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EMA 3-6-50 Crossover (Lenin77)The 3-6-50 EMA Crossover indicator is based on the use of three exponential moving averages (EMAs) of different lengths: 3-6-50 EMA: reflects the most recent price movements (very sensitive). 6-6-50 EMA: slightly smooths out short-term fluctuations. 50-50 EMA: represents the overall medium-term market trend. The main objective of this indicator is to detect trend changes by the crossing of the shorter moving averages (3-6-50 EMA) above or below the 50-50 EMA. ⚙️ Working Logic Bullish Cross: Occurs when the shorter EMAs (3-6-50 EMA) cross the 50-50 EMA from below. This crossover suggests that price momentum is shifting toward an uptrend, so it may be an opportunity to enter a buy position. Sell ​​Signal (Bearish Cross): Generated when the short EMAs cross the 50 EMA from above. It indicates that bearish momentum dominates the market and could be a good entry or exit point for short. Visual Representation: The chart shows the three EMAs in different colors for easy reading (green, orange, and blue). At the crossover points, labels appear with the text BUY or SELL, indicating potential entry zones. Optionally, the background can be colored to highlight the trend change and trigger automatic alerts.
Индикатор Pine Script®
от LeninEc77
M2025Overview We Provide you a custom made model called M2025 M2025 works based on some well-known fundamentals of trading, here are the filters/checks we used in this script: MTF Support/Resistance (Based on RSI) Liquidity Levels Displacement/FVG Support/Resistance (Based on RSI) support and resistance are key concepts used to identify potential turning points in the market. Support is a price level where demand is strong enough to prevent the price from falling further — it acts as a “floor.” Resistance is a level where selling pressure tends to stop the price from rising — it acts as a “ceiling.” Support and resistance help traders identify entry points, exit targets, and stop-loss areas, and are essential tools for understanding market structure and trend strength. In M2025 , Support and Resistance are identified based on pivot high and pivot low found with RSI values. Liquidity Levels liquidity levels are price areas where a large number of buy or sell orders are clustered. These zones often form around swing highs, swing lows, support, and resistance levels, where many traders place stop-loss or pending orders. Fair Value Gap an FVG (Fair Value Gap) refers to an imbalance or “gap” in price action that occurs when the market moves too quickly in one direction, leaving little to no trading activity between certain price levels. This gap represents an area where buy and sell orders were not efficiently matched, creating an inefficiency in the market. Traders often expect price to return to these zones later to “fill” the gap, restoring balance and are used to identify potential retracement zones. How it works This Model 2025 mainly works in 4 steps using all the techniques mentioned above. Bullish Setup Step 1 : Market is in Bullish Zone Step 2 : Market Breaks the Buy Side Liquidity Step 3 : Market Makes FVG while moving up before breaking the SSL Step 4 : Market Breaks the Sell Side Liquidity within the Window Range Bearish Setup Step 1 : Market is in Bearish Zone Step 2 : Market Breaks the Sell Side Liquidity Step 3 : Market Makes FVG while moving down before breaking the BSL Step 4 : Market Breaks the Buy Side Liquidity within the Window Range Conclusion M2025 works using well known trading techniques but the innovation in that is using them as steps and triggers which stimulate the real trading methods of many trades around the world. This is just an idea which we wanted to share with this great community of ours, thus this indicator is a tool for technical analysis and it should not be the sole basis for trading decisions for anyone out there. No indicator is perfect hence depending on one is not recommended.
Индикатор Pine Script®
от AxeAlgo
ATR Trend / Chop Dashboard (Overlay)🧭 ATR Trend / Chop Dashboard (Overlay) — v6 This tool helps you instantly visualize whether the market is trending, neutral, or choppy using the Average True Range (ATR) and its moving average.
It’s designed for day traders and scalpers who want a clean, adaptive volatility dashboard that works across multiple timeframes. ⚙️ How It Works The indicator measures volatility expansion and contraction: • Green background (Trend): ATR is above its moving average and rising — volatility is expanding, price is likely trending. • Red background (Chop): ATR is below its moving average and falling — volatility is contracting, expect sideways or fake breakouts. • Yellow background (Neutral): ATR is near its average — the market is balanced or transitioning. All background colors use 10% opacity so they blend smoothly with your chart. 💡 Dashboard Mode You can use it in two modes: 1 Visual background overlay — color-coding directly on your candles for quick volatility context. 2 Mini Dashboard panel — a clean data display (bottom right by default) showing: ◦ Current ATR value ◦ ATR Moving Average ◦ ATR Ratio (volatility intensity) ◦ Market State (TREND / CHOP / NEUTRAL) You can turn either visualization on or off depending on your preference. 🧩 Multi-Timeframe Design The indicator is multi-timeframe aware — you can choose which ATR timeframe to calculate (e.g. 5m, 15m, 30m) while viewing a different chart timeframe.
For example: • On a 1-minute chart, set ATR TF to 5m or 15m for higher-level volatility context. • On a 5-minute chart, use a 15m or 30m ATR TF to see trend strength on a larger scale. This lets you spot when intraday chop transitions into a trend or when volatility begins to fade — ideal for Opening Range Breakout (ORB), VWAP, or momentum setups.
Индикатор Pine Script®
от ComposerNYC
Daily High/Low - Karan OberoiDaily High/Low - Karan Oberoi This indicator automatically plots each day’s intraday high and low levels as horizontal lines on your chart — just like institutional traders mark daily ranges for precision trading. - No rays or extensions – each line is drawn only across that day’s bars, keeping the chart clean and uncluttered. - Auto-updates in real time – lines adjust dynamically as new highs or lows form throughout the trading day. - Daily reset – when a new trading day begins, the previous day’s lines are locked in place and new ones start automatically. - Customizable styling – choose colors, line styles (solid/dashed/dotted), and thickness to match your chart theme. - Performance-safe – automatically deletes older lines beyond your chosen lookback period to avoid reaching TradingView’s line limit. This is perfect for traders who rely on daily range analysis, liquidity sweeps, or intraday reversals — giving you clear, visual reference points of where price previously reached its extremes each session. Follow for more ;)
Индикатор Pine Script®
от jaskaran6128
HTF Candles & ReversalsThis indicator, "HTF Candles & Reversals," provides multi-timeframe (HTF) candlestick overlays combined with advanced market structure and reversal detection, all on your main TradingView chart. It empowers traders to visualize the broader trend context, spot potential price reversals, and identify Fair Value Gaps (Imbalances) across up to eight user-selectable higher timeframes, supporting robust, efficient technical analysis.​ Key Features Multi-Timeframe Candle Display: Overlays up to eight higher timeframe candles (5m, 15m, 1H, 4H, 1D, 1W, 1M, 3M) on any chart. Each HTF candle features customizable body, border, and wick colors for bullish and bearish states.​ Live Price Action Representation: HTF candle data is updated in real time, reflecting both completed and developing HTF candles for continuous context during current price moves.​ Reversal Pattern Detection: Spots key bullish and bearish reversal patterns on both standard and HTF candles, marking them with green (bullish) and red (bearish) triangles beneath or above the main candles. HTF candles are optionally colored (lime/orange) upon identifying stronger reversal setups.​ Fair Value Gap (Imbalance) Visualization: Automatically detects and highlights HTF imbalances (FVG) with transparent rectangles and mid-line overlays, indicating zones of potential price revisits and trading interest.​ Day-of-Week Labels: For daily HTF candles, annotated with custom-positioned weekday labels (above/below), aiding in session structure recognition. Customizable Visuals: Extensive settings for the distance, width, transparency, and buffer of overlaid candles, as well as label/timer position, alignment, sizing, and coloring—including per-element control for clarity and chart aesthetics. HTF Timer & Labeling: Optionally display the HTF name and a remaining-time countdown for each candle, positioned at the top, bottom, or both, for improved situational awareness. Performance Optimizations: Script is designed for overlay use with up to 500 candles, lines, and labels on charts with deep historical access (5,000 bars back).​ How to Use Apply the script to your chart and select the desired number of HTF candles to display. Enable or disable triangles for reversal spotting and customize color schemes to match your workflow. Leverage HTF overlays to validate lower timeframe signals, spot key levels, and monitor imbalances as price moves toward or away from high-interest zones. Use settings to tune the look and adjust feature visibility for a clean, focused display.​ Alerts Built-in alert conditions are available for immediate notification when bullish or bearish reversal triangles appear—keeping you informed of critical setups in real time. Use Case Ideal for traders who want to: Add higher-timeframe context and structure to their intraday or swing analysis Quickly identify HTF-based support/resistance and potential reversal areas Monitor market imbalances for order flow strategies or mean reversion plays Access multi-timeframe price action cues without switching charts Disclaimer: This indicator is intended for educational and analytical purposes. Always conduct your own analysis and manage risk appropriately when trading financial markets.​
Индикатор Pine Script®
от moinTR
🎯 SLO Pro-J-Algo🎯 SLO Pro-J-Algo - Advanced Sessions, Liquidity & OTE Indicator 📊 Overview SLO Pro-J-Algo is a comprehensive smart money trading indicator that combines three essential ICT (Inner Circle Trader) concepts into one powerful tool. Designed for professional traders who follow institutional trading methodologies, this indicator helps identify high-probability trade setups by tracking trading sessions, liquidity zones, and optimal trade entry points. Perfect for: Forex, Gold (XAUUSD), Indices, and Crypto traders who use smart money concepts. ✨ Key Features 🕐 Trading Sessions Asian, London, and New York sessions with customizable colors Real-time session status indicators (🟢 Open / 🔴 Closed) Session high/low tracking with visual lines Session overlap detection (when multiple sessions are active) Fully customizable transparency and colors for each session Individual session background toggle - Show/hide each session independently 💧 Liquidity Sweeps Automatic detection of Buyside Liquidity (BSL) and Sellside Liquidity (SSL) Multiple sweep detection methods: Wick Break - Any wick beyond the level Close Break - Close price beyond the level Full Retrace - Break and close back inside Session labeling on liquidity zones (shows which session created the liquidity) Adjustable sweep buffer (ATR-based) for precision Visual customization (line style, width, colors, text size) Smart zone management (displays only most relevant zones) 🎯 Optimal Trade Entry (OTE) Automatic Fibonacci retracement zones (0.618, 0.705, 0.786) Bullish OTE - Entry zones after swing lows with upside breakout Bearish OTE - Entry zones after swing highs with downside breakout Visual zone boxes highlighting the golden pocket (0.618-0.786) Entry confirmation with ✅ / Exit tracking with ❌ Structure break requirement (optional) Real-time status indicators (🎯↑ Bullish / 🎯↓ Bearish) 🎨 Customization Options Master Controls Enable/disable each component independently (Sessions, Liquidity, OTE) Anti-Repainting Mode - Use confirmed signals with adjustable confirmation bars Choose between live signals (instant but may repaint) or confirmed signals (stable, no repainting) Session Colors Individual ON/OFF toggles for each session background Customizable colors for Asian, London, and New York sessions Global transparency slider (0-100%) Separate colors for session high/low lines Liquidity Settings Adjustable lookback period (5-30 bars) Multiple sweep detection types Custom colors for buyside and sellside liquidity Line style options (Solid, Dashed, Dotted) Control maximum displayed zones OTE Settings Adjustable swing length (5-50 bars) Show/hide individual Fibonacci levels (0.618, 0.705, 0.786) Optional structure break requirement Custom colors for each Fibonacci level Control maximum displayed OTE zones 📖 How to Use For Day Traders: Enable all three sessions to identify session boundaries Watch for liquidity sweeps during session opens (especially London and New York) Wait for price to retrace into OTE zones after liquidity is taken Enter trades when price reaches 0.705-0.786 levels with confirmation For Swing Traders: Use higher timeframes (4H, Daily) for better swing detection Focus on HTF liquidity sweeps that get taken during major sessions Look for OTE zones that align with session highs/lows Combine with market structure for confluence Best Practices: ✅ Use Confirmed Signals mode to avoid repainting (set confirmation bars to 2-3) ✅ Combine with price action and market structure ✅ Wait for OTE entry confirmation (✅ indicator) ✅ Look for liquidity sweeps during high-impact session opens ✅ Use session overlaps for increased volatility awareness ⚠️ Always use proper risk management and stop losses ⚙️ Recommended Settings For Forex/Gold (15m-1H charts): - OTE Swing Length: 10-15 - Liquidity Lookback: 15 - Confirmation Bars: 2 - Require Structure Break: ON - Session Transparency: 93% ``` ### **For Indices (5m-15m charts):** ``` - OTE Swing Length: 8-10 - Liquidity Lookback: 12-15 - Confirmation Bars: 1-2 - Require Structure Break: ON - Session Transparency: 90% ``` ### **For Crypto (1H-4H charts):** ``` - OTE Swing Length: 12-20 - Liquidity Lookback: 15-20 - Confirmation Bars: 2-3 - Require Structure Break: OFF - Session Transparency: 85% 🔔 Alert Features Set up custom alerts for: 💧 Liquidity sweep events (BSL/SSL taken) 🕐 Session opens/closes (Asian, London, NY) 🎯 OTE zone entries (when price enters optimal entry zones) 📌 Important Notes Anti-Repainting: Enable "Use Confirmed Signals" for stable, non-repainting indicators Performance: Optimized for multiple timeframes with efficient memory management Flexibility: All colors, sizes, and thresholds are fully customizable Education: Best used by traders familiar with ICT concepts and smart money trading ⚠️ Disclaimer This indicator is a technical analysis tool and should not be used as the sole basis for trading decisions. Always: Conduct your own research and analysis Use proper risk management (stop losses, position sizing) Practice on demo accounts before live trading Understand that past performance does not guarantee future results Consider multiple timeframe analysis and market context Trading involves substantial risk of loss. Trade responsibly. 📞 Support & Feedback If you find this indicator helpful, please: ⭐ Leave a rating and review 💬 Share your feedback and suggestions 🔔 Follow for updates and new indicators Happy Trading! 🎯📈
Индикатор Pine Script®
от Fx-Jithin
Institutional Signal Engine (ISE) 🧭 Overview ISE is a multi-layer institutional trading system that combines trend, volatility, volume, and multi-timeframe logic into one advanced framework. It identifies high-probability reversals, institutional accumulation/distribution phases, and Smart Buy/Sell setups confirmed by higher-timeframe filters. The indicator integrates: TSI–RSI–ATR dashboard (weekly basis) Monthly trend filter (long-term direction) A/D Line divergences and volume spikes on compression Dynamic Sigma ±1…±4 volume bands (VWMA-based) Smart visual signals, alerts, and real-time data tables ⚙️ Core Logic – Step by Step 1️⃣ Multi-Timeframe Engine Calculates TSI, RSI, and ATR on the weekly timeframe to filter out short-term noise. Uses a 10-period SMA on monthly close as long-term filter: Above = monthly bullish bias Below = monthly bearish bias 2️⃣ Weekly Trend Change Detection A 10-bar SMA defines the weekly trend: Green arrow “▲” = Bullish reversal Red arrow “▼” = Bearish reversal Automatic alerts are triggered when a reversal occurs. 3️⃣ Directional Score (0–100%) A 4-factor composite score measures directional strength: Component Weight Effect TSI trend direction 25% Momentum bias RSI above/below 50 25% Market strength ATR above volatility threshold 25% Volatility confirmation Monthly trend alignment 25% Institutional filter Score ≥ 75% = strong institutional confirmation Combined with monthly bias, this defines Smart Entry Zones 4️⃣ Institutional Module 🔸 A/D Line Divergences Detects when volume flow diverges from price: Price down + A/D up → bullish divergence (accumulation) Price up + A/D down → bearish divergence (distribution) 🔸 Volume Spikes on Compression Flags breakouts when price range contracts but volume surges sharply. Indicates institutional activity and momentum expansion. 🔸 Smart Buy / Smart Sell Conditions Smart signals appear only when all conditions align: Divergence or volume spike, Score ≥ 75%, Monthly trend confirmation, (Optional) Weekly trend reversal if enabled. ✅ Smart Buy (C) → Green triangle below bar ✅ Smart Sell (V) → Red triangle above bar 5️⃣ Advanced Visual Signals Symbol Meaning Interpretation ▲ / ▼ Weekly trend reversal Direction change 🟢 C / 🔴 V Smart Buy / Smart Sell Institutional setup 🔵 / 🟠 Circles Ideal confirmed trades Retrospective validation 💠 Fuchsia Diamond Probable low Anticipated bullish reversal ↟ / ↡ RSI/SMA extreme cross Visual early warning 6️⃣ Sigma ±1..±4 Volume Bands (VWMA-70) Based on Volume Weighted Moving Average (VWMA 70), not Bollinger. Defines 4 upper and 4 lower Sigma levels relative to the current equilibrium (POC). Acts as a probabilistic map of volume balance zones. Labels display real-time price values for each band (auto-updated each bar). 7️⃣ Real-Time Information Tables 📋 Oscillator Table (Right side) Displays the status of three oscillators: Indicator Signal Stochastic BUY / SELL / NEUTRAL Fisher Transform BUY / SELL / NEUTRAL Williams %R BUY / SELL / NEUTRAL Colors: 🟢 = Buy, 🔴 = Sell, 🟠 = Neutral 📊 Volume Table (Top right) Shows: Volume Direction: buying / selling / neutral Trend vs previous bar: increasing / decreasing / stable Current vs previous volume values 🧠 How to Use and Interpret 🔹 Step 1 – Identify Context Use the monthly filter and weekly arrows to determine the institutional direction. 📈 Both up = bullish environment 📉 Both down = bearish environment Mixed = neutral / uncertain 🔹 Step 2 – Wait for Alignment Trade only when Smart Signals appear in the same direction as the higher timeframe trend. Green “C” = buy signal within bullish structure Red “V” = sell signal within bearish structure 🔹 Step 3 – Confirm with Volumes and Sigma Bands If price is near Sigma −2 / −3, expect potential rebound (buy zones). If price is near Sigma +2 / +3, expect exhaustion (sell zones). Strong volume spike + Smart signal = institutional confirmation 🔹 Step 4 – Manage Trades Use weekly ATR or Sigma ±2 as volatility-based stop levels. Exit on opposite Smart signal or trend reversal arrow. 📈 Interpretation Summary Condition Meaning Bias Green ▲ + Smart Buy + Score ≥75 Confirmed bullish reversal Long setup Red ▼ + Smart Sell + Score ≥75 Confirmed bearish reversal Short setup Fuchsia Diamond ⚡ Probable local bottom Early long opportunity Narrow Sigma bands Compression → Pre-breakout Wait for expansion Wide Sigma bands High volatility / exhaustion Avoid new entries ⚡ Summary Aspect Description Name Lanfranco Bilotti – Institutional Trading + Alert Structure Multi-timeframe, multi-indicator system Core Modules TSI, RSI, ATR, A/D Divergence, Volume Spike, Sigma Bands Signals Smart Buy/Sell, Probable Low, Trend Arrows Alerts Automatic weekly reversal alerts Filters Weekly and monthly trend filters Output Visual dashboard + dual data tables Best timeframe Weekly or Daily (for institutional flow) Main goal Detect institutional trend phases and confirm high-probability entries 💼 Trading Instructions (Usage Guide) !!!! 🔹 Step-by-Step Usage 1️⃣ Choose timeframe Recommended use on Daily or Weekly charts. Institutional alignment works best when Weekly = Monthly trend. 2️⃣ Identify market context 📈 Bullish environment: Monthly filter = UP and weekly arrow ▲ 📉 Bearish environment: Monthly filter = DOWN and weekly arrow ▼ 3️⃣ Wait for confirmation Smart BUY (C) → appears only when volume, trend, and oscillators align. Smart SELL (V) → confirmed institutional distribution setup. 4️⃣ Entry rules (example) Long entry: when Smart BUY (C) appears and the current price is near Sigma −1 or −2. Short entry: when Smart SELL (V) appears and the price is near Sigma +1 or +2. 5️⃣ Stop loss suggestion (statistical) Use weekly ATR or next Sigma band as volatility-based stop. Example: if entry at Sigma −1 → stop below Sigma −2. 6️⃣ Exit strategy Exit when the opposite Smart Signal appears (C → V or V → C). Or when a new weekly reversal arrow ▲ / ▼ is printed. 🔹 Interpretation Summary Symbol Meaning Action Bias ▲ / ▼ Weekly trend reversal Confirms long / short bias 🟢 C Smart Buy Long entry zone 🔴 V Smart Sell Short entry zone 💠 Fuchsia Diamond Probable low Early long opportunity ↟ / ↡ RSI/SMA extreme Momentum exhaustion zone ================================================= Trade only in the direction of the higher timeframe trend. Smart BUY (C) → enter long when price is near Sigma −1 / −2 and monthly trend = UP. Smart SELL (V) → enter short when price is near Sigma +1 / +2 and monthly trend = DOWN. Exit on the opposite Smart signal or when a new weekly arrow ▲ / ▼ appears. Use the weekly ATR or next Sigma band for stop-loss placement. Always confirm signals at candle close.
Индикатор Pine Script®
от LanfryBil
3
Trend Direction (ZigZag)This indicator is designed to visually identify and label key market structure points—Higher Highs (HH), Higher Lows (HL), Lower Highs (LH), and Lower Lows (LL)—using a ZigZag algorithm that efficiently tracks trend reversals and swing pivots. It overlays dynamic lines, labels, and color-coded bars directly onto your TradingView chart, making it ideal for traders seeking a clearer view of price structure for strategy development and confirmation. What the Indicator Does Automatically plots a ZigZag line following swing highs and lows, filtered by a customizable look-back length, helping to remove minor “noise” and highlight true structural pivots. Labels each significant high or low as HH, HL, LH, or LL, enabling instant recognition of bullish or bearish market conditions. Distinguishes structural shifts (“Break of Structure,” or BOS) with optional colored bar backgrounds for enhanced visual clarity when trends change. Offers flexible controls over line color, width, label visibility and size, making it adaptable for different charting styles and timeframes. Features and Customization ZigZag Settings: Choose your preferred length and visual styling to fine-tune swing detection, with the ability to show or hide zigzag lines and adjust colors and thickness. Labeling Structure: Toggle on/off the display of HH/HL/LH/LL labels, with customizable text size, helping you focus on the information relevant to your strategy. Breakout Confirmation (Fib Factor): Integrates Fibonacci factor logic for validating when a breakout (BOS) should be recognized, giving added confidence in market turns. Bar Coloring: Automatically paints bars to match current market bias (bullish or bearish), highlighting moments of structural change for quicker response. How it Helps Traders Clarifies Trend Structure: Makes it simple to distinguish trend direction and strength at a glance, improving timing and confidence in trade decisions. Ideal for Strategy Building: Supports a variety of market-structure-based trading strategies, such as trend continuation, reversal setups, and breakout confirmations. Saves Analysis Time: Automates the complex process of marking and tracking price swings, so you can focus on execution and risk management. This indicator offers powerful market structure visualization and analysis, suited for all levels of traders and especially those who use price-action and swing-based systems (Supply & Demand).
Индикатор Pine Script®
от moinTR
Statistical Projection over N Days (drift + σ) – v1.2 [EN]🧭 Overview “Statistical Projection over N Days (drift + σ)” is a quantitative forecasting model that estimates the expected future price range of any asset over a chosen horizon (default = 10 days). It combines average drift (trend direction) and historical volatility (σ) to produce a probabilistic cone of future price movement. The indicator displays: a blue dashed line (expected price path), 1σ / 2σ deviation bands (volatility envelopes), and a summary table with the key forecast values and expected return. ⚙️ Core Logic (Explained Simply) The indicator analyses recent price behavior to estimate two key elements: the average daily tendency of the market (called drift), and the average daily variability (called volatility). Here’s how it works, step by step: Measures daily percentage changes (using logarithmic returns) to understand how much the price typically moves from one bar to the next. It then calculates the average of those returns over a chosen historical window (for example, 70 bars). If the average is positive → the market has a rising tendency (upward drift). If the average is negative → the market tends to decline (downward drift). At the same time, it computes the standard deviation of those returns — this shows how “wide” the movements are, i.e. how volatile the asset is. Using these two measures — drift and volatility — it estimates where the price is statistically expected to move over the next N bars: The mean projection (blue dashed line) represents the most likely price path. The 1σ and 2σ lines (teal and gray) define confidence zones, where price is expected to remain about 68% and 95% of the time, respectively. The model updates continuously with every new bar, recalculating both drift and volatility, so the projection cone expands, contracts, or changes direction depending on the latest market behavior. 📉 Interpretation of the Blue Line The blue dashed line (pMean) is the statistical forecast path of price over the next N bars. 🔹 When the blue line is below the current price The recent drift (average log return) is negative → the model expects a gradual decline. Interpretation: The prevailing statistical bias is bearish — the market is expected to move lower toward equilibrium. 🔹 When the blue line is above the current price The recent drift is positive → the model expects a continued rise. Interpretation: The price is statistically likely to trend upward, maintaining momentum in the direction of the current drift. 🔹 When the blue line is sloping upward The mean projection pMean is rising with each new bar. Indicates positive drift → the average daily return is positive. Interpretation: The asset is in a growth phase; volatility bands act as potential expansion corridors. 🔹 When the blue line is sloping downward The mean projection pMean decreases bar after bar. Indicates negative drift → average daily return is negative. Interpretation: The asset is in a corrective or declining phase, with volatility determining potential drawdown limits. 🔹 When the blue line is flat The drift (μ) is approximately zero. Interpretation: The model sees no directional bias; price equilibrium dominates. Expect a sideways range unless new volatility (σ) expansion occurs. 📈 How to Read the Entire Projection Blue dashed line → expected mean path (most probable price trajectory). Teal lines (±1σ) → statistically normal range (≈68% of future outcomes). Gray lines (±2σ) → extreme bounds (≈95% of outcomes). Labels on the right show exact forecast prices for each band. If the actual price moves outside the gray 2σ range → → it signals volatility breakout or regime shift, meaning the past volatility no longer explains the present movement. 🧮 Summary Table Located at the top-right corner, it provides: Field Description Projection (days) Number of bars used for projection (h). Anchor price Starting close used for forecast. Mean target (h) Expected price after h bars (blue line endpoint). 1σ Band (↓ / ↑) 68% confidence interval. 2σ Band (↓ / ↑) 95% confidence interval. Expected return Projected % change from current close to mean target. Colors can be customized — for example: white headers, aqua for anchor price, lime for target, orange/red for σ bands, yellow for expected return. 🧠 Practical Meaning Blue Line State Interpretation Bias Above price, rising Ongoing positive drift Bullish Below price, falling Negative drift Bearish Flat, near price Neutral drift Sideways Steep slope Strong directional momentum Trend confirmation Price > +2σ band Excess volatility / overextension Possible correction Price < −2σ band Undervaluation or panic Reversion likely ⚡ Summary Aspect Description Purpose Statistical forecast of expected price range Method Drift (μ) + Volatility (σ) from log returns Outputs Mean projection (blue), 1σ & 2σ bands, expected return Interpretation Directional bias from blue line and its slope Recommended timeframe Daily Best use Trend confirmation, probabilistic target estimation, volatility analysis.
Индикатор Pine Script®
от LanfryBil
Trade History Label Display On Chart (Copy-paste from Rakuten)Overview This script automatically displays buy/sell labels on the chart simply by copying and pasting your trade history (execution records) exported from Rakuten Securities in Excel format. It also automatically calculates the profit and loss for each trade. Background When reviewing one’s trades, manually matching the broker’s execution records — “date, time, symbol, number of shares, buy or sell” — with the exact points on the chart can be extremely time-consuming. This is especially inefficient for day traders and scalpers, who may execute dozens of trades per day. With this script, you can automatically display the entry (IN) and exit (OUT) points on your chart as labels. It’s also useful when attaching charts to your trading notes or journals, as you can visually confirm exactly where you entered and exited, greatly speeding up the review process. The script also supports multiple symbols. Even if you paste a combined dataset containing trades for several stocks, only the trades for the currently displayed symbol will appear automatically. This allows you to maintain a single master record and instantly visualize the relevant trades just by switching charts. How to Use 1. Preparing your Excel data (1)Export trade history Export your trade history as a CSV file from Rakuten Securities MarketSpeed II, etc. If you want to include detailed execution times (seconds), make sure to export the data on the same day. If you export later as a batch, only the date will remain — the time information (hh:mm:ss) will be lost. (2)Open and format in Excel Always open the CSV file in Excel — not in Notepad. If opened in Notepad, double quotes (") will be automatically added, which makes the script unable to recognize the data correctly. If you need to include seconds in the execution date/time, set a custom format in Excel as follows: 　　yyyy/mm/dd hh:mm:ss Copy the range from Execution Date (Column A) to Execution Price (Column L). Do not include header rows. Copy data only. Including the header line will cause parsing errors in the script. (3)If you create a memo column You can add a Memo column (Column M) next to the “Execution Price” column. Anything written here (e.g., trade reasoning or notes) will appear on the chart labels. If you add a memo column, copy the range from Execution Date (A) to Memo (M) when pasting into the script. Again, copy only the data (not headers). Including column names will cause errors. 2. Paste data into TradingView Open the script settings and paste the copied data into the text area labeled “Trade Data Paste Area.” The script automatically parses the text and recognizes date, time, symbol, trade type, position type, credit type, quantity, price, and memo, displaying them as labels at the correct bar. You can paste data for multiple stocks at once. Only the rows matching the currently displayed chart’s symbol will be plotted. 3. Display settings (ON/OFF controls) Each label element (credit type, position type, quantity, memo, etc.) can be turned ON/OFF individually in the script settings via checkboxes (input.bool). If you’ve created a memo column, its content will also appear on the label. 4. Checking on the chart Each trade’s entry and exit are shown directly above or below the relevant candlestick. You can switch between daily and intraday timeframes for more detailed inspection. Labels are color-coded (e.g., Buy / Sell / Settlement) for quick visual recognition. When switching symbols, only the relevant trade labels for that symbol will automatically appear. 5. Notes The script is designed for use on 1-minute to daily charts. If there’s no matching candlestick for a given trade date/time, the label may not display correctly. Data input is manual paste only (automatic import not supported). CSV files must be edited in Excel. Other editors may alter the text format, causing parsing errors. Due to Pine Script limitations, input.text_area can hold a maximum of 40,960 characters. The script is tailored for Rakuten Securities’ export format. Using data from other brokers may require aligning column structures. If Rakuten changes its export format, the script may need adjustment. -------------------------------------------------------------------------------------------- 概要 このスクリプトは、楽天証券の約定履歴（取引記録）をExcelからコピーして貼り付けるだけで、チャート上に売買ラベルを自動表示するツールです。 また、各取引の損益も自動で計算されます。 背景 自分のトレードを振り返る際、証券会社の約定記録から「何月何日何時何分、どの銘柄を、何株、買った・売った」を確認して、チャート上の位置と突き合わせる作業は非常に時間がかかります。 特にデイトレードやスキャルピングをしていると、1日に数十件以上の約定が発生し、手動で位置を確認するのは非効率です。 このスクリプトを使えば、IN・OUTのタイミングをチャート上にラベルとして自動表示できます。 自分のトレードノート、トレード日記にチャート画像を貼り付ける際も利用 でき、チャートのどこでエントリー／決済したかを視覚的に確認できるため、振り返り作業が大幅に効率化されます。 また、 複数銘柄に対応しており、貼り付けたデータの中から現在表示中のチャート銘柄と一致する売買履歴だけを抽出・表示します。 これにより、複数銘柄分の約定記録を一括管理していても、チャートを切り替えるだけで該当銘柄の取引履歴を瞬時に可視化できます。 使用方法 1. Excelデータの準備 (1)約定履歴のエクスポート 楽天証券マーケットスピードⅡなどから約定履歴をCSV形式でエクスポートします。 約定の詳細な時刻（時分秒単位）データを取得したい場合は、必ず当日中にエクスポートしてください。後日まとめて過去分をエクスポートしても、日付までしか記録されず、時刻情報（hh:mm:ss）は失われます。 (2)Excelで開いて整形 CSVは必ずExcelで開いて編集してください。メモ帳で開くと "（ダブルクォーテーション） が自動的に付与され、スクリプトが正しく認識できません。 約定日の秒単位までを扱いたい場合は、Excelのセル書式設定を開き、「ユーザー定義」で次の形式を新規作成して適用します。書式を変更しないでコピーした場合は分までのデータとなり、スクリプトは00秒と認識します。 　　yyyy/mm/dd hh:mm:ss 約定日（A列）～約定単価（L列）までのデータ部分をコピーする。 ※このとき、項目名（ヘッダー行）は含めず、データ部分のみをコピーしてください。項目名を含めるとスクリプトが誤認識してエラーになります (3)メモ欄を作成する場合 約定単価の右隣の列（M列）を「メモ欄」として利用できます。ここにエントリー根拠など任意のメモを書いておくとラベル上でもメモを確認できます。 メモ欄を作成した場合は、約定日（A列）からメモ欄（M列）までをコピーして貼り付けてください。 ※このとき、項目名（ヘッダー行）は含めず、データ部分のみをコピーしてください。項目名を含めるとスクリプトが誤認識してエラーになります。 2. データをTradingViewに貼り付ける スクリプトの設定画面を開き、「取引データ貼り付け欄」にExcelからコピーしたデータをそのまま貼り付けます。 スクリプトが自動でテキストを解析し、日付・時刻・銘柄コード・取引区分・建玉区分・信用区分・数量・単価・メモなどを認識して、ラベルをチャート上に自動配置します。 複数銘柄のデータを一度に貼り付けても問題ありません。現在表示中のチャート銘柄と一致する行だけがラベルとして描画されます。 3. 表示設定（ON/OFF切り替え） 各表示要素（信用区分・建玉区分・数量・メモなど）は、設定画面のチェックボックス（input.bool）で個別に表示／非表示を切り替えられます。 メモ欄を作成している場合は、その内容もラベルに表示されます。 4. チャートでの確認 各取引のIN・OUTが、チャート上の該当バー（ローソク足）にラベルとして表示されます。 日足・分足を切り替えることで、より詳細なタイミングを確認できます。 ラベルは、買い（Buy）・売り（Sell）・返済などで色分けされ、視覚的に理解しやすい構成になっています。 チャートを銘柄ごとに切り替えるだけで、その銘柄の取引履歴のみが自動表示されます。 5. 注意点 このスクリプトは 1分足～日足 での使用を想定しています。データ上の日付や時刻に対応するローソク足が存在しない場合、ラベルを正しく表示できません。 データは手動貼り付け方式です。自動取得には対応していません。 Excel以外のアプリで開いたCSVは、文字列形式が変わるため解析できないことがあります。 Pineスクリプトの仕様上、テキストエリアには40,960文字までしか貼り付けできません。 楽天証券の出力フォーマットを想定しているため、他社形式を使う場合は列構成を揃える必要があります。 また、楽天証券の出力フォーマットが変更された場合は、正しく表示出来なります。
Индикатор Pine Script®
от joyfulCheetah7389d
1
Symmetry Break Index | QRSymmetry Break Trend Scanner | QuantumResearch What it does This indicator detects trend regime shifts by measuring how persistently price deviates from its moving-average “symmetry.” It outputs a continuous Score and a binary Signal (Bullish / Bearish) when that score crosses user-defined thresholds: Bullish (Long) when upside deviations dominate → sustained uptrend bias Bearish (Short/Cash) when downside deviations dominate → sustained downtrend bias It’s built for clarity and consistency: the plot is a single score with two horizontal decision lines so traders can quickly identify regime changes on a clean chart. How it works (principle, not code) Normalize price vs trend: Price is standardized against a moving average and its standard deviation to create a dimensionless “oscillator” series (how far above/below typical behavior price sits). Symmetry count: For a user-defined range of reference levels, the script counts whether the standardized price is above or below each level. This builds a cumulative symmetry score: positive when upside presence is broad and persistent, negative when downside dominates. Regime thresholds: Crossing the Uptrend Threshold or Downtrend Threshold flips the quantum state to Bullish or Bearish, minimizing noise compared with a single-level trigger. This approach emphasizes persistence and breadth of deviation rather than one-off spikes, which can help filter chop. Plots & visuals Score (histogram/area fill): Positive area fills in the bullish color, negative area in the bearish color. Zero line: Quick reference for balance between up/down deviations. Two decision lines: Uptrend Threshold and Downtrend Threshold to mark regime flips. Bar colors: Bars tint with the active regime (Bullish / Bearish) for fast reads. Publish with a clean chart so the score and thresholds are clearly visible. Avoid extra indicators unless they are required and explained. Inputs & customization MA Length (default 40): Window for the baseline moving average and volatility. Shorter = more reactive; longer = smoother. Source: Price input (e.g., close). For Loop Range (Start / End, default −200…200): Breadth of reference levels in the symmetry count. Wider range = stronger smoothing and slower flips. Uptrend / Downtrend Thresholds: Regime triggers. Tighten to react faster, widen to reduce whipsaws. Color Mode: Choose a palette to match your chart. Tip: Start with defaults, then tune MA Length and thresholds for your market/timeframe. How to use it Trend confirmation: Trade in the direction of the active regime; avoid counter-trend setups when the score is far beyond a threshold. Risk controls: When the score retreats toward zero, consider reducing size or tightening stops—momentum is weakening. Confluence: Combine with structure (S/R), volume, or volatility bands for entries/exits; the score provides context, not entries alone. Originality & value Unlike single-threshold oscillators, this method aggregates many standardized comparisons into one score, rewarding persistence and breadth of deviation. The result is a robust regime signal that tends to filter fleeting wiggles and highlight true symmetry breaks. Limitations Extremely range-bound markets can still produce false flips if thresholds are too tight. Sudden volatility regime changes may require re-tuning MA Length or thresholds. Standardization depends on the chosen window; there is no “one size fits all.” Disclaimer This tool is for research/education and is not financial advice. Markets involve risk, including loss of capital. Past performance does not predict or guarantee future results. Always test settings on your timeframe and use prudent risk management.
Индикатор Pine Script®
от QuantumResearch
BTC Futures Open Interest 7-day Change | QRBitcoin Futures OI vs Price (7-Day) What it is This tool compares the 7-day momentum of Bitcoin perpetual futures Open Interest (OI) with the 7-day price change to classify market behavior into four intuitive regimes: Leverage Rally (OI↑, Price↑) – positioning builds with rising price Leveraged Sell-Off (OI↑, Price↓) – forced/short-term positioning into weakness Deleveraging Sell-Off (OI↓, Price↓) – positions reduce while price falls Spot Rally (OI↓, Price↑) – spot-led advance with lighter derivatives leverage It is designed for BTC using the BINANCE:BTCUSD.P OI feed and a clean, self-contained visualization. How it works (principle, not code) OI Momentum: Calculates the 7-day Rate of Change (ROC) of BTC perpetual futures Open Interest. Price Momentum: Calculates the 7-day ROC of the chart’s close. Regime Logic: The sign of OI ROC and Price ROC determines the 4 regimes shown in the on-chart table label. Volatility Context: A rolling standard deviation of OI ROC defines ±1σ and ±2σ bands. Bars are tinted when OI ROC exceeds ±2σ to highlight exceptional leverage shifts. This is not a latency-sensitive microstructure model; it’s a context tool to see how derivatives positioning evolves relative to price. Why it’s useful (originality & value) Most OI overlays show a single line. This script adds: a behavioral classifier (the 4 regimes) that’s immediately interpretable, and adaptive σ-bands on OI momentum to distinguish routine leverage changes from abnormal expansions/flushes. Together, they make it easier to read leverage cycles, spot rally quality, and identify riskier states (e.g., price up while OI surges vs. price up while OI fades). What you see on the chart Futures Open Interest (stepline) for BTC perpetuals (BINANCE:BTCUSD.P_OI). OI ROC plot with zero line and ±1σ / ±2σ guides. Bar tinting when OI ROC > +2σ (aggressive leverage build) or < −2σ (aggressive deleveraging). Side table showing current OI ROC, Price ROC, and the regime label. Note: If applied to a non-crypto symbol, OI will be suppressed and the script will warn that no OI data is available. It is intended for BTC. Inputs & customization Color mode: Choose among preset palettes to match your chart style. (Other logic—lookbacks, σ-bands, and regime rules—are fixed to keep the reading consistent across users.) How to use it Confirm trends: Leverage Rally with OI ROC above +1σ supports risk-on continuation. Spot Rally can be constructive early in cycles, but be aware that OI can catch up quickly. Caution in stress: Leveraged Sell-Off often coincides with liquidation spikes and unstable conditions. Deleveraging Sell-Off typically marks clearing phases; watch for stabilization as OI ROC returns toward 0. Watch extremes: ±2σ moves in OI ROC are non-routine; combine with price structure, liquidations, and funding to refine decisions. Use it as contextual confluence alongside your execution plan (levels, risk, and timeframe). Chart-publishing guidance Publish with a clean chart so the OI line, ROC bands, and regime label are easy to identify. Avoid stacking unrelated indicators unless you explain why they are required to interpret the tool. Limitations OI feeds can vary by venue; this script uses Binance perpetual OI. Other venues may differ. Short-term spikes (maintenance, outages, large block flows) can distort OI ROC for a few bars. The σ-bands adapt to recent variability; regime persistence is more informative than a single spike. Disclaimer This script is for research and educational purposes only and is not financial advice. Trading involves risk, including loss of capital. Past performance does not predict or guarantee future results. Always validate on your timeframe and use robust risk management.
Индикатор Pine Script®
от QuantumResearch
AASI | QRAASI | QR — Active Address Sentiment Index What it is AASI | QR is a market activity gauge that compares on-chain participation (Active Addresses) with price momentum. It highlights regimes where network usage accelerates/decelerates relative to price and uses adaptive bands to flag expansions that may precede trend continuation or fade. Designed for BTC (and any symbol with an “Active Addresses” feed), it provides clear, visual context rather than trade calls. How it works (principle, not code) Active Address Momentum (core signal) The script measures the rate of change (ROC) of Active Addresses and builds dynamic, volatility-scaled bands around zero. When address momentum pushes into progressively higher (or lower) bands, it reflects broadening (or narrowing) participation. Price Momentum Overlay (context) A price ROC runs alongside address momentum so you can visually compare participation vs. price. This helps distinguish healthy trend strength (price rising with rising participation) from potential exhaustion (diverging behavior). Adaptive Bands (regimes) Bands (±1×, ±2×, ±3× of the dynamic scale) expand/contract with recent variability in address momentum. The background tint optionally highlights strong expansions: • Upper expansions → potential risk-on phases • Lower expansions → potential risk-off phases No fixed overbought/oversold thresholds are hard-coded; the bands adapt to the current regime, which helps keep the tool relevant across market phases. Why this is useful (originality & value) Most momentum overlays watch price alone. AASI adds a behavioral layer by tracking how many participants are active while price moves. This helps: Separate euphoric spikes (price up, participation flat/falling) from broad advance (price up, participation rising). Spot early cooling (participation momentum fades before price) and late accelerations (fresh participation kick). Maintain clarity via adaptive scaling, so signals don’t go “permanently stretched” in strong cycles. What you see on the chart Zero Baseline with three up/down bands (±1, ±2, ±3). Active Address ROC (soft line, main signal). Price ROC (overlay line for context). Optional background tint when price ROC reaches the upper or lower adaptive zones. Clean presentation: the script is self-contained and readable without other overlays. Inputs & customization Bands & Trend: toggle visibility of ±1/±2/±3 bands. Active Address & Price: toggle the address ROC and price ROC plots. Color Mode: switch palettes to match your layout. Lookbacks: the internal dynamic scaling is derived from recent variability of address momentum (kept simple for usability). How to use it Confluence: Look for price ROC and address ROC moving in the same direction and entering higher bands → strengthens the risk-on case. Divergence: Price pushing higher while address ROC stalls or falls toward lower bands → participation not confirming; be cautious. Regime shifts: When address ROC crosses the zero line and sustains inside ±1/±2 bands, it often marks a state change (cooling → heating or vice-versa). Combine responsibly: Use with your risk framework (position sizing, stops). AASI is context, not an auto-trader. Scope & data notes Designed for BTC with a GLASSNODE:BTC_ACTIVEADDRESSES series. Can be applied to other assets only if a comparable “Active Addresses” feed exists for that symbol. If no feed is present, use price ROC alone just for context (reduced informational value). The script relies on close-form series provided on TradingView; no external links or delegation required to interpret its purpose. Chart-publishing guidance Publish with a clean chart showing only AASI to keep outputs identifiable. If you add drawings, use them strictly to illustrate where participation confirmed or diverged from price. Limitations On-chain participation data can be noisy around events, holidays, or network anomalies. Adaptive bands reflect recent variability; sudden structural changes may require time to re-scale. Not a buy/sell system; it’s a diagnostic layer for regime awareness and confirmation. Disclaimer This tool is for research and educational purposes only and is not financial advice. Trading and investing involve risk, including loss of capital. Past performance does not predict or guarantee future results. Always validate settings on your timeframe and use proper risk management.
Индикатор Pine Script®
от QuantumResearch
Filter Signal 5🧭 Overview “Filter Signal 5.0” is a professional confirmation and filtering tool designed to validate the true directional bias of any asset. It combines price structure, volume dynamics, oscillator alignment, and multi-timeframe confirmation to detect high-probability directional setups while blocking false counter-trend signals. The indicator calculates a directional score (0–4) based on the confluence of several technical conditions and displays both the current trend and the higher-timeframe trend in a compact on-chart dashboard. ⚙️ Core Logic The indicator integrates four major analytical pillars: Component Description Purpose VWMA Trend Compares price to the Volume-Weighted Moving Average (VWMA 20). Detects the base trend (above = bullish, below = bearish). Volume Flow Evaluates direction (buy/sell) and trend (rising/falling) of volume. Confirms institutional participation. RSI Extreme Cross RSI crossing its SMA in extreme zones (<27 or >80). Identifies momentum reversals with statistical strength. Oscillator Concordance Combines 3 signals (Stochastic, Fisher Transform, Williams %R). Measures broad technical consensus. Each bullish or bearish confirmation adds +1 point to its respective score. The final output is the comparison between scoreLong and scoreShort. 🧩 Multi-Timeframe Filter (MTF) A higher-timeframe VWMA (e.g., Weekly or Monthly) is imported through request.security(). If the higher-timeframe trend is UP, bearish scores are suppressed. If the higher-timeframe trend is DOWN, bullish scores are suppressed. ✅ This ensures entries are only taken in the direction of the dominant market trend. 🎯 Forecast Target System Each new bar automatically generates a static forecast target (varip) based on the 10-bar average range: If bullish → target = close + avgRange If bearish → target = close − avgRange This level is drawn as a yellow dashed line, providing a short-term statistical price projection. 🧮 Directional Logic Summary Condition Weight Effect Price > VWMA +1 Long Trend confirmation Volume rising in buy candles +1 Long Institutional strength RSI cross < 27 +1 Long Reversal signal 2 / 3 oscillators in buy mode +1 Long Statistical agreement Mirror logic applies for short signals. Final bias is determined by comparing total long vs short scores. 📊 Dashboard Information Displayed at the bottom-left corner of the chart: Field Meaning 📊 Trend Now Current directional bias (📈 UP / 📉 DOWN / ➡ NEUTRAL) 🎯 Forecast Target Predicted price level for the current bar ⏱ Filter MTF Higher timeframe used for filtering (e.g., W, 1M) 📐 Trend MTF Trend status of the higher timeframe The dashboard updates dynamically on each bar close. ⚠️ Alerts Two automatic alerts are available: ⚠️ Strong Buy: when scoreLong ≥ 3 ⚠️ Strong Sell: when scoreShort ≥ 3 These appear only when at least three technical components agree. 📈 How to Use It Load the indicator on your preferred asset and timeframe (recommended: Daily). Set the higher timeframe filter (tf_selezione) → use “W” (Weekly) or “1M” (Monthly) for institutional alignment. Wait for full confirmation: Trend Now = 📈 UP and Trend MTF = 📈 UP → Long setup confirmed Trend Now = 📉 DOWN and Trend MTF = 📉 DOWN → Short setup confirmed Avoid trading when: Trends are misaligned (different directions). Score is < 2 / 4 (neutral zone). 🧠 Trading Logic Summary Scenario Requirements Action Long Setup Score ≥ 3 and MTF trend = UP Enter or hold long position Short Setup Score ≥ 3 and MTF trend = DOWN Enter or hold short position Neutral Mixed signals / MTF mismatch Stay flat – wait for breakout 🧮 Practical Example When the daily timeframe prints 📈 Trend Now = UP, and the weekly filter shows 📐 Trend MTF = UP, the system has full alignment. The yellow dashed line projects the short-term target for the move. If volume direction and oscillators confirm, an alert “⚠️ Strong Buy” is automatically triggered. ✅ Ideal Usage This indicator is designed to work together with Lanfranco’s other institutional models, such as: TSI-RSI-ATR Dashboard → internal momentum and volatility, Institutional Module / Smart Buy-Sell System → predictive divergence and volume compression, Dynamic Price Targets / Sigma Bands → probabilistic price zones. The “MTF Filter 4” acts as the final confirmation layer, the traffic-light system: 🟢 Green = confirmed direction, 🔴 Red = blocked signal, 🟠 Orange = neutral wait-state. ⚡ Summary Type: Multi-factor signal confirmation tool Core concept: Combine price + volume + oscillators + multi-timeframe filter Best timeframe: Daily Typical filter: Weekly or Monthly Output: Directional bias, short-term forecast, institutional trend alignment
Индикатор Pine Script®
от LanfryBil
Chronos Reversal Labs🧬 Chronos Reversal Lab - Machine Learning Market Structure Analysis OVERVIEW Chronos Reversal Lab (CRL) is an advanced market structure analyzer that combines computational intelligence kernels with classical technical analysis to identify high-probability reversal opportunities. The system integrates Shannon Entropy analysis, Detrended Fluctuation Analysis (DFA), Kalman adaptive filtering, and harmonic pattern recognition into a unified confluence-based signal engine. WHAT MAKES IT ORIGINAL Unlike traditional reversal indicators that rely solely on oscillators or pattern recognition, CRL employs a multi-kernel machine learning approach that analyzes market behavior through information theory, statistical physics, and adaptive state-space estimation. The system combines these computational methods with geometric pattern analysis and market microstructure to create a comprehensive reversal detection framework. HOW IT WORKS (Technical Methodology) 1. COMPUTATIONAL KERNELS Shannon Entropy Analysis Measures market uncertainty using information theory: • Discretizes price returns into bins (user-configurable 5-20 bins) • Calculates probability distribution entropy over lookback window • Normalizes entropy to 0-1 scale (0 = perfectly predictable, 1 = random) • Low entropy states (< 0.3 default) indicate algorithmic clarity phases • When entropy drops, directional moves become statistically more probable Detrended Fluctuation Analysis (DFA) Statistical technique measuring long-range correlations: • Analyzes price series across multiple box sizes (4 to user-set maximum) • Calculates fluctuation scaling exponent (Alpha) • Alpha > 0.5: Trend persistence (momentum regime) • Alpha < 0.5: Mean reversion tendency (reversal regime) • Alpha range 0.3-1.5 mapped to trading strategies Kalman Adaptive Filter State-space estimation for lag-free trend tracking: • Maintains separate fast and slow Kalman filters • Process noise and measurement noise are user-configurable • Tracks price state with adaptive gain adjustments • Calculates acceleration (second derivative) for momentum detection • Provides cleaner trend signals than traditional moving averages 2. HARMONIC PATTERN DETECTION Identifies geometric reversal patterns: • Gartley: 0.618 AB/XA, 0.786 AD/XA retracement • Bat: 0.382-0.5 AB/XA, 0.886 AD/XA retracement • Butterfly: 0.786 AB/XA, 1.272-1.618 AD/XA extension • Cypher: 0.382-0.618 AB/XA, 0.786 AD/XA retracement Pattern Validation Process: • Requires alternating swing structure (XABCD points) • Fibonacci ratio tolerance: 0.02-0.20 (user-adjustable precision) • Minimum 50% ratio accuracy score required • PRZ (Potential Reversal Zone) calculated around D point • Zone size: ATR-based with pattern-specific multipliers • Active pattern tracking with 100-bar invalidation window 3. MARKET STRUCTURE ANALYSIS Swing Point Detection: • Pivot-based swing identification (3-21 bars configurable) • Minimum swing size: ATR multiples (0.5-5.0x) • Adaptive filtering: volatility regime adjustment (0.7-1.3x) • Swing confirmation tracking with RSI and volume context • Maintains structural history (up to 500 swings) Break of Structure (BOS): • Detects price crossing previous swing highs/lows • Used for trend continuation vs reversal classification • Optional requirement for signal validation Support/Resistance Detection: • Identifies horizontal levels from swing clusters • Touch counting algorithm (price within ATR×0.3 tolerance) • Weighted by recency and number of tests • Dynamic updating as structure evolves 4. CONFLUENCE SCORING SYSTEM Multi-factor analysis with regime-aware weighting: Hierarchical Kernel Logic: • Entropy gates advanced kernel activation • Only when entropy < threshold do DFA and Kalman accelerate scoring • Prevents false signals during chaotic (high entropy) conditions Scoring Components: ML Kernels (when entropy low): • Low entropy + trend alignment: +3.0 points × trend weight • DFA super-trend (α>1.5): +4.0 points × trend weight • DFA persistence (α>0.65): +2.5 points × trend weight • DFA mean-reversion (α<0.35): +2.0 points × mean-reversion weight • Kalman acceleration: up to +3.0 points (scaled by magnitude) Classical Technical Analysis: • RSI oversold (<30) / overbought (>70): +1.5 points • RSI divergence (bullish/bearish): +2.5 points • High relative volume (>1.5x): +0-2.0 points (scaled) • Volume impulse (>2.0x): +1.5 points • VWAP extremes: +1.0 point • Trend alignment (Kalman fast vs slow): +1.5 points • MACD crossover/momentum: +1.0 point Structural Factors: • Near support (within 0.5 ATR): +0-2.0 points (inverse distance) • Near resistance (within 0.5 ATR): +0-2.0 points (inverse distance) • Harmonic PRZ zone: +3.0 to +6.0 points (pattern score dependent) • Break of structure: +1.5 points Regime Adjustments: • Trend weight: 1.5× in trend regime, 0.5× in mean-reversion • Mean-reversion weight: 1.5× in MR regime, 0.5× in trend • Volatility multiplier: 0.7-1.3× based on ATR regime • Theory mode multiplier: 0.8× (Conservative) to 1.2× (APEX) Final Threshold: Base threshold (default 3.5) adjusted by: • Theory mode: -0.3 (APEX) to +0.8 (Conservative) • Regime: +0.5 (high vol) to -0.3 (low vol or strong trend) • Filter: +0.2 if regime filter enabled 5. SIGNAL GENERATION ARCHITECTURE Five-stage validation process: Stage 1 - ML Kernel Analysis: • Entropy threshold check • DFA regime classification • Kalman acceleration confirmation Stage 2 - Structural Confirmation: • Market structure supports directional bias • BOS alignment (if required) • Swing point validation Stage 3 - Trigger Validation: • Engulfing candle (if required) • HTF bias confirmation (if strict HTF enabled) • Harmonic PRZ alignment (if confirmation enabled) Stage 4 - Consistency Check: • Anticipation depth: checks N bars back (1-13 configurable) • Ensures Kalman acceleration direction persists • Filters whipsaw conditions Stage 5 - Structural Soundness (Critical Filter): • Verifies adequate room before next major swing level • Long signals: must have >0.25 ATR clearance to last swing high • Short signals: must have >0.25 ATR clearance to last swing low • Prevents trades directly into obvious structural barriers Dynamic Risk Management: • Stop-loss: Placed beyond last structural swing ± 2 ticks • Take-profit 1: Risk × configurable R1 multiplier (default 1.5R) • Take-profit 2: Risk × configurable R2 multiplier (default 3.0R) • Confidence score: Calibrated 0-99% based on confluence + kernel boost 6. ADAPTIVE REGIME SYSTEM Continuous market state monitoring: Trend Regime: • Kalman fast vs slow positioning • Multi-timeframe alignment (optional HTF) • Strength: ATR-normalized fast/slow spread Volatility Regime: • Current ATR vs 100-bar average • Regime ratio: 0.7-1.3 typical range • Affects swing size filtering and cooldown periods Signal Cooldown: • Base: User-set bars (1-300) • High volatility (>1.5): cooldown × 1.5 • Low volatility (<0.5): cooldown × 0.7 • Post-BOS: minimum 20-bar cooldown enforced FOUR OPERATIONAL MODES CONSERVATIVE MODE: • Threshold adjustment: +0.8 • Mode multiplier: 0.8× • Strictest filtering for highest quality • Recommended for: Beginners, large accounts, swing trading • Expected signals: 3-5 per week (typical volatile instrument) BALANCED MODE: • Threshold adjustment: +0.3 • Mode multiplier: 1.0× • Standard operational parameters • Recommended for: General trading, learning phase • Expected signals: 5-10 per week APEX MODE: • Threshold adjustment: -0.3 • Mode multiplier: 1.2× • Maximum sensitivity, reduced cooldowns • Recommended for: Scalping, high volatility, experienced traders • Expected signals: 10-20 per week INSTITUTIONAL MODE: • Threshold adjustment: +0.5 • Mode multiplier: 1.1× • Enhanced structural weighting, HTF emphasis • Recommended for: Professional traders, swing positions • Expected signals: 4-8 per week VISUAL COMPONENTS 1. Fibonacci Retracement Levels • Auto-calculated from most recent swing structure • Standard levels: 0%, 23.6%, 38.2%, 50%, 61.8%, 78.6%, 100%, 127.2%, 161.8%, 200%, 261.8% • Key levels emphasized (50%, 61.8%, 100%, 161.8%) • Color gradient from bullish to bearish based on level • Automatic cleanup when levels are crossed • Label intensity control (None/Fib only/All) 2. Support and Resistance Lines • Dynamic horizontal levels from swing clusters • Width: 2px solid lines • Colors: Green (support), Red (resistance) • Labels show price and level type • Touch-based validation (minimum 2 touches) • Real-time updates and invalidation 3. Harmonic PRZ Boxes • Displayed around pattern completion (D point) • Pattern-specific colors (Gartley: purple, Bat: orange, etc.) • Box height: ATR-based zone sizing • Score-dependent transparency • 100-bar active window before removal 4. Confluence Boxes • Appear when confluence ≥ threshold • Yellow/orange gradient based on score strength • Height: High to low of bar • Width: 1 bar on each side • Real-time score-based transparency 5. Kalman Filter Lines • Fast filter: Bullish color (green default) • Slow filter: Bearish color (red default) • Width: 2px • Transparency adjustable (0-90%) • Optional display toggle 6. Signal Markers • Long: Green triangle below bar (tiny size) • Short: Red triangle above bar (tiny size) • Appear only on confirmed signals • Includes alert generation 7. Premium Dashboard Features real-time metrics with visual gauges: Layout Options: • Position: 4 corners selectable • Size: Small (9 rows) / Normal (12 rows) / Large (14 rows) • Themes: Supreme, Cosmic, Vortex, Heritage Metrics Displayed: • Gamma (DFA - 0.5): Shows trend persistence vs mean-reversion • TCI (Trend Strength): ATR-normalized Kalman spread with gauge • v/c (Relative Volume): Current vs average with color coding • Entropy: Market predictability state with gauge • HFL (High-Frequency Line): Kalman fast/slow difference / ATR • HFL_acc (Acceleration): Second derivative momentum • Mem Bias: Net bullish-bearish confluence (-1 to +1) • Assurance: Confidence × (1-entropy) metric • Squeeze: Bollinger Band / Keltner Channel squeeze detection • Breakout P: Probability estimate from DFA + trend + acceleration • Score: Final confluence vs threshold (normalized) • Neighbors: Active harmonic patterns count • Signal Strength: Strong/Moderate/Weak classification • Signal Banner: Current directional bias with emoji indicators Gauge Visualization: • 10-bar horizontal gauges (█ filled, ░ empty) • Color-coded: Green (strong) / Gold (moderate) / Red (weak) • Real-time updates every bar HOW TO USE Step 1: Configure Mode and Resolution • Select Theory Mode based on trading style (Conservative/Balanced/APEX/Institutional) • Set Structural Resolution (Standard for fast markets, High for balanced, Ultra/Institutional for swing) • Enable Adaptive Filtering (recommended for all volatile assets) Step 2: Enable Desired Kernels • Shannon Entropy: Essential for predictability detection (recommended ON) • DFA Analysis: Critical for regime classification (recommended ON) • Kalman Filter: Provides lag-free trend tracking (recommended ON) • All three work synergistically; disabling reduces effectiveness Step 3: Configure Confluence Factors • Enable desired technical factors (RSI, MACD, Volume, Divergence) • Enable Liquidity Mapping for support/resistance proximity scoring • Enable Harmonic Detection if trading pattern-based setups • Adjust base confluence threshold (3.5 default; higher = fewer, cleaner signals) Step 4: Set Trigger Requirements • Require Engulfing: Adds precision, reduces frequency (recommended for Conservative) • Require BOS: Ensures structural alignment (recommended for trend-following) • Require Structural Soundness: Critical filter preventing traps (highly recommended) • Strict HTF Bias: For multi-timeframe traders only Step 5: Adjust Visual Preferences • Enable/disable Fibonacci levels, S/R lines, PRZ boxes, confluence boxes • Set label intensity (None/Fib/All) • Adjust transparency (0-90%) for overlay clarity • Configure dashboard position, size, and theme Step 6: Configure Alerts • Enable master alerts toggle • Select alert types: Anticipation, Confirmation, High Confluence, Low Entropy • Enable JSON details for automated trading integration Step 7: Interpret Signals • Wait for triangle markers (green up = long, red down = short) • Check dashboard for confluence score, entropy, DFA regime • Verify signal aligns with higher timeframe bias (if using HTF setting) • Confirm adequate space to take-profit levels (no nearby structural barriers) Step 8: Execute and Manage • Enter at close of signal candle (or next bar open) • Set stop-loss at calculated level (visible in alert if JSON enabled) • Scale out at TP1 (1.5R default), trail remaining to TP2 (3.0R default) • Exit early if entropy spikes >0.7 or DFA regime flips against position CUSTOMIZATION GUIDE Timeframe Optimization: Scalping (1-5 minutes): • Theory Mode: APEX • Anticipation Depth: 3-5 • Structural Resolution: STANDARD • Signal Cooldown: 8-12 bars • Enable fast kernels, disable HTF bias Day Trading (15m-1H): • Theory Mode: BALANCED • Anticipation Depth: 5-8 • Structural Resolution: HIGH • Signal Cooldown: 12-20 bars • Standard configuration Swing Trading (4H-Daily): • Theory Mode: INSTITUTIONAL • Anticipation Depth: 8-13 • Structural Resolution: ULTRA or INSTITUTIONAL • Signal Cooldown: 20-50 bars • Enable HTF bias, strict confirmations Market Type Optimization: Forex Majors: • All kernels enabled • Harmonic patterns effective • Balanced or Institutional mode • Standard settings work well Stock Indices: • Emphasis on volume analysis • DFA critical for regime detection • Conservative or Balanced mode • Enable liquidity mapping Cryptocurrencies: • Adaptive filtering essential • Higher volatility regime expected • APEX mode for active trading • Wider ATR multiples for swing sizing IMPORTANT DISCLAIMERS • This indicator does not predict future price movements • Computational kernels calculate probabilities, not certainties • Past confluence scores do not guarantee future signal performance • Always backtest on YOUR specific instruments and timeframes before live trading • Machine learning kernels require calibration period (minimum 100 bars of data) • Performance varies significantly across market conditions and regimes • Signals are suggestions for analysis, not automated trading instructions • Proper risk management (stops, position sizing) is mandatory • Complex calculations may impact performance on lower-end devices • Designed for liquid markets; avoid illiquid or gap-prone instruments PERFORMANCE CONSIDERATIONS Computational Intensity: • DFA analysis: Moderate (scales with length and box size parameters) • Entropy calculation: Moderate (scales with lookback and bins) • Kalman filtering: Low (efficient state-space updates) • Harmonic detection: Moderate to High (pattern matching across swing history) • Overall: Medium computational load Optimization Tips: • Reduce Structural Analysis Depth (144 default → 50-100 for faster performance) • Increase Calc Step (2 default → 3-4 for lighter load) • Reduce Pattern Analysis Depth (8 default → 3-5 if harmonics not primary focus) • Limit Draw Window (150 bars default prevents visual clutter on long charts) • Disable unused confluence factors to reduce calculations Best Suited For: • Liquid instruments: Major forex, stock indices, large-cap crypto • Active timeframes: 5-minute through daily (avoid tick/second charts) • Trending or ranging markets: Adapts to both via regime detection • Pattern traders: Harmonic integration adds geometric confluence • Multi-timeframe analysts: HTF bias and regime detection support this approach Not Recommended For: • Illiquid penny stocks or micro-cap altcoins • Markets with frequent gaps (stocks outside regular hours without gap adjustment) • Extremely fast timeframes (tick, second charts) due to calculation overhead • Pure mean-reversion systems (unless using CONSERVATIVE mode with DFA filters) METHODOLOGY NOTE The computational kernels (Shannon Entropy, DFA, Kalman Filter) are established statistical and signal processing techniques adapted for financial time series analysis. These are deterministic mathematical algorithms, not predictive AI models. The term "machine learning" refers to the adaptive, data-driven nature of the calculations, not neural networks or training processes. Confluence scoring is rule-based with regime-dependent weighting. The system does not "learn" from historical trades but adapts its sensitivity to current volatility and trend conditions through mathematical regime classification. SUPPORT & UPDATES • Questions about configuration or usage? Send me a message on TradingView • Feature requests are welcome for consideration in future updates • Bug reports appreciated and addressed promptly • I respond to messages within 24 hours • Regular updates included (improvements, optimizations, new features) FINAL REMINDERS • This is an analytical tool for confluence analysis, not a standalone trading system • Combine with your existing strategy, risk management, and market analysis • Start with paper trading to learn the system's behavior on your markets • Allow 50-100 signals minimum for performance evaluation • Adjust parameters based on YOUR timeframe, instrument, and trading style • No indicator guarantees profitable trades - proper risk management is essential — Dskyz, Trade with insight. Trade with anticipation.
Индикатор Pine Script®
от DskyzInvestments
3
adrianasibaja_ FTMO strategy + alertsThis is a TradingView strategy (Pine v5) for XAUUSD, designed for a $25,000 FTMO account. It automates entries, risk control, and alerts for MetaTrader via PineConnector. You can trade in four modes — Scalping, Balance, Swing, or Manual — each with optimized indicator settings. This script: Trades only when trend, momentum, and volatility align. Uses ATR-based stops and targets for consistency. Automatically enforces FTMO-style discipline. Calculates lot size from fixed dollar risk or manual input. Sends alerts to your MT5 bridge for real execution.
Стратегия Pine Script®
от adrianasibaja_