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Индикаторы и стратегии

Volume Variance SuppressionVolume Variance Suppression Indicator This indicator measures the variance of traded volume over a rolling window to detect periods of participation compression. When volume variance falls below a defined threshold, it signals: Reduced initiative order flow Dominance of passive liquidity Market balance / consolidation rather than trend These suppression phases often precede volatility expansion, failed auctions, or impulsive moves, as liquidity builds and positioning becomes crowded. The indicator is not directional and should be used as a market state filter, not a standalone signal. It helps distinguish balance vs expansion regimes and improves trade selection by aligning strategies with the current microstructural environment.
Индикатор Pine Script®
от ShadowBid
Institutional Volatility Expansion & Liquidity Thresholds (IVEL)Overview The IVEL Engine is an institutional-grade volatility modeling tool designed to identify the mathematical boundaries of price delivery. Unlike retail oscillators that use fixed scales, this script utilizes dynamic ATR-based multiples to map Institutional Premium and Discount zones in real-time. How to Use To maximize the effectiveness of the IVEL Engine, traders should focus on Price Delivery at the extreme thresholds: Identifying Institutional Premium (Short Setup) : When price expands into the Upper Red Zone, it has reached a mathematical exhaustion point. Seek short-side entries when price shows signs of rejection from this level back toward the Fair Value Baseline. Identifying Institutional Discount (Long Setup) : When price reaches the Lower Green Zone, it is considered "cheap" by institutional algorithms. Look for long-side absorption or accumulation patterns within this zone. Mean Reversion Targets: The Fair Value Baseline (Center Line) acts as the primary magnetic target. Successful trades taken at the outer thresholds should use the baseline as the first objective for profit-taking. Alerts & Execution Strategy The IVEL Engine is designed for automated monitoring so you don't have to watch the screen 24/7. To set up your execution workflow: Set the Alert : Right-click the indicator and select "Add Alert." Set the condition to "Price Crossing Institutional Premium" (Upper Red) or "Price Crossing Institutional Discount" (Lower Green). Wait for the Hit : Do not market-enter as soon as the alert fires. The alert tells you price has entered a High-Probability Liquidity Zone. Confirm the Rejection : Once alerted, drop down to a lower timeframe (e.g., 5m or 15m) and look for a "Shift in Market Structure" or an SMT Divergence. Execute : Enter once the rejection is confirmed, targeting the Fair Value Baseline as your primary TP1. Methodology The script anchors to an EMA-based baseline and projects expansion bands that adapt to current market conditions. Value Area : The blue inner region where the majority of trading volume occurs. Liquidity Exhaustion : The red and green outer regions where the probability of "Smart Money" reversal is highest.
Индикатор Pine Script®
от TJT_Pro
Hazmeed HTF Candles Aligned)HTF Candles Overlay (v6, Aligned + Accurate Wicks) This indicator overlays higher timeframe candles on your current chart. It allows you to visually compare HTF price action directly on your lower timeframe chart without switching timeframes. ⭐ Features Displays Higher Timeframe (HTF) candles on the current chart Fully aligned to HTF candle start time Option to show accurate wicks Supports configurable: HTF timeframe (e.g., 1D, 4H, 1W) Number of HTF candles displayed Candle width (in bars) Bull/Bear colors and wick color
Индикатор Pine Script®
от hasanmev
1
Performance Table: Standard DCA | Last 6-12-24-48MThis indicator visualizes Standard Dollar-Cost Averaging (DCA) performance across multiple time horizons (6M, 12M, 24M, 48M). It summarizes invested capital, current portfolio value, net profit, and return percentage in a compact table, allowing quick comparison of short- and long-term DCA outcomes. Designed for long-term investors, it helps evaluate how consistent periodic investments perform over time without relying on market timing. The indicator is asset-agnostic and works on any symbol supported by TradingView. Key use cases: Long-term portfolio tracking DCA strategy validation Performance comparison across periods Educational and analytical purposes This tool focuses on clarity and realism, avoiding over-optimization and short-term noise. -- I hope this table helps investors better understand long-term DCA performance. Feedback and suggestions for improvement are always welcome.
Индикатор Pine Script®
от sedatonat
EMA 8 x EMA 80 Indicator Trend Filter for the 123 PatternEMA 8 x EMA 80 Indicator Trend Filter for the 123 Pattern This indicator displays two Exponential Moving Averages EMA with 8 and 80 periods, designed to assist in trend identification and to act as a filter for trading the 123 buy and sell pattern. General usage rules 123 Buy: recommended only when trading in an uptrend 123 Sell: recommended only when trading in a downtrend Moving average filter Buy setups 123 Buy tend to be more reliable when price is above the 80 period EMA Sell setups 123 Sell tend to be more reliable when price is below the 8 period EMA Neutral zone attention The area between the EMA 8 and EMA 80 is considered a neutral zone Trading the 123 pattern within this range is riskier, as it often indicates consolidation or lack of clear trend direction Important disclaimer This indicator does not generate buy or sell signals by itself. It should be used as a supporting tool, together with proper risk management, market context, and additional analysis. This is not financial advice.
Индикатор Pine Script®
от artur_bonaf
Session Liquidity Sweep + Trend ConfirmationThis strategy aims to capture high-probability intraday trades by combining liquidity sweeps with a trend confirmation filter. It is designed for traders who want a systematic approach to trade breakouts during specific market sessions while controlling risk with ATR-based stops. How it Works: Session Filter: Trades are only considered during a defined session (default 9:30 - 11:00). This helps avoid low-volume periods that can lead to false signals. Trend Confirmation: The strategy uses a 50-period EMA to identify the market trend. Long trades are only taken in an uptrend, and short trades in a downtrend. Liquidity Sweep Detection: A long entry occurs when price dips below the prior N-bar low but closes back above it, indicating a potential liquidity sweep that stops being triggered before the trend continues upward. A short entry occurs when price spikes above the prior N-bar high but closes below it, signaling a potential sweep of stops before the downward trend resumes. ATR-Based Risk Management: Stop loss is calculated using the Average True Range (ATR) multiplied by a configurable factor (default 1.5). Take profit is set based on a risk-reward ratio (default 2.5x). Position Sizing: Default position size is 5% of equity per trade, making it suitable for risk-conscious trading. Inputs: Session Start/End (HHMM) Liquidity Lookback Period (number of bars to define prior high/low) ATR Length for stop calculation ATR Stop Multiplier Risk-Reward Ratio EMA Trend Filter Length Visuals: Prior Liquidity High (red) Prior Liquidity Low (green) EMA Trend (blue) Why Use This Strategy: Captures stop-hunt moves often triggered by larger market participants. Only trades with trend confirmation, reducing false signals. Provides automatic ATR-based stop loss and take profit for consistent risk management. Easy to adjust session time, ATR, EMA length, and risk-reward to suit your trading style. Important Notes: Assumes 0.05% commission and 1-pip slippage. Adjust according to your broker. Not financial advice; intended for educational, backtesting, or paper trading purposes. Always test strategies thoroughly before applying to live accounts.
Стратегия Pine Script®
от AIScripts
XAUUSD Lot Size Calculator1. What This Indicator Does This tool is a Visual Risk Management System. Instead of using a calculator on your phone or switching tabs, it allows you to calculate the exact lot size for your trade directly on the TradingView chart by dragging lines. It automates the math for: Lot Size: How big your position should be to risk exactly X% of your account. Take Profit: Where your target should be based on your Risk-to-Reward ratio. Safety Checks: It warns you if your stop loss is too tight for the minimum lot size (0.01). 2. Visual Features 🔴 The Red Line (Stop Loss): This is your interactive line. You can grab it with your mouse and drag it to your desired invalidation point (e.g., below a support wick). 🟢 The Green Line (Take Profit): This line moves automatically. You cannot drag it. It calculates where your Take Profit must be to satisfy your Risk:Reward ratio (Default 1:1) based on where you placed the Red line. ⚫ The Info Table: A high-contrast black box in the corner that displays your calculated Lot Size, Risk amount, and Trade direction (Long/Short). 3. How to Use It (Step-by-Step) Step 1: Initial Setup When you first add the indicator to the chart, you need to tell it about your account: Double-click the Black Table (or the Red Line) to open Settings. Inputs Tab: Account Balance: Enter your current trading balance (e.g., 10,000). Risk %: Enter how much you want to lose per trade (e.g., 1.0%). Contract Size: Keep this at 100 for Gold (XAUUSD) or standard Forex pairs. Risk : Reward Ratio: Set your target (e.g., 1.0 for 1:1, or 2.0 for 1:2). Step 2: Planning a Trade Look at the chart and identify where you want to enter (current price) and where you want your Stop Loss. Find the Red Line on your chart. (If you don't see it, go to Settings and change "Stop Loss Level" to a price near the current candle). Click and Drag the Red Line to your specific Stop Loss price. Step 3: Reading the Signals Direction: If you drag the Red Line below the price, the table shows LONG. If you drag it above, it shows SHORT. Lot Size: Read the big green number in the table (e.g., 0.55). This is the exact lot size you should enter in your broker. TP Target: Look at the Green Line on the chart. That is your exit price. Step 4: The "Orange Warning" If you place your Stop Loss very close to the entry, or if your account is small, the math might suggest a lot size smaller than is possible (e.g., 0.004). The table text will turn ORANGE. The Lot Size will stick to 0.01 (the minimum). The "Risk ($)" row will show you the actual risk. (Example: Instead of risking your desired $100, you might be forced to risk $105 because you can't trade smaller than 0.01 lots).
Индикатор Pine Script®
от Zeeshan_Miran
Professional Price Action AnalysisProfessional Price Action Analysis - Advanced S/R & Pattern Detection A comprehensive technical analysis tool combining dynamic support/resistance zones, candlestick pattern recognition, trend analysis, and volume insights. KEY FEATURES: ✓ Dynamic Support & Resistance Zones - Automatically identifies swing highs/lows - Classifies levels based on current price position - Support zones display BELOW price (green) - Resistance zones display ABOVE price (red) - Adjustable zone thickness and lookback period ✓ Candlestick Pattern Detection - Bullish/Bearish Engulfing patterns - Pin bars (reversal signals) - Inside bars (consolidation) - Rejection candles (wick analysis) - Visual markers on chart with labels ✓ Trend Analysis - Customizable moving average (default 50-period SMA) - Background color zones for trend direction - Price vs MA percentage calculation - Bullish/Bearish/Neutral classification ✓ Volume Analysis - Volume spike detection (configurable multiplier) - Highlights unusual volume with bar colors - Helps identify institutional activity ✓ Information Dashboard - Clean, readable display (top-right corner) - Current trend status - Distance to nearest support/resistance - Volume status (High/Normal) - Price deviation from moving average ✓ Alert System - Alerts for all candlestick patterns - Volume spike notifications - Customizable alert conditions CUSTOMIZABLE INPUTS: • Swing detection length (3-50 bars) • S/R lookback period (20-200 bars) • Zone thickness percentage • Maximum zones displayed • Trend MA length • Volume spike multiplier • Toggle individual pattern types BEST FOR: - Swing traders identifying key levels - Day traders spotting reversal patterns - Price action enthusiasts - Multi-timeframe analysis This indicator does not repaint. All signals are confirmed after candle close. Suitable for all markets: stocks, forex, crypto, commodities. Educational tool for technical analysis. Not financial advice.
Индикатор Pine Script®
от D4V3YZ
5
Adaptive RSI [BOSWaves]Adaptive RSI - Percentile-Based Momentum Detection with Dynamic Regime Thresholds Overview Adaptive RSI is a self-calibrating momentum oscillator that identifies overbought and oversold conditions through historical percentile analysis, constructing dynamic threshold boundaries that adjust to evolving market volatility and momentum characteristics. Instead of relying on traditional fixed RSI levels (30/70 or 20/80) or static overbought/oversold zones, regime detection, threshold placement, and signal generation are determined through rolling percentile calculation, smoothed momentum measurement, and divergence pattern recognition. This creates adaptive boundaries that reflect actual momentum distribution rather than arbitrary fixed levels - tightening during low-volatility consolidation periods, widening during trending environments, and incorporating divergence analysis to reveal momentum exhaustion or continuation patterns. Momentum is therefore evaluated relative to its own historical context rather than universal fixed thresholds. Conceptual Framework Adaptive RSI is founded on the principle that meaningful momentum extremes emerge relative to recent price behavior rather than at predetermined numerical levels. Traditional RSI implementations identify overbought and oversold conditions using fixed thresholds that remain constant regardless of market regime, often generating premature signals in strong trends or missing reversals in range-bound markets. This framework replaces static threshold logic with percentile-driven adaptive boundaries informed by actual momentum distribution. Three core principles guide the design: Threshold placement should correspond to historical momentum percentiles, not fixed numerical levels. Regime detection must adapt to current market volatility and momentum characteristics. Divergence patterns reveal momentum exhaustion before price reversal becomes visible. This shifts oscillator analysis from universal fixed levels into adaptive, context-aware regime boundaries. Theoretical Foundation The indicator combines smoothed RSI calculation, rolling percentile tracking, adaptive threshold construction, and multi-pattern divergence detection. A Hull Moving Average (HMA) pre-smooths the price source to reduce noise before RSI computation, which then undergoes optional post-smoothing using configurable moving average types. Confirmed oscillator values populate a rolling historical buffer used for percentile calculation, establishing upper and lower thresholds that adapt to recent momentum distribution. Regime state persists until the oscillator crosses the opposing threshold, preventing whipsaw during consolidation. Pivot detection identifies swing highs and lows in both price and oscillator values, enabling regular divergence pattern recognition through comparative analysis. Five internal systems operate in tandem: Smoothed Momentum Engine : Computes HMA-preprocessed RSI with optional post-smoothing using multiple MA methodologies (SMA, EMA, HMA, WMA, DEMA, RMA, LINREG, TEMA). Historical Buffer Management : Maintains a rolling array of confirmed oscillator values for percentile calculation with configurable lookback depth. Percentile Threshold Calculation : Determines upper and lower boundaries by extracting specified percentile values from sorted historical distribution. Persistent Regime Detection : Establishes bullish/bearish/neutral states based on threshold crossings with state persistence between signals. Divergence Pattern Recognition : Identifies regular bullish and bearish divergences through synchronized pivot analysis of price and oscillator values with configurable range filtering. This design allows momentum interpretation to adapt to market conditions rather than reacting mechanically to universal thresholds. How It Works Adaptive RSI evaluates momentum through a sequence of self-calibrating processes: Source Pre-Smoothing: Input price undergoes 4-period HMA smoothing to reduce bar-to-bar noise before oscillator calculation. RSI Calculation: Standard RSI computation applied to smoothed source over configurable length period. Optional Post-Smoothing: Raw RSI value undergoes additional smoothing using selected MA type and length for cleaner regime detection. Historical Buffer Population: Confirmed oscillator values accumulate in a rolling array with size limit determined by adaptive lookback parameter. Percentile Threshold Extraction: Array sorts on each bar to calculate upper percentile (bullish threshold) and lower percentile (bearish threshold) values. Regime State Persistence: Bullish regime activates when oscillator crosses above upper threshold, bearish regime activates when crossing below lower threshold, neutral regime persists until directional threshold breach. Pivot Identification: Swing highs and lows detected in both oscillator and price using configurable left/right parameters. Divergence Pattern Matching: Compares pivot relationships between price and oscillator within min/max bar distance constraints to identify regular bullish (price LL, oscillator HL) and bearish (price HH, oscillator LH) divergences. Together, these elements form a continuously updating momentum framework anchored in statistical context. Interpretation Adaptive RSI should be interpreted as context-aware momentum boundaries: Bullish Regime (Blue): Activated when oscillator crosses above upper percentile threshold, indicating momentum strength relative to recent distribution favors upside continuation. Bearish Regime (Red): Established when oscillator crosses below lower percentile threshold, identifying momentum weakness relative to recent distribution favors downside continuation. Upper Threshold Line (Blue)**: Dynamic resistance level calculated from upper percentile of historical oscillator distribution - adapts higher during trending markets, lower during ranging conditions. Lower Threshold Line (Red): Dynamic support level calculated from lower percentile of historical oscillator distribution - adapts lower during downtrends, higher during consolidation. Regime Fill: Gradient coloring between oscillator and baseline (50) visualizes current momentum intensity - stronger color indicates greater distance from neutral. Extreme Bands (15/85): Upper and lower extreme zones with strength-modulated transparency reveal momentum extremity - darker shading during powerful moves, lighter during moderate momentum. Divergence Lines: Connect price and oscillator pivots when divergence pattern detected, appearing on both price chart and oscillator pane for confluence identification. Reversal Markers (✦): Diamond signals appear at 80+ (bearish extreme) and sub-15 (bullish extreme) levels, marking potential exhaustion zones independent of regime state. Percentile context, divergence confirmation, and regime persistence outweigh isolated oscillator readings. Signal Logic & Visual Cues Adaptive RSI presents four primary interaction signals: Regime Switch - Long : Oscillator crosses above upper percentile threshold after previously being in bearish or neutral regime, suggesting momentum strength shift favoring bullish continuation. Regime Switch - Short : Oscillator crosses below lower percentile threshold after previously being in bullish or neutral regime, indicating momentum weakness shift favoring bearish continuation. Regular Bullish Divergence (𝐁𝐮𝐥𝐥) : Price forms lower low while oscillator forms higher low, revealing positive momentum divergence during downtrends - often precedes reversal or consolidation. Regular Bearish Divergence (𝐁𝐞𝐚𝐫) : Price forms higher high while oscillator forms lower high, revealing negative momentum divergence during uptrends - often precedes reversal or correction. Alert generation covers regime switches, threshold crossings, and divergence detection for systematic monitoring. Strategy Integration Adaptive RSI fits within momentum-informed and mean-reversion trading approaches: Adaptive Regime Following : Use threshold crossings as primary trend inception signals where momentum confirms directional breakouts within statistical context. Divergence-Based Reversals : Enter counter-trend positions when divergence patterns appear at extreme oscillator levels (above 80 or below 20) for high-probability mean-reversion setups. Threshold-Aware Scaling : Recognize that tighter percentile spreads (e.g., 45/50) generate more signals suitable for ranging markets, while wider spreads (e.g., 30/70) filter for stronger trend confirmation. Extreme Zone Confluence : Combine reversal markers (✦) with divergence signals for maximum-conviction exhaustion entries. Multi-Timeframe Regime Alignment : Apply higher-timeframe regime context to filter lower-timeframe entries, taking only setups aligned with dominant momentum direction. Smoothing Optimization : Increase smoothing length in choppy markets to reduce false signals, decrease in trending markets for faster response. Technical Implementation Details Core Engine : HMA-preprocessed RSI with configurable smoothing (SMA, HMA, EMA, WMA, DEMA, RMA, LINREG, TEMA) Adaptive Model : Rolling percentile calculation over confirmed oscillator values with size-limited historical buffer Threshold Construction : Linear interpolation percentile extraction from sorted distribution array Regime Detection : State-persistent threshold crossing logic with confirmed bar validation Divergence Engine : Pivot-based pattern matching with range filtering and duplicate prevention Visualization : Gradient-filled regime zones, adaptive threshold lines, strength-modulated extreme bands, dual-pane divergence lines Performance Profile : Optimized for real-time execution with efficient array management and minimal computational overhead Optimal Application Parameters Timeframe Guidance: 1 - 5 min : Micro-structure momentum detection for scalping and intraday reversals 15 - 60 min : Intraday regime identification with divergence-validated turning points 4H - Daily : Swing and position-level momentum analysis with macro divergence context Suggested Baseline Configuration: RSI Length : 18 Source : Close Smooth Oscillator : Enabled Smoothing Length : 20 Smoothing Type : SMA Adaptive Lookback : 1000 Upper Percentile : 50 Lower Percentile : 45 Divergence Pivot Left : 15 Divergence Pivot Right : 15 Min Pivot Distance : 5 Max Pivot Distance : 60 These suggested parameters should be used as a baseline; their effectiveness depends on the asset's volatility profile, momentum characteristics, and preferred signal frequency, so fine-tuning is expected for optimal performance. Parameter Calibration Notes Use the following adjustments to refine behavior without altering the core logic: Too many whipsaw signals : Widen percentile spread (e.g., 40/60 instead of 45/50) to demand stronger momentum confirmation, or increase "Smoothing Length" to filter noise. Missing legitimate regime changes : Tighten percentile spread (e.g., 48/52 instead of 45/50) for earlier detection, or decrease "Smoothing Length" for faster response. Oscillator too choppy : Increase "Smoothing Length" for cleaner readings, or switch "Smoothing Type" to RMA/TEMA for heavier smoothing. Thresholds not adapting properly : Reduce "Adaptive Lookback" to emphasize recent behavior (500-800 bars), or increase it for more stable thresholds (1500-2000 bars). Too many divergence signals : Increase "Pivot Left/Right" values to demand stronger swing confirmation, or widen "Min Pivot Distance" to space out detections. Missing significant divergences : Decrease "Pivot Left/Right" for faster pivot detection, or increase "Max Pivot Distance" to compare more distant swings. Prefer different momentum sensitivity : Adjust "RSI Length" - lower values (10-14) for aggressive response, higher values (21-28) for smoother trend confirmation. Divergences appearing too late : Reduce "Pivot Right" parameter to detect divergences closer to current price action. Adjustments should be incremental and evaluated across multiple session types rather than isolated market conditions. Performance Characteristics High Effectiveness: Markets with mean-reverting characteristics and consistent momentum cycles Instruments where momentum extremes reliably precede reversals or consolidations Ranging environments where percentile-based thresholds adapt to volatility contraction Divergence-driven strategies targeting momentum exhaustion before price confirmation Reduced Effectiveness: Extremely strong trending markets where oscillator remains persistently extreme Low-liquidity environments with erratic momentum readings News-driven or gapped markets where momentum disconnects from price temporarily Markets with regime shifts faster than adaptive lookback can recalibrate Integration Guidelines Confluence : Combine with BOSWaves structure, volume analysis, or traditional support/resistance Threshold Respect : Trust signals that occur after clean threshold crossings with sustained momentum Divergence Context : Prioritize divergences appearing at extreme oscillator levels (80+/15-) over those in neutral zones Regime Awareness : Consider whether current market regime matches historical momentum patterns used for calibration Multi-Pattern Confirmation : Seek divergence patterns coinciding with reversal markers or threshold rejections for maximum conviction Disclaimer Adaptive RSI is a professional-grade momentum and divergence analysis tool. It uses percentile-based threshold calculation that adapts to recent market behavior but cannot predict future regime shifts or guarantee reversal timing. Results depend on market conditions, parameter selection, lookback period appropriateness, and disciplined execution. BOSWaves recommends deploying this indicator within a broader analytical framework that incorporates price structure, volume context, and comprehensive risk management.
Индикатор Pine Script®
от BOSWaves
1
Neeson bitcoin Dynamic ATR Trailing SystemNeeson bitcoin Dynamic ATR Trailing System: A Comprehensive Guide to Volatility-Adaptive Trend Following Introduction The Dynamic ATR Trailing System (DATR-TS) represents a sophisticated approach to trend following that transcends conventional moving average or breakout-based methodologies. Unlike standard trend-following systems that rely on price pattern recognition or fixed parameter oscillators, this system operates on the principle of volatility-adjusted position management—a nuanced approach that dynamically adapts to changing market conditions rather than imposing rigid rules on market behavior. Originality and Innovation Distinct Methodological Approach What sets DATR-TS apart from hundreds of existing trend-following systems is its dual-layered conditional execution framework. While most trend-following systems fall into one of three broad categories—moving average crossovers, channel breakouts, or momentum oscillators—this system belongs to the more specialized category of volatility-normalized trailing stop systems. Key Original Contributions: Volatility-Threshold Signal Filtering: Most trend systems generate signals continuously, leading to overtrading during low-volatility periods. DATR-TS implements a proprietary volatility filter that requires minimum market movement before generating signals, effectively separating high-probatility trend opportunities from market noise. Self-Contained Position State Management: Unlike traditional systems that require external position tracking, DATR-TS maintains an internal position state that prevents contradictory signals and creates a closed-loop decision framework. Dynamic Risk Parameter Adjustment: The system doesn't use fixed percentage stops or rigid ATR multiples. Instead, it implements a responsive adjustment mechanism that widens stops during high volatility and tightens them during low volatility, creating an optimal balance between risk protection and opportunity capture. Trader-Centric Visualization Philosophy: Beyond mere signal generation, the system provides a comprehensive visual feedback system designed to align with human cognitive patterns, reducing emotional decision-making through consistent color coding and information hierarchy. Technical Implementation and Functionality Core Operational Mechanism DATR-TS implements a volatility-adjusted trend persistence model that operates on the principle that trending markets exhibit characteristic volatility signatures. The system specifically targets medium-term directional movements (typically lasting 5-20 days) rather than short-term scalping opportunities or long-term position trades. The Four-Pillar Architecture: Volatility Measurement and Normalization Calculates Average True Range (ATR) over a user-defined period Converts absolute volatility to percentage terms relative to price Compares current volatility against user-defined thresholds to filter suboptimal conditions Dynamic Trailing Stop Algorithm Establishes an initial stop distance based on current volatility Implements a four-state adjustment mechanism that responds to price action Maintains stop position during trend continuation while allowing for trend reversal detection Conditional Signal Generation Generates entry signals only when price action meets both directional and volatility criteria Produces exit signals based on trailing stop penetration Incorporates position state awareness to prevent conflicting signals Comprehensive Feedback System Provides multi-layer visual information including dynamic stop lines, signal labels, and color-coded price action Displays real-time metrics through an integrated dashboard Offers configurable visualization options for different trading styles Specific Trend-Following Methodology DATR-TS employs a volatility-normalized trailing stop breakout approach, which differs significantly from common trend identification methods: Not a moving average crossover system (like MACD or traditional MA crosses) Not a channel breakout system (like Bollinger Band or Donchian Channel breaks) Not a momentum oscillator system (like RSI or Stochastic trend following) Not a price pattern recognition system (like head-and-shoulders or triangle breaks) Instead, it belongs to the more specialized category of volatility-adjusted stop-and-reverse systems that: Wait for market volatility to reach actionable levels Establish positions when price confirms directional bias through stop penetration Manage risk dynamically based on evolving market conditions Exit positions when the trend exhausts itself through stop violation Practical Application and Usage Market Environment Optimization Ideal Conditions: Trending markets with sustained directional movement Medium volatility environments (neither excessively calm nor chaotic) Timeframes: 4-hour to daily charts for optimal signal quality Instruments: Forex majors, commodity futures, equity indices Suboptimal Conditions: Ranging or consolidating markets Extreme volatility events or news-driven spikes Very short timeframes (below 1-hour) Illiquid or highly manipulated instruments Parameter Configuration Strategy Core Parameter Philosophy: ATR Length (Default: 21 periods) Controls the system's memory of volatility Shorter lengths increase sensitivity but may cause overtrading Longer lengths provide smoother signals but may lag during volatility shifts ATR Multiplier (Default: 6.3x) Determines the initial risk buffer Lower values (4-5x) create tighter stops for conservative trading Higher values (6-8x) allow for larger trends but increase drawdown risk Volatility Threshold (Default: 1.5%) Filters out low-quality trading environments Adjust based on market characteristics (higher for volatile markets) Acts as a quality control mechanism for signals Trading Workflow and Execution Signal Interpretation and Action: Entry Protocol: Wait for BLUE "BUY" signal label appearance Confirm volatility conditions meet threshold requirements Enter long position at market or next reasonable opportunity Set initial stop at displayed dynamic stop level Position Management: Monitor dynamic stop line for position adjustment Allow profits to run while stop protects capital No manual adjustment required—system manages stop automatically Exit Protocol: Exit on ORANGE "SELL" signal label appearance Alternative exit if price hits dynamic stop level System will generate new entry signal if conditions warrant re-entry Risk Management Integration: Position sizing based on distance to dynamic stop Volatility filter prevents trades during unfavorable conditions Clear visual feedback on current risk exposure Built-in protection against overtrading Philosophical Foundation and Market Theory Core Trading Principles DATR-TS embodies several foundational market principles: Volatility Defines Opportunity Markets don't trend continuously—they alternate between trending and ranging phases Volatility provides the energy for trends to develop and sustain By measuring and filtering volatility, we can focus on high-probability trend phases Risk Should Be Proportional Fixed percentage stops ignore market context Dynamic stops that adjust with volatility provide more appropriate risk management Position sizing should reflect current market conditions, not arbitrary rules Simplicity Through Sophistication Complex systems often fail in real-world conditions A simple core algorithm with intelligent filtering outperforms complex multi-indicator approaches Clear visual feedback reduces cognitive load and emotional interference Trends Persist Until Proven Otherwise Markets exhibit momentum characteristics Once a trend establishes itself, it tends to continue The trailing stop methodology captures this persistence while providing exit mechanisms Mathematical and Statistical Foundation The system operates on several statistical market observations: Volatility Clustering Phenomenon High volatility periods tend to follow high volatility periods Low volatility periods tend to follow low volatility periods By filtering for adequate volatility, we increase the probability of capturing meaningful trends Trend Magnitude Distribution Most trends are small to medium in magnitude Very large trends are rare but account for disproportionate returns The dynamic stop methodology allows capture of varying trend magnitudes Autocorrelation in Price Movements Price movements exhibit short-term positive autocorrelation during trends This persistence allows trailing stops to capture continued movement The system leverages this characteristic without requiring explicit autocorrelation calculation Performance Characteristics and Expectations Typical System Behavior Signal Frequency: Low to moderate signal generation (prevents overtrading) Signals concentrated during trending market phases Extended periods without signals during ranging conditions Risk-Reward Profile: Win rate typically 40-60% in trending conditions Average win larger than average loss Risk-reward ratios of 1:2 to 1:3 achievable Drawdown Patterns: Controlled through volatility adjustment Larger drawdowns during extended ranging periods Recovery typically follows when trending conditions resume Comparison with Alternative Approaches Versus Moving Average Systems: Less prone to whipsaws during ranging markets Better adaptation to changing volatility conditions Clearer exit signals through stop levels Versus Channel Breakout Systems: More responsive to emerging trends Lower false breakout probability Dynamic risk adjustment rather than fixed parameters Versus Momentum Oscillator Systems: Better trend persistence capture Less susceptible to overbought/oversold false signals Clearer position management rules Educational Value and Skill Development Learning Opportunities DATR-TS serves as more than just a trading tool—it provides educational value through: Market Condition Awareness Teaches traders to distinguish between trending and ranging markets Develops understanding of volatility's role in trading opportunities Encourages patience and selectivity in trade execution Risk Management Discipline Demonstrates dynamic position sizing principles Illustrates the importance of adaptive stops Reinforces the concept of risk-adjusted returns Psychological Skill Development Reduces emotional trading through clear rules Builds patience through conditional execution Develops discipline through systematic approach Customization and Evolution The system provides a foundation for further development: Beginner Level: Use default parameters for initial learning Focus on signal recognition and execution discipline Develop understanding of system behavior across market conditions Intermediate Level: Adjust parameters based on specific market characteristics Combine with complementary analysis techniques Develop personal variations based on trading style Advanced Level: Integrate with portfolio management systems Develop automated execution frameworks Create derivative systems for specialized applications Conclusion: The Modern Trend-Following Paradigm The Dynamic ATR Trailing System represents a significant evolution in trend-following methodology. By moving beyond simple price pattern recognition or fixed parameter oscillators, it embraces the complex reality of financial markets where volatility, trend persistence, and risk management interact dynamically. This system doesn't claim to predict market direction or identify tops and bottoms. Instead, it provides a systematic framework for participating in trends when they emerge, managing risk appropriately as conditions change, and preserving capital during unfavorable environments. For traders seeking a methodology that combines mathematical rigor with practical execution, adapts to changing market conditions rather than fighting against them, and provides clear, actionable information without cognitive overload, DATR-TS offers a sophisticated yet accessible approach to modern trend following. The true value lies not in any single signal or parameter setting, but in the comprehensive philosophy of volatility-aware, risk-adjusted, conditionally-executed trend participation that the system embodies—a philosophy that aligns with how markets actually behave rather than how we might wish them to behave.
Индикатор Pine Script®
от neeson1987