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Trend Stress Quant [MarkitTick]💡This indicator combines a liquidity-based stress model with a dynamic linear regression channel to identify potential market exhaustion points and assess trend quality. By merging volume impact analysis with statistical deviation, this tool aims to highlight moments where price action may be overextended relative to the underlying liquidity conditions. ● Originality and Utility Standard volatility indicators often rely solely on price range (like Bollinger Bands). This script introduces a Stress Engine that normalizes the relationship between Price Range (True Range) and Volume. This helps distinguish between healthy price movements and liquidity-stress events (illiquidity). Furthermore, instead of using a fixed-length channel, this tool offers a Dynamic Mode that anchors the regression channel to recent pivot points, ensuring the statistical analysis aligns with the current market structure rather than an arbitrary timeframe. ● Methodology The script operates on two distinct mathematical models: • Illiquidity Stress Engine The core formula calculates a raw illiquidity metric based on the log-normal distribution of the ratio between True Range and Volume. A Z-Score (standard score) is then derived from this data over a specific lookback period. High Z-Scores indicate that price is moving disproportionately fast relative to the available volume, often a signature of panic selling or euphoric buying (exhaustion). • Linear Regression Channel The script calculates an Ordinary Least Squares (OLS) regression line (the line of best fit) to determine the mean price trend. Standard Deviation Bands are plotted parallel to this mean. Pearson Correlation Coefficient (R) is calculated to quantify the strength of the linear trend. Values closer to 1 or -1 indicate a strong trend, while values near 0 indicate a chaotic or ranging market. 📑 How to Use Traders can utilize the visual outputs for mean reversion or trend continuation context: • Exhaustion Signals (SE / BE Labels) SE (Seller Exhaustion): Appears when the market is in a downtrend, but the Stress Engine detects a statistical anomaly (High Z-Score) on a down candle. This suggests panic selling may be peaking. BE (Buyer Exhaustion): Appears when the market is in an uptrend, but the Stress Engine detects high stress on an up candle, suggesting a potential blow-off top. • Regression Channel The dashed middle line represents the fair value (mean) of the current trend. The outer bands represent statistical extremes. Price interacting with the outer bands (default 2 Standard Deviations) while coincident with an Exhaustion Signal provides a high-confluence area of interest. • Metrics Dashboard A dashboard displays the current Trend Regime, Exhaustion Status, and Channel Width (volatility percentage). ● Settings • Exhaustion Model Trend Filter Length: Sets the baseline EMA to determine if the market is bullish or bearish. Stress Threshold (Sigma): The Z-Score required to trigger an exhaustion signal (default is 2.0). • Channel Configuration Dynamic Pivot Mode: If enabled, automatically calculates the channel length based on recent pivots. If disabled, uses the Fixed Length. Standard Deviations: Controls the width of the inner and outer channel bands. 📖This guide explains how to interpret and utilize signals for trading: The script is designed primarily for Mean Reversion and Exhaustion trading strategies. ● The Core Strategy: Volatility Exhaustion The script uses a "Stress Engine" to identify when price movement is statistically overextended relative to the available liquidity (Volume). • Setup A: The "Seller Exhaustion" (Bullish Bounce) Look for this setup during a downtrend to catch a temporary bottom or a reversal. Trend Condition: The dashboard shows Bearish (Price is below the trend filter). Trigger: The label SE (Seller Exhaustion) appears below a candle. Why? This indicates that selling pressure was intense but likely panic-driven (High Z-Score/Stress) and may be drying up. Confluence: Ideally, this signal appears when the price is touching or piercing the Lower Channel Band (dotted or solid lines). Action: Traders often use this as a signal to close Short positions or enter a speculative Long (counter-trend) targeting the middle line. • Setup B: The "Buyer Exhaustion" (Bearish Pullback) Look for this setup during an uptrend to catch a local top. Trend Condition: The dashboard shows Bullish . Trigger: The label BE (Buyer Exhaustion) appears above a candle. Why? This indicates euphoric buying on low liquidity or extreme volatility that is statistically unsustainable. Confluence: Look for price rejection at the Upper Channel Band. Action: Traders often use this to close Long positions or enter a Short targeting the mean. ● The Filter: Trend & Correlation The script includes a Linear Regression Channel that quantifies the quality of the trend. • Channel Slope If the channel is angling steeply up or down, the trend is strong. • Pearson R (Correlation) The script calculates the Pearson R coefficient. Weak Correlation: If the channel turns Gray/Neutral (or the fill becomes weak), it means the correlation is below the threshold (default 0.5). Trading Rule: Avoid trading exhaustion signals when the channel is Gray/Neutral, as the market is likely chopping sideways with no clear direction. ● Risk Management & Targets • Stop Loss Since this is a volatility tool, a common technique is to place stops just outside the Outer Deviation Band (the widest line). If price expands beyond the outer band with no exhaustion signal, the trend may be entering a "runaway" phase. • Take Profit Target 1: The Middle Regression Line (The dashed center line). Prices tend to revert to this mean after an exhaustion event. Target 2: The opposite channel band (e.g., if you bought at the bottom, hold until the top). ● Summary of Dashboard Metrics The table on your chart provides a quick snapshot: Trend Regime: Tells you if you should fundamentally look for Shorts (Bearish) or Longs (Bullish). Seller/Buyer Status: Alerts you if the current bar is EXHAUSTED or Normal . Channel Width %: Indicates volatility. If the width is very low (percentage is small), a breakout might be imminent (squeezing). If high, be careful of chop. ⚙️ Indicator settings • Signal Parameters Exhaustion & Stress Model: Controls signal sensitivity. Trend Filter: Decides if the market is Bullish or Bearish. Stress Threshold (Sigma): Higher values (e.g., 2.5) make the script stricter, showing fewer but potentially stronger signals. • Channel Configuration Dynamic Pivot Mode: If ON, the channel length auto-adjusts to recent market pivots. If OFF, it uses the Fixed Length you set. Channel Bands: Adjusts the channel width. Outer Deviation: The boundary for "extreme" moves. Price hitting this often signals a reversal. • Quality Filter Filter Weak Correlations: If enabled, the channel turns gray during choppy/sideways markets to warn you not to trust trend signals. • Visuals Display Options: Toggles the "Stats" dashboard and adjusts volatility coloring. ● Disclaimer All provided scripts and indicators are strictly for educational exploration and must not be interpreted as financial advice or a recommendation to execute trades. I expressly disclaim all liability for any financial losses or damages that may result, directly or indirectly, from the reliance on or application of these tools. Market participation carries inherent risk where past performance never guarantees future returns, leaving all investment decisions and due diligence solely at your own discretion.
Индикатор Pine Script®
от MarkitTick
Quantum Ribbon Pro📊 WHAT IS QUANTUM RIBBON PRO? Quantum Ribbon Pro is a trend trading system built on a 5-layer adaptive EMA ribbon with multi-timeframe confirmation, advanced risk management, and custom alert automation. It's designed for traders who want clear entries, precise risk control, and the flexibility to automate their trading — all from one indicator. If you've used Quantum Ribbon Lite, this is the full system with HTF filtering, partial take profits, break-even automation, session control, and webhook-ready alerts. 🚀 PRO FEATURES Multi-Timeframe Confirmation Filter your signals using a secondary timeframe for trend alignment. Choose any timeframe from 15m to Weekly. Option to display the MTF ribbon directly on your chart. Partial Take Profits Scale out of positions like a professional. Set TP1, TP2, and final target levels with customizable percentages. The indicator tracks your remaining position size in real-time. Break-Even Protection Automatically move your stop loss to entry price after hitting TP1 or TP2. Lock in gains and let winners run with zero risk. Session Filter Trade only during your preferred market hours. Fully customizable start and end times. Avoid choppy overnight sessions or news events. Custom Alert Templates Four built-in alert formats including JSON for webhook and bot integrations. Or build your own template using placeholders for entry price, stop loss, take profit, position size, and more. Custom Signal Codes Add your own identifiers to each signal for automation workflows. Useful if you're routing alerts to multiple bots or tracking different setups. 🔧 HOW THE CORE SYSTEM WORKS The Ribbon System The indicator uses 5 pairs of EMAs (10 moving averages total) that create colored "clouds" on your chart: Blue/Teal ribbons indicate bullish alignment Red/Pink ribbons indicate bearish alignment Mixed colors indicate neutral or transitional periods The ribbon spacing automatically adjusts from a fast EMA (21) to a slow EMA (60), creating layers that show trend strength and direction. Signal Generation Signals appear when multiple conditions align: For LONG signals: Fast EMAs above slow EMAs Price momentum positive and strong (> 0.5 ATR) Volume above average (> 1.1x) Ribbon confirms bullish state Confidence threshold met MTF trend aligned (if enabled) Within active session (if enabled) For SHORT signals: Opposite conditions apply. Green "BUY" or Red "SELL" labels appear at candle close. All signals confirmed — no repainting. Risk Management Lines Lines appear when you have an active position: White dotted line = Entry price Red dotted line = Stop loss level Green dotted lines = Take profit targets (TP1, TP2, Final TP in Pro) Performance Dashboard The stats table shows: Current position status (In Long/Short or Waiting for signal) Entry, stop, and target prices when in a trade Win/loss record Win rate percentage with color coding ⚙️ SETTINGS Signal Settings Signal Sensitivity (1-10): Controls the minimum time between signals (cooldown period) 1 = 2 bars between signals (most frequent) 5 = 10 bars between signals (balanced) 10 = 20 bars between signals (most selective) Signal Mode: Choose ribbon-based or momentum-based signal generation Break-Even Break-Even Trigger: Choose which TP level moves stop to entry Options: After TP1 / After TP2 / Disabled Multi-Timeframe Enable MTF Confirmation: Filter signals by higher/lower timeframe trend Select from 15m, 30m, 1H, 2H, 4H, Daily, Weekly Display higher/lower timeframe ribbon directly on your chart Session Filter Enable Session Filter: Only generate signals during specified hours Session Start: Set start time (e.g., 09:30) Session End: Set end time (e.g., 16:00) Timezone: Select your local timezone Alerts Alert Format: Choose from 4 formats Standard: Basic signal info Detailed: Full trade parameters JSON: For webhook/bot integrations Custom: Build your own templat 🎯 RISK MANAGEMENT Stop Loss Calculation Stops are based on ATR (Average True Range) which measures recent price volatility: In quiet markets: Stops are placed closer to entry In volatile markets: Stops are placed further away This adaptive approach helps prevent stop-hunting while maintaining appropriate risk levels. Alternatively, use percentage-based stops for fixed distance regardless of volatility. Take Profit Calculation Targets are calculated as a multiple of your stop distance: If stop is 50 points away and you use 2R, target is 100 points away Maintains consistent risk-reward ratios across all trades Partial Take Profits Scale out of positions to lock in profits while letting winners run TP1: Close first portion (e.g., 50%) at conservative target TP2: Close second portion (e.g., 25%) at intermediate target Final: Remaining position (e.g., 25%) runs to full target Combined with break-even protection, this creates a "risk-free" trade after TP1. Required Win Rates To break even after fees: 1.5R requires ~40% win rate 2R requires ~34% win rate 3R requires ~25% win rate 📊 RECOMMENDED USAGE Timeframes Daily charts show strongest performance in testing 1H, 4H works well with HTF confirmation enabled Lower timeframes generate more signals but reduced quality — use tight filters Markets Works on all instruments: Stocks, Forex, Crypto, Futures, Indices Best suited for trending markets May generate false signals in tight ranges or choppy conditions Use HTF filter to avoid counter-trend trades in ranging markets Works on any market (Forex, Crypto, Stocks, Futures, Indices) Free Lite version available for testing core functionality before purchase. No leverage recommendations — risk management is your responsibility. 📌 DISCLAIMER This indicator is a tool to assist your trading decisions, not a guarantee of profits. Past performance does not guarantee future results. Always use proper risk management and never trade with money you cannot afford to lose. You are solely responsible for your trading decisions.
Индикатор Pine Script®
от TrendlineProject
High/Low ARDR-ADR-WDRR-DDR V1Tracks the high and Low in 4 different tIme Frames ARDR-ADR-WDRR-DDR -You can set your own time frames -Display lines or boxes -Each line can have its own label -Set own colors and linestyles -Each box can also have their own lines at 75%, 50% and 25% of the box if that's needed -Toggle wich session to display -Toggle to auto extend untill Extended time -Toggle to live update lines/boxes during live priceaction or to display the lines / boxes after the End Time DDR lines have no history, so after 15:55 the DDR lines disappear and gets drawn again the next day starting at 04:00. Happy Trading!!
Индикатор Pine Script®
от tongercore
HYBRID MARKET SCORE SUITE - Context Engine🔬 HYBRID MARKET SCORE SUITE - Context Engine — Algorithmic Imbalance Scoring & Compact 37-Indicator Dashboard Monitoring regular divergences, OB/OS zones, statistical deviations, and 37 metrics simultaneously is impractical to do manually. HMSS - Context Engine updates them every tick in one compact dashboard, with an optional scoring layer. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🎯 WHAT IS THIS HMSS - Context Engine Performs **Real-Time Monitoring** of 37 technical metrics across 4 fixed timeframes ( 1H / 4H / 1D / 1W ) simultaneously, plus 3 cumulative tools that operate independently of timeframe selection. It processes market data on a **tick-by-tick** basis without lookahead, designed to detect developing structural imbalances and major trend exhaustion points as they unfold. Since the indicator analyzes fixed multi-timeframe streams, it is chart TF-independent : switching your main chart timeframe does not affect the internal logic or scoring. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🔧 "SWISS ARMY KNIFE" — Structural Context Tool A compact table with extensive data for understanding where you are in the bigger picture: 34 MTF indicators across 4 timeframes (1H / 4H / 1D / 1W): Divergences (13): RSI DIV, MFI DIV, CCI DIV, CMF DIV, MACD DIV, OBV DIV, Delta DIV, CVD DIV, DRSI DIV, ADX DIV, Elder DIV, Hull MA DIV, Stoch DIV OB/OS (5): RSI OB/OS, MFI OB/OS, CCI OB/OS, Stoch OB/OS, DRSI OB/OS Z-Score (9): RSI Z-Score, MFI Z-Score, CCI Z-Score, Stoch Z-Score, DRSI Z-Score, Delta Z-Score, CVD Z-Score, MACD Z-Score, OBV Z-Score Other (7): CMF Zone, ADX Exhaustion, Elder Force, Williams VixFix (WVF), Volume Climax, ZMO EXT, NW ENV 3 Cumulative Tools (TF-independent): Basis, Williams A/D, PIV DIST (Pivot Distance) A few "Special" metrics may be less familiar than classic oscillators, so here are quick notes on what they flag (not "better" indicators — just more niche tools): NW ENV (Nadaraya–Watson Envelope): A kernel-smoothed price envelope (period 8) with deviation multipliers 2.25 (inner) and 7.75 (extreme). Labels reflect band breaches: !! = price outside the inner band (strong extension), !!! = outside the upper extreme band (rare upside extension), !!!! = outside the lower extreme band (rare downside extension). These are context tags for extension/mean-reversion risk, not trade commands. Volume Climax: A Z-Score of volume over 20 periods. Flags unusually high volume above about 1.9σ . In practice, it helps highlight “crowd intensity” moments: heavy volume on a down candle can resemble panic-like supply; heavy volume on an up candle can resemble aggressive chasing. Treat it as context, not a directional guarantee. ZMO EXT: normalized via Z-Score over a 100 -bar history. It highlights statistically stretched momentum when it deviates beyond roughly 2.0σ from its mean — a way to spot overheated acceleration. Basis: Z-Score of the spread between perpetual futures and spot (Binance Futures Premium Index). High positive Z-Score = buyer overheating, deep negative = panic / liquidity deficit. Williams A/D: Cumulative Williams Accumulation/Distribution indicator — tracks structural accumulation and distribution patterns. PIV DIST (Pivot Distance): Percentage distance to the nearest significant Pivot level (weekly or monthly). Includes current, previous, and prior periods. Default is Camarilla (pivot type selectable in settings). Calculates extreme S6/R6 levels via progression. Cell highlights in counter-trend color when distance ≤0.5%. Extreme levels (5, 6) are colored unconditionally; Major levels (3, 4) — only when confirmed by score (|Score| > 1600). Does NOT participate in scoring — visual tool only. All of this — across multiple timeframes simultaneously, in one compact table, without cluttering your chart with a dozen oscillators below. Works on any chart TF — your timeframe selection does not affect calculations. Each block can be toggled in settings: Divergence Block — forming regular divergences across oscillators/flows OB/OS Block — overbought/oversold zones (RSI/MFI/CCI/Stoch etc.) Z-Score Block — statistical deviations in sigmas (σ) Special Indicators Block — special indicators and regime filters Cumulative Block — Basis, Williams A/D, Pivot Distances Scoring Block — Hybrid Engine (Score, Pattern, Breakdown, Attention, Trade Type, Veto) Candle Coloring — optional highlighting of closed candles based on score level (threshold adjustable, off by default) Use it as a dashboard for structural market assessment — a macro lens for trend context and positioning. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🧠 SCORING SYSTEM — For Structural Imbalances An innovative data-driven engine that activates during moments of structural imbalance : • Calibrated using 380,000+ historical market data records • Compares current indicator combinations with historical patterns • Assigns a Score when significant combinations are detected Think of the scoring system as a Seismograph — it monitors deep market structure, not surface noise. Elevated readings indicate tectonic pressure building up. When it reaches extreme levels, it signals accumulated stress that historically precedes structural shifts — like seismic tension that eventually releases. It is designed to assist in identifying the broader trend context and potential structural pivot points, if that aligns with your approach. The system is calibrated on a multi-month historical dataset of 380,000+ records collected minute-by-minute from cryptocurrency markets (BTC, ETH, SOL). During this period, the market showed both multi-month lows and several ATH (All-Time High) events. Statistical dependencies and indicator combination patterns were identified from this data. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🧠 SCORING ENGINE ARCHITECTURE Concept & Logic: This system utilizes a hybrid approach, combining classical technical analysis with statistical profiling. Instead of simply summing up indicator signals, the algorithm compares the current market state against a proprietary database of historical patterns ("Profiles") collected for specific assets. The calculation logic is layered: 1. Base Layer (Indicator Analysis): The system monitors 34+ metrics (RSI, MFI, Z-Scores, CVD, OBV, ADX, VixFix, etc.). Standard Deviation (25 pts, Dim Cell): Occurs when an indicator exceeds a standard volatility threshold (e.g., Z-Score > 1.5). This registers as a common local anomaly. Profile Alignment (50 pts, Bright Cell): Occurs when a value hits specific historical thresholds recorded in the Asset Profile. These are values where structural shifts occurred in the past data samples. 2. The Core Pattern Recognition (compressed historical scenarios): The system scans for ~14 compressed market scenarios (Patterns). A pattern becomes active only when its specific "Kernel" of indicators fires simultaneously with a Coverage Ratio > 70%. 3. Confluence & Weighting: The final score reflects the density of these matches. It identifies the "Winning Side" (Long vs. Short bias) based on the accumulated weight of base and profile scores. Score Breakdown (The "X-Ray" Row): The dashboard displays a breakdown row ( L:… S:… C:… A:… K:… ) to visualize the components of the Total Score: L / S (Baseline): Cumulative weight of active indicators for Long or Short bias. C (Core Multiplier): A dynamic coefficient applied when the match with a historical pattern "Kernel" is high. A (AddSig): Points for secondary confirming factors that reinforce the active pattern. K (Key Features): Internal code for High-Impact Anomalies . These are rare statistical outliers (e.g., extreme Z-Scores > 3.0) that carry significant weight due to their historical correlation with structural expansion. System States (Dashboard Output): The text labels on the UI represent the statistical context of the market, not direct trade commands: NEUTRAL: Balanced market, no dominant patterns. SIGNAL FORMING: Early detection of potential accumulation or distribution structures. TREND — WAIT: Market is in a directional phase; algorithm is monitoring for exhaustion or pivot points. ON WATCH: High statistical confluence detected. MAYBE LONG/SHORT: Directional statistical bias is present. MAX SCORE: Indicates an "Extreme Score" condition. Historically, such values appear during significant structural extensions (Global Lows/Highs) where pattern coverage can approach 100% alongside statistical anomalies. BREAKOUT: Context suggests structural continuation or level breach. Disclaimer: This tool provides a statistical context assessment based on historical pattern matching. "Global Lows/Highs" / "New Low/High" are dataset-derived pattern names, not a directional claim. "Max Score" and "Key Features" describe rarity levels, not guaranteed outcomes. Past market behavior is not indicative of future performance. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🛡️ DRSI VETO — SAFETY MECHANISM Sometimes "the setup exists by score", but the market is structurally overextended — which can make positioning riskier. This is where DRSI Veto comes in: If the system indicates LONG , but DRSI Z-Score shows extreme overbought conditions (or vice versa for SHORT), the VETO activates, significantly reducing the final Score. This helps filter out overextended "exhaustion" setups — technically valid by score, but stretched enough to increase mean-reversion risk without proper context. A clear VETO label appears in the table. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🎯 USE CASES — WHEN IT WORKS BEST Dual Purpose: Efficiency & Detection While the Scoring Engine identifies structural imbalances, the dashboard serves as your primary context workstation . It replaces the need for multiple oscillator panes, keeping your charts clean while providing a "Heads-Up Display" for Oscillators, Money Flow, and Statistical Anomalies across four timeframes at once. Understanding "Where You Are": The Context Engine is designed for positional awareness — understanding the broader trend structure before making decisions. It answers the question: "What is the macro context right now?" Elevated Score (Not MAX): An elevated score in the Context Engine often indicates that a strong trend is developing . This is valuable information for avoiding counter-trend positioning during powerful directional moves. MAX Score — Rare Structural Events: The scoring system fires less frequently than its companion (HMSS - Impulse Monitor), but when it does reach MAX Score levels, it indicates extreme structural tension — the kind that historically precedes major pivots. These are rare events measured in hours or days, not minutes. When NOT to expect detections: Markets can and often WILL pivot without the indicator firing. This tool is designed for major structural transitions . Smaller corrections and intraday reversals may occur without elevated readings — that's what HMSS - Impulse Monitor is for. This is intentional: higher-score conditions are designed to be relatively rare, not a daily occurrence. If your approach values selectivity, it may help to treat elevated readings as “patient-wait” moments — markets often reward waiting for cleaner, high-confluence regimes rather than forcing a setup every session. Think of the scoring system as a tectonic pressure gauge — most of the time it shows normal readings, but when stress accumulates to extreme levels, it provides valuable context for understanding structural risk. It's your seismograph: particularly useful when markets approach rare structural thresholds. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 💡 FORMING DIVERGENCES — Real-Time Monitoring Important note for experienced traders: The indicator shows divergences that are CURRENTLY FORMING , not confirmed ones. This is Real-Time Monitoring mode — scoring updates every tick , allowing you to see the situation as it develops. ⚠️ No lookahead / no future leak: This script strictly uses lookahead=barmerge.lookahead_off (no future data is used in calculations). On historical data, scores are displayed based on closed candles. For better historical detail, use lower timeframe candles. If a "forming" pattern disappears — this is a normal part of real-time monitoring: the market changes, and the assessment/confluence recalculates accordingly. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📈 DIVERGENCE PERCENTAGES — WHAT THEY MEAN Percentages next to divergences show "Divergence Intensity" — how strongly price and oscillator have diverged between points. Note: The presence of a divergence itself is factored into the scoring system. However, the percentage values (intensity) are currently NOT included in Score calculation. We may add them in the future if we accumulate sufficient data confirming their statistical significance. For now, percentages serve as a visual hint for your own analysis — an additional confirmation filter. Note: The indicator also draws forming divergence lines directly on the price chart — for 6 key oscillators (RSI, MACD, MFI, CCI, DRSI, CVD). ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🔧 SCORING SYSTEM COMPATIBILITY Statistical data profiles are available for: BTC, ETH, and SOL • Default mode is AUTO : BTC/ETH/SOL detected automatically; all other assets use 'ALTS' (ETH-based) profile • Manual Override: You can select a specific profile in settings if Bar Replay testing shows it tracks your asset's volatility better • Indicator readings as tools work on ANY assets and markets • For non-crypto instruments (Forex, Stocks): if alerts trigger too often or too rarely, adjust MAX SCORE Thresholds in settings Note: Alert threshold settings (Base, Total, MAX SCORE) also affect "Attention Level" and "Trade Type" display in the UI. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🔔 ALERT SYSTEM (4-STEP) The alert system is tiered (each step can be toggled on/off): Step 1: Base Score — Triggers when mathematical confluence reaches base threshold Step 2: Core Pattern — Triggers when algorithmic pattern is detected (Breakout/Formation) Step 3: Total Score — Triggers when total Score reaches threshold Step 4: MAX SCORE Alert — Final high-score alert (individual thresholds for BTC/ETH/SOL/ALT) Important: Alert thresholds simultaneously calibrate Attention and Trade Type in the UI. For automation (bots / webhook-based tools): use Webhook URL. Keep in mind that maximum score is often reached at the wick tip, not at candle close — backtesting on longer TFs may show delayed data. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🧩 HMSS ECOSYSTEM: HMSS - Context Engine vs. HMSS - Impulse Monitor This script (HMSS - Context Engine) is one half of a specialized two-module system. It is designed to work either as a standalone tool or alongside its companion, HMSS - Impulse Monitor. Why separate scripts? To maximize responsiveness and detail without hitting Pine Script resource limits (memory/execution time), the ecosystem is split into two specialized engines. Merging them would compromise real-time performance. Note: HMSS - Impulse Monitor is not a different preset of the same script — it is a separate engine with its own indicator set, pattern library, and calibration profiles designed for a different purpose and a different analytical scope. Key Differences & Synergy: Distinct Purpose (Macro vs. Micro): HMSS - Context Engine (This Script): Designed for "Market Context." It analyzes 1H/4H/1D/1W structures to identify global trends and major structural pivots. HMSS - Impulse Monitor (Companion): Designed for "Market Reaction." It monitors 5m/15m/30m specifically to detect local exhaustion, liquidation wicks, and immediate imbalances. Distinct Indicator Sets: Each engine includes components better suited for its timeframe domain. HMSS - Context Engine features structure-oriented indicators: ADX Exhaustion, OBV Divergence & Z-Score, Delta Histograms, VixFix (WVF), Basis, Williams A/D, and Pivot Distances. HMSS - Impulse Monitor incorporates VWAP Deviation and ATR Spikes — metrics more relevant for intraday dynamics. Distinct Calibration Profiles: While both engines are developed using historical market observations, their pattern libraries and threshold values are calibrated independently for their respective metric sets and use-cases. The same market event may register as "Extreme" on HMSS - Context Engine while appearing "Neutral" on HMSS - Impulse Monitor if local momentum remains stable — and vice versa. 💡 Synergy Scenarios (How to use them together): Experienced traders often combine both modules to refine market context and decision-making: • Trend Pullback: If HMSS - Context Engine indicates a strong Trend, but HMSS - Impulse Monitor shows "Extreme Overbought/Oversold" (correction against trend) — this often highlights a short-term counter-trend move within a larger structural trend. • Major Reversal Risk: If BOTH HMSS - Context Engine and HMSS - Impulse Monitor indicate "Max Score" / "Extreme Imbalance" simultaneously — this is a rare statistical event (confluence of macro and micro exhaustion) that historically correlates with significant structural reversals. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ⚙️ TECHNICAL NOTES 🕰️ Real-Time Monitor (No Past Labels): Crucial Concept: This tool is a Real-Time Monitor , not a "signal painter." It shows the market state HERE AND NOW — it does NOT draw historical Buy/Sell arrows or preserve past dashboard states. The only elements drawn on the chart are currently forming divergence lines. Calculation Heavy: We utilize maximum Pine Script limits for calculations. Initial loading may take up to 12-15 seconds — this reflects the precision and volume of processed data. After loading, the indicator operates without noticeable delays, processing data every tick . Chart TF Independence: The indicator analyzes fixed MTF streams, so your chart timeframe selection does not affect results. For reduced load and faster response, 5-60 minute charts are preferred. Recommended Chart Timeframe: For speed and lower load: 5–60 minutes (optimal) For detailed history, you can go down to lower timeframes, but this is a performance/memory tradeoff Bar Replay — How to See Past Performance: To understand how the Scoring Engine reacted to specific market moves (e.g., a past crash or pump), use Bar Replay Mode : 1s to 30s: Best accuracy (precise tick-emulation) 1 min: Acceptable (if your plan lacks seconds-based intervals) Higher TFs: Works, but for best detail — especially to see MAX Score events — lower TFs are recommended To manage the extensive database of pattern weights and profiles while maintaining high performance, this engine utilizes a custom optimized data structure. This ensures the script operates smoothly within Pine Script's resource limits without compromising the depth of historical analysis. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🔬 TECHNICAL APPROACH (for the curious) The indicator uses a proprietary compact data encoding system that allows transmitting information about divergences, their type, length, and intensity in a single numeric value. This enables efficient aggregation of data from multiple timeframes without exceeding Pine Script limits. The scoring system is built on the Statistical Pattern Matching principle: current indicator combinations are compared against a library of statistically significant patterns, each with its own weight and type (Formation/Breakout). ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🚀 QUICK START Add HYBRID MARKET SCORE SUITE - Context Engine to your chart. Position table (recommended: bottom-right ) and adjust Offset / Spacer so it doesn't overlap price action. In settings, toggle blocks by groups: Divergences / OB-OS / Z-Score / Special / Cumulative / Scoring — to match your trading style and load preferences. For comfortable operation, use chart TF 5–60m . ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🔄 DEVELOPMENT The indicator receives periodic updates, including statistical pattern refinements as new market data is accumulated, to maintain relevance with current market conditions. Update schedule is not guaranteed. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🛡️ DISCLAIMER This script is provided for informational and educational purposes only and does NOT constitute financial advice, investment advice, or a recommendation to buy/sell any asset. All examples, descriptions, and statistics are based on historical observations. Market conditions can change, patterns can fail, and signals/labels may disappear or update in real time. No results are guaranteed. Use this tool as one input among many. Always apply your own judgment, risk management, and independent verification (DYOR). Trading — especially with leverage — involves substantial risk, including the risk of total loss. You are solely responsible for your decisions and outcomes.
Индикатор Pine Script®
от MAXmks
Gann Odd-Number Levels (Raw Scale)Gann Odd‑Number Levels (Raw Scale) A clean, purpose‑built pane that visualizes Gann’s odd‑number sequence (1, 5, 9, 17, 25, 37, 49, 65, 81…) on its native scale, while syncing to price via an adaptive anchor. The result: raw Gann structure is easy to read, and you can quickly see how price reacts around each level. Key features Raw Gann scale in its own pane (no distortion from price scale) Pan/zoom aware anchoring via Visible Range or Follow Price Center level toggle to show the exact midpoint Gann Readable labels like G17(4) with optional price mapping Fine UX control for line widths, opacity, colors, label size & offset Label format G17(4) = Gann integer 17, sequence index/root 4 Optional | price lets you see the mapped price level How to use Default mode tracks price so you always see the nearest Gann structure. Switch to Visible Range to analyze structure based on what’s on screen. Increase label offset if you stack multiple indicators. If you find it useful, leave a like and let me know what you’d like to see next!
Индикатор Pine Script®
от samd5295
A.I. Optimus Prime [RubiXalgo]A.I. 👑 Optimus Prime – Advanced AI-Driven Trend Indicator **Inspired by the Rubik's Cube**: Just as speed cubers execute precise, rapid rotations to solve complex puzzles — even while juggling — this indicator mimics market dynamics through adaptive "rotations" of trend, volume, and momentum data. Powered by machine learning, Kalman filters, k-NN predictions, and dynamic scaling, it visualizes market "solutions" with intuitive color gradients and overlays. **Core Features**: - **Dual Kalman Trend Lines**: Fast (reactive) and Slow (stable) lines for trend direction, smoothed with adaptive noise filtering (volume or volatility models). - **AI Candle Coloring**: Gradient-based bar colors for bullish/bearish bias (Classic: green/red; Crypto: teal/purple). - **Multi-Timeframe Moving Averages**: Up to 5 customizable MAs (SMA/DEMA/TEMA/VWMA) with on-chart lines and trend table. - **Volume Profit-Trend Polyline**: Forward-projected volume delta prediction for potential price targets. - **Liquidation Window (LiqD)**: Dynamic trade setup with entry, stop loss, and multiple profit targets based on momentum and liquidations. - **Dynamic Volume Profile**: Linear regression-based channel with VPOC, highlighting high-volume nodes and liquidation zones. **Key Settings**: - VSQC Dynamic Scaling Lookback (default: 9) – Core speed for fast adaptations. - Maximum Length (default: 188) – Controls slower trend calculations. - Accelerator Multiplier (default: 6.6) – Adjusts responsiveness. - Trend Momentum Window & k-Neighbors – Fine-tune ML predictions. - Color Themes: Classic or Crypto. **Trading Signals** (High-Probability Setups): - **Longs**: Green fast/slow lines, price above dynamic EMA, green volume polyline up, bullish liquidation window active. Enter at green entry/target alignment; aim for 3:1+ RR. - **Shorts**: Red lines, price below EMA, red volume polyline down. Mirror for bearish setups. - Confluence: Combine with MTF table (green arrows dominant = bullish bias) and volume profile bounces. **Disclaimer**: For educational purposes only. Not financial advice. Trading involves risk; use at your own discretion. Past performance is not indicative of future results.
Индикатор Pine Script®
от Jesse_Geluk
Sai Scalper ProSai Scalper Pro – Feature Summary Trend Engine - ATR-based trailing stop with Fibonacci levels (61.8%, 78.6%, 88.6%) - Auto trend detection with swing point tracking Scalping Detection (0-10 Score) - Analyzes 7 factors: ATR compression, ADX, Volume, Range, Consolidation, RSI, BB Squeeze - Smart state machine with hysteresis to prevent false signals - Adjustable sensitivity & stability settings Cloud Modes (7 Options) - Full Zone, Entry Zone, Premium/Discount, Fib Bands, Upper/Middle/Lower Band Pro Dashboard - Real-time scalp score with visual meter - Entry quality rating & zone display - Suggested TP/SL based on ATR - Session detection (Sydney/Tokyo/London/NY) with overlap alerts - 3 styles (Minimal/Pro/Full) × 4 sizes × 9 positions Alerts - Scalp ready, Prime conditions (8+), Optimal entry zone - Direction-specific (Long/Short bias) Combines trend-following Fibonacci analysis with intelligent ranging detection for optimal scalping opportunities.
Индикатор Pine Script®
от Sai2k
TradeAxis Trendlines [BTCUSD]TradeAxis Trendlines is a rule-based trendline analysis indicator for TradingView. It automatically detects and plots filtered trendlines to help you monitor evolving structure on BTCUSD without manual drawing. What it plots Automatically mapped trendlines (with filtering to reduce noise) Optional higher-timeframe structure overlays (if enabled) Optional Position Tools Recommended baseline Designed/tuned for BTCUSD on the 15-minute timeframe as the baseline setup Alerts Built-in alert conditions are provided (configured in TradingView), including: New trendline created Trendline touch / interaction Additional structure/tool events (when enabled in settings) Inputs Line filtering controls (e.g., slope/steepness constraints) Visibility toggles for structure overlays Additional parameters to help adapt the display to your workflow
Индикатор Pine Script®
от tradeaxis_systems
High-Probability Scalper (Market Open)Market open is where volatility is real, spreads are tight, and momentum shows itself early. This scalping strategy is built specifically to operate during that window, filtering out low-quality signals that usually appear later in the session. Instead of trading all day, the logic is restricted to the first 90 minutes after market open, where continuation moves and fast pullbacks are more reliable. What This Strategy Does This script looks for short-term momentum alignment using: Fast vs slow EMA structure RSI confirmation to avoid chasing extremes ATR-based risk control Session-based filtering to trade only when volume matters It’s designed for intraday scalping, not swing trading. Core Trading Logic 1. Market Open Filter Trades are allowed only between 09:30 – 11:00 exchange time. This avoids low-liquidity chop and focuses on the period where most breakouts and reversals form. 2. Trend Confirmation Bullish bias: 9 EMA crosses above 21 EMA Bearish bias: 9 EMA crosses below 21 EMA This keeps trades aligned with short-term direction instead of random entries. 3. Momentum Check (RSI) RSI is used as a quality filter, not as an overbought/oversold signal. Long trades only when RSI is strong but not extended Short trades only when RSI shows weakness without exhaustion This removes late entries and reduces whipsaws. Entries & Exits Entries Executed only on confirmed candles No intrabar repainting One position at a time Risk Management Stop-loss based on ATR Take-profit calculated using a fixed risk–reward ratio Same structure for both long and short trades This keeps risk consistent across different symbols and volatility levels. Why This Strategy Works Better at Market Open Volume is highest False breakouts are fewer EMA crosses have follow-through RSI behaves more cleanly By not trading all day, the strategy avoids most of the noise that kills scalpers. Best Use Cases Index futures High-liquidity stocks Major crypto pairs during active sessions 1m to 5m timeframes What This Strategy Is NOT Not a martingale Not grid-based Not designed for ranging markets Not a “set and forget” system It’s a controlled scalping template meant for disciplined execution. How to Use It Properly Test on multiple symbols Adjust ATR length for volatility Tune RSI ranges per market Always forward-test before live alerts Final Note This strategy focuses on structure, timing, and risk, not indicator stacking. If you trade the open, this gives you a clear framework instead of emotional entries. If you want: Alerts Session customization News filters Partial exits You can extend this logic without breaking the core system.
Стратегия Pine Script®
от AIScripts
Crypto Compass | QuantEdgeBIntroducing Crypto Compass | QuantEdgeB Overview Crypto Compass | QuantEdgeB is a multi-asset market regime indicator that decodes the collective momentum and sentiment of the cryptocurrency space. By computing correlation-adjusted valuation across a basket of major tokens and blending them with the chart’s own momentum pulse, it delivers a real-time “compass” of risk-on/off regimes. Plotted as dual EMAs and color-coded candles, and accompanied by a comprehensive dashboard table, Crypto Compass guides traders through broad market cycles instead of isolated price swings. Key Features • Correlation-Adjusted Valuation Aggregation Computes individual valuation for the top 30 Market Cap tokens plus total-market indices; weights each by its correlation to Bitcoin, then averages. • Large-Cap-Only Mode Optionally restricts the basket to the top 10 by market cap for a streamlined “blue-chip” sentiment readout. • Composite Momentum Blend Mixes the basket average with the chart’s own valuation to capture both cross-asset and local momentum. • Dual EMA Overlay & Candle Coloring Plots 12- and 21-period EMAs colored by the composite valuation gradient; candles are likewise color-filled to reflect regime strength. • Interactive Dashboard Table Live “Crypto Compass Dashboard” shows, for each asset: o Current value & prior bar value o Rate of Change (direction arrow) o Duration since last EMA crossover o Current trend state (“Bullish” / “Bearish”) • Regime Labels & Risk-On/Off Signal Translates the composite valuation into four regimes—Contraction, Weak, Recovery, Strong—with a clear risk-on/off indicator banner. How It Works 1. Data Fetch & Valuation Computation o Retrieves price and a simple TPI (12 vs 21 EMA cross) for each symbol via request.security. o Calculates a rolling standard deviation over a lookback (length) for each asset and the chart. 2. Correlation Weighting o Measures each asset’s correlation to Bitcoin o Multiplies each asset’s value by its correlation coefficient to emphasize high-beta relationships. 3. Basket Averaging o Averages the top-N weighted value (10 if “Large Cap Only” is true, else all ) o Blends the final average with the chart’s own valuation 4. Visual & Table Overlays o EMAs (12, 21) and candles are colored via a gradient tied to zsumad thresholds. o A table grid at the bottom-right displays per-asset metrics and computes duration since TPI crossovers to flag trend longevity. 5. Regime Mapping  ≤ –1.5 ⇒ Contraction (Risk Off)  –1.5 to 0 ⇒ Weak (Risk Off)  0 to 1.5 ⇒ Recovery (Risk On)  1.5 ⇒ Strong (Risk On) How to Use / Who Should Use It • Crypto Portfolio Managers seeking a holistic market-wide directional bias before allocating capital. • Swing & Position Traders looking to confirm if cross-asset strength aligns with their primary coin. • Systematic Strategy Developers integrating regime filters into algorithmic models. • Risk-Conscious Allocators wanting an early warning on risk-off contractions vs. risk-on expansions. Default Settings • Plot EMA: On • Value Lookback Length: 90 • BTC Correlation Length: 195 • Large Cap Only: True Conclusion Crypto Compass distills complex cross-asset dynamics into a single, actionable gauge. By combining correlation-weighted valuation, blended momentum, and dynamic regime mapping—visualized through color-coded EMAs, candles, and a rich dashboard—it empowers traders to navigate the broader crypto market cycle with clarity and confidence. 🔹 Disclaimer : Past performance is not indicative of future results. No trading strategy can guarantee success in financial markets. 🔹 Strategic Advice : Always backtest, optimize, and align parameters with your trading objectives and risk tolerance before live trading.
Индикатор Pine Script®
от QuantEdgeB
Day BreakerIndicator Featuring VWAP with Target and Stop Loss This setup is ideal for day trading, providing precise stop loss points. The chart also highlights yesterday's high, low, and close prices for your reference.This approach allows traders to make informed decisions by combining volume-weighted average price (VWAP) analysis with key historical price levels. By setting clear target and stop loss limits, traders can effectively manage risk while potentially maximizing their returns. The inclusion of yesterday’s high, low, and close prices offers valuable context, helping to identify potential support and resistance levels. This comprehensive strategy not only enhances technical analysis but also supports disciplined trading practices, enabling traders to stay focused and make confident moves in the fast-paced world of day trading.
Индикатор Pine Script®
от researchdeskatgwcindia
ChromaFlows Momentum Index | LUPENIndicator Guide: ChromaFlows Momentum Index Overview The ChromaFlows Momentum Index is a next-generation momentum oscillator designed to filter out market noise and visualize pure trend strength. Unlike traditional indicators that often give conflicting signals, ChromaFlows uses a Consensus Algorithm. It simultaneously analyzes three distinct engines—RSI, Fast Stochastic, and Slow Stochastic—and only lights up when they all agree on the market direction. The result is a fluid, glowing "Wave" that provides an immediate visual read on market sentiment: Green Glow: Strong Bullish Consensus (Safe to buy/hold). Red Glow: Strong Bearish Consensus (Safe to sell/short). Gray/Neutral: Indecision or Choppy Market (Stay out or tread carefully). Key Visual Components 1. The Gradient Wave (Main Oscillator) This is the heartbeat of the indicator. It is usually based on the Slow Stochastic (customizable in settings) but its color is determined by the Consensus Logic. How to read it: The higher the wave, the more overbought; the lower, the more oversold. However, pay attention to the Glow Intensity. A bright, solid color indicates all underlying indicators are aligned. 2. The SMI Line (Gold Line) Overlaid on the wave is the SMI (Stochastic Momentum Index) Blau line. This acts as a fast-moving "Signal Line". Usage: Watch for how this line interacts with the main wave. It leads price action and often signals reversals before they happen. 3. Signal Arrows (Triangles on the Wave) ▲ Cyan Triangle: SMI Crossover UP. This occurs when the Main Wave crosses above the SMI Signal line. This is a potential Long Entry. ▼ Magenta Triangle: SMI Crossover DOWN. This occurs when the Main Wave crosses below the SMI Signal line. This is a potential Short Entry. 4. Hull Trend Markers (Circles/Shapes at Edges) Located at the very top and bottom of the indicator panel are the Hull Moving Average (HMA) filters. Bottom Blue/Green Marker: The longer-term Hull Trend is UP. Top Orange/Red Marker: The longer-term Hull Trend is DOWN. How to Trade Strategy ✅ The "Flow" Setup (High Probability) This strategy focuses on taking trades with the momentum consensus. Wait for the Glow: Look for the Wave to turn Neon Green (Bullish) or Neon Red (Bearish). This confirms momentum is present. Check the Filter: Ensure the Hull Trend Marker (at the top/bottom) matches the wave color (e.g., Blue marker + Green Wave). The Trigger: Enter when a Triangle Signal Arrow appears in the direction of the color. Example: Wave is Green + Cyan Triangle appears = STRONG BUY. ⚠️ The "Reversal" Setup (Aggressive) Divergence: Price makes a new high, but the ChromaFlows Wave makes a lower high. Color Shift: The wave changes from Green to Gray (Neutral), indicating momentum is dying. The Trigger: Wait for a Magenta Triangle (Cross Down) to confirm the reversal. ⛔ The "No-Trade" Zone When the Wave is Gray and hovering near the zero line, the markets are ranging or the indicators are conflicting. It is statistically safer to stand aside until the "ChromaFlow" (Green or Red color) returns. Settings Configuration Wave Source: Choose which oscillator drives the main wave (Default: Stochastic_2). Consensus Sensitivity: Adjust the periods of the RSI and Stochastics to make the "Glow" appear faster (more signals) or slower (more filtering). Visuals: All colors are fully customizable via Hex codes to match your chart theme.
Индикатор Pine Script®
от Horazio
TriPulse Volume Bounds | QuantEdgeBTriPulse Volume Bounds | QuantEdgeB 🔍 Overview TriPulse Volume Bounds | QuantEdgeB (𝓣𝓟𝓥𝓞) is a volume-weighted, volatility-adaptive oscillator built to spot high-conviction expansion moves. It first applies a triple-smooth price engine as a refined input, then computes a VWMA anchored to volume participation and measures how far price deviates from it (in %). Dynamic upper/lower bounds are then generated from the oscillator’s own volatility (standard deviation), creating a self-adjusting channel. When the oscillator breaks above/below these bounds, 𝓣𝓟𝓥𝓞 flips into clear Long / Short regimes—supported by rich visuals, alerts, optional backtest tables, and a dedicated TPVO Sensor table that grades momentum/impulse/drive and conviction strength. ✨ Key Features 1. 🧠 TriPulse Source Engine (Triple-Smooth Input) - Uses a triple-smoothed price series as the oscillator’s “signal-grade” input to reduce noise while staying responsive. 2. 📊 Volume-Weighted Anchor (VWMA) - Builds a VWMA baseline using volume as weight, so moves backed by participation matter more than thin-market drift. 3. 📏 Percent Deviation Oscillator - Computes oscillator value as: 100 × (close − VWMA) / VWMA, producing a clean “distance-from-value” readout. 4. ⚡ Dynamic Volatility Bounds - Upper/lower thresholds are derived from stdev(avwo) over a lookback length and scaled by: – Adaptive Multiplier (volatility scaling) – Upper/Lower multipliers (asymmetric sensitivity) 5. 🎯 Regime Signals - Long when AVWO > Upper Bound - Short when AVWO < Lower Bound - Neutral otherwise (inside bounds) 6. 🎨 Visual & Alerts - Plots the oscillator with regime-sensitive coloring and fill behavior. - Highlights the active bound when a long/short is triggered. - Colors candles to match the current regime. - Optional Long/Short labels on confirmed flips. - Alert conditions on regime crossovers. 7- 📊 Backtest Table (Optional) - Built-in backtest table from a chosen start date. - Two display modes: standard table or overlaid table. 8. ♞ TPVO Sensor Table (Built-In Intelligence Layer) - A dedicated on-chart dashboard that summarizes direction + quality of the current move using strength bars and momentum staging. 💼 Use Cases • Breakout Confirmation: Catch expansion moves only when deviation exceeds adaptive bounds. • Volume-Validated Momentum: Filter out weak pushes that aren’t supported by volume-weighted structure. • Trend Regime Filter: Use TPVO state (Long/Short/Neutral) to gate entries from other strategies. • Market Condition Read: Quickly determine whether price is drifting (neutral) or expanding (signal). 🎯 For Who • Momentum & breakout traders who want confirmation beyond simple crosses. • Volatility-aware traders who prefer thresholds that expand/contract automatically. • System builders who need a robust regime variable plus strength grading. • Discretionary traders who want fast visual clarity (fills, candle colors, sensor table). ⚙️ Default Settings • Tripple Smooth Length (VWMA base input): 30 • Volume Weighted Length: 30 • Threshold Volatility Length: 27 • Upper Threshold Multiplier: 1.8 • Lower Threshold Multiplier: 0.8 • Adaptive Multiplier: 0.85 • Color Mode: Alpha • Color Transparency: 60 • Labels: Off by default • Backtest Table: On (toggleable) • Backtest Table Overlaid: On (toggleable) • Backtest Start Date: 09 Oct 2017 • TPVO Sensor Table Position: Top Right (default input) ♞ TPVO Sensor Table (What It Shows) The TPVO Sensor is an on-chart dashboard designed to summarize both direction and signal quality: • Direction: o “Up / Down / Flat” determined by the oscillator’s short-term slope. • Momentum: o A normalized rate-of-change read, labeled as Positive / Negative / Neutral. • Impulse: o A velocity label derived from smoothed momentum (Strong / Weak / Stalling). • Drive: o A staged classification combining momentum + velocity: o Strong Upside / Fading Upside / Strong Downside / Fading Downside / Neutral • Bull / Bear Strength Bars: o Two progress bars that visualize current strength as a percentage. o In neutral regimes, it shows potential; in active long/short regimes, it shows conviction. • Signal Line: o Displays: Signal ⟹ Long / Short / Cash, matching the active TPVO regime. 📌 Conclusion TriPulse Volume Bounds | QuantEdgeB (𝓣𝓟𝓥𝓞) combines a triple-smooth input, a volume-weighted anchor, and adaptive volatility bounds to produce a clean oscillator that highlights true expansion moves. With regime states, rich fills, alerts, backtest options, and the TPVO Sensor table for momentum/impulse/drive + strength grading, it’s a compact all-in-one tool for spotting and validating regime shifts. 🔹 Disclaimer: Past performance is not indicative of future results. Always backtest and align settings with your risk tolerance and objectives before live trading. 🔹 Strategic Advice: Always backtest, optimize, and align parameters with your trading objectives and risk tolerance before live trading.
Индикатор Pine Script®
от QuantEdgeB
Adaptive ML Trailing Stop [BOSWaves]Adaptive ML Trailing Stop – Regime-Aware Risk Control with KAMA Adaptation and Pattern-Based Intelligence Overview Adaptive ML Trailing Stop is a regime-sensitive trailing stop and risk control system that adjusts stop placement dynamically as market behavior shifts, using efficiency-based smoothing and pattern-informed biasing. Instead of operating with fixed ATR offsets or rigid trailing rules, stop distance, responsiveness, and directional treatment are continuously recalculated using market efficiency, volatility conditions, and historical pattern resemblance. This creates a live trailing structure that responds immediately to regime change - contracting during orderly directional movement, relaxing during rotational conditions, and applying probabilistic refinement when pattern confidence is present. Price is therefore assessed relative to adaptive, condition-aware trailing boundaries rather than static stop levels. Conceptual Framework Adaptive ML Trailing Stop is founded on the idea that effective risk control depends on regime context rather than price location alone. Conventional trailing mechanisms apply constant volatility multipliers, which often results in trend suppression or delayed exits. This framework replaces static logic with adaptive behavior shaped by efficiency state and observed historical outcomes. Three core principles guide the design: Stop distance should adjust in proportion to market efficiency. Smoothing behavior must respond to regime changes. Trailing logic benefits from probabilistic context instead of fixed rules. This shifts trailing stops from rigid exit tools into adaptive, regime-responsive risk boundaries. Theoretical Foundation The indicator combines adaptive averaging techniques, volatility-based distance modeling, and similarity-weighted pattern analysis. Kaufman’s Adaptive Moving Average (KAMA) is used to quantify directional efficiency, allowing smoothing intensity and stop behavior to scale with trend quality. Average True Range (ATR) defines the volatility reference, while a K-Nearest Neighbors (KNN) process evaluates historical price patterns to introduce directional weighting when appropriate. Three internal systems operate in tandem: KAMA Efficiency Engine : Evaluates directional efficiency to distinguish structured trends from range conditions and modulate smoothing and stop behavior. Adaptive ATR Stop Engine : Expands or contracts ATR-derived stop distance based on efficiency, tightening during strong trends and widening in low-efficiency environments. KNN Pattern Influence Layer : Applies distance-weighted historical pattern outcomes to subtly influence stop placement on both sides. This design allows stop behavior to evolve with market context rather than reacting mechanically to price changes. How It Works Adaptive ML Trailing Stop evaluates price through a sequence of adaptive processes: Efficiency-Based Regime Identification : KAMA efficiency determines whether conditions favor trend continuation or rotational movement, influencing stop sensitivity. Volatility-Responsive Scaling : ATR-based stop distance adjusts automatically as efficiency rises or falls. Pattern-Weighted Adjustment : KNN compares recent price sequences to historical analogs, applying confidence-based bias to stop positioning. Adaptive Stop Smoothing : Long and short stop levels are smoothed using KAMA logic to maintain structural stability while remaining responsive. Directional Trailing Enforcement : Stops advance only in the direction of the prevailing regime, preserving invalidation structure. Gradient Distance Visualization : Gradient fills reflect the relative distance between price and the active stop. Controlled Interaction Markers : Diamond markers highlight meaningful stop interactions, filtered through cooldown logic to reduce clustering. Together, these elements form a continuously adapting trailing stop system rather than a fixed exit mechanism. Interpretation Adaptive ML Trailing Stop should be interpreted as a dynamic risk envelope: Long Stop (Green) : Acts as the downside invalidation level during bullish regimes, tightening as efficiency improves. Short Stop (Red) : Serves as the upside invalidation level during bearish regimes, adjusting width based on efficiency and volatility. Trend State Changes : Regime flips occur only after confirmed stop breaches, filtering temporary price spikes. Gradient Depth : Deeper gradient penetration indicates increased extension from the stop rather than imminent reversal. Pattern Influence : KNN weighting affects stop behavior only when historical agreement is strong and remains neutral otherwise. Distance, efficiency, and context outweigh isolated price interactions. Signal Logic & Visual Cues Adaptive ML Trailing Stop presents two primary visual signals: Trend Transition Circles : Display when price crosses the opposing trailing stop, confirming a regime change rather than anticipating one. Stop Interaction Diamonds : Indicate controlled contact with the active stop, subject to cooldown filtering to avoid excessive signals. Alert generation is limited to confirmed trend transitions to maintain clarity. Strategy Integration Adaptive ML Trailing Stop fits within trend-following and risk-managed trading approaches: Dynamic Risk Framing : Use adaptive stops as evolving invalidation levels instead of fixed exits. Directional Alignment : Base execution on confirmed regime state rather than speculative reversals. Efficiency-Based Tolerance : Allow greater price fluctuation during inefficient movement while enforcing tighter control during clean trends. Pattern-Guided Refinement : Let KNN influence adjust sensitivity without overriding core structure. Multi-Timeframe Context : Apply higher-timeframe efficiency states to inform lower-timeframe stop responsiveness. Technical Implementation Details Core Engine : KAMA-based efficiency measurement with adaptive smoothing Volatility Model : ATR-derived stop distance scaled by regime Machine Learning Layer : Distance-weighted KNN with confidence modulation Visualization : Directional trailing stops with layered gradient fills Signal Logic : Regime-based transitions and controlled interaction markers Performance Profile : Optimized for real-time chart execution Optimal Application Parameters Timeframe Guidance: 1 - 5 min : Tight adaptive trailing for short-term momentum control 15 - 60 min : Structured intraday trend supervision 4H - Daily : Higher-timeframe regime monitoring Suggested Baseline Configuration: KAMA Length : 20 Fast/Slow Periods : 15 / 50 ATR Period : 21 Base ATR Multiplier : 2.5 Adaptive Strength : 1.0 KNN Neighbors : 7 KNN Influence : 0.2 These suggested parameters should be used as a baseline; their effectiveness depends on the asset volatility, liquidity, and preferred entry frequency, so fine-tuning is expected for optimal performance. Parameter Calibration Notes Use the following adjustments to refine behavior without altering the core logic: Excessive chop or overreaction : Increase KAMA Length, Slow Period, and ATR Period to reinforce regime filtering. Stops feel overly permissive : Reduce the Base ATR Multiplier to tighten invalidation boundaries. Frequent false regime shifts : Increase KNN Neighbors to demand stronger historical agreement. Delayed adaptation : Decrease KAMA Length and Fast Period to improve responsiveness during regime change. Adjustments should be incremental and evaluated over multiple market cycles rather than isolated sessions. Performance Characteristics High Effectiveness: Markets exhibiting sustained directional efficiency Instruments with recurring structural behavior Trend-oriented, risk-managed strategies Reduced Effectiveness: Highly erratic or event-driven price action Illiquid markets with unreliable volatility readings Integration Guidelines Confluence : Combine with BOSWaves structure or trend indicators Discipline : Follow adaptive stop behavior rather than forcing exits Risk Framing : Treat stops as adaptive boundaries, not forecasts Regime Awareness : Always interpret stop behavior within efficiency context Disclaimer Adaptive ML Trailing Stop is a professional-grade adaptive risk and regime management tool. It does not forecast price movement and does not guarantee profitability. Results depend on market conditions, parameter selection, and disciplined execution. BOSWaves recommends deploying this indicator within a broader analytical framework that incorporates structure, volatility, and contextual risk management.
Индикатор Pine Script®
от BOSWaves
2
TradeAxis Trendlines [ETHUSD]TradeAxis Trendlines is a rule-based trendline analysis indicator for TradingView. It automatically detects and plots filtered trendlines to help you monitor evolving structure on ETHUSD without manual drawing. What it plots Automatically mapped trendlines (with filtering to reduce noise) Optional higher-timeframe structure overlays (if enabled) Optional Position Tools Recommended baseline Designed/tuned for ETHUSD the 30-minute timeframe as the baseline setup Alerts Built-in alert conditions are provided (configured in TradingView), including: New trendline created Trendline touch / interaction Additional structure/tool events (when enabled in settings) Inputs Line filtering controls (e.g., slope/steepness constraints) Visibility toggles for structure overlays Additional parameters to help adapt the display to your workflow
Индикатор Pine Script®
от tradeaxis_systems
SD-Range Oscillator | QuantEdgeBSD-Range Oscillator | QuantEdgeB 🔍 Overview SD-Range Oscillator | QuantEdgeB (SDRO) is a normalized momentum oscillator that compresses a low-lag trend core into a 0–100 style range using standard-deviation (SD) bands. It builds a smooth baseline from a fast triple-smoothed average, wraps it with ±2×SD volatility bounds, then normalizes the core value inside that envelope. Clear Long/Short regimes trigger when the normalized value crosses user-defined thresholds, with optional labels, regime-colored candles, and intuitive filled zones. ✨ Key Features 1.⚡ Low-Lag Core (Triple-Smooth Engine) - Uses a fast, low-lag triple-smoothed average as the oscillator’s primary signal input. - Helps keep momentum readings responsive while filtering noise. 2. 📏 SD Volatility Envelope (±2×SD) - Builds a volatility channel around a smoothed baseline using standard deviation. - Automatically adapts to changing market turbulence. 3. 🧮 Normalized Range Output - Converts the core signal into a normalized value by mapping it between the upper/lower SD bounds. - Makes readings consistent across assets and timeframes. 4. 🎯 Threshold-Based Regimes - Long when the normalized value exceeds the Long threshold. - Short when it falls below the Short threshold. - Includes an additional safety filter to reduce “forced” longs when price is already extended near the upper envelope. 5. 🎨 Visual Clarity & Zones - Regime-colored oscillator line and candles. - Filled SD bands around the baseline for quick volatility context. - Optional highlight fills between the oscillator and thresholds to show active long/short phases. - Extra OB/OS background zones for quick overextension awareness. 6. 🔔 Signals & Alerts - Optional “Long/Short” labels on confirmed regime flips. - Alert conditions fire on long/short regime crossovers. 💼 Use Cases • Momentum Confirmation: Validate breakouts by requiring SDRO to hold above the Long threshold. • Mean-Reversion Awareness: Watch for extreme normalized readings near upper/lower bounds. • Regime Filtering: Use SDRO state (Long/Short/Neutral) to filter trades from other systems. • Cross-Market Comparison: Normalization makes it easier to compare momentum across different tickers. 🎯 For Who • Trend traders who want a clean momentum filter with adaptive volatility context. • System builders needing a simple regime variable (1 / -1 / neutral) to gate entries. • Discretionary traders who like visual confirmation (fills, candle coloring, threshold zones). • Multi-asset traders who benefit from normalized, comparable oscillator readings. ⚙️ Default Settings • TEMA Period: 7 • Base Length (SMMA): 25 • Long Threshold: 55 • Short Threshold: 45 • SD Multiplier: 2× (fixed in code) • Color Mode: Alpha • Color Transparency: 60 • Labels: Off by default 📌 Conclusion SD-Range Oscillator | QuantEdgeB blends a low-lag triple-smoothed core with an adaptive SD envelope to produce a normalized, easy-to-read momentum signal. With clear threshold regimes, volatility-aware context, and strong visuals (fills + candle coloring), SDRO helps separate meaningful momentum shifts from noise across any asset or timeframe. 🔹 Disclaimer: Past performance is not indicative of future results. Always backtest and align settings with your risk tolerance and objectives before live trading. 🔹 Strategic Advice: Always backtest, optimize, and align parameters with your trading objectives and risk tolerance before live trading.
Индикатор Pine Script®
от QuantEdgeB