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Индекс денежного потока (MFI)

Bjorgum RSI x Lean VuManChu Cipher BBjorgum RSI × Lean VuManChu Cipher B (RSIxLVMCB) Sources Bjorgum RSI: VuManChu Cipher B + Divergences: Overview Bjorgum RSI × Lean VuManChu Cipher B (RSIxLVMCB) combines the WaveTrend Oscillator and RSI momentum visualization with divergence detection, color-coded RSI gradients, and custom alert conditions. This indicator fuses the VuManChu Cipher B divergence logic with Bjorgum’s adaptive RSI layer. Why “Lean” The “Lean” version of VuManChu Cipher B is a streamlined build. Unnecessary or redundant components from the original Cipher B have been removed or optimized. Reduced code complexity and faster execution Cleaner visual output with only essential signals Easier customization for RSI and divergence logic In short, “Lean” means only what I need, as I use this daily. Core Features WaveTrend (WT) Customizable channel and average lengths Overbought and oversold levels with 3-tier zones Hidden and regular divergence detection Buy, sell, and gold signals Multi-level divergence color coding RSI Layer Adjustable RSI source, length, and speed mode Fast and Slow RSI speed options Incremental Gradient color scheme Heat Map color scheme Tri-Color Transition color scheme Configurable overbought, oversold, and midline thresholds Optional bar coloring based on RSI zone MFI Integration Optional Money Flow Index display Adjustable period, multiplier, and Y offset Independent color logic for MFI above 0 and below 0 Customization Options WaveTrend Settings Channel length Average length Divergence display toggles Overbought and oversold levels MFI Settings MFI period MFI multiplier MFI Y position RSI Internal RSI source RSI length RSI Speed Control Choose between Fast and Slow modes Color Schemes Incremental Gradient Heat Map Tri-Color Transition Horizontal Plots Toggle overbought, oversold, and midline plots Set line colors Set transparency Fill Color Fill between RSI and the midline Bar Color Optional RSI-based bar coloring Alerts Pre-configured TradingView alert conditions for: WaveTrend buy and sell signals WaveTrend divergence buy and sell signals Golden buy signals RSI midline crossovers RSI overbought and oversold crossovers RSI momentum shifts Momentum up and momentum down alerts
Индикатор Pine Script®
от nomassday
MACD + RSI + MFI + A/D by Ismael█ OVERVIEW A 4-in-1 oscillator panel combining MACD, RSI with Bollinger Bands and custom Buy/Sell signals, Money Flow Index (MFI), and Accumulation/Distribution. Each module can be toggled on/off independently from a single "Toggle Indicators" group, so the user can display only what they need instead of loading four separate scripts. ═══════════════════════════════════════════════════════════════════════ █ ORIGINALITY This script does not invent new math — it integrates four well-known built-in indicators into a single pane and adds three conveniences: - A unified toggle system to show/hide each indicator on demand. - A custom RSI signal layer based on Bollinger Band breakouts of the RSI itself, combined with the classic overbought/oversold zones. - An A/D module that replicates the configuration style of the MetaTrader 5 implementation (Tick/Real volume option and configurable horizontal levels). ═══════════════════════════════════════════════════════════════════════ █ WHAT IT INCLUDES ▪ MACD (default: ON) Standard MACD with configurable fast/slow lengths, signal smoothing, and choice of SMA or EMA for both the oscillator and signal line. Includes alerts for histogram polarity changes. ▪ RSI with Bollinger Bands and Buy/Sell signals (default: ON) Classic RSI with optional smoothing MA (SMA, EMA, WMA, VWMA, SMMA, or SMA + Bollinger Bands). When "SMA + Bollinger Bands" is selected: - Buy signal: RSI closes below its lower Bollinger Band AND below 30. - Sell signal: RSI closes above its upper Bollinger Band AND above 70. Signals are plotted as arrows and include alert conditions. ▪ MFI (default: OFF) Standard Money Flow Index with 80/50/20 horizontal levels. ▪ Accumulation/Distribution (default: OFF) Classic cumulative A/D line. Configurable like the MT5 version: - Volume mode: Real or Tick (1 per bar, useful for FX). - 3 user-defined horizontal levels with individual visibility/color. - Color and line width. Includes alerts for crossovers against its own SMA(20). ═══════════════════════════════════════════════════════════════════════ █ HOW TO USE 1. Activate from "Toggle Indicators" only the modules you need. 2. RSI Buy/Sell signals are intended as confluence — not standalone entries. They mark statistically rare conditions (extreme RSI combined with a Bollinger Band breakout on the RSI) and should be confirmed with price action, structure, or trend context. 3. MACD histogram polarity alerts can be paired with RSI signals. 4. The A/D line is most useful when watched for divergences against price, not for its absolute value. ═══════════════════════════════════════════════════════════════════════ █ LIMITATIONS - The A/D line uses cumulative values that produce very large numbers. When combined with MACD/RSI/MFI in the same pane, auto-scale will compress the smaller-range indicators. Workaround: right-click the A/D plot → "Pin to scale" → assign it to a separate scale. - "Tick" volume here is approximated as 1 per bar; Pine Script does not expose the tick-volume data used by MetaTrader 5. For instruments with reliable real volume, use "Real". - RSI Buy/Sell signals only fire when the smoothing MA type is set to "SMA + Bollinger Bands". Other MA types disable the signal layer. - This is an aggregator/utility script. It does not predict market direction and is not a complete trading system. ═══════════════════════════════════════════════════════════════════════ █ DISCLAIMER This script is shared for educational purposes only and is not financial advice. Indicator signals do not guarantee future results. Always perform your own analysis and apply proper risk management. ═══════════════════════════════════════════════════════════════════════ █ DESCRIPCIÓN (Español) Panel de osciladores 4-en-1 que combina MACD, RSI con Bandas de Bollinger y señales de compra/venta, MFI y Acumulación/Distribución. Cada módulo se activa o desactiva de forma independiente desde el grupo "Toggle Indicators". Incluye: - MACD estándar con alertas de cambio de polaridad del histograma. - RSI con MA opcional (SMA, EMA, WMA, VWMA, SMMA o SMA+BB). Cuando se elige "SMA + Bandas de Bollinger", aparecen señales: - Compra: RSI por debajo de la banda inferior Y menor a 30. - Venta: RSI por encima de la banda superior Y mayor a 70. - MFI estándar con niveles 80/50/20. - Acumulación/Distribución estilo MT5: volumen Real/Tick, 3 niveles horizontales configurables, color y grosor ajustables, alertas de cruce contra su SMA(20). Las señales del RSI son herramientas de confluencia, no entradas automáticas. La línea A/D se interpreta principalmente por divergencias con el precio, no por su valor absoluto. Al activar A/D junto con los demás osciladores, conviene moverla a una escala separada (clic derecho sobre la línea → "Fijar a escala" → escala nueva). Este script tiene fines educativos. No constituye asesoría financiera. █ HOW TO USE The RSI Buy/Sell signals (with their attached alerts) are the main actionable element of this script and can be used to anticipate potential entries — long on Buy signals, short on Sell signals. They fire under statistically rare conditions (RSI breaking out of its own Bollinger Band envelope while also being in extreme oversold/overbought territory), which often precede a reversion or a meaningful move. However, these signals should NOT be taken as standalone entries. They work best as an early-warning system that must be confirmed before acting on them. Recommended workflow: 1. RSI Buy/Sell signal fires → set alert and prepare the trade idea. 2. Look at the MACD for confirmation: - For a Buy: histogram should be turning from falling to rising, or MACD line crossing above Signal. - For a Sell: histogram turning from rising to falling, or MACD line crossing below Signal. 3. Check the MFI (if enabled): values pulling back from oversold (<20) on Buys, or pulling back from overbought (>80) on Sells, add confluence by confirming a money-flow shift. 4. Check the A/D line for divergences with price: - Bullish divergence (price makes lower low, A/D makes higher low) strongly supports a Buy signal. - Bearish divergence (price makes higher high, A/D makes lower high) strongly supports a Sell signal. Divergences on RSI itself against price work the same way and are one of the most reliable confirmation tools in this panel. 5. Always combine with price-action context: trend direction on higher timeframes, key support/resistance, and your own risk management. In short: the RSI signals are designed to ANTICIPATE trades, not to trigger them automatically. The other modules (MACD, MFI, A/D) and divergence analysis exist to filter the false positives and validate the ones worth taking. ═══════════════════════════════════════════════════════════════════════ █ CÓMO USAR (Español) Las señales de Compra/Venta del RSI (con sus alertas configuradas) son el elemento principal accionable de este script y pueden usarse para anticipar entradas — largos en señales de Compra, cortos en señales de Venta. Se activan en condiciones estadísticamente poco frecuentes (el RSI rompe su propia envolvente de Bandas de Bollinger mientras está en zona de sobreventa o sobrecompra extrema), que suelen preceder una reversión o un movimiento significativo. Sin embargo, NO deben tomarse como entradas automáticas. Funcionan mejor como un sistema de alerta temprana que debe confirmarse antes de operar. Flujo recomendado: 1. Se dispara la señal del RSI → preparar la idea de trade. 2. Confirmar con MACD: - Compra: histograma pasando de bajista a alcista, o cruce del MACD por encima de la Signal. - Venta: histograma pasando de alcista a bajista, o cruce del MACD por debajo de la Signal. 3. Confirmar con MFI (si está activo): valores saliendo de sobreventa (<20) en Compras o saliendo de sobrecompra (>80) en Ventas indican un cambio en el flujo de dinero. 4. Buscar divergencias en la línea A/D contra el precio: - Divergencia alcista (precio hace mínimo más bajo, A/D hace mínimo más alto) refuerza una señal de Compra. - Divergencia bajista (precio hace máximo más alto, A/D hace máximo más bajo) refuerza una señal de Venta. Las divergencias del propio RSI contra el precio funcionan igual y son una de las confirmaciones más fiables de este panel. 5. Siempre combinar con contexto de price action: tendencia en temporalidades superiores, soportes/resistencias clave y gestión de riesgo propia. En resumen: las señales del RSI están diseñadas para ANTICIPAR trades, no para dispararlos automáticamente. Los otros módulos (MACD, MFI, A/D) y el análisis de divergencias existen para filtrar los falsos positivos y validar las entradas que realmente valen la pena.
Индикатор Pine Script®
от sebastianroblesserpa
MFI NormalizedThis indicator is a custom, re-scaled version of the standard Money Flow Index (MFI) . It is centered at 0 (instead of ranging from 0 to 100) making it a bit easier to visualize momentum and exhaustion. You have two display options: Line and Shape Line is very similar to the traditional MFI and includes coloring to more easily identify exhaustion signals. Shape is a compact display that plots icons across the zero-line to keep your charts clean and easy to read. Signals This indicator is intended to be an EXIT indicator. Line above 50 / Down Label (RED) - Overbought, exit signal for longs Line below 50 / Up Label (GREEN) - Oversold, exit signal for shorts Line within range / Circle or Triangle (GRAY) - Normal market, continuation of position
Индикатор Pine Script®
от DasanC
Traded Value Tracker (JPY Billions)【概要】 このスクリプトは、株式投資における「流動性リスク」をエンジニアリング的な視点で管理するために開発されました。 通常の出来高（株数）ではなく、**売買代金（金額ベース）**を表示することで、その銘柄にどれだけの「実弾（資金）」が投入されているかを一目で判別できます。 【なぜ「売買代金」が必要なのか？】 株価が異なる銘柄同士を比較する際、株数ベースの出来高だけでは、本当の流動性を測ることはできません。 例： 株価100円の銘柄の10万株（1,000万円）と、株価10,000円の銘柄の10万株（10億円）では、板の厚みもリスクの大きさも全く異なります。 このインジケーターを使用することで、**「時価総額に対して十分なトラフィック（売買代金）があるか」「自分の注文で板を壊してしまわないか」**を正確にデバッグすることが可能です。 【主な機能】 億円単位の表示: 日本株の分析に最適化された「億円」単位での表示。 移動平均線 (Volume MA): 直近の平均的な流動性と比較して、今日の盛り上がりを視覚化。 判定ロジックのスイッチ: 前日比での色判定（デフォルト）：トレンドの継続性を重視。 当日始値比での色判定：当日の勢いを重視。 カスタマイズ可能な基準線: 自分が最低限必要とする流動性（例：10億円など）を水平線として表示可能。 【推奨される使い方】 銘柄選定のフィルタリング: 売買代金10億円、時価総額500億円以上の「安全圏」銘柄を特定する。 急落の予兆検知: 価格が停滞しているのに売買代金だけが異常に膨らむ（エネルギーの衝突）を検知。 ジリ安の回避: 売買代金が平均を下回り、ダラダラと下げる「関心の喪失」状態を回避。
Индикатор Pine Script®
от ken_akatsuki18
_Trinity Matrix_ Short description A structured multi-layer oscillator built around a refined Trinity Wave core, MFI regime columns, confidence scoring, divergence filtering, and TF / HTF context. Full publication description Trinity Matrix is a multi-layer oscillator designed to read continuation, reversal quality, regime strength, and divergence context inside a single panel. It combines a refined Trinity Wave core, MFI regime structure, confidence scoring, mode-based signal filtering, divergence logic, and a compact TF / HTF dashboard into a unified workflow. The name is a nod to layered market context: not a single signal, but a structured matrix of wave state, regime strength, confidence, and divergence. Core Structure Trinity Wave core with additional smoothing and soft limiting to reduce extreme spikes while preserving directional character MFI Columns to separate baseline participation from stronger expansion phases Strong zone highlighting to visually distinguish stronger bullish and bearish regime expansion Confidence engine that blends Trinity Wave continuation and MFI continuation into a normalized directional score Signal modes for different levels of selectivity: None, Early, Standard, and Strict ATR-gated divergence filtering for cleaner divergence structures TF / HTF confidence dashboard for comparing active timeframe conviction against a selected higher timeframe Built-in alerts for buy, strong buy, elite buy, sell, strong sell, and elite sell conditions How to Read It Trinity Wave is the main directional layer. Green indicates bullish state, red indicates bearish state. MFI Columns show regime participation. White columns = baseline MFI flow Shiny white columns = stronger bullish expansion Orange columns = stronger bearish expansion Average MFI bands help show where positive or negative regime strength is building relative to recent memory. Confidence Dashboard summarizes directional conviction on both the active timeframe and the selected higher timeframe. Row 1 = TF / HTF labels Row 2 = confidence percentage Row 3 = qualitative tag: Weak / Moderate / Strong Signal Modes None hides signal output Early is faster and more aggressive Standard is more balanced Strict applies the strongest filtering and usually produces the fewest signals Divergence Module The divergence layer uses Trinity Wave turning points, confidence filtering, pivot distance control, and optional ATR gate filtering. It can draw on the oscillator and, if enabled, on price as well. The goal is not to maximize divergence count, but to keep the structures more selective and readable. Alerts This script includes separate alert conditions for: TW Buy TW Buy Strong TW Buy Elite TW Sell TW Sell Strong TW Sell Elite Suggested Use Trinity Matrix works best as a structured reading tool rather than a one-click decision engine. A practical workflow is: Read Trinity Wave direction and location Check whether MFI is in baseline flow or strong expansion Use confidence and HTF context to judge continuation or reversal quality Use signal mode based on your desired aggressiveness Use divergence as a contextual filter, not as a standalone trigger Important Notes Signal frequency changes significantly with the selected signal mode HTF confidence reflects the live state of the selected higher timeframe Divergence output is intentionally filtered and selective This is an indicator framework, not a full trading strategy Attribution Core WaveTrend-style formulation was adapted from the open-source WaveTrend Oscillator by LazyBear, then extended with additional smoothing, soft limiting, MFI regime logic, confidence scoring, divergence filtering, dashboard structure, and alert workflow. Acknowledgement Built through many rounds of testing, refinement, and iteration — with a little help from ChatGPT and CodeGPT along the way. Disclaimer For educational and analytical use only. Not financial advice.
Индикатор Pine Script®
от Reeduck
2
Advanced Volume [v3.1]Advanced Volume Indicator & Divergence Dashboard - Volume is the fuel that drives market structure. While price dictates *where* the market is going, volume reveals *how much conviction* is behind the move. The **Advanced Volume Indicator** is a comprehensive, multi-factor analysis toolkit designed to move beyond single-metric volume analysis. By aggregating seven distinct volume indicators, a cooldown-aware divergence engine, and a dynamic scoring dashboard, this tool provides a complete, institutional-grade picture of market participation and order flow. Core Metrics Included You can select any of the following primary oscillators to display on your main indicator pane. Regardless of your visual selection, the background engine continuously tracks all of them: * **Chaikin Money Flow (CMF):** Measures the balance of accumulation and distribution over a rolling period. * **Money Flow Index (MFI):** A volume-weighted relative strength index used to spot volume exhaustion and overbought/oversold extremes. * **Volume RSI:** Applies momentum calculations strictly to volume, identifying periods of expanding or contracting participation. * **Relative Volume (RVOL):** Compares the current bar's volume against a rolling baseline average to highlight significant spikes. * **Volume Oscillator:** Tracks the percentage spread between short-term and long-term volume moving averages to determine volume trend direction. * **VWAP Position:** Evaluates price action relative to the session's Volume Weighted Average Price (an institutional benchmark). * **Estimated Cumulative Volume Delta (CVD):** Approximates net buying and selling pressure. The Weighted Aggregate Dashboard The centrepiece of this indicator is the on-chart Heads-Up Display (HUD). It provides real-time status updates for all seven metrics and combines them into a **Weighted Aggregate Signal**. The engine evaluates all data points simultaneously and outputs a directional score ranging from **-9 (Strong Sell)** to **+9 (Strong Buy)**. The scoring is weighted based on metric reliability: * **CMF:** ±2 points (Primary money flow driver) * **MFI:** +2 (oversold), +1 (neutral bullish), or -1 (overbought/bearish bias) * **Volume Oscillator:** ±1 to ±2 points (Based on trend expansion strength) * **Volume RSI:** ±1 point * **VWAP Position:** ±1 point * **Volume Trend (vs 20 SMA):** ±1 point Smart Divergence Engine The script features a robust momentum divergence engine applied to your chosen primary oscillator. It includes three distinct filters to prevent false signals and alert spam: 1. **Divergence Strength Scoring:** Evaluates the severity of both the price displacement and the oscillator displacement. 2. **Minimum Strength Filter:** Allows you to ignore weak, insignificant divergences. (A typical strong signal scores between 1.0 and 5.0). 3. **Cooldown Gate:** Requires a minimum number of bars between signals of the same direction, preventing the engine from spamming repeated alerts during a slow, grinding trend. Actionable Signals & Alerts The indicator provides visual markers and fully configurable alerts for: * **Bullish & Bearish Divergences:** Confirmed momentum shifts. * **Volume Spikes:** Bars exceeding your custom RVOL threshold (default 2.0x average). * **Hidden Liquidity:** High-volume Doji candles. These represent extreme volume participation resulting in price indecision—often a footprint of institutional absorption or hidden liquidity resting in the order book. Recommended Settings by Trading Style * **Scalping (1m–5m):** Lookback = 3, Cooldown = 5, Min Strength = 0.5, Session CVD Reset = ON * **Day Trading (15m–1H):** Lookback = 5, Cooldown = 10, Min Strength = 1.0, Session CVD Reset = ON * **Swing Trading (4H–D):** Lookback = 5, Cooldown = 15, Min Strength = 2.0, Session CVD Reset = OFF * **Portfolio/Macro (D–W):** Lookback = 8, Cooldown = 20, Min Strength = 1.0, Session CVD Reset = OFF Strategy Integration This script exports its internal data silently to the TradingView Data Window. You can easily import these values into your own automated strategy scripts using the `request.security()` function. The exported plots are: `Export_CMF`, `Export_MFI`, `Export_RVOL`, and `Export_DivStrength`. --- MANDATORY MODERATION DISCLOSURES **1. Historical Plotting / Offset Confirmation** By design, the divergence markers plotted by this script appear in the past. To ensure a divergence signal is permanently locked in and mathematically valid, the engine waits for `div_lookback` bars to close *after* the suspected pivot high/low before confirming it. Once confirmed, it plots the marker backward onto the actual pivot bar using a negative offset. **This is not a repainting bug.** It is a strict, standard confirmation feature to prevent repainting and false signals mid-move. Alerts can be set to fire only upon bar close. **2. Estimated CVD Calculation** True Cumulative Volume Delta requires tick-by-tick bid/ask order flow data, which is not available on standard TradingView chart feeds. The CVD in this script is explicitly an **Estimated CVD**. It uses the intra-bar close position relative to the high/low range as a mathematical proxy to approximate net buying and selling pressure. A "Session Reset" toggle is included (and recommended) for equities and futures to restart the accumulation daily, mitigating gap-open distortion.
Индикатор Pine Script®
от DarkPoolCrypto
AG Pro MFI Flow Imbalance [AGPro Series]AG Pro MFI Flow Imbalance Overview AG Pro MFI Flow Imbalance is a directional money-flow study built to evaluate whether buying pressure and selling pressure are developing in a balanced way or becoming meaningfully one-sided. Instead of using the classical Money Flow Index as a simple overbought/oversold gauge, this script reframes money flow as an imbalance problem. The objective is not to predict future price with certainty, and it is not presented as a standalone trading system. Its role is to help traders inspect how strongly flow is leaning to one side, how persistent that imbalance has become, and whether the condition is expanding, stabilizing, fading, or returning toward balance. This publication is designed around a very specific analytical question: is money flow distributed relatively evenly between both sides, or is participation clustering in a way that suggests directional dominance? That is the core problem the script is trying to organize visually. In practical terms, the script separates positive and negative money flow, normalizes the relationship between them, smooths the result for readability, and then classifies the current state using threshold bands, persistence logic, event labels, and a compact summary panel. The result is a tool focused on flow asymmetry rather than on generic oscillator levels. This distinction is important because many money-flow and volume-based studies are ultimately used as broad momentum proxies. That is not the purpose here. AG Pro MFI Flow Imbalance is built to track directional imbalance itself. The central read is not simply “high” or “low”; the central read is whether flow is bullish or bearish, whether that condition is weak or strong, whether it is becoming more one-sided or less one-sided, and whether the move is persistent enough to deserve more attention. Within the AG Pro catalog, this script is intentionally solving a different problem than the other tools. It is not a break-and-retest study, not a reclaim tool, not a trendline or structure-mapping script, not a trend-quality score, not a session-based framework, not a cumulative OBV-style divergence tool, and not an RSI pressure oscillator. Those tools ask different questions. This script focuses on directional flow asymmetry: how unevenly money flow is being allocated between bullish and bearish participation over a rolling window. That difference is deliberate and central to the design. What the script does The script computes a directional money-flow relationship using typical price and volume, then compares positive flow and negative flow over a configurable lookback. That relationship is converted into a normalized imbalance score. A smoothed score line is then used to reduce noise and improve interpretability. The study also tracks whether the current imbalance is inside a neutral band, above a strong threshold, or in an extreme zone. It further evaluates persistence, meaning whether the imbalance has remained outside the neutral band for enough bars to be treated as more than a brief fluctuation. The visual structure is built around several coordinated layers: - a histogram that shows directional imbalance strength, - a signal line for smoother state tracking, - an optional raw score for users who want to inspect unsmoothed swings, - threshold zones that separate neutral, strong, and extreme conditions, - a subtle directional tint to keep the pane readable at a glance, - optional event labels for selected state changes, - and a compact panel summarizing state, bias, imbalance, strength, persistence, flow mode, MFI regime, and threshold status. The script also includes alert conditions for directional starts, strong-threshold transitions, extreme imbalance events, fading conditions, and balance restoration. These events are not promises of future performance. They are structured notifications describing the current state of the internal flow model. Unique edge The unique edge of this script is not that it “improves” MFI by making stronger claims. Its edge is conceptual. Classical MFI is often read primarily as an overbought/oversold oscillator. AG Pro MFI Flow Imbalance uses MFI-related inputs as a flow framework, but the main output is a directional asymmetry engine. The question is not “is MFI high or low?” The question is “how skewed is money flow, how persistent is that skew, and is the current skew expanding or fading?” That is why the classical MFI layer is treated as secondary context rather than as the primary engine. In this script, the MFI regime is an auxiliary read that can support or fail to support the main imbalance state. The main analytical product remains the normalized imbalance score and the way that score behaves through time. How this differs from other AG Pro scripts This point deserves to be explicit. AG Pro MFI Flow Imbalance is not a structure script. It does not map swing highs, swing lows, break points, reclaim levels, retest quality, support-resistance interaction, or breakout geometry. Users looking for structural confirmation should not expect this tool to replace scripts built for structural analysis. It is not a cumulative pressure-divergence script. It does not frame the market through OBV-style accumulation paths or through price-versus-cumulative-volume disagreement. Its emphasis is current directional flow imbalance over a rolling window, not cumulative divergence logic. It is not an RSI pressure tool. It does not try to express internal price pressure through RSI-derived compression or momentum-pressure logic. The model here is flow allocation, not RSI pressure mapping. It is not a trend-quality or regime-classification tool. While strong one-sided flow can sometimes align with directional trends, this script is not built to classify broad market regimes on its own. It is a flow diagnostic, not a complete regime engine. It is not a dashboard or screener. It is a single-study analytical tool focused on one chart at a time, designed to help interpret the quality and persistence of directional money flow in context. Because of those boundaries, this publication should not be read as a renamed variant of earlier AG Pro concepts. Its design problem, internal framing, visual hierarchy, and interpretation model are distinct. Methodology At a conceptual level, the script begins with typical price and volume to form raw money flow. It then separates that flow into positive and negative components based on directional change. Those components are aggregated over a lookback period and compared through a normalized formulation so the result can be interpreted as a directional imbalance score rather than as a raw cumulative total. That normalized score is then smoothed for readability. Persistence logic is applied to distinguish short-lived pushes from conditions that remain outside the neutral band for multiple bars. The script then classifies the output using three broad layers of interpretation: 1. direction: bullish, bearish, or neutral, 2. strength: neutral, moderate, strong, or extreme, 3. behavior: expanding, fading, stabilizing, or balanced. A secondary classical MFI context layer is also displayed in the panel. This is intentionally subordinate to the main engine. Its purpose is to tell the user whether the classical MFI backdrop is broadly supportive of the current imbalance read, not to replace the imbalance model. How to read it A positive histogram indicates bullish directional flow imbalance. A negative histogram indicates bearish directional flow imbalance. The further the score moves away from the neutral band, the more one-sided the flow condition becomes according to the script’s current settings. The signal line is there to help users judge whether the imbalance is strengthening, flattening, or reversing. The raw score can also be displayed for users who want to compare unsmoothed behavior with the smoothed model. The neutral band is important because it separates relatively balanced participation from meaningful directional skew. Movement beyond the strong threshold suggests a more assertive one-sided condition. Movement into the extreme zone signals a more stretched imbalance state. None of these states should be interpreted in isolation. A strong bullish imbalance is not automatically a bullish trade signal, and a strong bearish imbalance is not automatically a bearish trade signal. They are context states. Persistence is also important. A one-bar excursion outside the neutral band does not carry the same informational weight as an imbalance that has remained active across several bars. That is why the panel includes a persistence read and why the optional event labels are intentionally restricted to selected events rather than every minor fluctuation. Signals and alerts The script includes structured event logic for the following types of conditions: - bullish directional imbalance started, - bearish directional imbalance started, - bullish imbalance strengthening above the strong threshold, - bearish imbalance strengthening above the strong threshold, - bullish extreme imbalance, - bearish extreme imbalance, - imbalance fading, - and balance restored. These alerts describe what the internal model is detecting. They do not guarantee that price will continue in the same direction, reverse, or reach any target. Their function is organizational: they help users identify when the script’s flow state changes materially. Key inputs The main controls are MFI Length, Imbalance Lookback, Smoothing Length, Signal Length, Persistence Bars, Neutral Threshold, Strong Threshold, and Extreme Threshold. These settings alter how sensitive the model is to short-term changes and how quickly it escalates a condition from neutral to strong or extreme. Visual controls allow users to show or hide the histogram, signal line, raw score, threshold zones, bias tint, MFI guides, summary panel, and event labels. Label behavior can also be filtered through event mode, size, spacing, and transparency settings so the pane can remain readable without becoming over-annotated. Practical use This script is generally most useful when the user wants to inspect whether directional participation is broadening or weakening under the surface. For example, a user may observe price moving higher while checking whether the flow imbalance remains supportive, is fading, or never became strong in the first place. Likewise, when price weakens, the script can help distinguish between shallow bearish flow and more persistent bearish dominance. It can also be used as a filter alongside other tools. A trader using structural tools, trend tools, or volatility tools may find it useful to ask whether those reads are accompanied by balanced flow, strengthening directional skew, fading imbalance, or a return toward neutrality. In that role, AG Pro MFI Flow Imbalance functions as a context layer rather than as a one-click decision engine. Limitations and transparency This script does not know market intent, external news, hidden liquidity, or order-book behavior. It works only with the price and volume data available on the chart and the transformations applied to that data inside the model. Different symbols, exchanges, sessions, liquidity profiles, and volatility regimes can all change how the output behaves. The study also does not eliminate the tradeoff between sensitivity and stability. Shorter settings may react faster but can become noisier. Longer settings may produce smoother states but react later. Threshold placement matters as well. If thresholds are too loose, the script may classify too many minor swings as meaningful. If thresholds are too strict, it may ignore useful early changes. Users should also remember that strong imbalance is not inherently bullish or bearish in a simple predictive sense. A strong condition can persist, fade, stall, or reverse depending on context. The script is descriptive and analytical. It is not a guarantee engine. Why it may be useful to traders The usefulness of this publication comes from clarity, not from exaggerated claims. Many traders already work with price structure, trend tools, moving averages, or oscillators. What is often less explicit is whether money flow is becoming more balanced or more one-sided while those other reads are developing. This script offers a structured way to inspect that question and to keep the answer visually organized. By focusing on directional money-flow asymmetry, persistence, threshold behavior, and event transitions, the study provides a clear framework for discussing flow conditions without collapsing everything into a generic overbought/oversold interpretation. Risk disclosure This script is an analytical indicator. It is not financial advice, not a promise of future results, and not a substitute for risk management, market context, or independent judgment. It does not guarantee profitable trades, trend continuation, reversals, or improved performance. Use it as one input among others.
Индикатор Pine Script®
от AGProLabs
1
ueuito Smart Money Flow + Volume Absortionstill improving... Description This indicator measures money flow and volume absorption to identify market direction, strength, and potential turning points. It combines price movement, volume, volatility, and candle structure to detect institutional activity. Core Components 1. Money Flow Calculation The indicator calculates a flow value based on price change multiplied by volume. This value is normalized by average volume and then smoothed using EMA and WMA. Positive flow → bullish pressure Negative flow → bearish pressure This is the main line plotted on the chart. 2. Momentum (Impulse Detection) The script detects strong moves by comparing the current flow strength to its average. When flow exceeds a defined threshold, it is considered an impulse move These impulses represent strong participation, often linked to institutional activity 3. Trend Filter (EMA) An optional EMA filter is used to align signals with the broader trend. Buy signals only occur above the EMA Sell signals only occur below the EMA This helps reduce false signals in sideways markets. 4. Direction and Strength The indicator classifies market conditions: Bullish or bearish based on flow direction Strong bullish/bearish when combined with impulse Colors reflect this: Strong bullish → bright green Strong bearish → red Weak conditions → softer colors 5. Volume Absorption Detection This is a key feature of the indicator. Absorption is detected using a scoring system based on: High relative volume Small candle body Reduced price range Flow away from neutral zone If enough conditions are met, absorption is confirmed. Bullish absorption → accumulation (buyers absorbing selling) Bearish absorption → distribution (sellers absorbing buying) 6. Signal Generation Signals occur when: Flow changes direction Momentum (impulse) is present Trend conditions are met (if EMA filter is enabled) Absorption confirms the move Signals are displayed as triangles: Up triangle → buy Down triangle → sell Signal strength is visualized by size and opacity. 7. Volatility Context (Heatmap) A background heatmap highlights strong momentum zones: Green → strong bullish activity Red → strong bearish activity This helps quickly identify high-activity areas. Overall Functionality This indicator is designed to: Track real buying and selling pressure Detect institutional activity through volume behavior Identify high-probability entries using momentum and absorption Filter noise using trend and volatility conditions It works best in trending markets but includes filters to reduce noise in low-quality conditions.
Индикатор Pine Script®
от ueuito
TX Volume Spike Overview: TX Volume Spike Pro is a sophisticated technical analysis tool designed to identify high-probability breakout and breakdown opportunities in STOCK trading. The core philosophy is "Volume confirms price." By combining price action breakout levels with directional volume spikes and advanced momentum filters, this script helps traders filter out market noise and identify institutional accumulation or distribution. Key Features: Directional Volume Spike Logic: Unlike standard volume indicators, TX Pro distinguishes between Bullish Spikes (accumulation) and Bearish Spikes (distribution). A signal is only valid if the recent volume surge aligns with the candle's direction. Hybrid Confirmation System: The "Hybrid" mode integrates several technical indicators—On-Balance Volume (OBV), Money Flow Index (MFI), and Volume Oscillator—to ensure that momentum and money flow are fully supporting the price move. Breakout/Breakdown Engine: Automatically identifies dynamic resistance (High) and support (Low) levels based on user-defined lookback periods. Institutional Trend Filter: Includes a 200-period SMA filter to ensure traders stay on the right side of the long-term trend, significantly reducing risk in trending markets. Professional UI: Features clean visual plots of key levels, directional bar highlighting for volume anomalies, and optimized signal labels. How to Use: Bullish Signal (BUY): Triggered when the price crosses over the Resistance level, confirmed by a Bullish Volume Spike within the lookback window, and supported by Hybrid filters (OBV/MFI/VO) if enabled. Bearish Signal (SELL): Triggered when the price crosses under the Support level, confirmed by a Bearish Volume Spike, and supported by momentum filters. Recommended Setting: Use the "Hybrid (All Filters)" mode for stock trading to ensure maximum confirmation. Disclaimer: This script is a technical analysis tool and should not be considered financial advice. Always use proper risk management and stop-loss orders in your trading strategy.
Индикатор Pine Script®
от Tonzlnxz
Beekeeper Flow StateBeekeeper Flow State – Indicator Overview Beekeeper Flow State is a multi-layer market structure + liquidity + order-flow indicator designed primarily for SPY / SPX / ES trading. It combines: Key institutional levels EMA trend structure Liquidity sweep confirmations Buy/Sell signal engine Money Flow Profile (Lux-style) to help identify high-probability trade locations around liquidity and value. 1. Institutional Level Engine The indicator loads a large predefined list of SPY levels and automatically converts them for: Symbol Level Conversion SPY Base levels SPX SPY × 10 ES SPY × 10 These levels represent major liquidity and gamma zones often respected by price. The script: • Draws horizontal levels across the entire chart • Displays customizable price labels on the right side • Keeps labels visible even when scrolling Purpose: Identify support/resistance liquidity zones Anchor trade setups 2. EMA Trend Framework Three exponential moving averages provide trend confirmation: EMA Purpose EMA 9 Short-term momentum EMA 21 Trend direction EMA 50 Macro bias Optional EMA stack confirmation requires: Bullish stack EMA9 > EMA21 > EMA50 or Bearish stack EMA9 < EMA21 < EMA50 Purpose: Filter trades in the dominant trend direction 3. Liquidity Sweep Detection The signal engine identifies stop-run reversals around levels. Bullish setup: Price sweeps below level AND closes back above it Bearish setup: Price sweeps above level AND closes back below it Optional confirmations: Liquidity sweep Level reclaim EMA position EMA stacking Purpose: Catch liquidity grabs and reversals 4. Buy / Sell Signal Engine When all conditions align, the script prints: BUY SELL Signals respect: • cooldown between signals • EMA direction • sweep confirmation • reclaim confirmation Purpose: Highlight structured entries near liquidity levels 5. Lux-Style Money Flow Profile (MFP) The profile analyzes the last X bars of trading activity and distributes volume across price levels. Each row shows: Component Meaning Green bars Buy pressure Red bars Sell pressure Yellow zone Total traded flow Center ladder Exact price level Labels Flow amount + percentage Calculation method: Volume distributed across price range weighted by overlap with each profile row Bull flow: (close - low) / range Bear flow: (high - close) / range Purpose: Reveal where money actually traded Identify value nodes / imbalances 6. Price Ladder A center ladder prints the exact price for each profile row. Purpose: Easier alignment with the chart Precise level targeting 7. Value Flow Labels Each row optionally displays: Total money flow Percentage of profile Example: 1.28B (6.3%) Purpose: Identify high-participation price zones 8. Customization Features The indicator allows full control over: Level controls level color thickness label size label color label position MFP controls profile width offset row count colors text size ladder visibility value labels Signal controls sweep requirement reclaim requirement EMA selection signal cooldown How Traders Use It Typical workflow: 1️⃣ Identify major levels 2️⃣ Watch for liquidity sweeps 3️⃣ Confirm with EMA trend 4️⃣ Check MFP value nodes 5️⃣ Enter on BUY / SELL signal In Simple Terms This indicator shows: Where liquidity is → Where money traded → Where the trend is → When liquidity gets swept → When to enter.
Индикатор Pine Script®
от dchtlh3
Flow State Levels Pro ## Quick Levels PRO Elite **Quick Levels PRO Elite** is a precision liquidity and level-reaction indicator designed for **SPY, SPX, and ES traders**. It combines a pre-mapped institutional level map with signal logic and optional money flow profiling to help identify areas where price is most likely to react. The script automatically adapts levels depending on the chart symbol and provides visual signals when price sweeps and reclaims key levels. --- ## Core Features ### Institutional Level Map The indicator includes a large database of predefined liquidity levels derived from options positioning and historical reaction zones. Levels automatically convert between: * **SPY** * **SPX** * **ES Futures** All levels extend across the chart and remain anchored to price so they behave like native horizontal levels. --- ### Liquidity Sweep Signals Signals are generated when price interacts with levels and confirms a reclaim. Buy and sell signals are based on: • Price sweeping above or below a level • Reclaim of the level • EMA confirmation for directional bias This helps identify potential reversal or continuation setups after liquidity is taken. --- ### EMA Trend Framework Three EMAs are included to help define market structure and directional bias. Default settings: * EMA 9 * EMA 21 * EMA 50 Signals can be filtered using these averages to avoid trading against trend. --- ### Gamma / Options Levels Optional inputs allow traders to manually plot important options levels such as: * **Zero Gamma** * **Call Wall** * **Put Wall** These levels are often key inflection points in the market. --- ### Money Flow Profile (Optional) The built-in Money Flow Profile provides a quick visualization of where buying or selling activity has concentrated across price levels. Features include: • Bull vs Bear flow coloring • Volume distribution by price • Profile displayed to the right of the chart to avoid overlapping price action This allows traders to identify areas of strong participation and potential support/resistance. --- ## Best Use Cases Quick Levels PRO Elite is designed for: • **SPY intraday trading** • **SPX options trading** • **ES futures scalping** • Liquidity sweep setups • Reaction trades at known levels --- ## Summary Quick Levels PRO Elite combines **institutional level mapping, liquidity sweep detection, EMA trend filtering, and optional money flow profiling** into a single tool designed to highlight high-probability reaction zones in the market. It is optimized for traders who rely on **price interaction with key levels rather than traditional indicators.**
Индикатор Pine Script®
от dchtlh3
RatSignal Flow - Composite Momentum Scanner Short Description: Multi-layer momentum oscillator: Fisher Transform + WaveTrend + signal detection. Free from ratsignal.com — premium indicators coming soon. Find more details: ratsignal.com Full Description: 🐀 RatSignal Flow — Composite Momentum Scanner Professional multi-layer oscillator combining three independent momentum engines into one panel. Built by the RatSignal team — the same core signals powering our live 24/7 trading bots on crypto markets. Recommended timeframe: 15 minutes (works on all timeframes, optimized for 15m–4H). ━━━━━━━━━━━━━━━━━━━━━━━━━━━━ COMPONENTS ▸ Fisher Transform (cyan/orange line with neon glow) Ehlers' Fisher Transform scaled to oscillator range. Statistically detects price reversals earlier than RSI or Stochastic. Toggle glow effect on/off in settings. ▸ WaveTrend Oscillator (blue/orange dual line) Momentum system with dynamic fill between WT1 and WT2. Captures trend shifts with high sensitivity. Neon glow included. ▸ RSI+MFI Histogram (green/red bars) Volume-weighted momentum histogram. Green = buying pressure, Red = selling pressure. ▸ WaveTrend Cross Dots Large circles appear at WT1/WT2 crossover points for quick visual scanning. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━ SIGNALS 🟢 Green Dot — Bullish EMA cross (EMA11 above EMA34) 🟡 Yellow X — Oversold reversal candidate (multi-factor: WaveTrend + RSI + MFI confluence) 🔴 Red X — Bearish EMA warning (EMA5 below EMA11) 🔵 Blue Triangle — Short-term momentum shift 🐀 Green Rat — LONG entry signal (zone-filtered composite — only fires from oversold) 🐀 Red Rat — SHORT entry signal (zone-filtered composite — only fires from overbought) Rat signals are strict and zone-filtered: LONG only triggers when momentum recovers from oversold territory, SHORT only from overbought. This dramatically reduces noise compared to standard crossover signals. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━ HOW TO USE 1. Watch for 🐀 Rat signals as primary entry triggers 2. Confirm direction with WaveTrend position (above/below zero line) 3. Check Fisher Transform color for trend bias (cyan = bullish, orange = bearish) 4. Use the rsiMFI histogram for volume confirmation 5. Green/Yellow/Red markers add extra confluence layers 6. Overbought (60) and Oversold (-60) zones highlight when momentum is extended Works on all crypto pairs — BTC, ETH, SOL, and beyond. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━ FREE — FOR NOW This indicator is 100% free. We're releasing it as a preview of the RatSignal suite. Premium indicators with advanced pattern detection, AI-powered signal filtering, and multi-timeframe confluence analysis are coming to ratsignal.com in the next few months. Follow @ratsignalcrypto here on TradingView and visit ratsignal.com to get early access. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ⚠️ This is not financial advice. Past performance does not guarantee future results. Always use proper risk management.
Индикатор Pine Script®
от ratsignalcrypto
Cluster Money Flow Index [UAlgo]Cluster Money Flow Index is a zone based MFI structure tool designed to detect repeated Money Flow Index turning points and group them into meaningful reaction areas. Instead of treating every isolated MFI pivot as a standalone event, the script searches for clusters of nearby pivots that occur around similar MFI levels. When enough touches accumulate in the same area, the indicator promotes that region into a live zone. The main idea is simple. If MFI repeatedly turns down from a similar high region, that area can behave like an overbought supply style zone inside the oscillator. If MFI repeatedly turns up from a similar low region, that area can behave like an oversold demand style zone. By clustering these repeated reactions, the script attempts to map oscillator structure in the same way traders often map support and resistance on price. What makes this indicator especially useful is that the zones are not static. They can expand when fresh touches appear, they gain visual strength as more reactions accumulate, and they can later be invalidated if MFI decisively breaks beyond them. This creates a much more dynamic view than a simple overbought line, oversold line, or ordinary pivot marker. The script also includes a smoothed MFI reference, optional center lines, zone labels, a live dashboard, and alert conditions when MFI enters active cluster zones. This makes the indicator useful both for structural oscillator analysis and for workflow monitoring. In practical use, Cluster Money Flow Index can help highlight repeated MFI rejection areas, repeated MFI support areas, transition zones near the middle range, and regions where oscillator behavior has historically clustered before reversal or pause. 🔹 Features 🔸 Pivot Based MFI Structure Detection The script detects confirmed MFI pivot highs and pivot lows using user defined left and right pivot settings. This means clusters are built only from confirmed oscillator turning points rather than from every small fluctuation. 🔸 Cluster Logic Instead of Single Pivot Logic A new pivot does not automatically create a new zone. The script first checks whether that pivot is close enough to an existing valid cluster. If it is, the cluster gains another touch. If it is not, a new cluster is created. 🔸 Adaptive Proximity Threshold Cluster sensitivity is based on MFI volatility. The script calculates the standard deviation of raw MFI and multiplies it by the user selected proximity multiplier. This makes zone grouping adapt to the current oscillator environment. 🔸 Minimum Touch Confirmation A cluster is displayed only after it reaches the required minimum number of touches. This helps filter out weak one time reactions and focuses attention on repeated oscillator behavior. 🔸 Optional Zone Expansion When enabled, the zone can expand with each new retest. If a fresh pivot extends beyond the current cluster boundary, the top or bottom is updated and the center is recalculated. This allows the zone to evolve naturally as more data arrives. 🔸 Dynamic Zone Strength Visualization Zones become slightly more visible as touch count increases. This gives stronger clusters more visual weight and helps the user quickly distinguish weak from strong oscillator regions. 🔸 Overbought, Oversold, and Mid Context Zone color is chosen from the zone center. Clusters centered high in the MFI range use the overbought color, clusters centered low use the oversold color, and clusters near the middle range use the mid color. 🔸 Optional Center Line and Labels Each displayed cluster can include a center line and an information label showing whether the zone is an upper or lower type cluster, its approximate center level, and its total touch count. 🔸 Invalidation Logic A zone remains valid until MFI breaks clearly beyond it. Upper clusters are invalidated if MFI pushes decisively above the zone. Lower clusters are invalidated if MFI drops decisively below it. 🔸 Dashboard Summary A built in dashboard can show current MFI state, number of active upper and lower zones, strongest cluster strength, and the nearest upper and lower cluster centers. 🔸 Alert Support Alerts are provided for: MFI entering an upper cluster zone, MFI entering a lower cluster zone, MFI crossing above 80, and MFI crossing below 20. 🔹 Calculations 1) Calculating Raw and Smoothed MFI float rawMFI = ta.mfi(hlc3, mfiLen) float smoothedMFI = ta.ema(rawMFI, mfiSmooth) This is the starting point of the indicator. The script first calculates the standard Money Flow Index from hlc3 using the selected MFI length. Then it applies an EMA smoothing pass to create a softer reference line. The raw MFI is used for all pivot detection, clustering, invalidation, zone interaction, and alerts. The smoothed MFI is mainly a visual aid that helps the user see the broader oscillator path more clearly. So the indicator always builds its logic from raw MFI structure while also giving the user a smoother secondary guide. 2) Defining the Cluster Object type MFICluster float top float bottom float center bool isOB int touches int firstBarTime int lastTouchTime int firstBarIdx bool isValid bool isDisplayed box zoneBox line centerLine label infoLabel This object stores the full lifecycle of one MFI cluster zone. It contains: the zone top, the zone bottom, the center level, whether the zone came from an upper pivot or lower pivot, how many touches it has, when it first formed, when it was last touched, whether it is still valid, whether it has already been drawn, and its visual objects. So the script is not just plotting shapes. It is managing structured oscillator zones that have state, memory, and display properties. 3) Calculating the Adaptive Proximity Threshold float mfiStd = ta.stdev(rawMFI, 50) float proximity = math.max(2.0, mfiStd * proxMult) This is the sensitivity engine of the clustering logic. The script measures the standard deviation of raw MFI over the last fifty bars. It then multiplies that volatility measure by the user selected proximity multiplier. Finally, it enforces a minimum threshold of 2.0. This means a new pivot is considered close enough to an existing cluster only if it lies within a volatility adjusted distance from the cluster center. So the zone grouping automatically adapts to how noisy or how compressed the MFI environment currently is. 4) Detecting Confirmed MFI Pivot Highs and Lows float mfiPH = ta.pivothigh(rawMFI, pivotLeft, pivotRight) float mfiPL = ta.pivotlow(rawMFI, pivotLeft, pivotRight) This is the pivot discovery step. The script finds confirmed pivot highs and pivot lows directly on the raw MFI series. A pivot high becomes an upper type candidate cluster. A pivot low becomes a lower type candidate cluster. Because the pivots are confirmed using both left and right bars, the script avoids reacting too early to temporary oscillator wiggles. So all clustering logic is based on confirmed structure rather than live unconfirmed turns. 5) Checking Whether a Pivot Belongs to an Existing Cluster method checkProximity(MFICluster this, float pivotVal, bool isOB, float threshold) => bool result = false if this.isOB == isOB and this.isValid if math.abs(pivotVal - this.center) <= threshold result := true result This method decides whether a new pivot should strengthen an existing cluster. A pivot can only join a cluster if: the cluster is of the same type, the cluster is still valid, and the distance between the pivot value and the cluster center is less than or equal to the current threshold. This is important because upper pivot highs are never mixed with lower pivot lows, and stale invalidated clusters are ignored. So this method is the actual grouping filter that turns repeated nearby pivots into one shared zone. 6) Adding a New Touch to a Cluster method addTouch(MFICluster this, float pivotVal, int pTime, bool shouldExpand) => this.touches += 1 this.lastTouchTime := pTime if shouldExpand if pivotVal > this.top this.top := pivotVal if pivotVal < this.bottom this.bottom := pivotVal this.center := (this.top + this.bottom) / 2.0 int(na) Once a pivot is assigned to a cluster, this method updates the cluster state. The touch count is incremented and the last touch time is refreshed. If zone expansion is enabled, the script also checks whether the new pivot extends above the current top or below the current bottom. If it does, the cluster boundaries are widened and the center is recalculated. So clusters do not have to remain frozen. They can evolve as new oscillator reactions appear. 7) Creating a New Cluster When No Match Exists if not wasClustered float zoneHalf = math.max(proximity * 0.15, 0.8) float zTop = pVal + zoneHalf float zBot = pVal - zoneHalf MFICluster newCl = MFICluster.new( top = zTop, bottom = zBot, center = pVal, isOB = isOB, touches = 1, firstBarTime = pTime, lastTouchTime= pTime, firstBarIdx = pBarIdx, isValid = true, isDisplayed = false) If the new pivot does not belong to any existing valid cluster, the script creates a fresh cluster. The initial zone width is determined from the current proximity threshold. Specifically, the script takes fifteen percent of that threshold and applies it equally above and below the pivot center, while enforcing a minimum half size of 0.8. So every new cluster begins as a compact seed zone around one confirmed pivot and can later grow through repeated touches. 8) Minimum Touch Display Rule if this.touches >= minT This is the first major visual gate inside the drawing logic. A cluster is not drawn just because it exists internally. It becomes visible only when its touch count reaches the user selected minimum touches threshold. This helps reduce noise by hiding weak single touch or low confidence zones until repeated oscillator interaction has been proven. So display is based on structural repetition, not just first occurrence. 9) Zone Strength and Opacity Calculation f_calcOpacity(int touches, int baseOp) => float strength = math.min((touches - 1) / 8.0, 1.0) int result = int(baseOp + (strength * 15)) math.min(result, 40) This function converts touch count into visual intensity. The script measures strength from the number of touches relative to a capped scale. Then it adds that strength bonus to the base opacity setting, while also imposing an upper limit. This means zones with more touches appear slightly stronger and easier to notice than weaker zones. So touch count influences not only logic, but also visual emphasis. 10) Zone Color Selection f_zoneColor(float center) => center >= 70 ? obColor : center <= 30 ? osColor : midColor This is the color classification rule. If the cluster center is at or above 70, the zone uses the overbought color. If the cluster center is at or below 30, the zone uses the oversold color. Anything in between uses the mid color. This is important because a cluster may come from an upper or lower pivot, but its actual center still determines how extreme its oscillator location really is. So the visual color reflects where the cluster sits inside the MFI range. 11) Drawing the Zone Box this.zoneBox := box.new( left=this.firstBarTime, top=this.top, right=time, bottom=this.bottom, border_color=borderCol, border_width=bWidth, bgcolor=fillCol, xloc=xloc.bar_time) Once the cluster qualifies for display, the script draws a box from the first touch time to the current bar time, with the cluster’s top and bottom as boundaries. So the zone is not a single point marker. It becomes a persistent horizontal oscillator region that extends over time. This makes the MFI structure much easier to interpret as a live area rather than isolated pivot dots. 12) Drawing the Optional Center Line if drawCenter this.centerLine := line.new( x1=this.firstBarTime, y1=this.center, x2=time, y2=this.center, color=color.new(baseCol, zoneOpacity - 5), style=line.style_dotted, width=1, xloc=xloc.bar_time) If enabled, the script also draws a center line through the middle of the cluster. This gives the user a clean reference for the average reaction level inside the zone, which can be useful when the zone expands and becomes wider over time. So the center line acts like an equilibrium guide inside the cluster. 13) Drawing the Info Label string typeStr = this.isOB ? "OB" : "OS" string lblText = typeStr + " · " + str.tostring(math.round(this.center, 1)) + " | ×" + str.tostring(this.touches) this.infoLabel := label.new( x=time, y=this.isOB ? this.top : this.bottom, text=lblText, textcolor=textCol, style=label.style_none, size=f_labelSize(lSize), xloc=xloc.bar_time, textalign=text.align_right) The label contains three pieces of information: the cluster type, the approximate center level, and the touch count. This means a user can immediately see whether the zone is an upper or lower cluster, where it is centered, and how strong it is based on repeated reactions. So the label turns the zone into an interpretable structural object instead of only a colored band. 14) Updating Existing Displayed Zones box.set_right(this.zoneBox, time) box.set_bgcolor(this.zoneBox, fillCol) box.set_border_color(this.zoneBox, borderCol) box.set_border_width(this.zoneBox, bWidth) box.set_top(this.zoneBox, this.top) box.set_bottom(this.zoneBox, this.bottom) Once a zone is already displayed and still valid, the script updates it on every bar. It extends the right edge to the latest time, refreshes the fill and border styling, and updates the top and bottom in case the zone expanded after new touches. So visible zones remain live and adaptive rather than remaining frozen in their original shape. 15) Zone Invalidation Logic method invalidate(MFICluster this, float mfiVal) => bool broken = false if this.isOB if mfiVal > this.top + 2 broken := true else if mfiVal < this.bottom - 2 broken := true if broken this.isValid := false broken This method decides when a cluster has failed. For upper type clusters, invalidation occurs if MFI pushes clearly above the zone top by more than two MFI points. For lower type clusters, invalidation occurs if MFI falls clearly below the zone bottom by more than two MFI points. This extra buffer is important because it avoids invalidating zones on tiny marginal touches. So the script requires a decisive break beyond the zone before it stops treating that cluster as active structure. 16) Visual Handling of Invalidated Zones else box.set_bgcolor(this.zoneBox, color.new(baseCol, math.max(zoneOpacity + 20, 95))) box.set_border_color(this.zoneBox, color.new(baseCol, math.max(zoneOpacity + 20, 95))) if not na(this.centerLine) line.set_style(this.centerLine, line.style_dashed) line.set_color(this.centerLine, color.new(baseCol, 80)) When a cluster becomes invalid, the script does not delete it immediately. Instead, it fades the zone heavily and softens the center line. This allows the user to keep the historical context of where the zone existed while also clearly seeing that it is no longer considered valid. So invalidated zones remain on the pane as context, but not as active structure. 17) Detecting Whether MFI Is Inside an Active Cluster if cl.isValid and cl.touches >= minTouches if cl.isOB and rawMFI >= cl.bottom and rawMFI <= cl.top + 5 inOBZone := true if not cl.isOB and rawMFI <= cl.top and rawMFI >= cl.bottom - 5 inOSZone := true This block checks whether the current raw MFI value has entered a valid displayed cluster zone. For upper clusters, the script allows a small tolerance above the zone. For lower clusters, it allows a small tolerance below the zone. This produces the conditions used by the entry alerts. So the alerts are not tied merely to MFI crossing 80 or 20. They can also trigger when MFI enters historically clustered oscillator reaction areas. 18) Dashboard Metrics int obZoneCount = 0 int osZoneCount = 0 int strongMax = 0 float nearOB = na float nearOS = na if cl.touches > strongMax strongMax := cl.touches if cl.touches >= minTouches if cl.center >= 70 obZoneCount += 1 else if cl.center <= 30 osZoneCount += 1 The dashboard summarizes the live structure. It counts how many active displayed zones are centered in overbought and oversold territory, finds the highest touch count among all clusters, and tracks the nearest upper and lower cluster centers relative to current MFI. So the dashboard gives a quick structural overview without requiring the user to visually inspect every zone one by one. 19) MFI State Classification for the Dashboard string mfiState = rawMFI >= 80 ? "OVERBOUGHT" : rawMFI <= 20 ? "OVERSOLD" : rawMFI >= 50 ? "BULLISH" : "BEARISH" This line classifies the current oscillator state into four broad conditions. At or above 80 is treated as overbought. At or below 20 is treated as oversold. Between 50 and 80 is treated as bullish. Between 20 and 50 is treated as bearish. This gives the dashboard an easy to read directional context in addition to the cluster statistics. 20) Alert Conditions alertcondition(inOBZone, title="MFI Entered OB Cluster Zone", message="Cluster MFI: Price entered an overbought cluster zone — watch for reversal") alertcondition(inOSZone, title="MFI Entered OS Cluster Zone", message="Cluster MFI: Price entered an oversold cluster zone — watch for reversal") alertcondition(ta.crossover(rawMFI, 80), title="MFI Crossed Above 80", message="Cluster MFI: MFI crossed above 80 — overbought territory") alertcondition(ta.crossunder(rawMFI, 20), title="MFI Crossed Below 20", message="Cluster MFI: MFI crossed below 20 — oversold territory") The script provides four alert types. Two alerts are structural cluster alerts: entering an upper cluster, and entering a lower cluster. Two alerts are classic threshold alerts: crossing above 80, and crossing below 20. So the user can monitor both traditional MFI extremes and the more advanced cluster based structure.
Индикатор Pine Script®
от UAlgo
Double Money Flow Index - DMFI | TR🎯 Overview Double Money Flow Index - DMFI | TR is an advanced volume‑weighted oscillator developed by Tiagorocha1989 that enhances the classic Money Flow Index (MFI) by applying the MFI formula twice. This “double MFI” approach amplifies shifts in money flow, reduces lag, and helps traders identify accumulation/distribution phases and potential reversals earlier than traditional MFI. With dual‑mode operation (centerline or moving‑average crossovers), an extensive selection of moving average types, and comprehensive visual customization, DMFI provides a powerful tool for volume‑based momentum analysis. 🔧 How It Works The standard Money Flow Index (MFI) combines price and volume to measure buying and selling pressure, ranging from 0 to 100. Double MFI applies the same logic to the MFI series itself, creating a “momentum of money flow” effect that highlights changes in the underlying MFI’s behaviour. Core Calculation Logic: First MFI: MFI = 100 - (100 / (1 + Money Flow Ratio)) where the period is user‑defined Length MFI and the source is Source MFI. (MFI internally uses typical price and volume to compute positive and negative money flow.) Double MFI (DMFI): DMFI = 2 × MFI - ta.mfi(MFI, Length_MFI) i.e., the current MFI minus the MFI of MFI (applied to the MFI series) and then doubled, effectively smoothing and amplifying changes in MFI. Reference Line (Entry_DMFI): The indicator compares DMFI to a reference line that can be either: 50 Line (classic MFI mode) – the traditional centerline separating bullish ( >50) and bearish ( <50) money flow. Signals occur when DMFI crosses above or below 50. DMFI MA (enhanced mode) – the reference line becomes a moving average of DMFI itself, providing smoother, filtered signals. The moving average type and length are fully customizable, with support for 12 different MA variants (see Key Features). The resulting oscillator oscillates around the chosen reference line: DMFI above reference → strengthening buying pressure (bullish money flow acceleration) DMFI below reference → strengthening selling pressure (bearish money flow acceleration) Magnitude indicates the strength of the acceleration. Values above 80 or below 20 are often considered overbought/oversold in classic MFI, but DMFI is unbounded. ✨ Key Features 🔹 Dual Operating Modes 50 Line Mode: Classic signals when DMFI crosses above or below 50 – simple and intuitive for MFI users. DMFI MA Mode: Smoother signals when DMFI crosses its own moving average – reduces whipsaws in choppy markets. 🔹 Extensive Moving Average Selection Choose from 12 MA types for the DMFI MA line, each with its own characteristics: EMA, SMA, RMA, WMA, VWMA, HMA, DEMA, TEMA, TRIMA, FRAMA, SWMA, T3. The T3 MA includes an adjustable T3 Factor for fine‑tuning smoothness. 🔹 Customizable MFI Parameters Length MFI: Lookback period for both MFI calculations (default 14). Source MFI: Price source for the first MFI (default Close). (MFI internally uses typical price and volume.) 🔹 Extended Range Visualization Gradient fills are drawn between DMFI and the reference line, with fixed bounds at 120 and 0. These zones help visualise extreme readings, referencing classic MFI overbought/oversold levels while accommodating DMFI’s unbounded nature. 🔹 Customizable Color Themes Eight distinct color schemes to match your chart aesthetics: Classic, Modern, Robust, Accented, Monochrome, Moderate, Aqua, Cosmic Each theme defines separate colors for bullish and bearish states. 🔹 Comprehensive Visual Feedback Colored DMFI Line: Changes colour based on its position relative to the reference line. Signal Line: Yellow line representing the 50 or MA reference. Gradient Fill Zones: Semi‑transparent fills showing extreme money flow areas (overbought/oversold zones). Dynamic Zone Fills: Additional fill between DMFI and the reference line, coloured by the prevailing bias. Color‑Coded Candles: Bars reflect the current DMFI bias (above or below reference). Signal Markers: Triangle up/down symbols at crossover points. Live Value Display: Current DMFI value shown in a floating label near the last bar. Trend Table: Bullish/Bearish status displayed in a table on the chart. 🔹 Ready‑to‑Use Alerts Built‑in alert conditions trigger LONG on bullish crossovers and SHORT on bearish crossunders, for both operating modes. ⚙️ Settings Summary Setting Description Default Color Choice Select from eight visual themes Classic Length MFI Lookback period for both MFI calculations 14 Source MFI Price source for the first MFI Close Entry/Exit Signal Choose between 50‑line or DMFI MA mode 50 Length MA Moving average period for DMFI MA mode 365 Moving Average Type of moving average for the signal line (12 options) EMA T3 Factor Factor for T3 moving average (0–1) 0.7 📈 Practical Applications 🔹 Money Flow Acceleration Detection The slope and position of DMFI relative to the reference line quickly reveal whether money flow is accelerating or decelerating. Steeply rising DMFI indicates strengthening buying pressure; steeply falling DMFI signals strengthening selling pressure. 🔹 50‑Line Crossovers In 50 Line mode, crossovers provide clear signals: Crossover above 50 → shift from bearish to bullish money flow, potential trend reversal up. Crossunder below 50 → shift from bullish to bearish money flow, potential trend reversal down. 🔹 Signal‑Line Crossovers In DMFI MA mode, crossovers between DMFI and its moving average generate filtered signals: DMFI crosses above its MA → bullish signal (buying pressure accelerating). DMFI crosses below its MA → bearish signal (selling pressure accelerating). These signals work well in trending markets by reducing false entries. 🔹 Overbought / Oversold Conditions Although DMFI is unbounded, traditional MFI levels (e.g., 80/20) can be referenced. Extreme DMFI readings (above 120 or below 0) often coincide with strong money flow and may precede reversals or pullbacks, especially when combined with divergences. 🔹 Divergence Trading Double MFI is excellent for spotting divergences with price: Bullish Divergence: Price makes a lower low while DMFI forms a higher low → possible upside reversal (accumulation). Bearish Divergence: Price makes a higher high while DMFI forms a lower high → possible downside reversal (distribution). Divergences are most reliable after extended trends or when DMFI is at extreme levels. 🔹 Money Flow Confirmation The magnitude of DMFI confirms the strength of money flow: Large positive values (well above reference) → strong buying pressure. Large negative values (well below reference) → strong selling pressure. Values nearing the reference line → money flow slowing, potential trend change. 🔹 Centerline Rejections When DMFI approaches the reference line (50 or MA) but reverses before crossing, it can signal continuation of the current money flow trend – a common pattern in strong trends. 🔹 Multiple Timeframe Analysis Compare DMFI readings across timeframes: higher‑timeframe DMFI defines the primary money flow trend, while lower‑timeframe DMFI helps pinpoint entry and exit timing. 🎯 Ideal For ✅ MFI Enthusiasts looking for a more responsive, smoothed version of the classic volume‑weighted indicator. ✅ Volume‑Based Traders wanting to measure buying/selling pressure acceleration. ✅ Trend Traders seeking confirmation of trend strength and direction with volume. ✅ Momentum Traders wanting an early view of money flow shifts. ✅ Divergence Traders looking for leading reversal signals in price/volume relationships. ✅ Swing Traders capturing medium‑term money flow shifts. ✅ System Developers needing a robust, customisable crossover‑based strategy. ✅ Beginner Traders who appreciate clear visual signals and multiple learning modes. 📌 Key Takeaways Double MFI Logic: Applying the MFI formula twice amplifies money flow signals and reduces lag compared to standard MFI. Dual‑Mode Flexibility: Choose 50‑line simplicity for classic MFI entries or MA‑smoothed signals for filtered trades. Unbounded Nature: DMFI has no fixed upper/lower limits; traditional levels (e.g., 80/20, 120/0) serve as useful reference zones. Volume Integration: Because MFI incorporates volume, DMFI provides a unique volume‑weighted perspective on momentum. Extensive MA Options: 12 moving average types give you complete control over the smoothness and responsiveness of the signal line. Rich Visuals: Colour themes, gradient fills for extreme zones, candle colouring, and live value labels provide immediate market context. Divergence Capability: The double calculation often reveals divergences earlier than simple MFI. Alert‑Ready: Pre‑built alerts for both LONG and SHORT signals based on crossovers. ⚠️ Important Notes Because DMFI is unbounded, its scale can vary significantly between instruments and timeframes. The gradient fills at 120 and 0 are arbitrary reference points derived from classic MFI overbought/oversold levels; they may not represent actual extreme conditions for all instruments. The default Length MFI of 14 is the standard MFI period, offering a balanced perspective. Shorter lengths (e.g., 9) produce more responsive signals, while longer lengths (e.g., 21) smooth out noise. The default Length MA of 365 in DMFI MA mode is designed for a long‑term context on daily charts; adjust it to match your trading horizon. Divergences are most reliable when they occur after extended trends and are confirmed by other tools. Always combine Double MFI with proper risk management and additional confirmation before live deployment. Disclaimer: This indicator is provided for educational and informational purposes only. Past performance does not guarantee future results. Always test thoroughly and align with your personal risk management strategy.
Индикатор Pine Script®
от Tiagorocha1989
3D Money Flow Index [UAlgo]3D Money Flow Index is a visual enhancement of the Money Flow Index that transforms a classic momentum oscillator into a pseudo 3D ribbon rendered inside its own pane. Instead of displaying MFI as only a single flat line, the script builds a front surface, a back surface, connecting edges, and shaded faces, then projects those elements through a camera style transformation using configurable yaw and pitch angles. The result is a depth based MFI visualization that makes momentum shifts, expansion, compression, and reversals much more expressive than a standard oscillator plot. The indicator runs in a separate pane ( overlay=false ) and combines several components into one visual framework: A custom MFI style calculation A 3D ribbon built from projected historical MFI values Optional dynamic ribbon depth based on volatility Buy and sell markers when MFI crosses key threshold levels Regular bullish and bearish divergence detection using MFI pivots versus price pivots Projected guide levels for 80, 50, and 20 This makes the script useful for traders who want both analysis and presentation. It keeps the familiar MFI logic at the core, but wraps it in a more intuitive spatial display that can help visually separate trend persistence, reversal attempts, and divergence structures. Educational tool only. Not financial advice. 🔹 Features 🔸 1) 3D Ribbon Style MFI Visualization The core feature of the script is a pseudo 3D MFI ribbon. For each historical bar inside the selected history length, the indicator creates a front and back layer around the same MFI value, connects those layers with side edges, and fills the face between them. This gives the oscillator a ribbon like body rather than a single thin line. The ribbon is projected into the pane using time for the horizontal axis and MFI value for the vertical axis, which creates a clean depth illusion without leaving the oscillator panel. 🔸 2) Adjustable Camera Style Projection The script includes two visual controls that change how the ribbon appears in space: Yaw Angle changes the left right visual rotation of the ribbon Pitch Angle changes the vertical tilt of the ribbon These controls allow the user to choose a flatter, more technical display or a more dramatic perspective oriented look. 🔸 3) Configurable Ribbon Depth The Ribbon Depth setting controls how thick the 3D body appears along the synthetic Z axis. Lower values create a thinner ribbon, while higher values create a deeper and more dramatic structure. This is especially useful when adapting the visualization for different screen sizes or preferred chart density. 🔸 4) Optional Dynamic Volatility Based Depth When enabled, the script automatically scales ribbon depth using current ATR relative to its longer average. This means the visual thickness expands during higher volatility and compresses during quieter periods. The result is a ribbon that can communicate both oscillator behavior and relative volatility regime at the same time. 🔸 5) Custom Money Flow Index Calculation Instead of using the built in ta.mfi() , the script calculates its own MFI style series from positive and negative money flow sums derived from price change and volume. This gives the indicator full internal control over the oscillator values used by the 3D engine, divergence logic, and threshold signals. 🔸 6) Buy and Sell Threshold Markers The script generates event markers when MFI crosses important momentum thresholds: Buy style event when MFI crosses above 20 Sell style event when MFI crosses below 80 These events are rendered as small 3D boxes attached to the ribbon, which keeps the signal presentation consistent with the indicator’s depth based design. 🔸 7) Regular Divergence Detection The indicator can detect regular divergence by comparing MFI pivots to price pivots: Bearish divergence when price makes a higher high but MFI makes a lower high Bullish divergence when price makes a lower low but MFI makes a higher low Divergence is optional and can be turned on or off through the settings. 🔸 8) 3D Aligned Divergence Lines When a divergence is detected, the script draws a thicker line between the two MFI pivot points, positioned on the ribbon’s front face so the divergence appears visually attached to the 3D structure instead of floating away from it. It also draws dotted connector lines from the divergence line back to the ribbon body, reinforcing the spatial relationship. 🔸 9) Historical Ribbon Length Control The History Length input limits how many bars of 3D ribbon are drawn. This helps balance visual richness with performance and keeps the pane from becoming overcrowded. 🔸 10) Gradient Color Mapping by MFI Level The ribbon is colored dynamically using a gradient based on MFI value: Lower readings lean bearish Higher readings lean bullish This means the ribbon itself functions as a live regime map, not just a structural shape. 🔸 11) Projected Guide Levels The script draws perspective aligned guide levels for: 80 50 20 These are not flat horizontal pane lines. They are projected using the same camera logic as the ribbon, which keeps the entire display visually coherent. 🔸 12) Full Last Bar Redraw for Visual Consistency All 3D objects are deleted and rebuilt on the last bar. This ensures that the current camera angles, ribbon depth, divergence set, and markers are always rendered consistently with the latest data. 🔸 13) Object Based Design for Maintainability The script uses several custom types: Point3D for synthetic 3D coordinates Point2D for projected time / value coordinates Camera for projection controls DivLine for stored divergence events This makes the visual engine and signal logic more structured and easier to extend. 🔹 Calculations 1) Custom MFI Style Calculation The script computes money flow using separate positive and negative sums based on the change in the selected source: float upper = math.sum(volume * (ta.change(src) <= 0 ? 0 : src), length) float lower = math.sum(volume * (ta.change(src) >= 0 ? 0 : src), length) Then it computes an MFI style output: float ratio = lower == 0 ? 0 : upper / lower 100.0 - (100.0 / (1.0 + ratio)) Interpretation: Positive source changes contribute to the upper flow sum. Negative source changes contribute to the lower flow sum. The resulting ratio is converted into an oscillator style value on a 0 to 100 scale. Important implementation note: This is a custom MFI style calculation, not the built in TradingView MFI function. The script uses its own edge case handling when lower == 0 . 2) Volatility Based Depth Scaling The dynamic depth option uses ATR relative to a longer ATR average: float atr = ta.atr(14) float avg_atr = ta.sma(atr, 100) float depth_scaler = use_dynamic_depth ? math.max(0.5, math.min(2.5, atr / avg_atr)) : 1.0 Interpretation: If current ATR is above its longer average, the ribbon becomes deeper. If current ATR is below its longer average, the ribbon becomes thinner. The multiplier is clamped between 0.5 and 2.5 for stability. 3) 3D Coordinate Model Each ribbon segment uses synthetic 3D coordinates: x represents bars back in history y represents the MFI value z represents the ribbon depth offset For each bar, the ribbon creates: A front point at z = -depth / 2 A back point at z = depth / 2 This creates the geometry needed for the front edge, back edge, side edge, and face fill. 4) Camera Projection Logic The script projects each 3D point into 2D coordinates using yaw and pitch rotations: float x1 = p.x * math.cos(rad_yaw) - p.z * math.sin(rad_yaw) float z1 = p.x * math.sin(rad_yaw) + p.z * math.cos(rad_yaw) float y1 = p.y * math.cos(rad_pitch) - z1 * math.sin(rad_pitch) Then it converts the projected coordinates into chart coordinates: int proj_time = int(ref_time - (x1 * time_step)) float proj_price = y1 Interpretation: The script does not use true 3D rendering. It uses geometric projection math to simulate depth within normal chart objects. 5) Time Step Mapping The horizontal spacing of projected points is derived from current chart time: int dt = time - time if bar_index == 0 dt := 60000 This lets the projected ribbon stay aligned with the current timeframe interval. 6) Ribbon Segment Construction For each bar pair in the selected history window, the script creates: Front line from point A front to point B front Back line from point A back to point B back Connector line from point A front to point A back A filled face polygon between the front and back edges This produces the actual ribbon body. The fill is created only for recent segments to stay within object limits: if i < 90 ... polylines.push(polyline.new(points, ... fill_color=face_col ...)) 7) Gradient Color Logic for the Ribbon The ribbon color is mapped from current MFI value: color base_col = color.from_gradient(val_a, 20, 80, col_bear, col_bull) Interpretation: Lower MFI values shift toward the bearish color. Higher MFI values shift toward the bullish color. Midrange values naturally blend between the two. 8) Buy and Sell Signal Logic The script defines simple threshold crossing events: bool sig_buy = ta.crossover(mfi_val, 20) bool sig_sell = ta.crossunder(mfi_val, 80) Interpretation: Buy event means MFI rises back above the lower threshold, which can suggest recovery from oversold pressure. Sell event means MFI falls back below the upper threshold, which can suggest rejection from overbought pressure. These are event markers, not standalone entry guarantees. 9) 3D Marker Drawing When a buy or sell signal occurs, the script draws a small 3D box marker using the same projection engine as the ribbon. The marker is built from four projected corners and connected with line segments so it appears attached to the ribbon structure. This keeps the signal styling consistent with the rest of the indicator. 10) Pivot Detection for Divergence The divergence engine finds pivot highs and lows on the MFI series: float ph = ta.pivothigh(mfi_val, piv_len, piv_len) float pl = ta.pivotlow(mfi_val, piv_len, piv_len) Each pivot is aligned to its true pivot bar using: int curr_piv_bar = bar_index - piv_len This ensures divergence anchors are placed at the actual turning points, not the later confirmation bar. 11) Bearish Divergence Logic When an MFI pivot high is confirmed, the script compares it with the prior MFI pivot high: bool bear_div = (curr_price_high > last_price_ph) and (curr_piv_val < last_ph_val) Interpretation: Price makes a higher high MFI makes a lower high If true, a bearish divergence line is stored. 12) Bullish Divergence Logic When an MFI pivot low is confirmed, the script compares it with the prior MFI pivot low: bool bull_div = (curr_price_low < last_price_pl) and (curr_piv_val > last_pl_val) Interpretation: Price makes a lower low MFI makes a higher low If true, a bullish divergence line is stored. 13) Divergence Storage and Cleanup Detected divergences are stored in an array of DivLine objects. Older divergence entries are removed once they fall too far outside the active visual window: if (bar_index - divergences.get(0).start_bar) > (history_len + 100) divergences.shift() This prevents old divergence structures from accumulating forever. 14) 3D Aligned Divergence Rendering When a divergence is drawn, the script places it on the front face of the ribbon by using: float z_offset = -current_depth / 2.0 This is an important visual detail because it keeps the divergence line attached to the ribbon surface rather than offset in empty space. The script also draws dotted connector lines from the divergence line endpoints back to the ribbon center plane, reinforcing the 3D attachment. 15) Projected Guide Level Rendering The indicator draws projected guide levels at 80, 50, and 20 using the same projection method: draw_grid_line(80, color.red) draw_grid_line(50, color.gray) draw_grid_line(20, color.green) This keeps the threshold references visually aligned with the ribbon perspective instead of using flat horizontal lines that would break the illusion. 16) Full Last Bar Rebuild Process On the last bar, the script: Deletes all existing lines, polylines, and labels Recreates the camera Rebuilds the ribbon over the selected history length Replots signal markers Renders divergence lines Draws guide levels This full redraw approach ensures visual consistency whenever the latest bar changes, the camera angles change, or volatility depth changes.
Индикатор Pine Script®
от UAlgo
MFI Distribution [UAlgo]MFI Distribution is a statistics focused Money Flow Index indicator that combines a live MFI oscillator with a forward projected distribution histogram and normality diagnostics. Instead of only showing the current MFI line, the script collects a rolling history of MFI values, studies their distribution over a configurable lookback period, and visualizes the result as a histogram in the oscillator pane. The indicator is designed for traders who want to understand how MFI behaves as a distribution , not only where it is on the current bar. It provides a compact statistical framework that helps answer questions such as: Is MFI clustering around a narrow regime or spread across the full range Is the recent MFI behavior skewed toward strong buying or selling pressure Does the MFI sample look approximately normal, or is it fat tailed / asymmetric How extreme is the current reading relative to the recent distribution To support this, the script includes: A live MFI line with dynamic gradient coloring Overbought and oversold visual zones with gradient fills A histogram of MFI frequency distribution over the selected lookback An optional Gaussian curve overlay for visual comparison A statistical dashboard with mean, standard deviation, skewness, kurtosis, and Jarque Bera normality test results The histogram is drawn into the future area of the pane, so it does not interfere with the live MFI trace while still remaining visually aligned to the 0 to 100 oscillator scale. Educational tool only. Not financial advice. 🔹 Features 🔸 1) Live MFI Oscillator with Regime Aware Coloring The script plots a standard MFI line and colors it dynamically based on level behavior: High MFI values transition toward red tones Low MFI values transition toward green tones Mid range values remain purple This makes the oscillator easier to read at a glance, especially during sustained overbought or oversold conditions. 🔸 2) Overbought and Oversold Zone Visualization The indicator includes standard MFI reference levels at 80 and 20, then adds gradient fills that become visible when the MFI pushes into extreme zones. This provides better visual emphasis for momentum extremes without cluttering the chart. 🔸 3) Rolling MFI History Collection for Statistical Analysis The script maintains an internal array of the latest MFI values up to the user defined lookback length. This rolling sample is used to compute all distribution statistics and histogram frequencies on the last bar. This design keeps the indicator responsive while ensuring the displayed distribution reflects the most recent market behavior. 🔸 4) Forward Projected MFI Distribution Histogram A histogram is drawn in the oscillator pane using bins over the fixed MFI range from 0 to 100. Each bin counts how many MFI observations fall inside that interval during the lookback window. The histogram is projected to the right of current price action in the pane, giving users a clean distribution panel without covering the live MFI line. 🔸 5) Configurable Histogram Resolution and Width Users can control: Lookback period used for distribution analysis Number of histogram bins Visual width of the histogram in future bars This makes the tool flexible for both high level regime reading and finer distribution inspection. 🔸 6) Optional Gaussian Curve Overlay When enabled, the script overlays a theoretical normal distribution curve using the sample mean and sample standard deviation. The curve is normalized to the histogram height so users can visually compare the empirical MFI distribution against a bell curve shape. This is useful for quickly spotting asymmetry, multimodal clustering, or fat tail behavior. 🔸 7) Full Statistical Summary Dashboard A built in dashboard table displays: Mean Standard Deviation Skewness Kurtosis (excess kurtosis) Jarque Bera statistic Pass / Fail normality status (95% threshold logic) This turns the indicator into a compact quantitative diagnostic panel, not only a visual oscillator. 🔸 8) Jarque Bera Normality Test Classification The script evaluates whether the MFI sample is approximately normal using a Jarque Bera style test and a fixed chi square threshold (95% confidence, 2 degrees of freedom). It then marks the result as PASS (Normal) or FAIL (Non Normal). This helps traders distinguish between more stable oscillator regimes and structurally distorted ones. 🔸 9) Histogram Color Theme Based on Normality Result The histogram automatically changes style depending on the test result: Teal themed histogram when normality test passes Red themed histogram when normality test fails This creates an immediate visual signal of distribution quality without needing to read the dashboard first. 🔸 10) Last Bar Only Heavy Processing for Efficiency Statistical calculations, histogram drawing, and dashboard refresh are performed only on the last bar. This reduces object churn and improves performance while preserving real time utility. 🔸 11) Object Based Drawing Management The script uses custom types to organize logic: DistributionStats for statistical values and normality output HistoDrawer for histogram bars, curve lines, and labels This makes the code structured and easier to extend with future features such as percentiles, z scores, or alternate tests. 🔹 Calculations 1) MFI Calculation The script computes Money Flow Index from a user selected source and length: mfi_val = ta.mfi(mfi_src, mfi_len) This value is plotted in the oscillator pane and colored dynamically according to level. 2) Rolling History Buffer for Distribution Sampling Each valid MFI value is pushed into a rolling array used for statistical analysis: if not na(mfi_val) mfi_history.push(mfi_val) if mfi_history.size() > lookback mfi_history.shift() This ensures the sample size is capped at the selected lookback and continuously refreshed with recent values. 3) Sample Variance and Standard Deviation The script computes sample variance using the classic n minus 1 denominator: sum_sq_diff / (n - 1) Standard deviation is then calculated as: stats.stdev := math.sqrt(variance_val) Using sample variance is appropriate here because the lookback window is treated as a sample of recent market behavior. 4) Sample Skewness Calculation Skewness is computed from standardized deviations and corrected for sample size: (n * sum_cube_diff) / ((n - 1) * (n - 2)) Interpretation: Positive skew suggests more mass on lower values with a right tail toward high MFI prints Negative skew suggests more mass on higher values with a left tail toward low MFI prints 5) Excess Kurtosis Calculation The script calculates excess kurtosis , where a normal distribution is centered around 0: float term1 = (n * (n + 1) * sum_quad_diff) / ((n - 1) * (n - 2) * (n - 3)) float term2 = (3 * math.pow(n - 1, 2)) / ((n - 2) * (n - 3)) term1 - term2 Interpretation: Positive excess kurtosis suggests heavier tails or more peaked behavior Negative excess kurtosis suggests flatter distribution behavior 6) Jarque Bera Normality Test The script uses skewness and excess kurtosis to compute the Jarque Bera statistic: stats.jb_stat := (n / 6.0) * (math.pow(stats.skew, 2) + 0.25 * math.pow(stats.kurt, 2)) Then it compares the result against a 95 percent chi square critical value (2 degrees of freedom): stats.is_normal := stats.jb_stat < 5.991 Important note: The code defines a jb_p_value field in the stats type, but this version does not explicitly calculate or display a p value. The pass / fail logic is threshold based. 7) Fixed MFI Range Histogram Binning (0 to 100) The histogram always bins data over the full MFI range: float min_val = 0.0 float max_val = 100.0 float bin_size = (max_val - min_val) / bins Each MFI value is mapped to a bin index: int bin_idx = math.floor(val / bin_size) The index is clamped so values at boundaries stay valid: if bin_idx >= bins bin_idx := bins - 1 if bin_idx < 0 bin_idx := 0 This makes the histogram consistent across symbols and timeframes. 8) Frequency Counting and Peak Detection For each binned MFI observation, the script increments a frequency counter and tracks the highest bin count: int new_count = frequencies.get(bin_idx) + 1 frequencies.set(bin_idx, new_count) if new_count > max_freq max_freq := new_count The maximum frequency is later used to normalize histogram bar heights. 9) Histogram Rendering Geometry The histogram is drawn as boxes in the oscillator pane, projected to the right of the last bar: int start_bar = bar_index + 5 float base_y = 10.0 float available_height = 80.0 This effectively uses the MFI pane vertical range from about 10 to 90 for histogram height visualization, keeping it aligned with the oscillator scale. Each bin is mapped to x coordinates using its MFI interval and the user selected histogram width: int x_left = start_bar + math.round((bin_val_start / 100.0) * chart_width_bars) int x_right = start_bar + math.round((bin_val_end / 100.0) * chart_width_bars) Each frequency is mapped to a vertical height using: float bar_height_val = (freq / max_freq) * available_height 10) Histogram Color Logic from Normality Result The histogram color theme is selected from the Jarque Bera pass / fail result: Teal palette when stats.is_normal is true Red palette when stats.is_normal is false This creates a direct link between statistical classification and visual presentation. 11) Gaussian Curve Overlay Calculation The script defines a normal probability density function: (1.0 / (sigma * math.sqrt(2.0 * math.pi))) * math.exp(-0.5 * math.pow((x - mu) / sigma, 2)) For curve plotting: It samples points across the histogram width Maps each x position back to an MFI value from 0 to 100 Computes the PDF at that MFI value using the sample mean and standard deviation Scales the PDF by the theoretical peak so the curve fits the histogram height Key normalization idea: float pdf_peak = normal_pdf(stats.mean, stats.mean, stats.stdev) float current_y = base_y + (pdf_val / pdf_peak) * available_height This makes the Gaussian curve visually comparable to the empirical histogram, even though one is a density and the other is raw frequency. 12) Dashboard Table Metrics On the last bar, the script updates a table with the computed statistics: Mean StdDev Skewness Kurtosis Jarque Bera statistic and normality classification The result cell color changes based on normality: Green for PASS (Normal) Red for FAIL (Non Normal) This gives traders a compact quantitative summary next to the visual distribution. 13) Overbought and Oversold Gradient Fills The script adds gradient fills that appear when MFI moves beyond standard thresholds: fill(plot_mfi, p_ob, 100, 80, ...) fill(plot_mfi, p_os, 20, 0, ...) This helps contextualize whether the current MFI reading is extreme while the histogram and dashboard describe the broader behavior of the recent MFI sample.
Индикатор Pine Script®
от UAlgo
Money Flow Index - MFI | TR🎯 Overview Money Flow Index - MFI | TR is a volume-weighted momentum oscillator that measures the strength of money flowing in and out of a security over a specified period. Developed by Tiagorocha1989, this enhanced version of the classic Money Flow Index combines price and volume data to identify overbought and oversold conditions, detect divergences, and generate clear trading signals with dual-mode operation and comprehensive visual features. 🔧 How It Works The Money Flow Index (MFI) is often referred to as the volume-weighted Relative Strength Index (RSI). It uses both price and volume to measure buying and selling pressure, providing a more complete picture of market dynamics than price-only oscillators. Core Calculation Logic: The MFI calculation follows these steps: Typical Price: (High + Low + Close) / 3 for each period Money Flow: Typical Price × Volume Money Flow Ratio: If Typical Price increases, it's Positive Money Flow If Typical Price decreases, it's Negative Money Flow Money Flow Ratio = (Sum of Positive Money Flow over n periods) / (Sum of Negative Money Flow over n periods) MFI: 100 - (100 / (1 + Money Flow Ratio)) The resulting oscillator oscillates between 0 and 100, with: Readings above 80 suggesting overbought conditions (potential reversal down) Readings below 20 suggesting oversold conditions (potential reversal up) 50 level serving as the centerline indicating neutral momentum The indicator compares MFI to a reference line that can be either: The traditional 50 level (centerline) A user-defined moving average of MFI itself (MFI MA mode) ✨ Key Features 🔹 Dual Operating Modes 50 Level Mode: Classic MFI implementation where signals occur when MFI crosses above or below the 50 centerline, indicating momentum shifts MFI MA Mode: Enhanced version where signals occur when MFI crosses its own moving average, providing smoother, filtered entries 🔹 Flexible Moving Average Selection Choose from six MA types for the MFI MA mode: EMA (Exponential Moving Average) for responsive signals SMA (Simple Moving Average) for smoother readings RMA (Rolling Moving Average) for weighted recent data WMA (Weighted Moving Average) for customizable weighting VWMA (Volume-Weighted Moving Average) incorporating volume HMA (Hull Moving Average) for reduced lag 🔹 Customizable MFI Parameters Length MFI: Lookback period for MFI calculation (default 14) Source MFI: Price source for calculations (default Close) 🔹 Volume Integration Unlike price-only oscillators, MFI incorporates volume, making it particularly effective for identifying genuine buying and selling pressure. 🔹 Customizable Color Themes Eight distinct color schemes to match your charting preferences: Classic – Green for bullish, Red for bearish Modern – White for bullish, Purple for bearish Robust – Amber for bullish, Maroon for bearish Accented – Violet for bullish, Pink for bearish Monochrome – Light gray for bullish, Dark gray for bearish Moderate – Green for bullish, Red for bearish Aqua – Blue for bullish, Orange for bearish Cosmic – Pink for bullish, Purple for bearish 🔹 Comprehensive Visual Feedback Colored MFI Line: Changes color based on position relative to the reference line Signal Line: Yellow line showing 50 or MA reference Gradient Fill Zones: Clear visualization of overbought (above 80) and oversold (below 20) conditions Dynamic Zone Fills: Semi-transparent fills showing when MFI is above or below the reference line Color-Coded Candles: Bars reflect current MFI bias (above or below reference) Signal Markers: Triangle up/down symbols at crossover points Live Value Display: Current MFI value shown in a floating label Trend Table: Bullish/Bearish status displayed on the chart 🔹 Ready-to-Use Alerts Built-in alert conditions trigger LONG signals on bullish crossovers and SHORT signals on bearish crossunders across both operating modes. ⚙️ Settings Summary Color Choice: Select from eight visual themes (Default: Classic) Length MFI: Lookback period for MFI calculation (Default: 14) Source MFI: Price source for calculations (Default: Close) Entry/Exit Signal: Choose between 50 level or MFI MA mode (Default: 50) Length MA: Moving average period for MFI MA mode (Default: 365) MFI MA Type: Moving average method for signal line (Default: EMA) 📈 Practical Applications 🔹 Overbought/Oversold Detection Traditional MFI usage identifies extreme conditions: Readings above 80 suggest overbought conditions and potential reversal down Readings below 20 suggest oversold conditions and potential reversal up The indicator provides gradient fills in these zones for visual clarity Volume weighting makes these signals more reliable than RSI alone 🔹 Centerline Crossovers In 50 Level mode, crossovers provide momentum signals: Crossover above 50 → Bullish momentum strengthening (buying pressure exceeding selling pressure) Crossunder below 50 → Bearish momentum strengthening (selling pressure exceeding buying pressure) 🔹 Signal Line Crossovers In MFI MA mode, crossovers between MFI and its moving average provide filtered signals that reduce whipsaws in ranging markets while maintaining sensitivity in trends. 🔹 Divergence Trading MFI is excellent for spotting divergences, often more reliable than price-only oscillators due to volume confirmation: Bullish Divergence: Price makes lower low, MFI makes higher low → Potential upside reversal (weakening selling pressure) Bearish Divergence: Price makes higher high, MFI makes lower high → Potential downside reversal (weakening buying pressure) Divergences are most significant when occurring at extreme levels (above 80 or below 20) 🔹 Volume Confirmation The volume component adds an extra dimension: MFI rising with price confirms bullish trend (volume supporting the move) MFI falling while price rises suggests weak buying pressure (potential reversal) MFI rising while price falls suggests hidden accumulation 🔹 Failure Swings Look for MFI moves above 80 (or below 20), a pullback, and then a move beyond the previous extreme, confirmed by volume patterns. 🔹 Multiple Timeframe Analysis Compare MFI readings across different timeframes: Higher timeframe MFI confirms primary trend direction with volume confirmation Lower timeframe MFI identifies entry timing and short-term momentum shifts 🎯 Ideal For ✅ Volume-Aware Traders seeking to incorporate volume into momentum analysis ✅ Mean Reversion Traders looking for overbought and oversold opportunities with volume confirmation ✅ Divergence Traders wanting more reliable reversal signals through volume confirmation ✅ Swing Traders capturing medium-term momentum shifts with volume support ✅ System Developers needing volume-weighted momentum signals ✅ Institutional Traders who value volume analysis for confirmation 📌 Key Takeaways Volume-Weighted Momentum: Unlike RSI, MFI incorporates volume, providing a more complete picture of buying and selling pressure Dual-Mode Flexibility: Choose between classic 50-level crossovers for traditional signals or MA-smoothed signals for filtered entries Comprehensive Visualization: Color themes, gradient fills for overbought/oversold zones, candles, and labels provide immediate market awareness Divergence Capability: Volume-weighted divergences are often more reliable than price-only divergences Alert-Ready: Built-in alerts for both LONG and SHORT signals across both operating modes ⚠️ Important Notes MFI, like RSI, can remain in overbought or oversold territory for extended periods during strong trends. The default length of 14 is standard but can be adjusted for different trading styles. The 365-day MA default in MFI MA mode is designed for longer-term trend context on daily charts. Volume spikes can cause sudden MFI movements; consider using smooth volume inputs if available. Divergences are most reliable when they occur at extreme readings. Always combine with proper risk management and additional confirmation for best results. Disclaimer: This indicator is provided for educational and informational purposes only. Past performance is not indicative of future results. Always conduct thorough testing and align with your risk management strategy before live deployment.
Индикатор Pine Script®
от Tiagorocha1989
Money Flow Index - MFI🎯 Overview This is an advanced Money Flow Index - MFI indicator that combines volume-weighted momentum analysis with dynamic moving average filtering. Unlike basic MFI implementations, this version features gradient overbought/oversold zones, multiple color themes, and a clear signal dashboard for precise money flow identification. 🧩 Core Components 1. ⚙️ Technical Foundation 📊 Primary Calculation: Uses TradingView's built-in ta.mfi() function which incorporates both price and volume data 📈 Dual Analysis Components: MFI Line: Volume-weighted momentum oscillator MA Filter: Customizable moving average acting as dynamic signal line Threshold Zones: Gradient fills for overbought and oversold conditions ⚡ Volume Integration: Unique ability to combine price action with trading volume for more reliable signals 2. 🎛️ Configuration Parameters 📏 MFI Length: Default 14 periods (standard setting) 🔄 MA Filter Settings: Length: Customizable (default 365 periods) Type: 6 options available (EMA, SMA, RMA, WMA, VWMA, HMA) 🎨 Color Themes: 5 visual schemes consistent with your indicator suite: Classic, Modern, Robust, Accented, Monochrome 📊 Signal Interpretation: 🟢 BULLISH: MFI > MA Filter (money flow above trend) 🔴 BEARISH: MFI < MA Filter (money flow below trend) ⚠️ OVERBOUGHT: MFI > 80 (potential reversal zone) ⚠️ OVERSOLD: MFI < 20 (potential reversal zone) 3. 🎨 Visual Elements 🚨 Gradient Zones: Overbought zone : Red gradient intensifying toward 100 Oversold zone : Green gradient intensifying toward 0 📋 Dashboard Display: Top-right status indicator showing "⬆️ Bullish" or "⬇️ Bearish" 📊 Dynamic Coloring: MFI line changes color based on position relative to MA ⚡ Trading Applications 📈 Primary Uses: 🎯 Money Flow Direction: MFI > MA = Bullish money flow regime MFI < MA = Bearish money flow regime 💪 Trend Strength with Volume Confirmation: MFI considers both price movement AND volume Higher volume moves have more significance Validates price trends with volume support 🚨 Extreme Zone Signals: Overbought: MFI > 80 (potential sell opportunity) Oversold: MFI < 20 (potential buy opportunity) 📊 Zone Analysis: 🔴 Overbought Zone : Red gradient fills Indicates excessive buying pressure Watch for bearish reversals 🟢 Oversold Zone : Green gradient fills Indicates excessive selling pressure Watch for bullish reversals 🟡 Equilibrium: Yellow MA line acts as volume-weighted trend filter 🎨 Customization Options 👁️ Display Features: 📊 Dual Components: Always shows both MFI line and MA filter 🎨 Gradient Visualization: Automatic fill for overbought/oversold conditions 📋 Status Dashboard: Clear bullish/bearish money flow indication 📈 Customizable MA: Choose from 6 different moving average types 🎨 Visual Themes: (Consistent suite) 🎨 Classic: Green/Red (traditional volume-weighted colors) 🚀 Modern: Cyan/Purple (contemporary) 💪 Robust: Amber/Deep Purple (high contrast) 🌈 Accented: Purple/Magenta (vibrant) ⚫⚪ Monochrome: Light Gray/Dark Gray (minimalist) 🔔 Alert System 🟢 LONG Alert: Triggers when MFI crosses above MA 🔴 SHORT Alert: Triggers when MFI crosses below MA 📧 Format: Includes ticker symbol for tracking ⚡ Key Advantages ✅ Strengths: 🎯 Volume-Weighted Accuracy: Combines price and volume for more reliable signals 💪 Overbought/Oversold Filter: Built-in 80/20 thresholds with gradient visualization 👁️ Clear Trend Identification: MA filter separates noise from meaningful money flow 🔄 Flexible Configuration: Multiple MA types for different trading styles 📊 Professional Dashboard: Immediate money flow status recognition 📊 Optimal Settings: ⚡ Short-term Trading: MFI Length 10-14, MA Length 20-50 📊 Medium-term Trading: MFI Length 14-20, MA Length 50-100 📈 Long-term Trading: MFI Length 20-30, MA Length 100-365 🏆 Unique Features: 🎯 Volume Integration: The only oscillator in your suite that includes volume data 📊 Gradient Thresholds: Visual intensity shows proximity to extremes 🎨 Consistent Design: Matches your indicator family aesthetics 📋 Money Flow Dashboard: Quick visual confirmation of volume trends 🔧 Dual Analysis: Combines oscillator with dynamic trend filter 🔄 Trading Strategies 1. Basic Money Flow Strategy: Go LONG when MFI crosses above MA from oversold Go SHORT when MFI crosses below MA from overbought Exit when opposite extreme is reached 2. Divergence Detection: Price makes higher high, MFI makes lower high → Bearish divergence (selling pressure weakening) Price makes lower low, MFI makes higher low → Bullish divergence (buying pressure increasing) 3. Volume Confirmation: Strong trend + rising MFI = High conviction move Weak trend + declining MFI = Potential reversal 📈 Performance Tips Volume Matters: MFI is most effective in markets with consistent volume Extreme Zones: levels often act as support/resistance for the indicator Divergence Signals: More reliable than simple overbought/oversold readings Trend Alignment: MFI above MA in uptrend, below MA in downtrend Confirmation: Combine with price action at key support/resistance levels This enhanced MFI indicator provides professional-grade volume-weighted analysis with intuitive visualization, allowing traders to identify money flow trends, spot potential reversals at extremes, and filter signals through the customizable moving average for higher accuracy trading decisions! 📊💰
Индикатор Pine Script®
от Tiagorocha1989
Blockcircle Global Central Bank Balance Sheet and Money SupplyOVERVIEW This indicator aggregates money supply (M2) and central bank balance sheet data from the world's largest economies into a single, unified view of global liquidity conditions. Rather than manually tracking dozens of separate data feeds or building your own aggregation logic, you get a ready-to-use tool that pulls from FRED, TradingView Economics, and real-time FX rates to convert everything into USD terms automatically. Global liquidity has historically served as a leading indicator for risk assets. When central banks expand their balance sheets and the money supply grows, capital tends to flow into equities, crypto, and other risk-on assets. When liquidity contracts, markets often follow. This indicator gives you that macro context directly on your chart. The global liquidity movement (expansionary or contractionary) often leads to asset price appreciation/depreciation in CRYPTOCAP:BTC , SP:SPX , etc WHAT MAKES IT ORIGINAL AND DIFFERENT Combines both M2 money supply AND central bank balance sheet data in one place, whereas most existing tools focus on only one metric Aggregates 11 economies for M2 (USA, EU, China, Japan, UK, Canada, India, Russia, Brazil, Australia, Switzerland) and 10 central banks for balance sheet data Automatically handles currency conversion using live FX rates so all values display in USD Includes a dedicated US Net Liquidity calculation (Fed Balance Sheet minus Reverse Repo minus TGA) which filters out temporary distortions that other aggregate tools ignore Provides granular country by country breakdown in the information table so you can identify which central banks are driving the aggregate trend Offers four moving average types (SMA, EMA, WMA, RMA) for trend smoothing with configurable length HOW IT WORKS The indicator requests monthly M2 data from TradingView's Economics feeds for each included country. Central bank balance sheet data is pulled the same way. All non-USD values are converted using daily FX rates from major currency pairs. The script then sums these converted values to produce the Global M2 and Global CBBS lines. For US liquidity specifically, the script pulls weekly data for the Reverse Repo Program (RRP) and Treasury General Account (TGA) from FRED. Net Liquidity is calculated as: Fed Balance Sheet minus RRP minus TGA. This formula removes funds parked in reverse repos and Treasury cash balances, showing what is actually circulating in the financial system. KEY FEATURES Global M2 Money Supply line tracking 11 major economies with individual toggles for each country Global Central Bank Balance Sheet line tracking 10 central banks with individual toggles US-specific components, including Reverse Repo, TGA, and Net Liquidity as separate plot lines Moving average overlays with selectable type and length for identifying trend direction Fill the option between M2 and CBBS lines to visualize the gap between money supply and central bank assets Value labels at line endpoints showing current readings and period-over-period percentage change Comprehensive information table with optional country breakdown view Full color customization for all lines, configurable line width, and style options Alert conditions for significant M2 and CBBS changes plus MA crossover signals HOW TO USE Add to any chart and observe the overall direction of global liquidity. Rising lines generally support risk on positioning, while declining lines suggest caution Watch for divergences between the M2 and CBBS lines. If money supply grows faster than central bank assets, private credit may be expanding. If CBBS rises faster, central banks are actively injecting liquidity Use the US Net Liquidity line to understand short term dollar liquidity conditions separate from longer term global trends Enable moving averages to filter noise and identify when liquidity trends are changing direction Toggle individual countries on or off in the settings to see how specific regions contribute to the total Reference the information table for exact values and percentage changes without leaving your chart SETTINGS BREAKDOWN Table Settings: position, text size, and whether to show the country breakdown Display Settings: toggle visibility for each line, fill area, value labels, percent labels, and the info table Line Styling: customize colors for each metric, adjust line width, and select solid, dashed, or dotted style Moving Average: enable or disable MA overlays for M2 and CBBS, select MA type, and set length Global M2 Countries: individually enable or disable each of the 11 economies US Liquidity Components: toggle RRP and TGA data Global CBBS Countries: individually enable or disable each of the 10 central banks Alerts: set percentage threshold for change based alerts IMPORTANT CONSIDERATIONS Data updates depend on the publication schedule of each source. M2 and CBBS data are typically monthly with some delay. US Fed Balance Sheet, US RRP and US TGA update weekly FX conversion uses daily close rates which may introduce minor discrepancies during volatile currency periods Some emerging market data may have longer reporting lags than developed market data Hope you find it useful and impactful to your trading and investment decisions! If you have any questions at all, please just ask, happy to help
Индикатор Pine Script®
от blockcircle
Smart Money Flow Signals [QuantAlgo]🟢 Overview The Smart Money Flow Signals indicator synthesizes significant volume-price dynamics through multi-component analysis to identify potential accumulation and distribution phases driven by substantial market participants. It combines Money Flow Index momentum, Chaikin Money Flow accumulation patterns, volume-weighted price momentum, and buying/selling pressure metrics into a unified composite oscillator that quantifies periods of concentrated capital movement, helping traders and investors identify conditions where significant volume participants may be actively positioning across multiple market conditions and timeframes. 🟢 How It Works The indicator's core methodology lies in its weighted composite approach, where multiple volume-price components are calculated sequentially and then integrated to create a comprehensive significant flow activity signal. First, the Money Flow Index (MFI) is calculated to measure buying and selling pressure by incorporating volume into price momentum analysis: raw_money_flow = source * volume positive_flow = source >= source ? raw_money_flow : 0 negative_flow = source < source ? raw_money_flow : 0 positive_money_flow = math.sum(positive_flow, mfi_period) negative_money_flow = math.sum(negative_flow, mfi_period) money_flow_index = 100 - 100 / (1 + positive_money_flow / negative_money_flow) This creates an RSI-style momentum indicator that tracks whether money (price × volume) is flowing into or out of the asset, with values ranging from 0 to 100 where readings above 50 suggest buying pressure dominance. Then, Chaikin Money Flow (CMF) is computed to evaluate accumulation and distribution by analyzing where prices close within each bar's range, weighted by volume: money_flow_multiplier = high != low ? (close - low - (high - close)) / (high - low) : 0 money_flow_volume = money_flow_multiplier * volume volume_sma = ta.sma(volume, trend_period) chaikin_money_flow = volume_sma != 0 ? ta.sma(money_flow_volume, trend_period) / volume_sma : 0 Positive CMF values indicate accumulation (closes near the high of the range), while negative values indicate distribution (closes near the low of the range), with volume weighting emphasizing periods of significant participation. Next, Volume Analysis is performed to quantify current volume intensity relative to historical averages: volume_average = ta.sma(volume, trend_period) volume_strength = volume_average != 0 ? volume / volume_average : 1 volume_weight = math.log(volume_strength + 1) The logarithmic transformation creates a volume weight that amplifies signals during high-volume periods while preventing extreme volume spikes from overwhelming the composite calculation. Following this, Buy/Sell Pressure is quantified by comparing cumulative volume during bullish versus bearish candles: buying_pressure = math.sum(volume * (close >= open ? 1 : 0), trend_period) selling_pressure = math.sum(volume * (close < open ? 1 : 0), trend_period) pressure_ratio = (buying_pressure - selling_pressure) / (buying_pressure + selling_pressure) * 100 This creates a directional pressure ratio that reveals whether significant participants are predominantly buying or selling, expressed as a percentage between -100 (all selling) and +100 (all buying). Then, Volume-Weighted Momentum is calculated through an exponential smoothing channel that adjusts price deviation based on volume intensity: exponential_smooth_average = ta.ema(source, momentum_channel_period) deviation = ta.ema(math.abs(source - exponential_smooth_average), momentum_channel_period) channel_index = deviation != 0 ? (source - exponential_smooth_average) / (0.015 * deviation) * (1 + volume_weight * 0.5) : 0 This channel index measures how far price has deviated from its exponential average relative to typical deviation, with the volume weight multiplier (1 + volume_weight * 0.5) amplifying the signal when significant volume accompanies the price movement. Finally, the Composite Wave is constructed by combining all components with specific weighting to create the final oscillator: momentum_wave = ta.ema(channel_index, trend_period) money_flow_wave = (money_flow_index - 50) * 1.2 chaikin_flow_wave = chaikin_money_flow * 100 composite_wave = momentum_wave * 0.5 + chaikin_flow_wave * 0.3 + money_flow_wave * 0.2 smoothed_wave = ta.sma(composite_wave, signal_smoothing) This creates a multi-dimensional volume flow oscillator that combines price-volume momentum, accumulation-distribution patterns, and buying-selling pressure into a single signal, providing traders with probabilistic insights into periods of concentrated market activity and directional bias based on weighted component convergence. 🟢 Signal Interpretation ▶ Positive Values (Above Zero, Green): Composite money flow above equilibrium indicating net accumulation pressure, positive buying volume dominance, and bullish volume-price alignment = Favorable conditions for long positions, significant capital flowing into the asset = Buy/hold opportunities ▶ Negative Values (Below Zero, Red): Composite money flow below equilibrium indicating net distribution pressure, negative selling volume dominance, and bearish volume-price alignment = Unfavorable conditions for long positions, significant capital flowing out of the asset = Sell/short opportunities ▶ Extreme Overbought Zone: Excessive bullish money flow indicating potential accumulation exhaustion, where buying pressure may have reached unsustainable levels with elevated reversal risk = Caution on new longs, potential distribution phase beginning, profit-taking zone for existing positions ▶ Extreme Oversold Zone: Excessive bearish money flow indicating potential distribution exhaustion, where selling pressure may have reached unsustainable levels with elevated reversal risk = Caution on new shorts, potential accumulation phase beginning, buying opportunity zone for contrarian entries ▶ Smoothed Trend Line (White) Alignment: When the smoothed trend line confirms the composite wave direction, it validates the underlying volume-price trend and filters false signals caused by short-term noise ▶ Volume Intensity Correlation: Gradient intensity (color saturation) reflects combined wave strength, volume participation, and directional alignment, where darker/more saturated colors indicate stronger concentrated activity and higher-probability directional moves 🟢 Features ▶ Preconfigured Presets: Three optimized parameter configurations accommodate different trading styles, timeframes, and market analysis approaches. 1. "Default" provides balanced volume flow measurement suitable for swing trading on 4-hour and daily charts, offering moderate responsiveness to money flow shifts with standard RSI-equivalent MFI period and moderate smoothing for most market conditions. 2. "Fast Response" delivers heightened sensitivity optimized for active intraday trading and scalping on 1-minute to 1-hour charts, using compressed calculation periods across all components and minimal smoothing to capture rapid volume flow changes and quick trend shifts as they develop, ideal for early entry/exit opportunities with acceptance of increased signal frequency during consolidation. 3. "Smooth Trend" offers conservative extreme identification ideal for position trading and long-term analysis on daily to weekly charts, employing extended periods across all money flow components with substantial smoothing to filter short-term noise and isolate only strong, sustained accumulation and distribution phases driven by significant volume participants. ▶ Built-in Alerts: Seven alert conditions enable comprehensive automated monitoring of significant money flow transitions and extreme market states. 1. "Bullish Flow" triggers when the composite wave crosses above zero, signaling the shift from distribution to accumulation and concentrated buying activity beginning. 2. "Bearish Flow" activates when the composite wave crosses below zero, signaling the shift from accumulation to distribution and concentrated selling activity starting. 3. "Any Flow Direction Change" provides a combined notification for either bullish or bearish crossover regardless of direction, useful for general money flow momentum shifts. 4. "Extreme Overbought" alerts when the composite wave reaches or exceeds the overbought threshold (default +60), indicating excessive buying pressure and potential exhaustion. 5. "Extreme Oversold" notifies when the composite wave reaches or falls below the oversold threshold (default -60), indicating excessive selling pressure and potential capitulation. 6. "Overbought Reversal" triggers specifically when the wave crosses back down through the overbought level after being extended, signaling the beginning of distribution from extreme levels. 7. "Oversold Reversal" activates when the wave crosses back up through the oversold level after being extended, signaling the beginning of accumulation from extreme levels. ▶ Color Customization: Six visual themes (Classic, Aqua, Cosmic, Ember, Neon, plus Custom) accommodate different chart backgrounds and visual preferences, ensuring optimal contrast and immediate identification of bullish versus bearish volume flow conditions across various devices and screen sizes. Optional bar coloring provides instant visual context of current significant volume activity intensity and direction without switching between the price pane and indicator pane, enabling traders and investors to immediately assess volume-price positioning dynamics while analyzing price action.
Индикатор Pine Script®
от QuantAlgo
14
MB-MACD## Description **MB-MACD** is a custom Pine Script indicator designed to enhance momentum analysis by combining a volume-based "Main Buy Ratio" (MB) calculation with a traditional MACD oscillator. The MB Ratio estimates institutional buying pressure by apportioning volume based on the candle's range and close position, providing a unique proxy for "smart money" flow. This smoothed MB value is then used as the source for MACD computation, allowing for divergence detection between price action, the MB line, and the MACD Histogram. Key features include: - **MB Line**: A histogram-style plot showing smoothed buy/sell ratio, colored bullishly (teal) or bearishly (pink) based on direction. - **MACD Histogram**: Standard MACD applied to the MB source, with optional smoothing. - **Divergence Detection**: Identifies bullish and bearish divergences on both the MB line and MACD Histogram, with configurable filters for momentum decay and zero-line alignment. - **Visualization Options**: Display divergence lines and labels in the indicator pane or synced as an overlay on the main chart for better context. - **Alerts**: Triggers for bullish or bearish divergences to notify users of potential reversal setups. This indicator is particularly useful for swing traders and momentum followers looking to spot hidden divergences that may signal trend reversals or continuations. It emphasizes risk management by highlighting where price and momentum decouple, but remember: divergences are probabilistic signals and should be confirmed with other tools. As this is a community-shared script, I encourage users to test it thoroughly and provide feedback. If you spot any bugs, calculation errors, or improvements (e.g., edge cases with low-volume symbols or performance issues on certain timeframes), please comment below or reach out—your input helps refine it for everyone! ## User Manual ### Introduction The **MB-MACD** indicator integrates volume analysis with MACD to detect divergences in price and momentum. The core innovation is the "Main Buy Ratio" (MB), which approximates buying vs. selling volume within each bar based on its range and close position. This MB value is smoothed and fed into a MACD calculation, enabling divergence scans on both the MB line and the resulting MACD Histogram. Divergences occur when price makes higher highs/lower lows, but the oscillator (MB or Histogram) fails to confirm—often signaling potential reversals. The script offers flexible display options, filters to reduce false positives, and alerts for real-time notifications. **Important Notes:** - This is not financial advice; use it for educational purposes and backtest on your symbols/timeframes. - Works best on liquid stocks or indices with reliable volume data (e.g., daily or higher timeframes). - Performance may vary on low-volume assets or during after-hours trading. - If you encounter issues (e.g., no divergences detected or rendering errors), check your chart settings and report them in the comments for community debugging. ### Inputs Explanation The inputs are grouped for ease of configuration. Adjust them via the indicator's settings panel in TradingView. #### Core Parameters - **Show MB Line** (Default: True): Enables/disables the MB Ratio histogram plot. - **Show MACD Histogram** (Default: True): Enables/disables the MACD line and histogram plots. - **MB Smoothing (SMA)** (Default: 10, Min: 1): Length for smoothing the raw MB Ratio using a Simple Moving Average (SMA). Higher values reduce noise but may lag. - **Pivot Lookback Length** (Default: 5, Min: 2): Bars to look back/forward for detecting price pivots (highs/lows) used in divergence logic. - **Max Lines Kept** (Default: 100, Min: 10): Limits the number of divergence lines/labels to prevent chart clutter. #### Display Settings - **Show Lines (Indicator Pane)** (Default: True): Draws divergence lines on the MB line in the indicator pane. - **Show Labels (Indicator Pane)** (Default: True): Adds labels (e.g., "L" for line divergence) at divergence points in the pane. - **Show Hist Divergence Lines** (Default: True): Draws dashed lines for MACD Histogram divergences in the pane. - **Show Hist Divergence Labels** (Default: True): Adds labels (e.g., "H" for histogram divergence) in the pane. - **Sync Lines to Main Chart (Overlay)** (Default: True): Mirrors divergence lines and labels onto the main price chart for context (slightly offset for visibility). #### Filters & Tolerance - **Peak Alignment Tolerance (Bars)** (Default: 5, Min: 0): Allows flexibility in matching oscillator peaks/valleys to price pivots (e.g., within ±5 bars). - **Max Divergence Distance (Bars)** (Default: 20, Min: 5): Maximum bars between two pivots for a valid divergence; prevents detecting overly distant signals. - **Enable Momentum Decay Filter** (Default: True): For Histogram divergences, requires the current peak/valley to have a smaller absolute value than the previous (indicating convergence/decay). - **Enable Zero-Side Filter** (Default: False): Ensures both peaks/valleys in a divergence are on the same side of the zero line (e.g., both positive or both negative). #### MACD Settings - **MACD Fast Length** (Default: 12): Fast EMA length for MACD. - **MACD Slow Length** (Default: 26): Slow EMA length for MACD. - **MACD Signal Length** (Default: 9): Smoothing length for the MACD signal line. - **MACD Source Smoothing** (Default: 3, Min: 1): Additional SMA smoothing applied to the MB Ratio before MACD calculation. ### How It Works 1. **MB Ratio Calculation**: For each bar, the script computes the position of the close within the high-low range (0-1). This scales the volume into "buy" and "sell" portions, then derives a net ratio (-100% to +100%). It's smoothed via SMA for the final MB line. 2. **MACD Application**: The (optionally smoothed) raw MB is used as the MACD source, producing a MACD line, signal line, and histogram. 3. **Pivot Detection**: Uses Pine's `ta.pivothigh`/`ta.pivotlow` to find price highs/lows over the lookback period. 4. **Divergence Scanning**: - **Bearish (on Highs)**: Price makes a higher high, but MB/Hist makes a lower high. - **Bullish (on Lows)**: Price makes a lower low, but MB/Hist makes a higher low (closer to zero). - Scans nearby bars for oscillator matches and applies filters. 5. **Rendering**: Lines/labels are drawn in the indicator pane or overlaid on the chart. Colors: Teal for bullish, Pink/Maroon for bearish. 6. **Cleanup**: Automatically removes old lines/labels to stay under the max limit. ### Interpreting the Outputs - **MB Line (Columns)**: Positive (teal) indicates net buying pressure; negative (pink) shows selling. Watch for crossovers above/below zero as momentum shifts. - **MACD Histogram (Area)**: Green/teal for positive momentum; red/maroon for negative. Widening bars suggest strengthening trends; narrowing indicates weakening. - **Divergence Lines/Labels**: - Solid lines: MB line divergences (thicker, labeled "L"). - Dashed lines: Histogram divergences (thinner, labeled "H"). - Bullish: Teal lines sloping up (potential bottom reversal). - Bearish: Pink lines sloping down (potential top reversal). - **Overlay on Chart**: Lines connect price pivots (or offset slightly for Histogram). Use this to visualize how divergences align with candlesticks. - **Zero Line**: Gray horizontal line; divergences filtered by side if enabled. **Example Usage**: - On a daily stock chart, enable overlays and watch for a bullish "L" or "H" label near a price low—could signal a buy if confirmed by volume breakout. - In a downtrend, bearish divergences on highs might warn of further downside. ### Alerts - **Bullish Divergence (L or H)**: Triggers on any detected bullish divergence (MB or Histogram). - **Bearish Divergence (L or H)**: Triggers on bearish divergences. - Set up via TradingView's alert menu: Select the indicator, choose the condition, and customize the message (e.g., includes ticker). ### Troubleshooting / Known Issues - **No Divergences Shown**: Increase "Peak Alignment Tolerance" or reduce filters. Ensure pivot length suits your timeframe (shorter for intraday). - **Too Many Lines/Labels**: Lower "Max Lines Kept" or increase "Max Divergence Distance" to filter distant signals. - **Performance on Low-Volume Symbols**: MB Ratio may be unreliable; test on high-volume assets first. - **Rendering Errors**: If lines don't appear, check chart zoom or ensure "force_overlay=true" isn't conflicting with other indicators. - **NaN/Undefined Values**: Rare on live data but possible in historical backtests; report with symbol/timeframe for fixes. ### Feedback and Contributions This script is open for community improvement! If you find bugs (e.g., false positives in divergences, calculation edge cases, or UI glitches), or have suggestions (like additional filters or visualizations), please share in the comments. Your feedback helps make it better—let's debug and enhance it together!
Индикатор Pine Script®
от Kuokkuok0503