stoch startegyStoch strategy that try to buy in uptrend and to sell in low trend
the bearish and bullish zones are based on regular K stoch over MTF D (3X or timeX3) and vice versa .
The buy and sell rule based on conditions
2- when mtf stochastic cross above 50 and current is rising, buy
3- when mtf stochastic cross bellow 50 and current isfalling, sell
the main script was written by
03.freeman
I just change some settings to improve it
Поиск скриптов по запросу "mtf"
VolumeS as stochv1just to show a concept . I use volume S to make it as stoch and add to it MTF function
B=buy
S=sell
D=down
if you do not like the MTF fuction just remove it from code or put the time frame of graph to be exact as MTF one
I did not add alert as it just a concept idea , to make it more complex it easy if you add more indicators to it and then compare the signals
have fun
Valdex BBWP Multitimeframe🇬🇧 (English Version)
Valdex BBWP Multitimeframe: Multitimeframe Volatility.
**Created by:**
**Adaptation of: Bollinger Band Width Percentile (BBWP)
📄 General Description
The **Valdex BBWP Multitimeframe** indicator is an advanced and optimized adaptation of the classic *Bollinger Band Width Percentile (BBWP)* indicator. Its purpose is to provide a robust and flexible tool for measuring the market's **relative volatility** on a scale from 0 to 100.
What distinguishes this version is its ability to **analyze volatility across THREE timeframes simultaneously**, allowing you to confirm expansion (high volatility) or contraction (low volatility) in higher timeframes without switching charts. It is an essential filter for any breakout or retracement strategy.
✨ Key Features
The indicator plots three volatility lines, each with a specific and independently configurable purpose:
1. **Base Line (Current TF):** Displays the BBWP calculated on the **exact timeframe of the current chart**, preserving its pure, unsmoothed value (original "noise").
2. **Multitimeframe (MTF) Lines:** Allows you to define two completely separate BBWP lines, each pulling data from an **external timeframe** (e.g., 60 minutes, Daily). Includes a **configurable Moving Average (MA)** to smooth the noise.
⚙️ Configuration and Usage
* **BBWP Base Settings:** You can configure the underlying BBWP parameters: Bands Length (13 default) and Percentile Lookback (252 default).
* **MTF Configuration:** For Lines 2 and 3, you **must manually enter** the desired timeframe in the text field (valid examples: `5`, `60`, `240`, `D`, `W`).
🧠 Quantum Regime Shift Detector v4.0 — Enhanced Edition🧠 Quantum Regime Shift Detector v4.0 — Enhanced Edition
Overview:
A cutting-edge, AI-weighted market-regime detector that dynamically tracks volatility, trend, and momentum to pinpoint transitions 🟥, stability 🟩, and uncertainty 🟨 in real time.
📊 Dashboard Interpretation
🟩 Stable: Low volatility — range or accumulation phase → great for steady entries or breakouts.
🟥 Transition: High volatility — regime shift → trend changes / explosive moves likely.
🟨 Uncertain: Neutral zone → patience and tight risk control advised.
💡 Key Features
⚙️ Probability Gauge → quantifies shift likelihood (> 70 % = high confidence)
📈 Flow Bias → shows bullish / bearish directional pressure
🔄 Divergence Alerts → Bull / Bear signals anticipate reversals
🧭 S/R Zones → adaptive pivot-based support & resistance
⏫ MTF Analysis → confirm alignment with higher timeframes
🎯 Trading Applications
✅ Enter during 🟩 stable regimes with confirmed bias direction.
⚠️ Trim or hedge when 🟥 transition appears.
🔃 Use divergence alerts for reversal timing and confirmation.
🧩 Customization
🔧 Tune Feature Weights (volatility / trend / momentum)
🧮 Enable Auto Thresholds for adaptive sensitivity
⏱️ Set Confirmation Bars to filter noise
🌐 Toggle MTF Mode for multi-timeframe synergy
📘 Best Practice:
Use on liquid assets (≥ 15 min TF). Combine with price action, VWAP, and volume profiling for the clearest market DNA signals.
✨ Character count: ≈ 1,470 (TradingView limit safe)
Rage of UltronRage of Ultron - Multi-Timeframe Smart Money Trading System
Advanced Confluence-Based Trading Indicator
Rage of Ultron is a comprehensive multi-timeframe trading system that combines Smart Money Concepts (SMC) with macro market context, RSI divergences, liquidity sweeps, and volume analysis to identify high-probability setups across all markets.
Key Features
Multi-Timeframe Alignment
* Weekly Bias - Directional trend context
* Daily Structure - Order Blocks and Fair Value Gaps
* 4H Confirmation - Entry timing and execution
* Real-time MTF alignment scoring (🟢 Bull Aligned / 🔴 Bear Aligned / 🟡 Mixed)
Smart Money Concepts
* Order Blocks (OB) - Institutional entry zones with visual clarity
* Fair Value Gaps (FVG) - Price imbalances and retracement magnets
* Change of Character (CHoCH) - Market structure breaks (▲▼)
* Liquidity Sweeps - Stop hunt detection before reversals (💧)
Technical Analysis
* RSI Divergences - Regular and hidden divergences with zones (◆)
* RSI Swing Failure Patterns - Grade-A reversal setups (★)
* Automatic Fibonacci - Dynamic retracements and extensions
* Volume Impulse Detection - Weighted confirmation signals
Macro Market Radar
* DXY - Dollar strength assessment
* BTC Dominance - Crypto market risk gauge
* USDT Dominance - Stablecoin flow analysis
* Combined risk environment scoring
Confluence Scoring System (0-7)
Quantified setup quality with three alert tiers:
* Tier 1 (Score 6-7): Full confluence + sweep + volume + MTF alignment
* Tier 2 (Score 5): High confluence + volume or sweep
* Tier 3 (Score 4): Standard confluence setups
"Rage" Volume State
* 🟢 RAGE PULSE - Explosive volume spike (score 6+ trigger)
* ⚡ Active - Strong volume with good confluence
* 🟡 Stable - Moderate volume conditions
* 🔴 Dormant - Low volume, wait for confirmation
Visual Design
* Clean Zone Rendering - Persistent OB/FVG boxes with limited extension
* Signal Bar Highlighting - Colored fills and contrasting borders for instant recognition
* Dynamic Symbol Placement - ATR-based offset prevents overlap
* Comprehensive Panel - Real-time macro + trade metrics in one view
* Toggleable Legend - Learn signals, hide once familiar
How to Use
1. Set Your Timeframes - Default 1W/1D/4H works for swing trading
2. Monitor Macro Environment - Check risk-on/off context
3. Wait for Confluence ≥4 - Let multiple signals align
4. Enter on Tier 1/2 Alerts - Best probability setups
5. Use Fib Extensions for Targets - Systematic profit taking
Customizable Settings
* Multi-timeframe periods
* RSI length and divergence sensitivity
* Liquidity sweep parameters
* Fibonacci swing lookback
* Volume thresholds
* Shape offset multiplier
* Visual toggles (Fibs, extensions, legend)
Built-in Alert System
Three-tier alert structure lets you filter by setup quality. Set alerts for Tier 1 only for highest conviction trades, or include Tier 2 for more opportunities.
Best Practices
* Use on clean timeframes - 1H+ for less noise
* Combine with support/resistance - Zones near key levels = highest probability
* Respect the macro - Don't fight extreme risk-off environments
* Wait for the full stack - Best trades have 4+ aligned signals
* Practice on demo first - Learn signal behavior in your market
Works On
* Cryptocurrency (spot & futures)
* Forex pairs
* Stock indices
* Individual stocks
* Commodities
Note: This indicator identifies potential setups but does not guarantee profits. Always use proper risk management, position sizing, and stops. Past performance does not predict future results.
Created by cdotgnz | For educational purposes
celenni//@version=6
strategy("Cruce SMA 5/20 – v6 (const TF, gap en puntos SOLO cortos, next bar open, 1 trade/ventana, anti-flip)",
overlay = true,
initial_capital = 10000,
default_qty_type = strategy.percent_of_equity,
default_qty_value = 10,
pyramiding = 0)
// === CONSTANTES ===
const string TF = "15" // fija el timeframe de cálculo (ej. "5","15","30","60","120","240","D")
const string SYM_ALLOWED = "QQQ" // símbolo permitido
// === Inputs ===
confirmOnClose = input.bool(true, "Confirmar señal al cierre (evita repaint)")
maxGapPtsShort = input.float(0.50, "Máx gap permitido en CORTOS (puntos)", 0.0, 1e6)
lenFast = input.int(5, "SMA rápida", 1)
lenSlow = input.int(20, "SMA lenta", 2)
tpPts = input.float(20.0, "Take Profit (puntos)", 0.01)
slPts = input.float(5.0, "Stop Loss (puntos)", 0.01)
// Ventanas (NY)
useSessions = input.bool(true, "Usar ventanas NY")
sess1 = input.session("1000-1130", "Ventana 1 (NY)")
sess2 = input.session("1330-1600", "Ventana 2 (NY)")
flatOutside = input.bool(true, "Cerrar posición al salir de la ventana")
// === Utilidades ===
isAllowedSymbol() =>
(syminfo.ticker == SYM_ALLOWED) or str.contains(str.upper(syminfo.ticker), str.upper(SYM_ALLOWED))
// === Series MTF (cálculo en TF) ===
closeTF = request.security(syminfo.tickerid, TF, close, barmerge.gaps_off, barmerge.lookahead_off)
smaFast = ta.sma(closeTF, lenFast)
smaSlow = ta.sma(closeTF, lenSlow)
// Señales MTF sin repaint
longSignalTF = request.security(syminfo.tickerid, TF,
ta.crossover(ta.sma(close, lenFast), ta.sma(close, lenSlow)),
barmerge.gaps_off, barmerge.lookahead_off)
shortSignalTF = request.security(syminfo.tickerid, TF,
ta.crossunder(ta.sma(close, lenFast), ta.sma(close, lenSlow)),
barmerge.gaps_off, barmerge.lookahead_off)
// === Sesiones (evaluadas en el TF del gráfico, zona NY) ===
inSess1 = useSessions ? not na(time(timeframe.period, sess1, "America/New_York")) : true
inSess2 = useSessions ? not na(time(timeframe.period, sess2, "America/New_York")) : true
inSession = inSess1 or inSess2
// Inicio de ventanas y contadores (1 trade por ventana)
var bool wasIn1 = false, wasIn2 = false
win1Start = inSess1 and not wasIn1
win2Start = inSess2 and not wasIn2
wasIn1 := inSess1
wasIn2 := inSess2
var int tradesWin1 = 0, tradesWin2 = 0
if win1Start
tradesWin1 := 0
if win2Start
tradesWin2 := 0
justOpened = strategy.position_size != 0 and strategy.position_size == 0
if justOpened
if inSess1
tradesWin1 += 1
if inSess2
tradesWin2 += 1
canTakeMore =
(inSess1 and tradesWin1 < 1) or
(inSess2 and tradesWin2 < 1) or
(not useSessions)
// === Filtro NO-GAP SOLO para CORTOS (en PUNTOS) ===
// Compara OPEN actual vs CLOSE previo; se evalúa en la barra donde se EJECUTA (apertura actual).
gapPts = math.abs(open - close )
shortGapOK = maxGapPtsShort <= 0 ? true : (gapPts <= maxGapPtsShort)
// === Anti-flip y gating ===
isFlat = strategy.position_size == 0
canSignal = (not confirmOnClose or barstate.isconfirmed)
canTrade = isAllowedSymbol() and inSession and canTakeMore and canSignal
// === ENTRADAS (se colocan al cierre; se llenan en la apertura siguiente) ===
// Largos: sin filtro de gap
if canTrade and isFlat and longSignalTF
strategy.entry("Long", strategy.long)
// Cortos: requieren shortGapOK
if canTrade and isFlat and shortSignalTF and shortGapOK
strategy.entry("Short", strategy.short)
// === TP/SL en puntos ===
if strategy.position_size > 0
e = strategy.position_avg_price
strategy.exit("TP/SL Long", from_entry="Long", limit=e + tpPts, stop=e - slPts)
if strategy.position_size < 0
e = strategy.position_avg_price
strategy.exit("TP/SL Short", from_entry="Short", limit=e - tpPts, stop=e + slPts)
// === Cierre fuera de sesión ===
if flatOutside and not inSession and strategy.position_size != 0
strategy.close_all("Fuera de sesión")
// === Visual ===
plot(smaFast, color=color.new(color.teal, 0), title="SMA 5 ("+TF+")")
plot(smaSlow, color=color.new(color.orange, 0), title="SMA 20 ("+TF+")")
plotshape(longSignalTF and canTrade and isFlat, title="Compra", style=shape.triangleup,
location=location.belowbar, color=color.new(color.teal,0), size=size.tiny, text="Long")
plotshape(shortSignalTF and canTrade and isFlat and shortGapOK, title="Venta", style=shape.triangledown,
location=location.abovebar, color=color.new(color.red,0), size=size.tiny, text="Short")
Cumulative Volume Profile DeltaThis indicator calculates the Cumulative Volume Profile Delta (CVPD). It constructs a high-resolution volume profile for each bar using intra-bar data, then derives and accumulates the delta from that profile to show net buying/selling pressure.
Key Features:
Statistical Volume Profile Engine: For each bar, the indicator builds a high-resolution volume profile on a lower 'Intra-Bar Timeframe'. Instead of simple tick counting, it uses statistical models ('PDF' allocation) to distribute volume across price levels and advanced classifiers ('Dynamic' split) to determine the buy/sell pressure before accumulation.
Periodic Accumulation: The CVPD accumulation is anchored to a user-defined 'Anchor Timeframe' (e.g., daily, weekly). This cyclical reset allows to analyze the build-up of pressure within specific trading periods.
"Delta Candle" Visualization: The periodic CVPD is shown as a candle, where:
Open: The CVPD value at the start of the period (or zero).
High/Low: Represent the peak buying (CVD High) and selling (CVD Low) pressure within that period's profile.
Close: The final net delta value (CVD) for the period.
Dual CVD & Divergence Engine: The indicator calculates two CVPDs: a Periodic one (for plotting) and a Continuous one (non-resetting). The continuous line is used as a stable source for the built-in divergence engine (detecting Regular, Hidden, and Exaggerated).
Dynamic Divergence Plotting: Divergence markers are plotted relative to the periodic (candle) CVPD. They automatically adjust their vertical position after a reset to remain visually aligned with the plotted candles.
Note on Confirmation (Lag): Divergence signals rely on a pivot confirmation method to ensure they do not repaint.
The Start of a- divergence is only detected after the confirming pivot is fully formed (a delay based on Pivot Right Bars).
The End of a divergence is detected either instantly (if the signal is invalidated by price action) or with a delay (when a new, non-divergent pivot is confirmed).
Multi-Timeframe (MTF) Capability:
MTF Output: The entire analysis (Delta Candles, Divergences) can be calculated on a higher timeframe (using the Timeframe input), with standard options to handle gaps (Fill Gaps) and prevent repainting (Wait for...).
Limitation: The Divergence detection engine (pivDiv) is disabled if a Higher Timeframe (HTF) is selected.
Integrated Alerts: Includes 18 comprehensive alerts for:
The start and end of all 6 divergence types.
The periodic CVPD crossing the zero line.
Conditions of agreement or disagreement between the delta and the main bar's direction.
Caution: Real-Time Data Behavior (Intra-Bar Repainting) This indicator uses high-resolution intra-bar data. As a result, the values on the current, unclosed bar (the real-time bar) will update dynamically as new intra-bar data arrives. This behavior is normal and necessary for this type of analysis. Signals should only be considered final after the main chart bar has closed.
DISCLAIMER
For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset.
Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk.
No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability.
No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator.
Signals Are Not Recommendations: The alerts and visual signals (e.Example: crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
Cumulative Volume DeltaThis Cumulative Volume Delta (CVD) indicator analyzes intra-bar volume dynamics. It introduces a periodic reset mechanism, anchoring the accumulation to a user-defined timeframe (e.g., daily, weekly) for cyclical analysis.
Key Features:
Dual CVD Calculation: The indicator computes two CVD values simultaneously:
Periodic CVD: Resets on the user-defined 'Anchor Timeframe'. This is plotted as "Delta Candles".
Continuous CVD: Accumulates volume continuously (non-resetting) and is used as the source for divergence detection.
Intra-Bar Delta Analysis: Uses a lower timeframe ('Intra-Bar Timeframe') to calculate buy/sell pressure based on the direction of the intra-bar candles.
"Delta Candle" Visualization: The periodic CVD is shown as a candle, where:
Open: The CVD value at the start of the period (or zero).
High/Low: Represent the peak buying (CVD High) and selling (CVD Low) pressure within that period.
Close: The final net delta value for that period.
Full Divergence Suite (Class A, B, C): A built-in engine automatically detects and plots Regular (A), Hidden (B), and Exaggerated (C) divergences between price and the continuous CVD line.
Dynamic Divergence Plotting: Divergence markers are plotted relative to the periodic (candle) CVD. They automatically adjust their vertical position after a reset to remain visually aligned with the plotted candles.
Note on Confirmation (Lag): Divergence signals rely on a pivot confirmation method to ensure they do not repaint.
The Start of a- divergence is only detected after the confirming pivot is fully formed (a delay based on Pivot Right Bars).
The End of a divergence is detected either instantly (if the signal is invalidated by price action) or with a delay (when a new, non-divergent pivot is confirmed).
Multi-Timeframe (MTF) Capability:
MTF Output: The entire dual-CVD analysis can be run on a higher timeframe (using the Timeframe input), with standard options to handle gaps (Fill Gaps) and prevent repainting (Wait for...).
Limitation: The Divergence detection engine (pivDiv) is disabled if a Higher Timeframe (HTF) is selected.
Integrated Alerts: Includes 18 comprehensive alerts for:
The start and end of all 6 divergence types.
The periodic CVD crossing the zero line.
Conditions of agreement or disagreement between the delta and the main bar's direction.
Caution: Real-Time Data Behavior (Intra-Bar Repainting) This indicator uses high-resolution intra-bar data. As a result, the values on the current, unclosed bar (the real-time bar) will update dynamically as new intra-bar data arrives. This behavior is normal and necessary for this type of analysis. Signals should only be considered final after the main chart bar has closed.
DISCLAIMER
For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset.
Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk.
No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability.
No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator.
Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
Volume Profile DeltaThis indicator calculates the Volume Profile Delta (VPD). It constructs a high-resolution volume profile for each bar using intra-bar data, offering a detailed understanding of buying and selling pressure at discrete price levels.
Key Features:
Statistical Volume Profile Engine: For each bar, the indicator builds a high-resolution volume profile on a lower 'Intra-Bar Timeframe'. Instead of simple tick counting, it uses statistical models ('PDF' allocation) to distribute volume across price levels and advanced classifiers ('Dynamic' split) to determine the buy/sell pressure within that profile, providing a more nuanced delta calculation.
"Delta Candle" Visualization: The per-bar VPD is displayed as a candle, where:
Open: Always anchored at the zero line.
High/Low: Represent the peak buying (CVD High) and selling (CVD Low) pressure accumulated within that bar's profile.
Close: The final net delta value (CVD) for the bar.
Customizable Moving Average: An optional moving average of the net delta (Close) can be added. The MA type, length, and an optional Volume weighted setting are customizable.
Intra-Bar Peak Pivot Detection: Automatically identifies and plots significant turning points (pivots) in the peak buying (High) and selling (Low) pressure.
Note on Confirmation (Lag): Pivot signals are confirmed using a lookback method. A pivot is only plotted after the Pivot Right Bars input has passed, which introduces an inherent lag.
Multi-Timeframe (MTF) Capability:
MTF Output: The entire analysis (Delta Candles, MA, Pivots) can be calculated on a higher timeframe (using the Timeframe input), with standard options to handle gaps (Fill Gaps) and prevent repainting (Wait for...).
Limitation: The Pivot detection (Calculate Pivots) is disabled if a Higher Timeframe (HTF) is selected.
Integrated Alerts: Includes 8 alerts for:
The net delta crossing its moving average.
The detection of new peak buying or selling pivots.
Conditions of agreement or disagreement between the net delta and the main bar's direction.
Caution: Real-Time Data Behavior (Intra-Bar Repainting) This indicator uses high-resolution intra-bar data. As a result, the values on the current, unclosed bar (the real-time bar) will update dynamically as new intra-bar data arrives. This behavior is normal and necessary for this type of analysis. Signals should only be considered final after the main chart bar has closed.
DISCLAIMER
For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset.
Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk.
No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability.
No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator.
Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
Volume DeltaThis indicator provides a detailed view of Volume Delta (VD) by analyzing order flow on a lower, intra-bar timeframe. For each bar on the chart, it calculates the net difference between buying and selling volume based on the direction of the intra-bar candles.
Key Features:
Intra-Bar Delta Calculation: The indicator analyzes price action on a user-defined lower timeframe ('Intra-Bar Timeframe') to construct a detailed picture of the underlying order flow for each bar on the main chart.
"Delta Candle" Visualization: The delta for each bar is shown as a candle, where:
Open: Always starts at the zero line.
High/Low: Represent the peak buying and selling pressure accumulated within the bar.
Close: The final net delta value for that bar. This visualization shows absorption, exhaustion, and conviction in a single glance.
Customizable Moving Average: An optional moving average of the net delta (Close) can be added. The MA type, length, and an optional Volume weighted setting are customizable.
Intra-Bar Peak Pivot Detection: Automatically identifies and plots significant turning points (pivots) in the peak buying (High) and selling (Low) pressure.
Note on Confirmation (Lag): Pivot signals are confirmed using a lookback method. A pivot is only plotted after the Pivot Right Bars input has passed, which introduces an inherent lag.
Multi-Timeframe (MTF) Capability:
MTF Output: The entire analysis (Delta Candles, MA, Pivots) can be calculated on a higher timeframe (using the Timeframe input), with standard options to handle gaps (Fill Gaps) and prevent repainting (Wait for...).
Limitation: The Pivot detection (Calculate Pivots) is disabled if a Higher Timeframe (HTF) is selected.
Integrated Alerts: Includes 8 alerts for:
The net delta crossing its moving average.
The detection of new peak buying or selling pivots.
Conditions of agreement or disagreement between the net delta and the main bar's direction (absolute volume).
Caution: Real-Time Data Behavior (Intra-Bar Repainting) This indicator uses high-resolution intra-bar data. As a result, the values on the current, unclosed bar (the real-time bar) will update dynamically as new intra-bar data arrives. This behavior is normal and necessary for this type of analysis. Signals should only be considered final after the main chart bar has closed.
DISCLAIMER
For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset.
Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk.
No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability.
No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator.
Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
Volume Weighted Intra Bar LR Standard DeviationThis indicator analyzes market character by providing a detailed view of volatility. It applies a Linear Regression model to intra-bar price action, dissecting the total volatility of each bar into three distinct components.
Key Features:
Three-Component Volatility Decomposition: By analyzing a lower timeframe ('Intra-Bar Timeframe'), the indicator separates each bar's volatility into:
Trend Volatility (Green/Red): Volatility explained by the intra-bar linear regression slope (Momentum).
Residual Volatility (Yellow): Volatility from price oscillating around the intra-bar trendline (Mean-Reversion).
Within-Bar Volatility (Blue): Volatility derived from the range of each intra-bar candle (Noise/Choppiness).
Layered Column Visualization: The indicator plots these components as a layered column chart. The size of each colored layer visually represents the dominance of each volatility character.
Dual Display Modes: The indicator offers two modes to visualize this decomposition:
Absolute Mode: Displays the total standard deviation as the column height, showing the absolute magnitude of volatility and the contribution of each component.
Normalized Mode: Displays the components as a 100% stacked column chart (scaled from 0 to 1), focusing purely on the percentage ratio of Trend, Residual, and Noise.
Calculation Options:
Statistical Model: The 'Estimate Bar Statistics' option (enabled by default) uses a statistical model ('Estimator') to perform the decomposition. (Assumption: In this mode, the Source input is ignored, and an estimated mean for each bar is used instead).
Normalization: An optional 'Normalize Volatility' setting calculates an Exponential Regression Curve (log-space).
Volume Weighting: An option (Volume weighted) applies volume weighting to all intra-bar calculations.
Multi-Component Pivot Detection: Includes a pivot detector that identifies significant turning points (highs and lows) in both the Total Volatility and the Trend Volatility Ratio. (Note: These pivots are only plotted when 'Plot Mode' is set to 'Absolute').
Note on Confirmation (Lag): Pivot signals are confirmed using a lookback method. A pivot is only plotted after the Pivot Right Bars input has passed, which introduces an inherent lag.
Multi-Timeframe (MTF) Capability:
MTF Analysis: The entire intra-bar analysis can be run on a higher timeframe (using the Timeframe input), with standard options to handle gaps (Fill Gaps) and prevent repainting (Wait for...).
Limitation: The Pivot detection (Calculate Pivots) is disabled if a Higher Timeframe (HTF) is selected.
Integrated Alerts: Includes 9 comprehensive alerts for:
Volatility character changes (e.g., 'Character Change from Noise to Trend').
Dominant character emerging (e.g., 'Bullish Trend Character Emerging').
Total Volatility pivot (High/Low) detection.
Trend Volatility pivot (High/Low) detection.
Caution! Real-Time Data Behavior (Intra-Bar Repainting) This indicator uses high-resolution intra-bar data. As a result, the values on the current, unclosed bar (the real-time bar) will update dynamically as new intra-bar data arrives. This behavior is normal and necessary for this type of analysis. Signals should only be considered final after the main chart bar has closed.
DISCLAIMER
For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset.
Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk.
No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability.
No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator.
Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
Volume Weighted Intra Bar Standard DeviationThis indicator provides a high-resolution analysis of market volatility by dissecting each bar on the chart into its fundamental components. It uses data from a lower, intra-bar timeframe to separate the total volatility of a single bar into its 'directional' and 'non-directional' parts.
Key Features:
Intra-Bar Volatility Decomposition: For each bar on the chart, the indicator analyzes the underlying price action on a smaller timeframe ('Intra-Bar Timeframe') and quantifies two types of volatility:
Between-Bar Volatility (Directional): Calculated from price movements between the intra-bar candles. This component represents the directional, trending price action within the main bar.
Within-Bar Volatility (Non-Directional): Calculated from price fluctuations inside each intra-bar candle. This component represents the choppy, noisy, or ranging price action.
Dual Display Modes: The indicator offers two modes to visualize this information:
Absolute Mode: Plots the total standard deviation as a stacked column chart, showing the absolute magnitude of volatility and the contribution of each component.
Normalized Mode: Plots the components as a 100% stacked column chart (scaled from 0 to 1), focusing purely on the percentage ratio of 'between-bar' (trending) and 'within-bar' (choppy) volatility.
Calculation Options:
Statistical Model: The 'Estimate Bar Statistics' option (enabled by default) uses a statistical model ('Estimator') to perform the decomposition. (Assumption: In this mode, the Source input is ignored, and an estimated mean for each bar is used instead).
Normalization: An optional 'Normalize Volatility' setting calculates volatility in percentage terms (log-space).
Volume Weighting: An option (Volume weighted) applies volume weighting to all intra-bar volatility calculations.
Volatility Pivot Detection: Includes a built-in pivot detector that identifies significant turning points (highs and lows) in the total volatility line. (Note: This is only visible in 'Absolute Mode').
Note on Confirmation (Lag): Pivot signals are confirmed using a lookback method. A pivot is only plotted after the Pivot Right Bars input has passed, which introduces an inherent lag.
Multi-Timeframe (MTF) Capability:
MTF Analysis Lines: The entire intra-bar analysis can be run on a higher timeframe (using the Timeframe input), with standard options to handle gaps (Fill Gaps) and prevent repainting (Wait for...).
Limitation: The Pivot detection (Calculate Pivots) is disabled if a Higher Timeframe (HTF) is selected.
Integrated Alerts: Includes 6 alerts for:
Volatility character changes (e.g., 'Character Change from Choppy to Trend').
Dominant character emerging (e.g., 'Trend Character Emerging').
Total Volatility pivot (High/Low) detection.
Caution: Real-Time Data Behavior (Intra-Bar Repainting) This indicator uses high-resolution intra-bar data. As a result, the values on the current, unclosed bar (the real-time bar) will update dynamically as new intra-bar data arrives. This behavior is normal and necessary for this type of analysis. Signals should only be considered final after the main chart bar has closed.
DISCLAIMER
For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset.
Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk.
No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability.
No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator.
Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
Volume Weighted LR Standard DeviationThis indicator analyzes market character by decomposing total volatility into three distinct, interpretable components based on a Linear Regression model.
Key Features:
Three-Component Volatility Decomposition: The indicator separates volatility based on the 'Estimate Bar Statistics' option.
Standard Mode (Estimate Bar Statistics = OFF): Calculates volatility based on the selected Source (dies führt hauptsächlich zu 'Trend'- und 'Residual'-Volatilität).
Decomposition Mode (Estimate Bar Statistics = ON): The indicator uses a statistical model ('Estimator') to calculate within-bar volatility. (Assumption: In this mode, the Source input is ignored, and an estimated mean for each bar is used instead). This separates volatility into:
Trend Volatility (Green/Red): Volatility explained by the regression's slope (Momentum).
Residual Volatility (Yellow): Volatility from price oscillating around the regression line (Mean-Reversion).
Within-Bar Volatility (Blue): Volatility from the high-low range of each bar (Noise/Choppiness).
Dual Display Modes: The indicator offers two modes to visualize this decomposition:
Absolute Mode: Displays the total standard deviation as a stacked area chart, partitioned by the variance ratio of the three components.
Normalized Mode: Displays the direct variance ratio (proportion) of each component relative to the total (0-1), ideal for identifying the dominant market character.
Calculation Options:
Normalization: An optional 'Normalize Volatility' setting calculates an Exponential Regression Curve (log-space), making the analysis suitable for growth assets.
Volume Weighting: An option (Volume weighted) applies volume weighting to all regression and volatility calculations.
Multi-Component Pivot Detection: Includes a pivot detector that identifies significant turning points (highs and lows) in both the Total Volatility and the Trend Volatility Ratio. (Note: These pivots are only plotted when 'Plot Mode' is set to 'Absolute').
Note on Confirmation (Lag): Pivot signals are confirmed using a lookback method. A pivot is only plotted after the Pivot Right Bars input has passed, which introduces an inherent lag.
Multi-Timeframe (MTF) Capability:
MTF Volatility Lines: The volatility lines can be calculated on a higher timeframe, with standard options to handle gaps (Fill Gaps) and prevent repainting (Wait for...).
Limitation: The Pivot detection (Calculate Pivots) is disabled if a Higher Timeframe (HTF) is selected.
Integrated Alerts: Includes 9 comprehensive alerts for:
Volatility character changes (e.g., 'Character Change from Noise to Trend').
Dominant character emerging (e.g., 'Bullish Trend Character Emerging').
Total Volatility pivot (High/Low) detection.
Trend Volatility pivot (High/Low) detection.
DISCLAIMER
For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset.
Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk.
No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability.
No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator.
Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
Volume Weighted Standard DeviationThis indicator calculates the Standard Deviation and decomposes total volatility into its core components, allowing to analyze the underlying character of the market.
Key Features:
Volatility Decomposition: The indicator separates volatility based on the 'Estimate Bar Statistics' option.
Standard Mode (Estimate Bar Statistics = OFF): Calculates a simple (Volume-Weighted) Standard Deviation of the selected Source.
Decomposition Mode (Estimate Bar Statistics = ON): The indicator uses a statistical model ('Estimator') to calculate within-bar volatility (choppiness, noise) and between-bar volatility (trending moves). (Assumption: In this mode, the Source input is ignored, and an estimated mean for each bar is used instead).
Dual Display Modes: The indicator offers two modes to visualize this information:
Absolute Mode: Plots the total standard deviation as a stacked area chart, showing the proportional contribution of the 'Between' and 'Within' components.
Normalized Mode: Plots the direct ratio of each component's variance (from 0 to 1), making it easy to identify which character is dominant.
Calculation Options: The volatility calculation can be optionally Volume weighted. An optional Normalize Volatility setting performs the calculation in logarithmic space, making volatility comparable across different price scales.
Volatility Pivot Detection: Includes a built-in pivot detector that identifies significant turning points (highs and lows) in the total volatility line. (Note: This is only visible in 'Absolute Mode').
Note on Confirmation (Lag): Pivot signals are confirmed using a lookback method. A pivot is only plotted after the Pivot Right Bars input has passed, which introduces an inherent lag.
Multi-Timeframe (MTF) Capability:
MTF Volatility Lines: The volatility lines can be calculated on a higher timeframe, with standard options to handle gaps (Fill Gaps) and prevent repainting (Wait for...).
Limitation: The Pivot detection (Calculate Pivots) is disabled if a Higher Timeframe (HTF) is selected.
Integrated Alerts: Includes 6 alerts for:
Volatility character changes (e.g., 'Trend Character Emerging', 'Character Change from Trend to Choppy').
Volatility pivot (high or low) detection.
DISCLAIMER
For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset.
Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk.
No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability.
No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator.
Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
Volume Weighted Average True RangeThis indicator calculates a customizable version of the Average True Range (ATR), a tool for measuring market volatility. It enhances the standard ATR with volume weighting, a dual-smoothing process, normalization, and volatility pivot detection.
Key Features:
Volume Weighting: An option (Volume weighted) allows for volume to be incorporated into the volatility calculation. This provides a measure of "volume-adjusted" volatility that is more responsive to significant market activity.
Dual Smoothing Process: For noise reduction, the indicator employs a two-stage smoothing process. It first calculates a smoothed True Range (TR) over a user-defined period (TR Length) before applying the final ATR moving average (ATR Length & ATR Smooth).
Normalization (Percentage Volatility): An optional 'Normalize' mode calculates the ATR as a percentage of the price. This allows for consistent volatility comparison across different assets and over long time periods.
Volatility Pivot Detection: The indicator includes a built-in pivot detector that identifies significant turning points (highs and lows) in the ATR line itself, signaling potential shifts in volatility.
Note on Confirmation (Lag): Pivot signals are confirmed using a lookback method. A pivot is only plotted after the Pivot Right Bars input has passed. This is essential for ensuring the signal is non-repainting but introduces an inherent lag.
Multi-Timeframe (MTF) Capability:
MTF ATR Line: The ATR line itself can be calculated on a different timeframe, with standard options to handle gaps (Fill Gaps) and prevent repainting (Wait for...).
Limitation: The Pivot detection (Calculate Pivots) is disabled if a Higher Timeframe (HTF) is selected.
Integrated Alerts: Includes alerts that trigger when a new volatility pivot (high or low) is detected in the ATR line.
DISCLAIMER
For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset.
Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk.
No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability.
No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator.
Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
Volume Weighted Price OscillatorThis indicator calculates the Percentage Price Oscillator (PPO), a momentum oscillator similar to the MACD. It displays the distance between two moving averages as a percentage, making it comparable across different assets. This implementation enhances the PPO with optional volume weighting and a built-in divergence engine.
Key Features:
Customizable MA & Volume Weighting: Both the fast and slow moving averages (and the signal line) can be customized using different MA types (e.g., EMA, SMA, WMA). An option (Volume weighted) applies volume weighting to all three MAs.
MACD-Style Display: Provides the three core components: the PPO line (momentum), a signal line (trigger), and a histogram (momentum acceleration). The histogram is color-coded to show increasing or decreasing momentum.
Full Divergence Suite (Class A, B, C): A built-in divergence engine automatically detects and plots all three major divergence classes between price and the PPO line:
Regular (A): Signals potential trend reversals.
Hidden (B): Signals potential trend continuations.
Exaggerated (C): Signals weakness at double tops/bottoms.
Divergence Filtering and Visualization:
Price Tolerance Filter: Divergence detection is enhanced with a percentage-based price tolerance (pivPrcTol) to filter out insignificant market noise.
Persistent Visualization: Divergence markers are plotted for the entire duration of the signal and are visually anchored to the PPO level of the confirming pivot.
Note on Confirmation (Lag): Divergence signals rely on a pivot confirmation method to ensure they do not repaint.
The Start of a- divergence is only detected after the confirming pivot is fully formed (a delay based on Pivot Right Bars).
The End of a divergence is detected either instantly (if the signal is invalidated by price action) or with a delay (when a new, non-divergent pivot is confirmed).
Multi-Timeframe (MTF) Capability:
MTF PPO Lines: The PPO, signal line, and histogram can be calculated on a higher timeframe, with standard options to handle gaps (Fill Gaps) and prevent repainting (Wait for...).
Limitation: The Divergence detection engine (pivDiv) is disabled if a timeframe other than the chart's timeframe is selected. Divergences are only calculated on the active chart timeframe.
Integrated Alerts: Includes 18 comprehensive alerts for:
The start and end of all 6 divergence types.
The PPO line crossing its signal line.
The PPO line crossing the zero line.
The histogram changing direction (reverting).
DISCLAIMER
For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset.
Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk.
No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability.
No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator.
Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
Volume Weighted Stochastic RSIThis indicator calculates the Stochastic RSI, enhanced with optional Volume Weighting (VWStochRSI). It measures the level of a (Volume-Weighted) RSI relative to its high-low range over a set period, providing a sensitive momentum oscillator.
Key Features:
Volume-Weighted Core: The indicator is built on a Relative Strength Index (RSI) that can be optionally volume-weighted (Volume weighted).
Customizable Smoothing: The %K and %D lines are smoothed using a customizable moving average. The MA type (Smooth Method) can be selected (e.g., EMA, SMA, WMA) and will also be volume-weighted if the main Volume weighted option is enabled.
Full Divergence Suite (Class A, B, C): The primary feature is the integrated divergence engine. It automatically detects and plots all three major types of divergences:
Regular (A): Signals potential trend reversals.
Hidden (B): Signals potential trend continuations.
Exaggerated (C): Signals weakness at double tops/bottoms.
Divergence Filtering and Visualization:
Price Tolerance Filter: Divergence detection is enhanced with a percentage-based price tolerance (pivPrcTol) to filter out insignificant market noise.
Persistent Visualization: Divergence markers are plotted for the entire duration of the signal and are visually anchored to the %K line level of the confirming pivot.
Note on Confirmation (Lag): Divergence signals rely on a pivot confirmation method to ensure they do not repaint.
The Start of a- divergence is only detected after the confirming pivot is fully formed (a delay based on Pivot Right Bars).
The End of a divergence is detected either instantly (if the signal is invalidated by price action) or with a delay (when a new, non-divergent pivot is confirmed).
Multi-Timeframe (MTF) Capability:
MTF VWStochRSI Lines: The %K and %D lines can be calculated on a higher timeframe, with standard options to handle gaps (Fill Gaps) and prevent repainting (Wait for...).
Limitation: The Divergence detection engine (pivDiv) is disabled if a timeframe other than the chart's timeframe is selected. Divergences are only calculated on the active chart timeframe.
Integrated Alerts: Includes 20 comprehensive alerts for:
The start and end of all 6 divergence types.
The %K line crossing the %D line.
The %K line crossing the Overbought, Oversold, or 50-level lines.
DISCLAIMER
For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset.
Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk.
No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability.
No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator.
Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
Volume Weighted Relative Strength IndexThis indicator calculates the Relative Strength Index (RSI) and enhances it with optional volume weighting (VWRSI). It also includes a customizable signal line and a built-in divergence detection engine.
Key Features:
Volume-Weighted Calculation: An option (Volume weighted) allows for volume to be incorporated into the calculation of both the RSI itself and its moving average signal line, making the oscillator more sensitive to high-volume price changes.
Customizable Signal Line: Includes an optional moving average of the VWRSI, which serves as a signal line. The type of MA (Smooth Method) and its length can be customized.
Full Divergence Suite (Class A, B, C): The primary feature is the integrated divergence engine. It automatically detects and plots all three major types of divergences:
Regular (A): Signals potential trend reversals.
Hidden (B): Signals potential trend continuations.
Exaggerated (C): Signals weakness at double tops/bottoms.
Divergence Filtering and Visualization:
Price Tolerance Filter: Divergence detection is enhanced with a percentage-based price tolerance (pivPrcTol) to filter out insignificant market noise.
Persistent Visualization: Divergence markers are plotted for the entire duration of the signal and are visually anchored to the VWRSI level of the confirming pivot.
Note on Confirmation (Lag): Divergence signals rely on a pivot confirmation method to ensure they do not repaint.
The Start of a- divergence is only detected after the confirming pivot is fully formed (a delay based on Pivot Right Bars).
The End of a divergence is detected either instantly (if the signal is invalidated by price action) or with a delay (when a new, non-divergent pivot is confirmed).
Multi-Timeframe (MTF) Capability:
MTF VWRSI Line: The VWRSI and its signal line can be calculated on a higher timeframe, with standard options to handle gaps (Fill Gaps) and prevent repainting (Wait for...).
Limitation: The Divergence detection engine (pivDiv) is disabled if a timeframe other than the chart's timeframe is selected. Divergences are only calculated on the active chart timeframe.
Integrated Alerts: Includes 20 comprehensive alerts for:
The start and end of all 6 divergence types.
The VWRSI crossing its signal line.
The VWRSI crossing the Overbought, Oversold, or 50-level lines.
DISCLAIMER
For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset.
Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk.
No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability.
No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator.
Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
Relative Distance to Moving AverageThis indicator calculates the Relative Distance to a Moving Average (RDMA), a momentum oscillator that measures how overextended a price is from its moving average baseline. It expresses this distance as a percentage, oscillating around a zero line. High positive values may indicate overbought conditions, while large negative values may suggest oversold conditions.
Key Features:
Customizable MA Baseline: The oscillator's baseline is a moving average. Users can select from a wide range of MA types (e.g., EMA, SMA, WMA) and apply volume weighting (Volume weighted) for enhanced responsiveness.
Normalization (Geometric Average): Includes an optional 'Normalize' mode. When enabled, the indicator uses a Geometric Moving Average (GMA) as its baseline and measures the percentage distance from this compound growth average, making it suitable for exponential markets.
Full Divergence Suite (Class A, B, C): The indicator's primary feature is its integrated divergence engine. It automatically detects and plots all three major divergence classes between price and the RDMA:
Regular (A): Signals potential trend exhaustion and reversals.
Hidden (B): Signals potential trend continuations during pullbacks.
Exaggerated (C): Signals weakness at double tops/bottoms.
Divergence Filtering and Visualization:
Price Tolerance Filter: Divergence detection is enhanced with a percentage-based price tolerance (pivPrcTol) to filter out insignificant market noise.
Persistent Visualization: Divergence markers are plotted for the entire duration of the signal and are visually anchored to the RDMA level of the confirming pivot.
Note on Confirmation (Lag): Divergence signals rely on a pivot confirmation method to ensure they do not repaint.
The Start of a- divergence is only detected after the confirming pivot is fully formed (a delay based on Pivot Right Bars).
The End of a divergence is detected either instantly (if the signal is invalidated by price action) or with a delay (when a new, non-divergent pivot is confirmed).
Multi-Timeframe (MTF) Capability:
MTF RDMA Line: The RDMA oscillator itself can be calculated on a higher timeframe, with standard options to handle gaps (Fill Gaps) and prevent repainting (Wait for...).
Limitation: The Divergence detection engine (pivDiv) is disabled if a timeframe other than the chart's timeframe is selected. Divergences are only calculated on the active chart timeframe.
Integrated Alerts: Includes 14 comprehensive alerts for:
The start and end of all 6 divergence types.
The RDMA oscillator crossing the zero line.
DISCLAIMER
For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset.
Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk.
No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability.
No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator.
Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
Chaikin Money FlowThis indicator provides an implementation of the classic Chaikin Money Flow (CMF), a volume-weighted oscillator designed to measure money flow pressure. It is enhanced with a customizable signal line and a built-in divergence detection engine.
Key Features:
Full Divergence Suite (Class A, B, C): The primary feature is the integrated divergence engine. It automatically detects and plots all three major types of divergences:
Regular (A): Signals potential trend reversals.
Hidden (B): Signals potential trend continuations.
Exaggerated (C): Signals weakness at double tops/bottoms.
Divergence Filtering and Visualization:
Price Tolerance Filter: Divergence detection is enhanced with a percentage-based price tolerance (pivPrcTol) to filter out insignificant market noise, leading to more robust signals.
Persistent Visualization: Divergence markers are plotted for the entire duration of the signal and are visually anchored to the CMF level of the confirming pivot.
Customizable Signal Line: Includes an optional moving average of the CMF, which serves as a signal line. The type of MA (Signal Smoothing) and its length can be customized. This signal line can also be optionally volume-weighted (Volume weighted).
Note on Confirmation (Lag): Divergence signals rely on a pivot confirmation method to ensure they do not repaint.
The Start of a- divergence is only detected after the confirming pivot is fully formed (a delay based on Pivot Right Bars).
The End of a divergence is detected either instantly (if the signal is invalidated by price action) or with a delay (when a new, non-divergent pivot is confirmed).
Multi-Timeframe (MTF) Capability:
MTF CMF & Signal Lines: The CMF and its signal line can be calculated on a higher timeframe, with standard options to handle gaps (Fill Gaps) and prevent repainting (Wait for...).
Limitation: The Divergence detection engine (pivDiv) is disabled if a timeframe other than the chart's timeframe is selected. Divergences are only calculated on the active chart timeframe.
Integrated Alerts: Includes 16 comprehensive alerts for:
The start and end of all 6 divergence types.
The CMF crossing its signal line.
The CMF crossing the zero line.
DISCLAIMER
For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset.
Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk.
No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability.
No Liability: The author shall not be liable for any financial losses or damages incurred directly or indirectly from the use of this indicator.
Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
Accumulation Distribution LineThis indicator provides an implementation of the classic Accumulation/Distribution Line (ADL). It enhances the standard indicator with a built-in divergence detection engine.
Key Features:
Full Divergence Suite (Class A, B, C): The primary feature is the integrated divergence engine. It automatically detects and plots all three major types of divergences:
Regular (A): Signals potential trend reversals.
Hidden (B): Signals potential trend continuations.
Exaggerated (C): Signals weakness at double tops/bottoms.
Divergence Filtering and Visualization:
Price Tolerance Filter: Divergence detection is enhanced with a percentage-based price tolerance (pivPrcTol) to filter out insignificant market noise, leading to more robust signals.
Persistent Visualization: Divergence markers are plotted for the entire duration of the signal and are visually anchored to the ADL level of the confirming pivot.
Note on Confirmation (Lag): Divergence signals rely on a pivot confirmation method to ensure they do not repaint.
The Start of a- divergence is only detected after the confirming pivot is fully formed (a delay based on Pivot Right Bars).
The End of a divergence is detected either instantly (if the signal is invalidated by price action) or with a delay (when a new, non-divergent pivot is confirmed).
Multi-Timeframe (MTF) Capability:
MTF ADL Line: The ADL line itself can be calculated on a higher timeframe, with standard options to handle gaps (Fill Gaps) and prevent repainting (Wait for...).
Limitation: The Divergence detection engine (pivDiv) is disabled if a timeframe other than the chart's timeframe is selected. Divergences are only calculated on the active chart timeframe.
Integrated Alerts: Includes 12 comprehensive alerts that trigger on the start and end of all 6 divergence types (e.g., "Regular Bullish Started", "Regular Bullish Ended").
DISCLAIMER
For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset.
Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk.
No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability.
No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator.
Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
On Balance VolumeThis indicator provides an implementation of the classic On Balance Volume (OBV) momentum indicator, enhanced with a built-in divergence detection engine.
Key Features:
Full Divergence Suite (Class A, B, C): The primary feature is the integrated divergence engine. It automatically detects and plots all three major types of divergences:
Regular (A): Signals potential trend reversals.
Hidden (B): Signals potential trend continuations.
Exaggerated (C): Signals weakness at double tops/bottoms.
Divergence Filtering and Visualization:
Price Tolerance Filter: Divergence detection is enhanced with a percentage-based price tolerance (pivPrcTol) to filter out insignificant market noise, leading to more robust signals.
Persistent Visualization: Divergence markers are plotted for the entire duration of the signal and are visually anchored to the OBV level of the confirming pivot.
Note on Confirmation (Lag): Divergence signals rely on a pivot confirmation method to ensure they do not repaint.
The Start of a- divergence is only detected after the confirming pivot is fully formed (a delay based on Pivot Right Bars).
The End of a divergence is detected either instantly (if the signal is invalidated by price action) or with a delay (when a new, non-divergent pivot is confirmed).
Multi-Timeframe (MTF) Capability:
MTF OBV Line: The OBV line itself can be calculated on a higher timeframe, with standard options to handle gaps (Fill Gaps) and prevent repainting (Wait for...).
Limitation: The Divergence detection engine (pivDiv) is disabled if a timeframe other than the chart's timeframe is selected. Divergences are only calculated on the active chart timeframe.
Integrated Alerts: Includes 12 comprehensive alerts that trigger on the start and end of all 6 divergence types (e.g., "Regular Bullish Started", "Regular Bullish Ended").
DISCLAIMER
For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset.
Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk.
No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability.
No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator.
Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
Volume Weighted Average PriceThis indicator provides an implementation of the Volume Weighted Average Price (VWAP), extended with layered standard deviation bands that decompose total market volatility relative to the VWAP anchor period.
Key Features:
Volatility Decomposition: The indicator's primary feature is its ability to separate volatility, controlled by the 'Estimate Bar Statistics' option.
Standard Mode (Estimate Bar Statistics = OFF): Plots a single set of bands representing the standard deviation of the Source price relative to the VWAP.
Decomposition Mode (Estimate Bar Statistics = ON): The indicator uses a statistical model ('Estimator') to calculate within-bar volatility. (Assumption: In this mode, the Source input is ignored, and an estimated mean for each bar is used instead). This mode displays two sets of bands:
Inner Bands: Show only the contribution of the 'between-bar' volatility.
Outer Bands: Show the total volatility (the sum of between-bar and within-bar components).
Periodic & Customizable Anchor: The VWAP calculation is session-based and resets at the beginning of a new period. The anchor timeframe (Anchor Timeframe) can be detected automatically (e.g., 'Session', 'Week') or specified manually.
Weighting Mechanism: The indicator has two levels of weighting:
The baseline is always a VWAP (Volume-Weighted Average Price).
The Volume weighted input additionally applies volume weighting to the volatility (standard deviation) calculation for the bands.
Multi-Timeframe (MTF) Engine: The indicator includes an MTF conversion block. When a Higher Timeframe (HTF) is selected, advanced options become available: Fill Gaps handles data gaps, and Wait for timeframe to close prevents repainting by ensuring the indicator only updates when the HTF bar closes.
Integrated Alerts: Includes a full set of built-in alerts for the source price crossing over or under the central VWAP line and the outermost calculated volatility band.
DISCLAIMER
For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset.
Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk.
No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability.
No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator.
Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
