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DARVAS BOX V5 Darvas Box indicator from Pine Script v3 to v5 with these improvements: Triangle breakout signals (green up, red down) Toggle option to show/hide signals Breakout detection logic that tracks when price exits the box Alert conditions for both upside and downside breakouts Color Options: Customize all visual elements to match your preferences: Adjustable colors for top and bottom box lines Custom colors for bullish and bearish breakout triangles Flexible styling to fit any chart theme"
Индикатор Pine Script®
от el1live
RSI Bollinger Bands [DCAUT]█ RSI Bollinger Bands 📊 ORIGINALITY & INNOVATION The RSI Bollinger Bands indicator represents a meaningful advancement in momentum analysis by combining two proven technical tools: the Relative Strength Index (RSI) and Bollinger Bands. This combination addresses a significant limitation in traditional RSI analysis - the use of fixed overbought/oversold thresholds (typically 70/30) that fail to adapt to changing market volatility conditions. Core Innovation: Rather than relying on static threshold levels, this indicator applies Bollinger Bands statistical analysis directly to RSI values, creating dynamic zones that automatically adjust based on recent momentum volatility. This approach helps reduce false signals during low volatility periods while remaining sensitive to genuine extremes during high volatility conditions. Key Enhancements Over Traditional RSI: Dynamic Thresholds: Overbought/oversold zones adapt to market conditions automatically, eliminating the need for manual threshold adjustments across different instruments and timeframes Volatility Context: Band width provides immediate visual feedback about momentum volatility, helping traders distinguish between stable trends and erratic movements Reduced False Signals: During ranging markets, narrower bands filter out minor RSI fluctuations that would trigger traditional fixed-threshold signals Breakout Preparation: Band squeeze patterns (similar to price-based BB) signal potential momentum regime changes before they occur Self-Referencing Analysis: By measuring RSI against its own statistical behavior rather than arbitrary levels, the indicator provides more relevant context 📐 MATHEMATICAL FOUNDATION Two-Stage Calculation Process: Stage 1: RSI Calculation RSI = 100 - (100 / (1 + RS)) where RS = Average Gain / Average Loss over specified period The RSI normalizes price momentum into a bounded 0-100 scale, making it ideal for statistical band analysis. Stage 2: Bollinger Bands on RSI Basis = MA(RSI, BB Length) Upper Band = Basis + (StdDev(RSI, BB Length) × Multiplier) Lower Band = Basis - (StdDev(RSI, BB Length) × Multiplier) Band Width = Upper Band - Lower Band The Bollinger Bands measure RSI's standard deviation from its own moving average, creating statistically-derived dynamic zones. Statistical Interpretation: Under normal distribution assumptions with default 2.0 multiplier, approximately 95% of RSI values should fall within the bands Band touches represent statistically significant momentum extremes relative to recent behavior Band width expansion indicates increasing momentum volatility (strengthening trend or increasing uncertainty) Band width contraction signals momentum consolidation and potential regime change preparation 📊 COMPREHENSIVE SIGNAL ANALYSIS Visual Color Signals: This indicator features dynamic color fills that highlight extreme momentum conditions: Green Fill (Above Upper Band): Appears when RSI breaks above the upper band, indicating exceptionally strong bullish momentum Represents dynamic overbought zone - not necessarily a reversal signal but a warning of extreme conditions In strong uptrends, green fills can persist as RSI "rides the band" - this indicates sustained momentum strength Exit of green zone (RSI falling back below upper band) often signals initial momentum weakening Red Fill (Below Lower Band): Appears when RSI breaks below the lower band, indicating exceptionally weak bearish momentum Represents dynamic oversold zone - potential reversal or continuation signal depending on trend context In strong downtrends, red fills can persist as RSI "rides the band" - this indicates sustained selling pressure Exit of red zone (RSI rising back above lower band) often signals initial momentum recovery Position-Based Signals: Upper Band Interactions: RSI Touching Upper Band: Dynamic overbought condition - momentum is extremely strong relative to recent volatility, potential exhaustion or continuation depending on trend context RSI Riding Upper Band: Sustained strong momentum, often seen in powerful trends, not necessarily an immediate reversal signal but warrants monitoring for exhaustion RSI Crossing Below Upper Band: Initial momentum weakening signal, particularly significant if accompanied by price divergence Lower Band Interactions: RSI Touching Lower Band: Dynamic oversold condition - momentum is extremely weak relative to recent volatility, potential reversal or continuation of downtrend RSI Riding Lower Band: Sustained weak momentum, common in strong downtrends, monitor for potential exhaustion RSI Crossing Above Lower Band: Initial momentum strengthening signal, early indication of potential reversal or consolidation Basis Line Signals: RSI Above Basis: Bullish momentum regime - upward pressure dominant RSI Below Basis: Bearish momentum regime - downward pressure dominant Basis Crossovers: Momentum regime shifts, more significant when accompanied by band width changes RSI Oscillating Around Basis: Balanced momentum, often indicates ranging market conditions Volatility-Based Signals: Band Width Patterns: Narrow Bands (Squeeze): Momentum volatility compression, often precedes significant directional moves, similar to price coiling patterns Expanding Bands: Increasing momentum volatility, indicates trend acceleration or growing uncertainty Narrowest Band in 100 Bars: Extreme compression alert, high probability of upcoming volatility expansion Advanced Pattern Recognition: Divergence Analysis: Bullish Divergence: Price makes lower lows while RSI touches or stays above previous lower band touch, suggests downward momentum weakening Bearish Divergence: Price makes higher highs while RSI touches or stays below previous upper band touch, suggests upward momentum weakening Hidden Bullish: Price makes higher lows while RSI makes lower lows at the lower band, indicates strong underlying bullish momentum Hidden Bearish: Price makes lower highs while RSI makes higher highs at the upper band, indicates strong underlying bearish momentum Band Walk Patterns: Upper Band Walk: RSI consistently touching or staying near upper band indicates exceptionally strong trend, wait for clear break below basis before considering reversal Lower Band Walk: RSI consistently at lower band signals very weak momentum, requires break above basis for reversal confirmation 🎯 STRATEGIC APPLICATIONS Strategy 1: Mean Reversion Trading Setup Conditions: Market Type: Ranging or choppy markets with no clear directional trend Timeframe: Works best on lower timeframes (5m-1H) or during consolidation phases Band Characteristic: Normal to narrow band width Entry Rules: Long Entry: RSI touches or crosses below lower band, wait for RSI to start rising back toward basis before entry Short Entry: RSI touches or crosses above upper band, wait for RSI to start falling back toward basis before entry Confirmation: Use price action confirmation (candlestick reversal patterns) at band touches Exit Rules: Target: RSI returns to basis line or opposite band Stop Loss: Fixed percentage or below recent swing low/high Time Stop: Exit if position not profitable within expected timeframe Strategy 2: Trend Continuation Trading Setup Conditions: Market Type: Clear trending market with higher highs/lower lows Timeframe: Medium to higher timeframes (1H-Daily) Band Characteristic: Expanding or wide bands indicating strong momentum Entry Rules: Long Entry in Uptrend: Wait for RSI to pull back to basis line or slightly below, enter when RSI starts rising again Short Entry in Downtrend: Wait for RSI to rally to basis line or slightly above, enter when RSI starts falling again Avoid Counter-Trend: Do not fade RSI at bands during strong trends (band walk patterns) Exit Rules: Trailing Stop: Move stop to break-even when RSI reaches opposite band Trend Break: Exit when RSI crosses basis against trend direction with conviction Band Squeeze: Reduce position size when bands start narrowing significantly Strategy 3: Breakout Preparation Setup Conditions: Market Type: Consolidating market after significant move or at key technical levels Timeframe: Any timeframe, but longer timeframes provide more reliable breakouts Band Characteristic: Narrowest band width in recent 100 bars (squeeze alert) Preparation Phase: Identify band squeeze condition (bands at multi-period narrowest point) Monitor price action for consolidation patterns (triangles, rectangles, flags) Prepare bracket orders for both directions Wait for band expansion to begin Entry Execution: Breakout Confirmation: Enter in direction of RSI band breakout (RSI breaks above upper band or below lower band) Price Confirmation: Ensure price also breaks corresponding technical level Volume Confirmation: Look for volume expansion supporting the breakout Risk Management: Stop Loss: Place beyond consolidation pattern opposite extreme Position Sizing: Use smaller size due to false breakout risk Quick Exit: Exit immediately if RSI returns inside bands within 1-3 bars Strategy 4: Multi-Timeframe Analysis Timeframe Selection: Higher Timeframe: Daily or 4H for trend context Trading Timeframe: 1H or 15m for entry signals Confirmation Timeframe: 5m or 1m for precise entry timing Analysis Process: Trend Identification: Check higher timeframe RSI position relative to bands, trade only in direction of higher timeframe momentum Setup Formation: Wait for trading timeframe RSI to show pullback to basis in trending direction Entry Timing: Use confirmation timeframe RSI band touch or crossover for precise entry Alignment Confirmation: All timeframes should show RSI moving in same direction for highest probability setups 📋 DETAILED PARAMETER CONFIGURATION RSI Source: Close (Default): Standard price point, balances responsiveness and reliability HL2: Reduces noise from intrabar volatility, provides smoother RSI values HLC3 or OHLC4: Further smoothing for very choppy markets, slower to respond but more stable Volume-Weighted: Consider using VWAP or volume-weighted prices for additional liquidity context RSI Length Parameter: Shorter Periods (5-10): More responsive but generates more signals, suitable for scalping or very active trading, higher noise level Standard (14): Default and most widely used setting, proven balance between responsiveness and reliability, recommended starting point Longer Periods (21-30): Smoother momentum measurement, fewer but potentially more reliable signals, better for swing trading or position trading Optimization Note: Test across different market regimes, optimal length often varies by instrument volatility characteristics RSI MA Type Parameter: RMA (Default): Wilder's original smoothing method, provides traditional RSI behavior with balanced lag, most widely recognized and tested, recommended for standard technical analysis EMA: Exponential smoothing gives more weight to recent values, faster response to momentum changes, suitable for active trading and trending markets, reduces lag compared to RMA SMA: Simple average treats all periods equally, smoothest output with highest lag, best for filtering noise in choppy markets, useful for long-term position analysis WMA: Weighted average emphasizes recent data less aggressively than EMA, middle ground between SMA and EMA characteristics, balanced responsiveness for swing trading Advanced Options: Full access to 25+ moving average types including HMA (reduced lag), DEMA/TEMA (enhanced responsiveness), KAMA/FRAMA (adaptive behavior), T3 (smoothness), Kalman Filter (optimal estimation) Selection Guide: RMA for traditional analysis and backtesting consistency, EMA for faster signals in trending markets, SMA for stability in ranging markets, adaptive types (KAMA/FRAMA) for varying volatility regimes BB Length Parameter: Short Length (10-15): Tighter bands that react quickly to RSI changes, more frequent band touches, suitable for active trading styles Standard (20): Balanced approach providing meaningful statistical context without excessive lag Long Length (30-50): Smoother bands that filter minor RSI fluctuations, captures only significant momentum extremes, fewer but higher quality signals Relationship to RSI Length: Consider BB Length greater than RSI Length for cleaner signals BB MA Type Parameter: SMA (Default): Standard Bollinger Bands calculation using simple moving average for basis line, treats all periods equally, widely recognized and tested approach EMA: Exponential smoothing for basis line gives more weight to recent RSI values, creates more responsive bands that adapt faster to momentum changes, suitable for trending markets RMA: Wilder's smoothing provides consistent behavior aligned with traditional RSI when using RMA for both RSI and BB calculations WMA: Weighted average for basis line balances recent emphasis with historical context, middle ground between SMA and EMA responsiveness Advanced Options: Full access to 25+ moving average types for basis calculation, including HMA (reduced lag), DEMA/TEMA (enhanced responsiveness), KAMA/FRAMA (adaptive to volatility changes) Selection Guide: SMA for standard Bollinger Bands behavior and backtesting consistency, EMA for faster band adaptation in dynamic markets, matching RSI MA type creates unified smoothing behavior BB Multiplier Parameter: Conservative (1.5-1.8): Tighter bands resulting in more frequent touches, useful in low volatility environments, higher signal frequency but potentially more false signals Standard (2.0): Default setting representing approximately 95% confidence interval under normal distribution, widely accepted statistical threshold Aggressive (2.5-3.0): Wider bands capturing only extreme momentum conditions, fewer but potentially more significant signals, reduces false signals in high volatility Adaptive Approach: Consider adjusting multiplier based on instrument characteristics, lower multiplier for stable instruments, higher for volatile instruments Parameter Optimization Workflow: Start with default parameters (RSI:14, BB:20, Mult:2.0) Test across representative sample period including different market regimes Adjust RSI length based on desired responsiveness vs stability tradeoff Tune BB length to match your typical holding period Modify multiplier to achieve desired signal frequency Validate on out-of-sample data to avoid overfitting Document optimal parameters for different instruments and timeframes Reference Levels Display: Enabled (Default): Shows traditional 30/50/70 levels for comparison with dynamic bands, helps visualize the adaptive advantage Disabled: Cleaner chart focusing purely on dynamic zones, reduces visual clutter for experienced users Educational Value: Keeping reference levels visible helps understand how dynamic bands differ from fixed thresholds across varying market conditions 📈 PERFORMANCE ANALYSIS & COMPETITIVE ADVANTAGES Comparison with Traditional RSI: Fixed Threshold RSI Limitations: In ranging low-volatility markets: RSI rarely reaches 70/30, missing tradable extremes In trending high-volatility markets: RSI frequently breaks through 70/30, generating excessive false reversal signals Across different instruments: Same thresholds applied to volatile crypto and stable forex pairs produce inconsistent results Threshold Adjustment Problem: Manually changing thresholds for different conditions is subjective and lagging RSI Bollinger Bands Advantages: Automatic Adaptation: Bands adjust to current volatility regime without manual intervention Consistent Logic: Same statistical approach works across different instruments and timeframes Reduced False Signals: Band width filtering helps distinguish meaningful extremes from noise Additional Information: Band width provides volatility context missing in standard RSI Objective Extremes: Statistical basis (standard deviations) provides objective extreme definition Comparison with Price-Based Bollinger Bands: Price BB Characteristics: Measures absolute price volatility Affected by large price gaps and outliers Band position relative to price not normalized Difficult to compare across different price scales RSI BB Advantages: Normalized Scale: RSI's 0-100 bounds make band interpretation consistent across all instruments Momentum Focus: Directly measures momentum extremes rather than price extremes Reduced Gap Impact: RSI calculation smooths price gaps impact on band calculations Comparable Analysis: Same RSI BB appearance across stocks, forex, crypto enables consistent strategy application Performance Characteristics: Signal Quality: Higher Signal-to-Noise Ratio: Dynamic bands help filter RSI oscillations that don't represent meaningful extremes Context-Aware Alerts: Band width provides volatility context helping traders adjust position sizing and stop placement Reduced Whipsaws: During consolidations, narrower bands prevent premature signals from minor RSI movements Responsiveness: Adaptive Lag: Band calculation introduces some lag, but this lag is adaptive to current conditions rather than fixed Faster Than Manual Adjustment: Automatic band adjustment is faster than trader's ability to manually modify thresholds Balanced Approach: Combines RSI's inherent momentum lag with BB's statistical smoothing for stable yet responsive signals Versatility: Multi-Strategy Application: Supports both mean reversion (ranging markets) and trend continuation (trending markets) approaches Universal Instrument Coverage: Works effectively across equities, forex, commodities, cryptocurrencies without parameter changes Timeframe Agnostic: Same interpretation applies from 1-minute charts to monthly charts Limitations and Considerations: Known Limitations: Dual Lag Effect: Combines RSI's momentum lag with BB's statistical lag, making it less suitable for very short-term scalping Requires Volatility History: Needs sufficient bars for BB calculation, less effective immediately after major regime changes Statistical Assumptions: Assumes RSI values are somewhat normally distributed, extreme trending conditions may violate this Not a Standalone System: Like all indicators, should be combined with price action analysis and risk management Optimal Use Cases: Best for swing trading and position trading timeframes Most effective in markets with alternating volatility regimes Ideal for traders who use multiple instruments and timeframes Suitable for systematic trading approaches requiring consistent logic Suboptimal Conditions: Very low timeframes (< 5 minutes) where lag becomes problematic Instruments with extreme volatility spikes (gap-prone markets) Markets in strong persistent trends where mean reversion rarely occurs Periods immediately following major structural changes (new trading regime) USAGE NOTES This indicator is designed for technical analysis and educational purposes to help traders understand the interaction between momentum measurement and statistical volatility bands. The RSI Bollinger Bands has limitations and should not be used as the sole basis for trading decisions. Important Considerations: No Predictive Guarantee: Past band touches and patterns do not guarantee future price behavior Market Regime Dependency: Indicator performance varies significantly between trending and ranging market conditions Complementary Analysis Required: Should be used alongside price action, support/resistance levels, and fundamental analysis Risk Management Essential: Always use proper position sizing, stop losses, and risk controls regardless of signal quality Parameter Sensitivity: Different instruments and timeframes may require parameter optimization for optimal results Continuous Monitoring: Band characteristics change with market conditions, requiring ongoing assessment Recommended Supporting Analysis: Price structure analysis (support/resistance, trend lines) Volume confirmation for breakout signals Multiple timeframe alignment Market context awareness (news events, session times) Correlation analysis with related instruments The indicator aims to provide adaptive momentum analysis that adjusts to changing market volatility, but traders must apply sound judgment, proper risk management, and comprehensive market analysis in their decision-making process.
Индикатор Pine Script®
от DCAUT
Premarket Power Bar StrategyStep 1: Mark Your Levels Before the Open When: Between 9:00–9:25 AM ET Premarket High – the highest price before 9:30 AM Premarket Low – the lowest price before 9:30 AM
Use extended hours view on your chart platform. These levels act as magnets and turning points once the market opens. They form the foundation for your first trade of the day. Step 2: Let Price Come to the Level Do not chase early price action.
Wait for price to approach either the premarket high or low during regular market hours.
Look for a pause, hesitation, or test near the level. This keeps you from overtrading and forces you to wait for structure to form. Step 3: Watch for the Power Bar A power bar is a large-bodied candle with strong momentum and little to no wick on the opposite side.
It should form directly at the premarket level—not near it, not after a breakout. At the premarket low, a bullish power bar is your buy trigger. At the premarket high, a bearish power bar signals a short opportunity. No power bar? No trade. The level and the candle must come together to create the edge. (BONUS: As you identify specific patterns, eg, double bottoms, double tops, etc. look for those patterns near the premarket high or low) Step 4: Entry, Stop, and Target Entry: For longs: place your order just above the high of the bullish power bar For shorts: enter just below the low of the bearish power bar Stop: Long trade: just under the low of the power bar Short trade: just above the high of the power bar Profit Target Options: VWAP Prior day’s close Key support/resistance levels Keep your trade logic mechanical and consistent. Execution Guidelines Only trade when price reacts at your marked level Wait for the power bar to fully form before entering Do not jump in early or chase candles that form away from your levels
Индикатор Pine Script®
от elivgorelick
Extreme Candle Pattern Visualizer🟠 OVERVIEW This indicator compares the current candle's percentage change against historical data, then highlights past candles with equal or bigger magnitude of movement. Also, for all the highlighted past candles, it tracks how far price extends before recovering to its starting point. It also provides statistical context through percentile rankings. IN SHORT: Quickly spot similar price movements in the past and understand how unusual the current candle is using percentile rankings. 🟠 CORE CONCEPT The indicator operates on two fundamental principles: 1. Statistical Rarity Detection The script calculates the percentage change (open to close) of every candle within a user-defined lookback period and determines where the current candle ranks in this distribution. A candle closing at -9% might fall in the bottom 5th percentile, indicating it's more extreme than 95% of recent candles. This percentile ranking helps traders identify statistically unusual moves that often precede reversals or extended trends. 2. Recovery Path Mapping Once extreme candles are identified (those matching or exceeding the current candle's magnitude), the indicator tracks their subsequent price action. For bearish candles, it measures how far price dropped before recovering back to the candle's opening price. For bullish candles, it tracks how high price climbed before returning to the open. This reveals whether extreme moves typically extend further or reverse quickly. 🟠 PRACTICAL APPLICATIONS Mean Reversion Trading: Candles in extreme percentiles (below 10% or above 90%) often signal oversold/overbought conditions. The recovery lines show typical extension distances, helping traders set profit targets for counter-trend entries. Momentum Continuation: When extreme candles show small recovery percentages before price reverses back, it suggests strong directional momentum that may continue. Stop Loss Placement: Historical recovery data reveals typical extension ranges after extreme moves, informing more precise stop loss positioning beyond noise but before major reversals. Pattern Recognition: By visualizing how similar historical extremes resolved, traders gain context for current price action rather than trading in isolation. 🟠 VISUAL ELEMENTS Orange Circles: Mark historical candles with similar or greater magnitude to current candle Red Lines: Track downward extensions after bearish extreme candles Green Lines: Track upward extensions after bullish extreme candles Percentage Labels: Show exact extension distance from candle close to extreme point Percentile Label: Color-coded box displaying current candle's statistical ranking Hollow Candles: Background rendering for clean chart presentation 🟠 ORIGINALITY This indicator uniquely combines statistical percentile analysis with forward-looking recovery tracking. While many indicators identify extreme moves, few show what happened next across multiple historical instances simultaneously. The dual approach provides both the "how rare is this?" question (percentile) and "what typically happens after?" answer (recovery paths) in a single visual framework.
Индикатор Pine Script®
от osprey0
3
Relative Strength Ratio • Leader Shift Signals## Overview This indicator computes a **Relative Strength (RS) ratio** between your chart’s symbol and a reference symbol (e.g. BTC or index), then overlays an EMA-based trend filter and detects **RS divergences** via RSI on that ratio. It highlights when your symbol is leading vs lagging, and spots potential turning points via bullish/negative divergences. No alerts are forced, you get visual cues (lines & labels) only. --- ## How It Works 1. **RS Ratio** = (base symbol price) ÷ (reference symbol price). 2. Two EMAs (fast & slow) filter trend context and help identify “leader shifts” (when ratio crosses the fast EMA under trend constraints). 3. **RSI on the ratio** is used to detect divergences. We find swing highs/lows in the *ratio* and compare their RSI values: * **Bearish RS divergence**: ratio makes a higher high, but RSI makes a lower high * **Bullish RS divergence**: ratio makes a lower low, but RSI makes a higher low 4. When divergence is confirmed, the script draws connecting lines (and optional markers) on the RS ratio pane to visually flag them. 5. You can customize pivot sensitivity, minimum separation, colors, and toggles for which graphics to show. --- ## Best Usage Suggestions * Use a **reference symbol** that is meaningfully related (e.g. BTC for altcoins, SPX for equities, or a sector index for a stock). The interpretive power comes from seeing relative strength vs a meaningful peer. * On **higher timeframes** (4H, daily), divergences tend to carry more weight. On lower intraday charts, tighten pivot settings to avoid noise. * Prefer divergence signals when the RS ratio is also in a favorable trend (e.g. above its EMA for bullish divergences, below for bearish). Using the trend filter EMAs helps reduce false signals. * Always confirm divergence signals with **price structure, volume, or other momentum indicators**. Divergence is a warning or a hint—not a standalone trigger. * Because RSI on ratio is subject to noise, avoid over-tuning pivots too tight; broader pivot widths give more robust divergence lines. --- ## Inputs & Customization * **Reference Symbol & Timeframe** for ratio comparison * **Fast EMA / Slow EMA lengths** and slope threshold (trend filter) * **RSI length** applied to the RS ratio * **Pivot left / right bars** and **min separation** to define sturdy swings * **Toggle lines / markers** visibility, and pick colors for divergence, ratio, EMAs * Optional “shade” or fill modes (if you have them) --- ## Limitations & Disclaimers * Divergence does **not guarantee** reversals—it often signals **weakening momentum or potential turning zones**, which may not always play out. * In extremely volatile or fast-moving markets, divergence lines may lag or fail. * The script relies on historical data (no future lookahead). Because pivots are confirmed after a few bars, some signals show with delay. * As always: combine with price action, structure, risk management. This is a tool—not a magic eight ball. ---
Индикатор Pine Script®
от Blk0ut
Mean Reverting Suite [OmegaTools]Overview The Mean Reverting Suits (MR Suite) by OmegaTools is an advanced analytical and visualization framework designed to identify directional exhaustion, statistical overextensions, and conditions consistent with mean-reversion dynamics. It integrates three pillars into a single display: a composite momentum-normalized oscillator, a percentile-based extension model with volume contextualization, and a dynamic structural mapping engine built on confirmed pivots. The indicator does not generate signals or prescribe trade actions; it provides objective context so users can evaluate market balance and the likelihood that price is departing from its recent statistical baseline. Core logic The composite oscillator blends MFI on two horizons and RSI on HL2, then averages them to produce a stabilized mean-reversion gauge. Candle and bar colors are mapped by a dual gradient centered at 50. Readings above 50 progressively shift from neutral gray toward the bearish accent color to reflect increasing momentum saturation; readings below 50 shift from the bullish accent color toward gray to reflect potential accumulation or temporary undervaluation. This continuous mapping avoids rigid thresholds and conveys the strength and decay of momentum as a smooth spectrum. The percentile-based extension model measures the persistence of directional bias by tracking how many bars have elapsed since the last opposing condition. These rolling counts are compared to the 80th percentile of their own historical distributions stored in arrays. When a current streak exceeds its respective percentile, the environment is labeled as statistically extended in that direction. Background shading communicates this information and is modulated by relative volume, computed as live volume divided by a blended average of SMA(30) and EMA(11). Higher opacity implies greater liquidity participation during the extension. The structural mapping module uses confirmed pivot highs and lows at the chosen length to create persistent horizontal levels that extend forward and automatically maintain themselves until price invalidates or refreshes them. These levels represent market memory zones and assist in reading where reactions previously formed. The engine updates in real time, ensuring the framework continuously reflects the prevailing structure. Standard deviation and z-score overlay The updated version introduces a mean and dispersion layer. A simple moving average of HL2 over twice the length provides the reference mean. Dispersion is estimated as the moving average of the absolute deviation between close and the mean over five times the length. The z-score is computed as the distance of price from the mean divided by this dispersion proxy. Visual arrows highlight observations where the absolute z-score exceeds two standard deviations, offering a concise view of statistically unusual departures from the local mean. This layer complements the percentile extension model by adding an orthogonal measure of extremity based on distributional distance rather than run length. Visualization Candle bodies and borders inherit the oscillator’s gradient color, creating an immediate sense of directional pressure and potential momentum fatigue. The chart background activates when the extension model detects a statistically rare streak, using blue tones for bearish extension and red tones for bullish extension, with intensity scaling by relative volume. Horizontal lines denote active pivot-based levels, automatically extending, truncating, and refreshing as structure evolves. The z-score arrows appear only when deviations exceed the ±2 threshold, keeping the display focused on noteworthy statistical events. Inputs and configuration Length controls the sensitivity of all modules. Lower values make the oscillator and pivot detection more reactive; higher values smooth readings and widen structural context. Bullish and Bearish colors are user-selectable to match platform themes or accessibility requirements. Interpretation guidance A strong red background indicates an unusually extended bullish run in the presence of meaningful volume; a strong blue background indicates an unusually extended bearish run in the presence of meaningful volume. Candle gradients near deep bearish tones suggest oscillator readings well above 50; gradients near deep bullish tones suggest oscillator readings well below 50. Pivot lines mark the most recently confirmed structural levels that the market has reacted to. Z-score arrows denote points where price has moved beyond approximately two standard deviations of its local mean, signaling statistically uncommon distance rather than directional persistence. None of these elements are directives; they are objective descriptors designed to improve situational awareness. Advantages The framework is adaptive by design and self-normalizes to each instrument’s volatility and rhythm through percentile logic and dispersion-based distance. It is volume-aware, visually encoding liquidity pressure so that users can distinguish thin extensions from structurally significant ones. It reduces chart clutter by unifying momentum state, statistical extension, standard deviation distance, and structural levels into a single coherent view. It is asset- and timeframe-agnostic, suitable for intraday through swing horizons across futures, equities, FX, and digital assets. Usage notes MR Suite is intended for analytical and educational purposes. It does not provide trading signals, risk parameters, or strategy instructions. Users may employ its context alongside their own methodologies, risk frameworks, and execution rules. The indicator’s value derives from quantifying how unusual a move is, showing how much liquidity supports it, and anchoring that information to evolving structural references, thereby improving the clarity and consistency of discretionary assessment without prescribing actions.
Индикатор Pine Script®
от OmegaTools
Adaptive Z-Momentum (AZM) [Blk0ut]Adaptive Z-Momentum (AZM) is a momentum indicator that expresses the normalized deviation of price from a dynamic anchor (VWAP or EMA) in standard-score (z-score) terms, with adaptive “extreme” thresholds, trend sensitivity, and optional regime filtering. The line color, background shading, and labels help you visually discern when momentum is mild, building, or overextended. --- ## Features & Concept * Computes **z = (price – anchor) / σ**, where the anchor is either Session VWAP (intraday) or EMA (non-intraday). * Uses exponential moving averages (EWMA) to adaptively estimate the running mean and variance, making the indicator responsive to regime changes. * Defines an **adaptive extreme threshold** (±z threshold) based on the chosen percentile of |z| over a lookback window (e.g. 90th percentile) — dynamically adjusting to volatility environment. * Colors the main z-line **differently when inside vs. outside the extreme thresholds**, giving immediate visual feedback. * Optionally shades the background when momentum is over the extremes (bullish or bearish). * Supports a **self-tuning mode** (ADX-aware) that tightens or relaxes lookback/smoothing in strong trend vs. chop regimes. * Regime filtering options (EMA slope or ADX threshold) let you filter signals in trend vs. non-trend markets. * Plots Δz (the change in z) in various styles to help detect acceleration or deceleration in momentum. * Adds optional thrust/fade labels to highlight when z crosses ±extreme zones, or when momentum stalls. --- ## How to Use * Look for **z crossing** above zero (bullish momentum) or below zero (bearish momentum). * When **z enters the extreme band**, it suggests strong momentum; when it exits, that may indicate exhaustion or reversal. * Watch **Δz** (momentum acceleration) for clues of weakening or strengthening momentum before z itself reacts. * Use the **regime filter** to enforce that signals only count in favorable directional markets. * Customize inputs: lookback window, smoothing length, extreme percentile, ADX/auto settings, colors, etc., to match your trading style and timeframe. *Use VWAP as the anchor on intraday/session charts — because it resets each session, it highlights deviations from session “fair value” and captures volume-flow bias. *Use EMA on swing or multi-day charts — it doesn’t reset, so it preserves trend structure and gives a smoother momentum baseline across sessions. *In trending markets, EMA tends to deliver more reliable momentum extremes; in range or mean-reversion regimes, VWAP often gives more intuitive reversal zones. --- ## Limitations & Disclaimers * Like all indicators, AZM is **lagging** (though adaptive) and should not be used as a standalone entry/exit trigger — always combine with price action, structure, or confirmation. * The extreme thresholds are **percentile-based**, meaning in very quiet or very noisy periods, “extreme” may shift rapidly; use your eyes alongside the indicator. * Because the script uses historical data and smoothing, earlier bars may differ from real-time behavior. * Past behavior is no guarantee of future performance. Use proper risk management and test ideas on historical data before trading live. --- ## Inputs & Customization * **Anchor** mode: Session VWAP (intraday) or EMA * **Lookback window** and **smoothing EMA** for computing z * **Extreme percentile** (e.g. 90) to define ±z thresholds * **Auto / ADX-based tuning** to allow dynamic parameter changes in trending vs chop markets * **Regime filter** (EMA slope or ADX) to restrict signals to trending conditions * **Color settings** for inside vs outside extremes, background shading, zero line, Δz style, labels, etc. * **Show/hide labels**, choose Δz style (columns, histogram, line, etc.) --- ## Why It’s Useful By combining standard-score normalization with adaptive thresholds and regime sensitivity, AZM helps you see **relative momentum extremes** in a way that adjusts to market regime shifts. The dual visual cues (line color + background) reduce ambiguity at a glance. ---
Индикатор Pine Script®
от Blk0ut
ICT Levels Breach Scanner (12M Timeframe)Detects and scans for breaches of key Inner Circle Trader (ICT) concepts on the yearly (12M) chart: Swing Lows (3-bar wick pivots), Rejection Blocks (3-bar body pivots), Fair Value Gaps (3-bar inefficiencies), and Volume Imbalances (bullish body gaps ≥0.15%, unmitigated). Features: Tracks active levels with arrays for real-time breach detection (price low below any level triggers alert). Visuals: Blue solid lines (Swing Lows), orange dashed (Rejection Blocks), purple dotted (FVGs), green boxes (VIs)—all extending right. Red triangle + bgcolor alert on breach bar; built-in alertcondition for notifications. Optimized for Pine Screener: Filter stocks (e.g., US exchanges) showing symbols where price has traded below these levels on the latest 12M bar. Usage: Apply to a 12M chart for viz, or add to Screener > Pine tab for multi-symbol scans. Customize gap % or add bearish variants via inputs. Ideal for spotting potential support in long-term trends. ICT-inspired; test on liquid stocks like AAPL/TSLA. Not financial advice.
Индикатор Pine Script®
от jcg3003
3DMA % Declining Issues (Diodato 2019)Description: This script is a faithful implementation of the "3-DMA % Declining Issues" indicator from Chris Diodato's 2019 CMT paper, "Making The Most Of Panic." It is a simple but highly effective short-term panic meter based on market breadth. What It Is This indicator first calculates the percentage of total traded issues on the NYSE that were decliners for that day. It then plots a 3-day simple moving average of that percentage. The result is a 0-100 scale indicator that provides a clear visual of the intensity of recent, widespread selling pressure. How to Interpret Unlike a typical "oversold" oscillator where low is a signal, with this indicator, a high value indicates panic. Panic Spikes: A sharp spike upward suggests that a very large portion of the market is selling off simultaneously. The paper found that when this indicator exceeded 65%, 70%, or 75%, it often marked a point of extreme short-term panic that presented a buying opportunity. Panic Threshold: The script includes a customizable "Panic Threshold" line (defaulting to 65) to help you instantly spot these events. Settings Data Sources: Allows toggling the use of "Unchanged" issues data. Thresholds: You can set the "Panic Threshold" line to your preferred level (e.g., 65, 70, 75).
Индикатор Pine Script®
от suresh789
Short-Term Capitulation Oscillator (STCO, Diodato 2019)Description: This script is a faithful implementation of the Short-Term Capitulation Oscillator (STCO) from Chris Diodato's 2019 CMT paper, "Making The Most Of Panic". It's a tactical breadth and volume oscillator designed to "fish for market bottoms" by identifying short-term investor capitulation. What It Is The STCO combines the 10-day moving averages of NYSE up-volume and advancing issues. It measures the ratio of advancing momentum (in both volume and number of issues) relative to the total traded momentum. The result is a raw, un-normalized oscillator that typically ranges from 0 to 200. How to Interpret The STCO is a tactical tool for identifying near-term oversold conditions and potential bounces. Low Readings: Indicate that sellers have likely exhausted themselves in the short term, creating a potential entry point for a bounce. The paper found that readings below 90, 85, and 80 were often followed by strong market performance over the next 5-20 days. Overbought/Oversold Lines: Use the customizable overbought/oversold lines to define your own capitulation zones and potential entry areas. Settings Data Sources: Allows toggling the use of "Unchanged" issues/volume data. Thresholds: You can set the overbought and oversold levels based on the paper's research or your own testing.
Индикатор Pine Script®
от suresh789
Long-Term Capitulation Oscillator (LTCO, Diodato 2019)Description: This script is a faithful implementation of the Long-Term Capitulation Oscillator (LTCO) from Chris Diodato's award-winning 2019 CMT paper, "Making The Most Of Panic". It is a strategic, market-wide breadth and volume oscillator designed to identify major, long-term market bottoms. What It Is The LTCO combines long-term moving averages (34, 55, 89, 144, and 233-day) of NYSE advancing/declining issues and up/down volume. It uses a unique "average of averages" method to create a responsive yet strategic long-term indicator. This script plots the raw, un-normalized value as described in the paper, which typically oscillates in the 700-1100 range. How to Interpret The LTCO is a strategic tool for identifying potentially significant market turning points. Extremely Low Readings: Suggest that a long-term period of selling has reached a point of exhaustion, potentially marking a major bear market low or a generational buying opportunity. The paper backtested various thresholds, with values below 950, 925, and especially 875 showing historically strong forward returns over the next 6-24 months. Overbought/Oversold Lines: The script includes customizable overbought/oversold lines to help you visually identify these critical zones. Settings Data Sources: Allows toggling the use of "Unchanged" issues/volume data for the calculation. Thresholds: You can set the overbought and oversold levels to your preference, based on the paper's findings or your own research.
Индикатор Pine Script®
от suresh789
Diodato 'All Stars Align' SignalDescription: This indicator is an overlay that plots the "All Stars Align" buy signal from Chris Diodato's 2019 CMT paper, "Making The Most Of Panic." It is designed to identify high-conviction, short-term buying opportunities by requiring a confluence of both price-based momentum and market-internal weakness. What It Is This script works entirely in the background, calculating three separate indicators: the 14-day Slow Stochastic, the Short-Term Capitulation Oscillator (STCO), and the 3-DMA of % Declining Issues. It then plots a signal directly on the main price chart only when the specific "All Stars Align" conditions are met. How to Interpret A green cross (+) appears below a price bar when a high-conviction buy signal is generated. This signal triggers only when two primary conditions are true: The 14-day Slow Stochastic is in "oversold" territory (e.g., below 20). AND at least one of the market internal indicators shows a state of panic: Either the STCO is oversold (e.g., below 140). Or the 3-DMA % Declines shows a panic spike (e.g., above 65). This confluence signifies a potential exhaustion of sellers and can mark an opportune moment to look for entries. Settings Trigger Thresholds: You can customize the exact levels that define an "oversold" or "panic" state for each of the three underlying indicators. Data Sources: Allows toggling the use of "Unchanged" data for the background calculations. Stochastic Settings: You can adjust the parameters for the Slow Stochastic calculation.
Индикатор Pine Script®
от suresh789