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EMA 9 & 26 Crossover by SN TraderEMA 9 & 26 Crossover by SN Trader – Clean Trend Signal Indicator | The EMA 9 & 26 Cross (+ Marker) indicator is a lightweight and effective trend-direction and momentum-shift tool that visually marks EMA crossover events using simple “+” symbols placed directly above or below price candles. This indicator is ideal for scalping, intraday trading, and swing trading across Forex, Crypto, Stocks, Indices, and Commodities. 🔹 Indicator Logic EMA 9 (Green) → Fast momentum EMA 26 (Red) → Trend direction 🟢 Green “+” (Below Candle) Appears when EMA 9 crosses ABOVE EMA 26 Indicates bullish momentum or trend continuation 🔴 Red “+” (Above Candle) Appears when EMA 26 crosses ABOVE EMA 9 Indicates bearish momentum or potential trend reversal 📈 How to Use ✔ Look for Green “+” for bullish bias ✔ Look for Red “+” for bearish bias ✔ Trade in the direction of higher-timeframe trend ✔ Combine with RSI, UT Bot, VWAP, MACD, Support & Resistance for confirmation ✅ Best For Trend identification Momentum confirmation Scalping & intraday entries Swing trade timing Multi-timeframe analysis ⚙️ Features ✔ Clean & minimal design ✔ Non-repainting crossover signals ✔ Works on all timeframes & markets ✔ Pine Script v6 compliant ✔ Beginner & professional friendly ⚠️ Disclaimer This indicator is for educational purposes only and does not provide financial advice. Always use risk management and additional confirmation before trading.
Индикатор Pine Script®
от Alphagenfx
White Core Trend [wjdtks255] White Core Trend is a trend-following indicator designed to strip away market noise and visualize the "Core Trend" of price action. It focuses on the essential relationship between price and a dynamic baseline to provide clear trading decisions. White Core Line: Built on a responsive HMA (Hull Moving Average) logic, this line acts as the definitive trend filter. It reacts swiftly to price changes while maintaining a smooth trajectory to reduce false signals. Intuitive Visual Signals: The indicator identifies trend exhaustion and reversal points by plotting triangle labels (▲/▼). These signals help traders maintain discipline and avoid emotional decision-making. Minimalist Design: Optimized for clarity, the indicator eliminates unnecessary clutter like background colors or complex data overlays, keeping the focus strictly on the trend and entry levels. As a core technical tool, this indicator is used to identify the market's direction and establish precise entry/exit benchmarks. 1. Entry Strategy Long Entry: Enter when the price crosses above the White Core Line and a green triangle appears. Short Entry: Enter when the price crosses below the White Core Line and a red triangle appears. Note: Ensure the candle body closes decisively across the line to confirm the signal. 2. Position Management Trend Following: Stay in the trade as long as the price remains on the correct side of the White Core Line. Reference Point: Use the horizontal white "Entry" line as a visual anchor for your current position. 3. Exit & Stop Loss Stop Loss: Exit immediately if the price crosses back over the White Core Line against your position. Take Profit: Secure profits when the price reaches your target or when the trend starts to flatten out (sideways movement) near the core line.
Индикатор Pine Script®
от wjdtks255
MA Smart SyncMA Smart Sync determines the market bias by evaluating the price position relative to a moving average channel on four independent timeframes and returning a confluence signal when a configurable number of them agree. Unlike standard MTF trend indicators that rely on EMA crossovers or slope direction, this script builds a channel around each timeframe and classifies price into three discrete zones: above, below, or inside. The "inside" state acts as a neutral filter, preventing false confluence signals during consolidation — a key distinction from binary up/down dashboards. The channel itself can be constructed using five different methods selectable from a single input: High/Low MA (separate MAs applied to high and low), Close ± ATR, Close ± Standard Deviation, Close ± percentage offset, or classic Bollinger Bands. All five use the same MA type and length inputs, making it straightforward to compare how different volatility envelopes behave on the same instrument without rebuilding the indicator. How to use: — Set four timeframes matching your trading plan (defaults: 15m, 1h, 4h, D). — Choose the channel method that fits your instrument's volatility profile. ATR-based channels adapt well to forex; StdDev and Bollinger suit equities and indices. — Set "Minimum Confluence" to 3 or 4. A value of 4 means all timeframes must agree before a signal fires. — The background color and arrow labels update only when bias changes, keeping the chart clean. — Use the status table (top-right) to monitor each timeframe independently and identify which TFs are lagging.
Индикатор Pine Script®
от Smart-Day-Trader
Combined Advanced Blueprint + Hybrid Stop + GravityCombined Advanced Blueprint + Hybrid Stop + Gravity Overview This indicator is a comprehensive "Swiss Army Knife" trading system that combines the classic Traders Reality Blueprint (Moving Averages & Vector Zones) with advanced institutional volume detection (Gravity Squeeze & Sharks) and a Hybrid Trailing Stop for trade management. It is designed to identify institutional footprints, trend direction, supply/demand zones, and volatility contractions in a single, all-in-one overlay. 🚀 Key Features 1. Gravity Squeeze & Shark Detection (Institutional Volume) This module detects anomalies in volume and price action to identify where "Smart Money" is stepping in. Shark Icons (🦈): Appear when the Negative Volume Index (NVI) detects significant accumulation during low volatility periods. This often signals a "defense" of a price level by institutions. Shark Support (Blood) Zones: When a Shark is detected, a red box is drawn from the low of the candle. This represents an institutional "line in the sand." If price closes below this box, the zone is invalidated (broken). Gravity Squeeze (⚡): Indicates a contraction in volatility (ATR compression), suggesting an explosive move is imminent. Coils (🌀) & Hammers (🔨): Identifies specific price action patterns occurring on high relative volume. 2. The Blueprint Moving Averages Includes the standard Traders Reality moving average sequence to identify trend state and dynamic support/resistance. Red (8 EMA): Immediate trend. White (21 EMA): Short-term trend (The "Baseline"). Blue (34 EMA): Trend confirmation. Indigo (55 EMA) & Purple (89 EMA): Mid-term trend. Orange (50 SMA) & Dark Orange (200 SMA): Major institutional levels (Golden/Death Cross). Visual Crossovers: Arrows and shapes appear for 8/21 crosses, 8/34 crosses, and the 50/200 cross. 3. PVSRA (Price Volume Support Resistance Analysis) Colors trade bars based on volume relative to the average, highlighting hidden liquidity. Green/Red Bars: Volume is ≥ 200% of the average. (Climax action). Blue/Violet Bars: Volume is ≥ 150% of the average. Grey Bars: Average/Low volume. Vector Zones: Automatically plots zones based on these high-volume candles to show where significant business was transacted. 4. Hybrid Trailing Stop A volatility-based stop-loss system designed to keep you in the trend longer. Calculation: Uses a combination of ATR (Average True Range) and manually input Implied Volatility (IV) to calculate a safe distance from price. Visual: A Fuchsia line that trails behind price. When price closes across this line, the trend structure is considered broken. 5. Inflection Zones (Supply & Demand) Auto-Drawing: Identifies Swing Highs and Swing Lows to draw Supply (Blue) and Demand (Red) boxes. BOS (Break of Structure): When price breaks through a zone, the box is removed or converted, helping keep the chart clean. 6. Pivot Points & VWAP Pivots: Displays multitimeframe pivots (Daily, Weekly, Monthly, etc.) including Traditional, Fibonacci, and Camarilla calculations. VWAP: Includes Standard Deviation bands (1, 2, and 3 SD) anchored to Session, Week, Month, or even Earnings/Splits. 7. Keltner Channels & RSI Triggers Entry Signals: Plots circles on the chart when RSI enters extreme zones (Overbought/Oversold) while price is interacting with the Keltner Channel bands. 🛠 Settings & Configuration Gravity Squeeze & Sharks Enable: Toggle the overlay on/off. Min Volume: Set the threshold for volume analysis (Default: 300k). Max ADX: Filters out signals if the trend is already too exhausted. Inflection Zones Swing Length: Sensitivity of the swing high/low detection. History to Keep: How many historic zones to display before deleting old ones. Pivot Levels Timeframe: Auto-selects based on your chart, or force specific timeframes (e.g., Daily Pivots on a 15m chart). Type: Choose between Traditional, Fibonacci, Woodie, etc. Trailing Stop Multiplier: Adjust how "loose" or "tight" the stop is (Default: 1.5 ATR). IV %: Manually input the annual Implied Volatility for the asset for higher precision. 🎯 How to Trade (Strategy Ideas) 1. The Shark Defense: Look for a Shark Icon (🦈). Watch the red "Blood" box form. Long Entry: If price retests the box and holds (does not close below it), this is a high-probability buy zone. Stop Loss: A candle close below the red box. 2. The 8/21 & 8/34 Cross: Use the Arrows generated by the moving averages. Combine with Vector Candles: If you get a Bullish Cross (Up Arrow) immediately following a Green/Blue vector candle, the move is supported by volume. 3. The Squeeze Breakout: Look for the Squeeze Icon (⚡) indicating low volatility. Wait for the Hybrid Trailing Stop line to flip (e.g., price crosses above the Fuchsia line) to confirm the breakout direction. Alerts The script includes built-in alert conditions for automation: 8/21 Bullish/Bearish Cross 8/34 Bullish/Bearish Cross Credits: Core logic based on Traders Reality (Blueprint/PVSRA). Gravity logic adapted from standard institutional volume analysis. Compiled & Enhanced by Gemini.
Индикатор Pine Script®
от mph1nance
Dynamic MA Convergence (Smooth MTF)DMC-MA (Dynamic MA Convergence) — Functional Details1. Multi-Timeframe (MTF) Monitoring LogicThis indicator doesn't just display a single MA; it constantly monitors the relationship between the "Current Timeframe" and its "Higher Timeframe (High-TF)" equivalent. When you switch charts, the indicator automatically selects the corresponding High-TF according to the following logic:Current Chart TFMonitored High-TF1 minute (1m)5 minutes (5m)5 minutes (5m)15 minutes (15m) *Optionally 30m15 minutes (15m)1 hour (1H)1 hour (1H)4 hours (4H)4 hours (4H)Daily (D)Daily (D)Weekly (W)Weekly (W)Monthly (M)2. Real-Time Status DetectionThe dashboard (table) and alerts categorize the distance and direction between the two MAs into four distinct states:Convergence: The short-term MA is moving toward the High-TF MA. This often indicates a "pullback" or "retracement" within a trend.Divergence: After converging, the MAs begin to separate again without crossing. This suggests a "trend continuation."Breakout / Breakdown: The short-term MA clearly crosses the High-TF MA. This indicates a potential "trend reversal" or shift in momentum.3. Smooth MTF Line (MA Interpolation)Standard MTF indicators often appear "stepped" or "jagged" when displaying higher timeframe data on lower timeframes. This script utilizes linear interpolation to calculate values for every single bar, resulting in a smooth, natural curve. This significantly improves the accuracy of price-action analysis and MA-touch detection.Technical Notes & CorrectionsLocalized Timeframe Labels:We have moved away from raw numerical IDs (like "60"). By setting the "Language" toggle to EN, all alert messages and table headers will display intuitive labels like "1H" instead of "60".5-Minute Chart Flexibility:Exclusively for the 5m chart, an option (Use 30m as High-TF) is included to switch the reference from 15m to 30m, catering to both scalpers and day traders.Calculation Integrity:The core detection algorithms (cross-detection and convergence direction) remain untouched, ensuring consistent logical performance.How to UseSet your preferred MA Length (Default: 20).Choose your Display Language (JP or EN).Configure Display Settings to show either the status of all timeframes or only the current one. DMC-MA (Dynamic MA Convergence) — 機能詳細1. マルチタイムフレーム (MTF) 監視ロジック本インジケーターは、単一のMAを表示するのではなく、「現在の足」と「その一段上の上位足」のMAがどのような位置関係にあるかを常に監視します。チャートを切り替えると、以下の対応表に基づいて自動的に監視対象（上位足）が選択されます。表示中の時間足 (Current)監視対象の上位足 (High-TF)1分足 (1m)5分足 (5m)5分足 (5m)15分足 (15m) ※設定で30分に変更可15分足 (15m)1時間足 (1H)1時間足 (1H)4時間足 (4H)4時間足 (4H)日足 (D)日足 (D)週足 (W)週足 (W)月足 (M)2. リアルタイム・ステータス判定ダッシュボード（テーブル）およびアラートでは、MA同士の距離と方向から以下の4つの状態を判定します。収束 (Convergence): 短期MAが上位足MAへ向かって近づいている状態。押し目や戻りの形成を示唆します。拡散 (Divergence): 収束した後、交差せずに再び本来のトレンド方向へ離れていく状態。トレンドの再開を示唆します。上抜け・下抜け (Breakout/Down): 短期MAが上位足MAを明確にクロスした状態。トレンド転換の初動を示唆します。3. スムーズMTFライン (MA平滑化)通常、下位足チャートに上位足のMAを表示すると「階段状」にガタつきますが、本スクリプトは線形補間ロジックにより、バーごとに滑らかなラインを描画します。これにより、価格がMAにタッチしたかどうかの判定精度が向上しています。修正箇所と技術的な解説 / Correction & Technical Context時間足ラベルの言語対応:(JP) 以前の「60」などの数字表記を廃止しました。設定の「Language」をJPにすれば「1時間足」、ENにすれば「1H」と、アラートメッセージやテーブルの見出しが完全に切り替わります。(EN) Replaced raw numbers (e.g., "60") with localized labels. Setting the Language to "EN" displays "1H" across alerts and the dashboard.5分足の例外設定:(JP) 5分足を使用する場合のみ、上位足を15分ではなく「30分」に変更できるオプション（Use 30m as High-TF）を搭載しています。これにより、スキャルピングからデイトレードまで柔軟に対応可能です。ロジックの不変性:(JP) 判定アルゴリズム（交差判定、収束方向の計算）には一切変更を加えていません。導入方法移動平均線の期間（デフォルト20）を設定。表示言語（JP/EN）を選択。表示設定で、特定の時間足の状態を常時リストアップするか、現在の足のみ表示するかを選択。
Индикатор Pine Script®
от hmp5below
Momentum Average [SWT] Momentum Average (MMA) What is the Momentum Average? This is not your typical trend follower. MMA Pro is an algorithmic convergence tool designed for traders who seek to filter market noise and trade with the true momentum on their side. Its core engine allows you to fuse the "DNA" of up to three different moving averages into a single, high-precision "Master Line." 🛠️ Key Tool Benefits Data Convergence: By averaging up to three different MA types (EMA, SMA, WMA, VWMA, etc.), the indicator eliminates the erratic signals of individual averages, offering a smoothed curve that reacts primarily to institutional movements. Volatility Visualization (Cloud): Thanks to the "Trend Cloud" between the two primary averages, you can immediately visualize price expansion and contraction. Visual Confirmation (Pivot Dots): Identify the exact candle where the market slope shifts, ensuring you stay on the right side of the trend. ⚠️ Usage Philosophy: A Confirmation Tool, Not a Signal Generator It is vital to understand that MMA Pro is not a "blind signal" tool. It is not designed to be traded every time a dot appears. Its true power lies in serving as a high-quality filter and confirmation layer: Bias Validation: Use it to confirm the direction of your primary strategy. If your system gives a "Buy," the MMA Pro should ideally show bullish momentum. Entry Filtering: Avoid entries during "chop" or sideways markets when the "Master Line" is flat or pivot dots are frequently flipping. Exit Management: Many traders use it as a visual Trailing Stop; if the slope changes against your position, it may be time to protect profits. 💡 User Tips: Nasdaq 1m/5m: Try combining an EMA with a VWMA to capture intraday volume averaged with price action. Aesthetics: Customize the "Pivot Dots" colors to match your chart theme (Light/Dark).
Индикатор Pine Script®
от ScalpWolfTrader
REM AlgoRisk Evaluated Momentum Algo (REM Algo) is a swing-trading indicator intended for liquid equities that exhibit strong momentum on 1h chart . It measures trend strength + momentum persistence and converts that into actionable signals (entry, exit, and optional early profit-taking), while also plotting dynamic risk boundaries (stop/take-profit levels) that adapt to the symbol’s behavior. This is an invite-only script because its edge comes from a specific multi-layer scoring and normalization process (described below) and a set of tuned defaults and filters designed to behave consistently on the 1h timeframe. ________________________________________ Added Value: What’s Unique About This Indicator Multi-horizon momentum scoring REM builds a composite “momentum state” by combining multiple EMA relationships across different horizons and then normalizes that output so it can be compared against dynamic risk levels on a per-symbol basis. Gap / discontinuity handling Equities often have overnight gaps and earnings-driven discontinuities. REM includes an adjustment layer intended to reduce the distortion those gaps create in standard momentum measures (where a single gap can “fake” strength/weakness for multiple bars). Dynamic risk framework integrated into the signal engine The plotted Stop Loss and Take Profit levels aren’t decorative. They are derived from the same REM state/normalization process and are used to: • define “maximum tolerated weakness” during a trade, • define “exuberance” zones where chasing is statistically worse, • optionally trigger earlier profit protection. ________________________________________ How It Works REM Algo produces a REM value each bar: Base momentum core (EMA structure) Multiple EMA relationships are evaluated across short and medium horizons to characterize: • direction (trend bias), • momentum (rate/persistence), • quality (alignment vs. conflict between horizons). Symbol normalization The result is transformed into a normalized oscillator so that values have comparable meaning across different tickers (i.e., avoiding “this stock is always high/low” behavior). Gap/discontinuity adjustment Bars impacted by discontinuities (e.g., open vs. prior close) are handled so the REM state is less likely to overreact to a single jump and then lag for hours afterwards. Dynamic thresholds (risk boundaries) Using the REM distribution and recent behavior, the script derives: • Zero Line: neutral boundary between strength/weakness regime • Stop Loss Line (red): weakness boundary used for trade invalidation • Take Profit Line (gray): exuberance boundary used for profit protection ________________________________________ What Is Plotted REM line (zigzag) • Green when REM > 0 (strength regime) • Red when REM < 0 (weakness regime) Dynamic Stop Loss Line (red) Dynamic Take Profit Line (gray) Dashed Zero Line ibb.co ________________________________________ Signals and How to Interpret Them Signals can appear intrabar while the hour is forming, but alerts are confirmed on hourly checkpoints (see next section). Green Cross — Entry / Buy setup A Green Cross appears when the REM state transitions from weakness → strength and the underlying EMA/momentum structure is sufficiently aligned. Use it as: • a long entry trigger, or • a watchlist alert to evaluate the chart context. ibb.co Red Cross — Exit / Sell A Red Cross indicates the REM state is shifting into weakness. Importantly: REM may dip below zero before an exit is warranted; the Stop Loss Line represents the “line in the sand” where weakness is no longer acceptable for that trade. Use it as: • an exit point on a profitable trade • a dynamically calculated stop loss exit point ibb.co Gray Cross — Take Profit Sooner (optional) When REM moves above the Take Profit Line, it’s treated as an “exuberance” condition (strong run / higher mean-reversion risk). A Gray Cross prints when REM falls back below that take-profit boundary. If Take Profit Sooner is enabled, the Gray Cross becomes an earlier profit-protection exit rather than waiting for a Red Cross. ibb.co ________________________________________ Alerts (designed to reduce “fake-outs”) Because REM is computed in real time, intrabar conditions can briefly meet criteria and then revert. To reduce false triggers, REM Algo confirms alerts at fixed hourly checkpoints. Hourly confirmation window (US market hours): • Alerts confirm on the hourly close checkpoints from 10:30 AM to 3:30 PM ET (i.e., it avoids the opening hour behavior and focuses on more stable intraday structure). Automation-friendly alerts • The script provides pre-formatted alert templates designed to work with automation tools (e.g., TradersPost), but you can also supply custom alert text for your own workflow. ________________________________________ Optional Risk Controls Close Positions Before Earnings (earnings blackout) If enabled: • No new buys on the day before earnings • If in a position, the script can issue a close alert at ~3:30 PM ET the day before earnings (aim: reduce exposure to earnings gap risk). Take Profit Sooner If enabled: • Uses Gray Cross logic (drop back below Take Profit Line) as an earlier profit-protection signal. ________________________________________ Recommended Use Best fit • Liquid equities that exhibit strong momentum on 1h chart • Stocks with market cap generally above $5B and price above $1 and with sufficient liquidity (avoid thin names where gaps/spreads dominate behavior) Not designed for • low-liquidity penny stocks, • symbols where price behavior is dominated by single prints or irregular sessions. ________________________________________ RISK DISCLAIMER This indicator provides signals and risk-management structure, not guarantees. The inherent risks involved with trading and investing in the markets, include the loss of your investment. REM Algo and all content, tools, scripts, articles, and education provided by Zen Algorithmics are for informational and educational purposes only. Past performance is not indicative of future results.
Индикатор Pine Script®
от ZenAlgorithmics
BTCMikee EMA + MACD Cross w/ Optional RSI+ADX Filters📊 EMA + MACD Cross Strategy (Clean, Filtered) This strategy is built around high-probability trend shifts using a dual confirmation system: EMA cross + MACD cross in the same direction, on a confirmed bar. The goal is simple — reduce noise, avoid chop, and only act when momentum and trend agree. 🔹 Core Logic Fast EMA vs Slow EMA crossover defines the trend shift MACD line vs signal line crossover confirms momentum Trades only trigger when both crosses happen together 🔹 Optional Filters (User-Controlled) RSI filter to avoid overextended entries ADX filter to ensure sufficient trend strength Session filter to restrict trading to specific market hours Directional control (Long only, Short only, or Both) 🔹 Risk-Aware Design Entries occur only on confirmed candles (no repaint behavior) One position at a time (no pyramiding) Clean logic — no forced exits, TP/SL, or curve-fitting 🔹 Visual Aids Adjustable Fast & Slow EMAs (signal drivers) Optional additional EMAs (50 / 200 by default) for trend context Clear BUY / SELL markers on valid signals 🔹 Best Use Case Designed for: Futures (ES, NQ, GC) Index CFDs High-liquidity stocks & crypto Works best on 5m–30m timeframes where momentum confirmation matters.
Стратегия Pine Script®
от BTCMikee
MightyMACDMightyMACD by 10xTrading is a clean, production‑style upgrade of the classic MACD: you keep the familiar MACD Histogram, MACD line, and Signal line, and add one streamlined momentum layer (xFactor) plus a compact info table for fast context. What it adds (without clutter) Classic MACD baseline (Histogram + MACD + Signal) with standard parameters and MA method options. Timeframe control: calculate on Chart or a fixed timeframe (e.g., 24H). Optional “Wait for Timeframe Close” for confirmed, close‑based readings. xFactor oscillator: a continuous, normalized momentum line designed to stay readable across markets and timeframes, with optional smoothing and clear color states (Up / Down / Quiet). xScore% (table): an intensity readout that expresses current momentum relative to its typical level over the chosen window. Values above 100% indicate momentum stronger than usual for the current regime. Minimal UI: no chart “signal spam” (no markers, no background tricks). Just the plots and a small table. Notes If Wait for Timeframe Close is disabled, values may update intrabar; enabling it shows confirmed results at candle close. For educational and analytical use only. This indicator does not provide financial advice and does not guarantee results.
Индикатор Pine Script®
от 10xTrading
1
Adaptive Nadaraya-Watson (Non Repainting) [Metrify]To understand this implementation of the Nadaraya-Watson estimator, we have to look at the core equation governing non-parametric regression. This script aren't trying to average prices; we are trying to find the probability density of where price should be relative to its recent history. 1. The Kernel Physics (Bandwidth Modulation) In standard kernel regression, you have a bandwidth parameter (h). This controls the "smoothness" of the curve. If h is too low, the curve jitters with every tick of noise. If h is too high, it acts like a sluggish SMA. A static h fails because market volatility is dynamic. When the market explodes (high volatility), a tight bandwidth generates false signals. When the market sleeps, a wide bandwidth misses the micro-trends. It try solving this by making h a function of the Asset's volatility ratio: heff​=h×max(0.5,min(SMA(ATR20​,100)ATR20​​,2.0)) If the current ATR(20) is double the long-term average (100), the bandwidth doubles. This forces the estimator to "zoom out" during chaos, effectively ignoring noise that would otherwise look like a reversal. vol_ratio = use_vol ? vol_raw / (vol_base == 0 ? 1 : vol_base) : 1.0 vol_mod = math.max(0.5, math.min(vol_ratio, 2.0)) h_eff = h_val * vol_mod 2. The Gaussian Loop (Endpoint Estimation) Standard Nadaraya-Watson scripts repaint because they calculate the regression over a full window centered on the bar. To make this usable for live trading, we must calculate the Endpoint Estimate. We iterate backward from the current bar (i=0) to the lookback limit. For every historical price Xi​, we calculate a weight wi​ based on how far away it is in time (distance). The weight is derived from the Gaussian Kernel function: wi​=exp(−2heff2​i2​) Price data closer to the current bar (i=0) gets a weight near 1.0. Data further away (i=50) decays exponentially toward 0. for i = 0 to lookback by 1 float dist = float(i) float w = math.exp(-math.pow(dist, 2) / (2 * math.pow(h_eff, 2))) num := num + w * src den := den + w 3. Statistical Deviation (MAE vs. StDev) Most Bollinger Band-style indicators use Standard Deviation (Root Mean Square). The problem with StDev is that it squares the errors, which heavily penalizes large outliers. In crypto or volatile forex pairs, one wick can blow out the bands for 20 bars. This one use Mean Absolute Error (MAE) instead. MAE=N1​∑∣Price−y^​∣ MAE is linear. It measures the average distance price strays from the kernel estimate without squaring the penalty. This creates "tighter" bands that adhere closer to price action during normal trend behavior but don't expand ridiculously during a flash crash. Pine Script float error = math.abs(src - y_hat) float mae = ta.sma(error, lookback) We project two sets of bands: Inner Band (Balanced): The "Noise Zone". Price inside here is considered random walk. Outer Band (Precision): The "Exhaustion Zone". Price reaching here is statistically unlikely (2.8x MAE). Input & Visual Summary Kernel Physics: h_val: The base smoothness. Lower (e.g., 6) = faster, noisier. Higher (e.g., 10) = slower, smoother. use_vol: Keep this TRUE. It prevents the bands from being too tight during news events. Envelope Statistics: mult_in / mult_out: These are your risk settings. 1.5/2.8 is a standard deviation-like setting suited for MAE.
Индикатор Pine Script®
от Metrify
SFP Trend & VWAP Liquidity Pro [Zofesu]🎯 SFP Trend & VWAP Liquidity Pro Master the Flow with Institutional Precision. It was primarily built on Nasdaq, sometimes works on Crypto and Commodities, mostly on Indices. Suitable for periods when the market is going sideways. Requires longer setup. This indicator is a high-performance trading tool designed to identify Swing Failure Patterns (SFP) while maintaining strict alignment with market momentum. By combining Dynamic Liquidity Zones with a Dual-Filter Trend Engine , it ensures you only trade the most high-probability sweeps in the direction of institutional money. 🧠 The Philosophy Trading liquidity sweeps (SFP) without a trend filter is like catching falling knives. This tool solves that by requiring Confluence . It identifies where retail stop-losses are being hunted and confirms if the major trend (VWAP/MA) is ready to defend that level. 🛠️ Key Features & Functionality ⚡ Smart SFP Detection: Automatically tracks historical Swing Highs and Lows to detect "fakeouts" where price sweeps liquidity and closes back within the range. 🛡️ Dual-Filter Trend Engine: Two fully customizable filters (EMA, SMA, HMA, or VWAP). You can use them to define a "Golden Zone" for entries. ⚓ Professional VWAP Anchoring: Choose how your volume-weighted price resets—Session, Week, Month, or Year. This allows you to track institutional value from intraday to long-term swing perspectives. 📊 Dynamic Liquidity Lines: Real-time visual tracking of the most recent "Upper" and "Lower" liquidity levels. ⚙️ Customizable Modes The Institutional Fort: Use two slow MAs (e.g., 2000 & 5000) for maximum safety. Only take SFPs that align with the long-term macro trend. The Volume Specialist: Combine one MA with a Weekly/Monthly VWAP. This aligns price action with pure volume-weighted value. The Pure Aggressor: Turn off MA filters and use only Session VWAP for high-frequency scalping and rapid liquidity plays. 🚀 How to Trade with STVL Pro Long Signal (BULL SFP): Price sweeps below a Swing Low but closes above it + Price is trending above your active Filters (A & B). Short Signal (BEAR SFP): Price sweeps above a Swing High but closes below it + Price is trending below your active Filters (A & B). You can preset filter A to EMA 2000 You can preset filter B to HMA 5000. If the price is approaching the green lookback, just switch filter B to VWAP, you don't have to change the numbers. VWAP automatically uses the "Session" setting. So you will have EMA as support on the chart and VWAP will search for SFP. If HMA is closer to the red lookback zone, switch filter A to VWAP, it will search for SFP for short. SFP label may not always appear, it is very strict. ⚠️ Disclaimer Past performance does not guarantee future results. Always use proper risk management. Designed for disciplined traders who value quality over quantity.
Индикатор Pine Script®
от Zofesu
BTC Volatility Aligned Momentum EngineTitle BTC Volatility Aligned Momentum Engine Version and compatibility Pine Script v6 All request.security calls use lookahead off Strategy execution uses standard candles only Signals can update intrabar and settle on close. For conservative workflows, evaluate on bar close Summary in one paragraph BTC Volatility Aligned Momentum Engine is a daily first strategy built for liquid crypto, with BTC in mind. It only participates when three independent layers agree: directional state, structural location, and momentum phase. The novelty is not a random stack of indicators, it is a small decision engine that treats momentum as a regime variable and volatility as the unit of risk, so stops and targets scale with the market rather than staying static. Scope and intent Markets. Liquid crypto pairs, then liquid indices and FX as secondary use Timeframes. Intraday through daily. Defaults are tuned for BTC 1D behavior and weekly volatility scaling Purpose. Filter low quality participation by requiring alignment of state, structure, and phase instead of reacting to one signal Limits. This is a strategy. Orders are simulated on standard candles only Originality and usefulness This is designed as a compact regime filter, not a mashup. Each component solves a different failure mode and the entry requires agreement, not majority voting. Unique concept or fusion. A three layer gate that separates direction from structure and then confirms with momentum phase, while risk is expressed in weekly ATR units What failure mode it addresses. Trend filters often enter during late stage drift or chop. Here, the histogram slope is treated as a phase constraint, meaning entries are biased toward continuation when momentum is still improving in the chosen direction Testability. Inputs map directly to the decision layers, so you can stress test each layer independently without touching the rest Portable yardstick. Weekly ATR is used as a volatility denominator for risk distances, which reduces the common issue of fixed stops becoming too tight in expansion and too wide in contraction Protected scripts. The implementation is kept private to prevent cloning of the execution details, while the full method, assumptions, and reproduction settings are disclosed so users can evaluate it transparently Method overview in plain language Base measures Structural location. Price is evaluated relative to an EMA rail, acting as a simple market structure proxy Directional state. Heikin Ashi candles are used only as a state filter to reduce noisy flips. Execution is still done on standard candles Momentum phase. A MACD style histogram with an Internal HA calculation is computed and compared to its prior value. The model reads this as phase acceleration or deceleration rather than absolute level Volatility unit. Weekly ATR defines the distance unit used for stop and target placement Components State Gate. Heikin Ashi open and close define a bias state. This is not used for prices, only to avoid trading against the immediate directional state Structural Rail. A primary EMA defines whether price is operating above or below the model reference structure Phase Gradient. The histogram slope acts like a gradient test. Longs require improving momentum, shorts require deteriorating momentum. This avoids the classic issue where an oscillator can remain positive while momentum is already fading Weekly Volatility Engine. ATR is sampled on weekly timeframe and used as an adaptive risk ruler. Stops and targets are expressed as ATR multiples rather than fixed points Fusion rule This is a strict gate, not a score. All required conditions must be true. Directional state must agree with the trade direction Price must be on the correct side of the structural rail for longs Momentum phase must be improving for longs and deteriorating for shorts Risk distances use weekly volatility scaling when enabled Signal rule Long entry appears when the HA state is bullish, close is above the primary EMA rail, and the histogram is rising versus the prior bar Short entry appears when the HA state is bearish, price crosses under the short trigger EMA, and the histogram is falling versus the prior bar Long exit appears when close drops below the exit rail EMA Inputs with guidance Execution Control Allowed Direction. Both, Long Only, Short Only. Useful for regime isolation and research without changing the core model Enable ATR Risk Engine. On places ATR stop and target orders. Off disables those orders so you can evaluate pure signal exits Quantum MACD Engine Signal Source. Default close Impulse Length. Typical 8 to 20. Higher means fewer, slower phase changes Inertia Length. Typical 18 to 40. Higher means less sensitivity to short bursts Phase Sync Length. Typical 5 to 14. Higher reduces false phase flips but adds lag Oscillator Kernel and Signal Kernel. EMA reacts faster, SMA is smoother. Mixing kernels changes the histogram texture and can materially change frequency Trend Rails Primary Rail Length. Higher reduces churn and increases trend selectivity Cross Trigger Length. Short side sensitivity. Lower increases short triggers, higher filters them Exit Rail Length. Controls long exit responsiveness Volatility Risk Engine ATR Sample Length. Weekly ATR smoothing. Higher stabilizes risk unit Loss Guard ATR Mult. Stop distance in volatility units. Typical 1.0 to 3.0 Profit Guard ATR Mult. Target distance in volatility units. Typical 1.0 to 4.0 Usage recipes BTC daily core Chart BTC 1D Allowed Direction Both ATR Risk Engine On Defaults for rails and MACD engine Directional research Allowed Direction Long Only, then Short Only Keep everything else unchanged and compare drawdown behavior across regimes Lower frequency swing Increase Primary Rail Length Increase Phase Sync Length Use a slightly higher Profit Guard ATR Mult while keeping stop conservative Properties visible in this publication Initial capital 10000 Order sizing percent of equity with value 5 Pyramiding 1 Commission 0.1 percent per side, round turn is two sides Slippage 10 ticks Process orders on close ON Bar magnifier ON Recalculate after order is filled OFF Calc on every tick OFF All request.security calls use lookahead off Realism and responsible publication No performance claims. Past results do not imply future results BTC can gap and liquidity can thin. Slippage and fills vary by venue and regime If both stop and target can be hit within one bar, TradingView engine sequencing applies. Interpret single bar outcomes cautiously This strategy is designed for standard candles and does not claim realistic execution on non standard chart types Honest limitations and failure modes Fast volatility shocks can invalidate weekly ATR as a risk ruler for several bars Choppy ranges can produce alternating state and phase signals, increasing churn Short logic is structurally different from long logic by design, so symmetry should not be assumed across all regimes Parameter changes can materially alter behavior. Treat this as a framework and test on out of sample windows Legal Education and research only. Not investment advice. You are responsible for your decisions. Test on historical data and in simulation before any live use. Use realistic costs. Strategy notice Orders are simulated by the TradingView engine on standard candles. request.security uses lookahead off everywhere. Non standard chart types are not supported for strategies. Entries and exits Entry logic. Long when directional state is bullish, price is above the primary EMA rail, and momentum phase is improving. Short when directional state is bearish, price crosses under the short trigger EMA, and momentum phase is deteriorating Exit logic. Long exits when price drops below the exit rail. ATR stops and targets can be enabled or disabled via inputs Risk model. Weekly ATR multiple stop and take profit when enabled Tie handling. If stop and target are both hit in the same bar, TradingView bar resolution rules apply under the chosen magnifier settings
Стратегия Pine Script®
от exlux
OU Signals Overlay2 OU SIGNALS OVERLAY This indicator is designed to be used on the main price chart. WHAT IT DOES
OU Signals Overlay uses the same logic as the OU Z-score indicator but does not display the Z-score itself.
Instead, it visualizes entries, exits, trade zones, and the second asset directly on the price chart. HOW IT WORKS • The same spread and mean-reversion logic is calculated internally • Entry and exit signals are identical to the Z-score indicator • The second asset is plotted as a normalized line on the main chart • Entry points are marked with arrows • Exit points are marked with a cross • Trade zones are highlighted only after a position is opened HOW TO USE
This indicator is primarily a visualization and execution tool. It allows the trader to: • See where exactly trades occur on the price chart • Monitor price behavior during a spread trade • Visually confirm that signals match the Z-score indicator All parameters must match the OU Z-score indicator for signals to align. RECOMMENDED TO USE WITH • Ornstein–Uhlenbeck Z-score as the signal source • Correlation Stability to ensure the pair remains statistically meaningful
Индикатор Pine Script®
от Trigonum_Trade