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Volatility Forecast [EXCAVO]Forward Projection of the Bollinger Envelope with Adaptive Horizon and Slope Clamp The Volatility Forecast takes the classical Bollinger Bands and projects the basis and the bands forward by a configurable number of bars. Slopes of the basis, standard deviation and ATR are estimated from linear regression over a lookback window, then extrapolated through a smooth curve into the right side of the chart. Small orange dots mark band reclaim events on confirmed closed bars. The forecast horizon adapts to the chart timeframe so the projection stays meaningful at every TF, and a slope clamp prevents the bands from ballooning into unrealistic territory after sharp regime shifts. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ▸ HOW TO USE Step 1 → Add the indicator. The current Bollinger Bands are plotted on the chart and a dashed envelope extends to the right with the projected basis and bands. Step 2 → Read the projection. The projected upper and lower bands show the most likely volatility envelope over the next bars under the current trend and volatility regime. Wider end = expansion expected; narrower end = compression. Step 3 → Use the reclaim dots. A small orange dot below a bar marks a confirmed bull band reclaim (price tagged the lower band and pulled back inside). A dot above a bar marks a bear reclaim. These are context, not entries. Step 4 → Check the dashboard. The top right panel reads the projection mode, current width vs its rolling average, band state, and the last reclaim. Step 5 → Combine with structure. The envelope pairs well with trend and structure tools. A breakout that aligns with an expanding projected envelope tends to continue; one against a contracting envelope tends to fade. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ▸ HOW IT CALCULATES ◆ Bollinger Bands Basis is a simple moving average of the source over Length (default 20). Standard deviation is computed over the same window. Bands are basis plus or minus Multiplier times standard deviation (default 2.0). These are the solid plotted lines on the chart. ◆ Linear Regression Slopes For the projection, the algorithm estimates per-bar slopes from a linear regression of the basis, the standard deviation, and the ATR over the Slope Lookback window (default 40). Slope is taken as the difference between the linreg value at offset 0 and offset 1 - the per-bar drift the regression expects to continue. ◆ Slope Clamp Each slope is then clamped to a safety bound so that the cumulative projected displacement stays sensible. End to end, the projected basis cannot drift more than two current band-widths, and the projected standard deviation or ATR cannot grow more than 50% of its current value. Sign of the slope is preserved so trend direction is intact, only the magnitude is bounded. This keeps the projection meaningful after sharp regime shifts. ◆ Forward Projection Three modes turn slopes into a projected envelope across the forecast horizon: Linear extends basis and width on a straight line using the current slope at every step. Smooth Curve (default) eases from the current value toward a dynamic endpoint via a smoothstep curve so the projection has a natural arc instead of a hard linear extrapolation. Adaptive Volatility drives the projected width with ATR slope instead of standard-deviation slope. Useful when volatility is regime-dependent and the ATR captures it better than stdev. A projection floor at 50% ensures the envelope never collapses to a single point on declining-volatility regimes. ◆ Auto Timeframe Forecast Forecast Bars defaults to Auto, which picks the horizon from the chart timeframe: 40 bars on 4h and below, 20 on Daily, 10 on Weekly, 6 on Monthly+. Manual override is available for operators who want a fixed bar count regardless of timeframe. ◆ Band Reclaim Markers A bull reclaim fires when the prior bar's low touched the lower band, the current bar's low has pulled back above the lower band, and the close sits below the basis. A bear reclaim is symmetric on the upper band. Cooldown of Length bars prevents same-direction stacking. The optional Trend MA filter keeps bull marks only above the MA and bear marks only below. By default markers fire only on confirmed closed bars (no repaint); Real-time Markers can be enabled if intra-bar feedback is preferred. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ▸ WHAT MAKES IT DIFFERENT ◆ Adaptive Horizon The forecast horizon scales with the chart timeframe. The projection shows a comparable arc on intraday, daily, weekly and monthly without manual tuning per chart. ◆ Slope Clamp Safety Net Linear-regression slopes can overshoot after sharp moves or on long horizons. The clamp caps the cumulative displacement so the projection cannot grow into unrealistic ranges, regardless of the underlying slope. ◆ Three Projection Modes Linear, Smooth Curve and Adaptive Volatility cover the common shapes a volatility envelope can take. Smooth Curve uses smoothstep easing for a natural arc; Adaptive Volatility ignores stdev drift and tracks ATR instead. ◆ Confirmed Reclaim Markers Small orange dots above or below the bar mark band reclaim events. They fire on confirmed closed bars by default (no repaint), with an optional real-time mode for operators who prefer intra-bar feedback. A trend-MA filter keeps the bias clean. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ▸ DASHBOARD Real-time panel with the current state read: Mode - Linear / Smooth Curve / Adaptive Volatility Width vs Avg - current band width relative to its rolling average Band State - where price sits in the bands (Above Upper / Below Lower / Upper Half / Lower Half) Last Marker - direction and bars since the last band reclaim Legend table explains every on-chart element. Both panels toggle in the Dashboard settings. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ▸ SETTINGS Bollinger Bands Source - close (price series used for basis and stdev) Length - 20 (lookback for basis and stdev) Multiplier - 2.0 (band width in stdev units) Basis / Band / Fill Colors - default palette Forecast Envelope Forecast Bars Mode - Auto (adapts to chart TF) or Manual Forecast Bars (Manual) - 40 (used when Mode = Manual) Slope Lookback - 40 (linreg window for slope estimation) Mode - Smooth Curve (Linear / Smooth Curve / Adaptive Volatility) Projection Style / Width / Colors - dashed, default palette Fill Projection - ON Reclaim Markers Show Markers - ON Real-time Markers - OFF (no repaint by default; closed bars only) Filter by Trend MA - ON Trend MA Type - SMA (SMA / EMA / WMA / HMA) Trend MA Length - 100 Marker Color - orange (#FF8C00) Show Trend MA - OFF Dashboard Show Dashboard - ON Dashboard Position - Top Right Show Legend - ON ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ▸ ALERTS Two directional alertconditions are exposed: Bull Band Reclaim - fires on a confirmed bull reclaim event Bear Band Reclaim - fires on a confirmed bear reclaim event Set the alert condition to "Once Per Bar Close" for clean, non-repainting delivery. Trend-MA filter and cooldown apply to alerts the same way they apply to the on-chart markers. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Best regards, EXCAVO Disclaimer Trading involves significant risk. This indicator is a technical analysis tool and does not constitute financial advice, investment recommendations, or a guarantee of future results. Past indicator behavior does not guarantee future performance. Always use proper risk management and your own judgment.
Индикатор Pine Script®
от EXCAVO
Market Cycle Wave [Gabremoku]Market Cycle Wave is a price-based cycle indicator built to map broad market phases into a readable oscillator and a price-anchored overlay. Instead of relying on a single signal, the script combines trend, momentum, volatility, and range-position data into a composite cycle score. That score is normalized and smoothed to create an intermediate Cycle Wave, while a slower Secular line provides broader context. The script has two main views: - an oscillator pane with the score histogram, Cycle Wave, Secular baseline, and major Cycle Peak / Cycle Trough labels. - a price overlay with a cycle line, gradient aura, and a thinner secular context line. The regime model classifies market conditions into Debt Accumulation, Deleveraging, Reflation, and Transition. The goal is not to generate standalone buy/sell signals, but to help traders read where price may sit inside a broader market cycle structure. How to use it This indicator works best on broad indices and diversified equity ETFs, where cycle behavior is usually cleaner than on highly erratic single names. Typical use: - Daily chart: monitor intermediate cycle shifts - Weekly chart: study broader regime transitions Practical reading: - A rising blue cycle wave can suggest constructive expansion conditions - A yellow rollover after a mature advance can suggest a weakening cycle structure - Deep negative readings followed by green recovery can suggest reflation or post-stress repair - The secular line helps show whether the shorter cycle is moving with or against the broader backdrop The dashboard summarizes the current regime, state, direction, score, risk posture, and color legend directly on the chart. How it works The cycle model uses eight price-based factors: - Fast EMA vs slow EMA relationship - Fast EMA slope - RSI momentum regime - RSI extremes - Position inside the rolling yearly range - Distance from yearly extremes - ATR volatility regime - Price position vs the slow EMA Each factor contributes to a composite score. That score is then normalized, smoothed, and accumulated over a rolling memory window to build a bounded cycle wave around a midpoint. A second and slower baseline is built through longer smoothing to represent secular context. This creates two distinct layers: - Cycle Wave: the intermediate cycle, more reactive to market swings - Secular Baseline: the broader context, slower and less sensitive Recent Cycle Peak and Cycle Trough labels are pivot-based, so the latest labels need confirmation from future bars.
Индикатор Pine Script®
от Gabremoku
RSI Candle Coloring**RSI Candle Coloring** Visualize momentum strength instantly — without glancing at a separate RSI panel. This indicator dynamically recolors each candlestick based on the current RSI value, letting you read overbought and oversold conditions directly from the price chart. Both the RSI period and threshold levels are fully adjustable to fit your trading style. --- **🎨 Color Zones** 🔴 RSI ≥ 70 — Overbought / Strong Bullish Momentum 🟠 RSI 60–69 — Bullish Bias / Approaching Overbought ⚪ RSI 41–59 — Neutral / Consolidation Zone 🔵 RSI 31–40 — Bearish Bias / Approaching Oversold 🟢 RSI ≤ 30 — Oversold / Strong Bearish Momentum --- **⚙️ How It Works** RSI is calculated using the standard closing price over a configurable lookback period (default: 14). Each candle is then replotted via plotcandle with a color mapped to its RSI reading. Wick and border colors remain neutral gray to keep the focus on momentum signals. --- **🔧 Inputs** • RSI Period — Lookback length for RSI calculation (default: 14) • Overbought Level — Upper threshold for deep red coloring (default: 70) • Oversold Level — Lower threshold for deep green coloring (default: 30) --- **📌 Use Cases** • Instantly identify overbought and oversold conditions on the price chart • Spot momentum shifts and neutral consolidation zones at a glance • Combine with support/resistance levels or moving averages for entry/exit confirmation • Works as a cleaner alternative to a traditional RSI subplot --- **📝 Notes** • Works on any symbol and timeframe • Candles are redrawn using plotcandle — disable your chart's default candles to avoid overlap (uncheck "Candles" in chart settings) • The 60 and 40 intermediate thresholds are fixed by design to create a consistent 5-zone color gradient; only the overbought and oversold extremes are user-adjustable
Индикатор Pine Script®
от fdq677k9km
Phantom ChartPhantom Chart — Overlay Any Chart Style While Keeping Real Prices Phantom Chart draws an alternative chart visualization on top of your existing chart — without changing the real prices your other indicators depend on. Most indicators and drawing tools read the chart's Open, High, Low, and Close, so switching your base chart to Heikin Ashi or another modified style quietly feeds them altered values instead of real ones. Phantom Chart solves this: keep your base chart on Bars or standard Candles so everything else still reads true prices, then let Phantom Chart render whatever view you actually want to look at on top — Heikin Ashi, a clean line, an area, a baseline, a histogram, and more. You get the visual you read best, and your stops, targets, Fib tools, and other indicators all keep working off real prices. Available Chart Styles Candles Bars Heikin Ashi Line Step Line Area Baseline Line with Markers Columns Histogram Heikin Ashi Enhancements HA is the headline use, so it gets dedicated tools: Double Smooth — runs the Heikin Ashi calculation a second time for an even cleaner trend read with almost no noise. Flips are rarer but more reliable. Strong Candles — highlights candles with no lower wick (strong bullish) or no upper wick (strong bearish), the candles that mark the heart of a trending move. Flip Markers — a triangle whenever the candle color changes direction, so you never miss a turn. Streak Counter — a live count of consecutive same-direction candles for gauging trend strength at a glance. Candle Patterns (Candles / Bars) Inside Bars — marks compression bars sitting fully inside the prior bar's range, which often precede an expansion. Engulfing — marks bars whose body fully engulfs the previous bar in the opposite direction. Bull engulfing below the bar, bear engulfing above. Baseline Tools Crossover Markers — triangles at each cross of the baseline reference, the core baseline signal. Fill To Baseline — shades green above the baseline, red below, so price position is obvious instantly. Coloring Modes Direction — each bar colored by close versus its own open. Momentum — each bar colored by close versus the previous close, regardless of the bar's own direction. Trend — colored by whether price is above or below its moving average, with an optional trend line. Single Color — one color everywhere. More Controls Multi-Timeframe — render any higher timeframe on your chart, with an optional setting to show only fully-closed bars. Volume-Weighted Opacity — fades low-volume bars and keeps high-volume bars solid so the heavy bars stand out. Source Smoothing — optional moving average on the line-style sources. Inverse Chart — flip the chart vertically for an objectivity check: would you take this trade if it moved the other way? OHLC Labels — optional last-bar price labels. Fully customizable colors, widths, wick visibility, and label styling throughout. Every enhancement is an independent toggle, off-by-default where it adds clutter. Recommended Setup For accurate visuals, keep your base chart on a standard type (Candles or Bars) and use Phantom Chart for the alternative view. If your base chart itself is set to Heikin Ashi or another transformed type, the overlay will reflect those transformed values rather than real prices — a built-in warning label appears when this is detected. Tip You can add Phantom Chart more than once to layer multiple views — for example a Heikin Ashi read alongside a clean line of real closes — each instance with its own settings. This script is open-source under the Mozilla Public License 2.0.
Индикатор Pine Script®
от missingmarsupial
Daubechies D4 Denoising [LB]Concept The Daubechies D4 Wavelet Denoising indicator applies a multi‑level discrete wavelet transform using the compactly supported Daubechies D4 wavelet (Ingrid Daubechies, 1992) combined with Donoho's universal threshold (Donoho & Johnstone, 1994). It separates price into approximation (trend) and detail (noise) coefficients, attenuates noise via soft thresholding, and reconstructs a denoised price curve that directly overlays the chart. Mathematical Foundation The Daubechies D4 wavelet is defined by four scaling coefficients h and four wavelet coefficients g , forming quadrature mirror filters that satisfy perfect reconstruction. At each level, the input array a is circularly convolved with h and g , then downsampled by two to produce the approximation a' and detail d' : a' = SUM_m h * a d' = SUM_m g * a This process is iterated J times. The universal threshold lambda is estimated for each detail array independently using the median absolute deviation (MAD) of the coefficients : sigma = MAD / 0.6745 lambda = sigma * sqrt(2 * log N) Soft thresholding is then applied to each detail coefficient x : threshold(x) = sign(x) * max(|x| - lambda, 0) Finally, the denoised signal is reconstructed by upsampling, convolution with synthesis filters, and summation of approximation and detail contributions. What Problem Does It Solve ? Classical moving averages and low‑pass filters eliminate noise at the cost of significant lag and do not adapt to the local structure of the data. The Daubechies D4 wavelet denoising preserves sharp transitions (edges) while removing high‑frequency noise, offering a lag‑free, adaptive smoothing that respects the multi‑scale nature of price action. How To Interpret Denoised line above price – the smoothed trend is stronger than the current raw price; underlying momentum remains positive despite transient dips. Denoised line below price – the smoothed trend is weaker; price is correcting within a larger structure. Denoised line flattening or changing direction – a regime shift may be underway; the multi‑scale trend is losing or gaining momentum. Parameters Source – price field to denoise (default close). Decomposition Levels – number of wavelet decomposition iterations. Higher levels remove lower‑frequency components, producing a smoother but more slowly reacting line. Window Length (power of 2) – analysis window size. Must be a power of two for the dyadic decomposition; the indicator automatically adjusts to the largest valid power of two if an invalid value is entered. Reference Daubechies I., "Ten Lectures on Wavelets", Society for Industrial and Applied Mathematics, 1992. Donoho D.L. & Johnstone I.M., "Ideal Spatial Adaptation by Wavelet Shrinkage", Biometrika, Vol. 81, No. 3, pp. 425‑455, 1994.
Индикатор Pine Script®
от luis_barlier
Dual MA Gradient [Gabremoku]Dual MA Gradient is a clean dual moving average overlay designed to highlight not only MA direction and crossover, but also the degree of separation between the two averages through a dynamic gradient ribbon. The script uses two configurable moving averages and transforms their relationship into a visual ribbon that reacts to: bullish alignment bearish alignment neutral compression Instead of relying only on a simple crossover, the indicator helps show whether the two averages are: crossing, compressing, or expanding apart That makes it useful as a compact trend-structure tool for traders who want an at-a-glance read on direction and relative momentum. What it shows 📈 Two configurable moving averages — each MA can be set independently using: EMA or SMA custom length custom source 🌈 Directional gradient ribbon — the space between the two averages is divided into layered fills that create a smooth visual ribbon. 🟦 Bullish separation — when the fast MA is above the slow MA, the ribbon shifts to bullish color. 🟨 Bearish separation — when the fast MA is below the slow MA, the ribbon shifts to bearish color. ⚪ Compression state — when the spread between the two MAs becomes small enough, the ribbon fades into a neutral state to signal contraction. 🏷️ Status label — optional live label shows the active state: Compression Bullish Separation Bearish Separation ⭕ Cross markers — optional markers can be shown when bullish or bearish MA crosses occur. Core logic The indicator is built around three simple but useful ideas: Which MA is on top How far apart the two MAs are Whether the spread is strong enough to be directional or too tight and neutral A moving average crossover occurs when a shorter-period average crosses a longer-period average, and it is commonly used to identify trend shifts or signal changes in directional bias. This script goes a step further by emphasizing the spread between the averages. That matters because ribbon spacing is often used as a visual clue for trend structure: when averages are compressed, the market may be in transition or contraction, while a wider directional ribbon can reflect stronger alignment. How to read it A practical reading method is: Compression = the two averages are close together, market may be transitioning or losing directional clarity Bullish separation = the fast MA is above the slow MA and the ribbon is opening upward Bearish separation = the fast MA is below the slow MA and the ribbon is opening downward In many moving-average frameworks: the cross helps identify the directional shift the spacing helps evaluate whether that shift is weak or established a tight ribbon often suggests indecision or a developing transition Features ✅ Dual moving average framework ✅ SMA or EMA selection for both lines ✅ Fully customizable lengths ✅ Dynamic layered ribbon between MAs ✅ Bullish / bearish / neutral compression states ✅ Optional MA line display ✅ Optional live status label ✅ Optional crossover markers ✅ Built-in bullish and bearish crossover alerts Notes This indicator is designed as a trend-visualization tool rather than a complete standalone strategy. Like all moving-average systems, it is inherently lagging, so it is generally more useful for confirming structure and directional bias than for predicting reversals in isolation. Author: Gabremoku Pine Script v6
Индикатор Pine Script®
от Gabremoku
VIX Candle ColoringVisualize market fear and greed at a glance — directly on your price chart. This indicator overlays CBOE VIX (Volatility Index) sentiment levels onto your candlesticks by dynamically recoloring each candle based on the prevailing VIX closing value. Instead of switching between charts, you can instantly read market anxiety from the color of the candles themselves. 🎨 Color Zones 🔴 VIX ≥ 50 — Extreme Fear / Market Panic 🟠 VIX 30–49 — High Fear / Elevated Volatility 🟡 VIX 25–29 — Moderate Fear / Caution Zone 🔵 VIX 20–24 — Calm / Stable Market 🟢 VIX < 20 — Optimism / Low Volatility ⚙️ How It Works The script fetches the real-time VIX close via request.security("CBOE:VIX") on the current timeframe, then replots each candle with a corresponding color. Wick and border colors remain neutral gray to keep focus on the body color signal. 📌 Use Cases Quickly spot regime changes between fear and complacency Combine with your existing strategy as a macro sentiment filter Useful across equities, ETFs, and index instruments 📝 Notes Works on any symbol and timeframe; VIX data is always sourced at the same resolution as the chart Candles are redrawn using plotcandle — disable your chart's default candles to avoid overlap (uncheck "Candles" in chart settings) VIX data requires a TradingView data plan that includes CBOE feed access
Индикатор Pine Script®
от fdq677k9km
Bollinger Bands Gradient [Gabremoku]Bollinger Bands Gradient is an enhanced Bollinger Band overlay designed to turn classic volatility bands into a richer visual and signal-based trading framework. The indicator keeps the core structure of Bollinger Bands — Upper Band, Basis, and Lower Band — but adds a dynamic gradient fill, squeeze detection, state-based bar coloring, strategy-side signal logic, and an optional dashboard for fast chart interpretation. Bollinger Bands are widely used to read volatility compression, expansion, and breakout behavior, especially when traders want more context than a standard three-line display can offer. This script is built for traders who want Bollinger Bands to feel more alive: clearer transitions, better volatility awareness, and cleaner breakout mapping directly on price. What it shows 🌈 Dynamic Gradient Fill — the area between Upper/Basis and Basis/Lower is filled with adaptive color intensity that changes according to price distance from the basis. 🗜️ Squeeze Detection — the script monitors Bollinger Band compression and flags low-volatility states when band width contracts relative to its recent range. Bollinger squeezes are commonly used to identify volatility contraction before a possible breakout. 🎨 State-Based Coloring — basis line, bands, bars, and optional background can all shift visually depending on whether the market is bullish, bearish, neutral, or in squeeze mode. 📍 Breakout Signals — optional labels for: BUY / SELL in Long mode SHORT / CLOSE in Short mode 🪧 Dashboard — a compact panel showing current state, strategy mode, sequence status, band width, range position, and squeeze condition. 🏷️ Last Value Labels — optional live labels for Upper, Basis, and Lower band values. Core logic This script combines volatility structure and signal sequence control. At the core, Bollinger Bands define the dynamic range around a moving average using standard deviation, which helps visualize whether price is relatively stretched or compressed versus its recent behavior. Narrow bands usually reflect low volatility, while wide bands reflect expansion. On top of that, this version introduces: a basis color gradient tied to price position inside the band structure, a fill intensity model tied to distance from the basis, and a state machine that prevents repeated entry signals in the same sequence. That makes the indicator more structured than a plain breakout marker, especially for traders who want cleaner signal flow. Signal logic The indicator supports two operating modes: Long Mode BUY = breakout above the Upper Band SELL = breakdown below the Lower Band Short Mode SHORT = breakdown below the Lower Band CLOSE = breakout above the Upper Band This logic reflects one of the most common ways traders use Bollinger Bands: watching for volatility compression, then responding to expansion outside the bands. At the same time, Bollinger-based strategies can also be used for mean reversion, which is why breakout signals generally work best when confirmed by price structure, momentum, or volume. Features ✅ Classic Bollinger Bands with selectable basis type ✅ Dynamic gradient fill above and below the basis ✅ Adaptive basis coloring based on price position ✅ Squeeze detection using band-width normalization ✅ Optional squeeze background highlighting ✅ Optional bar coloring by state ✅ Strategy-side selector: Long or Short ✅ Breakout signal state machine ✅ BUY / SELL / SHORT / CLOSE labels ✅ On-chart dashboard ✅ Optional last-value labels ✅ Fully customizable colors and style inputs How to use A practical reading flow is: Watch for band contraction and squeeze conditions. Treat that as a volatility compression phase. Monitor for price expansion outside the bands. Use the selected strategy mode to interpret the resulting signal sequence. In practice: tight bands + squeeze on = market compression break above upper band = bullish expansion candidate break below lower band = bearish expansion candidate That said, Bollinger breakouts can fail in choppy environments, so many traders confirm them with momentum, volume, or higher timeframe structure rather than using them in isolation. Notes This indicator is designed as an enhanced Bollinger workflow tool, not as a complete trading system with full risk management. Bollinger Bands can support both breakout and mean-reversion approaches, so the best interpretation depends on market regime and confirmation methods. Author: Gabremoku Pine Script v6
Индикатор Pine Script®
от Gabremoku
Price Density Clouds [EXCAVO]Continuous Kernel-Density Map of Where Price Has Actually Traded The Price Density Clouds builds a smooth, continuous probability density of price over a lookback window and paints it as gradient clouds directly behind the candles. Dense, saturated clouds mark value zones - the equilibrium levels where the market has spent the most time and where price tends to stall and revert. Thin, transparent gaps mark inefficiency zones - levels price travels through quickly. A dashed POC line marks the single highest-probability price, and the Value Area High / Low bracket the core of the distribution. This is not a bin-based volume profile. Instead of chopping price into discrete buckets, KDE sums a smooth gaussian kernel around every price point, producing a continuous density curve with no bin-edge artefacts. The bandwidth is set automatically by Silverman's rule, so the smoothing adapts to the instrument's own volatility. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ▸ HOW TO USE Step 1 → Add the indicator. Gradient clouds appear behind the candles over the lookback window, brightest at the highest-probability levels and fading out toward thin zones. Step 2 → Read the clouds. Saturated bands = value / equilibrium where price tends to stall and mean-revert. Faint gaps = inefficiency where price moves fast - natural travel targets. Step 3 → Use the POC. The dashed POC line is the single most-traded level - a robust magnet and support / resistance anchor. Price far from POC has a statistical pull back toward it. Step 4 → Use the Value Area. The dotted Value Area High / Low bracket the core of the distribution (default 70%). Acceptance inside the area is balance; rejection outside it is imbalance worth trading. Step 5 → Check the side profile. The gradient density profile on the right of the last bar is the same density rotated 90 degrees - a quick read of the full distribution shape at a glance. Step 6 → Combine with structure. Clouds are context, not direction. They pair well with trend, sweep, and breakout tools - a breakout into a thin zone tends to run; a breakout into a dense zone tends to stall. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ▸ HOW IT CALCULATES ◆ Gaussian Kernel Density Every close in the lookback window contributes a gaussian bell curve centred at its own price. The curves are summed across the price range to produce a single continuous density function: density(x) = sum over j of exp(-0.5 x ((x - price_j) / h)^2). Levels where many bars cluster get tall, overlapping kernels and a high density; isolated levels get a low density. ◆ Silverman Bandwidth The kernel width h controls smoothness. It is set automatically by Silverman's rule of thumb: h = 1.06 x sigma x n^(-1/5), where sigma is the stdev of the lookback prices and n is the sample size. The Bandwidth Multiplier input scales this for sharper or smoother clouds. Auto-bandwidth means the same settings adapt across instruments and timeframes. ◆ Normalisation and POC The density is evaluated at Resolution levels between the lookback high and low, then normalised so the peak equals 1.0. That peak level is the POC (Point of Control) - the single highest-probability price. Cloud opacity and colour are driven by each level's normalised density. ◆ Value Area Starting at the POC, the algorithm expands outward, each step absorbing the denser of the two neighbouring levels, until the enclosed density reaches the Value Area % of the total (default 70). The price extent reached becomes the Value Area High and Low. ◆ Gradient Rendering Each density band of the cloud is drawn as a horizontal box tinted by a two-colour gradient: the Low Density Color at thin levels through to the High Density Color at the POC, with opacity ramping in parallel. Adjacent bands tile continuously, so the cloud reads as a smooth heat-map rather than discrete blocks. The same gradient drives the right-side density profile, whose width per level scales with density - at the default resolution the edge reads as a near-smooth wave while keeping the per-level gradient colour. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ▸ WHAT MAKES IT DIFFERENT ◆ Continuous Density, Not Bins Standard volume / price profiles split price into discrete bins, so the result depends heavily on bin size and shows hard edges. KDE produces a smooth continuous curve - no bin-edge artefacts, no arbitrary bucket count, just the true shape of where price has traded. ◆ Auto-Adaptive Bandwidth Silverman's rule sizes the smoothing from the instrument's own volatility and sample size. The clouds stay meaningful on BTC, EURUSD, gold or an index with the same default settings. ◆ Value Structure In One View POC, Value Area High / Low and the full density shape are all on the chart at once, with a matching side profile - the complete market-profile read without a separate pane or a session reset. ◆ Premium Gradient Visual A smooth two-colour density gradient behind the candles with parallel opacity ramp, a clean dashed POC, dotted value-area lines, and a right-side profile histogram. The clouds sit behind price as context and never clutter the read. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ▸ DASHBOARD Real-time panel (top right) with the current value read: POC - price of the highest-density level Value Area High - upper bound of the value area Value Area Low - lower bound of the value area Price Zone - whether price is Above Value, In Value, or Below Value Lookback - bars used to build the distribution Legend table (bottom left) explains every colour. Both panels toggle in the Dashboard settings. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ▸ SETTINGS Engine Lookback Period - 200 (bars used to build the price distribution) Resolution - 120 (number of horizontal density bands; higher = smoother gradient and profile edge, up to 200) Bandwidth Multiplier - 1.0 (smoothness; 1.0 = Silverman auto, higher = broader clouds) Value Area % - 70 (percentage of total density that defines the value area) Visualization Low Density Color - blue (thin / inefficiency end of the gradient) High Density Color - orange (dense / value end of the gradient) POC Line Color - near-white (high contrast against the dense orange cloud the POC sits in) Min Cloud Opacity - 8 (opacity of the lowest-density band; keeps empty zones faint) Max Cloud Opacity - 65 (opacity of the POC band) Show POC Line - ON Show Value Area - ON (dotted Value Area High / Low lines) Value Area Highlight - ON (boosts band opacity inside the value area so the 70% core pops) Show Side Profile - ON Profile Outline - ON (thin bright line tracing the right edge of the profile for a crisp silhouette) Cloud Forward Extend - 10 (bars the clouds extend right of the last bar) Dashboard Show Dashboard - ON Dashboard Position - Top Right Show Legend - ON ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Best regards, EXCAVO Disclaimer Trading involves significant risk. This indicator is a technical analysis tool and does not constitute financial advice, investment recommendations, or a guarantee of future results. Past indicator behavior does not guarantee future performance. Always use proper risk management and your own judgment.
Индикатор Pine Script®
от EXCAVO
Heikin Ashi Cloud Overlay | Rainbow MatrixGENERAL OVERVIEW The Heikin Ashi Cloud Overlay renders a Heikin Ashi cloud directly on top of traditional candlesticks, giving traders both views in a single chart. HA candles smooth macro trend perception by filtering individual-bar noise, but they sacrifice entry-bar precision because each HA candle does not represent the actual price range traded on that bar. This script preserves both signals simultaneously: the HA cloud surfaces directional context, while the underlying real candles preserve precise execution-bar timing. A compact corner HUD reports current HA direction, consecutive streak length, and body-size anomalies relative to a 20-bar rolling average — useful for monitoring momentum exhaustion and impulsive expansion in real time without analyzing the cloud manually. The script adds a visual intelligence layer on top of the standard HA pattern: cloud fill opacity dynamically reflects body intensity (impulsive bars render densely opaque, normal bars render lightly), and small colored dots flag body anomalies (current body > 3× rolling average) directly on the chart. WHAT IS THE THEORY BEHIND THIS INDICATOR? Heikin Ashi candles are derived from traditional OHLC via a recursive smoothing formula introduced by Munehisa Homma in 18th-century Japanese rice trading and popularized in modern Western technical analysis through the work of Dan Valcu and others. The transformation produces candles that emphasize trend persistence over discrete price action: consecutive same-color HA candles indicate ongoing directional pressure, while doji-like HA candles or sudden color flips often signal pivots. The trade-off is well-known: HA candles do not show real OHLC. The haOpen of each candle is the average of the previous haOpen and haClose, not the actual session open. This makes HA excellent for trend reading but unreliable for entry timing — orders need to reference the actual price range of the bar, not the smoothed projection. The conventional solutions are either to switch back and forth between HA and regular candle views (cognitive overhead), or to use HA as the primary chart and lose precision on entries (execution cost). This indicator takes a third approach: render the HA candles as a transparent overlay envelope on top of the standard candlesticks. The trader sees both at once. The HA envelope communicates trend context; the underlying candles preserve real-bar precision. The state machine layered on top — direction tracking, streak counting, and body-size anomaly detection against a rolling average — converts the visual cloud into a numerical readout, surfacing exhaustion and impulsive moves that might be missed at a glance. HA CLOUD OVERLAY FEATURES The indicator includes 5 main components: Heikin Ashi Cloud Overlay Body Intensity Modulation (dynamic opacity) Body Anomaly Visual Markers HA State HUD Panel Three Optional Alerts HEIKIN ASHI CLOUD OVERLAY 🔹 What It Does For each bar on the chart, the indicator computes the four Heikin Ashi values (haOpen, haClose, haHigh, haLow) using Pine Script's canonical recursive formula. It then renders a thin envelope between haHigh and haLow with semi-transparent fill, plotted on top of the underlying traditional candles. 🔹 Method The computation follows the standard HA definition: ◇ haClose = (open + high + low + close) / 4 ◇ haOpen = average of the previous haOpen and the previous haClose (recursive) ◇ haHigh = max of (high, haOpen, haClose) ◇ haLow = min of (low, haOpen, haClose) A `var float ha_open = na` seed pattern handles the first-bar initialization safely, avoiding NA propagation that would corrupt the recursive chain. 🔹 Visual Behavior The envelope is rendered as a thin top-bottom band with translucent fill. The fill color reflects the HA direction: bullish (haClose ≥ haOpen) renders in the configured bull color (TradingView native teal by default); bearish (haClose < haOpen) renders in the bear color (TradingView native red by default). An optional midline (dotted) at the (haOpen + haClose) / 2 level can be toggled for traders who prefer an explicit midpoint reference. BODY INTENSITY MODULATION 🔹 What It Does The cloud fill transparency is dynamically modulated based on the current HA body size relative to the 20-bar rolling average. Bars with above-average body push the fill toward more opaque, surfacing impulsive expansion clusters visually without requiring HUD analysis. 🔹 Tier Logic ◇ Body < 1× average: standard transparency (user-configured slider value) ◇ Body 1-2× average: −10 transparency (notable bar — slightly more opaque) ◇ Body 2-3× average: −30 transparency (strong bar — clearly more opaque) ◇ Body ≥ 3× average: −50 transparency, floor 20 (anomaly — densely opaque) The floor cap of 20 prevents the fill from becoming so opaque that the underlying candle wicks become unreadable, preserving the dual-view principle of the indicator. 🔹 Why It Helps Body intensity modulation converts the cloud from a static color band into a momentum-aware visualization. During quiet conditions, the cloud whispers; during impulsive expansion or capitulation phases, the cloud intensifies visually. Traders monitoring multiple charts can identify regime changes peripherally without focusing on any single chart's HUD. 🔹 Toggle The feature is enabled by default and can be disabled via the "Body Intensity Cloud Opacity" input in the HA CLOUD group, which restores fixed transparency from the slider. BODY ANOMALY VISUAL MARKERS 🔹 What It Does A small colored dot appears on the chart whenever the current HA body exceeds 3× the 20-bar rolling average. Bull anomalies render as a dot below the bar (location.belowbar); bear anomalies render as a dot above the bar (location.abovebar). Dot colors match the configured bull/bear palette. 🔹 Why It Helps The markers convert the alert-only body anomaly detection into a persistent visual signal that remains visible on chart history. Traders reviewing past price action can identify impulsive expansion or capitulation events at a glance, without scrolling through alert history or replaying bars. 🔹 Independent of the Alert The visual markers and the body anomaly alert are independently toggleable. Traders can show the markers without enabling the alert (visual-only mode) or enable the alert without showing the markers (sound/notification-only mode). 🔹 Toggle Enabled by default via the "Show Body Anomaly Markers" input in the HA CLOUD group. HA STATE HUD PANEL 🔹 What It Shows A compact 4-row corner panel reports three live values: ◇ Direction — current HA candle direction (Bull / Bear), color-coded ◇ Streak — consecutive same-direction count (in current locale, e.g., "7 velas (candles)" in PT) ◇ Avg Body — the average HA body size over the last 20 bars, expressed as a percentage of price 🔹 Why It Helps The HUD converts the cloud into a numerical readout. Instead of visually estimating streak length or body proportion, traders can read the exact values on each bar. This is particularly useful for traders monitoring multiple charts or running automated rules where consecutive-bar conditions need to be tracked precisely. 🔹 Customization The HUD can be positioned in any of the four chart corners and rendered in any of five font sizes. The Direction row uses contrasting colors (bull vs bear) for immediate parsing. THREE OPTIONAL ALERTS 🔹 Alert Types Each alert is independently toggleable in the indicator settings: ◇ HA Direction Change — fires on the close of a confirmed bar when the HA direction flips (bull→bear or bear→bull). Useful as a confirmation filter on top of other entry signals. ◇ HA Streak Exhaustion — fires when the absolute streak length crosses a user-configurable threshold (default 7). Long consecutive streaks often precede mean-reversion phases, especially in ranging markets. ◇ HA Body Anomaly — fires when the current HA body exceeds 3× the 20-bar rolling average. Anomalous body sizes typically signal impulsive expansion, capitulation, or news-driven moves worth investigating. 🔹 Firing Mechanism All alerts are gated by `barstate.isconfirmed`, which means they only trigger on the close of the bar that satisfies the condition — never intra-bar. This prevents false signals from intrabar fluctuations that get rejected before close. Each alert uses `alert.freq_once_per_bar` to avoid duplicate firings on the same candle. 🔹 alertcondition() Mode A dummy `alertcondition` titled "HOW TO SETUP ALERTS (READ)" is exposed at the bottom of the script. It provides setup guidance via its message field, instructing users to select "Any alert() function call" in the TradingView alert condition menu and filter individual alerts via the indicator settings. MULTILINGUAL INTERFACE The indicator supports five languages for the HUD display and alert messages: English (default), Português, Español, Русский, and 中文 (Chinese). Code, comments, and configuration tooltips remain in English regardless of the selected language. For reference, examples of multilingual UI strings used in the HUD: ◇ Direction labels: "Direction:" / "Direção:" / "Dirección:" / "Направление:" / "方向:" ◇ Direction text: "🟢 BULL"/"🔴 BEAR" / "🟢 ALTA"/"🔴 BAIXA" / "🟢 ALCISTA"/"🔴 BAJISTA" / "🟢 БЫЧИЙ"/"🔴 МЕДВЕЖИЙ" / "🟢 多头"/"🔴 空头" ◇ Streak units use a bilingual pattern: "candles" stays in English as a universal technical term; native terms appear in parentheses where the local equivalent is well-established (e.g., "7 velas (candles)"). CUSTOM PALETTE TOGGLE 🔹 What It Does By default, the indicator uses native TradingView teal/red colors for visual familiarity. A "Use Custom Cloud Colors" toggle in the settings switches to user-configurable bull/bear colors, useful for traders who want to align the cloud palette with their personal indicator stack or color preferences. HOW TO USE This indicator is a visualization tool, not a signal generator. It surfaces three categories of structural information: HA direction (smoothed trend context), streak length (momentum persistence), and body anomalies (impulsive moves). 🔹 Reading the Cloud ◇ Bull cloud (default teal) = current HA candle is bullish (haClose ≥ haOpen). ◇ Bear cloud (default red) = current HA candle is bearish (haClose < haOpen). ◇ A long sequence of same-color HA candles indicates strong directional pressure; mixed colors or doji-like HA candles indicate consolidation or pivot zones. ◇ Cloud density (opacity): denser fills mark bars with above-average body — pay attention to these zones, they often correspond to ignition or capitulation phases. ◇ Anomaly dots: when a dot appears below a bull bar or above a bear bar, the bar's body is 3× the recent average — exceptional impulse worth contextualizing against your other signals. 🔹 Reading the HUD ◇ Direction row: parse the current HA candle's directional state at a glance. ◇ Streak row: |streak| ≥ 7 → trend is mature, increasing probability of mean reversion or pullback. Streak just flipped sign → fresh direction. ◇ Avg Body row: current bar body > 3× this value → impulsive expansion or capitulation, worth investigating contextually. 🔹 Tactical Reading ◇ HA color flip + confirmation on the underlying candle: potential trend reversal or pullback entry. ◇ HA streak crosses the exhaustion threshold while price approaches a key level (from another indicator or manual S/R): increased probability of structural reaction. ◇ Body anomaly during otherwise quiet conditions: impulsive move (often news-driven or stop-cascade) — trade with reduced size or wait for retest. ◇ Cluster of dense-opacity bars: regime change or ongoing impulsive move — momentum is structurally elevated. 🔹 Multi-Indicator Workflow The HA Cloud Overlay is designed to layer cleanly with other indicators. It does not add lines or boxes that compete visually with structural indicators (VWAP, Volume Profile, S/R). The cloud sits behind the candles, the markers are minimal dots, and the HUD sits in a corner — total chart footprint is minimal. INPUTS EXPLAINED 🔹 System Language Display language for the HUD and alert messages. Options: English (default), Português, Español, Русский, 中文. 🔹 Show Cloud Envelope Master toggle for the HA top-bottom envelope and fill. 🔹 Cloud Fill Transparency Base alpha of the cloud fill (60 = denser, 95 = barely visible). Floor of 60 keeps candle wicks readable. Default 80. When Body Intensity Modulation is ON, this value is the baseline; bars with above-average body intensity become progressively more opaque from this baseline. 🔹 Show HA Midline (dots) Optional thin dotted line at (haOpen + haClose) / 2. 🔹 Use Custom Cloud Colors OFF: native TradingView teal/red. ON: apply custom bull/bear colors below. 🔹 Custom Bull Color / Custom Bear Color Used when "Use Custom Cloud Colors" is ON. 🔹 Body Intensity Cloud Opacity When ON: cloud fill becomes progressively more opaque on bars with above-average body size. When OFF: cloud uses fixed transparency from the slider above. Recommended ON. 🔹 Show Body Anomaly Markers When ON: small colored dots appear on bars whose body exceeds 3× the 20-period average. Independent of the body anomaly alert. 🔹 Show HA State HUD Toggle for the corner HUD reporting Direction / Streak / Avg Body. 🔹 HUD Position Top Right (default), Top Left, Bottom Right, Bottom Left. 🔹 Font Size Tiny, Small (default), Normal, Large, Huge. 🔹 Streak Warning Threshold Streak length at which the Streak Exhaustion alert fires. Range 3–30, default 7. 🔹 Alert: HA Direction Change / HA Streak Extreme / HA Body Anomaly Independent toggles for each of the three alert types. IMPORTANT NOTES The Heikin Ashi Cloud Overlay works on any timeframe and any instrument. The HA computation is timeframe-agnostic — it transforms whatever OHLC data the chart provides. Alerts fire once per confirmed bar. Historical bars never repaint after they close. The live bar updates intra-bar as expected for a real-time indicator, but alerts will only fire after the bar closes. Body anomaly visual markers can update intra-bar (preview behavior) and settle on close. The body anomaly threshold (3× rolling average) and streak warning threshold (default 7) are derived from empirical observation across common timeframes and instruments. Both are user-configurable and should be tuned to the trader's instrument and timeframe — high-volatility crypto on 1m may warrant a higher anomaly multiplier than large-cap equities on Daily. The 20-bar body rolling average uses `ta.sma` of the percentage-based body size. The first 20 bars after script start will show partial values; once enough history is available, the value stabilizes. The body intensity modulation tier floors (50, 30, 20) are calibrated to preserve candle wick readability even on extreme anomaly bars — the floor 20 ensures the cloud never becomes fully opaque. Pine Script v6. Open-source under Mozilla Public License 2.0. UNIQUENESS The Heikin Ashi Cloud Overlay differs from the standard TradingView Heikin Ashi chart type and from other HA-based indicators in four structural ways. First, it preserves both views simultaneously rather than replacing one with the other. Standard HA chart mode hides the real candles entirely; this overlay keeps the underlying candles visible at all times, giving traders smoothed trend context (the cloud) and precise entry-bar timing (the underlying candles) in the same visual without context-switching cost. Second, the cloud fill opacity is dynamically modulated by body intensity relative to a 20-bar rolling average. Standard HA cloud indicators render fills with a single static transparency; this script renders impulsive bars (≥1×, ≥2×, ≥3× average body) with progressively more opaque fills, transforming the cloud from a static visualization into a momentum-aware density map. Capitulation, ignition, and impulsive expansion phases become visually identifiable peripheral signals. Third, it adds an explicit state machine layer over the raw HA visualization. Direction tracking, consecutive streak counting, 20-bar rolling body-size anomaly detection, and on-chart visual anomaly markers convert the visual cloud into a numerical readout reported live on a corner HUD. This converts subjective visual estimation (is this a long streak? is this body unusually large?) into deterministic measurements with configurable thresholds and a persistent visual record on the chart history. Fourth, it exposes three independently-toggleable alerts (direction change, streak exhaustion, body anomaly) gated by bar confirmation, making the indicator usable as a confirmation filter or trigger source in automated workflows. Most HA-based indicators are visualization-only or expose a single direction-flip alert; the multi-condition alert set here is designed for traders building structured rules around HA state rather than just observing it. The combination of dual-view preservation, body-intensity opacity modulation, state machine readout, visual anomaly markers, and multilingual UI produces a single overlay that combines the readability of Heikin Ashi smoothing with the precision of real candles, the rigor of a deterministic state readout, and the visual intuition of a density-aware momentum map.
Индикатор Pine Script®
от rainbowmatrix
Volatility Trail [EXCAVO]ATR Percentile Rank Painted as a Semi-Transparent Wave Beneath Every Candle The Volatility Trail takes the four-state volatility regime classification from the standard ATR-percentile model and renders it directly on the price chart as a semi-transparent wave hanging under each candle. The wave reads at a glance: blue under the candles means quiet markets, orange means heating up, red means volatility extremes. No separate indicator pane is required. This is not a basic ATR oscillator. The ATR is normalised against its own historical distribution, smoothed, and classified into four bounded regimes (Low / Normal / Elevated / Extreme) with adjustable thresholds. The on-chart trail is the same engine as the standard Volatility Percentile indicator, just drawn where you actually read price. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ▸ HOW TO USE Step 1 → Add the indicator. A coloured wave appears beneath every candle as soon as enough history is available for the percentile lookback to be meaningful (default 200 bars). Step 2 → Read the wave colour: - Blue = Low volatility (compression, mean-reversion regime) - Grey = Normal volatility - Orange = Elevated volatility (trend regime) - Red = Extreme volatility (top decile, exhaustion risk) Step 3 → Watch transitions. A switch from blue to orange flags a breakout out of compression. A switch from red back to orange flags a release from extreme volatility - often the right side of a spike. The floating state badge to the right of the last candle shows the current regime name at a glance. Step 4 → Check the dashboard. State, raw percentile, ATR, ATR / Price, and Vol Trend show the current regime numerically. Use these to size positions and pick filters that depend on volatility. Step 5 → Combine with structure. The trail is a context tool, not a directional one - it tells you HOW volatile the market is, not WHICH way it will move. Pair it with your own setup criteria. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ▸ HOW IT CALCULATES ◆ ATR Percentile Rank The base measure is Average True Range over the user-set length (default 14). For every bar the current ATR is ranked against its own values over the Lookback Period (default 200): percentile = 100 x rank / N. A value of 90 means current volatility is higher than 90 percent of bars in the lookback window. This normalisation makes the reading comparable across instruments and timeframes - 90th-percentile vol on BTC and on EURUSD are both rare even though their absolute ATRs differ by orders of magnitude. ◆ Smoothing The raw percentile is smoothed with a short SMA (default 3) to reduce single- bar noise. Smoothing = 1 disables this step. ◆ Four-State Classification The smoothed percentile is bucketed into four regimes: - Low = below Low / Normal boundary (default 25) - Normal = between Low / Normal and Normal / Elevated (default 25 to 60) - Elevated = between Normal / Elevated and Elevated / Extreme (default 60 to 80) - Extreme = at or above Elevated / Extreme (default 80) All three boundaries are user-adjustable. ◆ Candle-Anchored Downward Wave A semi-transparent band hangs directly under each candle. The upper edge is the bar's low, lightly EMA-smoothed so single-bar wick spikes do not poke through the ribbon. The lower edge drops below by an ATR-scaled distance: drop = ATR x (1 + percentile x Wave Distance Scale). At calm regimes the wave is a thin sliver under price; at volatile extremes it extends well below. The colour is the active state colour, and the opacity within each state band is gradient (see next item). ◆ Within-Band Opacity Gradient The wave colour is the state colour (blue / grey / orange / red), but the opacity is not flat across each state - it ramps from Min Opacity at the LOWER edge of the band (regime just entered) to Max Opacity at the UPPER edge (peak of the regime, about to graduate to the next state). So a fresh red band that just crossed into Extreme is light red, while a red band at percentile 95 is a deep saturated red. The same gradient applies inside the Low / Normal / Elevated bands. This lets you read at a glance whether the current regime is just beginning, peaking, or about to fade into the next state - approach and exhaustion are separately readable inside every band. ◆ Vol Trend ATR is compared to its 20-bar SMA. Above 1.05x SMA = RISING, below 0.95x = FALLING, else STABLE. Shown on the dashboard as a quick second-derivative read of the regime. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ▸ WHAT MAKES IT DIFFERENT ◆ Wave Lives On The Price Chart Most volatility indicators occupy a separate pane and force the eye to jump between price action and the oscillator. The wave overlays the same regime information directly on the candles, so price and volatility are read together in one view. ◆ Adaptive Across Instruments Percentile-rank normalisation removes the absolute ATR units. A BTC chart and a EURUSD chart use the same scale (0 to 100), so the same thresholds work everywhere without manual tuning. ◆ Four Bounded Regimes Instead Of A Raw Line A raw ATR plot tells you very little until you have a feel for what is "normal" on that instrument. The four-state classification answers the question directly - quiet, normal, elevated, or extreme - using user-adjustable boundaries. ◆ Within-Band Opacity Gradient Inside each state band the wave opacity ramps from light (just-entered regime) to saturated (regime at its peak). A fresh red band reads as pale red; a deep mature Extreme reads as a saturated red. Approach and exhaustion are separately readable inside every regime, not just on state transitions. ◆ Premium Visual Polish A thin rim-light line follows the upper edge of the wave for definition, and a contrast-aware state badge floats next to the last candle showing the current regime name. The badge text colour is picked automatically by the perceived luminance of the background so the label stays readable on any state colour. ◆ Optional Bar Coloring And Background For users who want the regime even more visible, bar-coloring and background-highlight toggles tint the candles or the chart background with the active state colour. Both default off so the wave stays as the primary visual. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ▸ DASHBOARD Real-time panel (top right) with the current regime readout: State - LOW / NORMAL / ELEVATED / EXTREME Percentile - the smoothed ATR percentile (0 to 100) ATR - raw Average True Range ATR / Price - ATR as a percentage of close (instrument-independent) Vol Trend - RISING / STABLE / FALLING based on ATR vs its 20-bar SMA Lookback - the bar count used for the percentile rank Legend table (bottom left) explains every colour. Both panels toggle in the Dashboard settings. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ▸ SETTINGS Engine ATR Length - 14 (period for the Average True Range) Lookback Period - 200 (historical bars used for the percentile rank) Smoothing - 3 (SMA length applied to the raw percentile; 1 disables it) State Thresholds Low / Normal - 25 (boundary between Low and Normal regimes) Normal / Elevated - 60 (boundary between Normal and Elevated) Elevated / Extreme - 80 (boundary between Elevated and Extreme) Visualization Low Vol Color - blue Extreme Vol Color - red Elevated Vol Color - orange Wave Top Smoothing - 3 (EMA length applied to the wave top; 1 = raw bar low with sharp peaks, 3 to 5 rounds off single-bar spikes while staying tight to price) Wave Distance Scale - 0.025 (controls how far the wave drops below each candle as volatility rises; drop = ATR x (1 + percentile x scale); default keeps drops modest - approximately 1 ATR at Low regime, 3.5 ATR at Extreme) Min Opacity - 25 (wave opacity at the LOWER edge of every state band - just-entered regime; very transparent) Max Opacity - 55 (wave opacity at the UPPER edge of every state band - peak of the regime; visible but kept semi-transparent so the candles stay readable) Wave Top Highlight - ON (thin rim-light line along the upper edge of the wave; adds definition and a premium glow) Right-edge State Label - ON (floating badge next to the last candle showing the current state name in the state color) Bar Coloring - OFF (when ON, also tints the candles with the state color) Background Highlight - OFF (when ON, tints the chart background) Dashboard Show Dashboard - ON Dashboard Position - Top Right Show Legend - ON Alerts JSON Alerts - OFF (when ON, emits a structured JSON payload via alert()) ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ▸ ALERTS Extreme Volatility - state just transitioned into Extreme Elevated Volatility - state just transitioned into Elevated Normal Volatility - state just transitioned into Normal Low Volatility - state just transitioned into Low With JSON Alerts ON, the alert() call emits a structured payload with ticker, state, percentile, atr_pct, price, timeframe, and indicator fields - use "Any alert() function call" as the TradingView alert event to receive every state change as JSON on one alert. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Best regards, EXCAVO Disclaimer Trading involves significant risk. This indicator is a technical analysis tool and does not constitute financial advice, investment recommendations, or a guarantee of future results. Past indicator behavior does not guarantee future performance. Always use proper risk management and your own judgment.
Индикатор Pine Script®
от EXCAVO
1
Global Forex Session Matrix Overlay🌐 Global Forex Session Matrix Overlay Global Forex Session Matrix Overlay is an educational chart overlay designed to help traders study intraday market behavior using global session timing, key reference levels, trend context, market structure, VWAP, and volume activity in one clean chart view. This tool helps organize important market information such as session ranges, opening ranges, trading day levels, previous day levels, weekly reference areas, moving average trend context, pivot structure, VWAP value areas, and volume-weighted candle behavior. It is mainly useful for forex and gold chart analysis, especially on intraday timeframes. The script includes global market session references such as Asian, Sydney, Tokyo, Frankfurt, London, and New York sessions. These session tools help users observe session highs, session lows, opening ranges, and price reactions around important market timing areas. This can support the study of liquidity movement, breakout behavior, rejection areas, and intraday market rhythm. The overlay also includes key trading day levels such as Trading Day Open, Previous Day High, Previous Day Low, and optional day reference levels. These levels can help traders identify important support and resistance areas, possible breakout zones, and areas where price may react during the trading day. For higher-timeframe context, the script includes reference levels such as Weekly Initial Balance, Weekly Open, Weekly Close, and optional weekly or monthly range tools. These levels can help users understand whether price is trading above or below important weekly reference points and can support a more structured view of market bias. The Moving Average Cloud is included to help traders observe trend direction and dynamic support or resistance. When price is trading above the cloud, users may study bullish structure. When price is trading below the cloud, users may study bearish structure. When price is inside or near the cloud, market direction may be less clear and may require additional confirmation. The VWAP framework can be enabled for value-based analysis. VWAP and optional VWAP bands help users study whether price is trading around value, above value, or below value during the selected anchor period. This can be useful when combined with session levels, structure, and candle confirmation. The Pivot and Market Structure tools help highlight important swing points and developing structure areas. These can support the study of higher highs, higher lows, lower highs, lower lows, and possible structure shifts. Pivot-based elements should be used with confirmation because developing pivots can update before they are fully confirmed. The Volume-Weighted Candle Coloring feature helps users visually identify candles with stronger or weaker volume participation. This can be useful for observing momentum, rejection, continuation, and possible exhaustion around important levels. Volume color should not be used alone as an entry reason and should always be combined with price action and structure. 📌 How to Use and Build Entry Ideas Start by applying the indicator to an intraday forex or gold chart. First, check the active market session and observe where price is trading in relation to the current session range, session high, session low, Trading Day Open, Previous Day High, Previous Day Low, Weekly Open, and Weekly Initial Balance. A bullish trade idea can be studied when price holds above an important reference level, the Moving Average Cloud supports upward structure, and candles confirm strength after a pullback or breakout. Extra confirmation may come from price holding above VWAP, rejecting a session low, breaking above a previous session high, or forming a higher low structure. A bearish trade idea can be studied when price rejects an important resistance area, moves below a key reference level, and the Moving Average Cloud or structure supports weakness. Extra confirmation may come from price failing near Previous Day High, rejecting a session high, moving below VWAP, or forming a lower high structure. Users can also study session range reactions for liquidity context. For example, price reacting around an Asian high or low, New York opening range, Previous Day High, Previous Day Low, Weekly Open, or Weekly Initial Balance can provide useful context. The idea should be confirmed with candle close behavior, market structure, and volume reaction. When price is inside the Moving Average Cloud, between major levels, or moving without clear structure, it may be better to wait for a cleaner setup. This script is designed to support analysis, not to provide automatic entries. For safer analysis, avoid making decisions from unfinished candles only. Wait for candle close confirmation, check the nearby support or resistance level, define risk clearly, and use your own trading plan before making any decision. ⚙️ Settings Overview The indicator includes settings for visual themes, compact dashboard position, session ranges, opening ranges, trading day levels, weekly and monthly reference levels, VWAP tools, pivot and market structure display, moving average cloud settings, volume-weighted candle coloring, event layers, and timezone configuration. Users can keep the chart simple by enabling only the most important tools, or they can activate more features when deeper market context is needed. Timezone and session settings should be checked carefully so session levels align correctly with the market being analyzed. ⚠️ Limitations This script does not predict future price movement and does not guarantee any result. Market conditions can change quickly, especially during news, low liquidity, or high volatility periods. Some tools depend on the selected symbol, timeframe, session settings, and timezone. Developing session ranges, pivots, and structure-related elements may update while candles are still forming. For more reliable analysis, users should wait for confirmed candle closes and avoid making decisions based only on unfinished bars. 📚 Educational Risk Disclaimer This script is provided for educational and technical analysis only. It is not financial advice and should not be used as the only reason to enter or exit a trade. Trading involves risk, and past market behavior does not guarantee future results. Always use your own confirmation, risk management, and trading plan.
Индикатор Pine Script®
от Lokka_Algo
HTF Candles [EXCAVO]Higher Timeframe Candles in a Panel to the Right of the Chart The HTF Candles indicator renders higher timeframe candles in a dedicated panel to the right of all chart data. Each completed HTF candle is drawn as a solid semi-transparent box (body) with color-matched wick lines. The currently forming candle uses a dashed outline and updates in real time. Nothing is drawn when the chart timeframe is equal to or higher than the selected HTF. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ▸ HOW TO USE Step 1 → Add the indicator on a lower timeframe chart (e.g., 5m or 15m). The HTF panel appears to the right of all candles. Step 2 → Default HTF is 1H. Change it in settings to match the context you trade (4H, D, etc.). Step 3 → Solid boxes are completed HTF candles. Blue = bullish, red = bearish. Step 4 → The rightmost dashed box is the currently forming HTF candle - it updates live on every bar close. Step 5 → Set alerts for HTF Bullish or Bearish Candle Close to be notified when the HTF period ends. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ▸ HOW IT CALCULATES ◆ HTF OHLC via Built-In Resampling The indicator uses request.security() with lookahead_off to fetch the current HTF candle's OHLC on every bar: = request.security(ticker, htf, ) Without lookahead, these values reflect only confirmed data up to the current bar - no future leaking. ◆ Candle Completion Detection A new HTF candle is detected using ta.change(time(htf_tf)). When the time bucket changes, the previous candle is complete. At that moment: htf_o , htf_h , htf_l , htf_c = OHLC of the completed candle These are pushed to history arrays (up to History Count entries), and the oldest entry is trimmed when the limit is reached. ◆ Panel Positioning All candles are drawn to the right of the last chart bar: x1 = bar_index + right_margin + i x (candle_width + gap) x2 = x1 + candle_width Positions are recalculated on every barstate.islast update. Previous drawing objects are deleted and rebuilt each bar so the panel always aligns with the current last bar as new data arrives. ◆ Completed Candle Rendering Each completed candle is drawn as: - Body: box from max(open, close) to min(open, close) - Upper wick: line from high to body top (only if high > body top) - Lower wick: line from body bottom to low (only if low < body bottom) ◆ Current Candle (Dashed) The forming candle uses the same box for fill but replaces the solid border with four dashed lines (top, bottom, left, right edges) and dashed wick lines. The body color reflects the live direction - bullish (blue) if close >= open, bearish (red) otherwise. ◆ Timeframe Label Pinning The HTF label above the panel is anchored to the highest candle in the HTF panel (not the chart's overall high). This keeps the label stable above the panel as price moves on the underlying chart. ◆ Timeframe Guard The indicator checks timeframe.in_seconds() < timeframe.in_seconds(htf). If the chart timeframe is equal to or higher than the HTF, no panel is drawn. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ▸ WHAT MAKES IT DIFFERENT ◆ Panel to the Right - No Overlap HTF candles are positioned past the last chart bar so they never cover price action. The panel shifts automatically as new bars arrive. ◆ Dashed Forming Candle The current unfinished HTF candle is visually distinct (dashed outline) so it is never confused with confirmed history. ◆ Stable Timeframe Label The HTF label is pinned to the highest candle inside the panel itself rather than the chart's overall high. The label position stays consistent relative to the HTF panel even when underlying chart prices spike outside the panel range. ◆ Non-Repainting OHLC request.security() with lookahead_off ensures that completed candle values are final before they are committed to history. No retrospective changes occur to completed boxes. ◆ Timeframe Guard The indicator automatically disables itself when the chart timeframe is greater than or equal to the selected HTF — no panel is drawn, preventing meaningless output. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ▸ LEGEND Legend table (bottom left) explains the visual elements: ▮ (blue) - Bullish completed HTF candle (solid outline) ▮ (red) - Bearish completed HTF candle (solid outline) ┅ (blue) - Currently forming HTF candle (dashed outline) ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ▸ SETTINGS HTF Settings HTF Timeframe - 60 (1H by default) History Count - 5 (completed HTF candles to keep visible) Show Current Candle - ON (show the forming candle with dashed outline) Visualization Bullish Color - blue (customizable) Bearish Color - red (customizable) Candle Width (bars) - 5 (width of each candle box) Gap Between Candles - 2 (spacing between boxes) Right Margin (bars) - 10 (distance from last chart bar to panel) Dashboard Show Legend - ON Alert Settings Allow Repainting - OFF JSON Alerts - OFF ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ▸ ALERTS HTF Bullish Candle Close - HTF candle closed bullish (close >= open) HTF Bearish Candle Close - HTF candle closed bearish (close < open) HTF Candle Close - any HTF candle closed JSON payloads include direction, ticker, price, timeframe, htf, and indicator tag. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Best regards, EXCAVO Disclaimer Trading involves significant risk. This indicator is a technical analysis tool and does not constitute financial advice, investment recommendations, or a guarantee of future results. Past indicator behavior does not guarantee future performance. Always use proper risk management and your own judgment.
Индикатор Pine Script®
от EXCAVO
7 EMAs / Daily Open / Midnight Open7 EMA Overlay with Daily & Midnight Open This indicator combines 7 customizable EMAs with Daily Open and Midnight Open (UTC) levels in a clean chart overlay. It is designed for traders who want to track trend structure and key daily reference levels in one simple tool. Each of the 7 EMAs can be customized individually by length, source, and color, making the indicator flexible for different trading styles and markets. The script also plots: Daily Open Midnight Open (UTC) Both levels can be shown or hidden independently, and optional labels can be enabled for the EMAs and open levels. Features: 7 customizable EMAs Custom EMA colors Optional EMA labels Daily Open line Midnight Open (UTC) line Optional labels for open levels Clean and lightweight overlay This indicator is useful for traders who want a structured EMA layout together with important intraday reference levels, while keeping full control over the visual customization.
Индикатор Pine Script®
от Inoffensive
ATR Step Trailing Stop Positioning ToolThis indicator is an ATR-based trailing stop positioning tool. It is not designed to generate buy or sell signals. Its purpose is to help traders visualize possible trailing stop levels based on volatility. How it works: The indicator calculates a stepped trailing level using the ATR distance from the high or low of the last closed candle. For long-position management, the stop level can be positioned below price using the candle low and an ATR-based distance. For short-position management, the stop level can be positioned above price using the candle high and an ATR-based distance. Because the calculation is based on the last closed candle, the level is designed to behave like a step-style trailing reference instead of constantly moving tick by tick. How this is different from a standard ATR trailing stop: Many ATR stop indicators use a continuous trailing line or a single shared configuration for both long and short conditions. This version is focused specifically on stop placement structure. It allows the trader to visualize ATR-based stop levels as stepped references from the most recent completed candle. Another practical difference is that traders can add two instances of the indicator to the same chart. For example, one instance can be adjusted for long trailing stop management and another for short trailing stop management. By changing the visibility or transparency settings, it is possible to show only the positive or negative side of each instance and compare different ATR lengths or ATR multipliers for long and short positioning. This makes the tool useful when a trader wants different trailing stop behavior for long and short positions instead of using one universal setting. Possible use cases: * Visualizing ATR-based trailing stop zones * Managing open trades with a volatility-adjusted stop reference * Comparing different ATR lengths or multipliers * Separating long-side and short-side stop logic * Studying how price behaves around volatility-based stop levels Important limitation: This indicator does not predict direction. It does not provide entry signals, exit signals, buy signals, or sell signals. The plotted levels are only a technical reference for trailing stop positioning based on ATR and closed candle structure. Traders should combine this tool with their own entry logic, market structure analysis, risk management rules, and broader trading plan.
Индикатор Pine Script®
от TheAlphaGroup
Trend Stability Ribbon [AGPro Series]Trend Stability Ribbon 🔹 OVERVIEW Most trend tools tell you WHICH WAY price is going. Trend Stability Ribbon tells you HOW WELL it is getting there. By pairing an ATR-normalized slope engine with a Kaufman path-efficiency score, it projects every bar into one of four rules-based states — Stable Up, Noisy Up, Stable Down, Noisy Down — and paints them onto a clean, adaptive ribbon that stays out of the candles' way. The result is a context layer that separates decisive trending from directional-but-choppy travel, without adding a second indicator pane. 🧭 UNIQUE EDGE — WHY THIS IS NOT "JUST ANOTHER TREND INDICATOR" Direction alone is cheap. Every moving-average cross, every supertrend, every slope color tells you "up" or "down" — and then leaves you holding the bag when the trend is technically up but structurally a mess. Trend Stability Ribbon adds the missing second dimension: path quality. The same 34-bar window that defines direction also feeds a Kaufman efficiency calculation (net travel divided by total path travel). An ER near 1.00 means price walked a near-straight line; an ER near 0.00 means it zig-zagged its way to the same point. Mapping that score against a calibrated threshold band produces the four composite states — and a visual language that finally distinguishes "trend worth trusting" from "trend worth fading". Additional design choices that set it apart: • Dual-layer event engine — direction flips, stability upgrades, and stability downgrades are tracked as independent transitions, each with its own alert. • Badge/alert separation — on-chart badges are throttled by a cooldown for visual hygiene, but alerts are always raw so automation pipelines never miss an event. • Reset state — when the slope-confirmation filter rejects a direction, the ribbon goes neutral instead of flipping false. Chop gets ignored, not misreported. 🧪 METHODOLOGY 1. TREND DIRECTION ENGINE • A slow EMA (default length 34) anchors the trend path and serves as the ribbon centerline. • Slope is measured over a 3-bar lookback and normalized by a 14-period ATR, making it instrument-agnostic across crypto, FX, equities, and futures. • With Slope Confirmation enabled (default), direction is only accepted when price position AND slope agree. Disagreement returns a Reset state. 2. PATH EFFICIENCY (STABILITY) ENGINE • ER = |close − close | ÷ Σ|close − close | over the same trend window. • Three classes: Stable (ER ≥ 0.45), Noisy (ER ≤ 0.25), Mixed (between). Thresholds scale with the Stability Sensitivity input. • The Mixed zone is a deliberate dead-band — during uncertain phases the previous state persists rather than flickering. 3. COMPOSITE STATE MACHINE • Direction × Stability yields five possible states: Stable Up, Noisy Up, Stable Down, Noisy Down, Reset. • Bars-in-state is tracked live, giving a simple persistence read on each state. 4. RIBBON RENDERING • Ribbon is anchored to the EMA centerline with height driven by ATR × a user-selected multiplier (Thin / ATR-Adaptive / Thick). • Fill opacity and border weight shift by state — Stable states are saturated, Noisy states are faded, Reset is a soft amber. 🔔 SIGNALS & ALERTS Three transition events are detected and exposed as separate, user-toggled alerts: • Trend State Flipped — direction changed (Up ↔ Down). Raw, never throttled. • Stability Improved — path upgraded from Noisy to Stable while direction held. Raw — delivered regardless of badge cooldown. • Stability Degraded — path downgraded from Stable to Noisy while direction held. Raw — delivered regardless of badge cooldown. Matching on-chart badges appear at the same moments, subject to the Stability Badge Cooldown for visual cleanliness. Direction-flip badges are never throttled. ⚙️ KEY INPUTS Engine • Trend Length (default 34) — lookback for both direction and path-efficiency windows. • Stability Sensitivity (default 1.0) — scales the Stable / Noisy thresholds. • Require Slope Confirmation (default on) — enforces price-and-slope agreement; rejects chop. Ribbon & Badge • Ribbon Height — Thin / ATR-Adaptive / Thick. • Show State Badge — toggle on-chart transition labels. • Label Font Size — tiny / small / normal / large (default normal). • Minimal Mode — hides panel and badges for pairing with other overlays. • Stability Badge Cooldown (default 5 bars) — visual throttle for stability transitions. Info Panel • Panel Position, Panel Font Size, Efficiency Ratio display, Active Thresholds display. Alerts • Independent toggles for each of the three transition events. 🧠 HOW TO USE • CONTEXT FILTER — use Stable states as a "green light" for continuation setups on your primary system; treat Noisy states as a headwind. • REGIME BREAKS — a Stability Degraded event mid-trend is often an early warning that the move is maturing, even before price has flipped. • CLEAN ENTRIES — pair a direction flip (Trend Up / Trend Down) with an immediate Stable classification to filter out whipsaw-prone breakouts. • CHOP AVOIDANCE — when the ribbon sits in a Reset or Mixed state, the script is telling you the underlying path is not tradeable as a trend. Stand aside or switch to range tactics. • PAIRING — with Minimal Mode on, the ribbon layers cleanly under structure tools, VWAPs, or S/R zones without visual conflict. ⚠️ LIMITATIONS & TRANSPARENCY • This is an indicator, NOT a strategy. It does not generate buy or sell orders, has no backtest, and makes no claim of performance. • Efficiency Ratio is a lagging measure — it describes the path already travelled. The ribbon should be read as context, not as a leading signal. • The Mixed zone is intentional persistence; expect the composite state to hold through brief chop rather than flipping on every bar. • Lower timeframes (<5m on thin-liquidity markets) can push ER values into erratic ranges. Start with the defaults on 15m–4h and tune from there. • All calculations are closed-bar. Intra-bar values may shift until the bar confirms. 🛡️ RISK DISCLOSURE This script is published for educational and analytical purposes only. It is not financial advice, not a signal service, and not a solicitation to buy or sell any instrument. Past behavior of markets does not predict future results. Always do your own research, apply proper risk management, and consult a licensed professional before making trading decisions. The author assumes no responsibility for losses incurred through use of this indicator.
Индикатор Pine Script®
от AGProLabs
Iteratively Reweighted Least Squares (IRLS) [Jamallo]Author's Note: This script is published as a unique mathematical contribution to TradingView's open-source public library. It is intended to introduce a novel application of a robust statistical method for the community and developers to study, adapt, and build upon, rather than to serve as a standalone, out-of-the-box trading strategy. Introduction Almost all moving averages and smoothing filters in technical analysis treat historical price data equally or apply a fixed mathematical decay (like an EMA). The problem? A massive, anomalous wick or a sudden volatility spike will inevitably drag the average away from the true underlying market consensus. Enter Iteratively Reweighted Least Squares (IRLS) . IRLS is a robust statistical method that calculates a "consensus" price by actively identifying and down-weighting outliers. Instead of letting a large wick distort the line, the algorithm assigns less weight to prices that deviate furthest from the current estimate. The result is a filter that cuts through noise, ignores price-distant spikes, and naturally locks onto the dominant, high-density price levels. How It Works The indicator uses the Hardy weight function to determine how heavily each historical candle influences the current estimate. On every bar, the algorithm checks the distance of each sample from the current consensus and iteratively refines the line until it converges on a robust mean. Epsilon — the outlier rejection scale — is derived dynamically from the average High–Low range, keeping the filter dimensionless and consistent across all instruments and timeframes. Parameters Window Size (N) : The rolling lookback window of historical samples the kernel considers. Larger values produce a smoother, slower-responding line. Sparsity (s/N) : The core behavioral control. Dictates the fraction of the window allowed to "vote" on the estimate. Low Sparsity (e.g., 0.1) : Only the 10% of samples closest to the current estimate participate. Produces a snappy, selective line that locks tightly onto the most dominant price cluster. High Sparsity (e.g., 1.0) : All samples participate, resulting in a smoother, more conventional robust mean. Gamma (ε scale) : Controls the strength of outlier rejection. Lower values enforce harsh, median-like rejection. Higher values soften the rejection toward a standard weighted mean. Iterations : The number of reweighting convergence passes per bar. 2–3 is sufficient for practical convergence. Potential Applications The Hardy IRLS filter provides a unique lens into market structure by shifting the focus from simple time-averaged prices to spatial price consensus. Because it rejects price-distant wicks and noise spikes by design, it can serve as a foundation for: Custom trailing stops Dynamic support and resistance trackers Baseline trend or regime filters Feel free to inspect the open-source code, experiment with extreme sparsity and gamma settings, and integrate the IRLS core into your own quantitative projects. References Li Shuang, "Sparse Representation of Hardy Function by Iteratively Reweighted Least Squares," 2020 International Symposium on Computer Engineering and Intelligent Communications (ISCEIC), IEEE, 2020. DOI: 10.1109/ISCEIC51027.2020.00020
Индикатор Pine Script®
от Jamallo22
Daily Bias - Bull / Bear / Neutral [Phil Vo]This indicator is built to help traders quickly understand the current daily market bias in a simple visual way. It combines basic market structure with moving average trend filters to classify price conditions as bullish, bearish, or neutral. The script looks at swing highs and swing lows to detect whether price is forming higher highs and higher lows, or lower highs and lower lows. It then confirms that structure with the 50-period and 200-period moving averages. When both structure and trend filter agree, the indicator displays a clear directional bias. When they do not align, it shows a neutral or choppy condition instead. The goal is to reduce confusion and help traders stay aligned with the broader directional context before looking for entries on lower timeframes. Key features: Clear Bullish / Bearish / Neutral bias label Optional background color for fast chart reading 50 MA and 200 MA trend filters Swing-based market structure confirmation Last swing high and swing low reference points Alert conditions when bias flips bullish or bearish This is not a signal or entry tool. It is designed as a simple decision-support overlay to help traders understand whether the market structure and trend are aligned. You can use it as a higher-timeframe guide before planning executions with your own strategy, price action model, or risk management rules.
Индикатор Pine Script®
от BullBearInsights
Realtime Non-Repaint PathName: Realtime Non-Repaint Path Searchable Name: Realtime Non-Repaint Path Technical name: Realtime Non-Repaint Percentage-Reversal Path Short title: RT NR Path Summary Realtime Non-Repaint Path is a standalone path-visualization and path-state script designed to show live non-repainting directional path structure and a simplified hidden path reveal. It uses a percentage-reversal path model to classify live path direction, maintain a live anchor/candidate structure, draw a live eased path, rebuild a simplified hidden path from reversal pivots, and display state labels, alerts, and a compact status table. Its strongest advantages are live path clarity, non-repainting state transitions on closed bars, simpler path interpretation, and visual structure that can complement entry-focused scripts. Its main known weakness is that it is not a full trading engine: it does not perform full pivot confirmation, trade management, advanced filtering, replay-state reconstruction, or broader regime/stat handling. This script is best understood as a path-focused operational visualization and state-classification script rather than a complete trading engine. It is designed to be useful on its own while remaining simple enough to inspect, test, and modify. How it works The script begins with a simple percentage-reversal path model. It tracks a live anchor price, a live candidate extreme, and a current live path direction. When price moves far enough away from the current anchor by the user-defined reversal percentage, a live directional path is established. As long as price continues making new extremes in that direction, the live candidate continues updating. When price reverses enough from that candidate extreme by the same percentage threshold, the live path flips and a new anchor/candidate cycle begins. The displayed live path is not drawn as a raw straight jump between points. Instead, it is eased between the current live anchor and live candidate so that the path remains visually readable while still staying tied to the current live state model. Because the live state is updated bar by bar using only information available so far, the live path is intended to function as a non-repainting path-state view on closed bars rather than as a hindsight-only reconstruction. In addition to the live path, the script can also reveal a simplified hidden path. That hidden path is rebuilt from percentage-reversal pivots over a user-defined recent history window. It detects reversal pivots using the same percentage-reversal logic and then draws an eased pivot-to-pivot hidden path across the selected history range. This keeps the script path-focused, visually useful, and easier to interpret. The script also displays optional confirmed turn labels, a last-bar live state label, path-up/path-down alerts, background coloring based on current path direction, and a compact status table showing the current live state, anchor, candidate, and percentage distances. These features make it useful as a visual path-state companion script rather than as a full signal-and-execution engine. Path model note This script’s path model is based on percentage reversal. That makes it intentionally simpler and easier to understand, but it also means it does not attempt to replicate the broader complexity of a full trading engine. The hidden path shown here should be interpreted as a simplified path reveal, not as a complete trade-selection or execution model. Features Live non-repainting path state machine User-defined percentage reversal threshold Live anchor and candidate path structure Eased live path display Simplified hidden path reveal over recent history Confirmed path turn labels Last-bar live state label Background coloring by live path direction Path-up and path-down alerts Compact status table with anchor/candidate/path-distance information Strengths Path Clarity edge — provides a cleaner live view of path direction than raw candles alone. Non-Repainting State edge — live path direction and flips are based on the current bar-by-bar percentage-reversal model rather than hindsight-only reconstruction. Simplicity edge — simpler structure makes it easier to inspect, test, and modify. Companion Script edge — pairs naturally with entry-oriented scripts by showing whether path direction is currently up, down, or neutral. Visual Structure edge — live path, hidden path, labels, background, and status table make path structure easier to read quickly. Interpretability edge — the script is straightforward enough to be useful as both a live visual aid and a path-study tool. Weaknesses Not a full trading engine weakness — does not include full trade management, entry/exit handling, or execution logic. No advanced filtering weakness — does not include broader filtering or replay/stat reconstruction layers. Threshold sensitivity weakness — path behavior depends heavily on the user-selected reversal percentage, so different settings can materially change the path and turn structure. Path-state, not profit-state weakness — path direction does not guarantee profitable entries or strong follow-through. Simplified hidden path weakness — the hidden path is intentionally simplified and should not be mistaken for a complete internal market model. No regime/stat engine weakness — does not contain broader regime scoring, detailed replay diagnostics, or a larger state/stat engine. Who it’s for This script is best suited for traders and TradingView users who want a simpler live path script, users interested in non-repainting path direction on closed bars, users who want a visual companion to entry-focused scripts, users who want to inspect market path structure with less complexity than a full trading engine, and users interested in learning from or modifying a smaller path-focused script. It is especially suited for users who want a practical path/state layer rather than a complete trading engine. Who it’s not for This script is not best suited for: users looking for a complete pre-built trading engine users expecting advanced pre-entry classification users expecting full entry/exit/trade management users looking for advanced regime, replay, and state/stat reconstruction users expecting this script by itself to solve the false-pivot or follow-through problem users looking for a complete trade-selection and execution workflow rather than a smaller standalone path script Known limitations Realtime Non-Repaint Path is much better at showing live path direction and simplified path structure than it is at acting as a complete trading system. The live path is driven by a percentage-reversal state machine and the hidden path is rebuilt from simplified percentage-reversal pivots with eased pivot-to-pivot connections. Because of that, it should be viewed primarily as a path/state visualization and classification script, not as a complete trade-selection or execution engine. Different reversal-percentage settings can also materially change how often the path flips and how sensitive the script is to movement. Final note This is a standalone path script, not a guaranteed predictive system and not a full operational trading engine. Its strengths are concentrated in live path visibility, simplified hidden path structure, non-repainting state handling on closed bars, and quick visual interpretation. It is best used as a path-focused companion or as a simpler standalone script for studying live path behavior rather than as a substitute for a more complete engine.
Индикатор Pine Script®
от AceInfinity
EAB: Multi-Timeframe Moving AveragesEAB: Multi-Timeframe Moving Averages is a clean and customizable indicator designed to display key moving averages across multiple timeframes in a single chart. It allows traders to visualize short, medium, and long-term trends using a consistent and structured framework, aligned with a professional trading workflow. Features Multi-timeframe support: Intraday, Daily, Weekly and Monthly Fully customizable moving averages (type, length, source, color and visibility) Label system displayed directly on the chart (e.g., EMA 10, MA 50) Optional moving average cloud between key averages Weekly moving average overlay on the daily chart for higher timeframe context How to use Enable or disable moving averages from each timeframe section. Configure type (EMA, SMA, etc.) and length according to your strategy. Use EMA 10 and EMA 20 for short-term trend direction. Use MA 50 and MA 200 for structure and key support/resistance levels. Combine multiple timeframes to confirm trend alignment. Notes Labels are displayed only on the last visible bar to keep the chart clean. Each timeframe can be configured independently. Moving average clouds can be enabled or disabled for better visual clarity.
Индикатор Pine Script®
от EwaldoAB
Any Oscillator Overlay [TGPT]This indicator projects any oscillator's key levels — midpoint, signal lines, overbought/oversold zones — directly onto the price chart. Tested with RSI, MACD, CCI, Stochastic, Williams %R, and many others, including custom oscillators — without needing to know their internal formula. The Problem Traders watch oscillators for midpoint crosses (usually, zero line or 50), overbought/oversold zone entries, and signal line crosses. A cross in the oscillator pane tells you when momentum flipped — but not what price was actually doing at that moment. How many of those crosses happened while price was chopping inside a range, with the oscillator hovering near its midpoint? How many were immediately reversed? How deep did price wick through the oscillator level before recovering? None of this is visible in the oscillator pane. It requires switching back and forth between panes and mentally reconstructing each event in context. This indicator attempts to collapse those two coordinate systems into one. When oscillator levels are projected onto the price chart, interpretation becomes immediate: you can more clearly see whether a zero cross coincided with a clean directional move or with indecisive ranging; whether price respected the projected signal line or sliced through it repeatedly; whether wicks are constantly piercing overbought and oversold levels — the kind of behavior that looks seemingly clean or unnoticeable in the oscillator pane but tells a different story when projected onto price. Context that would otherwise require mentally switching between panes is visible at a glance across the entire chart history. The goal is not to replace the oscillator pane. It is to make oscillator behavior readable and interpretable on the price chart itself — something that is usually impossible without knowing the oscillator's internal formula, and often difficult even then. What makes this possible without being tied to any specific oscillator is a universal normalization method that operates purely on the oscillator's output — no knowledge of its internal formula required. This is what separates this approach from oscillator-specific overlays. The reconstruction works on any oscillator; the visual defaults — overbought/oversold zones, signal line, midpoint conventions — are tuned for what is commonly watched on momentum oscillators, and can be adjusted for other cases. Prior Approaches Prior overlay approaches plot the oscillator as a scaled visual proxy positioned above or below price action — the oscillator's values are mapped into the recent high/low price range, then offset from price entirely to avoid interfering with it. This is a deliberate and honest design choice: the projection is treated as a display convenience, not a coordinate transform. The visual sits near price but remains a separate pane in spirit. Some implementations skip the offset entirely and overlay the rescaled oscillator directly on the candles. Without a meaningful coordinate transform this creates visual noise — the line intersects price arbitrarily, crossovers mean nothing, and the result is harder to read than the original oscillator pane. The approach here takes the problem seriously as a coordinate transform: oscillator levels are projected directly onto price with structural exactness. When the oscillator crosses zero or its signal line, price crosses the corresponding reconstructed line. The levels are stable across all market conditions and work identically regardless of which oscillator is connected. How It Works Projecting an oscillator onto the price chart requires answering one question at every bar: "What price level corresponds to this oscillator's key levels right now?" This is a coordinate transform problem. Oscillator units vary by type — RSI is in percentage points, CCI in deviation units, MACD in price difference units. Price lives in its own space. Attempting a direct reconstruction produces wild instability — projected lines flying off the chart, collapsing to a point, or jittering unpredictably as the underlying relationship between oscillator and price shifts. Filtering or smoothing the oscillator values might help avoid the instability but would produce an inaccurate reconstruction — at that point it is a different signal altogether, not the oscillator's levels projected onto price. There is no universal closed-form inversion between the two without knowing the oscillator's internal formula. The approach implemented here — z-score normalization mapped to price standard deviation — solves the explosion problem mathematically rather than by filtering or smoothing. Universality — Why Any Oscillator Works Most oscillator overlay attempts are oscillator-specific. They work by exploiting knowledge of the oscillator's internal formula — for example, knowing that an oscillator is derived from a specific price transform, one can algebraically invert it back into a price level. This approach is precise but narrow: it breaks entirely when applied to a different oscillator, and does not work at all for oscillators not derived from price. This indicator achieves universality by operating exclusively on the output of the oscillator — the plotted series — without any knowledge of or assumption about its internal construction. This is possible because of two observations: Observation 1: Most oscillators share a common structural grammar. Regardless of how they are computed, most oscillators share a common behavioral structure: they oscillate around a reference level (typically zero or 50), they have a signal line (typically a moving average of themselves), and their distance from that reference reflects the strength of the underlying signal. RSI oscillates around 50, CCI around 0, Stochastic around 50 — the absolute scale differs but the grammar is identical. The z-score transform (osc / stdev(osc)) maps any oscillator's output into this common grammar, expressed in standard deviation units. After normalization, a reading of +1 means the same thing regardless of whether the source was RSI, CCI, or a custom oscillator: the oscillator is one standard deviation above its recent mean. The native scale — percentage points, index units, or whatever it may be — is completely abstracted away. Observation 2: Price volatility is the natural unit of price-space distance. Once the oscillator is in z-score units, it needs to be mapped to a price distance. The natural unit for price distance is the price series' own standard deviation — stdev(close, N). This is not an arbitrary choice: the standard deviation of price is the statistical measure of how much price typically moves over the same window used to normalize the oscillator. Mapping one oscillator σ to one price σ creates a dimensionally consistent relationship that self-calibrates to any instrument (BTC/USDT, EUR/USD, SPX, a penny stock) and any timeframe (1-minute, daily, weekly) without any manual scaling. The product of these two observations is the core formula: zeroLine = close − (osc / stdev(osc)) × stdev(close) × sensitivity This formula has no hard-coded constants specific to any oscillator. No lookup tables, no conditional branches for different oscillator types, no instrument-specific parameters. Its inputs are: the oscillator's output series, the price series, a window length, and a sensitivity multiplier. Given any oscillator series as input, it produces a geometrically consistent price-space projection. The only assumption made is that the oscillator's zero line (or midpoint) represents momentum equilibrium — a condition that holds across all momentum oscillators by design. For bounded oscillators like RSI or Stochastic where equilibrium is at 50 rather than 0, the Oscillator midpoint parameter shifts the reference accordingly. Internally, (osc − midpoint) is normalized rather than osc directly — so setting midpoint to 50 makes the zero line correspond to RSI = 50, and the signal line to RSI signal crossovers, with no other changes required. Because the method works purely on the output series, it is not even limited to oscillators in the strict sense. Any zero-based or midpoint-based series — exchange funding rates, open interest deltas, custom composite signals — can be projected onto price through the same formula. An example using funding rate is shown further down in Creative Uses . As noted earlier, the reconstruction itself is universal. Visual conventions (fills, colors, zones) may need adjustment for oscillators outside the typical momentum family — ADX, for example, benefits from different fill and color logic — but the underlying projection works without modification. Below is MACD on BTCUSDT weekly, with the MACD histogram zero line projected onto price. Settings: Oscillator source: MACD Histogram, Normalization window: 26 (matching MACD slow length), Midpoint: 0. Below is Williams %R on BTCUSDT weekly, with the midpoint and overbought/oversold zones projected onto price. Settings: Oscillator source: Williams %R, Normalization window: 14 (matching Williams %R length), Midpoint: −50, Overbought level / extreme: −20 / 0, Oversold level / extreme: −80 / −100. Below is CCI on BTCUSDT weekly, with the CCI zero line projected onto price. Settings: Oscillator source: CCI, Normalization window: 20 (matching CCI length), Midpoint: 0. The Math Step 1 — Z-Score Normalization oscStd = stdev(osc, N) oscNorm = clamp((osc − midpoint) / oscStd, −6, +6) The oscillator is divided by its own rolling standard deviation over window N. This converts any oscillator — regardless of its native scale — into standard deviation units (z-score). The result is dimensionless and bounded in practice: z-scores beyond ±6 are statistically rare and are hard-clamped to prevent outlier distortion. This solves the scale problem : RSI, CCI, and any custom oscillator all produce a normalized value in the same range, making the subsequent price mapping universal. Step 2 — Price Standard Deviation Mapping priceStd = stdev(close, N) step = priceStd × sensitivity zeroLine = close − oscNorm × step The normalized oscillator is multiplied by the price series' own standard deviation (scaled by a user-controlled sensitivity factor, 1.0 by default). This maps one unit of oscillator z-score to one standard deviation of price movement — a dimensionally consistent relationship. When the oscillator is at its midpoint (oscNorm = 0), zeroLine = close exactly. The zero line sits on price. When the oscillator is at +1σ (oscNorm = 1), the zero line sits one price standard deviation below close, reflecting that price is one sigma above its momentum equilibrium. The distance is always expressed in the instrument's own volatility units — no arbitrary scaling. Why it cannot explode. Given that reconstructing an oscillator in price space is prone to the kind of wild instability described earlier, it is worth stating explicitly why this formulation is well-behaved. There is no division by a potentially-zero slope. The denominator oscStd is non-negative, and the zero case (a constant oscillator) is handled explicitly rather than dividing. The product oscNorm × step is bounded by 6 × priceStd × sensitivity — a finite, always-defined quantity. Step 3 — Signal Line Reconstruction diff = osc − sigSrc diffStd = stdev(diff, N) diffNorm = clamp(diff / diffStd, −6, +6) sigLine = close − diffNorm × step When osc = sigSrc (a crossover), diff = 0, diffNorm = 0, and sigLine = close. The signal line sits on price at the moment of a crossover, exactly as the zero line sits on price at a zero crossing. This is the correct structural equivalence. Using osc − sigSrc rather than normalizing sigSrc directly is important: it measures the gap between oscillator and signal, which is the quantity that crosses zero on a signal crossover — not the signal's absolute level. A second signal line is supported through the same construction. This is primarily useful for custom oscillators with two independent signal sources, or for advanced setups — for example, applying an external moving average to the oscillator and feeding that back in as a second signal. The reconstruction treats each signal as its own osc − sigSrc gap and projects it accordingly. What Else You Can Read From It Volatility-Normalized Distance One practical benefit of projecting oscillator levels onto price is that the visual gap between price and the zero line becomes a direct, volatility-adjusted reading of momentum strength — something the oscillator pane does not provide. In the oscillator pane, a reading of RSI 60 occupies the same visual distance from 50 whether the market is in a tight consolidation or a wide trending move. The absolute value looks identical across different volatility regimes. On the overlay, the same reading produces a larger or smaller gap depending on priceStd at that moment — the distance self-scales to current market conditions. A wide gap signals that momentum is far from equilibrium relative to how much price is actually moving. A narrow gap signals that momentum is near neutral relative to current volatility, even if the raw oscillator number appears elevated. This makes the overlay useful not just for identifying crossover events but for assessing their weight. A zero line cross accompanied by a wide, expanding gap carries different context than one where price and the zero line have been trading close together — the former reflects a genuine momentum shift in the context of active price movement, the latter may reflect a cross in a low-energy, low-conviction environment. The EMA Layer The optional EMA of the zero line is a different signal from the zero line itself. In the oscillator pane, an EMA of the zero line is a constant — the EMA of a fixed level carries no information. On the price chart, the zero line is not fixed: it drifts with price as momentum conditions change. An EMA of that drifting series tracks where momentum equilibrium has been spending its time in price space over the EMA window — a smoothed reference for recent neutral momentum. This creates two distinct signals: Zero line — where momentum equilibrium is right now , bar by bar. EMA of zero line — where momentum equilibrium has been on average over the recent window. A slowly rising EMA indicates the neutral momentum level has been drifting upward in price space — consistent with a gradual bullish bias. It can also help filter noise: a zero line cross that does not pull the EMA in the same direction may reflect a low-conviction move that is unlikely to develop into a sustained shift. Creative Uses The reconstruction does not care whether the input series is a traditional oscillator. Any zero-based or midpoint-based series can be used as a source and projected onto price through the same formula. A practical example is exchange funding rate: a zero-based series that reflects perpetual futures positioning, with no built-in signal line of its own. The setup below uses an indicator-on-indicator trick that TradingView supports natively. First, a standard EMA is applied to the funding rate series in its own pane (an indicator applied to another indicator). Then, in Any Oscillator Overlay , funding rate is selected as the oscillator source and the EMA of funding rate is selected as Signal source 1. The overlay projects the gap between the two onto price — so when funding rate crosses its EMA, price crosses the projected signal line exactly. Only the signal line is visualized here; the midpoint is disabled to keep the chart focused on the crossover events. Below is ETHUSDT.P 1h with Binance funding rate as the oscillator source and an EMA(15) of funding rate as the signal line. Settings: Oscillator source: Funding Rate, Signal source 1: EMA(15) of Funding Rate, Midpoint: 0, Midpoint line: hidden, Signal Line 1: visible. Parameters General Oscillator source — Select the main plot of your oscillator. Accepts any series regardless of native scale: MACD, RSI, CCI, Stochastic, volume-based oscillators, or any custom oscillator. Signal source 1 — The oscillator's signal line. If your oscillator has no signal line, leave as close and keep the signal line hidden (hidden by default). Signal source 2 — Optional second signal line. Useful for custom oscillators with two independent signal sources, or for advanced setups like feeding an external EMA of the oscillator back in as a signal. Leave as close and hide if not needed. Oscillator midpoint — The oscillator value representing momentum equilibrium. 0 for zero-based oscillators (MACD, CCI). 50 for bounded oscillators (RSI, Stochastic, MFI). Normalization window — Rolling window for stdev(osc) and stdev(close). Range: 10–2000. Longer = more structural, slower to adapt. Shorter = more reactive, noisier levels. Match to your oscillator's primary lookback length. Sensitivity — Multiplier on priceStd. At 1.0, one oscillator σ maps to one price σ. Increase to widen spacing between levels; decrease to tighten. Range: 0.1–5.0. Does not affect crossover accuracy. Z-score clamp — Maximum z-score before hard clamping. Default 6.0. Increase if overbought/oversold lines behave unreliably — this happens when the oscillator's standard deviation is small relative to the distance to OB/OS levels. Midpoint Line — Projects the oscillator's midpoint (zero line or 50) onto price. When the oscillator crosses its midpoint, price crosses this line exactly. Bull/bear color by price position relative to the line. Fill — Fills the area between price and the projected midpoint. Bull color when price is above, bear color when below. EMA — Optional EMA of the projected midpoint. Length is configurable. Tracks where momentum equilibrium has been drifting in price space. Bull/bear color by price position. EMA fill — Fills the area between price and the midpoint EMA. Signal Line 1 / Signal Line 2 Line — Projects the signal line crossover level onto price. When the oscillator crosses its signal line, price crosses this line exactly. Bull/bear color by price position. Fill — Fills the area between price and the projected signal line. EMA — Smoothed version of the signal line. Length is configurable. A slower-moving reference for where recent crossover activity has been centered. EMA fill — Fills the area between price and the signal line EMA. Overbought / Oversold Zones Overbought level / extreme — Level: the oscillator value considered overbought (e.g. 70 for RSI, 100 for CCI). Extreme: the oscillator's absolute maximum (e.g. 100 for RSI). The fill zone spans between these two projected levels when price is inside that zone. Overbought line — Shows the projected overbought level line. If it behaves unreliably, increase the Z-score clamp. Overbought fill — Fills the zone between the overbought level and extreme only when price is inside that zone. Oversold level / extreme — Level: the oscillator value considered oversold (e.g. 30 for RSI, −100 for CCI). Extreme: the oscillator's absolute minimum (e.g. 0 for RSI). Oversold line — Shows the projected oversold level line. Oversold fill — Fills the zone between the oversold level and extreme only when price is inside that zone. Setup RSI is a good starting point for getting familiar with the indicator. Add it to the chart, connect it as the oscillator source, set the midpoint to 50, and the zero line will immediately track RSI's equilibrium level on price. Connect the signal line. Toggle overbought/oversold on. The same approach then generalizes to any oscillator. Add your oscillator of choice to the chart Add Any Oscillator Overlay to the same chart In indicator settings → Oscillator source : select the main plot of your oscillator In indicator settings → Signal source 1 : select the signal line plot of your oscillator (hidden by default; leave as close and keep hidden if no signal exists) Set Oscillator midpoint to match your oscillator's neutral level (0 for CCI/MACD, 50 for RSI/Stochastic). Setting this incorrectly will produce a meaningless reconstruction Tune Normalization window to match your oscillator's primary lookback length Adjust Sensitivity until zero and signal lines feel proportionally spaced relative to typical price movement on your instrument. The default of 1.0 works well on most oscillators If OB/OS levels look unreliable on the chart, increase the Z-score clamp Limitations Intended use. This indicator is intended for reading trend context, zero line crosses, signal line crosses, and overbought/oversold level monitoring. Zero and signal line crosses are structurally exact: when the oscillator crosses zero or its signal line, price crosses the corresponding reconstructed line with no approximation. Overbought/oversold levels are reliable when the Z-score clamp is set appropriately — if OB/OS lines appear to behave unreliably, increase the Z-score clamp in General settings. Divergence detection is outside the scope of this indicator. Detecting divergence requires precise comparison of price and oscillator pivots — a problem sensitive to source consistency and pivot detection methodology. The z-score normalization used here adds a volatility layer that can mask or exaggerate pivot differences, making it unsuitable for divergence analysis. Dedicated divergence tools should be used instead. The mapping is exact but the relationship it encodes is a modeling choice. The computation is precise — the zero line is always exactly where the formula places it. What the formula encodes is a specific assumption: one oscillator standard deviation maps to one price standard deviation. This is a principled choice, not a mathematical inversion of the oscillator's internal formula, and like any modeling assumption it carries trade-offs. Similar trade-offs are present in virtually every technical indicator. Critically, crossover events are unaffected: when the oscillator crosses zero or its signal line, the reconstructed line crosses price exactly, regardless of the scaling assumption. Normalization window sensitivity. The choice of N affects both the oscillator normalization and the price mapping. A window that is too short may produce unstable stdev estimates; a window too long may lag structural changes in volatility. There is no universally optimal value — match it to the oscillator's own primary lookback length. Repainting. This indicator does not repaint by itself — it is a wire, transforming whatever is fed into it from the oscillator pane to the price pane. If the source oscillator repaints, you will see that behavior here as well; if it does not, neither will this. Educational Use Beyond live analysis, this indicator is a practical tool for building intuition about oscillator behavior. By loading historical data and attaching any oscillator, a trader can immediately audit how reliable a given crossover strategy has actually been on that instrument — visually, on the price chart. How often did the zero cross coincide with a sustained move? How frequently did price wick through the projected signal line and reverse? Were overbought levels actually respected, or did price spend extended time above them? These questions are answerable at a glance in a way the oscillator pane alone does not allow. Once oscillator levels live on the price pane, they can be read in relation to everything else already there. A zero line cross that coincides with a key moving average, a major support/resistance level, or a volume profile node reads very differently from one occurring in open space. That kind of confluence is invisible when the oscillator is isolated in its own pane — it becomes immediately visible here. This makes the indicator particularly useful for traders who are evaluating an oscillator-based approach before committing to it — or for those trying to understand why a seemingly clean oscillator system has underperformed in practice. This indicator is published for educational and analytical purposes. It does not generate trade signals on its own — it relies entirely on the connected oscillator — and does not constitute financial advice. The overlay encodes a specific modeling choice, not a mathematical inversion of the oscillator. Validate behavior on your specific oscillator and instrument before drawing conclusions.
Индикатор Pine Script®
от TGPT
AG Pro Inducement & Trap Quality [AGPro Series]AG Pro Inducement & Trap Quality OVERVIEW / WHAT IT DOES AG Pro Inducement & Trap Quality is an overlay tool built to map short-lived trap behavior around smaller inducement levels rather than broad market structure alone. The script focuses on moments where price appears to invite participation through a nearby internal level, briefly pushes beyond that level, and then reclaims it quickly enough to suggest failed continuation pressure. In practical terms, this tool is designed to highlight a very specific type of behavior: local liquidity engineering around minor swing references. Instead of treating every sweep as equally meaningful, it evaluates whether the move shows the characteristics of a more deliberate trap sequence. This helps separate routine noise from cleaner rejection events that may deserve closer attention. The script identifies compact inducement references, monitors whether those levels are exceeded, and then evaluates the quality of the reclaim using a rules-based scoring model. The output is intentionally visual and compact: trap labels, score readouts, engineered-liquidity context, and a lightweight status panel that keeps the chart readable while still surfacing the most important state information. This is not a broad “smart money everything” overlay, and it is not a general market-structure engine. Its role is narrower and more specific: to help users study micro trap behavior around inducement levels with a structured, visual framework. UNIQUE EDGE Many trap-style overlays simply mark local sweeps or label wick rejections without distinguishing between low-quality noise and more organized rejection behavior. This script takes a narrower path. Its core distinction is that it is built around inducement-first logic. The process begins with smaller internal swing references that may function as local liquidity magnets. From there, the script evaluates whether price briefly runs that level and reclaims it with enough quality to qualify as a more meaningful trap event. This makes the script materially different from tools that primarily map: - full structure breaks, - broad liquidity sweeps across larger swing highs and lows, - order blocks or fair value gaps, - or generic reversal candles. The objective here is not to classify the whole market. The objective is to organize one specific event class: short-lived inducement failure and trap quality around internal levels. METHODOLOGY 1) Inducement level detection The script scans for smaller swing references that can function as local inducement levels. These are not intended to replace major support or resistance logic. They serve as nearby internal references around which short-term trap behavior may form. 2) Sweep and reclaim logic After an inducement level is identified, the script monitors whether price briefly trades beyond that level. A trap candidate is only considered when the move fails to sustain beyond the level and price reclaims the reference within a limited confirmation window. 3) Quality model Each trap candidate is scored using a rules-based quality framework. The score is not arbitrary. It is derived from components such as: - reclaim speed, - relative volume behavior, - wick proportion, - and overshoot control. The purpose of the score is not prediction. It is prioritization. A higher score suggests that the rejection characteristics were cleaner according to the script’s internal rules. 4) Engineered liquidity context When inducement logic becomes active, the script can visualize engineered-liquidity context so users can see where price is interacting with a recently relevant internal level. This is meant to improve readability and sequencing, not to imply certainty. 5) Visual decluttering and presentation controls To keep the overlay usable, the script includes compact labeling, importance filtering, label spacing controls, and a small status panel. These features are presentation tools designed to reduce clutter without changing the underlying trap logic. SIGNALS & ALERTS The script can visualize bull and bear trap events after inducement-level interaction and reclaim confirmation. Typical readouts include: - TRAP labels, - quality score values, - inducement / engineered-liquidity context, - and panel status information such as recent trap state and current watch state. Alert conditions are designed around deterministic script events rather than discretionary interpretation. As with any alert-based study, users should confirm how they want to use those events inside their own workflow before relying on them in live conditions. KEY INPUTS Important controls typically include: - inducement swing sensitivity, - confirmation window / reclaim timing, - volume and wick weighting inputs, - overshoot tolerance, - compact label display, - importance filtering, - panel visibility and position, - and vertical label offset controls. These settings allow the user to decide whether they want broader coverage or a stricter, more selective readout. HOW THIS DIFFERS FROM OTHER AG PRO TOOLS This script is intentionally specialized. It is not a BOS / CHoCH engine and does not attempt to label full structural transitions. It is not an order block tool and does not frame the chart through block logic. It is not a fair value gap map and does not organize imbalance zones as its primary lens. It is not a broad liquidity sweep tool built around larger external swing raids. Instead, this script concentrates on micro inducement behavior: smaller internal references, brief level violations, fast reclaim structure, and the relative quality of the resulting trap. That narrower scope is the point. The script is designed to help users study one recurring behavior class in a more disciplined and readable way. LIMITATIONS & TRANSPARENCY This script is a visual and analytical aid. It does not know intent, news context, execution conditions, or participant positioning. A trap label does not guarantee reversal. A higher quality score does not guarantee continuation. A low-quality score does not mean the area is irrelevant. Internal inducement levels can vary in significance depending on volatility regime, instrument behavior, and timeframe selection. Like any rules-based overlay, this script is sensitive to parameter choices. More permissive settings may surface more events but also more noise. Stricter settings may improve selectivity while naturally reducing signal frequency. Users should also understand that inducement and trap concepts are interpretive by nature. This script translates those ideas into a deterministic ruleset for chart study. That conversion is useful, but it is still a model. RISK DISCLOSURE This script is for chart analysis and educational use. It is not financial advice, not a trade signal service, and not a promise of outcome. All trading and investing involve risk. Market conditions can change quickly, and no indicator or overlay can eliminate uncertainty. Users should evaluate signals in context, apply their own risk management, and avoid treating any single chart tool as a complete decision system. WHAT THIS SCRIPT IS NOT To make the scope clear, this script is not: - a guaranteed reversal detector, - a one-click trade system, - a full market-structure replacement, - or a standalone execution model. It is a focused overlay for studying inducement-driven trap behavior with a cleaner visual framework. NOTES Best use cases typically come from combining this script with context that the user already trusts, such as trend structure, higher-timeframe location, or broader execution rules. The tool is intended to improve organization and observation around inducement and trap sequences, not to replace judgment. If you prefer a cleaner chart, use the compact display and importance filter settings. If you prefer a more exploratory workflow, relax the filter and study how the scoring reacts across different conditions.
Индикатор Pine Script®
от AGProLabs
2
MMT Ichi Workflow OverlayMMT Ichi Workflow Overlay is a chart-side execution layer built around a dual-timeframe Ichimoku workflow. It displays: - current timeframe score - higher timeframe confirmation score - regime state - active trade call - setup markers - flat-Kumo targets - invalidation levels The overlay is designed for discretionary chart reading and does not place trades. Default model: - Crypto Doubled preset - 20 / 61 / 120 / 30 - higher timeframe confirmation enabled - bar-close confirmed logic
Индикатор Pine Script®
от memeticmoney