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Institutional Dealer Exhaustion [Smart Edition]v1.1 in this chart, we see NASDAQ:NVDA reaching a state of extreme dispersion. Our Exhaustion Oscillator peaked , suggesting dealers were reaching their hedging limits, and will exhaust again very soon This technical 'Stand Down' aligned perfectly with the Institutional Liquidity Maps we tracking. When physics (exhaustion) meets structure (gamma walls), the probability of a mean-reversion move to the VWAP increases significantly.
Индикатор Pine Script®
от GexPro
Guac's Daily ATR Box (Remaining > Locked w/ Extensions)This script is an intraday visualization tool that uses the Average True Range (ATR) from the Daily timeframe to show, in real time, how much of the day’s typical range has been “used” and when the day’s move has fully consumed that range. Once the daily ATR is “filled,” the script locks that ATR zone for the rest of the day and highlights any additional movement beyond it (ATR extensions). --- What the script does 1) Pulls Daily ATR and anchors it for intraday use 2) Tracks the day’s current high and low intraday * As each intraday bar prints, it updates: - dayHigh = the highest price so far today - dayLow = the lowest price so far today 3) Shows a “Remaining ATR” zone that adapts in real time (pre-fill) * Before the day has used a full ATR of range, the script draws a primary box (Segment 0) that represents the remaining potential movement inside the day’s ATR “budget.” * Conceptually throughout the day the box “shrinks” to visualize how much range is left: - As new highs are made, some of the “budget” is spent upward. - As new lows are made, some of the “budget” is spent downward. 4) Detects when the day’s range has “filled” ATR and locks the zone * The script considers ATR “filled” when: - (dayHigh − dayLow) ≥ Daily ATR * At the first moment this happens: - The script locks Segment 0 into a static ATR zone for the remainder of the day. - It also records whether the zone was locked from the day’s low upward or from the day’s high downward (shown as LOW-ANCHORED / HIGH-ANCHORED). 5) Highlights extensions beyond the locked ATR zone (post-fill) * After the ATR zone is locked: - Any move beyond that locked zone triggers “extension” boxes. - Extensions are shown as additional ATR-sized blocks above or below the locked zone. * Extension colors escalate by distance: - ATR×1+ extension (first block outside) = yellow - ATR×2+ extension (second block) = orange - ATR×3+ extension (third block and beyond) = red This makes it visually obvious when price is no longer moving within a “normal” daily range and is now in volatility expansion / extension territory. 6) HUD status display * A small HUD table shows: - The ticker and Daily ATR value - Whether the ATR range is still LIVE (adapting with remaining dollars) or Range Filled & Locked
Индикатор Pine Script®
от ExtraGuacAM
Institutional Dealer Exhaustion [Smart Edition]Overview The Institutional Dealer Exhaustion indicator translates classical overbought/oversold logic into a statistically grounded framework. Rather than measuring price relative to itself (as RSI does), it measures the standardized deviation of price from its Volume Weighted Average Price (VWAP) anchor—the true breakeven reference point for the aggregate of institutional positions. The result is an oscillator that is naturally regime-aware: a $5 move during a low-volatility consolidation registers as far more "exhausting" than the same move during high-volatility earnings expansion. This prevents the false signals that plague fixed-threshold oscillators in trending markets. Mathematical Methodology The core value (E) is derived by mapping the dispersion ratio through a Sigmoid function to ensure the oscillator stays within a 0–100 range without "clipping" at the top. The Formula: Exhaustion (E) = 100 * (1 - e^(-0.25 * x)) Raw Ratio (x) = |Price - Anchor| / (ATR * k) Components: Anchor: VWAP for intraday; falls back to SMA(20) on Daily+ timeframes. ATR: Realized volatility used to normalize the distance across different market regimes. Sigmoid Function: Maps the raw ratio to a 0–100 scale. This ensures that even small price deviations produce visible, proportional waves while extreme moves asymptotically approach 100%. Zone InterpretationRange 0 – 25% Equilibrium Price is hugging the anchor. Dealers can manage delta cheaply. Trend continuation is favored. 25 – 50% NeutralDirectional bias is developing. Hedging costs are rising but manageable. 50 – 75% SaturationDealer hedging becomes incrementally expensive. Watch for momentum divergence. 75%+ ExhaustionInstitutional Stand-Down zone. Move is statistically unsustainable. High-probability reversion anticipated. Smart Alert System To eliminate "open air" signals, the built-in alert triggers only when two conditions are met: Exhaustion crosses above the threshold (e.g., 75%). Price is within the configured proximity (e.g., 0.5%) of a confirmed Pivot High or Low. Honest Limitations Momentum Regimes: During extreme "God-candle" breakouts or post-earnings gaps, price can remain exhausted for extended periods. Wait for a volatility shift before fading. Heuristic Boundaries: The 25/50/75% thresholds are statistical estimates of stress, not direct measurements of internal dealer books. Use as confluence with Gamma Levels.
Индикатор Pine Script®
от GexPro
Ultimate Institutional Levels -No lag, No repaint, High AccuracyNon-Repaint, No lag Pro Levels Dashboard – PDH/PDL, Pivots, Weekly, EMAs & VWAP. This script displays a professional levels dashboard combining: Previous Day High / Low Daily Pivot, R1, S1 Previous Week High / Low Daily EMA20, SMA50, SMA200 Intraday VWAP Real-time distance from current price It plots clean horizontal levels directly on the chart and generates a shaded, easy-to-read dashboard in the top-right corner. Designed for: Intraday traders Opening range traders Breakout traders Mean reversion setups Institutional level reaction plays This gives you a full “market map” in one glance — no more flipping timeframes. Day trader playbook (step by step) 1) Pre-market or 5–10 minutes before open Look at where price is relative to: PDH/PDL, Today Open, VWAP, EMA20, PW High/Low. Mark the “battle zones”: PDH / PDL = yesterday’s extremes (breakout + rejection magnets) Pivot / R1 / S1 = intraday reaction levels VWAP = institutional “fair value” line 2) Pick your bias (simple) Bullish bias if price is above VWAP and holding above Today Open. Bearish bias if price is below VWAP and failing under Today Open. Neutral/chop if price is whipsawing around VWAP (trade smaller or wait). 3) Trade the first 30–90 minutes (high probability setups) Use the levels as “if/then” triggers: A) Breakout play (trend day) If price reclaims PDH and holds it: Entry: on retest/hold of PDH Target 1: R1 Target 2: PW High (if strong trend) Invalidation: back below PDH B) Rejection play (fade) If price tags PDH (or PW High) and fails back below: Entry: after rejection (lower high / failure to reclaim) Target 1: Pivot Target 2: VWAP Invalidation: clean reclaim and hold above the level C) VWAP mean-reversion If price stretches away from VWAP into R1 or S1: Entry: when momentum stalls + returns inside the level Target: VWAP (first), then Pivot Invalidation: continuation through the level with strength 4) Use the “DIST” column as your risk sanity check Big DIST (far from VWAP/levels) = higher snapback risk. Small DIST (tight to level) = cleaner stop placement. 5) End-of-day plan (don’t improvise) If price closes above PDH / above VWAP, expect bullish follow-through (watch PW High next). If price closes below PDL / below VWAP, expect bearish follow-through (watch PW Low next). If it closes near VWAP, expect chop next day unless news catalysts. Swing trader playbook (step by step) 1) Use Daily timeframe first (10 minutes max) Your script gives you the core swing filters: SMA50 / SMA200 = big trend / regime EMA20 = swing trend guide PW High/Low = weekly structure 2) Define the regime (this is everything) Bull regime Price above SMA50 SMA50 rising Pullbacks respect EMA20 → Prioritize longs, avoid shorts Bear regime Price below SMA50 (and especially below SMA200) Rallies fail near EMA20 / SMA50 → Prioritize shorts/hedges, avoid longs 3) Swing entry triggers using your levels A) Pullback long (classic swing) Price in bull regime pulls back toward EMA20 or Pivot area Entry: first strong up day (or reclaim of EMA20) Stop: below recent swing low (or below EMA20 if tight) Target: PDH, then PW High, then new highs B) Breakout long Price consolidates under PW High Entry: breakout + daily close above PW High Stop: back below breakout level Target: measured move / next resistance (R1 can be a near-term guide) C) Breakdown short Price loses PW Low or PDL with momentum Entry: breakdown + failed retest Stop: above the level Target: next support zone (S1, then PW Low continuation) 4) Manage the trade with the dashboard Watch how far price is from EMA20 (too extended → don’t chase). Use PW levels for swing targets and risk management. Use SMA50 as a “line in the sand”: If long and price loses SMA50 → reduce risk / exit. 5) Weekly review (5 minutes on weekend) Where did SPY close relative to PW High/Low? Are we above or below SMA50/SMA200? That tells you the next week’s bias before Monday even starts. Quick “cheat rules” you can follow immediately Day trading Above VWAP + above Open = long bias Below VWAP + below Open = short bias PDH/PDL are breakout/reversal magnets R1/S1 are “reaction” zones, not automatic entries Swing trading Above SMA50 = long-first environment EMA20 pullbacks = preferred entries PW High/Low = best breakout/breakdown swing triggers ⚠️ Disclaimer This script is for educational and informational purposes only. It does not constitute financial advice, investment recommendation, or trading guidance. Trading involves risk, and past levels or reactions do not guarantee future results. Always perform your own analysis and risk management before entering any trade.
Индикатор Pine Script®
от TrendRiderPro
AG Pro Market Regime MeterOverview / What it does The AG Pro Market Regime Meter is a chart-first context and diagnostics tool designed to classify the current market environment. It evaluates price action across three separate dimensions: Trend Strength, Chop Risk, and Volatility. By providing an on-chart HUD (Heads-Up Display) and optional regime shift markers, it helps traders visualize whether the market is in a directional trend, a choppy range, or undergoing volatility expansion/contraction. Unique Edge Unlike traditional indicators that compress market context into a single oscillator line, this script isolates the three core pillars of market structure. It does not generate buy or sell signals. Instead, its unique edge lies in combining efficiency ratios, directional movement, and true range measurements to output a multi-axis regime classification. This prevents the blending of distinct market behaviors, allowing for clearer regime-based playbook selection. Methodology (Conceptual) The script processes market context through three distinct calculation engines: 1. Trend Strength: Blends a persistence measure (Efficiency Ratio calculating net movement vs. total movement) with normalized directional movement (ADX derived from DMI) to score directional structure. 2. Chop / Whipsaw Risk: Uses a Choppiness-style logic comparing the sum of True Range against the absolute High-Low range, inversely weighted with trend strength to assess fakeout probability. 3. Volatility Regime: Normalizes the current ATR percentage (ATR relative to close price) against a historical lookback window (default 100 periods) to classify structural expansion or contraction. The engine then outputs rule-based LOW/MID/HIGH threshold bands for each axis and generates a final heuristic Regime Summary. Signals and Alerts This script is a context tool and does not produce predictive trading signals or alerts. - Regime Shift Markers: The script plots optional visual markers on the chart when the heuristic Regime Summary changes (e.g., TREND to RANGE). - Confirmation: To prevent intrabar flickering, shift markers are evaluated and locked in strictly on confirmed bar closes. Anti-clutter algorithms (minimum bars apart, ATR-based offsets) are applied to keep the chart clean. How to Use Apply the indicator to evaluate if your intended trade setup matches the current market environment: 1. Trend HIGH + Chop LOW: Indicates structural direction. Favorable for trend-following logic and pullback entries. 2. Chop HIGH: Indicates elevated whipsaw probability. Warrants caution, size reduction, or mean-reversion tactics. 3. Volatility Check: High volatility suggests wider swings (requiring wider stops), while low volatility suggests contraction and potentially slower breakouts. 4. Use the HTF Peek row in the HUD to ensure the current timeframe regime aligns with the higher timeframe structure. Limitations and Transparency - This is strictly a contextual layer, not a standalone trading system. It does not provide entries or exits. - The LOW/MID/HIGH classifications are heuristic baseline measurements. They may require parameter tuning depending on the specific asset class, timeframe, and baseline volatility profile. - The HTF Peek row uses the request.security function. Depending on the current bar state, higher timeframe context data may fluctuate until the actual higher timeframe bar closes. Risk Disclosure Trading involves significant risk of capital loss. This script is provided strictly for educational and informational purposes and does not constitute financial or investment advice. Always evaluate liquidity, slippage, and your own account constraints, and employ strict risk management.
Индикатор Pine Script®
от AGProLabs
Regime Guard + Turtle Breakout + MFE 2-Stage Trail | Long-only |**脚本名称**：HKEX 长线趋势突破（Regime Guard + Turtle Breakout + MFE 两段式 ATR 追踪止损）| Long-only | v6 这是一个面向港股（含港股通整手规则）的**日线趋势跟随策略**，核心目标是在趋势行情中尽量吃到大波段，同时通过“制度过滤 + 两段式追踪止损”控制回撤与利润回吐。 ### 核心逻辑 * **Regime Guard（趋势制度过滤）** 仅在价格位于 **EMA200 上方**时允许开仓；可选开启 **EMA200 斜率向上**过滤，降低震荡市的假突破。 * **Turtle / Donchian Breakout（海龟突破）** 使用 Donchian 通道：突破 `Entry Len` 的上轨触发入场；跌破 `Exit Len` 的下轨触发离场（趋势反转退出）。 * **MFE 2-Stage Trail（基于最高浮盈的两段式 ATR 追踪止损）** 使用持仓期间最高价（MFE）计算“盈利达到多少 R”，达到阈值后把追踪止损从“宽”切换为“紧”，以减少利润回吐。 * **Breakeven（保本机制）** 盈利达到 `BE R` 后，将止损抬到成本附近，减少“盈利单回撤成亏损”的概率。 * **风险与仓位控制（可选）** * `ATR% Guard`：过滤极端波动区间，减少脉冲行情误入 * `Volatility Targeting`：基于 ATR% 自动缩放仓位（高波动降仓、低波动放大） * `DD Scaling`：在权益回撤扩大时自动降仓，尽量压缩尾部风险 * `Risk Cap`：单次订单按“止损距离”限制最大风险（% equity） ### 适用标的与周期 * 适合：**有明显趋势阶段**、流动性较好、跳空不极端的标的 * 默认：**日线（1D）** * Long-only：只做多，适用于趋势向上阶段的捕捉，不适合长期单边下跌票。 ### 港股通整手（Board Lot） * 下单数量按 `Board Lot Shares` 自动对齐整手（例如 100/200/500 股一手）。 * 请根据券商显示的该股每手股数修改此参数。 ### 使用方法 1. 将脚本添加到图表（建议 1D）。 2. 在输入项中设置 `Board Lot Shares`、佣金/滑点等。 3. 先用默认参数观察信号与止损线，再根据标的波动特性微调： * 更少回撤：降低 `trailTight` 或降低 `tightenAtR`（更早收紧） * 更能持有趋势：提高 `trailBase` 或提高 `tightenAtR`（更晚收紧） * 更少交易：开启 `Require EMA slope up` 或提高 `Entry Len` ### 重要说明（必读） * 该策略为**教育与研究用途**，并非投资建议。 * 回测结果高度依赖样本期、佣金、滑点、撮合规则与标的特性；实盘可能与回测显著不同。 * 本策略属于趋势类系统，震荡期可能出现连续小亏，需配合风险控制与组合管理。 --- ## English description (for TradingView) **Title**: HKEX Trend Breakout (Regime Guard + Turtle Breakout + MFE 2-Stage ATR Trail) | Long-only | v6 This is a **daily trend-following strategy** designed for HKEX stocks (with **Stock Connect board-lot compliance**). The goal is to capture major trend legs while controlling drawdowns and profit giveback using a **regime filter** and an **MFE-based 2-stage trailing stop**. ### Core components * **Regime Guard (Trend regime filter)** Entries are allowed only when price is **above EMA200**. Optionally require **positive EMA200 slope** to reduce chop/whipsaws. * **Turtle / Donchian Breakout** Classic Donchian channel breakout: cross above `Entry Len` high triggers entry; cross below `Exit Len` low triggers exit. * **MFE 2-Stage ATR Trailing Stop** Uses **MFE (highest high since entry)** to compute profit in “R”. Once MFE exceeds a threshold, the trailing stop switches from a **wider** ATR multiple to a **tighter** one, aiming to reduce trend profit giveback. * **Breakeven logic** After profit reaches `BE R`, the stop is raised to (at least) breakeven to reduce the chance of winners turning into losers. * **Risk & position scaling (optional)** * `ATR% Guard` to block entries during extreme volatility * `Volatility Targeting` to scale exposure by ATR% * `DD Scaling` to reduce exposure under larger equity drawdowns * `Risk Cap` to limit per-order risk based on stop distance ### Best use cases * Works best on instruments with **clear trending phases**, decent liquidity, and relatively controlled gaps. * Default timeframe: **1D** * **Long-only** by design (trend capture on the upside; not intended for persistent bear markets). ### HKEX Board Lot compliance Order quantity is rounded to the configured **Board Lot Shares** (e.g., 100/200/500 shares per lot). Please set it according to your broker/exchange spec for the symbol. ### How to use 1. Add to chart (recommended 1D). 2. Set `Board Lot Shares`, commission/slippage, and other inputs. 3. Tune based on your instrument: * Lower drawdown: reduce `trailTight` and/or lower `tightenAtR` (tighten earlier) * Hold trends longer: increase `trailBase` and/or increase `tightenAtR` (tighten later) * Fewer trades: enable `Require EMA slope up` and/or increase `Entry Len` ### Disclaimer This script is for **educational/research purposes only** and does not constitute investment advice. Backtest performance depends heavily on sample period, fees, slippage, execution assumptions, and instrument characteristics. Real-world results may differ materially.
Стратегия Pine Script®
от a0101054
Dual Bollinger Clouds (20, x2 & x3)Was tired of looking at lines on my chart. So, I decided to turn them into an upper and lower band. Using a 20 Simple Moving Average (SMA), one with a multiplier of 2 and the other with a multiplier of 3. I was able to use this in conjunction with key levels of support and resistance to determine where reversals may occur. I use this on multiple timeframes to confirm and take reversals more confidently. If anyone else uses Bollinger Bands and has any recommendations or you like it let me know! Good luck! Until next time, Aloha!
Индикатор Pine Script®
от KimchiStallion
Configurable EMA Stack StrategyThis strategy uses a configurable exponential moving average (EMA) stack to define directional bias and an EMA cross to manage entries and exits. The script calculates six user-defined EMAs (EMA 1 through EMA 6). Each EMA can be shown or hidden on the chart independently, and each can also be included or excluded from the bias filter. When multiple EMAs are enabled for bias, the script requires them to be strictly aligned in sequence: Bullish bias: shorter enabled EMAs must be above longer enabled EMAs Bearish bias: shorter enabled EMAs must be below longer enabled EMAs Trade execution is driven by the EMA 1 / EMA 2 cross: Long entries occur when bullish bias is active and EMA 1 crosses above EMA 2, or when bullish bias becomes active while EMA 1 is already above EMA 2 Short entries occur when bearish bias is active and EMA 1 crosses below EMA 2, or when bearish bias becomes active while EMA 1 is already below EMA 2 Long exits occur when EMA 1 crosses below EMA 2 Short exits occur when EMA 1 crosses above EMA 2 Default script settings use 0.10% commission and 1 tick of slippage. These are baseline placeholders for testing and should be adjusted to match the instrument, market, and timeframe being evaluated. This is a simple, transparent trend-following baseline designed for testing EMA alignment behavior across different symbols and timeframes. The main configurable element is not a proprietary signal model, but the ability to control which EMAs participate in the bias stack and which EMA plots are visible on the chart. That makes it useful as a flexible template for studying how stricter or looser EMA alignment changes trade frequency and behavior. Default strategy properties currently include commission and slippage. Those settings should be reviewed and adjusted to fit the market being tested. TradingView’s strategy rules require realistic cost assumptions, and if you change the defaults used in the script, the publication description should match the settings shown in your published backtest. Important notes: This is not presented as a complete trading system or a promise of performance Results will vary by symbol, timeframe, market conditions, fees, slippage, and position sizing This script is intended as an educational and analytical baseline that users can test and adapt to their own process
Стратегия Pine Script®
от E_M_C_S
RANGE Expansion X📊 Range Expansion X The Range Expansion X is a daily range expansion framework built around the previous day’s high–low structure. It automatically projects structured entry, stop loss, and take profit levels using Fibonacci-based calculations derived from the prior session’s range. This model is designed for traders who focus on breakout continuation and controlled expansion setups during active sessions like London and New York. 🔎 How It Works Each new trading day: • Pulls the previous day’s high and low • Calculates the full daily range • Projects structured long and short levels • entering on daily open after determining trend 📈 Long Structure Entry → Previous Day High (1.0) Stop Loss → 0.9 retracement Take Profit → 1.25 extension 📉 Short Structure Entry → Previous Day Low (0.0) Stop Loss → 0.1 retracement Take Profit → -0.25 extension This creates a systematic breakout model with predefined risk and reward parameters. ⚙️ Features ✔ Automatic daily level reset ✔ Fibonacci-based expansion logic ✔ Long / Short visibility toggle ✔ Custom colors for Entry, Stop, and Target ✔ Optional line extension ✔ Non-repainting daily reference data 🎯 Best Used For • Intraday breakout traders • London / NY session expansion plays • Range breakout continuation setups • Traders who prefer fixed R:R structure • Structured playbook execution 🧠 Strategy Logic The model assumes: When price breaks the previous day’s range, expansion probability increases. Instead of chasing momentum blindly, Range Expansion X provides predefined execution levels based on mathematical range projections. using fib levels This removes emotional decision-making and enforces disciplined risk management. ⚠️ Notes • Designed primarily for intraday timeframes • Works best in trending or expansion conditions • Not intended for low-volatility compression days • Always combine with higher timeframe bias and liquidity context
Индикатор Pine Script®
от OutSkilledYa
1
KAGEMUSHA - Real-time Momentum Projector(1. 英語要約 / English Summary) KAGEMUSHA - Real-time Momentum Projector This indicator is a leading momentum projector designed for high-volatility markets. It calculates the current energy (Close - Open) and projects the potential price target 3 bars into the future. It acts as a "Shadow" that price tends to follow during strong trends. Key Features: Forward Projection: Offset by 3 bars to visualize the next move. Momentum Based: Uses recent body size to calculate strength. (2. 日本語要約) 『影武者・噴火仕様』 本指標は、急騰・急落局面における「勢いの持続性」を可視化する先行型インジケーターです。遅行する移動平均線とは異なり、現在の熱量を3本先の未来に投影します。ローソク足がこの「銀の影」を追いかける動きを捉え、利確や追撃の判断をサポートします。 (3. 詳細説明書 / Detailed Manual) ■ 影武者の運用極意 1. 内部機序（ロジック） 一般的なVWAP（重力）ではなく、現在の終値（Close）を基準に、直近のローソク足の実体（終値－始値）から「買いの熱量」を算出。その数値を3本先の座標に描画します。 2. 実戦での読み方 「影が先、実体が後」: 銀の線（影武者）がローソク足の上方を並走している間は、上昇エネルギーが継続しています。 吸い寄せと反発: ローソク足が銀の線に吸い寄せられるように上昇する形が理想です。銀の線が急激に跳ね上がった場合、さらなる「噴火」の予兆となります。 終焉の合図: 株価が上がっていても、銀の線が横ばいになる、あるいはローソク足が銀の線を下抜いた時。これは「勢いの減速」を意味し、利確の絶対的なサインとなります。 3. 推奨設定 時間足: 5分足を推奨（ノイズを排し、本物の需給変化を掴むため）。 対象銘柄: 出来高を伴う急騰銘柄、ボラティリティの高いセクター（電線・半導体等）。
Индикатор Pine Script®
от atomtom100