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Историческая волатильность

Normalized Volatility (VIX & VDAX)#Script Capabilities 1. Retrieves VIX Data via External Symbol The script pulls volatility data (e.g., CBOE:VIX) using request.security(), independent of the chart’s underlying asset. 2. Selectable Timeframe Input Users can define the VIX calculation timeframe (e.g., Daily, Weekly, Intraday), making the indicator adaptable to different trading horizons. 3. Rolling Lookback Window It evaluates volatility relative to a configurable historical period (e.g., 252 days), enabling regime-sensitive analysis. 4. Min-Max Normalization (0–100 Scale) The script transforms raw VIX values into a standardized 0–100 range, allowing intuitive interpretation of extremes. 5. Relative Volatility Positioning It shows where the current VIX stands within its recent historical range, rather than displaying only absolute levels. 6. Visual Threshold Levels Reference lines (e.g., 20 / 50 / 80) help classify volatility into low, neutral, or high regimes. 7. Optional Background Highlighting High and low volatility zones can be visually emphasized for faster decision-making. 8. Regime Detection Tool The indicator helps identify transitions between low-volatility trend environments and high-volatility stress phases. 9. Cross-Market Compatibility It can be applied on any chart (equities, indices, commodities) while referencing the same volatility index. 10. Strategic Context Filter The script functions as a macro-volatility filter rather than a direct entry signal. #Practical Applications 1. Options Selling Timing High normalized VIX (>80) → favorable for short premium strategies (short puts, covered calls, strangles). Low normalized VIX (<20) → unfavorable for premium selling. 2. Risk Management Helps scale exposure during elevated systemic stress. 3. Volatility Regime Filtering Improves systematic strategies by avoiding breakout trades during volatility compression or avoiding mean reversion during panic phases. 4. Market Sentiment Gauge Acts as a proxy for fear and complacency cycles. 5. Portfolio Allocation Adjustment Can guide shifts between defensive and risk-on positioning. 6. Event Risk Monitoring Useful before/after macroeconomic events to assess volatility compression or expansion phases.
Индикатор Pine Script®
от Psychotrader4
Sigma Distance From Moving AverageThis is an indicator I've wanted to build for a while. The advent of AI and vibe coding circa 2026 made it feasible. This is an iteration of the previous indicator I shared - % distance from moving average - which, as explained in the self-described title, displays the % distance an asset's current price sits above or below whatever moving average you enter on whatever timeframe you choose. This new version expresses this distance as a z score rather than a %. The high level is we're going one level deeper - knowing how far an asset's current price is from its moving average is interesting, but what's more interesting is knowing how often this asset reaches this level above/below its moving average. Some assets are volatile, others less so. For something that moves a lot, being 15-20% above its 50 day moving average isn't all that rare. For something that doesn't move a lot, that might be a once in a ten thousand occurrence - we want to be able to quantify this. That's what this one does. Enjoy!
Индикатор Pine Script®
от dkncrypto
BPS Dashboard (Aggressive & Conservative)#BPS Dashboard (Aggressive & Conservative) 1. Adaptive Trading Mode – Allows switching between Conservative and Aggressive modes to control risk/reward and trade frequency. 2. Trend Detection – Uses 50- and 100-period linear regressions to define the market trend and smooths the slope for trend strength evaluation. 3. Volatility Calculation – Computes historical daily volatility and annualized volatility for expected move estimations. 4. Expected Move & Strikes – Calculates the expected price move for the target DTE and determines the Short Put and Long Put strikes accordingly. 5. Buffer & Spread – Computes the distance between current price and short put (“buffer”) and calculates the spread between short and long put for risk sizing. 6. Trade Setup Logic – Generates a TRADE signal if trend conditions, volatility limits, and mode settings align. 7. Probability of Profit (PoP) Approximation – Estimates the likelihood that the short put expires OTM using a lognormal approximation without relying on erf() for stability. 8. Visual Indicators on Chart – Plots linear regressions and shows a triangle below bars when a trade setup occurs, color-coded by mode (green for conservative, red for aggressive). 9. Dynamic Dashboard – Displays key metrics including Mode, Annual Volatility, Expected Move, Short/Long Put, Buffer, Spread, PoP, and Trade Status; uses color coding for easy interpretation. 10. Professional Styling – Clean, non-transparent dashboard with white text for readability; Mode and Status cells are color-coded to indicate risk/reward visually.
Индикатор Pine Script®
от Psychotrader4
BPS BB-Expansion (BPS-Regime with Traffic-Light)#BPS BB-Expansion (BPS-Regime with Traffic-Light) 1. Identifies bullish Bollinger Band expansions by measuring increasing band width, signaling the transition from consolidation to directional movement. 2. Confirms bullish market direction using a rising EMA, ensuring trades are aligned with the prevailing trend. 3. Detects confirmed bullish breakouts when price closes above the upper Bollinger Band, avoiding repainting signals. 4. Applies a trend-stability filter that requires price to remain above the EMA for a minimum number of bars, reducing false breakouts. 5. Calculates annualized volatility using ATR, Parkinson, or a hybrid method, allowing flexible and realistic volatility estimation. 6. Enhances volatility assessment with a dynamic volatility buffer that adapts to current market regimes via ATR comparison. 7. Filters trades based on minimum buffered volatility, ensuring sufficient option premium for credit-based strategies. 8. Uses a signal-locking mechanism to prevent repeated signals during the same bullish move. 9. Classifies market conditions into a Traffic Light system (GREEN / YELLOW / NO TRADE) to guide Bull Put Spread decisions. 10. Displays an on-chart dashboard and signal history, including regime status, buffered volatility, and recent buy signals for structured decision-making.
Индикатор Pine Script®
от Psychotrader4
BPS BB-Expansion (Simplified for Bull-Put-Spreads)#BPS BB-Expansion (Simplyfied) 1. Detects Bollinger Band breakouts on the current timeframe and focuses on moments of band expansion rather than compression. 2. Confirms bullish conditions using a positive EMA slope, filtering trades to align with short-term trend direction. 3. Prevents repeated signals during the same move via a signal lock mechanism, only re-arming after price falls back below the Bollinger basis. 4. Uses confirmed bar closes only, avoiding repainting and premature signals. 5. Calculates annualized volatility using three selectable methods: ATR-based, Parkinson volatility, or a hybrid of both. 6. Applies a dynamic volatility buffer that adapts to current market conditions by comparing current ATR to its historical average. 7. Adjusts volatility expectations upward during high-volatility regimes, producing a buffered volatility estimate suitable for risk-aware decisions. 8. Displays BUY signals visually on the chart with ATR-based label spacing to maintain chart clarity. 9. Maintains a rolling history of the last five buy signals, including entry price and buffered annualized volatility. 10. Provides a configurable on-chart information table summarizing Bollinger expansion status, current dynamic volatility, and recent signal history for real-time decision support.
Индикатор Pine Script®
от Psychotrader4
BPS BB-Expansion (IV-Buffer, History)BPS BB-Expansion (IV-Buffer, History) ##Overview This indicator is designed to identify high-quality bullish breakout opportunities by combining Bollinger Band expansion, trend confirmation, and dynamically adjusted volatility analysis. It focuses on momentum trades that occur during expanding volatility regimes while applying conservative volatility buffers to improve risk awareness. ##Core Functionality Bollinger Band Expansion Detection The indicator detects upward Bollinger Band expansion, which signals increasing volatility and the potential start of a momentum-driven price move. #Trend Confirmation via EMA Slope Buy signals are only considered when the EMA slope is positive, ensuring alignment with the prevailing trend and reducing counter-trend entries. #Confirmed Breakout Entry Logic A buy signal is triggered only after the bar closes above the upper Bollinger Band, filtering out false or intrabar breakouts. #Signal Lock Mechanism Once a buy signal is triggered, additional signals are blocked until price returns below the Bollinger midline. This prevents repeated signals during extended trends and reduces overtrading. #Advanced Volatility Calculation Options - Volatility can be calculated using: - Average True Range (ATR) - Parkinson volatility - A Hybrid method combining both This flexibility allows the user to adapt the indicator to different asset classes and market conditions. #Monthly Volatility Normalization All volatility values are scaled to a monthly equivalent percentage, enabling consistent comparison across instruments and timeframes. #Dynamic Implied Volatility Buffer A dynamic volatility buffer is applied based on the relationship between current ATR and its historical average. When market volatility rises, the buffer automatically increases. #Buffered Volatility Output The final volatility value includes the dynamic buffer, producing a more conservative volatility estimate that can be used for risk management, position sizing, or options-related analysis. #Statistical Price Projections The indicator calculates standard deviation targets (SD1 and SD2) relative to the Bollinger basis, providing probabilistic reference levels for trade management. #Historical Signal Tracking and Visualization The last five buy signals are stored and displayed in an on-chart table, including entry price and buffered volatility. This allows quick visual review of recent signal performance and market context. ##Intended Use This indicator is best suited for swing trading and position trading strategies that benefit from volatility expansion and trend alignment. It is particularly useful in environments where volatility regime changes play a critical role in trade selection and risk control. Greetings from Germany!
Индикатор Pine Script®
от Psychotrader4
MTF LineReg Psychotrader4 (BPS, History, Alert)#MTF LineReg Psychottrader4 (BPS, History, Alert) 1. Multi-Timeframe Trend Analysis: The indicator tracks two different timeframes (Fast HTF and Slow HTF) using Linear Regression to determine the dominant market direction and filter out noise. 2. Ultra-Smooth Signal Processing: It utilizes a proprietary "Ultra-Smooth" calculation method, combining Linear Regression with Hull Moving Averages (HMA) and EMA to reduce lag while maintaining high sensitivity to price changes. 3. Dynamic Volatility Filtering: It calculates an annualized Parkinson Volatility with a customizable IV-Buffer, ensuring that signals only trigger when market movement meets a minimum "Vol-Threshold." 4. Slope-Based Momentum Verification: Beyond simple crossovers, the script measures the "Slope" (angle) of the fast trend line to ensure a trade is only taken when momentum is strong enough. 5. Volatility-Adjusted Standard Deviation Levels: The indicator automatically projects three Standard Deviation (SD) levels based on current volatility, providing immediate targets or risk zones (SD 1, 2, and 3). 6. Intelligent Signal Shielding: To prevent "Over-Trading," the script includes a state-protection logic that resets triggers only after a trend reversal, preventing multiple buy/sell signals within the same trend phase. 7. Real-Time Diagnostic Dashboard: It displays a high-visibility table at a custom position (e.g., bottom-left) showing the current status (READY/WAITING), trend bias (BULL/BEAR), and precise volatility data. 8. Automated Trade History: The script maintains an internal array of the last five signals, including the entry price and the volatility at the time of the signal, for quick performance review. 9. Customizable Accessibility: It follows strict UI rules—using white text on red backgrounds and black text on green/yellow—with adjustable font sizes and table positions to fit any trader's screen setup. #Have fun! ##Greetings from Germany!
Индикатор Pine Script®
от Psychotrader4
Options-Strike-Finder (SD-Based)#User Manual: Options-Strike-Finder (SD-Based) This indicator is designed for options traders, specifically those selling Bull Put Spreads. It calculates statistical price boundaries based on historical volatility and displays potential strike prices directly on your main chart. ________________________________________ ## Overview The tool calculates the Standard Deviation (SD) of price movements over a specific lookback period. It then projects these moves downward from the current price to identify "safe" zones for selling Put options based on historical probability: • 1 SD (~68% Probability): Price stays above this level 68% of the time. • 2 SD (~95% Probability): A conservative level for high-probability income. • 3 SD (~99% Probability): Extreme "Black Swan" protection levels. ________________________________________ ### Key Features • Main Chart Overlay: The data is displayed in a clean table floating on your price chart. • Customizable Timeframes: Calculate volatility based on Daily, Weekly, or any other timeframe regardless of your current chart view. • Sound Alarms: Integrated audio alerts trigger when the price volatility (Z-Score) reaches a critical threshold. • Flexible UI: Adjustable table positioning and font sizing to fit your workspace. #### How to Use for Trading 1. Identify Strikes: Look at the "PUT STRIKE" column to find price levels for your Short Put. 2. Assess Risk: Use the "MOVE %" column to see how far the asset must drop to hit those strikes. 3. Stay Alert: If the Sound Alarm triggers, it indicates a significant spike in volatility—this is often the best time to enter a trade (high premium) or a crucial time to manage existing positions. ________________________________________ ##### Note: 1. This tool is a statistical aid. 2. Past volatility does not guarantee future price action. 3. Always use proper risk management.
Индикатор Pine Script®
от Psychotrader4
z-Score-Vola (Energy & Divergence)Overview of Metrics Vola z-Score: Measures how "nervous" the market is. It shows the number of standard deviations current volatility is from its 30-period average. Trend Energy: Shows the momentum of volatility. RISING: Increasing activity (Trend gaining strength) FALLING: Decreasing activity (Trend losing steam). Divergence: A warning signal that appears when price hits a new high/low, but volatility is already dropping. How to Trade with this Script 1. Breakout Hunting: Look for the SQUEEZE status. When the status changes to ELEVATED and Energy turns RISING, a massive move is likely starting. 2. Trend Confirmation: A healthy trend should have RISING Energy. If Energy turns FALLING while the trend continues, the move is becoming fragile. 3. Profit Taking: If the status hits EXTREME HIGH and a DIVERGENCE warning appears, consider tightening stop-losses or taking profits. The "fuel" for the move is running out.
Индикатор Pine Script®
от Psychotrader4
BTC Volatility Aligned Momentum EngineTitle BTC Volatility Aligned Momentum Engine Version and compatibility Pine Script v6 All request.security calls use lookahead off Strategy execution uses standard candles only Signals can update intrabar and settle on close. For conservative workflows, evaluate on bar close Summary in one paragraph BTC Volatility Aligned Momentum Engine is a daily first strategy built for liquid crypto, with BTC in mind. It only participates when three independent layers agree: directional state, structural location, and momentum phase. The novelty is not a random stack of indicators, it is a small decision engine that treats momentum as a regime variable and volatility as the unit of risk, so stops and targets scale with the market rather than staying static. Scope and intent Markets. Liquid crypto pairs, then liquid indices and FX as secondary use Timeframes. Intraday through daily. Defaults are tuned for BTC 1D behavior and weekly volatility scaling Purpose. Filter low quality participation by requiring alignment of state, structure, and phase instead of reacting to one signal Limits. This is a strategy. Orders are simulated on standard candles only Originality and usefulness This is designed as a compact regime filter, not a mashup. Each component solves a different failure mode and the entry requires agreement, not majority voting. Unique concept or fusion. A three layer gate that separates direction from structure and then confirms with momentum phase, while risk is expressed in weekly ATR units What failure mode it addresses. Trend filters often enter during late stage drift or chop. Here, the histogram slope is treated as a phase constraint, meaning entries are biased toward continuation when momentum is still improving in the chosen direction Testability. Inputs map directly to the decision layers, so you can stress test each layer independently without touching the rest Portable yardstick. Weekly ATR is used as a volatility denominator for risk distances, which reduces the common issue of fixed stops becoming too tight in expansion and too wide in contraction Protected scripts. The implementation is kept private to prevent cloning of the execution details, while the full method, assumptions, and reproduction settings are disclosed so users can evaluate it transparently Method overview in plain language Base measures Structural location. Price is evaluated relative to an EMA rail, acting as a simple market structure proxy Directional state. Heikin Ashi candles are used only as a state filter to reduce noisy flips. Execution is still done on standard candles Momentum phase. A MACD style histogram with an Internal HA calculation is computed and compared to its prior value. The model reads this as phase acceleration or deceleration rather than absolute level Volatility unit. Weekly ATR defines the distance unit used for stop and target placement Components State Gate. Heikin Ashi open and close define a bias state. This is not used for prices, only to avoid trading against the immediate directional state Structural Rail. A primary EMA defines whether price is operating above or below the model reference structure Phase Gradient. The histogram slope acts like a gradient test. Longs require improving momentum, shorts require deteriorating momentum. This avoids the classic issue where an oscillator can remain positive while momentum is already fading Weekly Volatility Engine. ATR is sampled on weekly timeframe and used as an adaptive risk ruler. Stops and targets are expressed as ATR multiples rather than fixed points Fusion rule This is a strict gate, not a score. All required conditions must be true. Directional state must agree with the trade direction Price must be on the correct side of the structural rail for longs Momentum phase must be improving for longs and deteriorating for shorts Risk distances use weekly volatility scaling when enabled Signal rule Long entry appears when the HA state is bullish, close is above the primary EMA rail, and the histogram is rising versus the prior bar Short entry appears when the HA state is bearish, price crosses under the short trigger EMA, and the histogram is falling versus the prior bar Long exit appears when close drops below the exit rail EMA Inputs with guidance Execution Control Allowed Direction. Both, Long Only, Short Only. Useful for regime isolation and research without changing the core model Enable ATR Risk Engine. On places ATR stop and target orders. Off disables those orders so you can evaluate pure signal exits Quantum MACD Engine Signal Source. Default close Impulse Length. Typical 8 to 20. Higher means fewer, slower phase changes Inertia Length. Typical 18 to 40. Higher means less sensitivity to short bursts Phase Sync Length. Typical 5 to 14. Higher reduces false phase flips but adds lag Oscillator Kernel and Signal Kernel. EMA reacts faster, SMA is smoother. Mixing kernels changes the histogram texture and can materially change frequency Trend Rails Primary Rail Length. Higher reduces churn and increases trend selectivity Cross Trigger Length. Short side sensitivity. Lower increases short triggers, higher filters them Exit Rail Length. Controls long exit responsiveness Volatility Risk Engine ATR Sample Length. Weekly ATR smoothing. Higher stabilizes risk unit Loss Guard ATR Mult. Stop distance in volatility units. Typical 1.0 to 3.0 Profit Guard ATR Mult. Target distance in volatility units. Typical 1.0 to 4.0 Usage recipes BTC daily core Chart BTC 1D Allowed Direction Both ATR Risk Engine On Defaults for rails and MACD engine Directional research Allowed Direction Long Only, then Short Only Keep everything else unchanged and compare drawdown behavior across regimes Lower frequency swing Increase Primary Rail Length Increase Phase Sync Length Use a slightly higher Profit Guard ATR Mult while keeping stop conservative Properties visible in this publication Initial capital 10000 Order sizing percent of equity with value 5 Pyramiding 1 Commission 0.1 percent per side, round turn is two sides Slippage 10 ticks Process orders on close ON Bar magnifier ON Recalculate after order is filled OFF Calc on every tick OFF All request.security calls use lookahead off Realism and responsible publication No performance claims. Past results do not imply future results BTC can gap and liquidity can thin. Slippage and fills vary by venue and regime If both stop and target can be hit within one bar, TradingView engine sequencing applies. Interpret single bar outcomes cautiously This strategy is designed for standard candles and does not claim realistic execution on non standard chart types Honest limitations and failure modes Fast volatility shocks can invalidate weekly ATR as a risk ruler for several bars Choppy ranges can produce alternating state and phase signals, increasing churn Short logic is structurally different from long logic by design, so symmetry should not be assumed across all regimes Parameter changes can materially alter behavior. Treat this as a framework and test on out of sample windows Legal Education and research only. Not investment advice. You are responsible for your decisions. Test on historical data and in simulation before any live use. Use realistic costs. Strategy notice Orders are simulated by the TradingView engine on standard candles. request.security uses lookahead off everywhere. Non standard chart types are not supported for strategies. Entries and exits Entry logic. Long when directional state is bullish, price is above the primary EMA rail, and momentum phase is improving. Short when directional state is bearish, price crosses under the short trigger EMA, and momentum phase is deteriorating Exit logic. Long exits when price drops below the exit rail. ATR stops and targets can be enabled or disabled via inputs Risk model. Weekly ATR multiple stop and take profit when enabled Tie handling. If stop and target are both hit in the same bar, TradingView bar resolution rules apply under the chosen magnifier settings
Стратегия Pine Script®
от exlux
Volatility Visualizer Percentiles (VIXFix, ATR, VIX)Summary A volatility regime dashboard for liquid instruments that converts three volatility lenses into 0 to 100 percentile ranks versus the last 252 closed daily bars. It is built to answer one question: is volatility unusually low or unusually high relative to the last year . Use it to adjust position sizing, stop width, and trade selectivity. It is not a directional signal. Scope and intent Markets : US indices and index ETFs, index futures, large cap equities, liquid crypto proxies, and other symbols where daily volatility regimes matter Timeframes : best on Daily. It can be applied on other chart timeframes, but the reference window remains 252 closed daily bars Default demo : SPX on Daily Purpose : provide a simple, testable volatility context layer that you can plug into any daily system as a risk filter or risk scaler What makes it original and useful Most “volatility tools” show raw ATR or a single volatility index. This script standardizes three distinct sources into the same unit (percentile), so you can compare them and combine them without guessing thresholds. Unique fusion : internal realized volatility (ATR%), internal stress proxy (VIXFix), and external implied volatility (input VIX symbol) expressed in the same 0 to 100 scale Practical outcome : the table gives a regime read and an action posture, so the output is directly usable for risk decisions Testable : all components are visible and thresholdable; you can backtest rules like “only trade when composite is between 30 and 75” Portable : percentiles remove the need to hardcode market specific “ATR is high” numbers across different symbols Method overview in plain language Base measures VIXFix : a price based fear proxy derived from the instrument’s own daily behavior (using the relationship between recent high closes and current lows) ATR% : daily ATR normalized by daily close, expressed as a percentage for cross symbol comparability External VIX : a user selected volatility index or proxy pulled via input symbol (default CBOE:VIX) Normalization to percentiles For each metric, the script stores the last 252 closed daily values It then computes where the most recent closed daily value sits inside that history as a percentile from 0 to 100 Tie handling is configurable (Midrank, StrictLess, LessOrEqual) to define how repeated values are ranked Fusion rule Composite percentile is the simple average of the available percentiles (VIXFix, ATR%, VIX) If one component is missing (for example the external symbol is unavailable), the composite averages the remaining components How to use it on Daily This tool is most effective as a risk regime layer on top of an existing strategy. Use the Composite row as the primary dial, and the individual components as confirmation. Recommended operating zones 0–20 Very Low : quiet regime. Tight stops often survive, but breakouts can underperform. Favor mean reversion or require stronger breakout confirmation. 20–40 Low : constructive for many systems. Use baseline sizing and baseline stops. 40–60 Mid : neutral. Run your base playbook. 60–80 High : volatility expansion. Reduce size and widen stops, or trade only higher quality setups. 80–100 Very High : stress regime. Smallest size, widest stops, and skip marginal setups. Gap risk and slippage risk are higher. How to interpret disagreements If ATR% is high but VIX is mid , realized vol is elevated but the market is not pricing extreme fear. Treat as a caution zone, not panic. If VIX is high but ATR% is mid , implied vol is elevated ahead of potential events. Expect expansion risk even if realized vol has not moved yet. If all three are high , treat it as a full stress regime and enforce strict risk limits. What you will see on the chart A compact table with one row per metric and optional composite For each row: last closed daily value, 252D percentile, a progress bar, and an action posture Optional stats: min, median, max for the 252D window (useful for sanity checks, adds CPU) Table fields quick guide Last closed daily : the value used for ranking, taken from the last fully closed daily bar 252D percentile : where the current reading ranks versus the last 252 closed daily readings Bar : quick visual map of percentile from 0 to 100 Action : risk posture suggestion tied to the percentile bucket Inputs with guidance Core Window (closed daily bars) : default 252. Higher values make the regime slower and more structural. Lower values make it more reactive. VIX VIX symbol : default CBOE:VIX. You can replace it with another implied volatility proxy appropriate for your market. VIXFix VIXFix lookback : typical range 21/22. Smaller reacts faster, larger smooths regimes. ATR ATR length : typical range 10–21 on Daily ATR as % of close : recommended on for comparability across symbols and long history UI Show composite volatility score : recommended on. Best single dial. Show action guide : recommended on if you want direct posture cues. Show min, median, max : optional. Useful for diagnostics, higher CPU. Table position : place it where it does not cover price. Usage recipes Daily trend following overlay Trade your trend system normally when Composite is between 25 and 75 If Composite is above 75, reduce size and widen stops, and require stronger trend confirmation Daily mean reversion overlay Focus on Composite below 40 Avoid Composite above 80 where gaps and cascading moves reduce mean reversion reliability Daily risk parity style scaling Use Composite percentile as a coarse risk throttle: higher percentile equals lower exposure Example posture: 0–40 normal exposure, 40–80 reduced exposure, above 80 minimal exposure Alerts This script is intentionally a dashboard and does not emit buy or sell signals. If you want alerts, create them from percentile thresholds in your own fork. For conservative workflows, trigger alerts on bar close. // Example alert conditions (add to your fork if desired) high_vol = comp_pct > 80 low_vol = comp_pct < 20 Honest limitations and failure modes This is not a directional predictor. Volatility can rise in both bull and bear markets. Percentiles are relative to the last 252 closed daily bars. A “high percentile” is high versus recent history, not an absolute guarantee of future movement. Implied volatility (VIX) can move ahead of realized volatility (ATR%). Treat divergence as information, not a signal. Very high volatility regimes can include gap risk and slippage risk that are not visible in indicator values alone. Legal Education and research only. Not investment advice. You are responsible for your decisions. Test on historical data and in simulation before any live use.
Индикатор Pine Script®
от exlux
Volatix Range Map Advanced Volatility-Based Session & Weekly Zones Volatix Range Map is a professional volatility and session framework designed to help traders visualize daily and weekly price ranges, key balance zones, and probabilistic high/low areas. Unlike the LITE version, this full version includes: Multiple anchor options (VWAP or Daily Open) Multi-day lookback for historical zones Weekly range and exhaustion levels Win-rate statistics for High-of-Day / Low-of-Day hits A full dashboard summarizing session and weekly context Volatix Range Map empowers traders with actionable market context, helping to plan entries, exits, and risk around volatility-driven zones. Quick Features (Snapshot): ATR-based daily and weekly zones Configurable anchor: VWAP or Daily Open Expected High / Low zones + Balance zone Multi-day zone history Weekly bias & exhaustion levels Real-time dashboard with statistics Alerts for HOD / LOD zone hits Feature Breakdown (In Depth): 1. ATR-Based Volatility Zones PRO calculates daily and weekly zones using the Average True Range (ATR) of the previous session(s), giving traders probabilistic support and resistance zones. 2. Anchoring Options VWAP → weighted price reference Daily Open → classic session anchor This flexibility allows you to align zones with your preferred intraday methodology. 3. Expected High, Low & Balance Zones High/Low Expansion Zones → indicate where price is statistically likely to reach Balance Zone → highlights the consolidation area around the session anchor Color-coded boxes → green = upside, red = downside, gray = balance 4. Multi-Day & Weekly Context View historical zones for a configurable number of days (day lookback) Weekly lines and exhaustion levels provide macro context Weekly bias shows whether the market is bullish or bearish relative to the weekly open 5. Statistics Engine Tracks total sessions and hit rates for HOD / LOD zones Provides real-time percentages to evaluate zone reliability Helps traders refine entry and exit expectations 6. Dashboard Overview A built-in dashboard displays: Zone hit statistics Session count Weekly bias Current anchor selection This reduces chart clutter and centralizes key information. 7. Alerts Triggered when price enters Upper / Lower Expansion Zones Enables monitoring of multiple markets simultaneously Settings Review: ATR Lookback Determines the sensitivity of zone widths. Lower values = tighter zones, higher values = broader zones. Anchor Mean Choose between VWAP or Daily Open to define the reference point for your zones. Display Options Show Daily Zones → toggle daily boxes Show Labels → toggle zone text Zone Lookback (Days) → how many past sessions to show Show Weekly Lines → weekly range + exhaustion levels Show Stats Dashboard → on/off Visual Customization Color-coded boxes for easy recognition Balance zone highlighted separately Best Practices: Use daily zones for intraday entries; weekly zones for macro context Combine with trend and momentum analysis for higher-probability setups Treat balance zones as consolidation / equilibrium areas rather than trade triggers Use alerts to plan entries near zone edges, not blindly follow them Evaluate HOD / LOD statistics over time to identify the most reliable markets Who Volatix Range Map PRO Is For Intraday and swing traders seeking structured volatility context Traders who want to plan around statistical expansion/contraction zones Users looking for dashboard-based analytics instead of visual clutter Advanced traders requiring multi-day and weekly session awareness The LITE → PRO smooth upgrade path: LITE = basic daily zones, free or low-cost entry point FULL = advanced anchoring, multi-day history, weekly context, stats, alerts ⚠️ Disclaimer This indicator is for educational and analytical purposes only. Trading carries inherent risks. Past performance does not guarantee future results. By using Volatix Range Map you acknowledge that all trading decisions are your own. The creators of this indicator are not responsible for any gains or losses resulting from the use of this tool. ✨ Access: If you find this Volatility tool useful, consider adding it to your favorites and sharing feedback. Check out our other indicators available at our website. If you'd like access or have any questions, feel free to reach out to me directly via DM.
Индикатор Pine Script®
от largepetrol
Volatix Range Map LITEVolatix Range Map LITE provides traders with a simple way to visualize intraday expected high and low zones based on daily volatility. By anchoring to the daily open and scaling ranges with the ATR, the indicator highlights the areas where price is likely to fluctuate during the session. This LITE version gives you essential daily context, while advanced features like weekly levels, custom anchors, and win-rate stats are reserved for the PRO version. It’s ideal for traders who want a clean, visual reference for intraday price ranges without cluttering the chart. Quick Features (Snapshot) Daily volatility range mapping using ATR Expected High and Low zones visualized as shaded boxes Automatic daily anchoring to the Daily Open Optional zone labels and information dashboard Lightweight, overlay-friendly design Feature Breakdown (In Depth): ATR-Based Daily Zones The core calculation uses the Average True Range (ATR) of the previous day to define expected upper and lower bounds for the current session. This gives traders a probabilistic sense of where price may travel. Daily Open Anchor All ranges are anchored to the daily open, providing a consistent reference point for session volatility. This ensures the LITE version is simple and reliable. Visual Boxes Expected High Zone → shaded green box Expected Low Zone → shaded red box Boxes update dynamically throughout the session Optional text labels display EXP HIGH / EXP LOW Dashboard Overview The LITE dashboard highlights which PRO features are locked: Win-rate statistics Weekly levels Custom anchors This encourages users to upgrade while providing essential session information. Settings Review: ATR Lookback (Locked) Defines the period used to calculate ATR for daily ranges. LITE version fixes this at 14 periods for simplicity. Anchor Mean (Locked) Daily Open is the default anchor for LITE. PRO allows other anchors like VWAP. Show Labels Toggle text labels for high/low zones. Show Weekly Lines Disabled in LITE; PRO includes multi-session weekly levels. Show Info Dashboard Displays a simple table of available features and PRO upgrades. Best Practices Use Volatix Range Map LITE as a session guide, not an entry signal Combine with price action, trend analysis, or other indicators Focus on current session ranges; LITE is limited to daily timeframe Reserve strategy decisions for confirmed breakouts or trend alignment Upgrade to PRO for multi-timeframe context, custom anchors, and statistics Who Volatix Range Map LITE is For Intraday traders who want a quick visual of daily price ranges Beginners learning volatility and session dynamics Traders who want lightweight, non-intrusive chart overlays Users evaluating Volatix PRO for advanced features ⚠️ Disclaimer This indicator is for educational and analytical purposes only. Trading carries inherent risks. Past performance does not guarantee future results. By using Volatix Pulse Map LITE you acknowledge that all trading decisions are your own. The creators of this indicator are not responsible for any gains or losses resulting from the use of this tool. ✨ Access: If you find this Volatility tool useful, consider adding it to your favorites and sharing feedback. Check out our other indicators available at our website. If you'd like access or have any questions, feel free to reach out to me directly via DM.
Индикатор Pine Script®
от largepetrol
Volatix Pulse EngineAdvanced Volatility Intelligence Volatix Pulse Engine is an advanced volatility framework built to help traders identify market regimes, volatility compression, and expansion across multiple timeframes. By normalizing volatility, ranking it historically, and aligning lower-timeframe activity with higher-timeframe conditions, Volatix Pulse Engine provides structured insight into when to wait, prepare, or engage. This tool is designed for traders who want volatility to guide decision-making, not just decorate the chart. Key Features (Quick View): Normalized volatility (% of price) Volatility percentile ranking Squeeze (compression) detection Multi-timeframe volatility confirmation Real-time dashboard summary Built-in alerts Feature Breakdown (In Depth): Normalized Volatility Engine Volatility can be calculated as a percentage of price, allowing consistent readings across: Stocks Crypto Forex Futures This ensures volatility comparisons remain meaningful regardless of asset price. Volatility Rank & Market Regimes Volatility is ranked relative to its own historical distribution. This reveals whether current conditions are: Extremely quiet Average Historically elevated The indicator classifies market regimes into: Quiet Squeezing (Compression) Expanding Squeeze Detection When volatility falls into the lowest historical percentiles, Volatix Pulse Engine flags a squeeze condition. These environments often precede expansion and are ideal for preparation rather than execution. Multi-Timeframe Volatility Context Higher-timeframe volatility is analyzed independently and compared to its average. This helps traders determine whether lower-timeframe setups are supported by broader market conditions. Volatility Dashboard An integrated dashboard displays: Current market mode Higher-timeframe volatility state Volatility rank Contextual insight (WAIT / PREPARE / RIDE TREND) This allows for fast decision-making without interpretation overload. Alerts Volatility squeeze initiation Volatility expansion crossover Alerts allow traders to monitor multiple markets efficiently. Settings Review: Lookback Period Defines the volatility calculation window. Lower values → faster regime shifts Higher values → smoother structural context Normalize to % When enabled, volatility is calculated as a percentage of price for cross-asset consistency. Higher-Timeframe (HTF) Context Select the timeframe used for macro volatility confirmation. Color Settings Customize regime colors for personal clarity and chart style. Best Practices: Use Pulse Engine as a strategy filter, not an entry trigger Favor breakout and trend strategies during expansion regimes Avoid overtrading during quiet or conflicting MTF conditions Let squeeze alerts signal preparation, not immediate execution Combine with price structure and risk management rules ⚠️ Disclaimer This indicator is for educational and analytical purposes only. Trading carries inherent risks. Past performance does not guarantee future results. By using Volatix Pulse Engine you acknowledge that all trading decisions are your own. The creators of this indicator are not responsible for any gains or losses resulting from the use of this tool. ✨ Access: If you find this Volatility tool useful, consider adding it to your favorites and sharing feedback. Check out our other indicators available at our website. If you'd like access or have any questions, feel free to reach out to me directly via DM.
Индикатор Pine Script®
от largepetrol
Volatix Pulse Engine LITEVolatility Awareness Made Simple Volatix Pulse Engine LITE is a lightweight volatility visualization tool designed to help traders quickly identify whether the market is calm or active. Rather than focusing on price direction, Volatix LITE measures the magnitude of price movement and compares it to historical conditions. This allows traders to better understand when the market environment supports breakouts, trends, or when patience is required. Volatix LITE is intentionally simple, making it ideal as a first layer of volatility context or a companion to existing strategies. Key Features (Quick View): Standard deviation–based volatility measurement Automatic high vs low volatility regime detection Dynamic color-coded volatility line Clean, uncluttered visual design Works on all assets and timeframes Feature Breakdown (In Depth): Volatility Engine Volatix LITE calculates volatility using the standard deviation of price over a user-defined lookback period. This provides a direct measurement of how much price is moving, independent of direction. Regime Awareness Current volatility is compared against its own moving average. When volatility exceeds its average, the indicator visually signals a high-volatility regime, helping traders recognize expanding market conditions. Visual Feedback The volatility line dynamically changes color based on regime Subtle background highlighting reinforces high-volatility periods Designed to be readable at a glance without distracting from price Settings Review: Lookback Period Controls how much historical data is used to calculate volatility. - Shorter values → more reactive - Longer values → smoother, more stable readings Standard Deviation Multiplier Used internally to scale volatility sensitivity. High / Low Volatility Colors Customize visual appearance to fit your chart theme. Best Practices: Use Volatix LITE as a context filter, not a signal generator Avoid forcing breakout strategies during low-volatility regimes Pair with trend or momentum tools for confirmation Higher timeframes provide cleaner regime transitions ⚠️ Disclaimer This indicator is for educational and analytical purposes only. Trading carries inherent risks. Past performance does not guarantee future results. By using Volatix Pulse Engine LITE you acknowledge that all trading decisions are your own. The creators of this indicator are not responsible for any gains or losses resulting from the use of this tool. ✨ Access: If you find this tool useful, consider adding it to your favorites and sharing feedback. Check out our other indicators available at our website. If you'd like access or have any questions, feel free to reach out to me directly via DM.
Индикатор Pine Script®
от largepetrol
Volatility ES/NQ VIX Bands System StrategyVIX Time Band Strategy for ES and NQ Version and compatibility Pine Script v6 used All higher timeframe calls use request.security with lookahead off Strategy execution uses standard candles only UI text is English Summary in one paragraph This is a volatility anchored strategy for ES and NQ designed for the 5 minute chart. It combines two complementary entry modes inside one engine. The primary mode is a time driven directional trigger based on the session held VIX percentile change and basic candle direction. If that trigger does not fire, a fallback mode allows a single band based entry when price reaches a VIX implied session move level. The core novelty is treating implied volatility as the first class input, building a session anchored expected move framework, and using that framework to decide when trading is allowed. Add it to a clean chart, keep the bands visible, and use bar close alerts for conservative operation. Intrabar values can update while a bar forms and settle on close. Scope and intent Markets ES and NQ index futures Timeframes Optimized for 5 minute charts Default demo used in publication ES or NQ on 5 minute, standard candles Purpose Provide a volatility first decision framework that trades only when conditions align and exits ahead of session end Limits This is a strategy. Orders are simulated by TradingView on standard candles only Originality and usefulness Unique concept or fusion Session held VIX implied move bands combined with a time based directional trigger, where the band logic acts as a controlled fallback instead of constant signal spam What failure mode it addresses Avoids trading the middle of the range without context and reduces participation during sessions that do not reach volatility defined locations Testability Core components are exposed as Inputs, and the plotted bands show exactly what the strategy is reacting to Portable yardstick Implied move is derived from VIX annualized volatility converted to a daily unit using sqrt(252), then anchored to the session open Protected scripts If published as protected, the implementation is kept private to prevent low effort cloning while the full method and usage are disclosed here Method overview in plain language Base measures Implied volatility input VIX daily close is treated as annualized volatility in percent Conversion to daily move VIX is converted to an approximate daily standard deviation using VIX divided by sqrt(252) Session anchor Bands are anchored to the configured session open and held constant through the session Components VIX Percentile held at session open A rolling daily array stores the last N VIX closes and computes percentile rank from 0 to 100. The value is sampled at the first bar of the configured trading session and held for the entire session. Two implied move band sets A narrower band set is used for the time logic exits and a wider band set is used for the band entry sizing and breach limits. Both are derived from the same daily implied move unit and remain static throughout the session. Time entry mode A directional entry can trigger early based on the session held VIX percentile change compared to the prior value, with an optional green candle requirement for long. Band fallback mode If no time entry happens for the session, one controlled entry is allowed when price reaches a percentile mapped location inside the VIX implied move framework. Session windows Trading is only allowed inside the configured trading session and the strategy exits inside the configured exit window. Fusion rule The engine runs two entry logics with a strict priority rule If the time logic enters, the band fallback is disabled for that session If the time logic does not enter, the band fallback is allowed once per session when price reaches the mapped level Signal rule Time Long Triggers when the held VIX percentile is lower than its prior value and the candle filter allows it Time Short Triggers when the held VIX percentile is higher than its prior value and above the configured threshold Band Long If no time entry occurred, triggers once when price reaches the lower mapped band location and the percentile is in the lower zone Band Short If no time entry occurred, triggers once when price reaches the upper mapped band location and the percentile is in the upper zone What you will see on the chart Two horizontal bands that represent the session anchored implied move levels A session open reference line Optional entry level lines for the band mode Order markers for time entries and band entries, plus exit markers when stops or targets are hit Optional background shading tied to the VIX percentile zones Inputs with guidance VIX VIX symbol Default CBOE:VIX Daily lookback Default 252. Higher values smooth percentile behavior and reduce regime flipping Session Trading session Sets when the system can enter and manage trades Exit window Forces flat positions inside this window to reduce end of day tail risk Session timezone Must match the intended exchange session timing Bands Use previous daily VIX close Uses the last completed daily VIX value for stability Annual to daily using sqrt(252) Converts annualized VIX into a daily unit Band mult for Time exits Controls how tight the directional exit bands are Band mult for Band entry sizing Controls how far away band entry locations and breach buffers are Time Logic Time short threshold (VIX pct) Higher values reduce short frequency Time long requires green candle When enabled, long time entries require close above open Band Entry Band short zone starts (pct) Typical range 60 to 80. Higher means fewer short band entries Band long zone ends (pct) Typical range 20 to 40. Lower means fewer long band entries Breach buffer (fraction of implied move) Controls how far beyond the band a hard failure stop is placed Band TP target Session Open is the default. VWAP can be used as an alternative mid target Band time stop minutes Forces exit if the band trade does not resolve within the set time Usage recipes Intraday trend focus Band mult for Time exits: 0.5 to 0.75 Time short threshold: 80 to 95 Band zones tighter: 75 and 25 Intraday mean reversion focus Band mult for Band entry sizing: 0.75 to 1.25 Band short zone starts: 60 to 70 Band long zone ends: 30 to 40 Breach buffer: 0.15 to 0.25 Higher sensitivity mode Reduce Daily lookback to 126 to make percentile adapt faster Use a tighter Band mult for Band entry sizing to increase touches Alerts Use the strategy order alerts for entries and exits Behavior. Alerts evaluate in real time and can update while the bar forms. For conservative workflows select on bar close Chart cleanliness and reproduction Open ES or NQ on the 5 minute chart with standard candles Add VIX Time|Band and load defaults Confirm Properties match the publication settings below Run Strategy Tester on bar close Properties visible in this publication Initial capital 25000 Default order size method Fixed with value 1 Pyramiding 0 Commission 0.01 percent Slippage 3 ticks Process orders on close ON Using standard OHLC ON All request.security calls use lookahead off Realism and responsible publication No performance claims. Past results never guarantee future outcomes Fills and slippage vary by venue and market conditions Intrabar reminder. Orders and shapes can update while a bar forms and settle on close Non standard chart types are not supported for strategies Honest limitations and failure modes High impact economic releases can invalidate implied move assumptions and cause band breaches Fast expansion regimes can reduce containment style expectancy when price trends beyond bands Very quiet regimes may reduce band touches and lower trade frequency Session windows use the exchange time of the chart and must be verified when changing symbols or venues If both stop and target can be hit within one bar, TradingView backtester tie handling applies and can differ from live fills Open source reuse and credits None Legal Education and research only. Not investment advice. You are responsible for your decisions. Test on historical data and in simulation before any live use. Use realistic costs. Strategy notice Orders are simulated by the TradingView engine on standard candles. request.security uses lookahead off everywhere. Non standard chart types are not supported for strategies. Entries and exits Entry logic Time entry mode triggers first based on the held VIX percentile change and thresholds. If no time entry occurs, a single band entry can trigger when price reaches the percentile mapped band location in the allowed zone. Exit logic Time entries use the time band set for profit and stop. Band entries target the session open or VWAP and stop out on a breach beyond the implied band plus buffer or a time stop. Tie handling If stop and target are hit in the same bar, TradingView strategy tester rules apply Account and sizing assumptions used in this publication For the examples shown in this publication, the strategy is configured with an initial capital of 25,000 to approximate a small intraday futures account under typical day trading margin assumptions. Position sizing is fixed to the minimum of one contract to keep exposure simple and conservative and to avoid compounding effects that can distort backtest interpretation. These settings are used only to standardize the simulation and make results easier to compare across sessions and market conditions. They do not imply suitability for any specific account size or trading arrangement, and users should adapt capital and sizing to their own risk constraints and broker requirements.
Стратегия Pine Script®
от exlux
Market Internals SPY[TP]# Market Internals SPY Dashboard - TradingView Publication ## 📊 Overview **Market Internals SPY ** is a comprehensive multi-factor market sentiment dashboard designed specifically for SPY (S&P 500 ETF) traders. This indicator combines four powerful market breadth signals into one easy-to-read interface, helping traders identify high-probability setups and avoid false breakouts. --- ## 🎯 What Makes This Indicator Unique? Unlike single-indicator tools, this dashboard synthesizes **multiple market internals** to provide confluence-based trading signals: - **CPR (Central Pivot Range)** - Institutional pivot levels - **VIX (Volatility Index)** - Fear gauge - **Put/Call Ratio** - Options sentiment with dynamic crossover alerts - ** USI:ADD (Advance/Decline Line)** - Market breadth strength All presented in a clean, real-time dashboard with visual alerts directly on your chart. --- ## 📈 Key Features ### 1. **Static Daily CPR Levels** - Automatically plots Top CPR, Pivot, and Bottom CPR - Levels remain fixed throughout the trading day (no repainting) - **Trend Bias Indicator**: Green = Current Pivot > Previous Pivot (Bullish structure) ### 2. **Put/Call Ratio Crossover System** - 10-period SMA smoothing for cleaner signals - **Bullish Signal** (Green background): Put/Call crosses below SMA - Indicates decreasing hedging activity (bullish) - **Bearish Signal** (Red background): Put/Call crosses above SMA - Indicates increasing hedging activity (bearish) ### 3. **Price/Breadth Divergence Detection** - **Yellow Candles**: Highlight when price and USI:ADD diverge - Price rising but USI:ADD falling = Potential reversal - Price falling but USI:ADD rising = Possible bottom ### 4. **Comprehensive Real-Time Dashboard** A top-right table displaying: - **CPR Trend Bias**: Bullish/Bearish structure - **VIX Level**: Current value + directional bias - **Put/Call Ratio**: Live value + trend arrows - **AD Line**: Breadth strength with directional indicators ### 5. **Intelligent Bar Coloring** - **Green bars**: USI:ADD rising (breadth improving) - **Red bars**: USI:ADD falling (breadth deteriorating) - **Yellow bars**: Divergence warning (potential reversal) --- ## 🔧 How to Use ### Setup Instructions 1. **Add to Chart**: Apply to SPY on your preferred intraday timeframe (5m, 15m, 30m, 1H) 2. **Configure Symbols** (if needed): - Default settings work for most platforms - If "PCC" doesn't load, try: `PCCR`, `INDEX:PCC`, `USI:PCC`, or `CBOE:PCC` - Ensure you have market internals data access ( USI:ADD , VIX) ### Trading Signals #### 🟢 **Bullish Confluence** (High-Probability Long Setup) - CPR Trend = BULLISH - VIX falling or low (<20) - Put/Call below SMA (or green background crossover) - USI:ADD rising (green bars) - **Entry**: Look for bullish price action at support levels #### 🔴 **Bearish Confluence** (High-Probability Short Setup) - CPR Trend = BEARISH - VIX rising or elevated (>25) - Put/Call above SMA (or red background crossover) - USI:ADD falling (red bars) - **Entry**: Look for bearish rejection at resistance #### ⚠️ **Divergence Warning** - Yellow candles indicate mismatch between price and breadth - Consider profit-taking or reversals when divergence appears at extremes ### Best Practices - **Multi-Timeframe Confirmation**: Check higher timeframes (4H, Daily) for trend alignment - **Volume Confirmation**: Combine with volume analysis for stronger signals - **Risk Management**: Always use stop losses; no indicator is 100% accurate - **News Awareness**: Be cautious around major economic releases --- ## 📚 Understanding the Components ### CPR (Central Pivot Range) Traditional floor trader pivot levels calculated from previous day's High, Low, Close: - **Pivot (PP)** = (High + Low + Close) / 3 - **Top CPR (TC)** = (PP - BC) + PP - **Bottom CPR (BC)** = (High + Low) / 2 ### VIX (Volatility Index) - **< 15**: Complacency, potential for sudden moves - **15-20**: Normal conditions - **20-30**: Elevated uncertainty - **> 30**: High fear, potential bottoming process ### Put/Call Ratio - **< 0.7**: Excessive optimism (contrarian bearish) - **0.7-1.0**: Balanced sentiment - **> 1.0**: Defensive positioning (contrarian bullish potential) ### USI:ADD (NYSE Advance/Decline) - **> 0**: More stocks advancing than declining (bullish breadth) - **< 0**: More stocks declining than advancing (bearish breadth) - **Extreme readings** (±2000+): Potential exhaustion --- ## ⚙️ Customization Options ### Input Parameters - **AD Line Symbol**: Default "ADD" (try "ADVN" or "NYSE:ADD" if needed) - **VIX Symbol**: Default "VIX" (try "CBOE:VIX" if needed) - **Put/Call Symbol**: Default "PCC" (alternatives listed above) ### Color Scheme - Blue: CPR levels - Purple: Pivot point - Green: Bullish signals/backgrounds - Red: Bearish signals/backgrounds - Yellow: Divergence warnings --- ## 💡 Pro Tips 1. **Wait for Confluence**: Don't trade on a single indicator - wait for 3+ signals to align 2. **Use CPR as Dynamic S/R**: Price tends to react at TC and BC levels 3. **Watch the Crossovers**: Put/Call crossovers often precede significant moves 4. **Monitor Divergences**: Yellow candles at key levels are high-value signals 5. **Combine with Price Action**: This tool confirms direction - you still need entry triggers --- ## ⚠️ Limitations & Disclaimers - Requires **premium data** for USI:ADD and VIX on most platforms - Best suited for **intraday SPY trading** (may adapt to other indices) - **Not a standalone system** - use with proper risk management - Past performance does not guarantee future results - Always backtest before live trading --- ## 🎓 Example Scenario **Bullish Setup**: - 9:45 AM EST: Price pulls back to Bottom CPR - Dashboard shows: ✅ Bullish CPR Bias, ✅ VIX 16.5 (falling), ✅ Put/Call 0.68 ⬇️ Bull, ✅ USI:ADD +850 ⬆️ - Green background flashes (Put/Call crossunder) - **Action**: Enter long at BC with stop below TC of previous day --- ## 📊 Ideal Timeframes - **Primary**: 5-minute, 15-minute (day trading) - **Secondary**: 30-minute, 1-hour (swing entries) - **Confirmation**: Daily chart for trend context --- ## 🔄 Updates & Support This indicator is actively maintained. If you encounter symbol loading issues: 1. Check your data provider includes market internals 2. Try alternative symbols in inputs 3. Ensure you're using a premium TradingView plan (if required) --- ## 📝 Version Information - **Version**: 5 (Pine Script v5) - **Type**: Overlay Indicator - **Author**: tapaspattanaik - **Category**: Market Internals / Breadth Analysis --- ## 🏆 Final Thoughts This indicator is designed for **serious traders** who understand that edge comes from confluence, not single signals. By combining institutional pivot levels with real-time market internals, you gain a significant advantage in reading market sentiment and timing entries with precision. **Remember**: The best trades happen when multiple independent factors align. Use this dashboard to find those moments. --- ## 📌 How to Add This Indicator 1. Open TradingView and navigate to Pine Editor 2. Copy the complete script code 3. Click "Add to Chart" 4. Configure symbols if needed (see Setup Instructions above) 5. Adjust position/colors to your preference --- **Happy Trading! 📈** *This indicator is for educational purposes. Always manage risk appropriately and never risk more than you can afford to lose.* --- ### Tags `#SPY` `#MarketInternals` `#CPR` `#VIX` `#PutCallRatio` `#BreadthAnalysis` `#DayTrading` `#SwingTrading` `#TechnicalAnalysis` `#PivotPoints`
Индикатор Pine Script®
от Tapaspattanaik
CapitalFlowsResearch: Returns Regime MapCapitalFlowsResearch: Returns Regime Map — Two-Asset Behaviour & Correlation Lens CapitalFlowsResearch: Returns Regime Map is a two-asset regime overlay that shows how a primary market and a linked macro series are really moving together over short rolling windows. Instead of just eyeballing two separate charts, the tool classifies each bar into one of four states based on the combined direction of recent returns: Up / Up Up / Down Down / Up Down / Down These states are calculated from aggregated, windowed returns (using configurable return definitions for each asset), then painted directly onto the price chart as background regimes. On top of that, the indicator monitors the correlation of the same return streams and can optionally tint periods where correlation sits within a user-defined “low-correlation” band—highlighting moments when the usual relationship between the two series is weak, unstable, or breaking down. In practice, this turns the chart into a compact co-movement map: you can see at a glance whether price and rates (or any two chosen markets) are trending together, diverging in a meaningful way, or moving in choppy, low-conviction fashion. It’s especially powerful for macro traders who need to frame trades in terms of “risk asset vs. rates,” “index vs. volatility,” or similar pairs—while keeping the actual construction details of the regime logic abstracted.
Индикатор Pine Script®
от Capital_Flows_Dev
Ultimate ORB ArchitectThe Ultimate ORB Architect is a high-precision volatility and range-expansion tool designed for intraday traders. It specializes in the Initial Balance (IB)—the high and low established during the first session of the trading day—and projects mathematically significant expansion levels for price discovery. Unlike standard opening range indicators, this script utilizes a Smart-Swap Calculation Engine, allowing traders to toggle between Standard Deviation and Fibonacci sequences instantly while maintaining a clean, professional chart aesthetic. Key Features 1. Dual Calculation Engines - Standard Deviation Mode: Projects targets based on whole-unit range expansions ($1.0, 2.0, 3.0, 4.0$). Ideal for Mean Reversion and classic IB breakout trading. - Fibonacci Sequence Mode: Projects targets based on the Golden Ratio and its extensions ($0.618, 1.618, 2.618, 4.236$). Perfect for trend exhaustion and harmonic target setting. 2. "Smart-Swap" Internal Levels The script intelligently adapts its internal support and resistance lines based on your selected mode: -In SD Mode: Displays 25% and 75% (Quarters)—the standard institutional "Fair Value" levels within a range. -In Fibonacci Mode: Displays 38.2% and 61.8% (Golden Retracements)—the primary zones for range-bound reversals. 3. Institutional Timing & Projection Time-Locked Execution: Custom sessions allow you to define the ORB window (e.g., the first 30 or 60 minutes). 5:00 PM EST Hard Cutoff: To prevent "infinite lines" that clutter your chart, all projections are hard-coded to terminate at the NYSE close (17:00 EST), providing a clear visual end to the trading day. 4. Professional Visual Suite Adaptive Lookback: Choose to view only today’s action for a "clean" chart or look back up to 5 days to analyze historical range behavior. Customizable Hierarchy: Every level—from the 50% Midpoint to the Level 4 "Runner"—features independent color, style (Solid/Dashed/Dotted), and label size controls. How to Use Define the Session: Set your ORB Session (default is 09:30–10:30). Select Your Mode: Use the Calculation Mode dropdown to switch between Fibonacci or Standard Deviation targets depending on the day’s volatility. Monitor the Midpoint: The 50% line (Mid) acts as the "Pivot of Power." Price holding above the Mid indicates bullish bias; below indicates bearish bias. Target the Runner: Use the Level 4 Runner as your ultimate take-profit on high-momentum trend days. Technical Specifications Language: Pine Script® V6 Compatibility: Works on all intraday timeframes (1m, 5m, 15m). Timezone: Optimized for America/New_York (EST) but adaptable to global sessions via inputs.
Индикатор Pine Script®
от marx_eth
EEQI [Environment Quality Index] PyraTime The Problem: Why Good Strategies Fail The number one reason traders lose capital is not a lack of strategy—it is forced execution in poor environments. Most indicators (RSI, MACD, Stochastic) are continuously active, generating signals even when the market is dead, choppy, or chaotic. A breakout strategy that prints money in a trend will destroy your account in a consolidation range. A mean-reversion system that works in chop will fail during a parabolic expansion. The Solution: PyraTime EEQI The Execution Environment Quality Index (EEQI) is a "Gatekeeper" layer for your trading. It does not tell you what to buy or sell; it tells you if you should be trading at all. By aggregating Volatility, Price Structure, and Efficiency into a single composite score, the EEQI answers the most critical question in discretionary trading: "Is the market efficient enough to deploy capital right now?" How It Works: The 3 Core Engines The EEQI calculates a raw "Environment Score" (from -2 to +4) by analyzing three distinct dimensions of price action. 1. Volatility Engine (Usability) The Logic: Measures the "Alive-ness" of the market using ATR Percentiles. The Filter: It detects "Dead Zones" (where price is too flat to hit targets) and "Chaos Zones" (where volatility is too dangerous). Smart Feature (Parabolic Override): If price moves significantly (>2x ATR) in a single candle, the engine recognizes this as "High Momentum" rather than chaos, unlocking Green signals during breakouts. 2. Structure Engine (Bar Quality) The Logic: Analyzes the relationship between candle bodies, wicks, and overlap. The Filter: It penalizes "Barbed Wire" price action—candles with long wicks and high overlap—which indicate indecision and algo-chop. The Goal: We want to trade during "Clean Flow," where candle bodies are large and overlap is low. 3. Efficiency Engine (Directional Flow) The Logic: Compares Net Displacement (start-to-finish distance) vs. Total Distance Traveled. The Filter: Identifies "Whipsaw" conditions where price moves a lot but goes nowhere. Smart Feature (Velocity Lock): If price travels a massive distance quickly, the efficiency requirement is relaxed to catch explosive moves that might otherwise look "messy." The "Smart Gatekeepers" Even if the Core Engines look good, the EEQI applies three final safety checks before granting a PRIME status. Regime Persistence (Stability Check): The market must hold a high score for a set number of bars (default: 1) before the signal turns Green. This prevents "fake-outs" where a single anomaly candle tricks you into entering a bad trend. Volume Validation (Liquidity Check): Price movement without participation is a trap. The EEQI checks Relative Volume (RVOL). If volume is below average (e.g., lunch hour, holidays, or late-night sessions), the score is capped at "Fair" or "Low Vol," preventing execution in thin liquidity. Macro Context (HTF Filter): You cannot trade against the higher timeframe. The EEQI checks the trend and volatility of the Higher Timeframe (default: Weekly). If the macro view is compressed or dead, the local signal is vetoed. How to Read the HUD The Dashboard (Bottom Right) gives you an instant read on the market state. 🟢 PRIME (+4): Execution Optimal. The market is trending, efficient, and backed by volume. This is the "Green Light" for your strategy. 🔵 FAIR (+1 to +3): Tradeable. Conditions are decent, but one factor (e.g., volume or structure) is imperfect. Exercise caution. ⚪ NEUTRAL (0): Indecision. The market is transitioning. Stand aside. 🟡 BUILDING: Wait. The market is good, but hasn't proven itself yet (Persistence Check). 🟠 POOR / LOW VOL: Chop. Price is messy or lacking participation. 🔴 AVOID (-2): Danger Zone. The market is either dead flat or violently chaotic. Do not trade. Settings & Customization The indicator comes with calibrated presets for different asset classes: Crypto: Tolerates higher volatility and requires stronger efficiency confirmation. Forex: Stricter dead-zone filters to handle ranging sessions. Indices: Balanced settings for standard equity hours. Disclaimer This tool is designed for environment analysis only. It does not provide buy or sell signals, entry prices, or stop-losses. It is intended to be used as a filter to improve the performance of your own discretionary strategies.
Индикатор Pine Script®
от PyraTime
IcebergCryptoX - Week Data Gap📊 BTC WEEKEND DATA COLLECTION This indicator analyzes Bitcoin movements during weekends when traditional US markets are closed. 🎯 DATA COLLECTED: - Gap from Friday close → Monday open (%) - Maximum upward/downward movements during the weekend - Total weekend range - Mean reversion rate (return to Friday closing price) - Movement direction (positive/negative/neutral) - Historical records (biggest gaps and ranges) 📈 FEATURES: ✓ Colored zones to visually identify weekends ✓ Detailed labels on each weekend with key metrics ✓ Real-time statistics table ✓ Tracking of extremes and averages ✓ 100% data collection (no trading signals) ⚙️ PARAMETERS: - Display weekend zones (on/off) - Display labels (on/off) - Statistics table (on/off) - Significant movement threshold (customizable) 📉 USAGE: Ideal for analyzing BTC volatility patterns outside US trading hours and identifying recurring opportunities. Recommended timeframe: 15min to 1H
Индикатор Pine Script®
от IcebergCrypto