Kalman Sigmoid Z-score | SurgeQuantTitle: Kalman Sigmoid Z-score Indicator
The Kalman Sigmoid Z-score indicator is a sophisticated tool designed to identify market momentum and potential trend changes using a combination of Kalman filtering, sigmoid-weighted averaging, and Z-score calculations. By processing price data through a Kalman filter and applying adaptive sigmoid weighting, this indicator provides clear visual signals for bullish and bearish market conditions. The Z-score output and price bars are dynamically colored to highlight momentum shifts, aiding traders in identifying potential trading opportunities.
How It Works
Kalman Filter Calculation
Computes a smoothed price series using a Kalman filter based on a user-selected price source (Close, High, Low, or Open) with configurable parameters for process noise, measurement noise, and filter order (default: 3).
The Kalman filter reduces noise in the price data, providing a stable foundation for further analysis.
Sigmoid-Weighted Averaging
Applies a sigmoid function to calculate adaptive weights based on price comparisons over a user-defined lookback period (default: 10).
Weights are adjusted dynamically using a volatility ratio (standard deviation over ATR) to account for market conditions, enhancing signal reliability.
Z-score Calculation
Calculates the Z-score of the Kalman-filtered price relative to a sigmoid-weighted moving average over a user-defined period (default: 20).
Bullish Signal: Triggered when the Z-score crosses above 0, indicating potential upward momentum.
Bearish Signal: Triggered when the Z-score crosses below 0, indicating potential downward momentum.
Visual Representation
The indicator provides a clear and customizable visual interface:
Z-score Histogram: Displayed as colored columns, with distinct colors for bullish (Z-score > 0) and bearish (Z-score < 0) conditions.
Bright green (#4DFFBE) for rising Z-score above 0.
Light green (#56DFCF) for falling Z-score above 0.
Dark purple (#AE75DA) for falling Z-score below 0.
Light purple (#4D2D8C) for rising Z-score below 0.
Price Bar Coloring: Synchronizes with the Z-score colors to reflect momentum on the main chart.
Reference Line: A zero line is plotted on the Z-score panel for easy reference.
Customization & Parameters
The Kalman Sigmoid Z-score indicator offers flexible parameters to suit various trading styles:
Source: Select the input price (default: Close; options: Close, High, Low, Open).
Lookback Period: Set the period for sigmoid weight calculations (default: 10).
Volatility Period: Adjust the period for volatility ratio calculation (default: 30).
Base Steepness: Control the sigmoid function’s sensitivity (default: 5).
Base Midpoint: Set the sigmoid function’s midpoint (default: 0.01).
Z-score Period: Define the period for Z-score calculation (default: 20).
Kalman Parameters:
Process Noise (default: 0.01).
Measurement Noise (default: 3).
Filter Order (default: 3).
Color Settings: Predefined colors with distinct shades for bullish and bearish states, ensuring clear visual differentiation.
Trading Applications
This indicator is versatile and can be applied across various markets and strategies:
Momentum Trading: Highlights strong bullish or bearish momentum for potential entry or exit points based on Z-score crossings.
Trend Confirmation: Use bar coloring to confirm Z-score signals with price action on the main chart.
Reversal Detection: Identify potential reversals when the Z-score crosses the zero line.
Scalping and Swing Trading: Adjust parameters (e.g., lookback, Z-score period) to suit short-term or longer-term strategies.
Final Note
The Kalman Sigmoid Z-score indicator is a powerful tool for traders seeking to leverage advanced filtering and statistical analysis for momentum and trend-based opportunities. Its combination of Kalman-filtered price smoothing, sigmoid-weighted averaging, dynamic Z-score signals, and synchronized bar coloring offers a robust framework for informed trading decisions. As with all indicators, backtest thoroughly and integrate into a comprehensive trading strategy for optimal results. This indicator is provided for educational and informational purposes and should not be considered financial advice.
Циклический анализ
Consolidation Breakout Signal//@version=5
indicator("Consolidation Breakout Signal", overlay=true, timeframe="")
// Inputs
length = input.int(20, "Consolidation Lookback")
atrMult = input.float(1.5, "ATR Breakout Multiplier")
bbLength = input.int(20, "Bollinger Band Length")
bbMult = input.float(2.0, "Bollinger Band Width Multiplier")
// ATR for volatility
atr = ta.atr(length)
// Bollinger Bands for consolidation
basis = ta.sma(close, bbLength)
dev = bbMult * ta.stdev(close, bbLength)
upperBB = basis + dev
lowerBB = basis - dev
bbWidth = (upperBB - lowerBB) / basis * 100
// Define consolidation as narrow BB width
consolidation = bbWidth < ta.sma(bbWidth, length)
// Breakout conditions
breakUp = consolidation and close > upperBB and close > close + atrMult * atr
breakDown = consolidation and close < lowerBB and close < close - atrMult * atr
// Plot Bollinger Bands
plot(upperBB, "Upper BB", color=color.new(color.blue, 70))
plot(lowerBB, "Lower BB", color=color.new(color.blue, 70))
// Plot signals
plotshape(breakUp, title="Breakout Up", style=shape.labelup, color=color.green, text="UP 🔼", size=size.large, location=location.belowbar)
plotshape(breakDown, title="Breakout Down", style=shape.labeldown, color=color.red, text="DOWN 🔽", size=size.large, location=location.abovebar)
// Alerts
alertcondition(breakUp, title="Breakout Up Alert", message="Big Up Move Likely 🚀")
alertcondition(breakDown, title="Breakout Down Alert", message="Big Down Move Likely 📉")
CF Cycle Low Projection V2Overview
This indicator helps traders analyze repeating market cycles by detecting significant pivot lows and projecting when the next cycle low may occur. It provides timing context to support decision-making but does not generate direct buy/sell signals.
How it works
Pivot detection : Confirms swing lows using left/right bars. Filters (minimum % move and optional ATR separation) ensure only meaningful lows are counted.
Cycle averaging : Calculates the average interval (and standard deviation) between recent pivot lows.
Projection : Adds the average interval to the last pivot low to forecast the next potential cycle low. If that point lies in the past, the script rolls forward until the projection is in the future.
Timing window : A shaded area around the ETA is drawn, based on either standard deviation or a percentage of the average, showing when a low is statistically more likely to occur.
Visualization:
• Vertical line = projected cycle low
• Shaded box = timing window
• Label = countdown in weeks/days/hours
• HUD = status, ETA, intervals used
How to use
Select your preferred timeframe (works on intraday and higher).
Allow pivots to accumulate; once the HUD shows Status: OK, projections will appear.
Use the ETA line and timing window together with structure, liquidity levels, and support/resistance zones.
Combine with your own strategy and risk management rules.
Notes
Works on any market supported by TradingView (crypto, stocks, forex, indices).
Filters can be adjusted to reduce noise (e.g., increase % move or ATR multiplier).
This tool is designed for cycle timing analysis only. It does not predict exact prices or guarantee outcomes.
Some traders refer to this approach as “camel cycle trading,” but here it is implemented as a pivot-based cycle projection tool.
DMI + ADX + Key Level — Carlos VizcarraMi indicador personal de adx para la estrategia de Rafael Cepeda Trader
HOPE(EMA) ROPE(IC)Confucius say: Man at end of rope finds hope; man drunk on hope soon finds rope
-HaggisZero
NDOG & NWOG - Liquidity + Sunday Box rroielDescription:
This script combines NDOG & NWOG liquidity levels with a Sunday Box framework to provide traders with structured levels for weekly bias, liquidity mapping, and potential entry/exit zones.
Features:
• Automatic plotting of NDOG & NWOG liquidity zones.
• Sunday Box (weekly open range) drawn to define structure and bias.
• Highlights liquidity sweeps and retests for trade confirmation.
• Configurable settings for box time, liquidity range, and display options.
• Built to support ROI/EL strategies by aligning liquidity with weekly key levels.
Use Case:
Helps traders identify where price is likely to react by combining liquidity-based zones with the Sunday box framework. Designed for clarity, confluence, and efficiency in execution.
All in oneict trading session, silver bullet. perfect session of trading. help with timing to enter for max profit. also with high and low of previous day, week, month
Highlight Specific Time CandleThis is a simple Pine Script tool that marks candles occurring at a chosen time of the day. You can set the hour and minute (in 24-hour format) from the inputs, and whenever a candle’s timestamp matches that time, the indicator highlights it with a symbol above the bar and an optional background colour.
This is useful for:
Identifying key intraday times (e.g., market open, midday, closing).
Spotting how price reacts at scheduled events (economic data releases, news times).
Custom Time Range HighlightThis indicator highlights specific time ranges on your TradingView chart with customizable background colors and labels, making it easier to identify key trading sessions and ICT (Inner Circle Trader) Killzones. It is designed for traders who want to mark important market hours, such as major sessions (Asia, New York, London) or high-volatility Killzones, with full control over activation, timing, colors, and transparency.
Features
Customizable Time Ranges: Define up to 9 different time ranges, including one custom range, three major market sessions (Asia, New York, London), and five ICT Killzones (Asia, NY Open, NY Close, London Open, London Close).
Individual Activation: Enable or disable each time range independently via checkboxes in the settings. By default, only the ICT Killzones are active.
Custom Colors and Transparency: Set unique background and label colors for each range, with adjustable transparency for both.
Labeled Time Ranges: Each active range is marked with a customizable label at the start of the period, displayed above the chart for easy identification.
Priority Handling: If multiple ranges overlap, the range with the higher number (e.g., Asia Killzone over Custom Range) determines the background color.
CET Time Zone: Time ranges are based on Central European Time (CET, Europe/Vienna). Adjust the hours and minutes to match your trading needs.
Settings
The indicator settings are organized into three groups for clarity:
Custom Range: A flexible range (default: 15:30–18:00 CET) for user-defined periods.
Session - Asia, NY, London: Major market sessions (Asia: 01:00–10:00, New York: 14:00–23:00, London: 09:00–18:00 CET).
ICT Killzones - Asia, NY, London: High-volatility periods (NY Open: 13:00–16:00, NY Close: 20:00–23:00, London Open: 08:00–11:00, London Close: 16:00–18:00, Asia: 02:00–05:00 CET).
For each range, you can:
Toggle activation (default: only ICT Killzones enabled).
Adjust start and end times (hours and minutes).
Customize the label text.
Choose background and label colors with transparency levels (0–100).
How to Use
Add the indicator to your chart.
Open the settings to enable/disable specific ranges, adjust their times, or customize colors and labels.
The chart will highlight active time ranges with the selected background colors and display labels at the start of each range.
Use it to focus on key trading periods, such as ICT Killzones for high-probability setups or major sessions for market analysis.
Notes
Ensure your time ranges align with your trading instrument’s session times.
Overlapping ranges prioritize higher-numbered ranges (e.g., Asia Killzone overrides London Session).
Ideal for day traders, scalpers, or ICT strategy followers who need clear visual cues for specific market hours.
Feedback
If you have suggestions for improvements or need help with customization, feel free to leave a comment or contact the author!
Ajay Auto Pre-Market Gap + 3PM Signal (NIFTY/BANKNIFTY/SENSEX)Ajay Auto Pre-Market Gap + 3PM Signal (NIFTY/BANKNIFTY/SENSEX)
Global Liquidity Proxy vs BitcoinGlobal Liquidity Proxy vs Bitcoin. Helps to understand the cycles with liquidty.
Multi-RSI with Stochastic Oscillator - flack0xA sophisticated momentum analysis tool combining 4 customizable RSI oscillators with an innovative Close/Close Stochastic implementation. Designed for traders seeking comprehensive momentum insights across multiple timeframes in a single, organized indicator.
Key Features:
4 Independent RSI Oscillators with default periods: 2, 3, 9, 27
Innovative Close/Close Stochastic - Compares closing prices to closing price ranges (not high/low)
Complete Customization - Individual control over periods, colors, line widths, and visibility
Reference Levels - Customizable overbought (70), oversold (30), and midline (50) levels
Smart Alert System - Crossover notifications for key momentum shifts
Unique Close/Close Stochastic Methodology:
Unlike traditional Stochastic oscillators that use high/low ranges.
Benefits of Close/Close Approach:
Eliminates Gap Noise - Ignores overnight gaps and intraday wicks
Smoother Signals - Reduces whipsaws common in traditional Stochastic
Position-Relevant - Focuses on actual settlement prices traders care about
Cleaner Momentum Reading - Pure closing price momentum without intraday volatility
Bear Market Highlighter — Peak→Final Trough 📌 Bear Market Highlighter — Peak → Final Trough (Summary)
Purpose:
This TradingView indicator automatically identifies and shades bear markets. A bear market is defined as a drawdown greater than 20% (customizable) from the last peak to the eventual trough.
🔑 Key Features
Automatic Detection: Detects market peaks and measures drawdowns until they exceed the user-defined threshold.
Shading: Highlights the entire bear phase (peak → trough) with a colored box plus live background shading.
Labels: Marks Bear Start at the peak and Bear End at the trough.
Configurable End Condition:
End on New High = true: Bear ends only when price fully recovers above the prior peak (keeps long declines like 2008 as one continuous bear).
End on New High = false: Bear ends sooner when drawdown shrinks below the threshold.
Customizable Inputs:
Threshold % (default: 20%)
Use Low or Close prices for drawdown
Shade color and opacity
⚙️ Inputs Explained
Bear threshold (%) → Minimum drop from peak to trigger a bear (default 20%).
Use low for drawdown → If true, calculation uses low prices (intraday depth), else close.
End on new high → Keeps long multi-leg declines as one bear until market exceeds old peak.
Shade color & opacity → Customize how the bear phase appears visually.
📈 How It Works
Track Peak: While not in a bear, the indicator keeps updating the highest point.
Trigger Bear: When drawdown > threshold, it marks the bear start.
Update Trough: While in bear, it tracks the lowest price reached.
End Bear:
Either when price recovers above old peak (End on new high = true),
Or when drawdown shrinks below threshold (End on new high = false).
Visualize: Shades the full peak-to-trough area and places start/end labels.
👉 Best Use Case: Long-term charts (weekly/monthly) for visualizing historic bear markets — helps compare severity & duration of downturns at a glance.
Ichimoku Fractal Flow### Ichimoku Fractal Flow (IFF)
By Gurjit Singh
Ichimoku Fractal Flow (IFF) distills the Ichimoku system into a single oscillator by merging fractal echoes of price and cloud dynamics into one flow signal. Instead of static Ichimoku lines, it measures the "flow" between Conversion/Base, Span A/B, price echoes, and cloud echoes. The result is a multidimensional oscillator that reveals hidden rhythm, momentum shifts, and trend bias.
#### 📌 Key Features
1. Fourfold Fusion – The oscillator blends:
* Phase: Tenkan vs. Kijun spread (short vs. medium trend).
* Kumo Phase: Span A vs. Span B spread (cloud thickness).
* Echo: Price vs lagged reflection.
* Cloud Echo: Price vs. projected cloud center.
2. Oscillator Output – A unified flow line oscillating around zero.
3. Dual Calculation Modes – Oscillator can be built using:
* High-Low Midpoint (classic Ichimoku-style averaging).
* Wilder’s RMA (smoother, less noisy averaging averaging).
4. Optional Smoothing – EMA or Wilder’s RMA creates a trend line, enabling MACD-style crossovers.
5. Dynamic Coloring – Bullish/Bearish color shifts for quick bias recognition.
6. Fill Styling – Highlighted regions between oscillator & smoothing line.
7. Zero Line Reference – Acts as a structural pivot (bull vs. bear).
#### 🔑 How to Use
1. Add to Chart: Works across all assets and timeframes.
2. Flow Bias (Zero Line):
* Above 0 → Bullish flow 🐂
* Below 0 → Bearish flow 🐻
3. With Signal Line:
* Oscillator above smoothing line → Possible upward trend shift.
* Oscillator below smoothing line → Possible downward trend shift.
4. Strength:
* Wide separation from smoothing = strong trend.
* Flat, tight clustering = indecision/range.
5. Contextual Edge: Combine signals with Ichimoku Cloud analysis for stronger confluence.
#### ⚙️ Inputs & Options
* Conversion Line (Tenkan, default 9)
* Base Line (Kijun, default 26)
* Leading Span B (default 52)
* Lag/Lead Shift (default 26)
* Oscillator Mode: High-Low Midpoint vs Wilder’s RMA
* Use Smoothing (toggle on/off)
* Signal Smoothing: Wilder/EMA option
* Smoothing Length (default 9)
* Bullish/Bearish Colors + Transparency
#### 💡 Tips
* Wilder’s RMA (both oscillator & smoothing) is gentler, reducing whipsaws in sideways markets.
* High-Low Mid captures pure Ichimoku-style ranges, good for structure-based traders.
* EMA reacts faster than RMA; use if you want early momentum signals.
* Zero-line flips act like momentum pivots—watch them near cloud boundaries.
* Signal line crossovers behave like MACD-style triggers.
* Strongest signals appear when oscillator, signal line, and Ichimoku Cloud all align.
👉 In short: Ichimoku Fractal Flow compresses multi-layered Ichimoku system into a single fractal oscillator that detects flow, pivotal shifts, and momentum with clarity—bridging price, cloud, and echoes into one signal. Where the cloud shows structure, IFF reveals the underlying flow. Together, they offer a fractal lens into market rhythm.
Global Liquidity Proxy (Fed + ECB + BoJ + PBoC)Global Liquidity Proxy (Fed + ECB + BoJ + PBoC) Vs BTC
HA Color Change Alerts (fixed v3)📌 Heikin Ashi Color Change Alerts
This indicator notifies you whenever a Heikin Ashi candle changes color (from red → green or green → red).
🔎 Features
Automatic Heikin Ashi calculation
Uses TradingView’s built-in Heikin Ashi source, so you don’t need to switch your chart to HA candles.
Signals on chart
Plots ▲ (green triangle) when HA changes from red → green and ▼ (red triangle) when HA changes from green → red.
Customizable alerts
You can set TradingView alerts for:
“Heikin Ashi Turned GREEN”
“Heikin Ashi Turned RED”
Options
Show/Hide the Heikin Ashi candles on top of your normal chart.
Choose whether alerts trigger only after bar close, or intrabar as soon as the color flips.
Show or hide the signal markers.
🔔 Use cases
Trend following: enter when HA flips to green, exit when it flips back to red.
Early reversal spotting: get notified when the candle momentum shifts.
Works on any symbol and timeframe.
Bot Analyzer📌 Script Name: Bot Analyzer
This TradingView Pine Script v5 indicator creates a dashboard table on the chart that helps you analyze any asset for running a martingale grid bot on futures.
🔧 User Inputs
TP % (tpPct): Take Profit percentage.
SO step % (soStepPct): Step size between safety orders.
SO n (soCount): Number of safety orders.
M mult (martMult): Martingale multiplier (how much each next order increases in size).
Lev (leverage): Leverage used in futures.
BB len / BB mult: Bollinger Bands settings for measuring channel width.
ATR len: ATR period for volatility.
HV days: Lookback window (days) for Historical Volatility calculation.
📐 Calculations
ATR % (atrPct): Normalized ATR relative to price.
Bollinger Band width % (bbPct): Market channel width as percentage of basis.
Historical Volatility (hvAnn): Annualized volatility, calculated from daily log returns.
Dynamic Step % (dynStepPct): Step size for safety orders, automatically adjusted from ATR and clamped between 0.3% and 5%.
Covered Move % (coveredPct): Total percentage move the bot can withstand before last safety order.
Martingale Size Factor (sizeFactor): Total position size multiplier after all safety orders, based on martingale multiplier.
Risk Score (riskLabel): Simple risk estimate:
Low if risk < 30
Mid if risk < 60
High if risk ≥ 60
📊 Output (Table on Chart)
At the top-right of the chart, the script draws a table with 9 rows:
Metric Value
BB % Bollinger Band width in %
HV % Historical Volatility (annualized %)
TP % Take profit setting
SO step % Safety order step size
SO n Number of safety orders
M mult Martingale multiplier
Dyn step % Dynamic step based on ATR
Size x Total position size factor (e.g., 4.5x)
Risk Risk label (Low / Mid / High)
⚙️ Use Case
Helps choose coins for a martingale bot:
If BB% is wide and HV% is high → the asset is volatile enough.
If Risk shows "High" → parameters are aggressive, you may need to adjust step size, SO count, or leverage.
The dashboard lets you compare assets quickly without switching between multiple indicators.
Zenova1. Key Levels (Daily Reference Levels)
Previous Day High
Previous Day Low
Midpoint = (High + Low) ÷ 2
These are plotted with clouds:
Green fill above Mid (High → Mid).
Red fill below Mid (Mid → Low).
Midpoint is shown as a yellow cross line.
Only today’s levels are shown (current day only).
2. Indicators
RSI (14)
Z-Score (lookback = 75 by default, configurable)
Z-Score Moving Average (SMA of Z-Score, same length as Z-Score lookback)
3. Daily Flags
Two internal “flags” are used to confirm reversal conditions:
hadOBAbove → set when RSI ≥ 70 and price is above Midline.
hadOSBelow → set when RSI ≤ 30 and price is below Midline.
These flags reset at the start of each new trading day.
4. Sell Reversal (Short Entry Signal)
A Sell Reversal is triggered when:
RSI previously went overbought (≥ 70) above the Midline.
RSI crosses below 50.
Current open price is above Midline.
Z-Score < Z-Score MA.
✅ If true → plot SELL REVERSAL (red triangle above bar).
5. Buy Reversal (Long Entry Signal)
A Buy Reversal is triggered when:
RSI previously went oversold (≤ 30) below the Midline.
RSI crosses above 50.
Current open price is below Midline.
Z-Score > Z-Score MA.
✅ If true → plot BUY REVERSAL (green triangle below bar).
6. Notes
Only one signal per OB/OS event (flags reset daily).
Works intraday, signals based on previous day levels.
No PSAR or IFZ in this version — this is the clean base.
Ark FCI OscillatorFinancial Conditions Index Oscillator
This indicator tracks week-over-week changes in the National Financial Conditions Index (NFCI), providing a dynamic view of evolving financial conditions in the United States.
Overview
The National Financial Conditions Index (NFCI) is a comprehensive weekly composite index published by the Federal Reserve Bank of Chicago. It measures financial conditions across U.S. money markets, debt and equity markets, and the traditional and shadow banking systems.
Interpretation
Positive values indicate improving financial conditions
Negative values signal deteriorating financial conditions
Risk assets demonstrate particular sensitivity to changes in financial conditions, making this oscillator valuable for market timing and risk assessment.
Alternative Data Source
Users can modify the source to FRED:NFCIRISK to focus specifically on risk dynamics. The NFCIRISK subindex isolates volatility and funding risk measures within the financial sector, capturing market volatility indicators and liquidity shortage probabilities while excluding broader credit and leverage conditions.
