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RSI Bollinger Bands [DCAUT]█ RSI Bollinger Bands 📊 ORIGINALITY & INNOVATION The RSI Bollinger Bands indicator represents a meaningful advancement in momentum analysis by combining two proven technical tools: the Relative Strength Index (RSI) and Bollinger Bands. This combination addresses a significant limitation in traditional RSI analysis - the use of fixed overbought/oversold thresholds (typically 70/30) that fail to adapt to changing market volatility conditions. Core Innovation: Rather than relying on static threshold levels, this indicator applies Bollinger Bands statistical analysis directly to RSI values, creating dynamic zones that automatically adjust based on recent momentum volatility. This approach helps reduce false signals during low volatility periods while remaining sensitive to genuine extremes during high volatility conditions. Key Enhancements Over Traditional RSI: Dynamic Thresholds: Overbought/oversold zones adapt to market conditions automatically, eliminating the need for manual threshold adjustments across different instruments and timeframes Volatility Context: Band width provides immediate visual feedback about momentum volatility, helping traders distinguish between stable trends and erratic movements Reduced False Signals: During ranging markets, narrower bands filter out minor RSI fluctuations that would trigger traditional fixed-threshold signals Breakout Preparation: Band squeeze patterns (similar to price-based BB) signal potential momentum regime changes before they occur Self-Referencing Analysis: By measuring RSI against its own statistical behavior rather than arbitrary levels, the indicator provides more relevant context 📐 MATHEMATICAL FOUNDATION Two-Stage Calculation Process: Stage 1: RSI Calculation RSI = 100 - (100 / (1 + RS)) where RS = Average Gain / Average Loss over specified period The RSI normalizes price momentum into a bounded 0-100 scale, making it ideal for statistical band analysis. Stage 2: Bollinger Bands on RSI Basis = MA(RSI, BB Length) Upper Band = Basis + (StdDev(RSI, BB Length) × Multiplier) Lower Band = Basis - (StdDev(RSI, BB Length) × Multiplier) Band Width = Upper Band - Lower Band The Bollinger Bands measure RSI's standard deviation from its own moving average, creating statistically-derived dynamic zones. Statistical Interpretation: Under normal distribution assumptions with default 2.0 multiplier, approximately 95% of RSI values should fall within the bands Band touches represent statistically significant momentum extremes relative to recent behavior Band width expansion indicates increasing momentum volatility (strengthening trend or increasing uncertainty) Band width contraction signals momentum consolidation and potential regime change preparation 📊 COMPREHENSIVE SIGNAL ANALYSIS Visual Color Signals: This indicator features dynamic color fills that highlight extreme momentum conditions: Green Fill (Above Upper Band): Appears when RSI breaks above the upper band, indicating exceptionally strong bullish momentum Represents dynamic overbought zone - not necessarily a reversal signal but a warning of extreme conditions In strong uptrends, green fills can persist as RSI "rides the band" - this indicates sustained momentum strength Exit of green zone (RSI falling back below upper band) often signals initial momentum weakening Red Fill (Below Lower Band): Appears when RSI breaks below the lower band, indicating exceptionally weak bearish momentum Represents dynamic oversold zone - potential reversal or continuation signal depending on trend context In strong downtrends, red fills can persist as RSI "rides the band" - this indicates sustained selling pressure Exit of red zone (RSI rising back above lower band) often signals initial momentum recovery Position-Based Signals: Upper Band Interactions: RSI Touching Upper Band: Dynamic overbought condition - momentum is extremely strong relative to recent volatility, potential exhaustion or continuation depending on trend context RSI Riding Upper Band: Sustained strong momentum, often seen in powerful trends, not necessarily an immediate reversal signal but warrants monitoring for exhaustion RSI Crossing Below Upper Band: Initial momentum weakening signal, particularly significant if accompanied by price divergence Lower Band Interactions: RSI Touching Lower Band: Dynamic oversold condition - momentum is extremely weak relative to recent volatility, potential reversal or continuation of downtrend RSI Riding Lower Band: Sustained weak momentum, common in strong downtrends, monitor for potential exhaustion RSI Crossing Above Lower Band: Initial momentum strengthening signal, early indication of potential reversal or consolidation Basis Line Signals: RSI Above Basis: Bullish momentum regime - upward pressure dominant RSI Below Basis: Bearish momentum regime - downward pressure dominant Basis Crossovers: Momentum regime shifts, more significant when accompanied by band width changes RSI Oscillating Around Basis: Balanced momentum, often indicates ranging market conditions Volatility-Based Signals: Band Width Patterns: Narrow Bands (Squeeze): Momentum volatility compression, often precedes significant directional moves, similar to price coiling patterns Expanding Bands: Increasing momentum volatility, indicates trend acceleration or growing uncertainty Narrowest Band in 100 Bars: Extreme compression alert, high probability of upcoming volatility expansion Advanced Pattern Recognition: Divergence Analysis: Bullish Divergence: Price makes lower lows while RSI touches or stays above previous lower band touch, suggests downward momentum weakening Bearish Divergence: Price makes higher highs while RSI touches or stays below previous upper band touch, suggests upward momentum weakening Hidden Bullish: Price makes higher lows while RSI makes lower lows at the lower band, indicates strong underlying bullish momentum Hidden Bearish: Price makes lower highs while RSI makes higher highs at the upper band, indicates strong underlying bearish momentum Band Walk Patterns: Upper Band Walk: RSI consistently touching or staying near upper band indicates exceptionally strong trend, wait for clear break below basis before considering reversal Lower Band Walk: RSI consistently at lower band signals very weak momentum, requires break above basis for reversal confirmation 🎯 STRATEGIC APPLICATIONS Strategy 1: Mean Reversion Trading Setup Conditions: Market Type: Ranging or choppy markets with no clear directional trend Timeframe: Works best on lower timeframes (5m-1H) or during consolidation phases Band Characteristic: Normal to narrow band width Entry Rules: Long Entry: RSI touches or crosses below lower band, wait for RSI to start rising back toward basis before entry Short Entry: RSI touches or crosses above upper band, wait for RSI to start falling back toward basis before entry Confirmation: Use price action confirmation (candlestick reversal patterns) at band touches Exit Rules: Target: RSI returns to basis line or opposite band Stop Loss: Fixed percentage or below recent swing low/high Time Stop: Exit if position not profitable within expected timeframe Strategy 2: Trend Continuation Trading Setup Conditions: Market Type: Clear trending market with higher highs/lower lows Timeframe: Medium to higher timeframes (1H-Daily) Band Characteristic: Expanding or wide bands indicating strong momentum Entry Rules: Long Entry in Uptrend: Wait for RSI to pull back to basis line or slightly below, enter when RSI starts rising again Short Entry in Downtrend: Wait for RSI to rally to basis line or slightly above, enter when RSI starts falling again Avoid Counter-Trend: Do not fade RSI at bands during strong trends (band walk patterns) Exit Rules: Trailing Stop: Move stop to break-even when RSI reaches opposite band Trend Break: Exit when RSI crosses basis against trend direction with conviction Band Squeeze: Reduce position size when bands start narrowing significantly Strategy 3: Breakout Preparation Setup Conditions: Market Type: Consolidating market after significant move or at key technical levels Timeframe: Any timeframe, but longer timeframes provide more reliable breakouts Band Characteristic: Narrowest band width in recent 100 bars (squeeze alert) Preparation Phase: Identify band squeeze condition (bands at multi-period narrowest point) Monitor price action for consolidation patterns (triangles, rectangles, flags) Prepare bracket orders for both directions Wait for band expansion to begin Entry Execution: Breakout Confirmation: Enter in direction of RSI band breakout (RSI breaks above upper band or below lower band) Price Confirmation: Ensure price also breaks corresponding technical level Volume Confirmation: Look for volume expansion supporting the breakout Risk Management: Stop Loss: Place beyond consolidation pattern opposite extreme Position Sizing: Use smaller size due to false breakout risk Quick Exit: Exit immediately if RSI returns inside bands within 1-3 bars Strategy 4: Multi-Timeframe Analysis Timeframe Selection: Higher Timeframe: Daily or 4H for trend context Trading Timeframe: 1H or 15m for entry signals Confirmation Timeframe: 5m or 1m for precise entry timing Analysis Process: Trend Identification: Check higher timeframe RSI position relative to bands, trade only in direction of higher timeframe momentum Setup Formation: Wait for trading timeframe RSI to show pullback to basis in trending direction Entry Timing: Use confirmation timeframe RSI band touch or crossover for precise entry Alignment Confirmation: All timeframes should show RSI moving in same direction for highest probability setups 📋 DETAILED PARAMETER CONFIGURATION RSI Source: Close (Default): Standard price point, balances responsiveness and reliability HL2: Reduces noise from intrabar volatility, provides smoother RSI values HLC3 or OHLC4: Further smoothing for very choppy markets, slower to respond but more stable Volume-Weighted: Consider using VWAP or volume-weighted prices for additional liquidity context RSI Length Parameter: Shorter Periods (5-10): More responsive but generates more signals, suitable for scalping or very active trading, higher noise level Standard (14): Default and most widely used setting, proven balance between responsiveness and reliability, recommended starting point Longer Periods (21-30): Smoother momentum measurement, fewer but potentially more reliable signals, better for swing trading or position trading Optimization Note: Test across different market regimes, optimal length often varies by instrument volatility characteristics RSI MA Type Parameter: RMA (Default): Wilder's original smoothing method, provides traditional RSI behavior with balanced lag, most widely recognized and tested, recommended for standard technical analysis EMA: Exponential smoothing gives more weight to recent values, faster response to momentum changes, suitable for active trading and trending markets, reduces lag compared to RMA SMA: Simple average treats all periods equally, smoothest output with highest lag, best for filtering noise in choppy markets, useful for long-term position analysis WMA: Weighted average emphasizes recent data less aggressively than EMA, middle ground between SMA and EMA characteristics, balanced responsiveness for swing trading Advanced Options: Full access to 25+ moving average types including HMA (reduced lag), DEMA/TEMA (enhanced responsiveness), KAMA/FRAMA (adaptive behavior), T3 (smoothness), Kalman Filter (optimal estimation) Selection Guide: RMA for traditional analysis and backtesting consistency, EMA for faster signals in trending markets, SMA for stability in ranging markets, adaptive types (KAMA/FRAMA) for varying volatility regimes BB Length Parameter: Short Length (10-15): Tighter bands that react quickly to RSI changes, more frequent band touches, suitable for active trading styles Standard (20): Balanced approach providing meaningful statistical context without excessive lag Long Length (30-50): Smoother bands that filter minor RSI fluctuations, captures only significant momentum extremes, fewer but higher quality signals Relationship to RSI Length: Consider BB Length greater than RSI Length for cleaner signals BB MA Type Parameter: SMA (Default): Standard Bollinger Bands calculation using simple moving average for basis line, treats all periods equally, widely recognized and tested approach EMA: Exponential smoothing for basis line gives more weight to recent RSI values, creates more responsive bands that adapt faster to momentum changes, suitable for trending markets RMA: Wilder's smoothing provides consistent behavior aligned with traditional RSI when using RMA for both RSI and BB calculations WMA: Weighted average for basis line balances recent emphasis with historical context, middle ground between SMA and EMA responsiveness Advanced Options: Full access to 25+ moving average types for basis calculation, including HMA (reduced lag), DEMA/TEMA (enhanced responsiveness), KAMA/FRAMA (adaptive to volatility changes) Selection Guide: SMA for standard Bollinger Bands behavior and backtesting consistency, EMA for faster band adaptation in dynamic markets, matching RSI MA type creates unified smoothing behavior BB Multiplier Parameter: Conservative (1.5-1.8): Tighter bands resulting in more frequent touches, useful in low volatility environments, higher signal frequency but potentially more false signals Standard (2.0): Default setting representing approximately 95% confidence interval under normal distribution, widely accepted statistical threshold Aggressive (2.5-3.0): Wider bands capturing only extreme momentum conditions, fewer but potentially more significant signals, reduces false signals in high volatility Adaptive Approach: Consider adjusting multiplier based on instrument characteristics, lower multiplier for stable instruments, higher for volatile instruments Parameter Optimization Workflow: Start with default parameters (RSI:14, BB:20, Mult:2.0) Test across representative sample period including different market regimes Adjust RSI length based on desired responsiveness vs stability tradeoff Tune BB length to match your typical holding period Modify multiplier to achieve desired signal frequency Validate on out-of-sample data to avoid overfitting Document optimal parameters for different instruments and timeframes Reference Levels Display: Enabled (Default): Shows traditional 30/50/70 levels for comparison with dynamic bands, helps visualize the adaptive advantage Disabled: Cleaner chart focusing purely on dynamic zones, reduces visual clutter for experienced users Educational Value: Keeping reference levels visible helps understand how dynamic bands differ from fixed thresholds across varying market conditions 📈 PERFORMANCE ANALYSIS & COMPETITIVE ADVANTAGES Comparison with Traditional RSI: Fixed Threshold RSI Limitations: In ranging low-volatility markets: RSI rarely reaches 70/30, missing tradable extremes In trending high-volatility markets: RSI frequently breaks through 70/30, generating excessive false reversal signals Across different instruments: Same thresholds applied to volatile crypto and stable forex pairs produce inconsistent results Threshold Adjustment Problem: Manually changing thresholds for different conditions is subjective and lagging RSI Bollinger Bands Advantages: Automatic Adaptation: Bands adjust to current volatility regime without manual intervention Consistent Logic: Same statistical approach works across different instruments and timeframes Reduced False Signals: Band width filtering helps distinguish meaningful extremes from noise Additional Information: Band width provides volatility context missing in standard RSI Objective Extremes: Statistical basis (standard deviations) provides objective extreme definition Comparison with Price-Based Bollinger Bands: Price BB Characteristics: Measures absolute price volatility Affected by large price gaps and outliers Band position relative to price not normalized Difficult to compare across different price scales RSI BB Advantages: Normalized Scale: RSI's 0-100 bounds make band interpretation consistent across all instruments Momentum Focus: Directly measures momentum extremes rather than price extremes Reduced Gap Impact: RSI calculation smooths price gaps impact on band calculations Comparable Analysis: Same RSI BB appearance across stocks, forex, crypto enables consistent strategy application Performance Characteristics: Signal Quality: Higher Signal-to-Noise Ratio: Dynamic bands help filter RSI oscillations that don't represent meaningful extremes Context-Aware Alerts: Band width provides volatility context helping traders adjust position sizing and stop placement Reduced Whipsaws: During consolidations, narrower bands prevent premature signals from minor RSI movements Responsiveness: Adaptive Lag: Band calculation introduces some lag, but this lag is adaptive to current conditions rather than fixed Faster Than Manual Adjustment: Automatic band adjustment is faster than trader's ability to manually modify thresholds Balanced Approach: Combines RSI's inherent momentum lag with BB's statistical smoothing for stable yet responsive signals Versatility: Multi-Strategy Application: Supports both mean reversion (ranging markets) and trend continuation (trending markets) approaches Universal Instrument Coverage: Works effectively across equities, forex, commodities, cryptocurrencies without parameter changes Timeframe Agnostic: Same interpretation applies from 1-minute charts to monthly charts Limitations and Considerations: Known Limitations: Dual Lag Effect: Combines RSI's momentum lag with BB's statistical lag, making it less suitable for very short-term scalping Requires Volatility History: Needs sufficient bars for BB calculation, less effective immediately after major regime changes Statistical Assumptions: Assumes RSI values are somewhat normally distributed, extreme trending conditions may violate this Not a Standalone System: Like all indicators, should be combined with price action analysis and risk management Optimal Use Cases: Best for swing trading and position trading timeframes Most effective in markets with alternating volatility regimes Ideal for traders who use multiple instruments and timeframes Suitable for systematic trading approaches requiring consistent logic Suboptimal Conditions: Very low timeframes (< 5 minutes) where lag becomes problematic Instruments with extreme volatility spikes (gap-prone markets) Markets in strong persistent trends where mean reversion rarely occurs Periods immediately following major structural changes (new trading regime) USAGE NOTES This indicator is designed for technical analysis and educational purposes to help traders understand the interaction between momentum measurement and statistical volatility bands. The RSI Bollinger Bands has limitations and should not be used as the sole basis for trading decisions. Important Considerations: No Predictive Guarantee: Past band touches and patterns do not guarantee future price behavior Market Regime Dependency: Indicator performance varies significantly between trending and ranging market conditions Complementary Analysis Required: Should be used alongside price action, support/resistance levels, and fundamental analysis Risk Management Essential: Always use proper position sizing, stop losses, and risk controls regardless of signal quality Parameter Sensitivity: Different instruments and timeframes may require parameter optimization for optimal results Continuous Monitoring: Band characteristics change with market conditions, requiring ongoing assessment Recommended Supporting Analysis: Price structure analysis (support/resistance, trend lines) Volume confirmation for breakout signals Multiple timeframe alignment Market context awareness (news events, session times) Correlation analysis with related instruments The indicator aims to provide adaptive momentum analysis that adjusts to changing market volatility, but traders must apply sound judgment, proper risk management, and comprehensive market analysis in their decision-making process.
Индикатор Pine Script®
от DCAUT
Premarket Power Bar StrategyStep 1: Mark Your Levels Before the Open When: Between 9:00–9:25 AM ET Premarket High – the highest price before 9:30 AM Premarket Low – the lowest price before 9:30 AM
Use extended hours view on your chart platform. These levels act as magnets and turning points once the market opens. They form the foundation for your first trade of the day. Step 2: Let Price Come to the Level Do not chase early price action.
Wait for price to approach either the premarket high or low during regular market hours.
Look for a pause, hesitation, or test near the level. This keeps you from overtrading and forces you to wait for structure to form. Step 3: Watch for the Power Bar A power bar is a large-bodied candle with strong momentum and little to no wick on the opposite side.
It should form directly at the premarket level—not near it, not after a breakout. At the premarket low, a bullish power bar is your buy trigger. At the premarket high, a bearish power bar signals a short opportunity. No power bar? No trade. The level and the candle must come together to create the edge. (BONUS: As you identify specific patterns, eg, double bottoms, double tops, etc. look for those patterns near the premarket high or low) Step 4: Entry, Stop, and Target Entry: For longs: place your order just above the high of the bullish power bar For shorts: enter just below the low of the bearish power bar Stop: Long trade: just under the low of the power bar Short trade: just above the high of the power bar Profit Target Options: VWAP Prior day’s close Key support/resistance levels Keep your trade logic mechanical and consistent. Execution Guidelines Only trade when price reacts at your marked level Wait for the power bar to fully form before entering Do not jump in early or chase candles that form away from your levels
Индикатор Pine Script®
от elivgorelick
Mean Reverting Suite [OmegaTools]Overview The Mean Reverting Suits (MR Suite) by OmegaTools is an advanced analytical and visualization framework designed to identify directional exhaustion, statistical overextensions, and conditions consistent with mean-reversion dynamics. It integrates three pillars into a single display: a composite momentum-normalized oscillator, a percentile-based extension model with volume contextualization, and a dynamic structural mapping engine built on confirmed pivots. The indicator does not generate signals or prescribe trade actions; it provides objective context so users can evaluate market balance and the likelihood that price is departing from its recent statistical baseline. Core logic The composite oscillator blends MFI on two horizons and RSI on HL2, then averages them to produce a stabilized mean-reversion gauge. Candle and bar colors are mapped by a dual gradient centered at 50. Readings above 50 progressively shift from neutral gray toward the bearish accent color to reflect increasing momentum saturation; readings below 50 shift from the bullish accent color toward gray to reflect potential accumulation or temporary undervaluation. This continuous mapping avoids rigid thresholds and conveys the strength and decay of momentum as a smooth spectrum. The percentile-based extension model measures the persistence of directional bias by tracking how many bars have elapsed since the last opposing condition. These rolling counts are compared to the 80th percentile of their own historical distributions stored in arrays. When a current streak exceeds its respective percentile, the environment is labeled as statistically extended in that direction. Background shading communicates this information and is modulated by relative volume, computed as live volume divided by a blended average of SMA(30) and EMA(11). Higher opacity implies greater liquidity participation during the extension. The structural mapping module uses confirmed pivot highs and lows at the chosen length to create persistent horizontal levels that extend forward and automatically maintain themselves until price invalidates or refreshes them. These levels represent market memory zones and assist in reading where reactions previously formed. The engine updates in real time, ensuring the framework continuously reflects the prevailing structure. Standard deviation and z-score overlay The updated version introduces a mean and dispersion layer. A simple moving average of HL2 over twice the length provides the reference mean. Dispersion is estimated as the moving average of the absolute deviation between close and the mean over five times the length. The z-score is computed as the distance of price from the mean divided by this dispersion proxy. Visual arrows highlight observations where the absolute z-score exceeds two standard deviations, offering a concise view of statistically unusual departures from the local mean. This layer complements the percentile extension model by adding an orthogonal measure of extremity based on distributional distance rather than run length. Visualization Candle bodies and borders inherit the oscillator’s gradient color, creating an immediate sense of directional pressure and potential momentum fatigue. The chart background activates when the extension model detects a statistically rare streak, using blue tones for bearish extension and red tones for bullish extension, with intensity scaling by relative volume. Horizontal lines denote active pivot-based levels, automatically extending, truncating, and refreshing as structure evolves. The z-score arrows appear only when deviations exceed the ±2 threshold, keeping the display focused on noteworthy statistical events. Inputs and configuration Length controls the sensitivity of all modules. Lower values make the oscillator and pivot detection more reactive; higher values smooth readings and widen structural context. Bullish and Bearish colors are user-selectable to match platform themes or accessibility requirements. Interpretation guidance A strong red background indicates an unusually extended bullish run in the presence of meaningful volume; a strong blue background indicates an unusually extended bearish run in the presence of meaningful volume. Candle gradients near deep bearish tones suggest oscillator readings well above 50; gradients near deep bullish tones suggest oscillator readings well below 50. Pivot lines mark the most recently confirmed structural levels that the market has reacted to. Z-score arrows denote points where price has moved beyond approximately two standard deviations of its local mean, signaling statistically uncommon distance rather than directional persistence. None of these elements are directives; they are objective descriptors designed to improve situational awareness. Advantages The framework is adaptive by design and self-normalizes to each instrument’s volatility and rhythm through percentile logic and dispersion-based distance. It is volume-aware, visually encoding liquidity pressure so that users can distinguish thin extensions from structurally significant ones. It reduces chart clutter by unifying momentum state, statistical extension, standard deviation distance, and structural levels into a single coherent view. It is asset- and timeframe-agnostic, suitable for intraday through swing horizons across futures, equities, FX, and digital assets. Usage notes MR Suite is intended for analytical and educational purposes. It does not provide trading signals, risk parameters, or strategy instructions. Users may employ its context alongside their own methodologies, risk frameworks, and execution rules. The indicator’s value derives from quantifying how unusual a move is, showing how much liquidity supports it, and anchoring that information to evolving structural references, thereby improving the clarity and consistency of discretionary assessment without prescribing actions.
Индикатор Pine Script®
от OmegaTools
Parabolic SAR MTF LinesThe indicator shows the Parabolic SAR sign (price above or below the indicator) for several timeframes at once. You can see at a glance how the price is trending across higher and lower timeframes. Note that, for lower timeframes, the line becomes yellow to the left because history is limited and there are not enough bars to calculate. Other features (can be enabled in settings): * each line can be enabled or disabled individually, so that unused ones can be hidden. * simple trend detection based on the number of bullish and bearish timeframes; threshold can be changed in Settings. * "Score" output: counting the net number of bullish and bearish timeframes * "Trend" output: changes to bullish or bearish as the score goes over or under the threshold * background color (green or red according to trend). * alert for trend change. * another alert with a separate threshold score for flexibility. * score weights for further customization of trend detection and alerts. Input parameters are set in terms of score values instead of number of lines. * input options to choose alert modes for trend and extra alerts. The options are "once per bar close" (default), "once per bar", "every time". This indicator was based on MACD MTF Lines where all the logic and features came from.
Индикатор Pine Script®
от danilogalisteu
ATR% Multiple From MA - Overextensions trackingATR% Multiple From MA - Quantifiable Profit Taking Indicator This overlay indicator identifies overextended price moves by calculating how many ATR% multiples price is away from a moving average, providing objective profit-taking signals. Formula: A = ATR% = (ATR / Price) × 100 B = % Gain from MA = ((Price - MA) / MA) × 100 ATR% Multiple = B / A Signals: Yellow circle at 7x: Start scaling out partial profits Red circle at 10x+: Heavily overextended, aggressive profit taking recommended Stats table: Real-time ATR% Multiple, % Gain from MA, ATR%, and action status For very volatile markets I usually go for 10x and 15x extension instead of 7x and 10x. This method normalizes moves across different volatility environments, eliminating emotional decision-making. Historical examples include PLTR, SOFI, TSLA, NVDA which stalled after exceeding 10x. Customizable Settings: ATR Length (default: 14) MA Length (default: 50) Profit Zone thresholds (7x, 10x) Toggle circles and MA display
Индикатор Pine Script®
от nippe678
1
Squeeze Hour Frequency [CHE]Squeeze Hour Frequency (ATR-PR) — Standalone — Tracks daily squeeze occurrences by hour to reveal time-based volatility patterns Summary This indicator identifies periods of unusually low volatility, defined as squeezes, and tallies their frequency across each hour of the day over historical trading sessions. By aggregating counts into a sortable table, it helps users spot hours prone to these conditions, enabling better scheduling of trading activity to avoid or target specific intraday regimes. Signals gain robustness through percentile-based detection that adapts to recent volatility history, differing from fixed-threshold methods by focusing on relative lowness rather than absolute levels, which reduces false positives in varying market environments. Motivation: Why this design? Traders often face uneven intraday volatility, with certain hours showing clustered low-activity phases that precede or follow breakouts, leading to mistimed entries or overlooked calm periods. The core idea of hourly squeeze frequency addresses this by binning low-volatility events into 24 hourly slots and counting distinct daily occurrences, providing a historical profile of when squeezes cluster. This reveals time-of-day biases without relying on real-time alerts, allowing proactive adjustments to session focus. What’s different vs. standard approaches? - Reference baseline: Classical volatility tools like simple moving average crossovers or fixed ATR thresholds, which flag squeezes uniformly across the day. - Architecture differences: - Uses persistent arrays to track one squeeze per hour per day, preventing overcounting within sessions. - Employs custom sorting on ratio arrays for dynamic table display, prioritizing top or bottom performers. - Handles timezones explicitly to ensure consistent binning across global assets. - Practical effect: Charts show a persistent table ranking hours by squeeze share, making intraday patterns immediately visible—such as a top hour capturing over 20 percent of total events—unlike static overlays that ignore temporal distribution, which matters for avoiding low-liquidity traps in crypto or forex. How it works (technical) The indicator first computes a rolling volatility measure over a specified lookback period. It then derives a relative ranking of the current value against recent history within a window of bars. A squeeze is flagged when this ranking falls below a user-defined cutoff, indicating the value is among the lowest in the recent sample. On each bar, the local hour is extracted using the selected timezone. If a squeeze occurs and the bar has price data, the count for that hour increments only if no prior mark exists for the current day, using a persistent array to store the last marked day per hour. This ensures one tally per unique trading day per slot. At the final bar, arrays compile counts and ratios for all 24 hours, where the ratio represents each hour's share of total squeezes observed. These are sorted ascending or descending based on display mode, and the top or bottom subset populates the table. Background shading highlights live squeezes in red for visual confirmation. Initialization uses zero-filled arrays for counts and negative seeds for day tracking, with state persisting across bars via variable declarations. No higher timeframe data is pulled, so there is no repaint risk from external fetches; all logic runs on confirmed bars. Parameter Guide ATR Length — Controls the lookback for the volatility measure, influencing sensitivity to short-term fluctuations; shorter values increase responsiveness but add noise, longer ones smooth for stability — Default: 14 — Trade-offs/Tips: Use 10-20 for intraday charts to balance quick detection with fewer false squeezes; test on historical data to avoid over-smoothing in trending markets. Percentile Window (bars) — Sets the history depth for ranking the current volatility value, affecting how "low" is defined relative to past; wider windows emphasize long-term norms — Default: 252 — Trade-offs/Tips: 100-300 bars suit daily cycles; narrower for fast assets like crypto to catch recent regimes, but risks instability in sparse data. Squeeze threshold (PR < x) — Defines the cutoff for flagging low relative volatility, where values below this mark a squeeze; lower thresholds tighten detection for rarer events — Default: 10.0 — Trade-offs/Tips: 5-15 percent for conservative signals reducing false positives; raise to 20 for more frequent highlights in high-vol environments, monitoring for increased noise. Timezone — Specifies the reference for hourly binning, ensuring alignment with market sessions — Default: Exchange — Trade-offs/Tips: Set to "America/New_York" for US assets; mismatches can skew counts, so verify against chart timezone. Show Table — Toggles the results display, essential for reviewing frequencies — Default: true — Trade-offs/Tips: Disable on mobile for performance; pair with position tweaks for clean overlays. Pos — Places the table on the chart pane — Default: Top Right — Trade-offs/Tips: Bottom Left avoids candle occlusion on volatile charts. Font — Adjusts text readability in the table — Default: normal — Trade-offs/Tips: Tiny for dense views, large for emphasis on key hours. Dark — Applies high-contrast colors for visibility — Default: true — Trade-offs/Tips: Toggle false in light themes to prevent washout. Display — Filters table rows to focus on extremes or full list — Default: All — Trade-offs/Tips: Top 3 for quick scans of risky hours; Bottom 3 highlights safe low-squeeze periods. Reading & Interpretation Red background shading appears on bars meeting the squeeze condition, signaling current low relative volatility. The table lists hours as "H0" to "H23", with columns for daily squeeze counts, percentage share of total squeezes (summing to 100 percent across hours), and an arrow marker on the top hour. A summary row above details the peak count, its share, and the leading hour. A label at the last bar recaps total days observed, data-valid days, and top hour stats. Rising shares indicate clustering, suggesting regime persistence in that slot. Practical Workflows & Combinations - Trend following: Scan for hours with low squeeze shares to enter during stable regimes; confirm with higher highs or lower lows on the 15-minute chart, avoiding top-share hours post-news like tariff announcements. - Exits/Stops: Tighten stops in high-share hours to guard against sudden vol spikes; use the table to shift to conservative sizing outside peak squeeze times. - Multi-asset/Multi-TF: Defaults work across crypto pairs on 5-60 minute timeframes; for stocks, widen percentile window to 500 bars. Combine with volume oscillators—enter only if squeeze count is below average for the asset. Behavior, Constraints & Performance Logic executes on closed bars, with live bars updating counts provisionally but finalizing on confirmation; table refreshes only at the last bar, avoiding intrabar flicker. No security calls or higher timeframes, so no repaint from external data. Resources include a 5000-bar history limit, loops up to 24 iterations for sorting and totals, and arrays sized to 24 elements; labels and table are capped at 500 each for efficiency. Known limits: Skips hours without bars (e.g., weekends), assumes uniform data availability, and may undercount in sparse sessions; timezone shifts can alter profiles without warning. Sensible Defaults & Quick Tuning Start with ATR Length at 14, Percentile Window at 252, and threshold at 10.0 for broad crypto use. If too many squeezes flag (noisy table), raise threshold to 15.0 and narrow window to 100 for stricter relative lowness. For sluggish detection in calm markets, drop ATR Length to 10 and threshold to 5.0 to capture subtler dips. In high-vol assets, widen window to 500 and threshold to 20.0 for stability. What this indicator is—and isn’t This is a historical frequency tracker and visualization layer for intraday volatility patterns, best as a filter in multi-tool setups. It is not a standalone signal generator, predictive model, or risk manager—pair it with price action, news filters, and position sizing rules. Disclaimer The content provided, including all code and materials, is strictly for educational and informational purposes only. It is not intended as, and should not be interpreted as, financial advice, a recommendation to buy or sell any financial instrument, or an offer of any financial product or service. All strategies, tools, and examples discussed are provided for illustrative purposes to demonstrate coding techniques and the functionality of Pine Script within a trading context. Any results from strategies or tools provided are hypothetical, and past performance is not indicative of future results. Trading and investing involve high risk, including the potential loss of principal, and may not be suitable for all individuals. Before making any trading decisions, please consult with a qualified financial professional to understand the risks involved. By using this script, you acknowledge and agree that any trading decisions are made solely at your discretion and risk. Do not use this indicator on Heikin-Ashi, Renko, Kagi, Point-and-Figure, or Range charts, as these chart types can produce unrealistic results for signal markers and alerts. Best regards and happy trading Chervolino Thanks to Duyck for the ma sorter
Индикатор Pine Script®
от chervolino
Volume BubblesVolume Bubbles Indicator Introduction The Volume Bubbles indicator is a powerful tool designed to visually highlight significant volume spikes on your TradingView charts. It helps traders identify potential areas of whale accumulation (large buying activity) or dumping (large selling activity) by displaying colored bubbles on candles where volume exceeds a customizable threshold. Green bubbles indicate bullish (buy) volume on up candles, suggesting possible accumulation, while red bubbles signal bearish (sell) volume on down candles, indicating potential dumping. The bubble size scales with the volume magnitude, making it easy to spot major market moves at a glance. This indicator is particularly useful for crypto, forex, and stock traders looking to gauge market sentiment and large player involvement without cluttering the chart. It's built in Pine Script v5 and overlays directly on your price action. How It Works The indicator calculates a moving average of volume (default: 20-period SMA) and detects spikes when current volume exceeds this average by a multiplier (default: 2x). Buy Bubbles (Green): Appear on bullish candles (close >= open) at the low wick, representing potential whale buying or accumulation zones. Sell Bubbles (Red): Appear on bearish candles (close < open) at the high wick, indicating potential whale selling or dumping zones. Bubble Size: Dynamically sized based on volume thresholds – huge for >1M, large for 500K-1M, normal for <500K. Transparency: Increases with volume ratio for better visibility on extreme spikes. Tooltip: Hover over a bubble to see detailed info like total volume, average volume, and ratio. By focusing on these high-volume events, traders can spot key support/resistance levels where whales might be active. How to Use for Whale Accumulation and Dumping Whales (large holders) often move markets with high-volume trades. This indicator helps spot them: Accumulation (Buying): Look for clusters of large green bubbles at price lows or during consolidations. This suggests whales are buying dips, potentially signaling a reversal or uptrend start. Combine with support levels for confirmation. Dumping (Selling): Watch for big red bubbles at price highs or after rallies. This indicates whales unloading positions, which could lead to downtrends or corrections. Pair with resistance levels. Tips: Use on higher timeframes (e.g., 1H+) for reliable signals. Confirm with other indicators like RSI or MACD to avoid false positives. In trending markets, buy bubbles in uptrends confirm strength; sell bubbles in downtrends signal continuation. Credits and Disclaimer Inspired by volume analysis techniques. This is free to use; feedback welcome! Not financial advice – trade at your own risk.
Индикатор Pine Script®
от R2D2_4Life
1
Stochastic %K Colored by VolumeDescription: "Stochastic %K Colored by Volume is a technical indicator that combines the traditional Stochastic %K oscillator with volume-based coloring. It highlights periods of high, low, and neutral trading volume by changing the color of the %K line. Additionally, it identifies bullish and bearish divergences between price and the %K oscillator, helping traders spot potential reversals and trend changes. The indicator also includes key levels for overbought, oversold, and extreme zones to guide trading decisions."
Индикатор Pine Script®
от InsiderNumber7
1
Standard Deviation VolatilityThe Standard Deviation (StDev) measures the volatility or dispersion of price from its historical average. Higher values suggest greater price fluctuation and potentially a trending market. Lower values indicate lower volatility, often found during consolidation or ranging markets. 標準偏差（Standard Deviation）は、価格の過去の平均からの**ばらつき（ボラティリティ）**を測る指標です。値が高いほど価格変動が激しく、トレンド相場であることを示唆します。値が低いほど、レンジ相場または保ち合いであることを示します。
Индикатор Pine Script®
от sameama
Market Regime (w/ Adaptive Thresholds)Logic Behind This Indicator This indicator identifies market regimes (trending vs. mean-reverting) using adaptive thresholds that adjust to recent market conditions. Core Components 1. Regime Score Calculation (0-100 scale) Starts at 50 (neutral) and adjusts based on two factors: A. Trend Strength Compares fast EMA (5) vs. slow EMA (10) If fast > slow by >1% → +60 points (strong uptrend) If fast < slow by >1% → -60 points (strong downtrend) B. RSI Momentum Uses 7-period RSI smoothed with 3-period EMA RSI > 70 → +20 points (overbought/trending) RSI < 30 → -20 points (oversold/mean-reverting) The score is then smoothed and clamped between 0-100. 2. Adaptive Thresholds Instead of fixed levels, thresholds adjust to recent market behavior: Looks back 100 bars to find the min/max regime score High threshold = 80% of the range (trending regime) Low threshold = 20% of the range (mean-reverting regime) This prevents false signals in different volatility environments. 3. Regime Classification Regime Score Classification Meaning Above high threshold STRONG TREND Market is trending strongly (follow momentum) Below low threshold STRONG MEAN REVERSION Market is choppy/oversold (fade moves) Between thresholds NEUTRAL No clear regime (stay out or wait) 4. Regime Persistence Filter Requires the regime to hold for a minimum number of bars (default: 1) before confirming Prevents whipsaws from brief score fluctuations What It Aims to Detect When to use trend-following strategies (green = buy breakouts, ride momentum) When to use mean-reversion strategies (red = buy dips, sell rallies) When to stay out (gray = unclear conditions, high risk of false signals) Visual Cues Green background = Strong trend (momentum strategies work) Red background = Strong mean reversion (contrarian strategies work) Table = Shows current regime, color, and score Alerts = Notifies when regime changes
Индикатор Pine Script®
от Zorgs
TSM + ADX Trend PowerLogic Behind This Indicator This indicator combines two momentum/trend tools to identify strong, reliable trends in price movement: 1. TSM (Time Series Momentum) What it does: Measures the difference between the current price and a smoothed average of past prices. Formula: EMA(close - EMA(close, 14), 14) Logic: If TSM > 0 → Price is above its recent average = upward momentum If TSM < 0 → Price is below its recent average = downward momentum 2. ADX (Average Directional Index) What it does: Measures trend strength (not direction). Logic: ADX > 25 → Strong trend (either up or down) ADX < 25 → Weak or no trend (choppy/sideways market) Combined Logic (TSM + ADX) The indicator only signals a trend when both conditions are met: Condition Meaning Uptrend TSM > 0 AND ADX > 25 → Strong upward momentum Downtrend TSM < 0 AND ADX > 25 → Strong downward momentum No signal ADX < 25 → Trend is too weak to trust What It Aims to Detect Strong, sustained trends (not just noise or small moves) Filters out weak/choppy markets where momentum indicators often give false signals Entry/exit points: Green background = Strong uptrend (consider buying/holding) Red background = Strong downtrend (consider selling/shorting) No color = Weak trend (stay out or wait)
Индикатор Pine Script®
от Zorgs
Multiple Symbol Trend Screener [Pineify]Multiple Symbol Trend Screener Pineify – Ultimate Multi-Indicator Scanner for TradingView Empower your trading with deep market insights across multiple symbols using this feature-rich Pine Script screener. The Multiple Symbol Trend Screener Pineify enables traders to monitor and compare trends, reversals, and consolidations in real-time across the biggest equity symbols on TradingView, through a synergistic blend of popular technical indicators. Key Features Monitor up to 15 symbols and their trends simultaneously Integrates 7 professional-grade indicators: MA Distance, Aroon, Parabolic SAR (PSAR), ADX, Supertrend, Keltner Channel, and BBTrend Color-coded table display for instant visual assessment Customizable lookback periods, indicator types, and calculation methods SEO optimized for multi-symbol trend detection, screener, and advanced TradingView indicator How It Works This indicator leverages TradingView’s Pine Script v6 and request.security() to process multiple symbols across selected timeframes. Data populates a dynamic table, updating each cell based on the calculated value of every underlying indicator. MA Distance highlights deviation from moving averages; Aroon flags emerging trend strength; PSAR marks potential trend reversals; ADX assesses trend momentum; Supertrend detects bullish/bearish phases; Keltner Channel and BBTrend offer volatility and power insights. Set up your preferred symbols and timeframes Each indicator runs its calculation per symbol using its parameter group All results are displayed in a table for a comprehensive dashboard view Trading Ideas and Insights Traders can use this screener for cross-market comparison, directional bias, entry/exit filtering, and comprehensive trend evaluation. The screener is excellent for swing trading, day trading, and portfolio tracking. It enables confirmation across multiple frameworks — for example, spotting momentum with ADX before confirming direction with Supertrend and PSAR. Identify correlated movements or divergences across selected assets Spot synchronized trend changes for basket trading ideas Filter symbols by volatility, strength, or trend status for precise trade selection How Multiple Indicators Work Together The screener’s edge lies in its intelligent correlation of popular indicators. MA Distance measures the proximity to chosen moving averages, ideal for spotting overbought/oversold conditions. Aroon reveals the strength of new price trends, PSAR indicates reversal signals, and ADX quantifies the momentum of these trends. Supertrend provides a directional phase, while Keltner Channel & BBTrend analyze volatility shifts and band compressions. This amalgamation allows for a robust, multi-dimensional market snapshot, capturing details missed by single-indicator tools. By displaying all key metrics side-by-side, the screener enables holistic decision-making, revealing confluence zones and contradiction areas across multiple tickers and timeframes. Unique Aspects Original implementation combining seven independent trend and momentum indicators for each symbol Rich customization for symbols, timeframes, and all indicator parameters Intuitive color-coding for quick reading of bullish/bearish/neutral signals Comprehensive dashboard for instant actionable insights How to Use Load the indicator onto your TradingView chart Go to the script’s settings and input your preferred symbols and relevant timeframes Set your desired parameters for each indicator group: Moving Average type, Aroon length, PSAR values, ADX smoothing, etc. Observe the results in the top-right table, then use it to filter candidates and validate trade setups The screener is suitable for all timeframes and asset classes available on TradingView. Make sure your chart’s timeframe matches the one used in the scanner for optimal accuracy. Customization Choose up to 15 symbols to monitor in a single dashboard Customize lookback periods, indicator types, colors, and display settings Configure alerting options and thresholds for advanced trade automation Conclusion The Multiple Symbol Trend Screener Pineify sets a new standard for multi-asset screening on TradingView. By elegantly merging seven proven technical indicators, the screener delivers powerful trend detection, reversal analysis, and volatility monitoring — all in one dashboard. Take your trading to new heights with in-depth, customizable market surveillance.
Индикатор Pine Script®
от Pineify
ADR - Average Daily Range [KasTrades]This is an Average Daily Range (ADR) indicator. There are two settings for ADR: Two Look back period ADR range (e.g. 7 and 14 days) One Look back period ADR (e.g. 5 days only) Two day ADR ranges are typically used in equities and index futures whereas one day ADR is typically used in forex. The opening time by default is 17:00 New York (Eastern) time. The ranges are always calculated from the opening price of the first bar on the respected timeframe.
Индикатор Pine Script®
от KasTrades14
- Standardized Money Flow Index with Multi-MA and BB OverlayThis custom Money Flow Index (MFI) script enhances the standard MFI by introducing multiple layers of configurability, statistical normalization, and visual clarity. It begins with the traditional MFI calculation using the average price, hlc3, and a user-defined length, then offers the option to standardize the output. Standardization transforms the MFI into a z-score by subtracting a rolling mean and dividing by a rolling standard deviation, making the indicator statistically interpretable across different assets, timeframes, and volatility regimes. When standardization is active, the overbought and oversold thresholds shift from the conventional 80 and 20 to +2 and –2, aligning them with standard deviation boundaries and improving signal clarity in volatile environments. Beyond standardization, the script introduces a robust smoothing engine. Users can choose from several moving average types, including SMA, EMA, SMMA (RMA), WMA, and VWMA, to reduce noise and highlight trend shifts. A particularly advanced option is the “SMA + Bollinger Bands” mode, which overlays volatility envelopes around the smoothed MFI using a user-defined standard deviation multiplier. This feature helps traders identify when the MFI is unusually high or low relative to its recent behaviour, adding a volatility-adjusted layer of insight, especially useful in momentum or mean-reversion setups. Visually, the script is designed for clarity, modularity, and flexibility. It plots the raw or standardized MFI in purple, overlays the smoothed version in yellow if enabled, and adds green Bollinger Bands when selected. It also includes horizontal reference lines for overbought, oversold, and midpoint levels, which dynamically adjust based on whether standardization is active. A shaded background between the overbought and oversold lines further enhances readability, helping traders quickly assess momentum extremes and potential inflection zones. Compared to the standard MFI, which offers a fixed calculation, limited visual feedback, and no statistical context, this enhanced version is modular, customizable, and statistically grounded. It allows traders to tailor the indicator to their strategy, whether they prefer raw signals, smoothed trends, or volatility-adjusted extremes. These enhancements make it a powerful building block for more sophisticated signal engines, especially when combined with filter gating, persistent state logic, or multi-indicator overlays.
Индикатор Pine Script®
от chriskokal1
Adaptive Trend CatcherAdaptive Trend Catcher is an original indicator that combines Hull Moving Average smoothing, ATR-based volatility bands, and a CCI filter within an adaptive logic framework. It’s built to react intelligently to changing market conditions rather than applying fixed parameters. The system uses hysteresis to confirm trend flips only after several consistent signals, minimizing noise and false reversals. During strong momentum bursts, it automatically tightens its internal deadzone and step size to stay responsive while maintaining stability in quieter periods. The result is a dynamic trend engine that plots a color-shifting adaptive line — green for bullish, red for bearish — that adjusts smoothly with volatility. Optional upper/lower ATR bands can be displayed for added context. How to use: Watch for confirmed trend color flips with supporting momentum. Bullish flips occur when price regains the lower band and CCI turns positive; bearish flips when price falls below the upper band and CCI turns negative. Includes alert conditions for both reversals. For educational purposes only. Not financial advice.
Индикатор Pine Script®
от Kerbox
ADR [KasTrades]This ADR indicator has 2 options: a Range of ADR, such as 7 and 14 which is typically used for indexes, index futures and equities, or a single ADR such as a 5 day which is typically used for forex. The session start time is 17:00 ET (NY Time) by default, this is adjustable. You can adjust the ADR days to different ranges such as 5 and 10, or a single ADR day such as 7. Colors of the ADR high and low are also adjustable.
Индикатор Pine Script®
от KasTrades14
RSI Donchian Channel [DCAUT]█ RSI Donchian Channel 📊 ORIGINALITY & INNOVATION The RSI Donchian Channel represents an important synthesis of two complementary analytical frameworks: momentum oscillators and breakout detection systems. This indicator addresses a common limitation in traditional RSI analysis by replacing fixed overbought/oversold thresholds with adaptive zones derived from historical RSI extremes. Key Enhancement: Traditional RSI analysis relies on static threshold levels (typically 30/70), which may not adequately reflect changing market volatility regimes. This indicator adapts the reference zones dynamically based on the actual RSI behavior over the lookback period, helping traders identify meaningful momentum extremes relative to recent price action rather than arbitrary fixed levels. The implementation combines the proven momentum measurement capabilities of RSI with Donchian Channel's breakout detection methodology, creating a framework that identifies both momentum exhaustion points and potential continuation signals through the same analytical lens. 📐 MATHEMATICAL FOUNDATION Core Calculation Process: Step 1: RSI Calculation The Relative Strength Index measures momentum by comparing the magnitude of recent gains to recent losses: Calculate price changes between consecutive periods Separate positive changes (gains) from negative changes (losses) Apply selected smoothing method (RMA standard, also supports SMA, EMA, WMA) to both gain and loss series Compute Relative Strength (RS) as the ratio of smoothed gains to smoothed losses Transform RS into bounded 0-100 scale using the formula: RSI = 100 - (100 / (1 + RS)) Step 2: Donchian Channel Application The Donchian Channel identifies the highest and lowest RSI values within the specified lookback period: Upper Channel: Highest RSI value over the lookback period, represents the recent momentum peak Lower Channel: Lowest RSI value over the lookback period, represents the recent momentum trough Middle Channel (Basis): Average of upper and lower channels, serves as equilibrium reference Channel Width Dynamics: The distance between upper and lower channels reflects RSI volatility. Wide channels indicate high momentum variability, while narrow channels suggest momentum consolidation and potential breakout preparation. The indicator monitors channel width over a 100-period window to identify squeeze conditions that often precede significant momentum shifts. 📊 COMPREHENSIVE SIGNAL ANALYSIS Primary Signal Categories: Breakout Signals: Upper Breakout: RSI crosses above the upper channel, indicates momentum reaching new relative highs and potential trend continuation, particularly significant when accompanied by price confirmation Lower Breakout: RSI crosses below the lower channel, suggests momentum reaching new relative lows and potential trend exhaustion or reversal setup Breakout strength is enhanced when the channel is narrow prior to the breakout, indicating a transition from consolidation to directional movement Mean Reversion Signals: Upper Touch Without Breakout: RSI reaches the upper channel but fails to break through, may indicate momentum exhaustion and potential reversal opportunity Lower Touch Without Breakout: RSI reaches the lower channel without breakdown, suggests potential bounce as momentum reaches oversold extremes Return to Basis: RSI moving back toward the middle channel after touching extremes signals momentum normalization Trend Strength Assessment: Sustained Upper Channel Riding: RSI consistently remains near or above the upper channel during strong uptrends, indicates persistent bullish momentum Sustained Lower Channel Riding: RSI stays near or below the lower channel during strong downtrends, reflects persistent bearish pressure Basis Line Position: RSI position relative to the middle channel helps identify the prevailing momentum bias Channel Compression Patterns: Squeeze Detection: Channel width narrowing to 100-period lows indicates momentum consolidation, often precedes significant directional moves Expansion Phase: Channel widening after a squeeze confirms the initiation of a new momentum regime Persistent Narrow Channels: Extended periods of tight channels suggest market indecision and accumulation/distribution phases 🎯 STRATEGIC APPLICATIONS Trend Continuation Strategy: This approach focuses on identifying and trading momentum breakouts that confirm established trends: Identify the prevailing price trend using higher timeframe analysis or trend-following indicators Wait for RSI to break above the upper channel in uptrends (or below the lower channel in downtrends) Enter positions in the direction of the breakout when price action confirms the momentum shift Place protective stops below the recent swing low (long positions) or above swing high (short positions) Target profit levels based on prior swing extremes or use trailing stops to capture extended moves Exit when RSI crosses back through the basis line in the opposite direction Mean Reversion Strategy: This method capitalizes on momentum extremes and subsequent corrections toward equilibrium: Monitor for RSI reaching the upper or lower channel boundaries Look for rejection signals (price reversal patterns, volume divergence) when RSI touches the channels Enter counter-trend positions when RSI begins moving back toward the basis line Use the basis line as the initial profit target for mean reversion trades Implement tight stops beyond the channel extremes to limit risk on failed reversals Scale out of positions as RSI approaches the basis line and closes the position when RSI crosses the basis Breakout Preparation Strategy: This approach positions traders ahead of potential volatility expansion from consolidation phases: Identify squeeze conditions when channel width reaches 100-period lows Monitor price action for consolidation patterns (triangles, rectangles, flags) during the squeeze Prepare conditional orders for breakouts in both directions from the consolidation Enter positions when RSI breaks out of the narrow channel with expanding width Use the channel width expansion as a confirmation signal for the breakout's validity Manage risk with stops just inside the opposite channel boundary Multi-Timeframe Confluence Strategy: Combining RSI Donchian Channel analysis across multiple timeframes can improve signal reliability: Identify the primary trend direction using a higher timeframe RSI Donchian Channel (e.g., daily or weekly) Use a lower timeframe (e.g., 4-hour or hourly) to time precise entry points Enter long positions when both timeframes show RSI above their respective basis lines Enter short positions when both timeframes show RSI below their respective basis lines Avoid trades when timeframes provide conflicting signals (e.g., higher timeframe below basis, lower timeframe above) Exit when the higher timeframe RSI crosses its basis line in the opposite direction Risk Management Guidelines: Effective risk management is essential for all RSI Donchian Channel strategies: Position Sizing: Calculate position sizes based on the distance between entry point and stop loss, limiting risk to 1-2% of capital per trade Stop Loss Placement: For breakout trades, place stops just inside the opposite channel boundary; for mean reversion trades, use stops beyond the channel extremes Profit Targets: Use the basis line as a minimum target for mean reversion trades; for trend trades, target prior swing extremes or use trailing stops Channel Width Context: Increase position sizes during narrow channels (lower volatility) and reduce sizes during wide channels (higher volatility) Correlation Awareness: Monitor correlations between traded instruments to avoid over-concentration in similar setups 📋 DETAILED PARAMETER CONFIGURATION RSI Source: Defines the price data series used for RSI calculation: Close (Default): Standard choice providing end-of-period momentum assessment, suitable for most trading styles and timeframes High-Low Average (HL2): Reduces the impact of closing auction dynamics, useful for markets with significant end-of-day volatility High-Low-Close Average (HLC3): Provides a more balanced view incorporating the entire period's range Open-High-Low-Close Average (OHLC4): Offers the most comprehensive price representation, helpful for identifying overall period sentiment Strategy Consideration: Use Close for end-of-period signals, HL2 or HLC3 for intraday volatility reduction, OHLC4 for capturing full period dynamics RSI Length: Controls the number of periods used for RSI calculation: Short Periods (5-9): Highly responsive to recent price changes, produces more frequent signals with increased false signal risk, suitable for short-term trading and volatile markets Standard Period (14): Widely accepted default balancing responsiveness with stability, appropriate for swing trading and intermediate-term analysis Long Periods (21-28): Produces smoother RSI with fewer signals but more reliable trend identification, better for position trading and reducing noise in choppy markets Optimization Approach: Test different lengths against historical data for your specific market and timeframe, consider using longer periods in ranging markets and shorter periods in trending markets RSI MA Type: Determines the smoothing method applied to price changes in RSI calculation: RMA (Relative Moving Average - Default): Wilder's original smoothing method providing stable momentum measurement with gradual response to changes, maintains consistency with classical RSI interpretation SMA (Simple Moving Average): Treats all periods equally, responds more quickly to changes than RMA but may produce more whipsaws in volatile conditions EMA (Exponential Moving Average): Weights recent periods more heavily, increases responsiveness at the cost of potential noise, suitable for traders prioritizing early signal generation WMA (Weighted Moving Average): Applies linear weighting favoring recent data, offers a middle ground between SMA and EMA responsiveness Selection Guidance: Maintain RMA for consistency with traditional RSI analysis, use EMA or WMA for more responsive signals in fast-moving markets, apply SMA for maximum simplicity and transparency DC Length: Specifies the lookback period for Donchian Channel calculation on RSI values: Short Periods (10-14): Creates tight channels that adapt quickly to changing momentum conditions, generates more frequent trading signals but increases sensitivity to short-term RSI fluctuations Standard Period (20): Balances channel responsiveness with stability, aligns with traditional Bollinger Bands and moving average periods, suitable for most trading styles Long Periods (30-50): Produces wider, more stable channels that better represent sustained momentum extremes, reduces signal frequency while improving reliability, appropriate for position traders and higher timeframes Calibration Strategy: Match DC length to your trading timeframe (shorter for day trading, longer for swing trading), test channel width behavior during different market regimes, consider using adaptive periods that adjust to volatility conditions Market Adaptation: Use shorter DC lengths in trending markets to capture momentum shifts earlier, apply longer periods in ranging markets to filter noise and focus on significant extremes Parameter Combination Recommendations: Scalping/Day Trading: RSI Length 5-9, DC Length 10-14, EMA or WMA smoothing for maximum responsiveness Swing Trading: RSI Length 14, DC Length 20, RMA smoothing for balanced analysis (default configuration) Position Trading: RSI Length 21-28, DC Length 30-50, RMA or SMA smoothing for stable signals High Volatility Markets: Longer RSI periods (21+) with standard DC length (20) to reduce noise Low Volatility Markets: Standard RSI length (14) with shorter DC length (10-14) to capture subtle momentum shifts 📈 PERFORMANCE ANALYSIS & COMPETITIVE ADVANTAGES Adaptive Threshold Mechanism: Unlike traditional RSI analysis with fixed 30/70 thresholds, this indicator's Donchian Channel approach provides several improvements: Context-Aware Extremes: Overbought/oversold levels adjust automatically based on recent momentum behavior rather than arbitrary fixed values Volatility Adaptation: In low volatility periods, channels narrow to reflect tighter momentum ranges; in high volatility, channels widen appropriately Market Regime Recognition: The indicator implicitly adapts to different market conditions without manual threshold adjustments False Signal Reduction: Adaptive channels help reduce premature reversal signals that often occur with fixed thresholds during strong trends Signal Quality Characteristics: The indicator's dual-purpose design provides distinct advantages for different trading objectives: Breakout Trading: Channel boundaries offer clear, objective breakout levels that update dynamically, eliminating the ambiguity of when momentum becomes "too high" or "too low" Mean Reversion: The basis line provides a natural profit target for reversion trades, representing the midpoint of recent momentum extremes Trend Strength: Persistent channel boundary riding offers an objective measure of trend strength without additional indicators Consolidation Detection: Channel width analysis provides early warning of potential volatility expansion from compression phases Comparative Analysis: When compared to traditional RSI implementations and other momentum frameworks: vs. Fixed Threshold RSI: Provides market-adaptive reference levels rather than static values, helping to reduce false signals during trending markets where RSI can remain "overbought" or "oversold" for extended periods vs. RSI Bollinger Bands: Offers clearer breakout signals and more intuitive extreme identification through actual high/low boundaries rather than statistical standard deviations vs. Stochastic Oscillator: Maintains RSI's momentum measurement advantages (unbounded calculation avoiding scale compression) while adding the breakout detection capabilities of Donchian Channels vs. Standard Donchian Channels: Applies breakout methodology to momentum space rather than price, providing earlier signals of potential trend changes before price breakouts occur Performance Characteristics: The indicator exhibits specific behavioral patterns across different market conditions: Trending Markets: Excels at identifying momentum continuation through channel breakouts, RSI tends to ride one channel boundary during strong trends, providing trend confirmation Ranging Markets: Channel width narrows during consolidation, offering early preparation signals for potential breakout trading opportunities High Volatility: Channels widen to reflect increased momentum variability, automatically adjusting signal sensitivity to match market conditions Low Volatility: Channels contract, making the indicator more sensitive to subtle momentum shifts that may be significant in calm market environments Transition Periods: Channel squeezes often precede major trend changes, offering advance warning of potential regime shifts Limitations and Considerations: Users should be aware of certain operational characteristics: Lookback Dependency: Channel boundaries depend entirely on the lookback period, meaning the indicator has no predictive element beyond identifying current momentum relative to recent history Lag Characteristics: As with all moving average-based indicators, RSI calculation introduces lag, and channel boundaries update only as new extremes occur within the lookback window Range-Bound Sensitivity: In extremely tight ranges, channels may become very narrow, potentially generating excessive signals from minor momentum fluctuations Trending Persistence: During very strong trends, RSI may remain at channel extremes for extended periods, requiring patience for mean reversion setups or commitment to trend-following approaches No Absolute Levels: Unlike traditional RSI, this indicator provides no fixed reference points (like 50), making it less suitable for strategies that depend on absolute momentum readings USAGE NOTES This indicator is designed for technical analysis and educational purposes to help traders understand momentum dynamics and identify potential trading opportunities. The RSI Donchian Channel has limitations and should not be used as the sole basis for trading decisions. Important considerations: Performance varies significantly across different market conditions, timeframes, and instruments Historical signal patterns do not guarantee future results, as market behavior continuously evolves Effective use requires understanding of both RSI momentum principles and Donchian Channel breakout concepts Risk management practices (stop losses, position sizing, diversification) are essential for any trading application Consider combining with additional analytical tools such as volume analysis, price action patterns, or trend indicators for confirmation Backtest thoroughly on your specific instruments and timeframes before live trading implementation Be aware that optimization on historical data may lead to curve-fitting and poor forward performance The indicator performs best when used as part of a comprehensive trading methodology that incorporates multiple forms of market analysis, sound risk management, and realistic expectations about win rates and drawdowns.
Индикатор Pine Script®
от DCAUT