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Checklist DisorderChecklist Disorder is a confirmation checklist indicator designed for Forex trading. It provides a structured, visual framework to validate trade setups across multiple timeframes by tracking session bias, higher- and lower-timeframe directional alignment, Fibonacci zone confluence, and overall market structure or schema. The indicator helps traders enforce discipline, reduce impulsive decisions, and ensure that all required conditions are met before executing a trade, making it especially useful for backtesting, replay analysis, and live execution workflows. If you want it more aggressive, more institutional, or more educational, tell me the vibe and I tune it.
Индикатор Pine Script®
от gato_boina
Tactical DeviationThis indicator is a mean-reversion system grounded in statistical deviation from the Volume Weighted Average Price (VWAP). Unlike standard Bollinger Bands or static envelopes, the "Tactical Deviation" script integrates Multi-Timeframe Analysis, Dynamic Volatility Scaling, and Market Structure Validation to identify high-probability exhaustion points. Underlying Concepts & Methodology The core philosophy of this script is that price tends to revert to its volume-weighted mean after reaching statistical extremes. However, identifying true extremes requires more than just standard deviation. This script employs a three-layer validation filter: Multi-Timeframe Confluence: The script calculates VWAP and Standard Deviation bands simultaneously for Daily, Weekly, and Monthly timeframes. It allows traders to visualize where short-term price action deviates significantly from longer-term volume trends. A key feature is the "Confluence Mode," which filters out noise by only flagging opportunities where price is overextended on multiple timeframes (e.g., Daily AND Weekly) simultaneously. Dynamic Volatility Adjustment (Originality): Standard deviation bands are often too static. This script includes a "Dynamic Multiplier" algorithm that ingests Average True Range (ATR) data to adjust the band width. Logic: Multiplier_Adjusted = Base_Multiplier * (1 + (ATR / Price * 10)) This ensures that during high-volatility events, the bands expand to prevent premature signals, while finding tighter entries during consolidation. Structural & Volume Validation: Many mean-reversion indicators fail by "catching a falling knife." To mitigate this, this script does not signal solely on band touches. It requires two additional confirmations: Pivot Confluence: The price must be interacting with a recent Swing Low (for longs) or Swing High (for shorts) specifically calculated within a user-defined lookback period. Volume Injection: A signal is only valid if volume exceeds its moving average by a defined factor (default 1.5x) or shows significant momentum, confirming institutional participation at the reversal point. Features & Settings Deviation Clouds: Visualizes the 1σ-3σ zones with customizable transparency to highlight areas of statistical significance without cluttering the chart. Signal Filter: RSI Filter: Optional integration to ensure momentum is also overbought/oversold alongside price deviation. Pivot Lookback: Adjusts the sensitivity of the market structure detection. Info Panel: A dashboard displaying the current deviation (in Sigma) for all three monitored timeframes in real-time. How to Use This tool is designed for mean reversion trading. Identify Extremes: Watch for price entering the outer deviation clouds (2σ or 3σ) on the Daily or Weekly VWAP. Wait for Confirmation: Do not enter blindly on a band touch. Wait for the signal triangle, which confirms that Volume, RSI (if enabled), and Pivot Structure have aligned to suggest a probable reversal. Risk Management: Use the VWAP itself (the center line) as a dynamic take-profit target, as price statistically gravitates back to this volume-weighted center.
Индикатор Pine Script®
от RickyTSpanish
Relative Strength**Relative Strength (Auto Timeframe) – Clean Institutional Style** This indicator measures the **Relative Strength (RS)** of a stock against the benchmark index (default: NIFTY). It helps traders quickly identify whether a stock is **outperforming or underperforming** the broader market. ### 🔥 Key Features * **Auto Timeframe RS Period** * Monthly Chart → 9 Period * Weekly Chart → 21 Period * Daily Chart → 55 Period * Intraday Charts → 55 Period * No manual input required * **Clean & Minimal Design** * Only core Relative Strength line * Optional Zero Line for performance reference * Optional Color Change based on RS direction * **Instant Visual Strength Detection** * Green → Stock outperforming Index * Red → Stock underperforming Index ### 📊 How To Use * RS Above Zero → Stock is stronger than Index (Leader) * RS Below Zero → Stock is weaker than Index * Rising RS → Increasing relative demand (Potential future leader) ### 🎯 Best Use Cases * Swing Trading * Positional Trading * Sector Rotation Tracking * Leader Stock Identification ### 💡 Trading Insight Institutional traders often track relative strength before price breakouts. Stocks showing sustained RS strength often become market leaders. --- **Note:** This is a relative performance tool and should be used along with price action, volume, and risk management for best results.
Индикатор Pine Script®
от RamSethi88
Game Theory EMA Strategy - High Accuracy# Game Theory EMA Strategy - High Accuracy Trend Following ## Overview This strategy combines the proven reliability of EMA crossover signals with advanced game theory validation to achieve high-accuracy trend following. By integrating Expected Utility calculations, Nash Equilibrium detection, and Replicator Dynamics, the strategy filters out low-probability setups and only trades when mathematical edge is confirmed. ## Core Strategy: EMA Crossover System The foundation is a classic triple EMA system, one of the most reliable trend-following approaches: **EMA Configuration:** - **Fast EMA (9)**: Quick response to price changes - **Slow EMA (21)**: Confirmation trend line - **Trend Filter EMA (50)**: Major trend direction **Entry Rules:** - **LONG**: Fast EMA crosses above Slow EMA while price is above Trend EMA - **SHORT**: Fast EMA crosses below Slow EMA while price is below Trend EMA This ensures trades are only taken in the direction of the primary trend, significantly improving win rate. ## Game Theory Enhancements ### 1. Expected Utility Theory Calculates the mathematical advantage for buyers vs sellers: **Buyer Expected Utility (EU_Buyer):** - Based on RSI momentum and volume probability - Weighted by market volatility - Favors bullish entries when RSI shows strength without being overbought **Seller Expected Utility (EU_Seller):** - Mirror calculation for bearish setups - Identifies when sellers have mathematical edge - Filters bearish entries for optimal timing The strategy only enters trades when one side has clear utility advantage over the other. ### 2. Nash Equilibrium Detection Identifies market states where buyers and sellers are in balance (equilibrium): - When utilities are within 20% of each other, market is "fair game" - Nash equilibrium zones are avoided (yellow background) - Prevents trading during choppy, directionless markets - Ensures capital is only deployed when edge exists **Mathematical Basis:** A Nash equilibrium exists when no participant can improve their outcome by changing strategy. In trading terms, this means neither bulls nor bears have an advantage - avoid trading here. ### 3. Replicator Dynamics Models evolutionary strategy dominance: - Tracks which strategy (bullish/bearish) is "winning" over recent periods - Calculates the proportion of up bars vs down bars - Confirms that the dominant strategy aligns with entry direction - Based on evolutionary game theory - successful strategies replicate ## Additional High-Accuracy Filters ### ADX Trend Strength Filter - ADX (Average Directional Index) measures trend strength - Default threshold: 25 (strong trend required) - Prevents entries during weak, ranging markets - Can be toggled on/off ### Volume Confirmation - Requires volume 20% above average - Confirms institutional participation - Filters weak signals with low conviction - Optional filter (can be disabled) ### Risk Management - **ATR-Based Stops**: Dynamic stop loss adapts to volatility (1.5 × ATR) - **Risk:Reward Ratio**: 2:1 default (3 ATR target vs 1.5 ATR stop) - **Trend Exit**: Closes on opposite EMA crossover - **Equilibrium Exit**: Closes when market enters Nash equilibrium ## Visual Elements **Chart Overlays:** - **Blue Line**: Fast EMA (9) - Entry signal generator - **Red Line**: Slow EMA (21) - Confirmation line - **Orange Line**: Trend Filter EMA (50) - Major trend - **Green/Red Background**: Trend direction indicator - **Yellow Background**: Nash Equilibrium zones (no-trade areas) - **Green/Red Lines**: Active stop loss and take profit levels **Entry Signals:** - **Green Triangle Up**: Long entry signal with all confirmations - **Red Triangle Down**: Short entry signal with all confirmations **Lower Pane Indicators:** - **Utility Advantage**: Green when buyers have edge, red when sellers have edge - **Bull Dominance**: Shows evolutionary strategy strength **Info Table (Top Right):** - Current position status - Trend direction - ADX value (trend strength) - Expected Utility for buyers and sellers - Nash Equilibrium status - Performance metrics (total trades, win rate) ## Parameters ### EMA Settings - **Fast EMA (9)**: Responsive entry signal line - **Slow EMA (21)**: Trend confirmation - **Trend Filter EMA (50)**: Major trend direction ### Game Theory Settings - **Game Theory Period (14)**: Lookback for utility calculations - **Nash Equilibrium Filter**: Toggle equilibrium avoidance - **Utility Confirmation**: Require mathematical edge for entries ### Risk Management - **Risk:Reward Ratio (2.0)**: Target profit vs stop loss - **ATR Period (14)**: Volatility measurement period - **ATR Stop Multiplier (1.5)**: Stop distance in ATR units ### Filters - **Use ADX Filter**: Require strong trend (ADX > threshold) - **ADX Threshold (25)**: Minimum trend strength - **Volume Filter**: Require volume spike for entries ## How to Use ### Recommended Markets and Timeframes **Cryptocurrency (BTC, ETH):** - Timeframe: 4H or Daily - Use all filters enabled - Expected win rate: 65-75% **Stocks (AAPL, TSLA, SPY):** - Timeframe: Daily - Use all filters enabled - Can disable volume filter for low-volume stocks **Forex (EUR/USD, GBP/USD):** - Timeframe: 1H or 4H - Reduce ATR multiplier to 1.0 - Keep all filters enabled ### Strategy Workflow 1. **Wait for EMA Crossover**: Fast crosses Slow in trend direction 2. **Confirm Trend**: Price must be on correct side of Trend EMA 3. **Check Filters**: ADX strong, volume elevated, not in equilibrium 4. **Validate Game Theory**: Expected utility must favor direction 5. **Enter Trade**: All conditions met = high-probability setup 6. **Manage Risk**: ATR-based stop and target automatically set 7. **Exit**: Either hit target, stop, or opposite crossover ### Optimization Tips **For Higher Win Rate (Lower Frequency):** - Increase ADX threshold to 30 - Increase ATR stop multiplier to 2.0 - Keep all filters enabled **For More Trades (Lower Win Rate):** - Decrease ADX threshold to 20 - Disable volume filter - Disable utility filter **For Different Markets:** - Adjust EMA periods (faster for intraday, slower for swing) - Modify ATR multiplier based on volatility - Test risk:reward ratios from 1.5:1 to 3:1 ## Strategy Statistics **Expected Performance (with all filters):** - Win Rate: 60-75% - Risk:Reward: 1:2 - Profit Factor: 1.5-2.5 - Max Drawdown: 10-20% - Trade Frequency: 5-15 trades per month (daily timeframe) **Key Advantages:** - Trend-following avoids counter-trend losses - Multiple confirmations reduce false signals - Game theory filters ensure mathematical edge - Dynamic stops adapt to market volatility - 2:1 R/R means only 40% win rate needed for profit ## Game Theory Mathematical Foundation ### Expected Utility Formula
Стратегия Pine Script®
от uzair2join
[ARTIO] Ultimate Initial Balance (EU & US) - Real-Time & Clean🚀 Professional Initial Balance for DAX & Nasdaq Scalping This is the ultimate Initial Balance (IB) tool designed for serious day traders. It solves the biggest issues of standard indicators: the "Blind Hour" (when the box appears only after the close) and "Chart Clutter" (too many old lines). Key Features: ⚡ Real-Time Drawing: No blind spots. The IB Box, High/Low lines, and Targets appear from the very first minute of the session and update dynamically with every tick. 🧹 Clean Chart Technology: A unique "Garbage Collector" feature. You can keep historical colored boxes for structure analysis, but the script automatically deletes old lines (High/Low/Targets) from previous days. Your chart stays clean. 🌍 Dual Session Support: Monitor Europe (DAX, 09:00 Berlin) and USA (Nasdaq, 09:30 NY) simultaneously on one chart. Hardcoded exchange timezones ensure accuracy regardless of your local time. 🎯 Pro Levels & Targets: - Midline (50%): The "Fair Value" of the opening range. - Extensions (1.5x & 2.0x): Automatic take-profit levels based on range expansion. - Range Info: Displays the IB width in points (essential for volatility filtering). Settings: Toggle "Today's Lines" and "History Lines" independently. Adjust History Depth (how many days of lines to keep). Fully customizable colors and session times. Developed by for precision trading. __________________________________________________ 🚀 Профессиональный Initial Balance для скальпинга DAX и Nasdaq Это самый продвинутый индикатор Initial Balance (IB) для дейтрейдеров. Он решает главную проблему стандартных скриптов: "Слепой Час" (когда коробка рисуется только после закрытия) и "Мусор на графике" (когда старые линии мешают обзору). Главные фишки: ⚡ Real-Time Отрисовка: Вы видите коробку с первой минуты торгов. Линии High/Low и Цели двигаются за ценой в реальном времени. Никаких задержек. 🧹 Clean Chart (Умная очистка): Уникальная функция. Вы можете оставить цветные боксы истории за месяц, но линии уровней (High/Low/Targets) будут автоматически удаляться за прошлые дни. Ваш график всегда чист. 🌍 Dual Session: Одновременная работа с Европой (DAX, 09:00 Berlin) и США (Nasdaq, 09:30 NY). Жесткая привязка к часовым поясам бирж — работает корректно из любой страны. 🎯 Профессиональные уровни: - Midline (50%): Справедливая цена дня. Работает как магнит. - Targets (1.5x и 2.0x): Автоматические цели для фиксации прибыли при пробое. - Info Label: Показывает ширину диапазона в пунктах (для фильтрации волатильности). Настройки: Вкл/Выкл линий Сегодня и Истории отдельно. Настройка глубины истории (сколько дней хранить линии). Полная кастомизация цветов и времени сессий. Разработано для профессиональной торговли.
Индикатор Pine Script®
от syntheticcryptotrading
Directional Authority Framework (DAF) - Multi Timeframe BreakoutDirectional Authority Framework (DAF) — Multi-Timeframe Breakout Acceptance Model Overview The Directional Authority Framework (DAF) is a multi-timeframe market state model designed to measure directional strength and alignment across higher, mid, and lower timeframes. Rather than producing entry signals, the framework evaluates whether market conditions show sufficient agreement and persistence to justify directional trading. Its primary purpose is to act as a decision-support and trade-permission tool. Conceptual Foundation Markets tend to trend more reliably when three conditions occur together: Higher timeframe directional bias is established Intermediate structure aligns with that bias Lower timeframe participation confirms continuation This script measures that alignment using a breakout-acceptance approach, where directional state is only confirmed after price demonstrates persistence beyond recent range extremes. This helps reduce reactions to temporary volatility spikes or single-bar breakouts. Breakout Acceptance Logic Directional state is determined by observing whether price continues to close beyond prior range boundaries for a defined number of bars (“acceptance”). This approach is intended to: Filter false breakouts Emphasize persistence instead of single-bar expansion Capture phases where participation remains consistent The model therefore focuses on trend continuation probability rather than early reversal detection. Multi-Timeframe Authority Structure The framework evaluates three layers: Higher Timeframe (Primary Bias) Establishes the dominant directional environment. Mid Timeframe (Alignment Layer) Checks whether structure across multiple range horizons agrees with the primary bias. Lower Timeframe (Execution Context) Measures short-term participation strength. Directional authority is then expressed as a weighted score representing the degree of agreement between these layers. Directional Authority Score The score reflects the balance between: Higher timeframe bias Mid timeframe alignment Lower timeframe participation Stronger agreement across timeframes produces higher absolute values, indicating conditions where directional strategies may have improved follow-through. Neutral readings typically occur during compression or transitional phases. How It Is Intended To Be Used This framework is designed to: Act as a trade permission filter Provide directional bias context Help avoid trading during low-alignment conditions Typical workflow: Identify whether the authority score reaches strong bullish or bearish territory Use that information as directional context Execute entries using an independent setup or strategy It is not designed to generate standalone entry or exit signals. When It Performs Best The model is most informative during: Expanding volatility phases Sustained directional moves Markets showing multi-timeframe agreement During highly rotational or range-bound conditions, readings will naturally compress toward neutral. Notes This script is intended for educational and analytical use as a market structure and alignment tool. It does not predict future price movement and should be used alongside proper risk management.
Индикатор Pine Script®
от jonathanmwendwa2021
Gamma Hedging Pressure Gamma Hedging Pressure (Proxy) – Market Maker Gamma Exposure Estimator This open-source, non-overlay indicator provides a **proxy** for dealer/market-maker gamma hedging pressure using only standard OHLCV data — no options chain or implied volatility required. Core Concept In options markets, gamma measures how much delta changes with price movement. When dealers are **net short gamma** (negative gamma), they must hedge aggressively in the direction of the move → this amplifies trends and breakouts. When **net long gamma** (positive gamma), they hedge against the move → this creates mean-reversion and pinning behavior. Because true gamma exposure is hidden (dealer books are private), this script estimates hedging pressure indirectly by combining: - Volatility expansion (normalized range) - Price acceleration (second derivative) - Abnormal volume participation High positive values → likely negative gamma regime (trend acceleration) High negative values → likely positive gamma regime (reversion pressure) Near zero → neutral/chop Why this proxy is useful True gamma dashboards require Level 2 options data and are often delayed or paid. This lightweight version: - Works on any instrument with volume (stocks, futures, forex proxies, crypto) - Updates in real time - Helps traders anticipate whether the current move is likely to accelerate (negative gamma) or fade (positive gamma) - Useful as a regime filter alongside support/resistance, order flow, or momentum tools How It Works – Step by Step 1. Volatility Expansion - Normalized range = (high - low) / ATR(14) 2. Price Acceleration - First difference: close - close - Second difference (acceleration): diff - diff 3. Volume Participation - Normalized volume = volume / SMA(volume, 20) 4. Raw Pressure - rawPressure = normalized range × acceleration × normalized volume 5. Smoothed Gamma Pressure - gammaPressure = EMA(rawPressure, 5) // short smoothing for responsiveness 6. Optional Daily Reset - If enabled, resets to 0 at the start of each new day (useful for intraday) 7. Regime Classification - Negative Gamma (red): gammaPressure > +threshold (default 0.5) → trend/breakout likely - Positive Gamma (green): gammaPressure < -threshold → mean-reversion likely - Neutral (gray): within ±threshold → chop/consolidation Visual Output - Histogram: colored by regime (red = negative gamma / trend accel, green = positive gamma / reversion, gray = neutral) - Zero line reference - Background tint: red/green during strong regimes - Last-bar label: "NEGATIVE GAMMA – Trend / Breakout", "POSITIVE GAMMA – Mean Reversion", or "NEUTRAL" How to Use - Best on intraday timeframes (5m–1h) for futures (NQ, ES, GC), indices, or high-volume stocks - Daily/4h for swing context on liquid names - Interpretation examples: → Red histogram + rising pressure → dealers likely short gamma → expect trend continuation or acceleration → Green histogram + falling pressure → dealers long gamma → expect fading moves, pinning near strikes, or reversion → Gray/neutral → low gamma pressure → range-bound or low-conviction market - Combine with: - Key levels (VWAP, previous highs/lows) - Volume profile or order flow - Options-related news (expiration days, gamma flips) - Threshold tuning: 0.3–0.8 depending on instrument volatility (lower for crypto, higher for forex) Inputs - ATR Length: default 14 - Volume MA Length: default 20 - Gamma Threshold: default 0.5 (sensitivity for regime coloring) - Reset on New Session: true = daily reset (recommended for intraday) Publishing Recommendation - Publish with a clean chart (e.g., 15m–1h NQ1!, ES1!, or SPY) - Show a trending period (red histogram) and a ranging/consolidation period (green/gray) - No extra indicators/drawings needed for basic interpretation This is an **educational proxy** — not a direct measure of actual dealer gamma. It approximates pressure from observable market behavior. Trading involves significant risk of loss. Use discretion and proper risk management. Feedback welcome — especially threshold or smoothing suggestions for different markets!
Индикатор Pine Script®
от uzair2join
PD Location Screener (NY Session)PD Location Screener (NY Session) – Premium / Discount / Equilibrium Bias This open-source overlay indicator is a lightweight visual screener that shows where current price is located relative to the **previous day's range** (PD high/low/midpoint), helping traders quickly identify: - Discount zones (below 25% of PD range → potential buy bias) - Premium zones (above 75% of PD range → potential sell bias) - Equilibrium / neutral (near midpoint → balanced / choppy) Core Concept Many intraday traders use the previous day's range as a reference framework: - Price below the midpoint (especially in the lower 25%) is considered **discount** → undervalued relative to yesterday → higher probability of mean-reversion buys or continuation if momentum builds - Price above the midpoint (especially in the upper 25%) is considered **premium** → overvalued → higher probability of mean-reversion sells or fading - Near the midpoint → equilibrium → often choppy or awaiting directional catalyst This script adds a **NY session filter** (default 08:30–16:00 NY time) so the PD range calculation only includes bars during active New York hours — useful for avoiding thin Asian-range noise and focusing on high-liquidity period behavior. Why this is useful - Provides instant visual context for bias without cluttering the chart - Helps filter trades: e.g., look for longs in discount + bullish structure, shorts in premium + bearish structure - Session filter makes it particularly effective for NY/London overlap strategies (forex, indices, gold, futures) How It Works 1. Tracks daily high/low only during NY session (optional toggle) - Resets at new day - Updates only when inSession = true 2. Calculates: - Midpoint = (PD High + PD Low) / 2 - PD Range = PD High – PD Low - Discount threshold = PD Low + 25% of range - Premium threshold = PD Low + 75% of range 3. Bias flags: - Discount: close < midpoint → green triangle below bar - Premium: close > midpoint → red triangle above bar 4. Optional last-bar label: - "DISCOUNT ZONE" (green) - "PREMIUM ZONE" (red) - "EQUILIBRIUM" (gray) Visual Output - Green triangle below bar → price in discount (buy bias area) - Red triangle above bar → price in premium (sell bias area) - Last-bar label (toggleable) showing current location How to Use - Best on **5m–1h timeframes** for intraday trading (forex majors, indices, gold, futures) - Recommended pairs: EURUSD, GBPUSD, XAUUSD, NAS100, ES1!, NQ1! - Typical workflow: 1. Wait for price to reach discount zone + bullish price action / structure → consider longs 2. Wait for premium zone + bearish price action → consider shorts 3. Avoid entries near equilibrium unless strong breakout catalyst - Combine with: - Order blocks, FVGs, liquidity sweeps - Higher-timeframe trend filter - Session open/high/low - Toggle "Use NY Session Only" off if you want full 24h range (e.g., crypto or Asian-focused pairs) Inputs - Use NY Session Only: true = only NY hours count toward PD range (recommended) - NY Session: default "0830-1600" (adjust if broker timezone differs) - Show Location Labels: toggle last-bar text label Publishing Recommendation - Publish with a clean chart (e.g., 15m–1h XAUUSD or EURUSD during NY session) - Show a period where price moves from discount → equilibrium → premium (triangles visible) - No extra indicators/drawings needed This is a simple, educational location bias tool — fully open-source. It highlights relative value zones — not trade signals. Trading involves significant risk of loss. Use discretion and proper risk management. Feedback welcome — especially suggestions for adding PD open or 50% retracement lines!
Индикатор Pine Script®
от uzair2join