Регистрация

Поиск скриптов по запросу "bear"

Elder impulse system with double exponential moving average dema This version of impulse uses the double exponential moving average instead of the typical ema both to calculate macd and the moving slow and fast moving average that are plotted. The impulse system : The Impulse System combines two simple but powerful indicators. One measures market inertia, the other its momentum. When both point in the same direction, they identify an impulse worth following. We get an entry signal when both indicators get in gear. The Impulse System uses an exponential moving average to find uptrends and downtrends. When the EMA rises, it shows that inertia favors the bulls. When EMA falls, inertia works for the bears. The sec- ond component is MACD-Histogram, an oscillator whose slope reflects changes of power among bulls or bears. When MACD-Histogram rises, it shows that bulls are becoming stronger. When it falls, it shows that bears are growing stronger. The Impulse System flags those bars where both the inertia and the momentum point in the same direction. When both the EMA and MACD-Histogram rise, they show that bulls are roaring and the uptrend is accelerating.
Индикатор Pine Script®
от Biticon
2
MACD Zero lag impulse systemThis version of impulse uses the double exponential moving average instead of the typical ema. The impulse system : The Impulse System combines two simple but powerful indicators. One measures market inertia, the other its momentum. When both point in the same direction, they identify an impulse worth following. We get an entry signal when both indicators get in gear. The Impulse System uses an exponential moving average to find uptrends and downtrends. When the EMA rises, it shows that inertia favors the bulls. When EMA falls, inertia works for the bears. The sec- ond component is MACD-Histogram, an oscillator whose slope reflects changes of power among bulls or bears. When MACD-Histogram rises, it shows that bulls are becoming stronger. When it falls, it shows that bears are growing stronger. The Impulse System flags those bars where both the inertia and the momentum point in the same direction. When both the EMA and MACD-Histogram rise, they show that bulls are roaring and the uptrend is accelerating.
Индикатор Pine Script®
от Biticon
8
Elder impulse system with barcolor + Safezone stops + emasThe impulse system : The Impulse System combines two simple but powerful indicators. One measures market inertia, the other its momentum. When both point in the same direction, they identify an impulse worth following. We get an entry signal when both indicators get in gear. The Impulse System uses an exponential moving average to find uptrends and downtrends. When the EMA rises, it shows that inertia favors the bulls. When EMA falls, inertia works for the bears. The sec- ond component is MACD-Histogram, an oscillator whose slope reflects changes of power among bulls or bears. When MACD-Histogram rises, it shows that bulls are becoming stronger. When it falls, it shows that bears are growing stronger. The Impulse System flags those bars where both the inertia and the momentum point in the same direction. When both the EMA and MACD-Histogram rise, they show that bulls are roaring and the uptrend is accelerating. The SafeZone Stop : Once in a trade, where should you put your stop? This is one of the hardest questions in technical analysis. After answering it, you’ll face an even harder one—when and where to move that stop with the pas- sage of time. Put a stop too close and it’ll get whacked by some mean- ingless intraday swing. Put it too far, and you’ll have very skimpy protection. The Parabolic System, described in Trading for a Living, tried to tackle this problem by moving stops closer to the market each day, accelerating whenever a stock or a commodity reached a new extreme. The trouble with Parabolic was that it kept moving even if the market stayed flat and often got hit by meaningless noise. SafeZone trails prices with stops tight enough to protect capital but remote enough to keep clear of most random fluctuations. Engineers design filters to suppress noise and allow the signal to come through. If the trend is the signal, then the countertrend motion is the noise. When the trend is up, we can define noise as that part of each day’s range that protrudes below the previous day’s low. When the trend is down, we can define noise as that part of each day’s range that pro- trudes above the previous day’s high. SafeZone measures market noise and places stops at a multiple of noise level away from the market. We can make our lookback period 100 days or so if we want to aver- age long-term market behavior. SafeZone offers an original approach to placing stops. It monitors changes in prices and adapts stops to the current levels of activity. It places stops at individually tailored distances rather than at obvious support and resistance levels.
Индикатор Pine Script®
от Biticon
3
Absolute Strength MTF IndicatorIntroduction The non-signal version of the absolute strength indicator from fxcodebase.com requested by ernie76 . This indicator originally from mt4 aim to estimate the bullish/bearish force of the market by using various methods. The Indicator Two lines are plotted, a bull line (blue) representing the bullish/buying force and a bear one (red) representing the bearish/selling force, when the bull line is greater than the bear line the market is considered to be strongly bullish, else strongly bearish. The indicator use various method, Rsi, stochastic, adx. The Rsi method is the one by default. The stochastic method is less reactive but smoother The Adx method is way different, while the other two methods make the bull and bear lines somewhat uncorrelated, the adx method focus more on the overall market strength than individual buyer/seller strength. The smoothing method use 3 different filters, SMA, EMA and LSMA, LSMA is more reactive than the two previous one while EMA is just more computer efficient. It is possible to use price data of different time frames for the calculation of the indicator. Stochastic method with 4 hour price close as source. Conclusion A classic indicator who can be derived into a lot of ways using a more adaptive architecture or recursion. Hope you find it a use :) A big thanks to ernie76 for the request and the support/testing of the indicator Feel free to pm me for any request.
Индикатор Pine Script®
от alexgrover
16
Ichimoku Kinko Hyo: Basic StrategyIchimoku Kinko Hyo: Basic Strategy Entry/Exit orders are placed when three basic signals are triggered. Ichimoku Signals: 1) Tenkan-Sen/Kijun-Sen Cross Bullish: Tenkan-Sen is above the Kijun-Sen. Bearish: Tenkan-Sen is below the Kijun-Sen. 2) Chikou-Span Cross Bullish: Chikou-Span is above the close of 26 bars ago. Bearish: Chikou-Span is below the close of 26 bars ago. 3) Price versus Kumo Cloud Bullish: Close is above the Kumo Cloud. Bearish: Close is below the Kumo Cloud. Notes: 1) Long-only or short-only direction is feasible by checkbox. Stop and reverse strategy is taken by default. 2) Built-in Ichimoku indicator is strictly wrong because of counting one extra bar for all Ichimoku components. Including the current bar like moving average is correct way in Japan. This problem is fixed in my script.
Стратегия Pine Script®
от Mizuki32
25
Proactive Execution MachineProactive Execution Machine: Multi-State Momentum Engine Overview The Proactive Execution Machine is a comprehensive trading workspace designed to filter market noise and highlight high-probability execution windows. It combines Dynamic Supply/Demand Zones, Manual Level Proximity, and a proprietary Dual-Candle Momentum Scoring system to categorize the market into specific "States" in real-time. Instead of a simple arrow, this script provides a System Status dashboard that tells you exactly what phase the market is in—whether it's "Level Absorption," a "Demand Vortex," or a "Tired Trend. "Core Components 1. The Momentum Gauge (Bottom Left) This table provides a deep-dive into order flow by scoring the last two candles based on: Close Location: Where price closed relative to its range (Upper, Middle, Lower). Body-to-Wick Ratio: Measuring the "effort vs. result" of the move. Range Relativity: Whether the current bar is an "Inside" or "Outside" bar relative to the previous candle. Slope (Linear Regression): A real-time trendline of momentum strength to see if conviction is accelerating or decelerating. 2. Dynamic State Engine The script automatically identifies and colors the chart into three primary zones: Supply Zone (Red): The upper 30% of the recent price discovery range. Demand Zone (Green): The lower 30% of the recent price discovery range. Proximity Zones: When price nears your Manual Levels (PDH, PDL, NY Open, etc.), the engine switches priority to monitor for "Breakouts" or "Level Attacks." 3. System Status (Bottom Right)The dynamic HUD changes size and color based on conviction levels. It will notify you of specific market conditions: Supply/Demand Overrun: When momentum is so strong it is smashing through reversal zones. Level Absorption/Stalling: When price reaches a key level but momentum has "flattened," suggesting a potential reversal or high-volume churn. Buy/Sell Now: High-conviction signals triggered only when Location (Zone) and Momentum (Score) align. How to Trade with the "Machine" For Trend Followers: Look for the status "TREND (ACTIVE)" combined with a Momentum Score of $\pm 4$ or higher. For Reversion Traders: Watch for "WATCH LONGS/SHORTS" when price enters a Supply or Demand zone. Wait for the status to flip to "BUY/SELL NOW" as momentum begins to shift back toward the mean. For Level Traders: Input your daily levels (VAH, VAL, POC) in the settings. The machine will automatically prioritize these levels, changing status to "AT LEVEL" the moment price enters your specified proximity. Key Settings Manual Levels: Input up to 5 custom price levels for the proximity engine. Proximity Sensitivity: Adjust how close price must be to a level (in points/pips) to trigger an "At Level" state. Aggression (1-5): Tuning the pivot detection. Lower numbers respond faster to micro-structure; higher numbers focus on major swing points. Visual Coding Candle bodies are colored to assist with single candle pattern detection: Lime/Pink Bar Highlights: The script uses a custom color engine to highlight "Shaved" (Marubozu) bars. Lime indicates aggressive bullish conviction, while Pink (Fuchsia) highlights aggressive bearish conviction. Green indicates bull engulfing candle Red indicates bear engulfing candle Orange is an outside bar Yellow an inside bar Gray a Doji bar Black all other bars Dynamic Zones: The chart features two primary background areas: Red Zone (Top): The Supply Zone, identifying where sellers historically reclaim control. Green Zone (Bottom): The Demand Zone, identifying where buyers historically step in. System Status HUD (Bottom Right): This is the "brain" of the machine. The text size is adjusted to attract the trader's attention when the slope of the momentum increases above 5 (bullish expansion) or greater than - 5 (Bearish expansion). The system status changes color based on the market state too: HUD Coloring: Aqua: Active Bullish Trend. Gray: Bull trend tired. Orange: Active Bearish Trend. Gray: Bear trend tired. Red: For sell now. Green: For buy now. Lime: Bull price level under attack. Marron: Bear price level under attack. Gray: Price level absorption. Yellow: Price at level and stalling. Maroon: An "Overrun" or "Vortex" where price is smashing through supply/demand with extreme momentum. The text size serves as a "Volatility Alarm." * When the text is Small, the market is in a "sideways" or "absorbing" state. You should be cautious about entering new trend trades. When the text is Large, the Machine has detected that "Aggressive" participants have entered the order flow. This is your cue that a "Level Attack" or a "Trend Breakout" is currently in progress. The 1-Minute Tactical Setup Guide: Proactive Execution Machine Operating on the 1-minute (1m) timeframe requires a balance between speed and noise filtration. Because the Proactive Execution Machine uses a "State Engine" logic, it is uniquely suited for the high-velocity environment of the NY Open. I follow these three tactical steps to optimize the chart for the 1m timeframe: Step 1: Calibrate the "Proximity Sensitivity" On a 1m chart, a "Level" isn't a single price—it's a zone. Adjustment: In the script settings, set your Proximity Sensitivity to a value that represents the average "noise" of your instrument. For ES (S&P 500 Futures): 1.5 to 2.5 points. For NQ (Nasdaq Futures): 5 to 10 points. For Forex (EURUSD): 1 to 2 pips. The Goal: You want the "AT LEVEL" status to trigger just as price is "sniffing" the level, giving you time to prepare your order before the touch. Step 2: Watch the "History" Column in the Momentum Gauge The bottom-left table is your most important tool for the 1m chart. It shows you the momentum of the last three bars ($T-0$, $T-1$, $T-2$). Momentum Sequence: Look for a "Sequence of Three." If you see $T-2$ (Neutral), $T-1$ (Long), and $T-0$ (STR Long), you have a momentum explosion. The Trap: If you see STR LONG followed immediately by a NEUTRAL bar while in a Supply Zone, the "Machine" will shift to "SUPPLY STALLING." This is your signal to tighten your trailing stop or take profit—it means the bulls are hitting a wall of sell orders. Step 3: The "Level Attack" Execution The script features a unique state called "LEVEL ATTACK." This is designed specifically for breakout/breakdown traders. The Setup: Price is approaching a Manual Level (like the NY Open or PDH). The Signal: If the status changes to "LEVEL ATTACK (BULL)," it means the momentum score is high ($>3$) and the slope is positive while within the proximity of the level. The Action: This is a "Proactive" entry. Instead of waiting for the candle to close above the level, you are entering as the "Machine" detects institutional pressure "attacking" the level. Daily Routine for the "Machine" 1) 09:25 AM: Input your 5 manual levels (PDH, PDL, NY Open, VAH, VAL). 2) 09:30 AM: Wait for the first 5 minutes of volatility to settle. 3) The Window: Look for the System Status to move from "IDLE" to a colored state. 4) The Trigger: Never take a signal if the Momentum Gauge is in the "Neutral" (Yellow) zone. Only execute when the gauge shows LONG/SHORT or STR LONG/STR SHORT.
Индикатор Pine Script®
от immediatePerso44773
Quantum Flow [JOAT]Quantum Flow Nexus - Advanced Multi-Dimensional Flow Analysis Overview Quantum Flow Nexus is an open-source overlay indicator that combines custom EMA-based flow calculations with order flow analysis, multi-timeframe correlation, and liquidity zone detection. It provides traders with a structured framework for analyzing market momentum and identifying potential entry points based on multiple confirming factors. What This Indicator Does The indicator calculates several analytical components: Quantum Flow Oscillator - A custom oscillator built from multiple EMA layers at different depths Flow Momentum - Rate of change of the flow oscillator Order Flow Delta - Buy vs sell volume pressure estimation Smart Money Index - Volume-weighted directional bias metric Multi-Timeframe Entanglement - Price correlation across 15m and 60m timeframes Liquidity Zones - Historical swing high/low levels with volume significance Wave Function State - Momentum-based decisiveness detection How It Works The core quantum oscillator uses a custom EMA calculation with depth layering: quantumOscillator(series float src, simple int len, simple int depth) => float osc = 0.0 for i = 1 to depth int fastLen = len / i int slowLen = len * i float emaFast = quantumEMA(src, fastLen) float emaSlow = quantumEMA(src, slowLen) osc += (emaFast - emaSlow) / depth osc This creates a multi-layered view of momentum by comparing EMAs at progressively different speeds. Signal Generation Basic signals occur when: Bullish: Flow crosses above lower band + positive momentum + positive order flow delta Bearish: Flow crosses below upper band + negative momentum + negative order flow delta Strong signals require additional confirmation: Smart Money Index above/below threshold (50/-50) Entanglement score above 50% Wave function in collapsed state (decisive momentum) Confluence Score Calculation The indicator combines multiple factors into a single confluence percentage: float confluenceScore = (flowStrength * 20 + entanglementScore * 0.3 + math.abs(orderFlowDelta) * 0.5) / 3 Dashboard Panel (Top-Right) Flow Strength - Distance from center line normalized by standard deviation Momentum - Current rate of change of flow Trend - BULLISH/BEARISH/NEUTRAL based on flow vs EMA Confluence Score - Combined factor percentage Order Flow Delta - Buy/sell pressure percentage Entanglement - Multi-timeframe correlation score Wave State - COLLAPSED or SUPERPOSITION Signal - Current actionable status Visual Elements Flow Lines - Center flow line with upper/lower bands Quantum Zones - Filled areas between bands showing bullish/bearish zones 3D Quantum Field - Five oscillating layers creating depth visualization Order Flow Blocks - Boxes highlighting significant order flow imbalances Liquidity Heatmap - Dashed lines at significant historical levels Signal Markers - Triangles for basic signals, labels for strong signals Input Parameters Flow Period (default: 21) - Base period for flow calculations Quantum Depth (default: 3) - Number of EMA layers Sensitivity (default: 1.5) - Band width multiplier Liquidity Max Levels (default: 8) - Maximum liquidity zones displayed Liquidity Min Strength Ratio (default: 0.10) - Minimum volume significance Suggested Use Cases Identify momentum direction using flow oscillator position Confirm entries with order flow and smart money readings Use liquidity zones as potential support/resistance areas Wait for strong signals with multiple factor confirmation Timeframe Recommendations Effective on 15m to Daily charts. Lower timeframes may produce more signals with higher noise levels. Limitations Order flow is estimated from candle structure, not actual order book data Multi-timeframe requests add processing time Liquidity zones are based on historical pivots and may not reflect current market structure Open-Source and Disclaimer This script is published as open-source under the Mozilla Public License 2.0 for educational purposes. It does not constitute financial advice. Past performance does not guarantee future results. Always use proper risk management. - Made with passion by officialjackofalltrades
Индикатор Pine Script®
от officialjackofalltrades
Volume-Confirmed Reversal Engine [Scalping-Algo]█ VOLUME-CONFIRMED REVERSAL ENGINE A reversal detection system combining price action exhaustion with volume confirmation to identify high-probability turning points. █ WHAT MAKES THIS ORIGINAL? Unlike oscillators (RSI, Stochastic) that signal at arbitrary levels, VCRE uses a TWO-STEP CONFIRMATION process: 1. ANCHOR CANDLE: Detects when price closes beyond ALL recent candles (not just one), indicating true exhaustion 2. VOLUME VALIDATION: Requires 2x average volume to confirm institutional participation 3. BREAKOUT CONFIRMATION: Waits for price to break back through anchor range before signaling 4. QUALITY SCORING: Rates each signal 1-4 stars based on multiple confluence factors █ HOW IT WORKS STEP 1 - ANCHOR DETECTION • Bullish: Close drops below the LOW of ALL previous N candles + high volume • Bearish: Close rises above the HIGH of ALL previous N candles + high volume • This identifies potential exhaustion points with institutional participation STEP 2 - CONFIRMATION • Bullish signal: Price must close ABOVE anchor candle's high • Bearish signal: Price must close BELOW anchor candle's low • Must occur within specified bars or setup is cancelled STEP 3 - SCORING (1-4 Stars) ★ Confirmation occurred ★ Anchor had exceptional volume (>2x avg) ★ Confirmation candle has strong volume (>1.2x avg) ★ Aligned with macro trend (200 EMA) █ HOW TO USE SIGNALS • Green "B" = BUY signal | Red "S" = SELL signal • More stars (★) = Higher probability setup SETUP BOXES • Green box = Bullish setup forming, waiting for confirmation • Red box = Bearish setup forming, waiting for confirmation DASHBOARD • Shows status, confirmation countdown, and volume condition █ RECOMMENDED SETTINGS | Style | Lookback | Confirm | Volume Multi | |--------------|----------|---------|--------------| | Scalping | 10-15 | 2-3 | 1.5x | | Day Trading | 15-25 | 3-4 | 2.0x | | Swing | 20-30 | 3-5 | 2.0-2.5x | █ KEY PARAMETERS • Candle Lookback: Candles to check for breakout (higher = stronger signals) • Confirm Within: Max bars for confirmation (lower = faster signals) • Anchor Volume Multiplier: Volume threshold for anchor candle • Macro Trend EMA: Trend filter for scoring (default 200) █ ALERTS • Buy/Sell Signal - Any confirmation • High-Quality Buy/Sell - 3+ star signals only • Setup Detected - When anchor forms (before confirmation) █ TIPS • Focus on 3-4 star signals for best results • Signals near support/resistance add confluence • Use stop-loss beyond anchor candle extreme • Test on demo before live trading Works on all markets: Stocks, Forex, Crypto, Futures
Индикатор Pine Script®
от A1TradingHub
KAMA Oscillator | IkkeOmarThis script transforms the Kaufman Adaptive Moving Average (KAMA) into an oscillator format, designed to visualize trend direction with reduced noise sensitivity. It operates in two modes: a Raw mode that tracks price levels directly, and a Normalized mode that bounds the oscillator between -1 and +1 for easier comparison across assets. The calculations are the same as for the Normalized KAMA Oscillator, but I added a few features that users of the old version wouldn't necessarily want. How it works Efficiency Ratio (ER): The script calculates the "efficiency" of price movement by comparing the net direction of price to the total volatility over a set period. Adaptive Smoothing: When volatility is high but direction is unclear (choppy), the KAMA slows down to filter noise. When price trends clearly, the KAMA speeds up to track the move. Normalization (Optional): If enabled, the script takes the raw KAMA value and scales it relative to its highest and lowest points over the Normalization lookback period. The result oscillates between -1 (extreme low) and +1 (extreme high). The SMA Signal Logic The script allows you to overlay an SMA (Simple Moving Average) on the oscillator. This serves as a dynamic baseline for the oscillator's momentum. Signal Generation: A signal is generated when the KAMA Oscillator crosses its SMA. Bullish: Oscillator crosses above the SMA. Bearish: Oscillator crosses below the SMA. Lag vs. Noise Trade-off: Advantage (Reduced Lag): Crossing the SMA often triggers a signal earlier than waiting for the oscillator to change color (slope change) or cross the zero line. It identifies when immediate momentum is outperforming the recent average. Risk (Increased Noise): During consolidation, the oscillator will hover close to the SMA line. This increases the probability of "whipsaws" (false signals) where the line crosses back and forth rapidly without a sustained trend. This signal is aggressive and should be used with trend filters.
Индикатор Pine Script®
от IkkeOmar
CPR PROCPR Pro - Central Pivot Range Indicator A complete CPR trading toolkit with multi-timeframe support. █ FEATURES - CPR Zone (TC, BC, PP) - Daily, Weekly, or Monthly - Support & Resistance Levels (S1-S3, R1-R3) - Virgin CPR Detection - Highlights untested CPR zones (yellow) - CPR Width Analysis - Narrow (breakout) vs Wide (range) days - VWAP with 10 anchor options - Trend EMA - Dashboard with real-time bias & levels - Customizable colors per timeframe █ HOW TO USE - BULLISH: Price above CPR - look for longs - BEARISH: Price below CPR - look for shorts - VIRGIN CPR: Untested zones = strong magnets - NARROW CPR: Expect breakout day - WIDE CPR: Expect range day █ COLORS - Daily CPR: Blue - Weekly CPR: Green - Monthly CPR: Orange - Virgin CPR: Yellow
Индикатор Pine Script®
от PrecisionPulse_7
1
Squeeze Momentum with Trend Exhaustion# Squeeze Momentum + Trend Exhaustion Indicator ## Complete User Manual --- ## Table of Contents 1. (#what-this-indicator-does) 2. (#visual-components) 3. (#market-states) 4. (#how-to-read-signals) 5. (#trading-examples) 6. (#configuration-guide) 7. (#best-practices) --- ## What This Indicator Does This indicator combines two powerful concepts to identify complete market cycles: ### 1. Squeeze Momentum (LazyBear) Detects **volatility compression** (consolidation) and subsequent **expansion** (breakout). **Think of it like:** A spring being compressed, then released. ### 2. Multi-Timeframe Trend Exhaustion Measures how far price has moved from its moving averages across multiple timeframes. **Think of it like:** A rubber band being stretched—eventually it must snap back. ### The Complete Cycle ``` Consolidation → Breakout → Trend → Exhaustion → Reversion → Consolidation ``` This indicator shows you exactly where you are in this cycle. --- ## Visual Components ### Main Panel (Bottom) | Element | What It Looks Like | Meaning | |---------|-------------------|---------| | **Colored Bars** | Green/Red histogram | Momentum strength and direction | | **Filled Area** | Yellow/Lime/Red gradient area | Price extension from moving averages | | **Cross at Zero** | Black/Gray/Blue cross | Squeeze state (volatility) | | **Dashed Lines** | Horizontal red/green lines | Extension thresholds (±2σ scaled) | --- ### 1. Momentum Histogram (Colored Bars) | Color | Direction | Meaning | |-------|-----------|---------| | **Bright Green** (Lime) | Up ↑ | Strong bullish momentum (increasing) | | **Dark Green** | Up ↑ | Weak bullish momentum (decreasing) | | **Bright Red** | Down ↓ | Strong bearish momentum (increasing) | | **Dark Red** (Maroon) | Down ↓ | Weak bearish momentum (decreasing) | **Key insight:** When bars change from bright to dark, momentum is fading. --- ### 2. Extension Area (Filled Gradient) Shows how extended price is from its moving averages across 5 timeframes (5m, 15m, 1h, 4h, Daily). | Color | Position | Meaning | |-------|----------|---------| | **Red** | High above zero | Severely overbought (>2σ scaled) | | **Orange/Yellow** | Above zero | Moderately overbought | | **Lime/Green** | Below zero | Moderately oversold | | **Teal** | Deep below zero | Severely oversold (<-2σ scaled) | **The area is scaled 3x** for better visibility. Actual values shown in table. **Reading it:** - **Area touching upper dashed line** = Price very far above averages (exhaustion territory) - **Area touching lower dashed line** = Price very far below averages (exhaustion territory) - **Area near zero** = Price near its averages (normal/neutral) --- ### 3. Squeeze Indicator (Cross at Zero Line) | Color | Status | Meaning | |-------|--------|---------| | **Black** ⚫ | Squeeze ON | Bollinger Bands inside Keltner Channels → Low volatility, consolidation | | **Gray** ⚪ | Squeeze OFF | Bollinger Bands outside Keltner Channels → Volatility expanding, breakout | | **Blue** 🔵 | No Squeeze | Normal volatility conditions | **Critical:** The transition from Black → Gray is where explosive moves begin. --- ### 4. Entry/Exit Signals | Symbol | Type | Meaning | |--------|------|---------| | 🔺 **Large Green Triangle** | HC Long Entry | High Confidence long setup (Squeeze OFF + Oversold + Confluence) | | 🔻 **Large Red Triangle** | HC Short Entry | High Confidence short setup (Squeeze OFF + Overbought + Confluence) | | 🔺 Small green | Medium Long | Long setup without full confluence | | 🔻 Small red | Medium Short | Short setup without full confluence | | ✕ Orange X | Exit Long | Close long positions (exhaustion detected) | | ✕ Teal X | Exit Short | Close short positions (exhaustion detected) | **Trade only the LARGE triangles** for highest probability setups. --- ## Market States The indicator identifies 7 distinct market states shown in the info table. ### State 1: 💤 CONSOLIDATION **Conditions:** - Squeeze: ON (black cross) - Extension: Near zero (±1σ) - Momentum: Contracting **What's happening:** Price is range-bound, volatility dying down. Spring is being compressed. **Action:** **WAIT.** Do not trade. Set alerts for Squeeze OFF. --- ### State 2: ⚡ BREAKOUT BULL / BEAR **Conditions:** - Squeeze: OFF (gray cross) ← **Key trigger** - Extension: Still moderate - Momentum: Strong directional move (bright green or red bars) **What's happening:** Volatility explosion. Spring released. This is the start of a new trend. **Action:** **ENTER** in direction of momentum. - ⚡ BREAKOUT BULL → Go LONG - ⚡ BREAKOUT BEAR → Go SHORT **Best scenario:** Breakout from oversold/overbought levels (confluence with exhaustion indicator). --- ### State 3: ↗️ TRENDING UP / ↘️ TRENDING DOWN **Conditions:** - Squeeze: OFF or No Squeeze - Extension: Growing (1σ to 2σ) - Momentum: Sustained strong bars **What's happening:** Trend in progress. Price moving away from averages. **Action:** **HOLD** positions. Let winners run. Don't fight the trend. --- ### State 4: ⚠️ EXTENDED UP / DOWN **Conditions:** - Extension: Above 2σ threshold - Momentum: Still strong (bright bars) - Confluence: May be weak **What's happening:** Price stretched but still has power. Caution zone. **Action:** **CAUTION.** Don't enter new positions. Tighten stops on existing positions. --- ### State 5: 🔴 EXHAUSTION BULL / 🟢 EXHAUSTION BEAR **Conditions:** - Extension: >2σ (touching dashed lines) - Momentum: Fading (bright bars turning dark) - Velocity: Decreasing - Confluence: 3/5 or better **What's happening:** Rubber band stretched to maximum. Trend running out of energy. **Action:** **EXIT** positions. - 🔴 EXHAUSTION BULL → Close LONGS, consider SHORT - 🟢 EXHAUSTION BEAR → Close SHORTS, consider LONG **This is the highest probability reversal signal.** --- ### State 6: ➡️ TRENDING (Neutral Direction) **Conditions:** - Price trending but without clear momentum direction changes **Action:** **HOLD** or wait for clearer signals. --- ### State 7: — NEUTRAL **Conditions:** - Extension near zero - No squeeze - Weak momentum **Action:** No trade. Wait for setup. --- ## How to Read Signals ### Perfect Long Entry (High Confidence ⭐) **Requirements (all must be true):** 1. ⚫→⚪ Squeeze just turned OFF (gray cross) 2. 📊 Momentum bars bright GREEN and rising 3. 🔻 Extension area BELOW lower dashed line (oversold) 4. ⭐ Confluence: 3/5 or more timeframes agree (shown as "🔻" in table) **Visual:** Large green triangle appears **What this means:** Price was oversold across multiple timeframes, consolidated, and is now breaking out upward with fresh momentum. **Entry:** Next candle after signal **Stop Loss:** Below recent consolidation low **Take Profit:** When extension area crosses back above zero, or when exit signal appears --- ### Perfect Short Entry (High Confidence ⭐) **Requirements (all must be true):** 1. ⚫→⚪ Squeeze just turned OFF (gray cross) 2. 📊 Momentum bars bright RED and falling 3. 🔺 Extension area ABOVE upper dashed line (overbought) 4. ⭐ Confluence: 3/5 or more timeframes agree (shown as "🔺" in table) **Visual:** Large red triangle appears **What this means:** Price was overbought across multiple timeframes, consolidated, and is now breaking down with fresh momentum. **Entry:** Next candle after signal **Stop Loss:** Above recent consolidation high **Take Profit:** When extension area crosses back below zero, or when exit signal appears --- ### Exit Signals #### Exit Long (Orange X) **Appears when:** - Extension area reaches upper dashed line (>2σ) - Momentum bars turning from bright green to dark green - Price losing upward velocity **Action:** Close 50-100% of position. Move stop to breakeven on remainder. #### Exit Short (Teal X) **Appears when:** - Extension area reaches lower dashed line (<-2σ) - Momentum bars turning from bright red to dark red - Price losing downward velocity **Action:** Close 50-100% of position. Move stop to breakeven on remainder. --- ### Medium Confidence Signals (Small Triangles) These appear when squeeze is OFF and momentum is directional, but: - Extension is only moderate (not extreme), OR - Confluence is weak (<3/5 timeframes) **How to trade:** - Use smaller position size (50% of normal) - Tighter stops - Only take if other factors align (support/resistance, volume, etc.) --- ## Trading Examples ### Example 1: Classic Squeeze Play into Trend ``` Step 1: CONSOLIDATION (💤) Chart: Price moving sideways for 10-20 candles Indicator: Black cross at zero (Squeeze ON) Extension: Yellow/Lime area near zero line Action: Set alert for Squeeze OFF Step 2: BREAKOUT (⚡) Chart: Strong green candle breaks resistance Indicator: Cross turns GRAY (Squeeze OFF) Bright GREEN momentum bars appear Extension area still near zero or slightly below Signal: Large green triangle appears Action: ENTER LONG Stop loss below consolidation Target: Extension upper line Step 3: TRENDING (↗️) Chart: Series of higher highs and higher lows Indicator: Momentum bars stay bright green Extension area rising toward upper line Area color transitions yellow → orange → red Action: HOLD, trailing stop Step 4: EXHAUSTION (🔴) Chart: Price makes new high but with smaller candle Indicator: Extension area touches upper dashed line Momentum bars turn DARK green (weakening) Orange X appears Table shows "EXHAUSTION BULL" Action: EXIT position Book profits Step 5: REVERSION Chart: Price falls back toward moving averages Indicator: Extension area shrinks back toward zero Red momentum bars appear Action: Wait for next setup ``` **Result:** Caught the entire trend from breakout to exhaustion. --- ### Example 2: Failed Breakout (What NOT to Trade) ``` Situation: - Squeeze OFF (gray cross) ✓ - Momentum bars bright green ✓ - BUT extension area ABOVE upper line (already overbought) ✗ - Confluence shows 1/5 (only one timeframe agrees) ✗ Indicator: Small green triangle (medium confidence) or no triangle What happens: Price makes small move up, then reverses Lesson: Don't chase extended moves even if squeeze fires. Wait for price to be on the RIGHT SIDE of the extension lines. ``` --- ### Example 3: Exhaustion Reversal Trade ``` Step 1: EXTENDED (⚠️) Chart: Strong uptrend for days Indicator: Extension area deep in red zone (>2σ) Momentum still bright green but starting to shorten Table: "EXTENDED UP" / "CAUTION LONG" Action: Watch closely, tighten stops Step 2: EXHAUSTION (🔴) Chart: Price makes final push but with decreasing volume Indicator: Momentum bars turn DARK green Orange X appears Table: "EXHAUSTION BULL" + "4/5 🔺" Action: CLOSE any longs Consider SHORT entry Step 3: SQUEEZE FORMS (Optional) Chart: Price starts consolidating Indicator: Cross turns BLACK (Squeeze ON) Extension area falling toward zero Action: Wait for Squeeze OFF to confirm reversal Step 4: BREAKOUT DOWN (⚡) Indicator: Cross turns GRAY Bright RED momentum bars Large red triangle appears Action: ENTER SHORT (reversal confirmed) ``` **Result:** Exited at the top, caught the reversal. --- ## Configuration Guide ### Recommended Settings by Timeframe #### For 4H Charts (Swing Trading) ``` Squeeze Settings: (defaults are fine) - BB Length: 20 - BB MultFactor: 2.0 - KC Length: 20 - KC MultFactor: 1.5 Exhaustion TFs: - TF1: 15m - TF2: 1h - TF3: 4h - TF4: 12h or Daily - TF5: Daily or Weekly Extension Threshold: 2.0σ Min Confluence: 3/5 ``` #### For 1H Charts (Day Trading) ``` Squeeze Settings: (defaults) Exhaustion TFs: - TF1: 5m - TF2: 15m - TF3: 1h - TF4: 4h - TF5: Daily Extension Threshold: 2.0σ Min Confluence: 3/5 ``` #### For 15m Charts (Scalping) ``` Squeeze Settings: - BB Length: 15 - KC Length: 15 Exhaustion TFs: - TF1: 1m - TF2: 5m - TF3: 15m - TF4: 1h - TF5: 4h Extension Threshold: 2.5σ (higher to avoid noise) Min Confluence: 4/5 (more strict) ``` --- ### Understanding the Table Located in top-right corner: | Row | Meaning | |-----|---------| | **Market State** | Current cycle phase (Consolidation/Breakout/Trending/Exhaustion) | | **Squeeze** | 🔴 ON / 🟢 OFF / 🔵 No | | **Momentum** | ↑ Bull / ↓ Bear / ~ Weak / — Neutral | | **Extension** | Actual value in standard deviations (σ) - NOT scaled | | **Confluence** | How many timeframes agree (X/5 🔺 or 🔻) | | **Velocity** | Speed of extension change (↑ increasing, ↓ decreasing) | | **ACTION** | What to do right now | **Most important rows:** 1. **Market State** - Quick glance at current cycle 2. **Confluence** - Determines signal quality 3. **ACTION** - Direct guidance --- ## Best Practices ### ✅ DO 1. **Wait for High Confidence signals** (large triangles) - Don't trade every small signal - Quality over quantity 2. **Use the complete cycle** - Enter on Breakout (⚡) - Hold through Trending (↗️/↘️) - Exit on Exhaustion (🔴/🟢) 3. **Respect confluence** - 4/5 or 5/5 = Excellent probability - 3/5 = Good probability - 1-2/5 = Skip 4. **Combine with price action** - Support/resistance levels - Volume confirmation - Candlestick patterns 5. **Set alerts** - "Squeeze OFF" - Don't miss breakouts - "HC Long Setup" / "HC Short Setup" - "Exit Long" / "Exit Short" 6. **Scale positions** - Enter 50% on signal - Add 25% if extension confirms - Add final 25% if momentum sustains 7. **Use proper risk management** - Stop loss: Below/above consolidation - Position size: 1-2% account risk - Take profit: Extension targets or signals --- ### ❌ DON'T 1. **Don't trade Consolidation state** - Black cross (Squeeze ON) = Wait mode - No signals during consolidation 2. **Don't chase Extended moves** - If extension already >2σ when Squeeze fires - Even if momentum looks good - Wait for reversion first 3. **Don't fight strong trends** - If extension is growing and momentum strong - Don't counter-trend trade - Wait for exhaustion signals 4. **Don't ignore velocity** - If velocity is ↑ and extension high = still dangerous - If velocity is ↓ and extension high = safer reversal 5. **Don't trade low confluence** - 1/5 or 2/5 = Different timeframes disagree - High chance of false signal 6. **Don't use blindly** - Check overall market context - Major news events can override signals - Trend on higher timeframe matters 7. **Don't overtrade** - Good setups are rare (that's why they work) - Wait for complete setup formation --- ## Quick Reference Card ### Signal Quality Checklist **⭐⭐⭐ PERFECT SETUP (Trade this)** - Squeeze just turned OFF (⚫→⚪) - Momentum bright and directional - Extension >2σ (OPPOSITE direction of entry) - Confluence ≥3/5 - Large triangle signal - Action says "LONG/SHORT ENTRY ⭐" **⭐⭐ GOOD SETUP (Trade with caution)** - Squeeze OFF - Momentum directional - Extension moderate - Confluence ≥3/5 - Small triangle or Action confirms **⭐ WEAK SETUP (Skip)** - Low confluence (<3/5) - Extension same direction as entry - Momentum weak or conflicting - Already in Extended/Exhaustion state --- ### State → Action Quick Guide | See This State | Do This | |---------------|---------| | 💤 CONSOLIDATION | Wait, set alerts | | ⚡ BREAKOUT | Enter in direction | | ↗️/↘️ TRENDING | Hold positions | | ⚠️ EXTENDED | Tighten stops, no new entries | | 🔴/🟢 EXHAUSTION | Exit, consider reversal | | — NEUTRAL | No trade | --- ## Troubleshooting **Q: Indicator shows Exhaustion but price keeps going** **A:** Check velocity and momentum. If still bright bars + velocity ↑, wait. True exhaustion needs momentum weakening. **Q: Too many false signals** **A:** Increase Min Confluence to 4/5. Use longer timeframe chart (4h instead of 1h). **Q: Missing good trades** **A:** Set alerts for "Squeeze OFF" and "HC Entry" signals. You can't watch charts 24/7. **Q: Extension area looks weird** **A:** Remember it's scaled 3x for visibility. Check table for actual values. **Q: Which timeframe is best?** **A:** 4H for swing trading, 1H for day trading. Lower = more signals but more noise. **Q: Can I use this with other indicators?** **A:** Yes! Combine with: - Volume profile - Support/resistance levels - Moving averages on chart - RSI for additional confirmation --- ## Final Thoughts This indicator gives you a complete picture of market structure: - **Where are we?** (Market State) - **Where are we going?** (Momentum) - **How far can it go?** (Extension) - **When will it reverse?** (Exhaustion) The key is **patience**. Wait for the complete setup: 1. Consolidation (⚫ Squeeze ON) 2. Breakout (⚪ Squeeze OFF) 3. Right extension direction (oversold for longs, overbought for shorts) 4. Strong confluence (3/5+) When all pieces align, you get high-probability trades with clear entries, targets, and exits. **Trade the cycle, not every wiggle.** --- ## Support & Updates For questions or suggestions, refer to the original script documentation or TradingView community. **Remember:** No indicator is perfect. Always use proper risk management and combine multiple forms of analysis. **Good trading! 📈**
Индикатор Pine Script®
от Marianodipietra
LiquidityPulse Volume-Weighted Price Movement OverlayLiquidityPulse Volume-Weighted Price Movement Overlay (VWPM) -This is a non-repainting indicator.  What this indicator does This overlay is designed to make directional pressure + participation + wick rejection readable directly on price. It combines: Volume-Weighted directional pressure (bull vs bear pressure on the current timeframe) Wick rejection “heat bands” (strength of upper/lower wick pressure, with optional volatility adaptation) Lower-timeframe (LTF) trend + wick context (auto-selected or manual LTFs) Chart markers for: VOL = participation spike aligned with the current pressure direction EXH = exhaustion warning when trend direction is met with strong opposite-wick pressure This script is intended as an overlay/structure companion to the separate Volume-Weighted Price Movement (Oscillator) script (pane-based), which focuses on oscillator-style pressure/participation metrics. Image: Overlay indicator applied to price How to read it on the chart 1) Pressure Cloud + Candle Tint The cloud and optional candle tint reflect the current timeframe’s pressure direction: Green = bullish pressure dominant Red = bearish pressure dominant Brightness/opacity scales with pressure strength (normalized by a lookback period). 2) Wick Pressure Heat Bands The lower band represents bullish wick pressure (lower-wick rejection/absorption). The upper band represents bearish wick pressure (upper-wick rejection/supply). Brighter = stronger wick pressure relative to its recent baseline. Optional Adaptive bands to volatility uses ATR to keep band scaling more consistent across changing volatility regimes. Image: Overlay + Oscillator working together This chart highlights how volume participation and wick behaviour can be observed during periods of increased market interaction. The arrows are used for visual reference only: Red arrows indicate rising volume participation during the move. Green arrows highlight increasing wick pressure, suggesting stronger rejection or absorption at those points. 3) VOL signal (Participation Spike) A VOL marker appears when volume % of average exceeds your threshold and aligns with the current pressure direction. This is a quick filter for: “The current pressure direction is being supported by above-average participation.” 4) EXH signal (Exhaustion) An EXH marker appears when the current trend is met with strong/extreme opposite wick pressure, e.g.: Trend is Bullish but Bear wick becomes Strong/Extreme → possible bullish exhaustion / rejection risk Trend is Bearish but Bull wick becomes Strong/Extreme → possible bearish exhaustion / absorption risk Table (top-right) You can toggle individual rows on or off in the settings. The table can display: Trend (Chart)- Directional volume-weighted pressure on the chart timeframe (Bullish / Bearish, shown with ▲ ▼ icons) Wick (Chart)- A real-time summary of wick pressure on the chart timeframe, reflecting how price is being rejected or absorbed within candles. Possible states include: Strong Bull – dominant lower-wick rejection (bullish absorption), shown with a green ▲ Strong Bear – dominant upper-wick rejection (bearish pressure), shown with a red ▼ Neutral – no meaningful wick imbalance, shown with a ● Strong Both – elevated rejection on both sides, shown with a dual-pressure marker, often seen during volatility expansion or transitional conditions Trend + Wick (Lower Timeframes)- Trend and wick context for two lower timeframes (auto-selected or manually chosen), allowing short-term behaviour to be viewed within the higher-timeframe structure Core metrics- Bull Avg / Bear Avg, Bull–Bear Difference, Volume % Avg, and related participation statistics Additional metrics- Further table rows can be enabled or disabled via the settings panel How traders can use this indicator Traders can use LiquidityPulse VWPM as a contextual tool to observe how price movement, volume participation, and wick behaviour interact. Common use cases include: Identifying periods where bullish or bearish pressure is dominant on the current timeframe Observing wick rejection or absorption near highs/lows, especially during strong moves Monitoring lower-timeframe trend and wick alignment within a higher-timeframe move Noticing participation spikes (VOL) that confirm increased market involvement Spotting exhaustion conditions (EXH) where strong opposing wick pressure appears against the prevailing trend Image: This example highlights how the overlay can be used to monitor directional pressure on the chart timeframe while simultaneously observing trend and wick conditions from selected lower timeframes. The statistics table shows instances where lower-timeframe trend readings diverge from the chart-level pressure, alongside changes in wick behaviour. This allows traders to visually contextualise short-term shifts in participation and rejection within the broader structure. Key settings (what they change) Presets: Scalp / Intraday / Swing adjusts effective smoothing/normalization defaults to fit different trading speeds. Lookback Period + Smoothing: These control how fast/slow the pressure model responds. Lower values = faster response (more reactive/noisier) Higher values = smoother response (slower/more stable) Wick thresholds + Wick row mode: Strong / Extreme thresholds define when wick pressure is classified as Strong/Extreme relative to baseline. Wick rows show can filter table wick rows to Extreme-only, Strong + Extreme, or Full. Wick bands- Volatility Adapt: Adaptive bands to volatility (ATR-based) helps wick band height/offset remain visually consistent as volatility expands/contracts. Adapt Strength controls how much the ATR regime affects the bands. Visual controls: Transparency controls let you make the overlay more subtle or more prominent without changing calculations. Why there is an Overlay and Oscillator version This tool is intentionally split into two complementary indicators to preserve clarity and usability Overlay version (this script): Focuses on price-level context, structure, wick pressure, lower-timeframe alignment, and event markers directly on the chart. Oscillator companion version: Provides a dedicated pane for pressure balance, participation, and momentum acceleration metrics that benefit from oscillator-style visualisation. Separating these views avoids overcrowding the price chart and allows each component to be interpreted more clearly in its appropriate context. Disclaimer This indicator is designed to visualise price–volume interaction, pressure, and wick behaviour. It does not generate trade entries or exits signals and should be used as analytical context alongside a trader’s existing methodology and risk management only. 
Индикатор Pine Script®
от Liquidity-Pulse
Trend Stress Quant [MarkitTick]💡This indicator combines a liquidity-based stress model with a dynamic linear regression channel to identify potential market exhaustion points and assess trend quality. By merging volume impact analysis with statistical deviation, this tool aims to highlight moments where price action may be overextended relative to the underlying liquidity conditions. ● Originality and Utility Standard volatility indicators often rely solely on price range (like Bollinger Bands). This script introduces a Stress Engine that normalizes the relationship between Price Range (True Range) and Volume. This helps distinguish between healthy price movements and liquidity-stress events (illiquidity). Furthermore, instead of using a fixed-length channel, this tool offers a Dynamic Mode that anchors the regression channel to recent pivot points, ensuring the statistical analysis aligns with the current market structure rather than an arbitrary timeframe. ● Methodology The script operates on two distinct mathematical models: • Illiquidity Stress Engine The core formula calculates a raw illiquidity metric based on the log-normal distribution of the ratio between True Range and Volume. A Z-Score (standard score) is then derived from this data over a specific lookback period. High Z-Scores indicate that price is moving disproportionately fast relative to the available volume, often a signature of panic selling or euphoric buying (exhaustion). • Linear Regression Channel The script calculates an Ordinary Least Squares (OLS) regression line (the line of best fit) to determine the mean price trend. Standard Deviation Bands are plotted parallel to this mean. Pearson Correlation Coefficient (R) is calculated to quantify the strength of the linear trend. Values closer to 1 or -1 indicate a strong trend, while values near 0 indicate a chaotic or ranging market. 📑 How to Use Traders can utilize the visual outputs for mean reversion or trend continuation context: • Exhaustion Signals (SE / BE Labels) SE (Seller Exhaustion): Appears when the market is in a downtrend, but the Stress Engine detects a statistical anomaly (High Z-Score) on a down candle. This suggests panic selling may be peaking. BE (Buyer Exhaustion): Appears when the market is in an uptrend, but the Stress Engine detects high stress on an up candle, suggesting a potential blow-off top. • Regression Channel The dashed middle line represents the fair value (mean) of the current trend. The outer bands represent statistical extremes. Price interacting with the outer bands (default 2 Standard Deviations) while coincident with an Exhaustion Signal provides a high-confluence area of interest. • Metrics Dashboard A dashboard displays the current Trend Regime, Exhaustion Status, and Channel Width (volatility percentage). ● Settings • Exhaustion Model Trend Filter Length: Sets the baseline EMA to determine if the market is bullish or bearish. Stress Threshold (Sigma): The Z-Score required to trigger an exhaustion signal (default is 2.0). • Channel Configuration Dynamic Pivot Mode: If enabled, automatically calculates the channel length based on recent pivots. If disabled, uses the Fixed Length. Standard Deviations: Controls the width of the inner and outer channel bands. 📖This guide explains how to interpret and utilize signals for trading: The script is designed primarily for Mean Reversion and Exhaustion trading strategies. ● The Core Strategy: Volatility Exhaustion The script uses a "Stress Engine" to identify when price movement is statistically overextended relative to the available liquidity (Volume). • Setup A: The "Seller Exhaustion" (Bullish Bounce) Look for this setup during a downtrend to catch a temporary bottom or a reversal. Trend Condition: The dashboard shows Bearish (Price is below the trend filter). Trigger: The label SE (Seller Exhaustion) appears below a candle. Why? This indicates that selling pressure was intense but likely panic-driven (High Z-Score/Stress) and may be drying up. Confluence: Ideally, this signal appears when the price is touching or piercing the Lower Channel Band (dotted or solid lines). Action: Traders often use this as a signal to close Short positions or enter a speculative Long (counter-trend) targeting the middle line. • Setup B: The "Buyer Exhaustion" (Bearish Pullback) Look for this setup during an uptrend to catch a local top. Trend Condition: The dashboard shows Bullish . Trigger: The label BE (Buyer Exhaustion) appears above a candle. Why? This indicates euphoric buying on low liquidity or extreme volatility that is statistically unsustainable. Confluence: Look for price rejection at the Upper Channel Band. Action: Traders often use this to close Long positions or enter a Short targeting the mean. ● The Filter: Trend & Correlation The script includes a Linear Regression Channel that quantifies the quality of the trend. • Channel Slope If the channel is angling steeply up or down, the trend is strong. • Pearson R (Correlation) The script calculates the Pearson R coefficient. Weak Correlation: If the channel turns Gray/Neutral (or the fill becomes weak), it means the correlation is below the threshold (default 0.5). Trading Rule: Avoid trading exhaustion signals when the channel is Gray/Neutral, as the market is likely chopping sideways with no clear direction. ● Risk Management & Targets • Stop Loss Since this is a volatility tool, a common technique is to place stops just outside the Outer Deviation Band (the widest line). If price expands beyond the outer band with no exhaustion signal, the trend may be entering a "runaway" phase. • Take Profit Target 1: The Middle Regression Line (The dashed center line). Prices tend to revert to this mean after an exhaustion event. Target 2: The opposite channel band (e.g., if you bought at the bottom, hold until the top). ● Summary of Dashboard Metrics The table on your chart provides a quick snapshot: Trend Regime: Tells you if you should fundamentally look for Shorts (Bearish) or Longs (Bullish). Seller/Buyer Status: Alerts you if the current bar is EXHAUSTED or Normal . Channel Width %: Indicates volatility. If the width is very low (percentage is small), a breakout might be imminent (squeezing). If high, be careful of chop. ⚙️ Indicator settings • Signal Parameters Exhaustion & Stress Model: Controls signal sensitivity. Trend Filter: Decides if the market is Bullish or Bearish. Stress Threshold (Sigma): Higher values (e.g., 2.5) make the script stricter, showing fewer but potentially stronger signals. • Channel Configuration Dynamic Pivot Mode: If ON, the channel length auto-adjusts to recent market pivots. If OFF, it uses the Fixed Length you set. Channel Bands: Adjusts the channel width. Outer Deviation: The boundary for "extreme" moves. Price hitting this often signals a reversal. • Quality Filter Filter Weak Correlations: If enabled, the channel turns gray during choppy/sideways markets to warn you not to trust trend signals. • Visuals Display Options: Toggles the "Stats" dashboard and adjusts volatility coloring. ● Disclaimer All provided scripts and indicators are strictly for educational exploration and must not be interpreted as financial advice or a recommendation to execute trades. I expressly disclaim all liability for any financial losses or damages that may result, directly or indirectly, from the reliance on or application of these tools. Market participation carries inherent risk where past performance never guarantees future returns, leaving all investment decisions and due diligence solely at your own discretion.
Индикатор Pine Script®
от MarkitTick
SMC Post-Analysis Lab [PhenLabs]📊 SMC Post-Analysis Lab Version: PineScript™ v6 📌 Description The SMC Post-Analysis Lab is a dedicated hindsight analysis tool built for traders who want to understand what really happened during any historical trading period. Unlike forward-looking indicators, this tool lets you scroll back through time and instantly receive algorithmic classification of market states using Smart Money Concepts methodology. Whether you’re reviewing a losing trade, studying a successful session, or building your pattern recognition skills, this indicator provides immediate context. The expansion-aware algorithm processes price action within your selected window and outputs clear, actionable classifications ranging from Parabolic Expansion to Consolidation Inducements. Stop relying on subjective post-trade analysis. Let the algorithm objectively tell you whether institutional players were accumulating, distributing, or running inducements during your trades. 🚀 Points of Innovation First indicator specifically designed for SMC-based post-trade review rather than live signal generation Dual-mode analysis system allowing both dynamic scrollback and precise date selection Expansion-aware classification algorithm that weighs range position against net displacement Real-time efficiency metrics calculating directional quality of price movement Integrated visual FVG detection within the analysis window only Interactive table with clickable date range adjustment via chart interface 🔧 Core Components Pivot Detection Engine: Uses configurable pivot length to identify significant swing highs and lows for structure break detection Window Calculator: Determines active analysis zone based on either bar offset or timestamp boundaries Data Aggregator: Tracks window open, high, low, close and counts bullish/bearish structure break events State Classification Algorithm: Applies hierarchical logic to determine market state from six possible classifications Visual Renderer: Draws structure breaks, FVG boxes, and window highlighting within the active zone 🔥 Key Features Sliding Window Mode: Use the Scroll Back slider to dynamically move your analysis zone backwards through history bar-by-bar Date Range Mode: Select specific start and end timestamps for precise session or trade review Six Market State Classifications: Parabolic Expansion (Bull/Bear), Bullish/Bearish Order Flow, Accumulation/Distribution Reversal, and Consolidation/Inducement Range Position Percentile: See exactly where price closed relative to the window’s high-low range as a percentage Bull/Bear Event Counter: Quantified count of structure breaks in each direction during the analysis period Efficiency Calculation: Net move divided by total range reveals trending quality versus chop 🎨 Visualization Blue Window Highlight: Active analysis zone is clearly marked with blue background shading on the chart Structure Break Lines: Dashed lines appear at each bullish or bearish structure break within the window FVG Boxes: Fair Value Gaps automatically render as semi-transparent boxes in bullish or bearish colors Dashboard Table: Top-right positioned table displays State, Analysis description, and Metrics in real-time Color-Coded States: Each classification uses distinct coloring for immediate visual recognition Interactive Tip Row: Optional help text guides users on clicking the table to adjust date range 📖 Usage Guidelines General Configuration Analysis Mode: Default is Sliding Window. Choose Date Range for specific timestamp analysis. Sliding Window Settings Scroll Back (Bars): Default 0. Increase to move window backwards into history. Window Width (Bars): Default 100. Range 20-50 for scalping, 100+ for swing analysis. Date Range Settings Start Date: Select the beginning timestamp for your analysis period. End Date: Select the ending timestamp for your analysis period. Visual Settings Show Help Tip: Default true. Toggle to hide instructional row in dashboard. Bullish Color: Default teal. Customize for bullish elements. Bearish Color: Default red. Customize for bearish elements. SMC Parameters Pivot Length: Default 5. Lower values (3-5) catch minor breaks. Higher values (10+) focus on major swings. ✅ Best Use Cases Post-trade review to understand why entries succeeded or failed Session analysis to identify institutional activity patterns Trade journaling with objective algorithmic classifications Pattern recognition training through historical scrollback Identifying whether stop hunts were inducements or legitimate breaks Comparing your real-time read versus what the algorithm detected ⚠️ Limitations Designed for historical analysis only, not live trade signals Classification accuracy depends on appropriate pivot length for the timeframe FVG detection uses simple gap logic without mitigation tracking State classification is based on window data only, not broader context Requires manual scrolling or date input to review different periods 💡 What Makes This Unique Purpose-Built for Review: Unlike most indicators focused on live signals, this is designed specifically for post-trade analysis Expansion-Aware Logic: Algorithm weighs both position in range AND directional efficiency for accurate state detection Interactive Date Control: Click the dashboard table to reveal draggable anchors for window adjustment directly on chart 🔬 How It Works 1. Window Definition: User selects either Sliding Window or Date Range mode System calculates which bars fall within the active analysis zone Active zone receives blue background highlighting 2. Data Collection: Algorithm captures window open, running high, running low, and current close Structure breaks are detected when price crosses above last pivot high or below last pivot low Bullish and bearish events are counted separately 3. State Classification: Range Position calculates where close sits as percentage of high-low range Efficiency calculates net move divided by total range Hierarchical logic applies priority rules from Parabolic states down to Consolidation 4. Output Rendering: Dashboard table updates with State title, Analysis description, and Metrics Visual elements render within window only to keep chart clean Colors reflect bullish, bearish, or neutral classification 💡 Note: This indicator is intended for educational and review purposes. Use it to develop your understanding of Smart Money Concepts by analyzing what institutional order flow looked like during historical periods. Combine insights with your own analysis methodology for best results.
Индикатор Pine Script®
от PhenLabs
A-Share Broad-Based ETF Dual-Core Timing System1. Strategy Overview The "A-Share Broad-Based ETF Dual-Core Timing System" is a quantitative trading strategy tailored for the Chinese A-share market (specifically for broad-based ETFs like CSI 300, CSI 500, STAR 50). Recognizing the market's characteristic of "short bulls, long bears, and sharp bottoms," this strategy employs a "Left-Side Latency + Right-Side Full Position" dual-core driver. It aims to safely bottom-fish during the late stages of a bear market and maximize profits during the main ascending waves of a bull market. 2. Core Logic A. Left-Side Latency (Rebound/Bottom Fishing) Capital Allocation: Defaults to 50% position. Philosophy: "Buy when others fear." Seeks opportunities in extreme panic or momentum divergence. Entry Signals (Triggered by any of the following): Extreme Panic: RSI Oversold (<30) + Price below Bollinger Lower Band + Bullish Candle Close (Avoid catching falling knives). Oversold Bias: Price deviates more than 15% from the 60-day MA (Life Line), betting on mean reversion. MACD Bullish Divergence: Price makes a new low while MACD histogram does not, accompanied by strengthening momentum. B. Right-Side Full Position (Trend Following) Capital Allocation: Aggressively scales up to Full Position (~99%) upon signal trigger. Philosophy: "Follow the trend." Strike heavily once the trend is confirmed. Entry Signals (All must be met): Upward Trend: MACD Golden Cross + Price above 20-day MA. Breakout Confirmation: CCI indicator breaks above 100, confirming a main ascending wave. Volume Support: Volume MACD Golden Cross, ensuring price increase is backed by volume. C. Smart Risk Control Bear Market Exhaustion Exit: In a bearish trend (MA20 < MA60), the strategy does not "hold and hope." It immediately liquidates left-side positions upon signs of rebound exhaustion (breaking below MA20, touching MA60 resistance, or RSI failure). ATR Trailing Stop: Uses Average True Range (ATR) to calculate a dynamic stop-profit line that rises with the price to lock in profits. Hard Stop Loss: Forces a stop-loss if the left-side bottom fishing fails and losses exceed a set ATR multiple, preventing deep drawdowns. 3. Recommendations Target Assets: High liquidity broad-based ETFs such as CSI 300 ETF (510300), CSI 500 ETF (510500), ChiNext ETF (159915), STAR 50 ETF (588000). Timeframe: Daily Chart.
Стратегия Pine Script®
от RTA-Odysseus
Iridescent Liquidity Prism [JOAT]Iridescent Liquidity Prism | Peer Momentum HUD A multi-layered order-flow indicator that combines microstructure analysis, smart-money footprint detection, and intermarket momentum signals. The script uses dynamic color-shifting themes to visualize liquidity patterns, structure, and peer momentum data directly on the chart. There is so much to choose from inside the settings, if you think it's a mess on the chart it's because you have to personally customize it based on your needs... Core Functionality The indicator calculates and displays several analytical layers simultaneously: Order-Flow Imbalance (OFI): Calculates buy vs. sell volume pressure using volume-weighted price distribution within each bar. Uses an EMA filter (default: 55 periods) to smooth the signal. Values are normalized using standard deviation to identify significant imbalances. Smart Money Footprints: Detects accumulation and distribution zones by comparing volume rate of change (ROC) against price ROC. When volume ROC exceeds a threshold (default: 65%) and price ROC is positive, accumulation is detected. When volume ROC is high but price ROC is negative, distribution is detected. Fractal Structure Mapping: Identifies pivot highs and lows using a fractal detection algorithm (default: 5-bar period). Maintains a rolling window of recent structure points (default: 4 levels) and draws connecting lines to show trend structure. Fair Value Gap (FVG) Detection: Automatically detects price gaps where three consecutive candles create an imbalance. Bullish FVGs occur when the current low exceeds the high two bars ago. Bearish FVGs occur when the current high is below the low two bars ago. Gaps persist for a configurable duration (default: 320 bars) and fade when price fills the gap. Liquidity Void Detection: Identifies candles where the high-low range exceeds an ATR threshold (default: 1.7x ATR) while volume is below average (default: 65% of 20-bar average). These conditions suggest areas where liquidity may be thin. Price/Volume Divergence: Uses linear regression to detect when price trend direction disagrees with volume trend direction. A divergence alert appears when price is trending up while volume is trending down, or vice versa. Peer Momentum Heatmap (PMH): Calculates composite momentum scores for up to 6 symbols across 4 timeframes. Each score combines RSI (default: 14 periods) and StochRSI (default: 14 periods, 3-bar smooth) to create a momentum composite between -1 and +1. The highest absolute momentum score across all combinations is displayed in the HUD. Custom settings using Fractal Pivots, Skeleton Structure, Pulse Liquidity Voids, Bottom Colorful HeatMaps, and Iridescent Field. --- Visual Components Spectrum Aura Glow: ATR-weighted bands (default: 0.25x ATR) that expand and contract around price action, indicating volatility conditions. The thickness adapts to market volatility. Chromatic Flow Trail: A blended line combining EMA and WMA of price (default: 8-period EMA blended with WMA at 65% ratio). The trail uses gradient colors that shift based on a phase oscillator, creating an iridescent effect. Volume Heat Projection: Creates horizontal volume profile bands at price levels (default: 14 levels). Scans recent bars (default: 150 bars) to calculate volume concentration. Each level is colored based on its volume density relative to the maximum volume level. Structure Skeleton: Dashed lines connecting fractal pivot points. Uses two layers: a primary line (2-3px width) and an optional glow overlay (4-5px width) for enhanced visibility. Fractal Markers: Diamond shapes placed at pivot high and low points. Color-coded: primary color for highs, secondary color for lows. Iridescent Color Themes: Five color themes available: Iridescent (default), Pearlescent, Prismatic, ColorShift, and Metallic. Colors shift dynamically using a phase oscillator that cycles through the color spectrum based on bar index and a speed multiplier (default: 0.35). --- HUD Console Metrics The right-side HUD displays seven key metrics: Flow: Shows OFI status: ▲ FLOW BUY when normalized OFI exceeds imbalance threshold (default: 2.2), ▼ FLOW SELL when below -2.2, or ◆ FLOW BAL when balanced. Struct: Structure trend bias: ▲ STRUCT BULL when microtrend > 2, ▼ STRUCT BEAR when < -2, or ◆ STRUCT RANGE when neutral. Smart$: Institutional activity: ◈ ACCUM when smart money index = 1, ◈ DISTRIB when = -1, or ○ IDLE when inactive. Liquid: Liquidity state: ⚡ VOID when a liquidity void is detected, or ● NORMAL otherwise. Diverg: Divergence status: ⚠ ALERT when price/volume divergence detected, or ✓ CLEAR when aligned. PMH: Peer Momentum Heatmap status: Shows dominant timeframe and momentum score. Displays 🪩 for bull surge (above 0.55 threshold) or 🧨 for bear surge (below -0.55). FVG: Fair Value Gap status: Shows active gap count or CLEAR when no gaps exist. Displays GAP LONG when bullish gap detected, GAP SHORT when bearish gap detected. Pearlscent Color with Volume Heatmap. Parameters and Settings Microstructure Engine: Analysis Depth: 20-250 bars (default: 55) - Controls OFI smoothing period Liquidity Threshold ATR: 1.0-4.0 (default: 1.7) - Multiplier for void detection Imbalance Ratio: 1.5-6.0 (default: 2.2) - Standard deviations for OFI significance Smart Money Layer: Smart Money Window: 10-150 bars (default: 24) - Period for ROC calculations Accumulation Threshold: 40-95% (default: 65%) - Volume ROC threshold Structural Mapping: Fractal Pivot Period: 3-15 bars (default: 5) - Period for pivot detection Structure Memory: 2-8 levels (default: 4) - Number of structure points to track Volume Heat Projection: Heat Map Lookback: 60-400 bars (default: 150) - Bars to analyze for volume profile Heat Map Levels: 5-30 levels (default: 14) - Number of price level bands Heat Map Opacity: 40-100% (default: 92%) - Transparency of heat map boxes Heat Map Width Limit: 6-80 bars (default: 26) - Maximum width of heat map boxes Heat Map Visibility Threshold: 0.0-0.5 (default: 0.08) - Minimum density to display Iridescent Enhancements: Visual Theme: Iridescent, Pearlescent, Prismatic, ColorShift, or Metallic Color Shift Speed: 0.05-1.00 (default: 0.35) - Speed of color phase oscillation Aura Thickness (ATR): 0.05-1.0 (default: 0.25) - Multiplier for aura band width Chromatic Trail Length: 2-50 bars (default: 8) - Period for trail calculation Trail Blend Ratio: 0.1-0.95 (default: 0.65) - EMA/WMA blend percentage FVG Persistence: 50-600 bars (default: 320) - Bars to keep FVG boxes active Max Active FVG Boxes: 10-200 (default: 40) - Maximum boxes on chart FVG Base Opacity: 20-95% (default: 80%) - Transparency of FVG boxes Peer Momentum Heatmap: Peer Symbols: Comma-separated list of up to 6 symbols (e.g., "BTCUSD,ETHUSD") Peer Timeframes: Comma-separated list of up to 4 timeframes (default: "60,240,D") PMH RSI Length: 5-50 periods (default: 14) PMH StochRSI Length: 5-50 periods (default: 14) PMH StochRSI Smooth: 1-10 periods (default: 3) Super Momentum Threshold: 0.2-0.95 (default: 0.55) - Threshold for surge detection Clarity & Readability: Liquidity Void Opacity: 5-90% (default: 30%) Smart Money Footprint Opacity: 5-90% (default: 35%) HUD Background Opacity: 40-95% (default: 70%) Iridescent Field: Field Opacity: 20-100% (default: 86%) - Background color intensity Field Smooth Length: 10-200 bars (default: 34) - Smoothing for background gradient --- Alerts The indicator provides seven alert conditions: Liquidity Void Detected - Triggers when void conditions are met Strong Order Flow - Triggers when normalized OFI exceeds imbalance ratio Smart Money Activity - Triggers when accumulation or distribution detected Price/Volume Divergence - Triggers when divergence conditions occur Structure Shift - Triggers when structure polarity changes significantly PMH Bull Surge - Triggers when PMH exceeds positive threshold (if enabled) PMH Bear Surge - Triggers when PMH exceeds negative threshold (if enabled) Bull/Bear Prismatic FVG - Triggers when new FVG is detected (if FVG display enabled) --- Usage Considerations Performance may vary on lower timeframes due to the volume heat map calculations scanning multiple bars. Consider reducing heat map lookback or levels if experiencing slowdowns. The PMH feature requires data requests to other symbols/timeframes, which may impact performance. Limit the number of peer symbols and timeframes for optimal performance. FVG boxes automatically expire after the persistence period to prevent chart clutter. The maximum box limit (default: 40) prevents excessive memory usage. Color themes affect all visual elements. Choose a theme that provides good contrast with your chart background. The indicator is designed for overlay display. All visual elements are positioned relative to price action. Structure lines are drawn dynamically as new pivots form. On fast-moving markets, structure may update frequently. Volume calculations assume typical volume data availability. Symbols without volume may show incomplete data for volume-dependent features. --- Technical Notes Built on Pine Script v6 with dynamic request capability for PMH functionality. Uses exponential moving averages (EMA) and weighted moving averages (WMA) for trail calculations to balance responsiveness and smoothness. Volume profile calculation uses price level buckets. Higher levels provide finer granularity but require more computation. Iridescent color engine uses a phase oscillator with sine wave calculations for smooth color transitions. Box management includes automatic cleanup of expired boxes to maintain performance. All visual elements use color gradients and transparency for smooth blending with price action. --- Customization Examples Intraday Scalping Setup: Analysis Depth: 30 bars Heat Map Lookback: 100 bars FVG Persistence: 150 bars PMH Window: 15 bars Fast color shift speed: 0.5+ Macro Structure Tracking: Analysis Depth: 100+ bars Heat Map Lookback: 300+ bars FVG Persistence: 500+ bars Structure Memory: 6-8 levels Slower color shift speed: 0.2 --- Limitations Volume heat map calculations may be computationally intensive on lower timeframes with high lookback values. PMH requires valid symbol names and accessible timeframes. Invalid symbols or timeframes will return no data. FVG detection requires at least 3 bars of history. Early bars may not show FVG boxes. Structure lines connect points but do not predict future structure. They reflect historical pivot relationships. Color themes are aesthetic choices and do not affect calculation logic. The indicator does not provide trading signals. All visual elements are analytical tools that require interpretation in context of market conditions. Open Source This indicator is open source and available for modification and distribution. The code is published with Pine Script v6 compliance. Users are free to customize parameters, modify calculations, and adapt the visual elements to their trading needs. For questions, suggestions, or anything please talk to me in private messages or comments below! Would love to help! - officialjackofalltrades
Индикатор Pine Script®
от officialjackofalltrades
1
RSI Divergences KittenRSI Divergences + Adjustable RSI σ-Bands + Band Pierce Signals (with optional US weekend filter) Description: This indicator combines three RSI tools into one clean workflow: 1. RSI σ-Bands (mean ± k·σ) It builds dynamic upper/lower bands around RSI using a moving mean and standard deviation. These bands adapt to regime changes (expanding in volatile periods, contracting in quiet periods). Bands can be clipped to RSI’s natural 0–100 range and optionally filled for readability. 2. Band “Pierce” Signals It prints a marker when RSI crosses outside the upper band (overextension) or outside the lower band (underextension). These pierces are useful as timing signals for mean-reversion setups, especially when you expect price to revert back toward a reference mean (e.g., VWAP). Optional “re-entry” markers show when RSI crosses back inside the bands. 3. Proper RSI Divergences (Regular + Hidden) Divergences are detected using RSI pivots (not price pivots). At each RSI pivot, the script samples the corresponding price high/low on that pivot bar and compares it to the previous pivot within a configurable bar-distance window. • Bullish divergence: price lower low + RSI higher low • Hidden bullish: price higher low + RSI lower low • Bearish divergence: price higher high + RSI lower high • Hidden bearish: price lower high + RSI higher high Line width is configurable for visibility. Manual Band Adjustment (Near-Miss Control): If your best reversals “nearly” tag the band, you can manually tune sensitivity without rewriting the math: • Band offset (RSI points): nudges trigger levels • Band width scale: tightens/widens the σ-band envelope US Weekend Filter (Optional): You can optionally suppress pierce/divergence signals during US weekend hours (Fri 17:00 ET → Sun 17:00 ET) and optionally shade those periods to help isolate low-liquidity behavior. Notes / Intended Use: This is designed as a mean-reversion timing tool, not a standalone trading system. For best results, combine signals with a market “mean” (e.g., rolling VWAP) and basic risk controls.
Индикатор Pine Script®
от popularGnuofls7