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ATR Volatility RegimeATR Volatility Regime A volatility classification indicator that uses ATR (Average True Range) percentile ranking to identify LOW , NORMAL , HIGH , or EXTREME volatility conditions. Displayed as a separate pane oscillator (0–100 scale) with colored zones. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 💡 WHY THIS INDICATOR? Most volatility indicators show raw ATR — a number without context. Is ATR = 50 high or low? Depends on the asset and recent history. This indicator answers: "Is current volatility high or low for THIS asset, right now?" What it adds over standard ATR: Percentile context — Compares current ATR to its own history Regime classification — Actionable labels instead of raw numbers Visual zones — Instant read without interpretation Optional MTF — Lock to a fixed timeframe while viewing another Auto-adapts — Works on any asset without manual threshold tuning ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📐 CORE CONCEPTS ATR (Average True Range) Measures volatility in price units — how much an asset typically moves per bar. Directionless (magnitude only, not direction). Calculation: True Range = the greatest of: High − Low (current bar's range) |High − Previous Close| (gap up captured) |Low − Previous Close| (gap down captured) ATR = Moving average of True Range over N bars (default: 14) Percentile Rank (Pctl) Answers: "What percentage of historical values is the current value greater than?" Pctl = 0% → Lowest ATR in lookback period (extreme compression) Pctl = 50% → Median ATR (typical volatility) Pctl = 100% → Highest ATR in lookback period (extreme expansion) ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🎯 WHAT IT DOES Classifies current volatility into four regimes: LOW (< 25th percentile) — Compression, breakout likely brewing NORMAL (25th–50th percentile) — Typical market conditions HIGH (50th–75th percentile) — Elevated volatility, use caution EXTREME (> 75th percentile) — Rare expansion, tighten stops or stay flat ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📊 DISPLAY COMPONENTS Oscillator Line (0–100) ATR percentile rank over time. Color matches regime: Blue = LOW Gray = NORMAL Orange = HIGH Red = EXTREME Zone Backgrounds Colored bands at threshold levels for instant visual reference. Status Label VOL — Current regime ATR — Raw ATR value (for stop sizing) Pctl — Percentile rank (0–100%) TF — Active timeframe (chart or fixed) ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📈 HOW TO USE LOW Volatility (Pctl < 25%): Market compressed — "calm before the storm" Watch for breakout setups Pctl = 0% often precedes significant moves NORMAL Volatility (Pctl 25–50%): Typical conditions Standard position sizing and stops HIGH Volatility (Pctl 50–75%): Elevated movement — reduce size Widen stops to avoid noise EXTREME Volatility (Pctl > 75%): Rare, intense conditions Avoid new entries or tighten risk ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ⚙️ SETTINGS ATR Settings: ATR Length (default: 14) — Period for ATR calculation Percentile Lookback (default: 100) — Bars for percentile ranking Timeframe: Use Fixed Timeframe (default: off) — Lock calculation to specific TF Fixed Timeframe (default: D) — TF to use when fixed mode enabled Thresholds: Low Threshold (default: 25) High Threshold (default: 50) Extreme Threshold (default: 75) Display: Show Zone Background — Toggle colored fills Show Status Label — Toggle info label ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📋 SUGGESTED LOOKBACK BY ASSET Crypto — 100 bars (fast regime shifts) Stocks — 252 bars (one trading year) Forex — 100–150 bars Commodities — 150–200 bars (seasonal patterns) ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🔔 ALERTS Vol → EXTREME Vol → HIGH Vol → LOW Vol exits HIGH ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 💡 PRACTICAL APPLICATIONS Stop-Loss Sizing: Use raw ATR for stops. Example: Stop = Entry − (1.5 × ATR) Position Sizing: Reduce size when percentile is HIGH or EXTREME. Entry Filtering: LOW regime = prepare for breakout EXTREME regime = avoid new entries ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📝 NOTES Works on any timeframe — adapts to chart or locks to fixed TF ATR is non-directional — magnitude only Percentile auto-adapts to each asset's volatility profile Not a standalone signal — combine with trend/regime filters ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🏷️ TAGS volatility, ATR, average-true-range, percentile, regime, risk-management, position-sizing, swing-trading, MTF
Индикатор Pine Script®
от gokcenbuy
HTB NY Session VWAP with Prev CloseVisual Distinction: The current VWAP is a bold pink line that moves with price, while the previous VWAP appears as a static, thin gray line, providing a clear "anchor" from yesterday's value. Many institutional traders look for "Value Area" relationships. If today's price opens above the Previous Session VWAP, the market is considered "internally bullish." If it fails to hold that level and crosses below it, it often signals a "mean reversion" or a trend reversal. Would you like me to add an alert that triggers specifically when the current price touches the Previous Session VWAP line?
Индикатор Pine Script®
от hbhargava727
Quant Stats: Alpha, Beta, R2Quant Stats Indicator for TradingView: Alpha, Beta, and R-Squared Overview The Quant Stats Indicator is a professional-grade Pine Script tool designed for quantitative traders and hedge fund managers who need real-time analysis of stock or ETF performance against a benchmark using three fundamental CAPM metrics: Beta, R-Squared, and Alpha. This indicator calculates three critical measurements that answer every quant trader's core questions: How volatile is this asset relative to my benchmark? How much of its performance is independent of the benchmark? And how much excess return am I achieving after adjusting for risk? The Three Metrics Explained Beta (β) measures systematic risk and volatility relative to your chosen benchmark. A Beta of 1.0 means the asset moves in lockstep with the benchmark. A Beta above 1.0 indicates higher volatility—if the market rises 10%, a Beta-1.5 asset should rise 15%. Conversely, a Beta below 1.0 indicates lower volatility, making it a defensive position. This metric helps you understand how much market exposure you're truly taking. R-Squared (R²) quantifies what percentage of an asset's price movement can be explained by benchmark movements. An R² of 0.95 means 95% of the asset's moves are driven by the benchmark, leaving only 5% unexplained. Conversely, an R² of 0.2 means 80% of the asset's movement is independent of the benchmark. This distinction is crucial: high R² is desirable for passive index tracking but indicates weak alpha potential; low R² reveals genuine independent returns, exactly what active managers seek. Alpha (α) reveals Jensen's Alpha—the excess risk-adjusted return after accounting for the return you "should" earn given your Beta exposure. A positive Alpha of 15% means you're outperforming the market by 15 percentage points after adjusting for systematic risk. This is the holy grail of stock picking: pure skill-driven excess return, not luck from market exposure. How to Use It Configure four key inputs: your benchmark ticker (default SPY, but use QQQ for tech-focused analysis or sector-specific ETFs), the lookback period in days, and the risk-free rate reflecting current Treasury yields. The lookback period is critical. Use 20 days for tactical trading to capture short-term sentiment and beta spikes; use 63 days for swing trading and quarterly rebalancing; use 252 days for structural asset allocation decisions. The indicator plots Beta as a blue line, R-Squared as a red shaded background area, and Alpha as a green line in a sub-panel. Reference gridlines appear at Beta = 1.0 (market-equivalent volatility) and Alpha = 0.0 (breakeven performance), making interpretation intuitive. Practical Applications For swing traders monitoring a 63-day window, seek positions with low Beta (below 0.8) and positive Alpha—these are defensive winners. Avoid high Beta (above 1.2) with low R² unless you specifically want high-volatility speculation. Long/short hedge funds should use a 20-day lookback to detect regime changes: sudden Beta spikes often precede correlation breakdowns, while R² collapses signal rising idiosyncratic risk requiring immediate rebalancing. For ETF portfolio construction, high R² (above 0.95) indicates index-tracking that doesn't justify active management fees. Low R² (below 0.3) combined with positive Alpha reveals genuine active management skill. The sweet spot is moderate Beta (0.5–0.8) with low R² and positive Alpha—a true diversifier that reduces portfolio volatility while generating independent returns. Critical Interpretation Rules A common mistake is assuming high R² is always desirable. It isn't. Passive index funds naturally have high R²; active managers should target low R² with high Alpha. Similarly, don't assume Alpha above 10% is sustainable—short-term Alpha (20–100 days) is inherently volatile and often represents temporary mispricings rather than repeatable skill. Always pair Beta analysis with R² interpretation; Beta alone ignores idiosyncratic risk, liquidity constraints, and tail risk. Configuration Recommendations Conservative investors should use SPY as benchmark with a 252-day lookback, targeting Alpha above 3% and Beta below 0.8. Growth-oriented portfolios might use QQQ with a 63-day lookback, targeting 8–12% Alpha and tolerating Beta up to 1.3. Hedge funds pursuing market-neutral strategies should use SPY with a 20-day lookback, set the risk-free rate to 2% (anticipating rate cuts), and target 15%+ Alpha while maintaining Beta below 0.3. Important Limitations The indicator is backward-looking; historical statistical relationships may not persist. Shorter lookback periods are noisier but more responsive; longer periods smooth noise but lag regime changes. Choosing the wrong benchmark completely invalidates analysis. Finally, the indicator doesn't account for tail risk or extreme market events where correlations spike unpredictably and Beta becomes unreliable. Use this tool to separate signal from noise and identify true alpha generators. Apply it consistently, validate results against official fund factsheets, and monitor for 2–4 weeks before making significant portfolio decisions.
Индикатор Pine Script®
от Jobear
ABCD Strategy (v7 Ready)//@version=6 indicator("ABCD Strategy v7 – MTF S/R Filter", overlay=true, max_lines_count=300, max_labels_count=300) //━━━━━━━━━━━━━━━━━━━━━ // INPUTS //━━━━━━━━━━━━━━━━━━━━━ pivotLen = input.int(5, "Swing Strength", minval=2) bcMin = input.float(0.618, "BC Min Fib") bcMax = input.float(0.786, "BC Max Fib") cdMin = input.float(1.272, "CD Min Extension") cdMax = input.float(1.618, "CD Max Extension") htfTF = input.timeframe("240", "Higher Timeframe (S/R)") srLookback = input.int(200, "HTF S/R Lookback") srTolerance = input.float(0.002, "S/R Zone Tolerance (0.2%)") showSR = input.bool(true, "Show HTF S/R Zones") showTargets = input.bool(true, "Show Targets") //━━━━━━━━━━━━━━━━━━━━━ // HIGHER TF SUPPORT / RESISTANCE //━━━━━━━━━━━━━━━━━━━━━ htfHigh = request.security(syminfo.tickerid, htfTF, ta.highest(high, srLookback)) htfLow = request.security(syminfo.tickerid, htfTF, ta.lowest(low, srLookback)) srHighZoneTop = htfHigh * (1 + srTolerance) srHighZoneBottom = htfHigh * (1 - srTolerance) srLowZoneTop = htfLow * (1 + srTolerance) srLowZoneBottom = htfLow * (1 - srTolerance) //━━━━━━━━━━━━━━━━━━━━━ // DRAW HTF ZONES //━━━━━━━━━━━━━━━━━━━━━ if showSR box.new(bar_index - 5, srHighZoneTop, bar_index + 5, srHighZoneBottom, bgcolor=color.new(color.red, 85), border_color=color.red) box.new(bar_index - 5, srLowZoneTop, bar_index + 5, srLowZoneBottom, bgcolor=color.new(color.green, 85), border_color=color.green) //━━━━━━━━━━━━━━━━━━━━━ // SWING DETECTION //━━━━━━━━━━━━━━━━━━━━━ ph = ta.pivothigh(high, pivotLen, pivotLen) pl = ta.pivotlow(low, pivotLen, pivotLen) var float A = na var float B = na var float C = na var float D = na var int Ab = na var int Bb = na var int Cb = na var int Db = na if not na(pl) A := B Ab := Bb B := C Bb := Cb C := low Cb := bar_index if not na(ph) A := B Ab := Bb B := C Bb := Cb C := high Cb := bar_index //━━━━━━━━━━━━━━━━━━━━━ // ABCD LOGIC //━━━━━━━━━━━━━━━━━━━━━ ab = math.abs(B - A) bc = math.abs(C - B) bcFib = bc / ab validBC = bcFib >= bcMin and bcFib <= bcMax bull = C > B cdMinPrice = bull ? C - bc * cdMin : C + bc * cdMin cdMaxPrice = bull ? C - bc * cdMax : C + bc * cdMax inDzone = low <= cdMaxPrice and high >= cdMinPrice //━━━━━━━━━━━━━━━━━━━━━ // MTF STRUCTURE FILTER //━━━━━━━━━━━━━━━━━━━━━ nearResistance = close <= srHighZoneTop and close >= srHighZoneBottom nearSupport = close <= srLowZoneTop and close >= srLowZoneBottom structureOK = (bull and nearSupport) or (not bull and nearResistance) //━━━━━━━━━━━━━━━━━━━━━ // FINAL D CONFIRMATION //━━━━━━━━━━━━━━━━━━━━━ if validBC and inDzone and structureOK D := close Db := bar_index //━━━━━━━━━━━━━━━━━━━━━ // TARGETS //━━━━━━━━━━━━━━━━━━━━━ tp1 = bull ? D + math.abs(D - C) * 0.382 : D - math.abs(D - C) * 0.382 tp2 = bull ? D + math.abs(D - C) * 0.618 : D - math.abs(D - C) * 0.618 //━━━━━━━━━━━━━━━━━━━━━ // DRAW PATTERN //━━━━━━━━━━━━━━━━━━━━━ if not na(D) line.new(Ab, A, Bb, B, width=2, color=color.blue) line.new(Bb, B, Cb, C, width=2, color=color.orange) line.new(Cb, C, Db, D, width=2, color=color.green) label.new(Db, D, "D (HTF CONFIRMED)", style=label.style_label_down, color=color.yellow) if showTargets line.new(Db, tp1, Db + 12, tp1, color=color.green) line.new(Db, tp2, Db + 12, tp2, color=color.teal) alertcondition(validBC and inDzone and structureOK, "ABCD v7 Confirmed", "ABCD Pattern confirmed at Higher-Timeframe Support/Resistance — wait for price action.")
Индикатор Pine Script®
от NfinitiLinks
Cloud Matrix [CongTrader]Cloud Matrix – Ichimoku Confluence System Cloud Matrix is a rule-based Ichimoku confluence framework, designed to filter noise and low-probability setups by requiring multi-condition confirmation instead of single signals. Unlike traditional Ichimoku usage (visual interpretation), this script converts Ichimoku states into a matrix scoring model. Each setup is validated using 5 structural dimensions: • Tenkan–Kijun relationship • Price position vs Kumo • Kumo polarity (Span A vs Span B) • Chikou Span confirmation • Price vs Kijun acceptance Only when ≥ 3 conditions align, signals are allowed. 🔹 Signal Logic Cloud Matrix generates two validated signal types: • TK Cross Signals – Tenkan/Kijun crosses filtered by matrix confirmation • Kumo Break Signals – Breakouts confirmed by cloud structure and momentum context All signals can be configured to trigger on candle close to reduce noise and repainting. 🔹 Trend Alignment (Optional) An optional Higher Timeframe EMA200 filter is included: • Long signals only in HTF uptrend • Short signals only in HTF downtrend This improves consistency by preventing counter-trend trades. 🔹 Presets Built-in presets allow fast adaptation: • Traditional Ichimoku • Crypto Fast • Crypto Medium • Custom mode 🔹 Usage Use Cloud Matrix as a decision filter, not a buy/sell machine: identify trend → wait for TK cross or Kumo break → confirm matrix alignment → execute with price action and structure-based risk management...
Индикатор Pine Script®
от CongTrader_
STAX# STAX - MapleStax Candle by Candle Automation ## Overview STAX is a trend-following indicator that automates the "MapleStax Candle by Candle (CBC)" methodology for futures and equity trading. This system uses a higher timeframe anchor trend combined with lower timeframe execution filters to identify high-probability pullback entries in the direction of the prevailing trend. ## How It Works ### 1. Anchor Trend Detection (10-Minute CBC Flip) The core of this system is the CBC (Candle by Candle) flip logic on the anchor timeframe (default: 10 minutes): - **Bullish Flip**: Occurs when a 10m candle closes ABOVE the high of the previous 10m candle - **Bearish Flip**: Occurs when a 10m candle closes BELOW the low of the previous 10m candle - Once a flip occurs, the trend remains in that direction until an opposite flip happens The anchor trend is calculated using `request.security()` with `lookahead=barmerge.lookahead_off` and indexed historical data ` ` to ensure non-repainting behavior. This means signals will not change or disappear after they appear. ### 2. Execution Filters (Current Timeframe) On your current chart timeframe (recommended: 3 minutes), the indicator applies two key filters: **EMA Confirmation**: - For LONG signals: 9-period EMA must be greater than 20-period EMA - For SHORT signals: 9-period EMA must be less than 20-period EMA **VWAP Filter** (Strict or Target mode): - **Strict Mode** (default): Only shows signals when price is on the correct side of VWAP - LONG signals only above VWAP - SHORT signals only below VWAP - **Target Mode**: Shows all valid signals but uses VWAP as the take profit target when price is on the "wrong" side ### 3. Entry Signal Logic The indicator looks for pullback entries: - **BUY Signal**: 10m trend is Bullish + EMA 9 > 20 + Current 3m candle is RED (close < open) - Logic: Wait for a red pullback candle in a bullish trend with bullish EMA alignment - **SELL Signal**: 10m trend is Bearish + EMA 9 < 20 + Current 3m candle is GREEN (close > open) - Logic: Wait for a green retracement candle in a bearish trend with bearish EMA alignment This pullback logic helps you enter after a brief counter-trend move, improving risk/reward compared to chasing breakouts. ### 4. Risk Management **Stop Loss**: Automatically set at the previous 10-minute candle's low (for longs) or high (for shorts). This represents the last swing point that would invalidate the trend structure. **Take Profit**: - When aligned with VWAP: Fixed tick-based target (default: 20 ticks, adjustable) - When counter to VWAP: Target is VWAP itself, providing a logical profit target The indicator displays TP and SL levels visually and alerts when they are hit. ### 5. Signal Management To prevent over-trading, the indicator includes a **cooldown period** (default: 10 bars minimum between signals). This stops signal spam in choppy conditions and forces you to wait for the market to develop before taking another trade. ### 6. Time Session Filters Two separate trading sessions can be configured with 12-hour clock inputs: - **Session 1**: Default 9:30 AM - 4:00 PM (New York regular hours) - **Session 2**: Optional second session for extended hours or different time zones Signals only appear during enabled sessions, helping you trade during liquid market hours. ## What Makes This Original This indicator automates a specific methodology (MapleStax CBC) that combines multiple proven concepts: 1. Higher timeframe trend structure (CBC flip logic) 2. Lower timeframe execution timing (EMA filters) 3. Pullback entry strategy (counter-colored candles) 4. Volume-based target selection (VWAP integration) 5. Swing-based stop placement (previous anchor swing points) The combination of these elements into an automated system with visual feedback and alert functionality is what provides value beyond using these indicators separately. ## How to Use 1. **Choose Your Timeframes**: - Anchor timeframe: 10 minutes (adjustable) for trend direction - Execution timeframe: 3-5 minutes recommended for entries 2. **Select VWAP Mode**: - **Strict Mode**: More conservative, only trades with VWAP bias - **Target Mode**: More aggressive, uses VWAP as profit target 3. **Configure Sessions**: Enable Session 1 and optionally Session 2 to match your trading hours 4. **Set Risk Parameters**: Adjust take profit ticks based on your instrument and risk tolerance 5. **Watch for Signals**: - Green "BUY" label below bars = Long entry - Red "SELL" label above bars = Short entry - Dashed red line = Stop loss level - Green "TP ✓" or Red "SL ✗" labels show exit points 6. **Monitor the Status Table**: The table in the top-right shows: - Current 10m trend direction - EMA alignment status - VWAP position - Active session status - Current signal state - Active trade information 7. **Set Alerts**: Use TradingView's alert system with the built-in alert conditions: - BUY Signal - SELL Signal - Take Profit Hit - Stop Loss Hit ## Best Practices - **Recommended Timeframes**: 3m execution chart with 10m anchor works well for active trading - **Instrument Selection**: Works best on liquid futures contracts (ES, NQ, CL, etc.) and major forex pairs - **Session Trading**: Enable Session 1 for New York hours; avoid low-volume periods - **Backtest First**: Always backtest the settings on your specific instrument before live trading - **Use Realistic Parameters**: Default 20-tick TP is conservative; adjust based on instrument volatility ## Limitations and Warnings **This indicator does NOT**: - Guarantee profitable trades (past performance does not indicate future results) - Account for slippage, commissions, or real-world execution challenges - Work equally well in all market conditions (performs poorly in low-volume, range-bound markets) - Replace proper risk management and position sizing - Provide financial advice **Repainting**: This indicator is designed to be non-repainting. Signals use indexed historical data from the anchor timeframe, meaning they will not change or disappear after they appear. However, the current bar's status will update in real-time until it closes. **Market Conditions**: This trend-following pullback system performs best in trending markets with clear directional bias. In choppy, range-bound conditions, expect more false signals despite the cooldown filter. **Stop Loss Execution**: The stop loss levels shown are theoretical. In fast-moving markets, actual fills may occur at worse prices due to slippage. ## Input Parameters **Anchor Settings**: - Anchor Timeframe: Higher timeframe for trend detection (default: 10 minutes) **EMA Settings**: - Fast EMA: Short-period EMA for execution bias (default: 9) - Slow EMA: Long-period EMA for execution bias (default: 20) **VWAP Settings**: - Strict VWAP Filter: Toggle between strict filtering and target mode **Signal Management**: - Min Bars Between Signals: Cooldown period to prevent spam (default: 10 bars) **Time Filters**: - Session 1 & 2: Configure up to two trading sessions with start/end times in 12-hour format **Risk Management**: - Take Profit (Ticks): Fixed tick target when aligned with VWAP (default: 20) **Visual Settings**: - Show Trend Background: Background color based on 10m trend - Show Stop Loss Lines: Display SL levels on chart - Show EMAs: Display 9/20 EMAs on chart - Show VWAP: Display daily VWAP on chart ## Technical Notes - Uses Pine Script v5 - Non-repainting implementation via `request.security()` with `lookahead_off` and indexed data - Suitable for alerts and automated trading integration - Maximum 50 labels and 50 lines to maintain performance - Status table updates on each bar close ## Credits This indicator automates the MapleStax Candle by Candle methodology. The CBC flip logic and pullback entry concept are part of the MapleStax trading education system. --- **Disclaimer**: This indicator is for educational and informational purposes only. It is not financial advice. Trading futures, forex, and equities carries substantial risk of loss. Past performance is not indicative of future results. Always trade with risk capital you can afford to lose and use proper position sizing.
Индикатор Pine Script®
от TradeManager_PRO
Gold Futures Prop-Firm Strategy (GC) 1-18-2026Overview This is a long-only, session-based, multi-regime trading strategy designed specifically for Gold futures (GC / GC1!) on intraday timeframes (typically 5–15 minutes). The strategy aims to capture high-probability moves during the New York and Asian sessions while avoiding major economic news events and enforcing strict daily risk limits — making it suitable for prop firm challenges (e.g. FTMO, FundedNext, Apex, etc.) that require consistent profitability, limited drawdown, and disciplined risk management. Core Philosophy Trade longs only (shorts were removed after analysis showed they were consistently unprofitable) Different logic depending on session and market regime (trending vs ranging) Heavy filtering using trend strength (ADX), volume confirmation, EMA alignment, Bollinger Bands, and RSI Strict position sizing, daily loss cap, per-session trade limits, and news blackout periods Trailing stop mechanism to let winners run while protecting against reversals Trading Sessions & Time Windows (Eastern Time) NY Session: 08:30 – 15:00 ET NY AM (trend/breakout zone): 08:30 – 11:30 ET NY PM (mean-reversion zone): 11:30 – 15:00 ET Asia Session (mean-reversion zone): 18:00 – 02:00 ET News blackouts: short windows around high-impact releases (CPI/NFP, ISM/Fed, FOMC) Entry Logic (Long Only) NY AM – Trend Following & Breakouts (strongest trend filter) ADX > 30 (strong trend) Price above 200 EMA (bull regime) Fast EMA (21) crosses above Slow EMA (55) or breakout above 20-bar high Volume spike (> 1.4 × 20-period SMA) Max 2 trades per NY session per day NY PM & Asia – Mean Reversion ADX ≤ 30 (ranging market) Price below lower Bollinger Band (20, 2.0) RSI < 25 (deep oversold) No volume filter required here Max 2 trades per Asia session per day Risk Management Rules Position size: Fixed 1–2 contracts (user selectable) Initial stop: 1.7 × ATR(14) below entry (tightened from original) Trailing stop: Activates after price moves +1.0 × ATR in profit Trails by 1.0 × ATR (locked-in profits aggressively) Daily loss limit: -$600 (stops all trading for the day once hit) No trading during defined news windows Pyramiding disabled (only one position at a time) No short entries (removed after backtest analysis) Indicators Used EMA 21 / 55 / 200 (trend direction & filter) ATR(14) × 0.85 (volatility base) ADX(14) threshold 30 (strong trend confirmation) Bollinger Bands (20, 2.0) for mean-reversion entries RSI(14) with oversold < 25 Volume spike filter (1.4× SMA) for trend/breakout entries 20-bar highest high / lowest low for breakout detection Visual Elements on Chart Fast (blue), Slow (orange), and Filter (red) EMAs Bollinger Bands (gray, semi-transparent fill) Background coloring: Red tint during news blackout periods Purple tint when daily loss limit is hit Intended Use Case Prop trading firm evaluation accounts Conservative intraday gold trading Focus on high-quality long setups in trending (NY AM) and mean-reverting (Asia/PM) environments Goal: positive expectancy with controlled drawdown, suitable for passing drawdown and profit targets
Стратегия Pine Script®
от mattkelly914
SB - Print MachineIntraday Trading @ 5 Minutes TF -Observation @ Nifty 50 Index , Trade on - Nifty options Rules : Call options (ATM) Entry : 1. VWDEMA is Green (Bullish) 2. Vdema is Green and Crossing VWDema upside (Bullish) 3. ATR Turns Green (Bullish) 4. Vwap Channel Background is Green Put Options (ATM) Entry : 1. VWDEMA is RED (Bearish) 2. Vdema is Red and Crossing VWDema downside(Bearish) 3. ATR Turns Red (Bearish) 4. Vwap Channel Background is red Settings : VWDEMA - 44 VDema - 21 ATR - 14 ATR Multiplier - 1.5 BB - Skip Pivot Calculation Method - Wick Left length - 4 Right Length - 1 Pivot Lebels - Enable all Pivot arkers - Skip All Pivot Values - Skip All VPC Length - 14 VPC Time Frame - 3 minutes Main Chart Time Frame - 5 Minutes Colour Display Settings : As per you eyes comfort. Parameters have dynamic colour coding (different for uptrend and downtrend, use accordingly) Parameters here are customisable, Shared here is what I am using and getting good results. Test your settings which suits you best. Good Luck !!
Индикатор Pine Script®
от abhishek5780
SB - Print MachineIntraday Trading (Buying Only), Observation - Nifty 50, Trade - Nifty options (ATM) Rules Call Options (ATM): 1. VWDEMA turns Green (Bullish) 2. VDema turns Green and crossing VWDema upside (Bullish) 3. ATR turns Green (Bullish) 4. VCP background turns Green (Bullish) Rules Put Options (ATM): 1. VWDEMA turns Red (Bearish) 2. VDema turns Red and crossing VWDema downside (Bearish) 3. ATR turns Red (Bearish) 4. VCP background turns Red (Bearish) Indicator Settings : 1. VWDEMA Length - 44 2. VDema Length - 21 3. ATR Length - 14 4. ATR Multiplier - 1.5 5. BB - Ignore and Skip (Hide) 6. Pivot Calculation Method - Wick 7. Pivot Left Length (Low/High) - 4 8. Pivot Right Length (Low/High) - 1 9. Pivot Levels - Enable All 10. Pivot Markers - Disable 11. Pivot Values - Disable 12. VPC Length - 14 13. VPC Time Frame - 3 Minutes 14. Main Chart Time Frame - 5 Minutes Display Settings : As per your eye comfort Note - All settings are customisable here and most are with dynamic colour code (Different colours for upside and downside movement) Setting shown here are used by me and deliver good results to me only, you can find out your own settings which suits you the best. Good Luck !!
Индикатор Pine Script®
от abhishek5780
Baekdoo VWAP & High-Volume Node Momentum Breakout (V6)Indicator Name: Baekdoo VWAP & High-Volume Node Momentum Breakout (V6) Description Summary: This indicator tracks the interaction between the VWAP (Volume Weighted Average Price)—the market's "fair value"—and the High-Volume Node (Resistance) from the past 20 bars. The goal is to identify "True Breakouts" where the average entry price of all participants, not just the spot price, successfully surmounts a major supply zone. Key Features: Annual Cumulative VWAP: Uses a yearly-anchored VWAP to filter out daily noise on 1D charts and provide a stable trend baseline. Volume-Based Resistance: Identifies the high of the candle with the maximum volume over 20 periods as a critical supply wall. Institutional Volume Filter: Signals are only triggered when volume exceeds 2x the 5-day average, ensuring significant market interest. Dual Exit Strategy: Incorporates a 1.5 ATR Trailing Stop for partial profit-taking and a 20 SMA crossunder for a full risk-off exit. --------------- 지표 명칭: 백두 VWAP 매물대 모멘텀 돌파 전략 (V6) 설명 요약: 본 지표는 시장의 평균 합의 가격인 **VWAP(Volume Weighted Average Price)**과 최근 20일간 가장 강력한 거래가 발생한 **매물대(High Volume Node)**의 상호작용을 추적합니다. 단순히 가격이 뚫는 것이 아니라, 시장 참여자들의 평균 단가 자체가 저항선을 넘어서는 '진성 돌파'를 포착하는 데 목적이 있습니다. 주요 특징: 연간 누적 VWAP: 일봉 차트에서의 노이즈를 줄이기 위해 연간 단위로 누적된 평균 단가를 사용합니다. 매물대 저항선: 지난 20일 중 최대 거래량이 터진 봉의 고점을 저항선으로 설정하여, 악성 매물이 쏟아질 수 있는 구간을 시각화합니다. 거래량 필터: 5일 평균 거래량 대비 2배 이상의 거래가 실릴 때만 신호를 발생시켜 기관 및 세력의 개입 여부를 확인합니다. 스마트 엑싯: 1.5 ATR 트레일링 스톱을 통한 수익 보존과 20일 이평선 이탈을 통한 리스크 관리를 동시에 수행합니다.
Индикатор Pine Script®
от traderbaekdoosan
1H Bias - Day Trade FilterThis indicator is intended for the use of two screens 15M and 5M. It will indicate with a green arrow at 8:30 AM central to look bullish or a red arrow at 8:30 AM central to look Bearish. This indicator is based on the 1H chart having price over the 200 MA and the 20 MA above the 50 MA. Look for pullbacks on the 15M to key areas of support or resistance. Look for a break of structure entries or pullback entries on the 5M chart. Green Arrow = Look Bullish on this chart today. Red Arrow = Look Bearish on this chart today. X = Do not trade this chart today.
Индикатор Pine Script®
от wicks23
Levels With Touch Color (Dotted Touch)Engulfing Candles — Levels with Touch & Liquidity Sweep This indicator detects bullish and bearish engulfing candlestick patterns and plots support/resistance levels based on these patterns. It also highlights touch points where price interacts with these levels and visualizes liquidity areas for potential buy and sell zones. Features: Detects bullish and bearish engulfing patterns Plots fixed levels at the high or low of the engulfing candle Pointed touch lines: Level changes color when price touches the level without breaking it Green for bullish touches, red for bearish touches Liquidity visualization: Buy-side liquidity displayed as a line below the touched bullish level Sell-side liquidity displayed as a line above the touched bearish level Clean visual design with no background boxes, keeping the chart uncluttered Automatic management of historical lines to prevent chart overload Fully customizable liquidity offset and max number of historical levels How to use: Look for engulfing candle levels forming on the chart. Watch the touch lines (green/red) for potential price reaction areas. Identify zones where stop-hunts or market liquidity might appear. Combine with your strategy or price action tools to find entries or exits. Inputs: Max history lines — Limits how many historical levels are kept on the chart Liquidity offset — Adjusts distance of liquidity lines from the original level Notes: Touch lines turn colored only when price interacts with the level but does not break it. Liquidity lines extend a few bars forward for visual clarity. Works on all timeframes.
Индикатор Pine Script®
от GatisA
Gold Profit Target SystemGOLD PROFIT TARGET SYSTEM Track Real Profits, Exit With Confidence Best on Daily or Weekly - copy and mod as you see fit. Have fun! WHAT THIS INDICATOR DOES: This indicator tracks your gold position from entry and shows color-coded profit targets as the price rises. Instead of guessing when to exit, you see exact profit levels in real-time: 1%, 2%, 3%, 4%, 5%, 10%, 15%, 20%, 25%, and 25%+. Simple concept: BUY on the signal, SELL at YOUR chosen profit level. HOW IT WORKS - 3 SIMPLE STEPS: STEP 1: Wait for BUY Signal • Green triangle (▲) appears below the composite line • Triggered when inverse assets (DXY, rates, etc.) show strong correlation and are falling • Entry price is automatically recorded • Position tracking begins STEP 2: Watch Profit Targets Appear • As gold rises, color-coded symbols appear above the composite line • Each symbol represents a profit milestone • The info table shows your current profit • You decide when to exit based on YOUR target STEP 3: Exit at Your Chosen Level • Conservative? Exit at 5-10% • Moderate? Exit at 10-15% • Aggressive? Hold for 20%+ • The indicator just shows the levels - YOU make the call THE COMPOSITE LINE - WHAT IT MEANS: The main line is a weighted composite of inverse-correlated assets: • DXY (US Dollar Index) • Real Interest Rates (10Y TIPS) • US 10-Year Treasury Yield • US 2-Year Treasury Yield • Bitcoin (optional) • Copper (optional) Line Position: • Below -30 (Bright Green): Very strong inverse correlation - excellent BUY conditions • Below 0 (Green): Inverse correlation present - moderate BUY conditions • Above 0 (Red): Inverse assets rising - neutral to bearish • Above 30 (Bright Red): Strong inverse rally - bearish for gold What Causes BUY Signals: When the composite line is negative (inverse assets falling) AND shows strong correlation (>0.3), this suggests gold is likely to rise. The indicator records your entry and begins tracking profits. COLOR-CODED PROFIT TARGETS: EARLY PROFITS (Green Circles): • 1% - Very Light Green (#c8e6c9) - First confirmation • 2% - Light Green (#a5d6a7) - Building profit • 3% - Green (#81c784) - Good profit • 4% - Medium Green (#66bb6a) - Strong profit • 5% - Dark Green (#4caf50) - Solid profit! EXCELLENT PROFIT (Yellow Diamond): • 10% - Yellow (#ffd54f) - Double digits, excellent trade! OUTSTANDING PROFIT (Orange Diamonds): • 15% - Orange (#ffb74d) - Exceptional profit, consider partial exit EXCEPTIONAL PROFIT (Red Diamonds): • 20% - Light Red (#ff8a65) - Rare territory, strong exit consideration • 25% - Red (#f44336) - Extraordinary profit, very rare! PEAK PROFIT (Purple Star): • 25%+ - Purple (#9c27b0) - Once in a blue moon! The home run trade! STOP LOSS (Red X): • Default -5% - Protection against losses • Position auto-resets if stop is hit THE PROFIT BAR (Histogram): Below the composite line, you'll see a colored histogram when in position: Bar Color = Your Current Profit Tier • Light green bar = 1-2% profit • Green bar = 3-5% profit • Yellow bar = 10% profit • Orange bar = 15% profit • Red bar = 20-25% profit • Purple bar = 25%+ profit • Red negative bar = Currently at a loss Bar Height = Current Profit % The taller the bar, the larger your profit. Negative bars extend downward when you're at a loss. THE INFORMATION TABLE: The table (top-right by default) shows everything at a glance: Position: ✓ IN (green) or ✗ OUT (gray) Shows whether you're currently holding a position Entry Price: Your recorded buy price Example: 2,100.50 Current Price: Gold's current price Example: 2,142.75 Current P/L: YOUR PROFIT % This is the most important metric - shows exactly how much you're up (or down) Color matches your current profit tier Example: +2.01% in light green Profit Tier: Current milestone reached Shows which profit level you've hit: "1%", "2%", "5%", "10%", etc. Next Target: The next profit level to watch Tells you what milestone is coming up next Bars Held: How long you've been in the trade Helps track holding time Composite: Current correlation strength Shows the underlying composite correlation value REFERENCE LINES: Zero Line (Gray): The center line. Above = bearish for gold, Below = bullish for gold Strong Bull Line (Green dashed at -30): When composite crosses below -30, very strong BUY conditions Strong Bear Line (Red dashed at +30): When composite crosses above +30, strong bearish conditions BACKGROUND SHADING: Very Light Green Background: You're in profit (position open and above entry price) Very Light Red Background: You're at a loss (position open and below entry price) No Background: No position currently open SYMBOLS ON CHART: ▲ Green Triangle Below Line: BUY SIGNAL Enter long position here. Entry price recorded. ● Small Green Circles Above Line: 1-5% Profits Early profit targets. Light green to dark green progression. ◆ Diamonds Above Line: 10-25% Profits Major profit milestones. Yellow → Orange → Red progression. ★ Purple Star Above Line: 25%+ Profit The holy grail! Peak profit achieved. ✖ Red X Below Line: STOP LOSS HIT Trade went against you. Position resets (if auto-reset enabled). PROFIT-TAKING STRATEGIES: Strategy 1: Fixed Target (Simple) Pick one target (e.g., 10%) and always exit there. Best for: Beginners, disciplined traders Strategy 2: Scaled Exit (Advanced) Exit in portions: • 5% profit → Sell 25% • 10% profit → Sell 25% (50% total out) • 15% profit → Sell 25% (75% total out) • 20%+ profit → Let final 25% ride Best for: Risk management, maximizing upside Strategy 3: Trailing Stop • Hit 10%? Set stop at 5% • Hit 15%? Set stop at 10% • Lock in profits while letting winners run Best for: Trend followers, bull markets Strategy 4: Adaptive • Strong uptrend → wait for 15-20% • Choppy market → exit at 5-10% • Weakening trend → exit at any profit Best for: Experienced traders SETTINGS YOU CAN CUSTOMIZE: Profit Target Levels: Change any profit % to match your strategy • Conservative: Lower targets (0.5%, 1%, 2%, 3%, 5%) • Aggressive: Higher targets (2%, 5%, 10%, 20%, 30%) Assets to Include: • Enable/disable Bitcoin • Enable/disable Copper • Toggle which inverse assets to track Display Options: • Show all targets or just current tier • Show/hide profit bar • Show/hide composite line • Move table position Stop Loss: • Set your risk tolerance (default 5%) • Enable/disable auto-reset on stop loss Correlation Periods: • Adjust for your timeframe • Hourly: 14/30/60 • Daily: 20/50/100 • Weekly: 10/20/50 ALERTS AVAILABLE: Set alerts for any profit milestone: Critical Alerts: • "BUY Signal" - Entry notification • "5% Profit Target" - First major milestone • "10% Profit Target" - Decision point • "Stop Loss Hit" - Risk protection Optional Alerts: • 1%, 2%, 3%, 4% - Early confirmations • 15%, 20%, 25% - Major milestones • Individual levels for your strategy BEST TIMEFRAMES: Daily Chart (Recommended): Best for swing traders holding 3-10 days Use default settings (20/50/100 periods) Target 5-15% profits 4-Hour Chart: Good for active swing traders Adjust periods to 14/30/60 Target 3-10% profits Hourly Chart: For day traders and scalpers Use shorter periods (14/30/60) Target 1-5% profits Adjust profit levels lower (0.5%, 1%, 2%, 3%) WHY THIS INDICATOR IS DIFFERENT: Most indicators tell you WHEN to enter. This one tells you WHEN TO EXIT with profit. Most indicators use vague signals. This one shows EXACT profit percentages. Most indicators leave exit decisions to you. This one gives CLEAR, COLOR-CODED milestones. Most indicators don't track your P/L. This one shows your profit in text you can't miss. QUICK START GUIDE: 1. Add indicator to gold chart (XAUUSD, GLD, GC1!) 2. Wait for green triangle (▲) BUY signal 3. Watch your profit grow in the table 4. Exit when you hit YOUR target (5%, 10%, 15%, etc.) 5. Repeat That's it. Simple. Effective. Profitable. IMPORTANT NOTES: • This is for LONG positions only - not for shorting gold • Position tracking begins only after a BUY signal • The indicator shows levels - YOU decide when to exit • Always use stop losses (default 5% is reasonable) • Past performance doesn't guarantee future results • Not financial advice - use for educational purposes PRO TIPS: Tip 1: Don't get greedy - 10-15% is an excellent profit for most trades Tip 2: Purple stars (25%+) are RARE - don't wait for them on every trade Tip 3: The profit bar color change is your visual cue - green→yellow→orange→red Tip 4: Combine with resistance levels - "10% profit + resistance = exit" Tip 5: Set alerts for YOUR target level so you never miss it Tip 6: The giant P/L number in the table removes emotion from decisions EXAMPLE TRADE: Day 1: ▲ BUY signal at $2,100 Table shows: Position ✓ IN | Entry: 2,100 Day 2: Current P/L: +1.8% First green circle appears (1% target hit) Table tier: "1%" Day 4: Current P/L: +5.2% Dark green circle appears (5% target hit) Profit bar is dark green Decision point: Exit 50% here? Day 7: Current P/L: +10.5% Yellow diamond appears (10% target hit!) Table shows: +10.5% in yellow text Decision point: Exit remaining 50%? Result: Average exit ~7.5% over 7 days. Excellent swing trade! WORKS ON: • Gold Spot (XAUUSD) • Gold Futures (GC1!) • Gold ETFs (GLD, IAU) • Any gold instrument Inverse Assets Tracked: • DXY (US Dollar Index) • Real Interest Rates (TIPS) • US Treasury Yields (2Y, 10Y) • Bitcoin (optional) • Copper (optional) THE BOTTOM LINE: Stop guessing when to take profits. Start SEEING your profit levels in real-time. The indicator shows you the targets. YOU choose when to cash out. That's YOUR edge. Developed for traders who want clear, actionable profit targets instead of vague signals.
Индикатор Pine Script®
от bigcitytom
Cloud Donchian + Keltner + Bollinger**XAUUSD M1 - Upper, Middle & Lower Combination Clouds** This indicator combines three widely used volatility channels — Donchian, Keltner, and Bollinger Bands — into a single, clear cloud overlay optimized for the XAUUSD 1-minute chart. **What it does:** - Calculates upper, middle, and lower volatility zones by combining the three channels. - The **Upper Cloud** shows the potential upper price boundary based on the highest highs of the combined indicators. - The **Lower Cloud** shows the potential lower price boundary from the lowest lows of the combined indicators. - The **Middle Cloud** fills the area between the upper cloud’s bottom and lower cloud’s top, colored dynamically: green for rising trends and red for falling trends. - Visible lines highlight the upper and lower cloud boundaries for precise reference. **Why it’s useful:** - Helps traders identify support and resistance zones based on multiple volatility measures. - The dynamic middle cloud coloring provides intuitive visual cues on trend direction and strength. - Designed specifically for scalpers and short-term traders focused on fast-moving gold markets (XAUUSD, 1-minute timeframe). - Fully customizable input parameters allow users to adjust channel lengths and sensitivities to fit their trading style. **Inputs:** - Donchian channel length - Keltner channel EMA length and ATR multiplier - Bollinger Bands length and multiplier - Customizable cloud colors and line colors **Usage notes:** - This is a tool to support decision-making — it should be used in conjunction with other analysis techniques. - It does not provide explicit buy or sell signals but highlights key volatility zones and trend shifts. - Performance depends on market conditions; backtest results do not guarantee future outcomes. - The indicator is open-source and configurable to fit individual preferences. **Important:** - No guaranteed profits — trade responsibly. - Always combine this tool with sound risk management.
Индикатор Pine Script®
от macfonics