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WMA MAD Trend | RakoQuantWMA MAD Trend | RakoQuant is a robust volatility-regime trend system built on Weighted Moving Average structure and Median Absolute Deviation dispersion, engineered to produce clean directional states while suppressing wick-driven noise and unstable ATR distortions. This tool belongs to the RakoQuant protected research line, combining a smooth WMA baseline, statistically robust volatility envelopes (MAD bands), SuperTrend-style regime logic, and a strength-aware visualization layer designed for consistent performance across trending, mean-reverting, and mixed market environments. Core Concept This indicator answers one fundamental question: Is price holding a statistically meaningful deviation from its WMA baseline, or reverting back into range? Unlike classic SuperTrend variants that rely on ATR (highly sensitive to spikes and wicks), WMA MAD Trend uses Median Absolute Deviation as its volatility engine — a robust dispersion measure that remains stable in the presence of outliers. How It Works 1) WMA Baseline (Directional Structure) At its core, the indicator defines the market’s structural center using a Weighted Moving Average: * WMA Baseline tracks directional bias with smoother, trend-weighted responsiveness * The baseline can optionally be smoothed further in intraday mode to reduce micro-chop This provides a stable anchor for dispersion-based regime classification. 2) MAD Volatility Engine (Robust Dispersion Core) Instead of ATR, volatility is measured via Median Absolute Deviation (MAD) around the baseline: * Compute absolute deviation:
|Close − Baseline| * Take rolling median of deviation over madLen * Optional normalization scales MAD toward a stdev-like measure (via constant factor) This makes volatility estimation: * Outlier-resistant * Wick-resistant * Regime-stable during abnormal price spikes 3) MAD Bands + SuperTrend Trailing Logic (Regime State Model) Bands are built as: * Upper Band = Baseline + Factor × MAD * Lower Band = Baseline − Factor × MAD Then classic SuperTrend-style trailing constraints are applied so the active band persists until a true regime break occurs. That produces a state engine: * Bull regime when price breaks above the trailing upper logic (transition into trend-up state) * Bear regime when price breaks below the trailing lower logic (transition into trend-down state) This behaves like a structural market regime model, not a reactive oscillator. 4) Strength Engine (Deviation-Based Intensity) A defining layer of this tool is the MAD Z-score intensity system: * Compute Z-score:
z = |Close − Baseline| / MAD * Map into a 0 → 1 strength scale Interpretation: * Low deviation = weak regime confidence (likely chop / mean reversion) * High deviation = strong regime confidence (trend expansion) 5) Intensity Visual Engine (Signal Clarity Layer) WMA MAD Trend includes a protected visual engine that scales opacity with strength: * Strong expansion = solid trend band * Weak deviation = faded band This gives immediate clarity:
Not all flips are equal — strength is displayed structurally. 6) Optional Institutional Filters Two optional confirmation modules allow institutional-grade filtering: Baseline Confirmation * Bull flips only accepted if price is above baseline * Bear flips only accepted if price is below baseline EMA Stack Filter * Bull only when Fast EMA > Slow EMA * Bear only when Fast EMA < Slow EMA These modules make the tool suitable for: * Directional portfolio bias frameworks (RSPS) * Regime classification overlays * Trend confirmation filters for execution systems 7) Strong Flip Tier Alerts Signal quality is tiered: * Standard flip alerts * Strong flip alerts only when deviation strength exceeds a threshold This produces a higher-confidence regime transition model for swing positioning and exposure scaling. How To Use ✅ Trend regime overlay
✅ Wick-resistant volatility trend filter
✅ MAD-based deviation strength engine
✅ Directional bias tool for portfolio systems Best use cases: * 1H–1D trend frameworks * Regime filters for signal stacking * Chop suppression in volatile markets Suggested workflow: * Bull bias when the regime is bullish and strength is rising * Reduce risk / defensive when strength fades or a bearish flip occurs * Pair with execution tools (breakout/mean-reversion entries) for timing Screenshot Placement 📸 Example chart / screenshot: snapshot
Индикатор Pine Script®
от RakoQuant
MS TRADING (STRATEGY)This indicator is designed to help traders identify market trend, key support & resistance levels, and high-probability trade zones. It combines moving averages and price structure to provide clear visual signals directly on the chart. This tool can be used for scalping, intraday, and swing trading across Forex, Crypto, and Indices. ⚠️ Disclaimer: This indicator is for educational purposes only and should not be considered financial advice. Always use proper risk management.
Индикатор Pine Script®
от madhumangalsaha032
Gartley + RSI Div + CDC ActionZone Alert//@version=5 indicator("Gartley + RSI Div + CDC ActionZone Alert", overlay=true) // --- 1. CDC Action Zone Logic --- ema12 = ta.ema(close, 12) ema26 = ta.ema(close, 26) isBlue = close > ema12 and ema12 < ema26 isGreen = ema12 > ema26 cdcSignal = isBlue or isGreen // --- 2. RSI Bullish Divergence Logic --- rsiVal = ta.rsi(close, 14) lbR = 5 // Lookback Left rbR = 5 // Lookback Right minLow = ta.pivotlow(rsiVal, lbR, rbR) isDiv = false if not na(minLow) prevLow = ta.valuewhen(not na(minLow), minLow , 0) prevPrice = ta.valuewhen(not na(minLow), low , 0) if rsiVal > prevLow and low < prevPrice isDiv := true // --- 3. Gartley Approximation (D-Point Focus) --- // ส่วนนี้ใช้ ZigZag พื้นฐานเพื่อหาจุดกลับตัว (Simplified for Alert) sz = input.int(10, "ZigZag Sensitivity") ph = ta.pivothigh(high, sz, sz) pl = ta.pivotlow(low, sz, sz) // เงื่อนไขรวม (Combo Strategy) // ราคาอยู่ที่จุดต่ำสุดใหม่ (Potential D) + RSI ขัดแย้ง + CDC เริ่มเปลี่ยนสี buyAlert = isDiv and cdcSignal and not na(pl) // --- การแสดงผลบนกราฟ --- plotshape(buyAlert, title="Gartley-CDC Buy", style=shape.labelup, location=location.belowbar, color=color.green, text="BUY SETUP", textcolor=color.white, size=size.small) // วาดเส้น EMA สำหรับ CDC plot(ema12, color=color.red, linewidth=1) plot(ema26, color=color.blue, linewidth=1) // --- ระบบการแจ้งเตือน (Alerts) --- if buyAlert alert("SPA Style Setup Found: Gartley D-Point + RSI Div + CDC Signal!", alert.freq_once_per_bar)
Индикатор Pine Script®
от tar_vi
1
Rasta Long/ShortRasta Long/Short Rasta Long/Short is a rule-based, state-flip trading strategy designed for structural market analysis and systematic behavior study. The strategy models directional regime changes using the relationship between a fast EMA and a smoothed reference line, with optional higher-timeframe trend filtering and clearly defined risk boundaries. The system operates as a binary state machine: price action is interpreted as either bullish or bearish based on crossover dynamics, and positions flip accordingly. The objective is not prediction, but consistent response to confirmed structural shifts in momentum. Core Logic Overview At its foundation, the strategy compares: An EMA of the selected source, and A smoothed version of that EMA (SMA / EMA / RMA / WMA selectable). Crossovers between these two lines define directional transitions: A crossover to the upside signals a bullish state. A crossover to the downside signals a bearish state. These transitions are treated as state changes, not discretionary signals, allowing the strategy to alternate cleanly between long and short exposure or operate in restricted modes. Trade Modes The strategy supports three execution modes: Long Only – participates only in bullish regimes. Short Only – participates only in bearish regimes. Long + Short – flips continuously between both states. This flexibility allows the same framework to be studied across different asset classes, market conditions, and directional biases. EMA 8/21 Trend Filter (Optional) An optional EMA 8 / EMA 21 filter can be enabled to gate bullish entries only, while bearish logic remains ungated. This asymmetric design reflects the reality that many markets exhibit different behavior on the upside versus the downside. An adaptive release mechanism is included: If the EMA 8/21 filter flips bullish while the internal state is already bullish, the strategy can enter immediately rather than waiting for a new crossover. This helps reduce missed transitions during strong trend resumptions. Execution Model Signals are evaluated in real time with per-bar locking to prevent duplicate actions. A bar-close backup path is included to ensure structural flips are not missed. Position management enforces one active position at a time. All flips are handled explicitly (long → short → long) to maintain clean state transitions. Risk Management Risk is handled through independent fixed stop-loss levels for long and short positions, defined as a percentage of entry price. These stops are: Direction-specific Always active once a position is open Visualized directly on the chart (optional) The strategy does not rely on profit targets or curve-fitting logic. Risk control is explicit and transparent. Visual Structure To support visual analysis, the strategy includes: EMA and smoothed reference plots Optional colored “fog” between lines to highlight directional state Optional structural “DNA rungs” drawn between the EMA and smoothed line to visualize compression, expansion, and regime shifts Optional labels marking state transitions All visual elements can be enabled or disabled independently. Intended Use This script is provided as a research and educational framework for studying trend structure, state transitions, and systematic execution logic. It is suitable for: Market structure analysis Strategy behavior comparison across assets and timeframes Educational review of state-based trading systems It is not a prediction tool and makes no claims regarding profitability or performance. Notes Results will vary by market, timeframe, and configuration. Users are encouraged to study behavior across different conditions rather than relying on a single configuration. All parameters are fully adjustable to support experimentation and learning.
Стратегия Pine Script®
от mikeyc747
Manus KI TradingManus Machiene Learning Beast – Indicator Description Settings Use 1h Chart Use Regime filter: 0.5 Use ADX 20 Use SMA 200 and be happy... Overview Manus Machiene Learning Beast is an advanced TradingView indicator that combines Machine Learning (Lorentzian Classification) with trend, volatility, and market regime filters to generate high-quality long and short trade signals. The indicator is designed for rule-based, disciplined trading and works especially well for set-and-forget, semi-automated, or fully automated execution workflows. ⸻ Core Concept At its core, the indicator uses a machine-learning model based on a modified K-Nearest Neighbors (KNN) approach. Instead of standard Euclidean distance, it applies Lorentzian distance, which: • Reduces the impact of outliers • Accounts for market distortions caused by volatility spikes and major events • Produces more robust predictions in real market conditions The model does not attempt to predict exact tops or bottoms. Instead, it estimates the probable price direction over the next 4 bars. ⸻ Signal Logic Long Signals A long signal is generated when: • The ML model predicts a positive directional bias • All enabled filters are satisfied • A new directional change is detected (non-repainting) • Optional trend filters (EMA / SMA) confirm the direction • Optional kernel regression confirms bullish momentum 📍 Displayed as a green label below the bar Short Signals A short signal is generated when: • The ML model predicts a negative directional bias • Filters confirm bearish conditions • A new directional change occurs • Trend and kernel filters align 📍 Displayed as a red label above the bar ⸻ Filters & Components All filters are modular and can be enabled or disabled individually. 1. Volatility Filter • Avoids trading during extremely low or chaotic volatility conditions 2. Regime Filter (Trend vs Range) • Attempts to filter out sideways markets • Especially important for ML-based systems 3. ADX Filter (Optional) • Trades only when sufficient trend strength is present 4. EMA / SMA Trend Filters • Classic trend confirmation (e.g., 200 EMA / 200 SMA) • Ensures trades are aligned with the higher-timeframe trend 5. Kernel Regression (Nadaraya-Watson) • Smooths price behavior • Acts as a momentum and trend confirmation filter • Can be used in standard or smoothed mode ⸻ Moving Average Overlays For visual market context, the indicator includes optional overlays: • ✅ SMA 200 • ✅ HMA 200 Both can be toggled via checkboxes and are visual aids only, unless explicitly enabled as filters. ⸻ Exit Logic Two exit methods are available: 1. Fixed Exit • Trades close after 4 bars • Matches the ML model’s training horizon 2. Dynamic Exit • Uses kernel regression and signal changes • Designed to let profits run in strong trends ⚠️ Recommended only when no additional trend filters are active. ⸻ Backtesting & Trade Statistics The indicator includes an on-chart statistics panel showing: • Win rate • Total trades • Win/Loss ratio • Early signal flips (useful for identifying choppy markets) ⚠️ This is intended for calibration and optimization only, not as a replacement for full strategy backtesting. ⸻ Typical Use Cases • Swing trading (M15 – H4) • Rule-based discretionary trading • Set-and-forget trading • TradingView alerts → MT4/MT5 → EA execution • Prop-firm trading (e.g. FTMO), with proper risk management ⸻ Important Disclaimer This indicator: • ❌ does not guarantee profits • ❌ is not a “holy grail” • ✅ is a decision-support and structure tool It performs best when: • Combined with strict risk management (e.g. ATR-based stops) • Used in trending or expanding markets • Executed with discipline and consistency
Индикатор Pine Script®
от feiler_manuel
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
KI Power signaleManus Machiene Learning Beast – Indicator Description Overview Manus Machiene Learning Beast is an advanced TradingView indicator that combines Machine Learning (Lorentzian Classification) with trend, volatility, and market regime filters to generate high-quality long and short trade signals. The indicator is designed for rule-based, disciplined trading and works especially well for set-and-forget, semi-automated, or fully automated execution workflows. ⸻ Core Concept At its core, the indicator uses a machine-learning model based on a modified K-Nearest Neighbors (KNN) approach. Instead of standard Euclidean distance, it applies Lorentzian distance, which: • Reduces the impact of outliers • Accounts for market distortions caused by volatility spikes and major events • Produces more robust predictions in real market conditions The model does not attempt to predict exact tops or bottoms. Instead, it estimates the probable price direction over the next 4 bars. ⸻ Signal Logic Long Signals A long signal is generated when: • The ML model predicts a positive directional bias • All enabled filters are satisfied • A new directional change is detected (non-repainting) • Optional trend filters (EMA / SMA) confirm the direction • Optional kernel regression confirms bullish momentum 📍 Displayed as a green label below the bar Short Signals A short signal is generated when: • The ML model predicts a negative directional bias • Filters confirm bearish conditions • A new directional change occurs • Trend and kernel filters align 📍 Displayed as a red label above the bar ⸻ Filters & Components All filters are modular and can be enabled or disabled individually. 1. Volatility Filter • Avoids trading during extremely low or chaotic volatility conditions 2. Regime Filter (Trend vs Range) • Attempts to filter out sideways markets • Especially important for ML-based systems 3. ADX Filter (Optional) • Trades only when sufficient trend strength is present 4. EMA / SMA Trend Filters • Classic trend confirmation (e.g., 200 EMA / 200 SMA) • Ensures trades are aligned with the higher-timeframe trend 5. Kernel Regression (Nadaraya-Watson) • Smooths price behavior • Acts as a momentum and trend confirmation filter • Can be used in standard or smoothed mode ⸻ Moving Average Overlays For visual market context, the indicator includes optional overlays: • ✅ SMA 200 • ✅ HMA 200 Both can be toggled via checkboxes and are visual aids only, unless explicitly enabled as filters. ⸻ Exit Logic Two exit methods are available: 1. Fixed Exit • Trades close after 4 bars • Matches the ML model’s training horizon 2. Dynamic Exit • Uses kernel regression and signal changes • Designed to let profits run in strong trends ⚠️ Recommended only when no additional trend filters are active. ⸻ Backtesting & Trade Statistics The indicator includes an on-chart statistics panel showing: • Win rate • Total trades • Win/Loss ratio • Early signal flips (useful for identifying choppy markets) ⚠️ This is intended for calibration and optimization only, not as a replacement for full strategy backtesting. ⸻ Typical Use Cases • Swing trading (M15 – H4) • Rule-based discretionary trading • Set-and-forget trading • TradingView alerts → MT4/MT5 → EA execution • Prop-firm trading (e.g. FTMO), with proper risk management ⸻ Important Disclaimer This indicator: • ❌ does not guarantee profits • ❌ is not a “holy grail” • ✅ is a decision-support and structure tool It performs best when: • Combined with strict risk management (e.g. ATR-based stops) • Used in trending or expanding markets • Executed with discipline and consistency
Индикатор Pine Script®
от feiler_manuel
EMA 9 & 26 Crossover By SN TraderEMA 9 & 26 Crossover – Trend & Momentum Indicator For Scalpers The EMA 9 & EMA 26 Crossover Indicator is a simple yet powerful trend-following tool designed to identify high-probability buy and sell signals based on short-term and medium-term momentum shifts. This indicator is widely used by scalpers, intraday traders, and swing traders across Forex, Crypto, Stocks, Indices, and Commodities. 🔹 Indicator Logic EMA 9 (Green) → Fast momentum EMA 26 (Red) → Trend direction BUY Signal When EMA 9 crosses above EMA 26 Indicates bullish momentum and possible trend reversal or continuation SELL Signal When EMA 9 crosses below EMA 26 Indicates bearish momentum and potential downside movement Clear BUY / SELL labels are plotted directly on the chart for easy visual confirmation. 📈 How to Trade Using This Indicator ✔ Enter BUY trades after EMA 9 crosses above EMA 26 ✔ Enter SELL trades after EMA 9 crosses below EMA 26 ✔ Use higher timeframes (15m, 1H, 4H) for stronger signals ✔ Combine with RSI, MACD, UT Bot, VWAP, Support & Resistance for confirmation ✅ Best Use Cases Trend reversal identification Momentum-based entries Scalping & intraday strategies Swing trading trend confirmation Works on all timeframes ⚙️ Features ✔ Lightweight & fast ✔ Beginner-friendly ✔ Non-repainting signals ✔ Pine Script v6 compatible ✔ Clean visual design ⚠️ Disclaimer This indicator is for educational purposes only and should not be considered financial advice. Always apply proper risk management and confirm signals with additional analysis.
Индикатор Pine Script®
от Alphagenfx
MoonRush V2📌 MoonRush V2 – Trend, EMA, ATR & RSI Toolkit MoonRush V2 is a technical analysis indicator designed to help traders visualize market trend, volatility-based price zones, RSI extremes, and trade planning levels by combining multiple analytical tools into a single, configurable indicator. This indicator is for educational and analytical purposes only. It does not provide financial advice or guarantee trading results. 🔹 1. EMA Trend System MoonRush V2 uses a dual EMA system as its primary trend detection method: Fast EMA (default: 38) Slow EMA (default: 62) Optional EMA smoothing to reduce market noise Trend Definition Bullish Trend: Fast EMA crosses above Slow EMA Bearish Trend: Fast EMA crosses below Slow EMA If no crossover occurs, the previous trend state is maintained The indicator can optionally: Color EMA lines Color price bars Apply background shading Fill the area between EMAs All visual elements can be enabled or disabled via the ALL SWITCH panel. 🔹 2. Trend Visualization To improve chart readability: Green color represents bullish conditions Red color represents bearish conditions “BULL” and “BEAR” labels appear on EMA crossovers This allows traders to quickly identify the prevailing market direction. 🔹 3. River System (ATR-Based Zones) The River System is a volatility-based price zone framework built using: An EMA as the central reference line Long-period ATR to reflect broader market volatility The system generates: Support levels: S1 / S2 / S3 Resistance levels: R1 / R2 / R3 These levels are displayed as filled zones: Green zones indicate support areas Red zones indicate resistance areas They are intended to highlight areas where price may react or consolidate. 🔹 4. RSI Extreme Visualization MoonRush V2 integrates RSI analysis to identify extreme market conditions: Multiple Oversold levels (e.g., 20 / 30 / 40) Multiple Overbought levels (e.g., 60 / 70 / 80) When RSI reaches extreme values: Diamond and circular markers appear Signals are aligned with outer River levels (S3 / R3) This helps visualize potential exhaustion or pullback zones. 🔹 5. Overbought / Oversold Area Boxes When RSI remains: Above the Overbought threshold → a red price box is drawn Below the Oversold threshold → a green price box is drawn These boxes dynamically expand based on price highs and lows, highlighting price regions associated with RSI extremes directly on the chart. 🔹 6. Multi-Timeframe Trend Dashboard A built-in table displays trend and RSI information across multiple timeframes: Chart timeframe 1m / 5m / 15m / 30m 1h / 4h / 1D For each timeframe, the table shows: Trend direction (Bullish / Bearish) based on EMA alignment RSI value Color coding: Green background = RSI above 50 Red background = RSI below 50 This feature supports top-down and multi-timeframe analysis. 🔹 7. Entry Reference (EMA Crossover) Reference signals are generated when: EMA crossover occurs → BUY reference EMA crossunder occurs → SELL reference These signals are visual references only and are not automated trade orders. 🔹 8. TP / SL Projection (ATR-Based) The indicator can project potential trade management levels using ATR: Entry reference price Take Profit levels (TP1 / TP2 / TP3) Optional Stop Loss level All levels are volatility-adjusted and extend forward on the chart to assist with risk and reward planning. 🔹 9. Event & Statistics Table MoonRush V2 includes an informational event table that tracks: Number of signals generated per day Win / Loss outcomes (based on TP or SL interactions) Daily win rate Drawdown of the most recent signal Maximum drawdown for the day The data resets automatically each day and is displayed as a readable message table on the chart. ⚠️ Disclaimer MoonRush V2 is a technical analysis tool for educational use only. It does not constitute financial advice or investment recommendations. Users should test, adjust parameters, and manage risk according to their own strategy.
Индикатор Pine Script®
от mooniexofficials
EMA 9 / 15 / 20 / 26EMA 9 / 15 / 20 / 26 – Multi EMA Trend Indicator (Pine Script v6) This indicator plots four Exponential Moving Averages (EMAs) — 9, 15, 20, and 26 — on the price chart to help traders identify trend direction, momentum strength, and dynamic support/resistance zones. Designed for scalping, intraday trading, and swing trading, this script works across Forex, Crypto, Stocks, Indices, and Commodities on all timeframes. 🔹 EMA Settings & Color Coding EMA 9 (Red) → Very fast momentum EMA 15 (Green) → Short-term trend EMA 20 (Yellow) → Intermediate trend filter EMA 26 (Blue) → Trend confirmation & pullback zone 📈 How to Use Bullish Trend EMA 9 > EMA 15 > EMA 20 > EMA 26 Price holding above EMAs Buy on pullbacks toward EMA 15 / EMA 20 Bearish Trend EMA 9 < EMA 15 < EMA 20 < EMA 26 Price below EMAs Sell on pullbacks toward EMA 15 / EMA 20 Sideways Market EMAs tangled together Avoid trades or switch to range strategies ✅ Best Use Cases EMA crossover confirmation Trend filtering for scalping strategies Pullback entries Support & resistance mapping Works perfectly with UT Bot, RSI, MACD, VWAP, Price Action ⚙️ Features ✔ Lightweight & non-repainting ✔ Pine Script Version 6 compliant ✔ Works on all symbols & timeframes ✔ Beginner-friendly & professional-grade ⚠️ Disclaimer This indicator is for educational purposes only. It does not provide financial advice. Always use proper risk management and confirm signals with additional indicators or price action.
Индикатор Pine Script®
от Alphagenfx
SQZMOM + Donchian [jakdongjung]📌 Overview This strategy is designed to capture high-probability "breakout" moves that occur after periods of low volatility. It combines the legendary Squeeze Momentum logic with a 200-period SMA trend filter and uses Donchian Channels for a robust trailing stop-loss. The core philosophy is simple: Wait for the market to "squeeze" (compress), then enter when volatility expands in the direction of the major trend. 🛠 Key Components Squeeze Momentum (The Engine): It compares Bollinger Bands (volatility) to Keltner Channels (average range). When Bollinger Bands are inside the Keltner Channels, the market is in a "Squeeze." We enter when the squeeze releases, indicating a surge in momentum.SMA 200 Filter (The Compass): To increase the win rate, the strategy only takes Long trades when the price is above the 200 SMA and Short trades when the price is below it.Donchian Channel (The Guard): Instead of a fixed percentage stop, we use the lowest low (for longs) or highest high (for shorts) of the last $n$ bars. This allows the stop-loss to move dynamically with the market.Smart Risk Management (The Foundation): The strategy automatically calculates your Position Size based on your risk appetite (default 2% of total equity). It looks at the distance to your stop-loss and tells you exactly how much to buy or sell. 📈 Entry Conditions Long Entry (Buy)Volatility: The "Squeeze" must be releasing (Grey or Blue bars). Momentum: The Squeeze histogram must be positive (above the zero line). Trend Filter: The current price must be above the 200 SMA. Entry Mode: Can be set to "Strict" (only on the first release) or "Any" (anytime the momentum is positive and not in a tight squeeze). Short Entry (Sell)Volatility: The "Squeeze" must be releasing. Momentum: The Squeeze histogram must be negative (below the zero line). Trend Filter: The current price must be below the 200 SMA. 📉 Exit & Stop Loss LogicTrailing Stop: The strategy uses the Donchian Channel as a trailing exit. For Longs, the exit is triggered if the price hits the lowest low of the last 20 bars (customizable).For Shorts, the exit is triggered if the price hits the highest high of the last 20 bars. Visual Aid: The stop-loss levels are plotted on your chart in real-time (Red for Long, Green for Short) only when a position is active, keeping your chart clean. 💰 Money Management Rule This strategy does not use a "fixed lot" size. It uses Dynamic Position Sizing 🚀 How to use this for study Observe the "Grey Zone": Notice how the strategy prepares for a move when the dots turn from red to grey. Trend Alignment: Watch how the 200 SMA prevents "fake-outs" during a counter-trend squeeze. Backtest: Use the TradingView Strategy Tester to see how the Risk Management protects your capital during losing streaks. Happy Trading and stay disciplined!
Стратегия Pine Script®
от hamsung
Step Generalized Moving Average [BackQuant]Step Generalized Moving Average Overview Step Generalized Moving Average (StepGMA) is a trend-structure moving average designed to solve two common problems with classic MAs: They overreact to noise in chop, causing constant micro-flips. They lag too much when you smooth them enough to stop that noise. StepGMA tackles this by combining two layers: A Generalized Moving Average (GMA) that increases responsiveness without simply shortening length. A Step Filter that converts the MA into discrete “steps” sized by ATR, suppressing insignificant movement and only updating when the move is meaningful. The output is a trend line that behaves more like market structure: it holds its level through noise, then “reprices” in chunks when volatility-adjusted movement is large enough. What the indicator is trying to represent Instead of showing every tiny MA wiggle, StepGMA tries to represent the idea that: Most price movement is noise relative to volatility. Trend only matters when it advances by a meaningful amount. A good trend line should stay stable until the market forces it to move. That makes this indicator useful as: A regime filter (trend vs chop). A trend-following bias line. A structure-like dynamic S/R reference. A signal generator with fewer low-quality flips. Component 1: Moving Average engine (selectable) The base smoothing is not fixed. You can choose between multiple MA types: SMA, EMA, WMA, VWMA: classic smoothing families. DEMA, TEMA: reduced-lag EMA variants. T3: smooth yet responsive, good for trend. HMA: very low lag, can be twitchy without filtering. ALMA: center-weighted smoothing, often “cleaner” visually. KAMA: adaptive smoothing based on efficiency ratio, good in mixed regimes. LSMA: regression-based, tends to track trend direction well. McGinley: dynamic smoothing designed to reduce lag during fast moves. This matters because the StepGMA is not “one MA.” It is a framework that lets you pick the underlying smoothing behavior, then applies the generalization and step logic on top. Component 2: Generalized Moving Average (GMA) Where the idea comes from Generalized MA here is essentially a form of two-stage smoothing compensation . A common trick in signal processing and technical analysis is: Apply a smoother once (MA1). Apply it again (MA2). Use MA2 as a “lag reference,” then combine MA1 and MA2 to reduce lag while keeping smoothness. This is related in spirit to reduced-lag filters (like DEMA/TEMA) and “zero-lag” style constructions that subtract part of the lag component. You are not magically removing lag, you are biasing the output toward the first-pass MA while subtracting some of the second-pass smoothing that represents delayed response. How this script does it It computes: ma1 = MA(src, len) ma2 = MA(ma1, len) Then combines them using a volume factor (vf): generalized = ma1 * (1 + vf) - ma2 * vf Interpretation: ma2 is a “more delayed” version of ma1. Subtracting vf * ma2 and adding (1+vf) * ma1 pushes the output toward responsiveness. vf controls how aggressive that push is. Volume Factor (vf) is really an aggressiveness knob The script clamps vf between 0.01 and 1.0 to keep it stable. Conceptually: Low vf: behaves closer to a normal MA1, smoother, more lag. High vf: more compensation, faster response, more risk of overshoot or noise sensitivity (which is then handled by the step filter). So the GMA stage tries to give you a cleaner, faster trend estimate without just shrinking the MA period. Component 3: Step Filter (the key behavior) What a step filter is A step filter turns a continuous signal (here, the generalized MA) into a discrete “staircase” signal. Instead of updating every bar, it updates only when the input has moved far enough to justify a new step. This is conceptually similar to: A quantizer in signal processing (rounding changes to discrete increments). A volatility threshold filter (ignore changes smaller than X). Market structure logic where levels matter more than micro movement. How it works in this script The filter maintains a persistent value: stepped . Each bar: diff = src - stepped If |diff| < stepSize, do nothing (hold the level). If |diff| >= stepSize, move stepped by a number of step increments. The step increment size is: stepSize = (stepMult / 100) * ATR(atrPeriod) This is critical: In higher volatility, ATR is larger, so steps are larger, fewer updates, more stability. In lower volatility, ATR is smaller, so steps are smaller, more updates, more sensitivity. So the step behavior automatically adapts to volatility. Multiple-step catching behavior If price jumps far beyond one step, the script does not move only one step. It moves by: floor(|diff| / stepSize) * stepSize So it “catches up” in discrete blocks, preserving the stepped character without lagging massively after large moves. Direction and regime Direction is determined by the stepped line, not the raw MA: direction = +1 if steppedMA is rising direction = -1 if steppedMA is falling otherwise direction stays the same Signals only trigger on direction state changes: Long when direction flips to +1 Short when direction flips to -1 This matters because it prevents repeated signals while the trend remains intact. You only get a signal when the market has moved enough (in ATR terms) to justify a structural step in the opposite direction. Secondary line and gradient fill The script also plots a secondary “slow MA” (length 25, same MA type). This is not the core logic, it is a visual context layer: StepGMA is the structure line (discrete, regime-driven). Slow MA is a smoother reference for the underlying drift. The gradient fill highlights separation and dominance. When StepGMA sits above the slow MA, the fill reinforces bullish bias. When below, it reinforces bearish bias. It is basically a “trend pressure” visual, not a separate signal. How to interpret it 1) StepGMA as trend structure Flat steps mean price is not making enough volatility-adjusted progress to move structure. Up-steps mean the market has advanced enough to reprice the trend line upward. Down-steps mean deterioration significant enough to reprice structure downward. 2) Direction is a regime, not a tick-by-tick call Because direction is derived from step changes, it is naturally a regime filter: Fewer flips in chop. Clearer regime transitions. Signals tend to occur later than ultra-fast tools, but with better confirmation quality. 3) Step size controls noise rejection StepMult is the main “anti-chop” control: Higher stepMult = bigger ATR steps = fewer updates, fewer signals, more confirmation, slower to react. Lower stepMult = smaller steps = more updates, more signals, more sensitivity, more chop risk. 4) Generalization controls responsiveness of the underlying trend estimate vf controls how “fast” the MA tries to be before stepping: Higher vf makes the MA respond faster to new price information. Lower vf makes the MA smoother and more conservative. The step filter then decides whether that change is meaningful enough to matter. Practical use cases Trend filter for entries Only take longs when direction is bullish. Only take shorts when direction is bearish. Avoid trades when StepGMA is flat for long periods, market is not repricing meaningfully. Dynamic support and resistance Because the line holds levels, it often behaves like structure: In uptrends it can act as a rising support reference. In downtrends it can act as falling resistance. Signal quality layer The step-based flip signals tend to be higher quality than basic MA crossovers because they require: A meaningful volatility-adjusted move. A confirmed direction change in the stepped trend structure. Trade management Use StepGMA as a trailing invalidation reference. Use direction flips as “hard” regime exits. Use separation vs slow MA as a “pressure” gauge for scaling decisions. Tuning guidelines MA Type Pick based on the character you want: T3, ALMA, KAMA are usually good defaults for clean trend representation. HMA/LSMA are faster but may need larger stepMult to avoid twitch. SMA is slow and stable but can be too laggy unless vf is increased. MA Period Sets the base smoothing horizon. Longer periods give “macro trend,” shorter periods give “tactical trend.” Volume Factor (vf) Sets responsiveness compensation: 0.05–0.25 is usually sensible. Higher than that can get aggressive, step filter will save you, but your steps may fire more often. ATR Period and StepMult These define your structure sensitivity: ATR Period controls how stable the volatility estimate is. StepMult controls how large a move must be to change structure. If you want fewer flips, increase StepMult or ATR Period. If you want quicker reaction, lower StepMult or ATR Period. What this indicator is and is not It is: A trend structure MA that ignores sub-threshold noise. A regime tool that uses volatility-adjusted repricing logic. A configurable framework that works across assets and timeframes. It is not: A predictive reversal tool. A scalping signal machine. A replacement for risk management. Summary Step Generalized Moving Average combines a lag-compensated moving average (generalization via MA1/MA2 blending) with a volatility-scaled step filter (ATR-based quantization). The result is a stable, structure-like trend line that updates only when price movement is meaningful relative to volatility, producing cleaner regimes, fewer chop flips, and clearer trend bias than conventional moving averages.
Индикатор Pine Script®
от BackQuant
2
InvestomThis system generates buy and sell signals based on the momentum in stock prices. The principle is straightforward: - Buy when a buy signal is triggered. - Sell when a sell signal is triggered. Momentum strategies are designed to capture trends by following the direction of price movement. However, it is important to exercise caution: - In non-trending or sideways markets, momentum signals can become unreliable. - Frequent false signals in such conditions may lead to rapid capital erosion due to repeated entries and exits. Therefore, while momentum-based trading can be highly effective in trending markets, traders must remain vigilant and apply risk management techniques to protect their capital when markets lack clear direction.
Индикатор Pine Script®
от aklose2
Adaptive Trend Checklist (EMA + Supertrend + ADX)Adaptive Trend Checklist is a market context and validation tool designed for discretionary traders who prioritize structure, risk control, and trade quality over aggressive signal chasing. The script combines EMA, Supertrend, and ADX, with optional multi-timeframe (HTF) confirmation, to provide a clear view of market conditions before entering a trade. This is not a signal-spamming indicator. It is a visual checklist that helps identify when to trade, when to reduce risk, and when to stay out of the market. 🔹 Key Features 🔁 Automatic timeframe adaptation Parameters (EMA, ATR, ADX, Supertrend) automatically adjust based on the current chart timeframe. 🧠 Trend & range filtering Uses ADX and price structure to filter out ranging and low-probability market conditions. ⏱️ Multi-timeframe market context (optional) Confirms directional bias using higher timeframes. 🧮 Risk classification Trades are classified as: NORMAL REDUCED NO TRADE 📋 Clear visual checklist Displays in real time: trading mode, trend status, ADX condition, market session, recommended risk level. 🎯 Integrated trade management Automatically plots: Entry Stop Loss Take Profits (TP1, TP2, TP3) Position size in dollars based on selected risk. 🚫 No repaint 🚫 No signal spam 🚫 No win-rate promises ⚠️ Important Notice This script is not intended for fully mechanical or automated trading. It is designed as a decision-support tool for traders who understand market structure, context, and risk management. Performance depends on: market conditions, timeframe, and trader discipline. 👤 Who Is This For? ✔️ Discretionary traders ✔️ Scalpers & intraday traders seeking better filters ✔️ Swing traders needing HTF context ❌ Not recommended for blind signal following 📎 Usage Recommendation Use it as a primary market filter, not as a standalone signal. Combine it with your own entry criteria.
Индикатор Pine Script®
от djau
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