural boundaries. * Dynamic Trend Basis Line: The central slow basis line changes color dynamically. It turns Green when the price trades above it and Red when the price trades below it. * Hyper-Extension Breakout Clouds: When enabled (Fill Outside BB), the chart floods with color when the price breaks outside the slow 2SD bands. * Bright Green Cloud: Triggers when the close price breaks above the upper outer band. * Bright Red Cloud: Triggers when the close price breaks below the lower outer band. ------------------------------ ## ⏱️ Timeframe Setup Guide * Indicator Input Setting: Keep the Bollinger Band lock Timeframe set to Daily (D). * Execution Chart: Open your main trading chart on the 5-Minute (5M) timeframe. * The Interface: The wide macro bands will stretch across your fast 5M candles, acting as major institutional support and resistance maps. ------------------------------ ## 🚦 The Baseline Filter ( The Golden Rule ) To stay on the right side of the institutional trend on a fast 5M chart, use the center line color as your directional filter: * If the center line is Green , focus only on Long setups. * If the center line is Red , focus only on Short setups. ------------------------------ ## 🎯 Trade Setups & Strategy Execution## Strategy 1 : The Mean Reversion (The Snap-Back) Best for choppy, sideways, or range-bound macro markets. * Long Setup: 1. The 5M price drops and touches or pierces the Slow Bollinger Lower Band (Length 9). 2. Wait for a 5M bullish reversal candle (e.g., a hammer, bullish engulfing, or long lower wick). 3. Entry: Open of the next candle. 4. Take Profit (TP): The dynamic central basis line. 5. Stop Loss (SL): Just below the recent 5M swing low. * Short Setup: 1. The 5M price rallies and touches or pierces the Slow Bollinger Upper Band (Length 9). 2. Wait for a 5M bearish reversal candle (e.g., a shooting star, bearish engulfing, or long upper wick). 3. Entry: Open of the next candle. 4. Take Profit (TP): The dynamic central basis line. 5. Stop Loss (SL): Just above the recent 5M swing high. ## Strategy 2 : The Hyper-Extension Breakout (Riding the Cloud) Best for aggressive, heavy-volume momentum days. * Long Setup: 1. A 5M candle closes completely above the Slow Bollinger Upper Band. 2. The Bright Green Breakout Cloud floods your screen. 3. Entry: Enter long immediately on the close of that breakout candle. 4. Take Profit (TP): Trail using 5M swing highs, or exit when a 5M candle closes back inside the Fast Bollinger Upper Band (Length 3). 5. Stop Loss (SL): Below the Fast Bollinger Upper Band line. * Short Setup: 1. A 5M candle closes completely below the Slow Bollinger Lower Band. 2. The Bright Red Breakout Cloud floods your screen. 3. Entry: Enter short immediately on the close of that breakout candle. 4. Take Profit (TP): Trail using 5M swing lows, or exit when a 5M candle closes back inside the Fast Bollinger Lower Band (Length 3). 5. Stop Loss (SL): Above the Fast Bollinger Lower Band line. ------------------------------ ## ⚙️ Input Settings Summary * Bollinger Band lock Timeframe: Select your target higher timeframe (Default: D). * Length Short: Sets the period for the Fast Bollinger band (Default: 3). * Length Long: Sets the period for the Slow Bollinger band (Default: 9). * Fill Outside BB: Turn this on to display the green/red hyper-extension breakout clouds. ===================== 🎁 Bonus Feature : High-tier institutional EMA Ribbon (20/50/200) with custom trend-cloud formatting. It is currently set to invisible by default , keeping the chart clean while hiding a pro-level momentum engine just for my loyal fans.
Индикатор Pine Script®
от HiddenRidder
SW Hybrid Bollinger Bands## Overview Welcome to the **SW Hybrid Bollinger Bands**, a modern take on the classic Bollinger Bands volatility indicator. Unlike traditional Bollinger Bands that strictly use the closing price and a single Simple Moving Average (SMA), this script dynamically calculates standard deviation bands based on both the **High** and **Low** price points of candles. Furthermore, it incorporates both **EMA (Exponential Moving Average)** and **WMA (Weighted Moving Average)** to provide a smoother, more responsive volatility channel. --- ## How It Works The indicator splits the volatility channels into two distinct zones: * **Green Channels (High-Based):** Calculated using the candle's *High* price, integrated with EMA and WMA. These act as ultimate dynamic resistance zones and momentum gauges for upside moves. * **Purple Channels (Low-Based):** Calculated using the candle's *Low* price, integrated with EMA and WMA. These serve as dynamic support zones and exhaustion areas during downward trends. * **Center Line (White):** A standard 20-period SMA to keep you anchored to the baseline trend. By blending EMA (which reacts faster to recent price action) and WMA (which emphasizes linear weight), the fills between these lines create unique **"Liquidity/Volatility Belts"** rather than single strict lines. --- ## How to Trade with It 1. **Trend Riding:** During strong uptrends, the price tends to float between the 20 SMA and the upper Green Channels. In strong downtrends, it stays between the 20 SMA and the lower Purple Channels. 2. **Reversals & Exhaustion:** When the price penetrates deep into the outer green or purple filled zones, it often signals an overextended market, hinting at a potential mean-reversion back to the white 20 SMA. 3. **Volatility Squeezes:** When the green and purple bands compress tightly towards each other, expect a massive explosive breakout soon. --- ## Release Notes * **Open Source:** Free for the community! Feel free to favorite, share, and modify. * **Version:** Pine Script v6 optimized. * **Clean Visuals:** Red color elements updated to sleek **Purple** for better chart readability and modern aesthetic. *Disclaimer: This script is for educational and informational purposes only. Past performance does not guarantee future results.*
Индикатор Pine Script®
от SwSpace
Tetrad Elektro Community v1.0Tetrad Elektro Community is an open-source educational strategy built around Bollinger Band exhaustion, RSI confirmation, and optional bearish divergence logic. The strategy is designed to identify stretched market conditions where price may be overextended relative to its recent range. Long setups look for price pressing into the lower Bollinger Band with oversold RSI confirmation. Short setups look for upper-band exhaustion, elevated RSI, or bearish divergence where price makes a new high but RSI or MACD fails to confirm. Suggested use: This strategy is best studied on the 30-minute or 45-minute chart. It was designed primarily for crypto markets and may work across several liquid crypto assets such as BTC, ETH, SOL, and DOGE. It may also be worth researching on high-liquidity stocks or ETFs, but users should always test each asset individually before relying on any result. Suggested mode selection: - Use Long Only in bullish environments. - Use Short Only in bearish environments. - Use Long & Short in ranging or two-sided environments. The strategy includes: - Bollinger Band mean-reversion logic - Main RSI and fast RSI filters - Optional bearish divergence using RSI/MACD confirmation failure - Optional stop loss - Optional time stop - Optional flat-first execution behavior - Clean chart visuals with optional labels and signal markers This public community version is intentionally simplified. It does not include Tetrad’s private MLTT/RORO risk engine, execution controller, portfolio allocator, live-routing infrastructure, optimized production parameters, or machine-learning overlays. This is not financial advice. Backtests are hypothetical and may differ from live execution. Always test on your own market, timeframe, exchange, fee assumptions, and risk model before using any strategy.
Стратегия Pine Script®
от TetradProtocol
Bollinger Band Scalping Bollinger Bands + 8/12/26 EMA scalping system. Fires when a candle's open AND close are both outside a BB, with three EMA-based take-profits. This can generate 50–100 trades a day in volatile sessions. Optional 200 EMA trend filter so you only fade with the higher-TF trend. Auto-draws entry, SL (configurable %), TP1 (EMA 8), TP2 (EMA 12), TP3 (EMA 26). How to use: Run on 3m or 5m with above-average volume Wait for "CCSS L" / "CCSS S" labels Set limit orders at the dashed entry line, SL, and three TPs Standard exit: 33% size at each TP Best timeframes: 3m, 5m. Alerts: CCSS Long, CCSS Short.
Индикатор Pine Script®
от JuliusStark
1
Momentum Matrix [LIVE]### Introduction Welcome to Momentum Matrix , a multi-dimensional momentum and volatility confluence engine. This indicator combines Linear Geometry (Moving Average Slope) with Derivative Volatility Breakouts (Bollinger Bands applied to a custom MACD line) to create a rigorous, two-step verification system designed to identify high-probability trend expansions while filtering out low-volume market noise and chop. ### How It Works 1. **The Core Trend (MA Angle):** The script normalizes a moving average using an Average True Range (ATR) calculation to determine its precise geometric angle. It flags the trend as bullish or bearish only when the moving average breaks past a user-defined threshold (e.g., 6°), turning flat ranges grey (**No Trade Zone**). 2. **The Volatility Trigger (MACD BB):** A custom MACD line is tracked natively against standard deviation Bollinger Bands. When momentum expands, the MACD line punches outside the bands. 3. **The Confluence Signal:** When **both** systems simultaneously turn bright green or bright red, the script prints a distinct **Confluence Dot** on the zero line, signaling an institutional momentum breakout. --- ### Key Use Cases *🚀 **Squeeze Play & Volatility Breakout Entries*** Entering the trade on the first Confluence Dot catches the absolute beginning of a macro trend expansion. *📈 **High-Probability Trend Following*** As long as the lines and histograms stay locked in solid green or red, it proves that the velocity of the move is being actively sustained by volume. *⚠️ **False Breakout Filter (Staying Out of Chop)*** Many traders lose money by buying a breakout on the price chart, only for it to immediately reverse. This indicator acts as a gatekeeper. If price makes a sudden spike upward, the MACD might briefly flash green. However, if the broader Moving Average Angle remains flat and stuck in the "No Trade Zone," the indicator refuses to print a buy dot, preventing FOMO entries. *⏱️ **Scalping with the Live Delta Dashboard*** If an asset is moving up but the live angle change starts decaying (e.g., dropping from +2.5° down to +0.2°), it signals a hidden momentum loss—alerting you to take profits before the price action actually stalls out. --- ### Key Features * **Adaptive MA Selection:** Swap between EMA, SMA, HMA, LSMA, ALMA, and McGinley. * **Built-in Volatility Filter:** Bollinger Bands track the MACD line directly to confirm momentum expansion. * **Live Statistics Table:** View current trend angles and live changes on every tick. * **Strict Non-Repainting Signals:** Confluence triggers confirm at the close of the bar to ensure historical data accuracy. --- ### Credits & Acknowledgments This script is a customized confluence engine built upon the excellent open-source work of two brilliant developers in the TradingView community. Special thanks to: * ** @Mango2Juice ** for the foundational logic behind the *Angle of Moving Averages* script. * ** @Algokid ** for the original concept and design of the *AK MACD BB indicator*. This version modernizes the calculations into Pine Script v5 , introduces a dynamic real-time tracking dashboard, and establishes a strict non-repainting mathematical handshake between both metrics.
Индикатор Pine Script®
от Rishii72
Bollinger Bands Breakout Oscillator A Bollinger-style volatility oscillator that measures bullish and bearish breakout pressure when price expands beyond the upper or lower band. Bollinger Breakout Pressure Oscillator is a momentum and volatility-based oscillator designed to measure bullish and bearish pressure outside a Bollinger-style volatility envelope. The indicator uses an EMA as the central baseline and calculates upper and lower bands using standard deviation. Instead of simply showing whether price is above or below the bands, it measures how much price has expanded beyond the upper or lower band over a selected lookback period. Bullish pressure is calculated when price pushes above the upper band. Bearish pressure is calculated when price pushes below the lower band. The result is displayed as two separate oscillator readings: - Bullish Breakout Pressure - Bearish Breakout Pressure A higher bullish reading suggests stronger upside expansion beyond the upper volatility band. A higher bearish reading suggests stronger downside expansion beyond the lower volatility band. The midline at 50 can be used as a reference zone to evaluate whether breakout pressure is becoming more significant. This tool can help traders identify: - Volatility expansion - Bullish breakout pressure - Bearish breakout pressure - Momentum continuation - Exhaustion after strong moves - Directional imbalance outside the bands Best used with price action, volume, VWAP, support and resistance, session structure, or trend filters. This indicator is not designed to predict reversals or guarantee breakout continuation. It should be used as a pressure-reading tool, not as a standalone trading system. How it works: The indicator builds a volatility envelope using an EMA baseline and standard deviation bands. It then compares price against the upper and lower bands over the selected lookback period. When price moves above the upper band, bullish breakout pressure increases. When price moves below the lower band, bearish breakout pressure increases. The oscillator normalizes this pressure into a percentage-style reading, making it easier to compare breakout strength across different market conditions. Inputs: Length: Controls the lookback period used for the EMA, standard deviation, and pressure calculation. Multiplier: Controls the width of the volatility bands. Higher values create wider bands and require stronger movement to register breakout pressure. Source: Defines the price source used in the calculation. Bullish Color: Sets the color for bullish breakout pressure. Bearish Color: Sets the color for bearish breakout pressure. Limitations: - Strong readings may appear after a move is already extended. - Low readings do not always mean the market is inactive. - The oscillator does not provide automatic entries, exits, stop loss, or take profit levels. - Breakout pressure can fail during fake breakouts or sharp reversals. - It should be combined with market structure, volume, or trend context.
Индикатор Pine Script®
от Ty_yanse
Squeeze Bollinger Bands Tracker [MarkitTick]💡 This institutional-grade analysis suite provides a sophisticated volatility-tracking environment designed to identify market compression phases and high-conviction breakouts. By integrating Bollinger Band standard deviation logic with Z-Score normalization and a non-linear sigmoid volatility engine, the script transforms raw price action into a multi-dimensional heatmap. This approach allows traders to distinguish between low-volatility "coiling" phases and institutional-driven momentum expansions, providing a clear visual representation of market energy. ● ✨ Originality and Utility The Squeeze Bollinger Bands Tracker distinguishes itself through the implementation of a proprietary "Signal Engine" and a non-linear volatility grading system. Unlike standard Bollinger Band indicators that merely plot static lines, this tool actively monitors the rate of change in channel width relative to its own historical standard deviation. • Dynamic Volatility Normalization Most indicators rely on linear calculations that fail to account for the exponential nature of market expansion. This script utilizes a Z-Score calculation to determine how extreme a volatility move is compared to its history, then maps that value through a sigmoid function. This creates a "Heatmap" effect on the candles that reflects institutional participation levels rather than simple price movement. • Institutional Breakout Grading The utility is further enhanced by an automated grading system (Grades A, B, and C). By cross-referencing price spread (the distance between open and close) with actual volume metrics during a breakout, the script provides an objective measure of signal quality, helping traders filter out "fakeouts" that lack volume support. ● 🔬 Methodology and Concepts The logic flow is divided into three core analytical pillars: Compression Detection, Momentum Normalization, and Signal Verification. • Compression Detection (The Squeeze) The script calculates the percentage-based width of the Bollinger Bands. When the current width falls below its SMA-based average, the market is classified as being in a "Squeeze" state. This signifies a period where market energy is being stored, often preceding a significant directional expansion. • Sigmoid-Mapped Z-Score Volatility To provide the neon heatmap coloring, the script calculates the Z-Score of the channel width. This tells us how many standard deviations the current volatility is from the mean. This Z-Score is then processed through a Sigmoid Function: 100 / (1 + exp(-Z-Score)). This mathematical transformation squashes the infinite Z-Score range into a 0–100 scale, creating a smooth gradient for the "True Institutional Heatmap." • Breakout Validation Engine Signals are not generated simply on a price cross. The Signal Engine (a custom User-Defined Type) calculates real-time Entry, Stop Loss (based on the previous basis line), and Take Profit levels. During the moment of crossover, the "calcGrade" method evaluates if the current bar's spread and volume are at least 150% of their historical averages to assign a Grade A "Institutional" breakout. ● 🎨 Visual Guide The visual interface is designed with a high-contrast "3D Neon" aesthetic to ensure critical data points are immediately recognizable during fast-moving market conditions. • The 3D Neon Channels Upper Core & Glow: The upper Bollinger Band is rendered in Cyan (#00FFFF). It features three layers: a 2-pixel core for precision and two wider "Glow" layers with varying transparency (60% and 85%) to create a neon effect. Lower Core & Glow: The lower band is rendered in Magenta (#FF00FF), following the same three-layer glow architecture to signify the support boundary. Basis Core: The central moving average is rendered in Yellow (#FFFF00), acting as the dynamic mean and the primary stop-loss anchor. • True Institutional Heatmap Candles The candle colors are not fixed; they represent a gradient based on the Sigmoid Volatility score. Bullish State: Transitions from a deep "Cold" Forest Green (#004D40) during low-volatility rises to a "Hot" Neon Green (#00FF00) during high-momentum surges. Bearish State: Transitions from a deep "Cold" Purple (#4A148C) during low-volatility drops to a "Hot" Neon Red (#FF0000) during aggressive sell-offs. Neutral State: Gray (#808080) candles appear when no definitive trend state is identified by the Signal Engine. • Analytical Dashboard and Labels Buy/Sell Labels: When a breakout occurs, a Cyan or Magenta label appears. It displays the signal Grade (A, B, or C) and the calculated E (Entry), TP (Take Profit), and SL (Stop Loss) values. Institutional Analytics Dashboard: Located in the top-right, this table provides real-time data on Trend Maturity (in bars), Volatility State (Squeeze vs. Expanding), and the percentage proximity to the upper and lower breakout levels. ● 🔍 Deconstruction of the Underlying Scientific and Academic Framework The indicator is built upon the foundation of Statistical Process Control and Information Theory. By treating price movement as a signal-to-noise problem, the script uses the following frameworks: • Standard Deviation and Gaussian Distribution The core of the Bollinger Band calculation relies on the assumption that price spends approximately 95% of its time within two standard deviations of the mean. The "Squeeze" logic identifies periods where the distribution is abnormally tight, suggesting an imminent return to the mean or a "Fat Tail" event (a breakout). • Z-Score Normalization In statistics, the Z-Score is used to compare observations from different data sets or time periods. By applying Z-Score logic to the width of the bands, the indicator removes the "unit" of price and focuses purely on the intensity of the volatility, allowing for a standardized comparison across different assets (e.g., Bitcoin vs. Apple). • Non-Linear Sigmoid Mapping The use of the Sigmoid function (common in Neural Network activation) serves to eliminate outliers in volatility data. This ensures that the candle heatmap provides meaningful color variations even during extreme "Black Swan" events, preventing the visual output from becoming saturated or unreadable. ● 📖 How to Use Traders should focus on the transition between market states as displayed by the Analytics Dashboard and the Heatmap. • Step 1: Identify the Squeeze Monitor the "Volatility State" in the dashboard. When it displays "⚠️ SQUEEZE" in Neon Orange, the market is coiling. This is the preparation phase where no trades should be taken. • Step 2: Evaluate the Breakout Grade Wait for a "BUY" or "SELL" label to appear. Priority should be given to "Grade A" signals, as these indicate that both price spread and volume have significantly exceeded their 20-period averages, confirming institutional intent. • Step 3: Execution and Risk Management Upon a valid signal, the script provides an automated trade plan. The Stop Loss is set at the Basis (Yellow) line from the previous bar to allow for minor breathing room, while the Take Profit is projected at a 1:1 ratio relative to the width of the band at the time of entry. ● ⚙️ Inputs and Settings The script provides granular control over the analytical engine and the visual experience. • Channel Settings Channel Length: Controls the SMA window for the Bollinger Bands (Default: 20). Standard Deviation Multiplier: Adjusts the width of the neon boundaries (Default: 2.0). • Analytics Settings Squeeze/Z-Score Length: Determines the lookback period used to define what constitutes "average" volatility (Default: 50). Quality SMA Length: Defines the window for the Grade A/B/C volume and spread verification (Default: 20). • Color and Heatmap Settings Users can fully customize the Neon Upper/Lower colors, the Dashboard background transparency, and the specific "Cold" and "Hot" thresholds for the candle gradient engine to match their preferred dark or light chart theme. ⚠️ Disclaimer All provided scripts and indicators are strictly for educational exploration and must not be interpreted as financial advice or a recommendation to execute trades. I expressly disclaim all liability for any financial losses or damages that may result, directly or indirectly, from the reliance on or application of these tools. Market participation carries inherent risk where past performance never guarantees future returns, leaving all investment decisions and due diligence solely at your own discretion.
Индикатор Pine Script®
от MarkitTick
Z-Score Mean Reversion ProZ-Score Mean Reversion Pro is a Strategy designed to identify high-probability mean reversion setups by combining statistical Z-Score extremes with RSI momentum confirmation, Bollinger Band volatility filtering, and EMA trend alignment. It provides clean buy/sell signals, visual trade zones, dashboard data, and alert outputs to assist in short-term reversal trading, intraday setups, and swing mean reversion trades. 🔑 FEATURES Z-Score Mean Reversion Engine: Detects statistically stretched price moves and highlights potential reversal zones when price deviates too far from its rolling mean. Multi-Layer Signal Confirmation: Combines RSI exhaustion, Bollinger Band Width volatility checks, and EMA trend filtering to reduce false signals and improve trade quality. Built-In Risk Management: Includes ATR-based stop loss and take profit logic, plus optional mean reversion exits when price returns toward equilibrium. ⚠️ NOTES & DISCLAIMERS This script works best on 5m, 15m, 1H, and 4H charts across Forex, Crypto, Indices, and liquid Stocks. Best suited for mean reversion traders looking to capture exhaustion moves and short-term reversals. ATR exits are ideal for structured risk management, while Z-Score exits are better for pure statistical reversion setups. Always use risk management (Stop Loss). This script is for educational and research purposes only. Always forward test before using live capital.
Стратегия Pine Script®
от ayusattv
INAZUMA Bollinger Bands [v4.0]Overview This indicator detects Bollinger Band ±2σ breaks ("Band Walk") and visualizes trend initiation and continuation with "Lightning/Magma" effects and count labels. v4.0 introduces the new "Squeeze (Rocket/Waterfall)" logic to capture strong trend continuations, complete with new dynamic visual effects. v4.0 Updates Squeeze (Rocket) Detection & Visuals: Added logic to detect strong momentum (such as short squeezes) where the price pulls back from the 2σ band but continues to push beyond the 1σ band. Rocket Flames (Uptrend): Visualizes upward squeezes with a high-heat gradient (White/Yellow/Orange/Red) between the candle low and the Upper 1σ band, resembling a rocket launch. Blue Waterfall (Downtrend): Visualizes downward squeezes with a dynamic blue gradient between the candle high and the Lower 1σ band. Squeeze Counter: Displays the consecutive number of squeeze bars directly on the chart, utilizing a memory-efficient single-label tracking system. Features Visual Effects: Draws distinct gradients for both ±2σ Band Walks (Lightning/Magma) and ±1σ Squeezes (Rocket/Waterfall). Consecutive Count Labels: Displays the number of consecutive band walks and squeezes directly on the chart. Smart Alerts: Built-in alerts for 3-bar consecutive squeezes to notify you of strong trend formations. Multi-Timeframe Settings (for Screener): You can change the timeframe used for screener calculations (1D, 1W, 1M) via "Filter Timeframe" in the settings. How to use with Screener Select this indicator in the Pine Screener. Add "MTF Up Bandwalk Count" or "MTF Down Bandwalk Count" to your columns. Set the desired timeframe (default: "1M") in the "Filter Timeframe" setting of the indicator. Calculations are performed in real-time without waiting for the bar to close.
Индикатор Pine Script®
от maru_jp
Price oscillator [Session Adjusted]Price Oscillator This indicator combines directional momentum bias with dynamic volatility analysis, helping traders identify both trend direction and potential exhaustion zones. Core Concept The oscillator calculates the percentage deviation of price from a session-adjusted moving average (close / MA - 1). The histogram is plotted as always-positive columns (green when price is above the MA, red when below). This design enables a clear visual comparison between momentum strength and the Bollinger Band Width (BBW). When the colored columns cross above the BBW line, it signals an over-extended condition, often indicating a high probability of imminent correction or mean reversion. Volatility Analysis The blue BBW line is a key element of the indicator: - Rising BBW (positive slope) indicates volatility expansion — typically associated with strong trending moves or breakout phases. - Falling BBW (negative slope) indicates volatility contraction — often signaling consolidation periods or impending explosive moves. Main Features Adaptive Lookback Period: Automatically adjusts based on the selected session duration (default 24 hours), providing timeframe consistency. Flexible Smoothing: Choose between SMA, EMA, RMA, or WMA for the reference moving average. Dual Signal System: Colored columns show momentum direction and strength. BBW line reveals both the level and the direction (slope) of volatility. Exhaustion Zones: Crosses between momentum columns and BBW act as dynamic overbought/oversold signals. How to Use Directional Bias Filter: Green columns = bullish bias | Red columns = bearish bias. Volatility Regime: Use the slope of the BBW line to distinguish between trending (expanding volatility) and consolidating (contracting volatility) environments. Correction Signals: Watch for strong momentum columns crossing above the BBW line — this frequently precedes pullbacks or reversals. Particularly effective on Forex pairs and European indices (DAX, CAC40, FTSEMIB, etc.) on 1H to 4H, and Daily timeframes.
Индикатор Pine Script®
от fpsantoro
Lumina Trend Channels & Bands [Pineify]Pineify - Lumina Trend Channels & Bands Lumina Trend Channels & Bands is an overlay indicator that builds a volatility-adjusted trend channel around a Volume-Weighted Moving Average (VWMA). VWMA forms the baseline, while ATR bands define how far price must move before trend state changes. Key Features VWMA midpoint weighted toward higher-volume closes. ATR-based upper and lower bands that adapt to current range. Persistent trend state while price remains inside the channel. Triangle markers on the first cross above the upper band or below the lower band. How It Works The script calculates a VWMA of close, then adds and subtracts ATR multiplied by the Band Multiplier. A close above the upper band sets bullish state; a close below the lower band sets bearish state. Between the bands, the prior state is preserved. Compute the VWMA baseline. Measure ATR and scale it by the Band Multiplier. Plot upper and lower channel bands around the VWMA, then mark the first crossover or crossunder. How the Components Work Together VWMA supplies the directional anchor, while ATR decides how much evidence price needs before a breakout is treated as meaningful. In high volatility the bands widen and demand a stronger close; in quiet conditions the channel tightens and reacts sooner. The cloud fill emphasizes the active side of the trend. Trading Ideas and Insights A bullish triangle may indicate continuation after price clears the upper boundary. A bearish triangle may flag downside momentum when price loses the lower band. Inside-channel movement is a drift zone. Wait for bar close on live bars; fast reversals can lag, and ranges can whipsaw. Unique Aspects Trend state is retained inside the ATR channel, reducing flip-flopping around the VWMA. The asymmetric cloud emphasizes the active trend side while keeping the opposite band visible. How to Use Add the indicator to a clean price chart. Use the midline and channel to judge bullish, bearish, or undecided territory. Treat triangles as potential breakout starts, then look for confirmation. No built-in alert conditions are included in this version. Customization Trend Baseline Length (default: 50) - VWMA lookback. Higher values smooth the channel but add lag. Volatility (ATR) Length (default: 14) - ATR lookback for band width. Band Multiplier (default: 2.0) - Channel distance. Higher values reduce breakouts; lower values are more sensitive. Bullish/Bearish Trend Colors - Adjust line, cloud, and marker colors. Conclusion Lumina Trend Channels & Bands is for traders who want a clean VWMA trend channel with volatility-aware breakout markers. Use it as context alongside structure, volume, and risk management rather than as a standalone system.
Индикатор Pine Script®
от Pineify
Basis-Filtered Lower BBBasis-Filtered Lower BB is a modified Bollinger Band indicator designed to help locate potential long entries only , based on @EdgeTools’ findings around lower-band mean reversion. Instead of treating Bollinger Bands as breakout, squeeze, or support/resistance tools, this script focuses on downside volatility extremes. According to the referenced finding, the strongest edge came from price closing below the lower Bollinger Band , where the move may be unusually extended relative to the asset’s recent volatility regime and later revert upward. The indicator filters the lower Bollinger Band with an offset RMA basis to reduce steep near-vertical drops during volatility expansion. The final Filtered Lower BB line shows the higher value between the lower band and the basis filter, with optional SMA smoothing enabled by default. Features: Built for studying potential long-only mean-reversion entries EMA-based lower Bollinger Band Fixed 2 standard deviation multiplier Separate lengths for lower band and basis filter Percentage-based basis offset, suitable for logarithmic charts Smoothed filtered output Raw lower band and basis filter hidden by default This is a visual research tool for identifying lower-band penetration zones, not financial advice or a complete trading strategy.
Индикатор Pine Script®
от mr.dmizer