Регистрация

Volatilty

Volatility Regime Compass [JOAT]Volatility Regime Compass Introduction Volatility Regime Compass is an open-source volatility state classifier that continuously measures where current ATR stands relative to its own historical distribution and maps it to one of four named regimes: Compressed, Normal, Elevated, and Extreme. The classification is not binary (high or low) — it uses a rolling percentile ranking against configurable lookback windows so the regime reflects where current volatility stands within its recent history, not against a fixed absolute threshold that becomes stale as market conditions evolve. The practical value is in strategy switching: mean-reversion techniques tend to work in compressed regimes, breakout and momentum techniques in elevated ones. Knowing which regime is active before selecting a technique reduces category errors that produce losses. Core Concepts 1. ATR Percentile Ranking Rather than comparing ATR to a static multiplier, the indicator ranks the current ATR value within a rolling distribution of historical ATR values. This produces a percentile score from 0 to 100 that is self-normalizing across different instruments and timeframes: float atrHi = ta.highest(atrVal, i_rankLen) float atrLo = ta.lowest (atrVal, i_rankLen) float atrPct = (atrHi - atrLo) > 0 ? (atrVal - atrLo) / (atrHi - atrLo) * 100.0 : 50.0 A reading of 80 means current ATR is in the 80th percentile of its recent range — clearly elevated. A reading of 15 means ATR is near multi-period lows — compressed. 2. Four-State Regime Classification The percentile score maps to four regimes with configurable boundary thresholds. Defaults are: Compressed (below 25th percentile), Normal (25th to 60th), Elevated (60th to 85th), Extreme (above 85th). Crossing a regime boundary triggers a transition event labeled on the chart. 3. Multi-Band Visualization Five ATR bands project above and below close at configurable multiples (0.5×, 1×, 1.5×, 2×, 2.5× ATR). Each band is color-coded by regime — tighter bands in compressed regimes shade cooler, wider bands in extreme regimes shade hotter using a 5-stop gradient. This gives instant visual calibration of price's relationship to current volatility structure. 4. Volatility Trend The rate of change of ATR is computed and smoothed. Positive volatility trend (ATR rising) is labeled differently from negative trend (ATR contracting). This distinguishes a currently-elevated but contracting regime from one that is expanding — the former is more likely to produce consolidation, the latter continuation. Features ATR percentile ranking: Self-normalizing volatility score relative to recent history Four volatility regimes: Compressed, Normal, Elevated, Extreme with configurable boundaries Regime transition labels: On-chart labels at every regime change event Five ATR expansion bands: Projected above and below close, gradient-colored by regime Volatility trend direction: Rising vs contracting ATR tracked independently of level Candle coloring: Candles reflect current volatility regime in real time Regime background shading: Chart background tint corresponds to current regime Dashboard: Current ATR, percentile, regime, trend direction, and band levels Input Parameters ATR Settings: ATR Period: ATR calculation length (default: 14) Percentile Lookback: Rolling window for ATR percentile ranking (default: 100) Regime Thresholds: Compressed Below: Percentile below which regime is Compressed (default: 25) Elevated Above: Percentile above which regime is Elevated (default: 60) Extreme Above: Percentile above which regime is Extreme (default: 85) How to Use This Indicator Step 1: Check the Current Regime Read the REGIME row in the dashboard. This tells you whether to expect range-bound or trending behavior in the near term. Step 2: Watch for Regime Transitions A transition from Compressed to Elevated is the setup for breakout strategies. A transition from Extreme back toward Normal may signal trend exhaustion. Step 3: Use Bands as Structural Reference The ATR bands define statistically reasonable price excursion limits for the current volatility state. Closes beyond the 2× or 2.5× band while in a Compressed regime are structurally significant events. Step 4: Combine with Directional Indicators This indicator classifies volatility magnitude, not direction. Pair it with a trend or momentum tool to apply regime context to directional decisions. Indicator Limitations Percentile ranking depends on lookback length; very short lookbacks can produce unstable regime classifications during sudden volatility spikes The four-state classification is a simplification; volatility is continuous and regime boundaries are heuristic Volatility expansion does not indicate direction — it only measures magnitude of movement Originality Statement The combination of a self-normalizing ATR percentile ranking, a four-state regime classifier with configurable percentile boundaries, gradient-coded multi-band projection, and a simultaneous volatility trend tracker in a single Pine Script v6 publication constitutes the original contribution. Standard ATR indicators display the raw value or a fixed-multiple band without regime classification or percentile normalization. Disclaimer This indicator is provided for educational and informational purposes only. It is not financial advice. Volatility regime classifications are statistical summaries of historical data and do not predict future price movement. Trading involves substantial risk of loss. -Made with passion by jackofalltrades
Индикатор Pine Script®
от officialjackofalltrades
Smart Money Renko Matrix [MarkitTick]💡 The Smart Money Renko Matrix is a comprehensive, multi-dimensional analytical tool designed to bridge the gap between noise-free price action and complex market microstructure. By stripping away time-based market noise using an Average True Range (ATR) based price framework, this script isolates pure directional movement and volume distribution. It synthesizes Multiple Time Frame (MTF) trend convergence, order flow dynamics, and quantitative statistical exhaustion models into a single, cohesive interface. This indicator constructs a dynamic environment where traders can objectively measure trend strength, identify structural shifts, and manage risk systematically. ✨ Originality and Utility Traditional indicators often rely on time-based charts, which can introduce significant noise during periods of high volatility or sideways consolidation. This script departs from the norm by utilizing a volatility-adjusted mathematical matrix to construct its baseline. What makes this tool exceptionally useful is its ability to merge quantitative statistical models—such as Z-Score based trend exhaustion and rolling Volume Profile Point of Control (POC)—with modern structural market concepts. Instead of viewing trend, volume, and structure as isolated elements, this script computes a unified algorithmic score, presenting actionable setups without the clutter of traditional multi-indicator chart layouts. 🔬 Methodology and Concepts ● Volatility-Adjusted Baseline The core of the script calculates synthetic open, close, and volume values using an underlying ATR resolution. This ensures that a new computational block is only formed when price moves beyond a dynamically adjusting volatility threshold, completely disregarding the passage of time. ● Multiple Time Frame (MTF) Convergence The script evaluates trend momentum across three independent higher timeframes (e.g., 1H, 4H, Daily) by measuring price relative to a 50-period Exponential Moving Average (EMA). It assigns a logical integer score. A trend is only considered fully converged (Bullish or Bearish) if it achieves a score of 2 or higher across the matrix, filtering out lower-timeframe false breaks. ● Quantitative Z-Score Trend Exhaustion To identify overextended movements, the script maintains a dynamic array of historical directional streaks. It calculates the rolling mean and standard deviation of these streaks. When a current directional run exceeds a Z-Score of 2.0 (meaning it is two standard deviations beyond the historical average), the trend is mathematically flagged as exhausted, warning of a high-probability mean reversion event. ● Rolling Volume Profile and Point of Control (POC) A continuous volume profile is constructed by indexing the traded volume at specific price levels over a rolling 100-block window. The algorithmic engine identifies the price node with the maximum aggregated volume, establishing the dynamic Point of Control (POC), which serves as a highly reactive structural support or resistance level. ● Structural Sweeps and Order Blocks The logic continuously scans for structural liquidity sweeps. A sweep occurs when price pierces a predefined historical high or low (based on user lookback) but fails to close beyond it, indicating trapped volume. Following a confirmed sweep and a change in directional momentum, the system algorithmically generates boundary boxes that represent significant structural order blocks. 🎨 Visual Guide ● Heatmap Candles Bullish Streaks: Represented by a color gradient starting from Dark Green and transitioning to Bright Green as the directional streak matures. Bearish Streaks: Represented by a color gradient starting from Dark Red and transitioning to Bright Orange. Exhaustion State: If the Z-Score exhaustion threshold is breached, the candles become highly transparent or gray, visually warning of a fading trend. ● Core Matrix Lines Renko Upper/Lower Bounds: Solid lines plotting the mathematical extremes of the current volatility block. Renko Midline: A dotted line tracking the exact median of the active block structure. Reversal Close: Prominent circular markers highlighting the exact pivot point where the directional streak changes state. ● Risk Management Visuals Trailing Stop: A dashed line appearing below bullish price action or above bearish price action, dictating the dynamic trailing invalidation level. Entry and Target Lines: When a setup triggers, a distinct set of dashed lines appear: Gold for the Entry price, Pink for the Stop Loss (SL), Cyan for Take Profit 1 (TP1), Blue for Take Profit 2 (TP2), and Orange for Take Profit 3 (TP3). Small textual labels accompany each line displaying the exact price. ● Order Flow and Structural Shapes Sweep Labels: Small text labels reading "Liq" appear above or below the wicks when a structural sweep is confirmed. Wick Rejections: Displayed as small cross shapes (`xcross`). Pink crosses above price denote clustered bearish rejections; Cyan crosses below denote clustered bullish rejections. Volume Divergence: Small circular shapes appear above or below the bar when a directional push occurs without the support of a moving average volume breakout, signaling potential weakness. ● Heads-Up Dashboard A specialized table located in the top right corner. It displays the current ticker, active timeframe, the MTF Convergence Tier score (color-coded green or orange), the dynamic block size in absolute price terms, the current Volume Profile POC level, and the calculated numerical values for the active Entry, SL, and TP targets. 📖 How to Use ● Identifying Trend Direction Observe the primary color gradient of the main chart layout. Trade strictly in the direction of the bright, saturated colors. Ensure that the dashboard confirms the trend with a "Tier 2" or "Tier 3" MTF Convergence score before looking for entries. ● Spotting Reversals Wait for the emergence of a Liquidity Sweep label ("Liq"). Once this prints, monitor the chart for a color transition (e.g., green shifting to red). A reversal is further validated if a structural Order Block box is painted immediately following the sweep, or if exhaustion logic visually grays out the prior trend. ● Executing and Managing Risk When a directional change occurs that aligns with the higher timeframe score, utilize the auto-generated dashed risk lines. Place your entry at the Gold dashed line. Set your structural invalidation at the Pink dashed line. As price progresses, manually scale out of the position by targeting the Cyan, Blue, and Orange dashed lines. Utilize the dynamic trailing stop line to protect open profits as the trend matures. ⚙️ Inputs and Settings • Volatility Settings Adjust the base lookback period for the Average True Range calculation. Increasing the multiplier directly increases the price distance required to generate a new block, effectively filtering out more noise but delaying signal generation. • Visual Gradients Users can customize the starting and ending colors for both bullish and bearish streaks, as well as define the specific streak depth required to reach maximum color saturation. • Risk Management Configurations Allows traders to toggle between dynamic standard risk or structure-based stop losses. Users can input specific multiplier values to independently adjust the distance of the Stop Loss and all three Take Profit levels. • MTF Tier Scoring Select the three specific higher timeframes the algorithmic engine will use to calculate the baseline trend momentum. By default, these are structured as Intraday, Medium, and Macro. • Structural Lookbacks Define the historical bar count used to identify major swing points. A higher lookback period will result in fewer, but mathematically more significant, sweep identifications and order block generation. 🔍 Deconstruction of the Underlying Scientific and Academic Framework ● Absolute Mean Deviation and ATR Computation The foundational framework of this matrix relies on the Average True Range, a volatility metric introduced by J. Welles Wilder. The script calculates the greatest of the current high minus the current low, the absolute value of the current high minus the previous close, and the absolute value of the current low minus the previous close. By applying a smoothing function to this true range over a defined period, the script normalizes the non-stationary nature of financial time series into a standardized unit of volatility. ● Standard Score (Z-Score) Application on Serial Dependence To model trend exhaustion quantitatively, the script measures the serial dependence of consecutive directional outcomes (streaks). By storing the historical lengths of these streaks in a dynamically updating array, the engine computes the population mean (μ) and standard deviation (σ). The current streak length (x) is evaluated using the standard Z-Score formula: z = (x - μ) / σ. A result greater than 2.0 indicates that the current movement lies beyond the 95th percentile of the normal distribution curve, mathematically classifying the trend as statistically anomalous and prone to immediate mean reversion. ● Volume Distribution Theory The Point of Control (POC) logic is rooted in volume distribution profiling. It assumes that market participants execute trades at equilibrium prices. By segmenting the Y-axis into distinct price nodes and accumulating the corresponding traded volume over a rolling lookback window, the script identifies the mode of the distribution curve. This maximum volume node represents the price level with the highest historical consensus of value, naturally acting as a dense algorithmic barrier for future price action. ⚠️ Disclaimer All provided scripts and indicators are strictly for educational exploration and must not be interpreted as financial advice or a recommendation to execute trades. We expressly disclaim all liability for any financial losses or damages that may result, directly or indirectly, from the reliance on or application of these tools. Market participation carries inherent risk where past performance never guarantees future returns, leaving all investment decisions and due diligence solely at your own discretion.
Индикатор Pine Script®
от MarkitTick
4
Market Momentum Energy [ZurvanEG]⯁ Market Momentum Energy ◇ Overview Market Momentum Energy is a directional energy oscillator designed to evaluate whether current market movement has enough strength, participation, and directional conviction to matter. Instead of measuring price change alone, it converts movement into a normalized energy reading that reflects direction, intensity, volatility context, participation, and movement quality. It helps separate clean directional pressure from noise, low-volume drift, volatility expansion, compression, or late-stage exhaustion. Its purpose is to show whether movement has meaningful energy behind it, whether that energy is expanding or fading, and whether conditions are closer to ignition, weak movement, saturation, or possible reversal pressure. ◈ Core Framework At its core, the indicator uses a motion-energy model that measures directional movement through price displacement or regression-based slope, then normalizes it against recent volatility for better comparison across regimes, instruments, and timeframes. The motion reading is shaped through a power curve, while an optional effort layer can modulate it using volume or true range. After that, self-normalization keeps energy, thresholds, dead zones, saturation levels, and signal logic more stable across changing volatility conditions. The framework also includes quality filtering, final energy smoothing, signal logic, energy bands, divergence detection, optional energy MA, adaptive visuals, candle coloring, signal-volume markers, alerts, and a compact info table. ◇ Signals The signal system highlights energy ignition events. Signals are generated when energy crosses a defined threshold, with controls for quality, saturation, HMA-based short-term direction confirmation, re-arm behavior, and optional alternation. ◇ Signal Volume Markers The indicator can draw transparent volume-based circles directly on signal candles. Circle size is based on cumulative volume over a user-defined lookback period, making it easier to identify signals that appear after unusually high participation. This feature is most meaningful on markets with reliable volume data. ◇ Energy Bands The energy bands provide statistical context for the current energy reading. They help identify stretched momentum, possible exhaustion zones, or unusually strong directional expansion. To keep the chart clean, bands can appear only when energy gets close to them and remain visible for a few bars after activation. ◇ Dead Zone & Saturation The dead zone marks areas where energy is too weak to be treated as meaningful. The saturation level marks areas where energy is already strong or potentially overextended. Together, they organize the oscillator into practical states: weak, active, strong, and overextended. ◇ Divergence The divergence module detects confirmed regular divergence between price and energy. It can help identify cases where price makes new highs or lows while energy fails to confirm. Pivot confirmation and filtering conditions are included to reduce weak or irrelevant divergence marks. ◇ Visual System The visual layer makes energy state easy to read at a glance. Energy is shown as a directional histogram with optional line view, optional energy MA, adaptive intensity, contraction fading, dead-zone shading, energy bands, candle coloring, and signal-volume circles on the price chart. The coloring system helps distinguish expanding energy, contracting energy, positive and negative movement, weak zones, saturated conditions, and high-participation signal areas. ◇ Alerts Configurable alerts are included for bullish signals, bearish signals, bullish divergence, and bearish divergence. They support monitoring and workflow automation, but should still be evaluated with broader market context and risk management. ◇ Info Table The compact info table summarizes current energy, quality, and market state. It acts as a quick reference panel for identifying dead zone, active direction, or strong energy conditions without inspecting every plot manually. ◇ Use Case Market Momentum Energy is intended for traders who want a clearer way to evaluate directional movement strength. It can help identify momentum ignition, monitor whether energy is expanding or fading, avoid low-energy noise, detect overextended conditions, and add context to possible reversal or continuation setups. It may be useful for trend-following traders, momentum traders, discretionary price-action traders, and system builders who want a structured energy layer for filtering market conditions. It helps answer questions such as: ⬦ Is the market moving with enough energy? ⬦ Is the move clean or choppy? ⬦ Is momentum expanding or fading? ⬦ Is energy holding above or below its moving average? ⬦ Did the signal appear after unusually high cumulative volume? ⬦ Is the signal early enough, or already near saturation? ⬦ Is price making a new extreme while energy fails to confirm? ⬦ Is the market in a low-energy dead zone? ◈ Conclusion Market Momentum Energy is built for traders who want more than a basic momentum oscillator. By combining normalized motion, participation effort, quality filtering, energy bands, divergence detection, final smoothing, signal-volume visualization, adaptive visuals, alerts, and structured signal logic, it provides a broader view of directional market energy. Rather than simply showing whether price is rising or falling, the indicator focuses on whether movement has enough strength, participation, and directional conviction to matter. In short, Market Momentum Energy is a practical tool for evaluating the strength, quality, and state of market movement before acting on a trade idea.
Индикатор Pine Script®
от ZurvanEG
2
Micro Harmonic Swing Rhythm Meter + Structure PanelMicro Harmonic Swing Rhythm Meter Overview Inspired by the observation that markets often oscillate in recurring harmonic swings of both price and time. The Micro Harmonic Swing Rhythm Meter is a market structure and rhythm analysis tool designed to identify recurring swing behavior in price action. Rather than focusing on traditional indicators such as momentum, trend, or overbought/oversold conditions, this indicator measures the repeating "heartbeat" of the market by tracking swing size, swing duration, and the evolving rhythm between successive price pivots. The objective is not to predict price, but to monitor whether the current auction process remains stable, is compressing, expanding, or becoming exhausted. Core Concepts Every market exhibits recurring oscillations. These oscillations often develop with similar: * Price amplitude * Swing duration * Expansion and contraction cycles The indicator automatically detects swing pivots and measures: * Swing Size * Swing Duration * Average Swing Size * Average Swing Duration * Swing Efficiency * Market Rhythm State By comparing the current swing against recent averages, the indicator evaluates whether price action remains in harmony with its established rhythm. Rhythm States NORMAL Current swing size and duration remain close to recent averages. Interpretation: * Stable auction * Balanced market conditions * Established rhythm remains intact COMPRESSED Current swing size and duration are smaller than average. Interpretation: * Energy accumulation * Contracting auction * Potential precursor to expansion STRETCHED Current swing size and duration exceed recent averages. Interpretation: * Expansion phase * Strong directional movement * Possible acceleration or exhaustion MIXED Price amplitude and swing duration are no longer synchronized. Interpretation: * Transitional market behavior * Changing auction structure * Reduced rhythm consistency Market Structure Assessment The indicator automatically classifies recent swing behavior into higher-order structure states. Possible structure classifications include: Balanced Rotation Stable oscillatory conditions. Trade Mode: Range Mode Compression / Coiling Multiple compressed swings indicate energy accumulation. Trade Mode: Breakout Watch Expansion Attempt Expansion emerges following a period of compression. Trade Mode: Confirm Breakout Exhaustion Risk Repeated stretched swings suggest mature directional movement. Trade Mode: Caution Unstable Auction Excessive mixed swings indicate poor rhythm consistency. Trade Mode: Wait Efficiency Metric Efficiency is calculated as: Average Swing Size ÷ Average Swing Duration This metric measures how much distance price is covering per unit of time. Rising efficiency often indicates increasing participation and directional conviction. Falling efficiency often indicates slowing market activity and declining momentum. Intended Usage This indicator is designed primarily as a market state monitor rather than a signal generator. It may be used alongside: * Price action analysis * Volume analysis * Order flow tools * VWAP frameworks * Market profile * Liquidity analysis The indicator is particularly useful for identifying: * Compression before expansion * Changes in auction rhythm * Developing directional impulses * Potential exhaustion conditions Recommended Workflow Higher timeframes may be used to determine dominant market structure while lower timeframes are used for execution. Example: 30-minute chart: Market structure and session rhythm 5-minute chart: Tactical structure 1-minute chart: Execution and timing This multi-timeframe approach allows traders to align lower timeframe opportunities with higher timeframe rhythm conditions. Disclaimer This indicator is designed to assist with market observation and structure analysis. It does not provide trading advice and should not be interpreted as a standalone buy or sell signal.
Индикатор Pine Script®
от AMTrader
UT Bot v2 - ATR Trailing StopIf you're familiar with the original UT Bot: the core logic is the same. This version focuses on cleaner visuals, improved code quality, better customization, built-in alerts, and integrated strategy support, while preserving the underlying ATR trailing stop methodology. UT Bot v2 is a modernized implementation of the original UT Bot, built around the same ATR-based trailing stop logic that made the original popular. The indicator uses an adaptive trailing stop based on the Average True Range (ATR). When price crosses the stop level, the trend state flips and a new trailing stop begins to form in the opposite direction. Rather than changing the algorithm, this release focuses on making it clearer, easier to configure, and more practical for everyday use. Features Classic ATR trailing stop logic Clean and intuitive trend visualization Buy and sell signal markers Configurable ATR period and multiplier Customizable price source Built-in TradingView alerts Integrated strategy for backtesting Lightweight and easy to understand Methodology UT Bot v2 is not a predictive indicator. It does not attempt to forecast future price movements or identify exact market tops and bottoms. Instead, it is a trend-following and risk management tool that dynamically adjusts its trailing stop using market volatility measured by ATR. Like most trend-following systems, it tends to perform best during sustained directional moves and may generate whipsaws during ranging or low-volatility conditions. Philosophy The goal of UT Bot has always been to provide a simple, transparent, and systematic trailing stop framework, rather than a "holy grail" trading system. This version preserves that philosophy while improving readability, customization, visualization, and integration with TradingView alerts and strategy testing.
Стратегия Pine Script®
от QuantNomad
7
Golden Range Zones | Rainbow MatrixGENERAL OVERVIEW Golden Range Zones is a nested prior-range projection tool. At every reset boundary it freezes the just-closed period's high and low as the inner Band lines, then scans backward to find the nearest earlier extremes that price has NOT yet broken — the outer Oscillation lines. The gap between each Band and its Oscillation is filled with a golden Fibonacci zone, giving an immediate map of where price has prior structural precedent above and below the current range. The goal is to answer one question at a glance: where are the levels that actually matter right now, and how much room is there before price reaches them? Instead of a single prior-day high/low pair, you get a nested structure — the recent range bracketed by the closest unbroken historic extremes — with the space between them measured in Fibonacci proportion. Every line is derived from real completed-period extremes, not approximated from the current bar. The indicator works on crypto and futures (24h session reset) and on stocks (custom trading-hours window with timezone), computes the range from in-session data only, and never repaints its frozen levels. WHAT IS THE THEORY BEHIND THIS INDICATOR? Prior high/low levels are among the most watched references in trading — but most tools draw only the single most recent pair (yesterday's high and low) and stop there. That tells you the edges of the last range. It does not tell you what lies beyond those edges: the next level up that price failed to break, or the next level down that has held historically. Price does not react in a vacuum at the edge of yesterday's range. When it breaks above the recent high, the relevant question becomes "what is the nearest overhead level that has actually rejected price before?" — because that unbroken prior extreme is where the next reaction is statistically more likely. Golden Range Zones formalizes this: it brackets the recent range with the nearest UNBROKEN prior extremes on each side, found by scanning completed periods backward until it locates the first one whose high exceeded (or low undercut) the current range. The space between the recent edge (Band) and the nearest unbroken extreme (Oscillation) is then divided in Fibonacci proportion — the zone where price travels between "left the recent range" and "reached the next historic wall." Reading that space as a graded golden zone, rather than two bare lines, turns the gap into a structured probability map: the deeper price pushes into the zone, the closer it sits to the level that has rejected it before. Where no prior breaching extreme exists — price at an all-time high or low, a young asset, a very high reset period — the tool does not go blank. It projects a conservative Oscillation from the Band by 25% of the period range and flags it distinctly, so the structure is always present even at historic extremes. GOLDEN RANGE ZONES FEATURES The indicator includes these main components: ◇ Nested Prior-Range Engine (Band + backward-scan Oscillation) ◇ Golden Fibonacci Zones (dual-sided, mirrored) ◇ Extreme-Event Fallback Projection ◇ Black Swan Extension (liquidation-sweep zone) ◇ Session / Custom Trading-Hours Anchoring ◇ Zone-Size % Read-out ◇ Multilingual interface (5 languages) and full visual customization NESTED PRIOR-RANGE ENGINE 🔹 What It Does Freezes four static horizontal lines at each reset. The Band lines are the just-closed period's high and low (the inner pair). The Oscillation lines are the nearest prior period extremes that lie beyond that range (the outer pair). 🔹 Method At each reset, the just-closed period's high and low are pushed to a rolling history of completed-period extremes and frozen as the Band lines. The engine then scans that history backward from the most recent period: the first earlier period whose high exceeds the Band high becomes the Oscillation high; the first whose low undercuts the Band low becomes the Oscillation low. The two sides resolve independently and can sit at very different look-back distances — the overhead wall might be four periods back while the floor below is two hundred periods back. Because both sides are bracketed by real extremes that the recent range did not breach, the structure is always ordered: Oscillation high ≥ Band high ≥ Band low ≥ Oscillation low. 🔹 No-Repaint Every value comes from closed periods. Once frozen at the reset, the lines do not repaint for the duration of the period. GOLDEN FIBONACCI ZONES 🔹 What It Does The gap between each Band (inner) and its Oscillation (outer) is filled with a rainbow Fibonacci zone — the area where price travels from the recent range edge toward the nearest unbroken historic level. 🔹 Method On each side the axis runs from the Band (ratio 0) to the Oscillation (ratio 1.0). The zone is divided into bands whose widths follow a Fibonacci 1:1:2:3:5:8 distribution, so the sub-bands grow as they approach the outer extreme — the area nearest the historic wall is the widest, where reaction is most likely. The palette runs aqua at the inner edge through to red at the outer edge, mirrored on the upper and lower sides. The space between the two Band lines stays clean, keeping the current trading range visually uncluttered. EXTREME-EVENT FALLBACK 🔹 What It Does When the backward scan finds no prior period that breached the Band on a side — price at a historic extreme, a young instrument, or a very high reset period — the Oscillation on that side is projected rather than left blank. 🔹 Method The orphan side's Oscillation is placed at 25% of the period range beyond the Band, and the line is rendered with a distinct purple accent so it reads clearly as a conservative projection, not a historic level. Only the side without a real prior breach uses the fallback; the other side keeps its true extreme. The tool therefore always presents a complete structure, even in uncharted price territory. BLACK SWAN EXTENSION 🔹 What It Does An optional zone projected beyond the Oscillation — the area where price often wicks past a level to sweep liquidity before reacting. 🔹 Why It Matters Levels are rarely respected to the tick. Price frequently overshoots a key extreme, triggering stops and liquidating leveraged positions, then reverses. The Black Swan extension marks that overshoot band explicitly, so an aggressive wick beyond the Oscillation reads as a potential liquidation sweep rather than a clean breakout. SESSION / CUSTOM TRADING-HOURS ANCHORING 🔹 What It Does The reset that defines each period can follow the instrument's native session (ideal for 24h crypto and futures) or a custom trading-hours window in a chosen timezone (ideal for stocks). 🔹 Method In Session mode the period resets on the symbol's session boundary at the chosen reset timeframe (default Daily). In Custom Hours mode you set an open–close window and a timezone; the running high and low then accumulate from in-session bars only, discarding after-hours movement, and the period rolls over at the window open. This makes the Band represent the true regular-session range for stocks, not a figure distorted by thin extended-hours activity. ZONE-SIZE % READ-OUT 🔹 What It Does Three dashed vertical markers, drawn a configurable number of candles past the block, each span one zone and report its size as a percentage of current price. 🔹 The Three Zones ◇ Sell zone (green): Oscillation high → Band high — the room above the recent range. ◇ Neutral zone (gray): Band high → Band low — the recent range itself. ◇ Buy zone (red): Band low → Oscillation low — the room below the recent range. Reading each zone as a % of price lets you size targets and risk against the structural levels directly. HOW TO USE This indicator is not a signal generator. It is a structural map: it shows the recent range, the nearest unbroken extremes that bracket it, and the graded space between them. 🔹 Setup Set the chart timeframe below the reset period (for example a 15m chart with a Daily reset). For 24h markets leave Reset Mode on Session. For stocks, switch to Custom Hours and set the regular-session window and timezone. If the chart timeframe is at or above the reset period, the projection hides and a guard note appears. 🔹 Reading the Structure ◇ The two Band lines are the just-closed period's range — the immediate edges. ◇ The two Oscillation lines are the nearest prior levels the range has not broken — the next structural walls. ◇ The golden zone between each Band and Oscillation is where price has prior reaction precedent; the Fibonacci-weighted bands widen toward the outer wall. 🔹 Tactical Reading ◇ Price holding inside the Bands — trading within the recent range; no structural test yet. ◇ Price entering a golden zone — travelling toward the nearest unbroken extreme; the deeper it pushes, the closer the historic level. ◇ Price wicking into the Black Swan extension — possible liquidity sweep beyond the level; watch for rejection. ◇ A purple-accented Oscillation — no real prior breach on that side; the level is a conservative projection, treat with lower confidence. INPUTS EXPLAINED 🔹 System Language Display language for the panel and labels. Options: English (default), Português, Español, Русский, 中文 (Chinese). 🔹 Reset Period / Reset Mode The period boundary that defines each range. Session (auto) for 24h markets; Custom Hours (with trading window + timezone) for stocks. 🔹 Lines Visibility and width for the Band and Oscillation strokes. 🔹 Rainbow Style Golden-zone visibility and transparency. 🔹 Black Swan / Aqua The outer liquidation-sweep extension and the inner breathing-room line. 🔹 Extreme Event Enables the 25%-range fallback projection when no prior breach exists. 🔹 Zone % Lines The three zone-size verticals and their candle offset from the block. 🔹 Info Panel Visibility, position, and font size. IMPORTANT NOTES Golden Range Zones works on any chart timeframe below the reset period. It is built for instruments with reliable price data across many periods, since the backward scan may look back far to find an unbroken extreme — on very short history the fallback projection covers the gap. In Custom Hours mode the range reflects in-session bars only. The frozen levels do not repaint within a period; they recompute at the next reset, like an anchored tool. The Fibonacci 1:1:2:3:5:8 zone distribution is part of the canonical Rainbow Matrix design grammar, shared across the portfolio for consistent readability. Pine Script v6. Open-source under Mozilla Public License 2.0. UNIQUENESS Golden Range Zones is unique in how it brackets the recent range. Most prior-range tools draw a single high/low pair; this one finds the nearest UNBROKEN prior extremes on each side via a backward scan through completed-period history, producing a nested structure rather than two bare lines. The space between the recent edge and the nearest unbroken extreme is then divided in Fibonacci 1:1:2:3:5:8 proportion, so the graded zone widens toward the historic wall where reaction is most likely — turning the gap into a structured probability map rather than empty space between two lines. An extreme-event fallback keeps the structure intact at all-time highs and lows by projecting a conservative level instead of going blank, and a Black Swan extension models the liquidation-sweep overshoot beyond each extreme. Session or custom trading-hours anchoring lets the same engine serve 24h crypto and regular-session stocks correctly, computing the range from in-session bars only. The combination of backward-scan nested ranges, Fibonacci-weighted golden zones, conservative fallback projection, and session-aware anchoring produces a structural read of prior-range context that single-pair high/low tools cannot provide.
Индикатор Pine Script®
от rainbowmatrix
Entropic Regime Field [JOAT]Entropic Regime Field is an open-source market state classifier that uses three quantitative measures — Fractal Efficiency Ratio, a synthetic Hurst Exponent approximation, and a Garman-Klass volatility estimator — to classify each bar into one of three entropy states: LOW (predictable, directional structure present), TRANSITION (regime shift underway), and HIGH (chaotic, low-predictability environment). Directional signals from an Adaptive Momentum Oscillator are filtered to fire only during LOW entropy states, where momentum signals have historically more reliable edge than during random or chaotic market behavior. The foundational premise is that markets alternate between periods of organized directional behavior and periods of disorganized random movement. Trading momentum signals indiscriminately across both environments degrades overall performance because the same signal that has edge in a trending market produces random outcomes in a chaotic one. By measuring the structural organization of price movement directly — rather than relying on ADX alone, which is a lagging momentum derivative — Entropic Regime Field attempts to identify when the market's behavior is organized enough for directional signals to have context. Core Concepts 1. Fractal Efficiency Ratio (FER) The FER measures how efficiently price has moved over a lookback period — the ratio of the net directional distance to the total path length of individual bar-to-bar changes. A value near 1.0 indicates straight-line directional movement; a value near 0.0 indicates constant reversals: float ferNet = math.abs(close - close ) float ferPath = math.sum(math.abs(ta.change(close)), ferLen) float ferVal = ferPath > 0.0 ? ferNet / ferPath : 0.0 2. Synthetic Hurst Exponent The Hurst Exponent characterizes the memory of a time series. Values above 0.5 indicate persistence (trending), values near 0.5 indicate randomness, and values below 0.5 indicate anti-persistence (mean-reversion). A simplified Hurst estimate is computed using the variance ratio method: float var1 = ta.variance(ta.change(close, 1), hurstWindow) float var5 = ta.variance(ta.change(close, 5) / 5, hurstWindow) float hurstEst= 0.5 * math.log(var1 / var5) / math.log(5) + 0.5 3. Garman-Klass Volatility Estimator Standard ATR uses only the prior close and current high/low. The Garman-Klass estimator uses all four OHLC prices, producing a more statistically efficient estimate of true volatility: gkBar = 0.5 * math.pow(math.log(high / math.max(low, syminfo.mintick)), 2.0) - (2.0 * math.log(2.0) - 1.0) * math.pow(math.log(close / math.max(open, syminfo.mintick)), 2.0) The GK estimate is averaged over a configurable period and normalized to a 0-100 percentile rank over the trailing 100 bars. 4. Three-Factor Entropy Classification LOW entropy requires FER above a threshold AND ADX above a minimum AND Hurst estimate above 0.52. HIGH entropy is triggered when FER falls below a lower threshold OR ADX falls below a minimum. TRANSITION is the state between the two. 5. Adaptive Momentum Oscillator (AMO) The AMO blends three momentum inputs with fixed weights: RSI(14) centered at 50 (40%), Stochastic(14) centered at 50 (35%), and Williams Percent Range(14) centered at -50 (25%). Directional signals fire only in LOW entropy when AMO crosses zero and KAMA confirms via crossover/under. Features Fractal Efficiency Ratio: Net directional move divided by total path length, configurable lookback Synthetic Hurst Exponent: Variance ratio approximation identifying persistent vs. anti-persistent price behavior Garman-Klass volatility: OHLC-based volatility estimator normalized to percentile rank over 100 bars Three entropy states: LOW, TRANSITION, HIGH — each with distinct visual treatment 10-line entropy ribbon: EMA lines colored by entropy state for visual history of regime transitions Adaptive Momentum Oscillator: RSI + Stochastic + WPR composite with fixed optimal weights Entropy-gated signals: AMO + KAMA confirmation signals fire only in LOW entropy state Regime background tint: Background tinted by entropy state, cleared after 10 bars Trade block on signal: ATR-based TP and stop rendered as boxes on signal bars 12-row institutional dashboard: FER, Hurst estimate, GK volatility percentile, ADX, AMO, entropy state, signal, win rate, bars in current state Non-repainting: All signals gated by barstate.isconfirmed; no future data referenced Four color themes: Phantom, Neon, Classic, Solar Input Parameters Fractal Efficiency: FER Lookback (default: 14) LOW Entropy FER Minimum (default: 0.60) HIGH Entropy FER Maximum (default: 0.35) Hurst Exponent: Hurst Window (default: 20) LOW Entropy Hurst Minimum (default: 0.52) Garman-Klass Volatility: GK Averaging Length (default: 14) ADX Gate: Min ADX for LOW Entropy (default: 22) Signal: AMO Cross Threshold, KAMA Period, Cooldown Bars TP ATR Multiple, SL ATR Multiple How to Use This Indicator Step 1: Read the Entropy State Check the dashboard. LOW entropy means the market is behaving in an organized, directional way — this is when momentum signals carry more weight. HIGH entropy means the market is chaotic — avoid directional signals. Step 2: Watch FER and Hurst Together FER and Hurst are independent measures of market organization. When both agree (high FER AND Hurst > 0.52 simultaneously), the LOW entropy classification is more reliable. Step 3: Enter on AMO + KAMA Confirmation Signals fire only when the AMO crosses zero in the signal direction AND price crosses the KAMA level simultaneously. Both conditions must occur on the same confirmed bar in a LOW entropy environment. Indicator Limitations The Hurst approximation via variance ratio is a simplified estimate. It should be treated as a directional indicator of persistence, not a precise statistical measure The FER computation on every bar may affect chart loading performance for very long lookback periods on large datasets LOW entropy classifications can persist during slow grinding trends that produce high FER but low volatility. These environments may produce signals with narrower ATR-based targets The GK estimator can return unreliable values when open equals close (as occurs on some synthetic instruments or during gaps) This indicator classifies entropy state. It does not predict how long the state will persist or when it will change Originality Statement The combination of Fractal Efficiency Ratio, synthetic Hurst Exponent via variance ratio, and Garman-Klass volatility estimator as a three-factor entropy classification system gating AMO momentum signals is not replicated in any existing open-source Pine Script v6 publication as of this writing The Garman-Klass estimator as a volatility input provides a more statistically efficient OHLC-based volatility measure that captures intraday range information not available in ATR Gating a composite three-input momentum oscillator by an entropy state derived from completely different mathematical principles (efficiency, persistence, and OHLC volatility) rather than using a single lagging derivative like ADX as the sole filter is an original analytical architecture Disclaimer This indicator is provided for educational and informational purposes only. It is not financial advice. Trading involves substantial risk of loss. Entropy classifications are approximations based on historical price data and do not guarantee future market behavior will repeat. The Hurst approximation used is a simplified estimate, not a statistically rigorous computation. Past win rates do not predict future performance. The author accepts no responsibility for trading losses resulting from use of this indicator. Made with passion by jackofalltrades
Индикатор Pine Script®
от officialjackofalltrades
SAR/ATR Trend-Extension OscillatorSAR/ATR Trend-Extension Oscillator WHAT THIS INDICATOR IS The SAR/ATR Trend-Extension Oscillator measures, in a single line, how far price has stretched away from its Parabolic SAR trailing reference, and it expresses that distance in units of volatility rather than raw price. The output is a signed oscillator: it rises into positive (green) territory as an uptrend extends and falls into negative (red) territory as a downtrend extends. The further the value sits from the zero line, the more stretched the current move is relative to its own recent volatility. It is built as ONE coherent reading. Parabolic SAR and Average True Range (ATR) are not plotted side by side; they are fused mathematically into the oscillator value. Three further elements - a rolling statistical standardization, an ADX regime filter and a higher-timeframe trend filter - qualify and contextualize that value rather than adding separate indicators to the pane. WHY THESE COMPONENTS ARE COMBINED (and how they work together) Each ingredient is included to solve a specific weakness of the one before it. 1) Parabolic SAR provides trend direction and a trailing stop level, but on its own it only tells you which side of the trend you are on. The raw gap between price and SAR is measured in price points, which cannot be compared between a low-priced stock and a high-valued index, or between a quiet and a volatile session. So SAR alone cannot answer "how stretched is this move." 2) ATR answers that. By dividing the SAR-to-price gap by ATR, the distance becomes volatility-relative: "price is X average true ranges beyond its SAR." This SAR-divided-by-ATR step is the core of the indicator and produces information that neither Parabolic SAR nor ATR shows alone - a bounded, cross-market measure of trend extension that reads consistently across symbols and timeframes. 3) Rolling standardization (Z-Score, or robust median/MAD) fixes a subtler problem: even an ATR-normalized value has a distribution that drifts over time, so one fixed threshold means different things in different conditions. Standardizing the value over a lookback window rescales it so the +/-2 and +/-3 reference levels keep a stable statistical meaning. A "Raw" mode (the plain volatility-normalized value, no rescaling) is also available. 4) ADX regime filter. Parabolic SAR is prone to repeated false flips in sideways markets. ADX measures trend strength, so the indicator suppresses buy/sell flags whenever ADX is below a user threshold (a ranging market) and shades the background to show it. ADX is never drawn on the oscillator; it only gates the signals. 5) Higher-timeframe filter. The same SAR direction is read from a higher, confirmed timeframe and used to filter out crossings that fight the dominant trend. It is the identical calculation applied to a larger context, not a different indicator. 6) Divergence. Because the oscillator is a measure of trend extension, a price high paired with a lower oscillator high (or a price low paired with a higher oscillator low) indicates the trend is extending less forcefully. Regular and hidden divergences are detected from confirmed pivots and drawn with connecting lines and labels. Putting it together, the plotted value is one number: sign(SAR trend) x (SAR-to-price gap / ATR), optionally standardized and clamped to limit single-bar spikes. A buy or sell flag is raised only when that oscillator crosses the Signal level AND the ADX regime AND the higher-timeframe direction agree. Everything feeds one question: is price extending, in a genuine trend, in line with the larger trend? WHAT MAKES IT ORIGINAL This is not Parabolic SAR with an ATR drawn next to it. It transforms the SAR trailing stop into a continuous, signed, volatility-normalized and statistically standardized extension oscillator, then wraps that single value in regime and higher-timeframe gating plus divergence logic. The resulting "how stretched is this trend, on a comparable scale" reading does not exist in either source indicator. HOW TO USE IT - Choose a normalization mode: Raw, Z-Score, or Robust (median/MAD, least sensitive to spikes). - Read color and distance: green = uptrend extension, red = downtrend extension; the further from zero, the more extended. The Signal, Warning and Extreme levels mark progressively stretched zones. - Treat the triangle markers (a Signal-level cross that agrees with the ADX regime and the higher-timeframe bias) as points to investigate, not as automatic entries. - Use divergences as early warning that extension is fading, and the on-pane dashboard for trend, regime, higher-timeframe bias and ATR-based stop/target context. The stop and target figures are reference levels only. - All parameters - SAR step and maximum, ATR period and smoothing type, the standardization window, every threshold, the ADX threshold and the higher timeframe - are adjustable. REPAINTING Signals confirm on bar close by default and do not repaint. The higher-timeframe filter reads the previous closed higher-timeframe bar, so it does not look ahead. Divergence labels appear a few bars after the pivot they confirm; that lag is inherent to honest pivot detection and is expected behavior. ATTRIBUTION This implementation builds on the original concept of combining Parabolic SAR with ATR. The volatility normalization, statistical standardization, regime and higher-timeframe filtering, divergence detection and alerting described above are part of this independent implementation. DISCLAIMER This script is provided for research and educational purposes only. It is not financial advice and makes no guarantee of profitability or accuracy. Indicators describe past and present price behavior; they do not predict future prices, and no indicator works in all conditions. Trading involves substantial risk of loss. Always test on historical and out-of-sample data and make your own independent decisions. The author accepts no liability for any use of this script.
Индикатор Pine Script®
от Market_Logic_India
Prismatic Depth [JOAT]Introduction Prismatic Depth is an open-source multi-pillar institutional signal filter that scores bullish and bearish market pressure across nine independent analytical dimensions simultaneously. Rather than generating a signal from any single indicator, Prismatic Depth requires a weighted composite score above a configurable threshold, a minimum directional lead between bull and bear scores, and alignment of up to five optional confirmation gates — all at the same time. The problem this solves is signal noise. Most indicators produce signals from a single input: a moving average crossover, an RSI threshold, a volume spike. Each of these fires constantly in all market conditions, including conditions where it has no historical edge. Prismatic Depth measures nine separate market properties and only produces a signal when a statistically unusual number of them agree simultaneously. The result is a lower-frequency, higher-context signal that reflects a broader institutional consensus rather than a single technical event. Core Concepts 1. The Nine-Pillar Scoring Architecture Each pillar measures a distinct market property independently. Pillar weights are user-configurable and sum to produce a maximum possible score of 100. The nine pillars are: Structure: Detects higher-high / higher-low and lower-high / lower-low sequences using confirmed pivot highs and lows. A bullish structural sequence adds the Structure weight to the bull score. Volume: Measures the slope of On-Balance Volume using linear regression over 20 bars. A rising OBV slope contributes to the bull score; falling contributes to bear. Momentum: Blends three momentum inputs — Kaufman Adaptive Moving Average position, RSI relative to 50, and Williams Percent Range relative to midpoint. Each sub-component is weighted equally at one-third. Liquidity: Detects swing-low sweeps — bars where price wicks below the last confirmed swing low and closes back above it. These represent stop-hunt events followed by institutional absorption. Volatility: Evaluates whether the ATR-to-SMA(ATR) ratio falls within a productive range (0.8 to 1.6). Markets outside this range are either too compressed for trend signals or too expanded for reliable entries. Session: Measures the current bar's position relative to the daily session midpoint. Bars in the lower half of the daily range carry a bullish session score; bars in the upper half carry a bearish score. Higher Timeframe: Compares current close to a 50-period EMA on a user-selected higher timeframe via request.security() with lookahead disabled. Delta Pressure: Tracks cumulative signed volume and detects when its moving average crossing direction aligns with price movement. A Pressure Score blending the volume delta ratio, volume rate, and bar body ratio is computed. Fractal Efficiency: Computes the Fractal Efficiency Ratio — the ratio of the net directional price move to the total path length of individual bar changes. An FER above 0.60 in conjunction with ADX above 20 passes the efficiency gate. // Fractal Efficiency Ratio float ferNet = math.abs(close - close ) float ferPath = math.sum(math.abs(ta.change(close)), ferLen) float ferVal = ferPath > 0.0 ? ferNet / ferPath : 0.0 2. Weighted Score Gating The final bull and bear scores are compared against a minimum threshold (default: 70 of 100) and a minimum directional lead (default: bull must exceed bear by at least 20 points). Both conditions must hold simultaneously before a signal is considered. bool longSignal = bull >= threshold and (bull - bear) >= scoreGap and inSession and noiseGate and vwmaGate and stGate and ribbonGate 3. Optional Confirmation Gates Five binary gates can be independently enabled or disabled: VWMA(200) price relationship, Supertrend direction, 8-line HMA ribbon direction, ADX minimum threshold (noise filter), and session time filter. Each gate is AND-logic — all enabled gates must pass before a signal fires. 4. Kaufman Adaptive Moving Average The momentum pillar uses KAMA rather than a standard moving average. KAMA adjusts its smoothing constant based on the Efficiency Ratio of recent price movement, reacting quickly during trending phases and becoming nearly flat during choppy periods. 5. 8-Line HMA Gradient Ribbon Visual context is provided by an 8-line Hull Moving Average ribbon (using every other increment for performance while retaining the full gradient effect). A normalization factor (ribbon spread divided by its 200-bar EMA, clamped to -1 to +1) drives a color gradient from the bear theme color to the bull theme color. The gradient reflects conviction intensity, not just direction. 6. Trade Block Visualization When a signal fires, entry, stop, and up to four take-profit levels are plotted as horizontal lines and labeled at the right edge of the chart. Risk and reward zones are shown as translucent boxes. All drawn objects are updated every bar to extend rightward until closed. Features Nine-pillar weighted confluence scoring: Structure, Volume, Momentum, Liquidity, Volatility, Session, HTF Trend, Delta Pressure, and Fractal Efficiency each scored independently and summed Configurable pillar weights: Each pillar's contribution to the total score is independently adjustable Five optional binary gates: VWMA, Supertrend, HMA Ribbon, ADX noise filter, and session filter independently toggled Threshold and directional lead gating: Score must exceed minimum AND directional lead must exceed gap before any signal fires Extreme signal tier: Separate threshold for extreme confluence readings with distinct visual treatment 8-line HMA gradient ribbon: rFactor-normalized color gradient reflecting momentum spread intensity vs. its 200-bar historical average, with gradient fills between all adjacent ribbon lines Gradient glow bar coloring: Glow color mode uses barcolor() to highlight signal bars in the bull or bear theme color; when disabled, falls back to RSI-intensity gradient bar coloring Regime background tint: Subtle chart background tint on regime transitions, clearing after 10 bars Four TP levels with live boxes and lines: TP1–TP4 plotted as gradient green lines and translucent boxes extending right in real time Four stop modes: Supertrend, ATR cap, fixed percentage, pivot-based Built-in backtest tracker: Win rate, expected value in R, and trade count Four color themes: Phantom (cyan/magenta), Neon (teal/pink), Classic (green/red), Solar (orange/blue) Institutional dashboard: 14-row table showing all nine pillar scores, signal state, and performance metrics Non-repainting: All signals gated by barstate.isconfirmed; HTF request.security() uses lookahead=barmerge.lookahead_off Input Parameters Scoring Engine: Min Score to Signal: Minimum composite score required (default: 70) Extreme Score: Score for extreme tier (default: 90) Min Directional Lead: Bull-bear gap required (default: 20) Pillar Weights: Individual weight sliders for each of the nine pillars (defaults sum toward 100) Trend Gates: VWMA Gate toggle and length (default: 200) Supertrend Gate toggle, ATR length, multiplier Ribbon Gate toggle, base length, step ADX Noise Gate toggle and minimum ADX value Signal Control: Cooldown bars between signals (default: 5) Session filter toggle and session string Trade Levels: Show Trade Block toggle Stop mode: Supertrend / ATR Cap / Fixed % / Pivot RR multiples for TP1, TP2, TP3, TP4 (defaults: 0.5, 1.0, 1.5, 2.0) How to Use This Indicator Step 1: Select a Theme and Configure Gate Sensitivity Choose a color theme that suits your chart. Start with all five gates enabled and default weights. Observe signal frequency across several recent weeks of history. Step 2: Interpret the Dashboard Score Rows Each pillar row in the dashboard shows its current directional score in the stronger direction. A row colored in the bull theme means that pillar is contributing to bullish confluence. The Signal row shows the final output. Step 3: Use Signals as Context, Not Directives A signal fires when an unusual number of market dimensions agree. It does not predict how far price will move or guarantee a profitable outcome. Step 4: Set Stop Mode Before Live Use The Supertrend stop mode trails the stop with the Supertrend level. ATR Cap limits maximum stop distance. Fixed % uses a fixed percentage of price. Pivot uses the last confirmed structural pivot. Step 5: Review Backtest Statistics Skeptically The win rate and expected value displayed are calculated from signal history on the current chart only. They reflect past performance on historical data. Optimizing weights to maximize these numbers on a single chart produces overfitted results that will not generalize. Indicator Limitations Pivot-based pillars (Structure, Liquidity) confirm with a lookback offset — the structural event is labeled bars after it occurred. This is non-repainting behavior inherent to pivot detection The Fractal Efficiency gate may delay signals following sharp, fast moves where path length temporarily normalizes High pillar weights placed on a single pillar can effectively reduce this to a single-factor indicator. Weight distribution should be reasonably balanced The session pillar score assumes intraday context. On daily and higher timeframes, it contributes a neutral fixed value The backtest tracker embedded in this indicator does not account for slippage, commission, or partial fills. It is not a substitute for a properly configured strategy backtest Enabling all gates simultaneously will produce very few signals. Tune gate selection to the market and timeframe being analyzed Originality Statement Prismatic Depth is original in its nine-pillar architecture and the specific combination of inputs it assembles. This publication is warranted because: The Fractal Efficiency Ratio as a scoring pillar and gate condition — measuring the directional efficiency of price movement over a lookback, distinct from ADX — is not present in existing open-source Pine Script v6 publications as of this writing Weighted pillar scoring where the user controls the relative contribution of each dimension, combined with both a score threshold and a directional lead gap as dual gatekeeping conditions, produces a more selective output than threshold-only systems The Delta Pressure pillar — computing a composite of volume delta ratio, volume rate versus average, and candle body compression — is an original implementation distinct from standard OBV or CMF approaches The combination of nine independently scored dimensions with five independently toggled binary confirmation gates in a single configurable framework, with a built-in per-signal performance tracker, is not replicated in existing open-source publications Disclaimer This indicator is provided for educational and informational purposes only. It does not constitute financial advice or a recommendation to buy or sell any financial instrument. Trading involves substantial risk of loss. Confluence readings are based on historical price data and do not guarantee any future market outcome. Past win rate statistics shown by the built-in tracker do not predict future performance. Always apply proper risk management. The author accepts no responsibility for trading losses resulting from the use of this indicator. Made with passion by jackofalltrades
Индикатор Pine Script®
от officialjackofalltrades
V-AEMA VMR [LB]Concept The V-AEMA VMR (Volume-Adaptive Exponential Moving Average with Volatility-Modulated Regime) is a hybrid trend-following indicator that combines an EMA baseline with a volatility-based drift component. It produces a dynamic core line whose colour reflects the trend regime, surrounded by two levels of adaptive bands that expand or contract based on volume intensity. The indicator generates directional entry signals when price breaks the first band in the direction of the trend, and projects take-profit zones when price fully exits both bands. Mathematical Foundation The core line (Hybrid Line) is a weighted blend of a standard EMA and a volatility-shifted version of that same EMA : HybridLine = EMA * W + (EMA + Drift) * (1 - W) where the drift is derived from the Z-Score of price relative to the EMA, scaled by ATR : Drift = Z_Score * ATR * 0.35 Z_Score = (Price - EMA) / StdDev(Price, L_vola) Band width starts from a base volatility measure combining standard deviation and ATR : BaseWidth = StdDev * 0.65 + ATR * 0.35 This base is then adjusted by a volume ratio and user-defined multipliers : UpperWidth = BaseWidth * (BaseUpMult + (VolRatio - 1) * VolImpactUp) LowerWidth = BaseWidth * (BaseDnMult + (VolRatio - 1) * VolImpactDn) where VolRatio = min(max(Volume / SMA(Volume, L_vol), 0.35), 2.50) . Two band levels are generated : Band 1 at HybridLine +/- Width, and Band 2 (extreme) at HybridLine +/- Width * 1.55 (upper) / 1.40 (lower). What Problem Does It Solve ? Conventional envelope indicators (Bollinger Bands, Keltner Channels) apply fixed multipliers to a single volatility metric and ignore volume dynamics. The V-AEMA VMR adapts its band width to both volatility and volume surges, producing wider bands during high-participation moves and narrower bands during quiet periods. The hybrid core line reduces pure EMA lag by incorporating a volatility offset, while the dual-band structure filters signals by strength : a break of Band 1 triggers an entry, while a break of Band 2 confirms an explosive move and projects a take-profit zone. How To Interpret Core line colour – cyan/green indicates the hybrid line is rising (bull regime) ; magenta/red indicates it is falling (bear regime). Cloud and bands – the area between Band 1 and Band 2 forms a halo that thickens when volume expands. Narrow bands suggest low conviction or consolidation. Entry signals – a triangle appears below the bar when price crosses above Upper Band 1 while the hybrid line is rising (long). A triangle appears above the bar when price crosses below Lower Band 1 while the hybrid line is falling (short). These signals are confirmed by the trend direction. Take-profit zones – when the entire bar (high and low for shorts, low and high for longs) clears the extreme band (Band 2) in the direction of the signal, a coloured box is projected forward. The box represents a potential target zone based on the breakout amplitude and ATR, scaled by the TP Factor. Info panel – displays the current regime (BULL/BEAR), the volume ratio (values above 1.0 indicate above-average participation), and the current upper/lower deviation values in price units. Parameters EMA Length – period of the base exponential moving average (default 55). Volatility Length – period for the standard deviation used in the Z-Score calculation (default 34). Volume Length – period for the volume moving average used in the volume ratio (default 34). EMA Weight – blend ratio between the pure EMA and the volatility-drifted version. Higher values produce a smoother line ; lower values make it more reactive to volatility (default 0.80). Upper Base Deviation – core multiplier for the upper band width before volume adjustment (default 1.55). Lower Base Deviation – core multiplier for the lower band width before volume adjustment (default 1.05). Volume Impact Upper/Lower – sensitivity of the upper and lower bands to the volume ratio. Higher values make bands expand more aggressively when volume surges (default 0.95 / 0.55). ATR Length – period of the Average True Range used in band width and TP zone calculations (default 14). Show Cloud – toggles the filled areas between bands. Show Info Panel – toggles the real-time dashboard. Show Signals – toggles the entry triangles. Show TP Zones – toggles the take-profit projection boxes. TP Projection Bars – how many bars forward the TP zone extends. TP Factor – scales the height of the TP zone relative to the breakout range. Max Historical TP Zones – limits the number of TP boxes kept on the chart. Reference This indicator is a proprietary design synthesising concepts from adaptive moving averages (Kaufman, Ehlers), volatility envelopes (Bollinger, Keltner), and volume-weighted band models. It does not correspond to a single academic publication.
Индикатор Pine Script®
от luis_barlier
3
Explainable Quant Scorecard [TradeDots]Explainable Quant Scorecard Summary This indicator computes a composite 0 to 100 evidence score by combining seven independent normalized sub-scores: Trend, Momentum, Volatility Regime, Participation, Relative Strength, Exhaustion Risk, and Multi-Timeframe Alignment. The composite is regime-dependent: when ADX indicates a trending regime, the trend and momentum weights are boosted; when ADX indicates a range regime, the exhaustion-risk weight is boosted instead. All factor weights are exposed as inputs so the model is fully auditable and tunable. A flagship dashboard panel displays every sub-score, the composite, the active regime, and a one-line interpretation. The intent is to give traders a transparent multi-factor reading on every bar rather than another single-indicator signal. The composite is an evidence score, not a probability or prediction. What is original here Composite indicators that mash several oscillators together exist in the public library. This script's contributions are: Honest factor separation. Each sub-score measures a different dimension (trend, momentum, volatility, participation, relative strength, exhaustion, multi-timeframe). Many composites silently combine correlated readings (such as two momentum oscillators) and present the result as if it were multi-factor confirmation. This script's seven factors are deliberately chosen to be diverse. Regime-dependent weighting. The composite is not a fixed weighted average. When the market is trending, trend and momentum factors carry more weight; when ranging, exhaustion-risk carries more. This addresses the well-known problem that trend-following inputs and mean-reversion inputs should not be weighted equally in all conditions. Sub-score divergence detection. The script tracks the maximum deviation of any sub-score from the composite. A large deviation triggers a "sub-score divergence" alert, warning the trader that the factors disagree even when the composite looks clean. Full transparency. All weights, all thresholds, and the regime trigger levels are user inputs. No black-box. How it works Each bar, seven sub-scores are computed. 1. Trend score. EMA slope over a configurable lookback, normalized to 0 to 100 via min-max over a percentile window. 2. Momentum score. Rate-of-change of close over a configurable length, min-max normalized. 3. Volatility regime score. Bollinger Bandwidth percentile mapped to a discrete numeric: compressed BBW (below the lower threshold) maps to 30, expanding BBW (above the upper threshold) maps to 70, normal BBW maps to 50. A label ("Compressed", "Normal", "Expanding") is generated alongside the numeric. 4. Participation score. Volume percentile multiplied by a close-location alignment factor. For a bullish-direction reading, a close near the bar's high earns full alignment; for a bearish-direction reading, a close near the bar's low. The result is a 0 to 100 score that rewards volume and direction-consistent closes. 5. Relative strength score. The asset's return over a configurable horizon, minus the benchmark's return over the same horizon, divided by the asset's own volatility. The result is percentile-ranked over a longer lookback (default 252 bars) to produce a 0 to 100 reading. The benchmark symbol is a user input. 6. Exhaustion risk score. Distance from the trend EMA in ATR units, mapped inversely to 0 to 100 (high exhaustion gives a low exhaustion-score, which is consistent with the convention that high scores are "good" for the composite). The dashboard inverts the label so users see "Exhaustion: High" rather than "Exhaustion: 20". 7. Multi-timeframe alignment score. The trend direction (EMA-fast vs EMA-slow) is fetched at three user-configurable higher timeframes. Each HTF's agreement with the chart-timeframe direction contributes 100, 50, or 0 to the alignment score. The final factor is the average across three timeframes. The composite is the weighted average. When regime_weighting is enabled and ADX indicates a trending regime (above the user threshold), the trend and momentum weights are multiplied by 1.5 and the exhaustion-risk weight by 0.5. When ADX indicates a range regime (below the lower threshold), the trend and momentum weights are multiplied by 0.5 and the exhaustion-risk weight by 1.5. In a "Mixed" regime, weights are unchanged. A four-line interpretation is assigned by composite range: 75 or higher : "Constructive, multi-factor agreement" 60 to 74 : "Mixed but constructive" 40 to 59 : "Mixed — wait for alignment" below 40 : "Bearish or unclear" Repainting and data integrity All sub-scores are computed on confirmed bar values. Alerts are gated by barstate.isconfirmed. The benchmark and the three multi-timeframe trend references are fetched with request.security() using prior-bar sources together with barmerge.lookahead_on — the standard non-repainting idiom that returns the last confirmed value from the requested context. These calls do not access future data. How to read the chart The composite is plotted as a line in the indicator pane, color-shifted on a red-to-green gradient based on the score. Horizontal reference lines at 25, 50, and 75 demarcate bearish, midpoint, and bullish zones. Sub-score plots are available but off by default to keep the pane clean. They can be enabled via input toggle. The dashboard panel shows the direction in the header, then a row for each of the seven sub-scores (numeric or labelled), then a divider, then the composite score, then the interpretation line and the active regime. Inputs Inputs are grouped into seven sections. Core Settings : trend EMA lengths and norm lookback, momentum ROC length, generic norm lookback, BB length and multiplier, ATR length, ADX length. Relative Strength : benchmark symbol, RS return horizon, RS volatility length, RS percentile lookback. Multi-Timeframe : three HTF inputs (default 60-minute, 240-minute, daily). Factor Weights : a 0 to N weight for each of the seven sub-scores. Regime Modulation : regime-weighting enable toggle, trend ADX threshold, range ADX threshold. Visual Settings : dashboard toggle, panel position, panel size, panel background color, composite-plot toggle, sub-score-plot toggle. Any Alert() function call conditions : per-alert toggles. Alerts Four alert conditions are provided: Score ≥ 75 Bullish (composite at or above 75 with trend direction up) Score ≥ 75 Bearish (composite at or above 75 with trend direction down) Score Regime Flipped (composite crossed the 50 midpoint in either direction) Sub-Score Divergence (any sub-score moves more than 30 points from the composite — a warning that factors disagree) Each is declared via alertcondition() and fired programmatically through alert() when the corresponding input toggle is enabled, with alert.freq_once_per_bar_close. Alert messages include {{ticker}}, {{interval}}, and {{close}} placeholders. How to use this script Read this indicator as your master "is the evidence stack constructive" check, not as an entry trigger. A composite of 75 or higher with trend direction up is the suite's highest-conviction long setup; the inverse for shorts. Read the regime cell. In a trending regime, weight your decision toward the trend and momentum sub-scores. In a range regime, weight toward exhaustion risk and relative strength. If the dashboard shows a high composite but the "Sub-Score Divergence" alert is firing, the agreement is shallow — investigate which factor disagrees before sizing up. Pair with a setup-specific indicator (sweep, breakout, zone) for entry timing. This script does not give entries. Limitations and honest caveats The composite is a weighted heuristic combination of normalized factors, not a calibrated probability. A composite of 80 does not imply an 80% probability of any outcome. Regime detection uses ADX, which is lagging. The regime label will not reflect a fresh regime change on the first bar. The Relative Strength benchmark is a single symbol chosen by the user. Choosing an inappropriate benchmark (for example, comparing a small-cap stock to a crypto-currency benchmark) will produce noisy RS readings. The three MTF references add request.security() calls. On instruments without history at those timeframes, the MTF score may be incomplete on early bars. Composite values pin to one tail when factor weights are mis-configured. The default weights are reasonable starting values; users are expected to tune for their instrument and timeframe. The script makes no claim about which direction price will move; it scores the evidence stack currently visible. Disclaimer This script is published for informational and educational purposes. It is not investment advice and is not a recommendation to buy or sell any instrument. Composite evidence scores are descriptive, not predictive. Users are solely responsible for their own trading decisions and risk management.
Индикатор Pine Script®
от tradedots
Sentinel Cascade [JOAT]Sentinel Cascade Sentinel Cascade is a three-stage adaptive Supertrend overlay. Where a classic Supertrend uses one fixed-ATR band, this script chains three Supertrend stages on top of each other and modulates each stage's width with a different regime signal. Bands tighten when the market is trending cleanly and widen when volatility expands or behavior turns mean-reverting. What makes it different A standard Supertrend gives one binary direction state. Sentinel Cascade gives three nested direction states that act like a confluence stack. Alignment of all three is the highest-conviction read. The ATR feeding the Supertrend is smoothed through a Kaufman Efficiency Ratio. Trend-efficient periods get a faster ATR response. Choppy periods get a slower response. Stage 2's width scales with a volume Z-score. High-volume bars widen the band so transient noise is less likely to flip the stage. Stage 3's width scales with a lightweight two-point Hurst estimator (R/S over short and long windows). Trending Hurst above 0.5 widens. Mean-reverting Hurst below 0.5 tightens. A Sentinel pulse fires only when Stage 3 flips AND Stage 2 confirms the new direction within three bars. A coincidence filter for higher-quality regime shifts. How it works Compute a basis price as the midpoint of the recent highest high and lowest low. Compute a KAMA-smoothed ATR from the basis. Build Stage 1 as a Supertrend on the basis using the KAMA-ATR and the Stage 1 factor. Build Stage 2 as a Supertrend on Stage 1's output, with its factor multiplied by a clamped volume-Z modulator. Build Stage 3 as a Supertrend on Stage 2's output, with its factor multiplied by a clamped Hurst modulator. Track the Sentinel pulse, the ATR-percentile regime (squeeze / normal / expansion), and a running count of intraday Stage 3 flips. Reading the chart Three stacked trend lines. Stage 1 thickest, Stage 3 thinnest. Colors flip between bull and bear on direction changes. A gradient ribbon between Stage 1 (or Stage 2 by user choice) and Stage 3 brightens when the stack is spread, fades when it converges. An optional iridescent candle recolor scales tint with distance from Stage 3. A horizontal sight-line projects Stage 3's current level back into history so past respect or rejection at that level is visible. Persistent flip markers record each Stage 3 flip and retroactively append an OK or FAIL tag after a user-defined persistence window. A right-edge state block summarizes alignment of all three stages plus the ATR squeeze and expansion read. Signals Stage 3 bull / bear shift (any flip) Cascade alignment (all three stages agree) Stage 2 retest / bounce inside an active trend ATR squeeze and expansion entry (percentile-based) All signals are gated on barstate.isconfirmed or barstate.ishistory. No future-bar referencing. No lookahead_on. Inputs Cascade : range basis length, ATR period, KAMA efficiency length, Stage 1 / 2 / 3 factors. Regime : volume-Z lookback, Hurst short / long windows. Visual : bullish color, bearish color, toggles for ribbon, sentinel pulse, iridescent candles, bounce markers, ribbon anchor. On-chart : stage value labels, flip timeline labels, squeeze background tint, Stage 3 cloud, sight-line, state block, daily flip counter. Dashboard : position, size, watermark row. How traders use this Trend continuation : take in the direction of Stage 3 when price retests Stage 2 from the trending side. High-conviction entries : wait for cascade alignment (all three stages agree) before sizing up. Mean-reversion fades : when Hurst is clearly below 0.5 and a Stage 3 flip prints near recent extremes, the new trend is statistically less likely to persist. Volatility context : ATR percentile regime tells you whether the move is happening in a compressed, normal, or extended volatility environment. Sizing should account for that. Limitations The two-point Hurst estimator is a fast approximation, not the full rescaled-range statistic. It is monotonically meaningful but is not a precise persistence coefficient. Like every Supertrend variant, this is a trend-following construct. It is best on instruments with clear directional regimes and worst in extended choppy ranges. Pivots and percentile-based regime classifications need warm-up bars before their values stabilize. Past behavior is not a guarantee of future behavior. No indicator can remove market uncertainty. Compatibility Pine Script v6, single-file open-source indicator. Works on any symbol and any timeframe. Uses no request.security calls. Non-repainting beyond the normal Supertrend right-bar reactivity inherent to band ratchet logic. Defaults Mint bullish color, red bearish color, top-right medium dashboard, all on-chart visualizations on. Open the inputs panel to tune for your instrument or to declutter for screenshots.
Индикатор Pine Script®
от officialjackofalltrades
Squeeze Vector [Gabremoku]Squeeze Vector is a squeeze-based volatility breakout tool that combines Bollinger/Keltner compression detection, directional pressure flow, and a first-expansion state machine to help traders identify high-probability post-squeeze breakout setups. The core idea is simple: compression precedes expansion. When Bollinger Bands shrink inside Keltner Channels, the market is coiling — and when that squeeze releases, the first directional signal can carry strong momentum. This script gives that process a structured visual and logical framework. Core Concept — Squeeze → Release → Direction A BB/KC squeeze occurs when Bollinger Bands, which reflect price volatility through standard deviation, contract inside Keltner Channels, which reflect typical range through ATR. This gap between the two envelopes is used as a proxy for volatility compression. When BB width becomes smaller than KC width, the script identifies a Squeeze state. When it releases, the script enters an Armed state and opens a short post-squeeze window during which it looks for the first valid directional expansion. Importantly, the squeeze release alone does not confirm direction. That is why the script adds multiple expansion confirmation filters before triggering a signal. What it shows Squeeze Vector Oscillator — a single line that rises as BB/KC compression increases. When it crosses above 50, the squeeze is active. The oscillator turns purple during squeeze states for fast visual identification. Pressure Flow Histogram — a volume-weighted directional pressure value that reads where price closed within the candle range and weights it by volume relative to its moving average. Positive values indicate bullish pressure, negative values indicate bearish pressure. Bollinger Overlay on Price — during squeeze states, the script renders Bollinger Bands directly on the main chart with gradient fills, making it easy to see where price is relative to the compressed structure. LONG / SHORT signals — primary directional signals are placed on the main chart after a post-squeeze expansion bar meets all required conditions. Optional lighter repeat markers can be shown for follow-through confirmation. Dashboard with live checklist — the on-chart dashboard shows the current state, regime, pressure, vector value, and a 6-point checklist for both long and short setups, with filled/empty circles to show how many conditions are currently met. Signal Logic The signal engine works as a state machine with three phases: Squeeze — BB/KC compression is active. No signal is generated. The dashboard shows SQUEEZE. Armed — the squeeze just released. The script opens a short expansion window and waits for directional confirmation. The dashboard shows ARMED. Expansion signal — within the expansion window, if a valid directional bar forms with sufficient pressure, body size, and break condition, a LONG or SHORT label is placed on the main chart. Signal direction is confirmed by checking: Basis side: price above or below the BB basis Pressure: smoothed directional pressure above threshold Strong pressure: optional stronger filter Body quality: minimum body-to-candle-range ratio Break condition: higher high or lower low Regime: optional EMA 200 trend filter When both long and short conditions are simultaneously valid, the stronger pressure side wins. If pressure is equal, raw pressure bias decides. States and Dashboard The dashboard tracks the full machine at a glance: Row Content SQZ Squeeze ON / OFF SEQ ARMED or READY REG Trend regime (BULL / BEAR / OFF) BIAS Current directional pressure bias P Pressure Flow value V Vector Oscillator value Checklist 6-point LONG and SHORT condition matrix The checklist can be set to appear only during Squeeze or Armed states to reduce visual noise when no setup is forming. Features ✅ Bollinger/Keltner squeeze detection via ratio oscillator ✅ Volume-weighted directional pressure flow ✅ Post-squeeze first expansion state machine ✅ Armed → signal transition logic ✅ 6-point entry checklist for both long and short ✅ EMA 200 regime filter ✅ Bollinger overlay with gradient fill during squeeze ✅ LONG / SHORT signal labels on main chart ✅ Optional follow-through repeat markers ✅ Repeat window filter to suppress signal clustering ✅ Strategy mode: Long, Short, or Both ✅ Fully configurable dashboard with size and offset settings ✅ Alert conditions for BUY, SELL, and squeeze activation How to use A practical workflow: Watch for the Vector Oscillator to cross above 50 and turn purple — that is the squeeze state. When it releases below 50, the dashboard switches to ARMED. In the expansion window, check the checklist: more filled circles on one side indicate stronger directional alignment. A LONG or SHORT label confirms a valid first expansion signal. Use the Pressure Flow histogram to gauge how strong and consistent the directional push is. The squeeze release alone is not a signal. Direction is only confirmed when the expansion bar quality, pressure, and structure checks all align. Notes Like all squeeze-based tools, Squeeze Vector is most effective when used alongside price structure context. Squeezes release into strong moves, but not every release produces a sustained trend — volume, higher timeframe context, and support/resistance levels can all affect follow-through quality. Author: Gabremoku Pine Script v6
Индикатор Pine Script®
от Gabremoku
Guppy MMA Mean Reversion SignalsThe Guppy MMA Mean Reversion System is a trend-following mean reversion tool designed to identify high-probability pullbacks within established trends. By combining the classic Guppy Multiple Moving Average (GMMA) with volatility, volume, and momentum filters, this script aims to reduce the "noise" often found in standard moving average cross strategies. The Concept: Why this Works Standard GMMA indicators are excellent for visualizing trend strength but often lack precise entry triggers or filters to avoid entering during periods of low volume or extreme exhaustion. This script addresses these limitations by integrating four distinct analytical components: - GMMA Ribbons (Trend & Reversion Zones) : We use two groups of EMAs (Short-term and Long-term). The Long-term group defines the "institutional" trend. Our entry logic looks for price to revert from the short-term trend back into the long-term trend zone—a classic sign of a healthy pullback. - CVD Confluence (Volume Confirmation) : Using Cumulative Volume Delta (CVD) based on candle-body delta approximations, the script ensures that volume flow supports the entry direction. This prevents entering pullbacks that lack the necessary buying/selling pressure to resume the trend. - ATR Volatility Filter (Statistical Spacing) : To avoid "choppy" entries, this filter requires the price to be at a statistically significant distance from the EMA based on market volatility (ATR). This ensures you are entering at a true "discount" rather than in a sideways market. - RSI Exhaustion Filter (Momentum Safety) : We utilize RSI to ensure that a reversion hasn't reached an overextended state. For example, it prevents buying a pullback if the RSI indicates the asset is already in an overbought exhaustion phase. How to Use - Long Entries (Green Circles) : Triggers when the Long-term ribbon is bullish, and price pulls back to touch the Long-term EMA group, provided the CVD, ATR, and RSI conditions are met. - Short Entries (Red Circles) : Triggers when the Long-term ribbon is bearish, and price rallies to touch the Long-term EMA group, filtered by volume and momentum. - Exits (Labels) : Exit signals appear when price successfully reverts back to the "fast" Short-term group, marking the completion of the mean reversion move. Key Features & Customization - Independent Toggles : You can independently turn on/off buy signals, sell signals, and their respective exits to suit your specific trading style (e.g., only trading the long side). - Signal Cooldown : Includes a customizable "bar count" cooldown to prevent multiple overlapping signals during high-volatility periods. - Comprehensive Settings : Fully adjustable EMA lengths, ATR multipliers, and RSI thresholds to adapt the system to different timeframes and asset classes (Crypto, Forex, Stocks). Settings Guide - Use ATR Filter : Increase the multiplier for more conservative, wider entries. - Use CVD Filter : Enable to ensure volume delta is trending with your entry. - Use RSI Filter : Helps avoid "catching falling knives" by filtering out trades during extreme momentum spikes.
Индикатор Pine Script®
от Tradedailywithseb
Takhtupuria Sniper Pro: All-in-OneUltimate Sniper Pro: All-in-One This is an advanced, comprehensive scalping tool designed to consolidate essential trading indicators into a single, user-friendly workspace. It is built to help traders analyze market trends, volatility, and institutional price levels efficiently. Core Features included in this script: EMA Settings: Includes both 21 EMA and 200 EMA to provide clear trend direction and support/resistance confirmation. Alligator Indicator: A powerful tool for identifying market consolidation and catching the start of a trend burst. Bollinger Bands (BB): Used to measure volatility and identify potential mean reversion opportunities in fast-moving markets. VWAP: A critical tool for tracking institutional-level price averages. Customization & Control: Flexibility: Users can toggle each component (EMA, Alligator, BB, VWAP) on or off from the Inputs tab to suit their specific trading style. Full Customization: All colors, line thicknesses, and styles are fully editable in the Style tab, allowing you to customize the tool to match your preferred chart setup. This indicator is designed for traders seeking a clean, "All-in-One" solution to eliminate chart clutter and improve decision-making speed.
Индикатор Pine Script®
от hundredmilliondoller
Smart Trend Flow Pro [MarkitTick]💡 Navigating modern market structures requires a robust mechanism capable of filtering out transient noise while capturing the dominant directional vectors. The Smart Trend Flow pro is an advanced analytical framework designed to dynamically track market momentum and volatility, transforming complex price action into a highly readable, visual heatmap. By synthesizing trend identification with continuous volatility scaling, this tool aims to provide clarity in both ranging environments and high-expansion phases, allowing for more structured and disciplined market analysis. ✨ Originality and Utility ● A Paradigm Shift in Trend Visualization Traditional channel-based indicators often suffer from severe lag or become entirely unreadable during periods of intense market contraction. The utility of this script lies in its adaptive ability to map structural boundaries and instantly correlate them with localized market energy. By discarding static thresholds in favor of a dynamic, self-adjusting baseline, the tool presents a unified view of both direction and conviction. ● Beyond Binary Signals Standard indicators frequently rely on binary conditions—such as a simple moving average crossover—which ignore the underlying volatility context. This script pioneers a synthesized approach where the strength of a trend is continuously evaluated against its own historical variance. This allows users to visually differentiate between a low-conviction drift and a highly energized breakout, providing a much richer context for potential trade management and risk assessment. 🔬 Methodology and Concepts ● Dynamic Boundary Engine At the core of the script is a reactive boundary detection mechanism. Rather than projecting fixed bands, the engine establishes fluid upper and lower parameters based on recent localized extremes. These boundaries can be structurally smoothed using various adaptive algorithms, effectively tuning the sensitivity of the channel to match the specific rhythm of the asset being analyzed. ● Volatility Normalization Process To accurately gauge market energy, the framework continuously measures the distance between the established boundaries. This raw measurement is then subjected to a rigorous statistical normalization process. By evaluating current fluctuations against a rolling historical baseline, the engine maps the resulting variance onto a bounded curvilinear scale. This abstract transformation isolates the pure kinetic energy of the market, stripping away absolute price dependencies to provide a standardized metric of volatility expansion and contraction. ● Integrated State Tracking The logical engine monitors the interaction between the closing prices and the smoothed boundary parameters. A structural shift is recognized only when price definitively breaches and sustains its position relative to these dynamic thresholds. This state-tracking ensures that the primary directional bias is maintained until a statistically significant reversal occurs, minimizing false positives during minor retracements. 🎨 Visual Guide ● Color-Coded Heatmap Candles The primary visual feature is the complete transformation of the standard candlestick chart into a continuous heatmap. The colors directly correspond to the synchronized output of the trend direction and the normalized volatility metric. Bullish Gradients: When the market establishes an upward bias, the candles transition through a cool-to-hot spectrum. Deep, cold colors represent low-volatility accumulation phases, while bright, hot neon colors signify intense, high-volatility bullish expansion. Bearish Gradients: Conversely, downward structural shifts are mapped using a separate color spectrum. Dark, muted tones indicate slow, grinding bearish action, whereas vivid, hot colors highlight rapid, high-volatility sell-offs. Neutral States: When the price resides within the core boundary parameters, demonstrating no clear directional dominance, the candles default to a flat, neutral gray to reduce visual noise. ● Signal Markers Buy Labels: Distinct markers appear precisely below the price action when the engine confirms a definitive upward structural breach. Sell Labels: Clear markers are printed above the price action upon the confirmation of a downward structural breach. 📖 How to Use ● Interpreting the Heatmap The most effective way to utilize this tool is to read the candle colors as a topographical map of market energy. A transition from a neutral state into a cold bullish or bearish color suggests the early formation of a trend. As the colors heat up and transition toward their neon extremes, it confirms that the directional move is being supported by expanding volatility, which often characterizes the most robust phase of a trend. ● Managing Trend Exhaustion Traders can monitor the intensity of the heatmap to gauge potential momentum decay. If a strong trend has been characterized by hot, neon colors, a gradual cooling off—where the colors revert to darker, colder shades—may indicate that the localized volatility is subsiding, suggesting potential consolidation or a pending structural shift. ● Confirming Breakouts The printed Buy and Sell labels serve as structural confirmation points. These markers are best utilized not in isolation, but in confluence with the heatmap. A signal label accompanied by an immediate transition into a high-volatility color spectrum carries significantly more analytical weight than a signal that remains mired in a cold or neutral visual state. ⚙️ Inputs and Settings ● Channel Settings Channel Length: Determines the primary lookback window for establishing the core upper and lower boundaries. Increasing this value creates a wider, slower-moving channel, while decreasing it makes the system highly sensitive to recent price action. Channel MA Type: Allows the user to apply different smoothing algorithms to the boundaries. Options range from the standard baseline to advanced weighting methods, providing precise control over signal reactivity. ● Analytics Settings Squeeze/Z-Score Length: Defines the historical window used to evaluate the relative volatility. A longer length provides a smoother, more macro-level volatility assessment, while a shorter length makes the heatmap highly reactive to sudden micro-expansions. ● Candle Heatmap Settings Bullish/Bearish Color Controls: Fully customizable inputs allowing the user to define the exact hex values for the cold and hot extremes of both the bullish and bearish spectrums. Neutral Market Base: The default color applied when the market is bound within the channel without a confirmed directional state. ● Signal Settings Label Colors: Configurable color selections for the printed Buy and Sell confirmation markers. 🔍 Deconstruction of the Underlying Scientific and Academic Framework ● Topological Price Mapping At a fundamental level, the script treats financial time-series data not as discrete data points, but as a continuous topological surface. By evaluating the highest and lowest ranges over a specified temporal window, it effectively creates a rolling bounding box that encapsulates the probable distribution of future price vectors. The application of sophisticated moving average algorithms to these boundaries acts as a low-pass filter, mathematically attenuating high-frequency noise and exposing the true underlying macroeconomic drift. ● Non-Linear Variance Scaling The most complex aspect of the engine is its approach to variance. Standard deviation on its own is an unbounded metric, making it difficult to utilize in a standardized visual format. The script solves this by isolating the width of the bounding box and comparing it against its own moving average and standard deviation. This transforms the raw width into a standardized probabilistic metric. ● The Sigmoidal Activation Function To achieve the seamless visual gradient, this standardized variance must be mapped onto a finite plane. The engine employs a logistic function—specifically, a sigmoidal activation curve—to compress the unbounded variance data strictly between a 0 and 100 scale. This non-linear mapping ensures that the visual heatmap remains highly sensitive to subtle shifts around the mean, while gracefully asymptotically compressing extreme, outlier volatility spikes, thereby maintaining absolute visual coherence regardless of the asset's inherent behavior. ⚠️ Disclaimer All provided scripts and indicators are strictly for educational exploration and must not be interpreted as financial advice or a recommendation to execute trades. I expressly disclaim all liability for any financial losses or damages that may result, directly or indirectly, from the reliance on or application of these tools. Market participation carries inherent risk where past performance never guarantees future returns, leaving all investment decisions and due diligence solely at your own discretion.
Индикатор Pine Script®
от MarkitTick
5
Quantum Flux Bands [JOAT]Quantum Flux Bands Quantum Flux Bands is an institutional-style regime detector. It stationarizes the price series via Fixed-Window Fractional Differentiation (FFD), runs a classical CUSUM change-point test on the stationarized stream, and draws a baseline that snaps to a new price level on every confirmed regime shift. Around the baseline, three percentile envelopes (50%, 68%, 90%) are drawn and modulated by a windowed Shannon entropy estimator so the bands narrow in low-noise regimes and widen in high-noise regimes. What makes it different Most regime filters hard-code a differentiation order (typically the first difference). FFD takes a real-valued differentiation order d between 0 and 1, retaining long-memory while making the series statistically stationary. This script chooses d adaptively from a rolling Hurst estimate so it responds to the market's persistence regime instead of being a fixed magic number. The CUSUM trigger is fed by FFD-stationarized values, not raw returns. This reduces baseline whipsaws in trending markets that violate stationarity assumptions of classical CUSUM. The bands are entropy-weighted. When the local windowed Shannon entropy is high (low signal-to-noise) the bands expand. When entropy is low (clean regime) they contract. The bands lock at the moment of a confirmed regime shift so they describe the regime under which the baseline was established. How it works A two-point Hurst estimator (rescaled-range over short and long windows) drives an adaptive differentiation order d in the range 0.30 to 0.90. FFD weights are recomputed only when d drifts by more than 0.05 from its cached value. Caching keeps per-bar work near zero. FFD weights are applied to a sliding window of close prices to produce a stationarized series. Classical CUSUM tracks cumulative positive and negative deviations of the stationarized series from a running baseline reference, with user-configurable drift and threshold parameters. When CUSUM exceeds the threshold, the baseline snaps to the current close and the trend state is set to bull or bear. Inner, mid, and outer envelopes are drawn from percentile_linear_interpolation of the absolute distance between close and baseline, multiplied by an entropy modulator. A bull probability is computed from the Abramowitz and Stegun standard-normal CDF on the signed band-distance and surfaced as a numeric label. Reading the chart Baseline line tinted purple in bull regimes, cyan in bear regimes, muted in neutral. Six percentile band lines (upper and lower inner, mid, outer) with three pairs of atmospheric gradient fills calibrated so candles remain readable through every layer. Optional iridescent candle recolor scales tint by signed regime score. A probability label at the right edge of the chart shows the live bull probability. Seven right-edge price labels, one per envelope level plus baseline, each sit at their own price. Regime-shift timeline labels record every confirmed regime change with its baseline price and bull probability at the time of the shift. A 21-segment vertical strength gauge at the right edge maps the continuous regime strength score onto a bull / bear / neutral scale, with a dashed sight-line drawing the gauge level back into the chart. A short forward probability cone: two dashed segments at outer band levels with opacity scaled by class probability. Signals Bull / bear regime entry (CUSUM trigger with direction) Outer band touch Outer band rejection (wick pierces the outer band but the body closes back inside) Baseline reclaim (close re-crosses the baseline) All gated on barstate.isconfirmed or barstate.ishistory. No future references. No lookahead_on. Inputs Fractional Differentiation : FFD window length. CUSUM : volatility period, drift parameter, threshold parameter. Regime : Hurst short / long lookbacks, entropy window / bins / z-score length. Bands : percentile lookback. Visual : bullish, bearish, quantum purple, quantum cyan colors. Band visibility toggles. Iridescent candles. Regime pulse. Probability label. Labels : right-edge level labels, regime timeline (offset off candle wicks by ATR), baseline reclaim markers (direction-sensitive Y offset, configurable minimum-bar spacing), band touch and rejection labels (configurable minimum-bar spacing per type), strength gauge, sight-line needle, probability cone, FFD memory label, entropy state strip. Dashboard : position, size. How traders use this Mean-reversion fades from outer-band touches inside a stable regime (Hurst mean-reverting, low entropy z) are statistically supported setups. Regime-shift entries : when the baseline snaps and the trend turns, the first inner-band retest is a higher-quality continuation entry than chasing the breakout bar. Probability filter : use the bull probability label as a confidence multiplier for other systems. Below 30% or above 70% are the actionable zones. Entropy context : high entropy z (band-multiplier expanded) is a low conviction, wider stops warning. Low entropy z (bands tight) is a high conviction, tighter stops green light. Limitations Fractional differentiation is a smoothing and filtering tool. It cannot create information that is not already in the price series. CUSUM, like any change-point detector, lags real-time tops and bottoms. It is calibrated to balance whipsaw against responsiveness. The two-point Hurst estimator is a fast approximation. For long-horizon classification it agrees with the full R/S statistic. For very short windows it is noisier. Past regime persistence does not guarantee future regime persistence. Compatibility Pine Script v6 open-source indicator. Any symbol, any timeframe (longer timeframes give the FFD window more meaningful history). No external request.security calls. Non-repainting: regime shifts are committed on confirmed bars and baseline values are not retroactively rewritten. Defaults Mint and red bullish / bearish defaults. Purple and cyan quantum accents. Top-right medium dashboard. All on-chart visualizations on. Increase the FFD window for very high timeframes (daily and above) and decrease the percentile lookback for fast intraday charts. Credits Fractional differentiation methodology popularized by López de Prado, Advances in Financial Machine Learning (2018). CUSUM change-point test as published by E. S. Page, Biometrika (1954). Standard-normal CDF approximation per Abramowitz and Stegun (1964).
Индикатор Pine Script®
от officialjackofalltrades
5
Artemis Squeeze Momentum🟦 Artemis Squeeze Momentum collapses an entire momentum-and-volatility workflow into a single oscillator pane. Eight analytical layers — Squeeze Momentum core, Directional Flux, three-tier compression detection with a release tracker, dual confluence gauges, dual anchor Regular + Hidden divergence with a Smart AI Filter, a composite Trend Strength Score (0–100), a four-timeframe MTF Confluence panel with alignment / divergence detection, and a theme-adaptive PRO dashboard — operate as one integrated system, all driven by a single theme dropdown across 12 cohesive palettes. Most squeeze indicators ship as a strip of black-and-red dots with a lone momentum histogram, then require a separate ADX, a separate divergence tool and a separate confluence gauge to complete the read. Artemis Squeeze Momentum closes that gap: every compression tier, every directional cross, every divergence, every higher-timeframe bias reads from the same pane in the same colour language — no inline colour pickers, no palette drift, no pane-hopping. The result is a complete momentum workbench where compressions, breakouts, regime flips, divergences and multi-TF bias are all readable at a glance. 🟦 HOW THE CORE ENGINE WORKS **Squeeze Momentum Engine** Each bar, the engine builds three anchors over the Momentum Length window: 1. **Channel midpoint** — `(highest(high, len) + lowest(low, len)) / 2` 2. **Smoothed midline** — `SMA(HL2, len)` 3. **Channel ATR** — channel range plus the gap-to-prior-close component (matches Pine v5 `tr(true)` on the synthetic channel bar) The raw momentum is then computed as: mom_raw = (close − avg(channelMid, smaMid)) / channelATR × 100 This produces a channel-aware, ATR-normalized residual scaled to roughly the ±100 range. The result is then passed through `ta.linreg(mom_raw, len, 0)` to produce the visible momentum line — a linear-regression smoothing that gives the curve its characteristic forward-leaning shape. An SMA of length Signal Length builds the trigger line. Crossovers between momentum and signal mark momentum regime changes — the same convention used by classical MACD. **Directional Flux** A custom ADX-style oscillator running in parallel. Each bar, the engine measures positive high-changes vs. negative low-changes, each RMA-smoothed and ATR-normalized: up = RMA(max(change(high), 0), len) / ATR(len) dn = RMA(max(−change(low), 0), len) / ATR(len) ratio = (up − dn) / (up + dn) flux = RMA(ratio, len / 2) × 100 The result is a directional bias oscillator bounded to ±100. An overflow branch (values past ±25 — where the directional pressure becomes structurally significant) renders as a separate, brighter fill so traders read both raw direction and acceleration in one glance. **Heiken Ashi Bias (Optional)** When `Use Heiken Ashi Bias` is enabled, the Flux engine reads from a Heiken Ashi bar stream instead of raw OHLC. HA bars smooth body / wick noise and emphasise trend continuation — useful on lower timeframes where raw OHLC is noisy. 🟦 SQUEEZE DETECTION A three-tier Bollinger-vs-ATR compression detector running on the same Length as the Momentum Core (so compression and momentum stay perfectly aligned): | Tier | Condition | Visual | |---|---|---| | Tight | stdev < ATR × 0.5 | Deepest, most saturated theme tone | | Mid | stdev < ATR × 0.75 | Middle-intensity theme tone | | Loose | stdev < ATR × 1.0 | Lightest tier — broadest detection | Tiers nest — tight implies mid implies loose. The bottom-of-pane squeeze column lights up whenever any tier is active and the colour escalates as compression tightens, using a theme-native ramp drawn from each palette's own colour family (so the column reads as part of the theme rather than an imported generic warning). The standard deviation is computed via a single-pass Welford algorithm — numerically stable on long histories where naive sum-of-squares accumulators drift. **♦ Squeeze Release Marker** The signature feature of the engine. The bar after the loosest active tier (stdev < ATR × 1.0) finally drops off, a tiny ♦ diamond paints at the midline in the theme's vivid release accent — one step brighter and more saturated than the tight tier so the climax moment reads as the most luminous point in the squeeze cycle. This is the canonical "spring uncoiled" moment: compression has fully ended, volatility expansion begins, breakout direction is about to reveal itself. Historically the highest-conviction breakout setup the squeeze model produces. Hovering on the marker surfaces: - Current bar state (compression ended this bar) - Meaning (volatility expansion incoming) - Next steps (watch the next 1–5 bars, confirm with Momentum slope, cross-check Flux, prioritise MTF-aligned setups) 🟦 CONFLUENCE GAUGES Two horizontal strips render at the top (Bull side, +70 to +75) and bottom (Bear side, −70 to −75) of the pane. Each strip lights up when momentum and flux agree on direction, with brightness reflecting the confluence tier: | State | Condition | Opacity | |---|---|---| | Strong Bull | mom > 0 AND flux > 0 | Full | | Weak Bull | mom > 0 OR flux > 0 | Half | | Strong Bear | mom < 0 AND flux < 0 | Full | | Weak Bear | mom < 0 OR flux < 0 | Half | | Neutral | Neither side dominates | Transparent | The display mode (Both / Bull / Bear / None) lets traders mute one half if they only trade one direction. **Confluence Buy / Sell Triangles** A separate signal layer rides outside the gauges. The detector fires only when momentum crosses its signal line WHILE in the opposite zone past the Signal Threshold AND with flux in the opposite direction (classic mean-reversion logic): - **Buy ▲** (below bear gauge at −90) — `xMomUp AND momVal < −threshold AND fluxVal < 0` - **Sell ▼** (above bull gauge at +85) — `xMomDn AND momVal > +threshold AND fluxVal > 0` Each triangle pairs with an invisible label carrying a tooltip that lists current mom, signal, flux, the active threshold, and a one-line interpretation of the trigger. The Signal Threshold (default 40) is independent of the Divergence Sensitivity setting — the two engines need different thresholds (divergence wants permissive at 25 for pivot detection, confluence wants strict at 40 for deep mean-reversion triggers). 🟦 DIVERGENCE DETECTION A cross-confirmed, dual-anchor detector that fires on signal-line crossovers (NOT on Pine pivots). Regular divergences signal exhaustion reversals, Hidden divergences signal trend continuation. **Four divergence types:** | Type | Price | Momentum | Signal | |---|---|---|---| | Regular Bull (D▲) | Lower Low | Higher Low | Potential reversal up | | Regular Bear (D▼) | Higher High | Lower High | Potential reversal down | | Hidden Bull (H▲) | Higher Low | Lower Low | Uptrend continuation | | Hidden Bear (H▼) | Lower High | Higher High | Downtrend continuation | Regular divergence uses solid lines; Hidden uses dashed lines — visually quieter to match the continuation signal's lower conviction tier. Labels (D▲ / D▼ / H▲ / H▼) each carry a tooltip-rich hover with price + momentum + meaning context. **Dual-Anchor Logic** The key engineering choice. Regular and Hidden divergences each maintain their own separate anchor pair: - **Regular anchors** — stored only at extreme-zone crosses (|mom| > Sensitivity). Catches classical exhaustion reversals at deep extremes. - **Hidden anchors** — stored at ANY signal-line cross, regardless of zone. Shallow pullbacks inside an established trend rarely push momentum past ±Sensitivity, so the Hidden detector must accept every cross to capture the classical "price HL + mom LL" / "price LH + mom HH" continuation pattern. A detected divergence consumes its anchor (resets to na) so the next setup starts fresh. **Smart Divergence Filter (AI)** Optional pre-filter that rejects low-quality divergences before they render. Three independent gates: 1. **Min Momentum Swing** — minimum |momentum| difference between the two pivot momentum values (default: 10 units). Drops noise-level differences. 2. **Min Price Swing (%)** — minimum price swing between pivots as a percentage of the recent `Momentum Length × 4` high-low range (default: 0.3%). Drops divergences where price barely moved relative to recent volatility. 3. **Require Flux Confirmation** — Flux must agree with the divergence direction at the moment of detection (Bull div needs Flux > 0, Bear div needs Flux < 0). Filters out divergences that fire counter to the broader directional bias. When the master toggle is OFF (default), all detected divergences render. When ON, only divergences that clear all three gates survive. The filter applies identically to chart rendering and alert conditions — no mismatch between visual and alert signals. 🟦 COMPOSITE TS SCORE (0–100) A weighted blend of every analytical layer into a single RSI-style 0–100 reading. 50 is neutral, > 50 leans bull, < 50 leans bear. | Component | Weight | Mapping | |---|---|---| | Momentum | 30% | mom value mapped from −100..+100 → 0..100 | | Flux | 30% | flux value mapped the same way | | Mom × Signal | 15% | 70 if mom > sig, else 30 (slope direction confirmation) | | Confluence | 25% | 90 strong-bull / 65 weak-bull / 50 neutral / 35 weak-bear / 10 strong-bear | The score is rounded to the nearest integer and labelled into five tiers in the dashboard: STRONG BULL (≥75) / BULL (≥60) / NEUTRAL (40–59) / BEAR (≥25) / STRONG BEAR (<25), each prefixed with a directional glyph (▲ ▼ ■). The tier label gives traders an executive summary at a glance — one row in the dashboard tells you what every other row collectively says. 🟦 MULTI-TIMEFRAME CONFLUENCE A separate PRO panel that runs the full Momentum + Flux + Confluence stack on four higher timeframes simultaneously via `request.security()` and surfaces the overall alignment state. All MTF calls use `lookahead = barmerge.lookahead_off` — fully repaint-safe on every closed bar. **Six Presets** Pre-tuned four-timeframe packs matched to common trader profiles: | Preset | TF 1 | TF 2 | TF 3 | TF 4 | Use case | |---|---|---|---|---|---| | Scalp | 1m | 5m | 15m | 1h | Fast scalper | | Intraday | 5m | 15m | 1h | 4h | Day trader | | Swing | 15m | 1h | 4h | 1D | Default — swing trader | | Position | 1h | 4h | 1D | 1W | Position trader | | Crypto | 5m | 15m | 1h | 4h | 24/7 markets | | Forex | 15m | 1h | 4h | 1D | Session-based markets | **Alignment Detection** Each TF returns a bias tag (▲ STRONG / ▲ WEAK / ▼ STRONG / ▼ WEAK / ◈ NEUTRAL) and a direction code (+1 / 0 / −1). The header rolls up the four codes into one of three states: - **▲▲▲▲ ALIGNED** — all four TFs bullish (highest-conviction long setup) - **▼▼▼▼ ALIGNED** — all four TFs bearish (highest-conviction short setup) - **◈ MIXED** — TFs disagree (no clean direction) **Divergence Detection** When the current chart's bias contradicts ≥ 3 of the 4 HTF biases (e.g., chart bullish but 3+ HTFs bearish), an MTF Divergence flag fires — a contrarian / counter-trend warning. Treat as a "current move may be a bull / bear trap" signal. **Panel Style** Direction is conveyed purely by the ▲ / ▼ glyphs in each row's tag — never by cell colour. Every cell uses a uniform `thBull` text colour matching the main Dashboard, so the two panels feel like one product across all twelve themes, light and dark alike. 🟦 BAR COLORING Five mutually exclusive modes apply an oscillator-driven colour to every price bar on the chart: | Mode | Behavior | |---|---| | None | Leave bars untouched (default) | | Momentum | Bull when mom > 0, bear when mom < 0 | | Flux | Bull when flux > 0, bear when flux < 0 | | Squeeze | Theme-native ramp when compressed, neutral otherwise | | Confluence | Strong / Weak / Neutral tiers via mom + flux agreement | | Slope | Bull when mom > signal, bear when mom < signal | Colours are pulled from the active theme — no per-mode color picker needed. 🟦 DASHBOARD A compact 2-column, 8-row data panel renders on the last bar when enabled. Every value derives from variables already computed upstream, so the dashboard adds zero overhead until the final bar. | Row | Left | Right | |---|---|---| | Header | Artemis Squeeze | ▲ STRONG BULL / ▲ WEAK BULL / ■ NEUTRAL / ▼ WEAK BEAR / ▼ STRONG BEAR | | TS Score | TS Score | 0–100 composite + tier label (STRONG BULL / BULL / NEUTRAL / BEAR / STRONG BEAR) | | Momentum | Momentum | Current value + trend arrow (▲ ▼ ■) | | Flux | Flux | Current value + trend arrow (▲ ▼ ■) | | Squeeze | Squeeze | TIGHT / MID / LOOSE / — | | Confluence | Confluence | STRONG BULL / WEAK BULL / NONE / WEAK BEAR / STRONG BEAR | | Div | Div | Most recent divergence within last 50 bars (▲ REG / ▼ REG / ▲ HID / ▼ HID / —) | | Slope | Slope | ▲ UP / ▼ DOWN / ■ FLAT | **Theme-Adaptive Chrome** The dashboard auto-inverts its layout based on the active theme: - **Dark themes** (Tropic, Amber, Pastel, Cyber, Helios, Electric, Candy, Bloomberg, Solar, Royal): header and footer use a faint `thBull` tint, middle rows stay solid dark, text uses full-saturation `thBull`. Border uses `thBull` at 20% transparency for strong theme presence. - **Light themes** (Midnight, Graphite): backgrounds flip to white, text stays `thBull` (which is itself dark on these themes), border uses `thBull` at 40% transparency. This guarantees text legibility against every palette without per-theme manual tuning. The MTF Confluence panel uses identical chrome rules so the two panels feel like one product. **Position & Size** Six anchor slots (Top / Middle / Bottom × Left / Right) and four text sizes (Tiny / Small / Normal / Large). The Dashboard defaults to Bottom Right and the MTF panel to Top Right — vertically opposite so the two never overlap. 🟦 COLOR THEMES Twelve cohesive palettes, each resolving to four axis colours plus a four-step squeeze ramp: | Theme | Character | Bull | Bear | |---|---|---|---| | Tropic | Cyan steel + deep orange | #00bcd4 | #ff6d00 | | Amber | Warm amber + ember red | #ff9800 | #e53935 | | Pastel | Sky blue + soft lavender | #4fc3f7 | #9575cd | | Cyber | Neon lime + hot crimson | #00e676 | #ff1744 | | Helios | Bright gold + scarlet | #ffd600 | #ef5350 | | Electric | Electric aqua + magenta | #00e5ff | #e040fb | | Candy | Neon green + hot pink | #69F0AE | #FF4081 | | Bloomberg | Terminal orange + cyan | #ff8c00 | #00b0ff | | Solar | Solarized olive + crimson | #859900 | #dc322f | | Royal | Imperial gold + deep purple | #ffd700 | #6a0dad | | Midnight | Deep navy + dark crimson | #0d47a1 | #b71c1c | | Graphite | Near-black + silver grey | #1a1a1a | #757575 | Beyond the four axis colours (bull / bear / neutral / signal), each theme also defines its own four-step squeeze ramp (tight / mid / loose / release) drawn from its own colour family — so the squeeze column and the ♦ release marker harmonise with the active theme rather than imposing a generic warning hue. Nothing below the theme resolver block references a raw hex literal, so a single dropdown selection drives every plot, fill, gauge, divergence line, dashboard cell, MTF panel and bar colour. 🟦 ALERT SYSTEM Twenty-two alert conditions, all using `alert.freq_once_per_bar_close`. Each alert is gated by its own toggle in the Alerts group — hiding a feature on the chart silences its alerts automatically. | Alert | Condition | |---|---| | Confluence Buy | Mom crossed UP through signal while below −Threshold AND Flux bearish | | Confluence Sell | Mom crossed DOWN through signal while above +Threshold AND Flux bullish | | Momentum Cross Up | Mom crossed above zero | | Momentum Cross Down | Mom crossed below zero | | Flux Cross Up | Flux crossed above zero | | Flux Cross Down | Flux crossed below zero | | Bullish Swing | Mom × signal upward cross (any zone) | | Bearish Swing | Mom × signal downward cross (any zone) | | Strong Bull Confluence | Mom AND flux both turned bullish | | Strong Bear Confluence | Mom AND flux both turned bearish | | Weak Bull Confluence | Mom OR flux turned bullish | | Weak Bear Confluence | Mom OR flux turned bearish | | Tight Squeeze | stdev < ATR × 0.5 | | Mid Squeeze | stdev < ATR × 0.75 | | Loose Squeeze | stdev < ATR × 1.0 | | Regular Divergence | D▲ or D▼ detected (respects Smart Filter) | | Hidden Divergence | H▲ or H▼ detected (respects Smart Filter) | | Squeeze Release ♦ | stdev re-expanded above ATR × 1.0 | | MTF Aligned | All four MTF timeframes agree on direction | | MTF Divergence | Current chart bias contradicts ≥ 3 of 4 HTF biases | Each alert fires through `alert()` so the message body carries live context — direction, current values, the trigger condition, and a one-line interpretation. Divergence alerts respect the Smart Filter — if the filter is ON and a divergence is rejected visually, the alert will also not fire. 🟦 SETTINGS REFERENCE **Visual** - Theme — 12 cohesive palettes. Default: Tropic **Bar Coloring** - Bar Color Mode — None / Momentum / Flux / Squeeze / Confluence / Slope. Default: None **Momentum Core** - Length — Lookback for both the Momentum engine and the Squeeze window. Range 7–50. Default: 20 - Signal Length — SMA smoothing for the signal line. Range 2–7. Default: 3 - Show Momentum — Toggle. Default: ON **Directional Flux** - Length — Lookback for the Flux engine. Range 7–50. Default: 30 - Use Heiken Ashi Bias — Toggle. Default: OFF - Show Flux — Toggle. Default: ON **Squeeze Engine** - Show Squeeze — Toggle. Default: ON - Show Squeeze Release — Toggle for the ♦ marker. Default: ON **Confluence Gauges** - Display Mode — Both / Bull / Bear / None. Default: Both - Signal Threshold — |momentum| floor for Buy ▲ / Sell ▼ arrows. Range 10–80. Default: 40 **Divergence** - Sensitivity — |momentum| floor for Regular div detection. Range 10–50. Default: 25 - Regular Divergence — Toggle. Default: ON - Hidden Divergence — Toggle. Default: ON - Show Divergence Lines — Toggle. Default: ON - Show Divergence Labels — Toggle. Default: ON - Label Size — Tiny / Small / Normal / Large. Default: Tiny - Smart Divergence Filter (AI) — Master toggle. Default: OFF - Min Momentum Swing — Default: 10.0 - Min Price Swing (%) — Default: 0.3% - Require Flux Confirmation — Default: ON **Multi-Timeframe** - Show MTF Panel — Toggle. Default: ON - Timeframe Preset — Scalp / Intraday / Swing / Position / Crypto / Forex. Default: Swing - Panel Position — 6 anchor slots. Default: Top Right - Panel Text Size — Tiny / Small / Normal / Large. Default: Small **Dashboard** - Show Dashboard — Toggle. Default: ON - Panel Position — 6 anchor slots. Default: Bottom Right - Panel Text Size — Tiny / Small / Normal / Large. Default: Small **Alerts** - 20 toggles covering all 22 alert conditions (Regular and Hidden divergence each drive two alerts — bull + bear — from one toggle). - Defaults ON: Confluence Buy/Sell, Mom Cross Up/Dn, Flux Cross Up/Dn, Strong Bull/Bear Confluence, Tight Squeeze, Regular Divergence, Squeeze Release, MTF Aligned. - Defaults OFF: Swings, Weak Confluences, Mid/Loose Squeeze, Hidden Divergence, MTF Divergence. 🟦 COMPATIBILITY Works on all asset classes and all timeframes in TradingView Pine Script v6. - Crypto: Spot, futures, perpetual contracts - Forex: All pairs - Equities: Stocks, ETFs, indices - Commodities: Metals, energy, agriculture - Timeframes: 1m through Monthly The channel-aware ATR normalization in the Momentum engine, the ATR-normalized Flux ratio, and the stdev / ATR squeeze tests make every layer volatility-agnostic. The same default settings work on a 1m BTC chart and a weekly index chart without retuning. The MTF presets cover the common scalp / intraday / swing / position profiles plus dedicated Crypto and Forex packs. 🟦 DISCLAIMER This indicator is provided for educational and informational purposes only. It does not constitute financial advice. Past performance does not guarantee future results. Always conduct your own analysis and apply proper risk management.
Индикатор Pine Script®
от a_jabbaroff
24
Helios Volatility Forecast [JOAT]Helios Volatility Forecast Helios Volatility Forecast is a Yang-Zhang volatility estimator with regime classification, a volatility cone (historical percentile bands), an HMA-smoothed forecast line, and a position-size suggestion. Volatility is classified into four regimes (LOW / NORMAL / ELEVATED / EXTREME) by percentile rank against its own history. Cross-pane elements paint a soft regime tint and a position-multiplier suggestion onto the price chart. What makes it different Most volatility indicators use a simple close-to-close standard deviation, which discards intraday range information and ignores overnight gaps. The Yang-Zhang estimator combines four components — overnight close-to-open variance, intraday open-to-close variance, and a Rogers-Satchell range term — into a single estimator that is more accurate than close-to-close for instruments that gap. A 4-band volatility cone (5th, 25th, 50th, 75th, 95th percentile of the past 100 bars) is plotted around the current volatility, with gradient fills bracketing tails and the interquartile range. A 4-regime classifier (LOW / NORMAL / ELEVATED / EXTREME by percentile thresholds at 25, 65, 90) drives a cross-pane tint on the price chart and a numeric position-size multiplier suggestion. The suggestion scales inversely with realized vol — wider sizes in low-vol regimes, halved sizes in extreme-vol regimes. An HMA forecast line projects the smoothed vol trajectory ahead. Forecast-crossing-realized alerts fire when expansion or contraction is imminent. How it works Yang-Zhang formula combines overnight return, intraday return, and Rogers-Satchell range term, weighted by k = 0.34 / (1.34 + (len + 1) / (len - 1)). Percentile rank of sigma_yz over a 100-bar history equals vol_pct. Regime classification: LOW below 25, NORMAL 25 to 65, ELEVATED 65 to 90, EXTREME above 90. HMA of sigma_yz equals the forecast. Forecast direction equals the sign of (forecast minus current). Position-size multiplier equals clamp(1.5 minus vol_pct / 100, 0.3, 1.5). Vol-of-vol (stdev of recent realized vol) feeds a regime stickiness indicator. Reading the chart In-pane : regime-tinted volatility line (vivid mint for LOW, neutral white for NORMAL, amber for ELEVATED, vivid red for EXTREME), HMA forecast line with direction-color flow, five vol-cone percentile lines. Cross-pane : soft regime tint background on the price chart, plus a Size x0.50 EXTREME vol label updating each bar. A vol-of-vol panel as a sub-strip at the top of the pane. Five right-edge cone percentile labels (p5 / p25 / p50 / p75 / p95). A current-vol percentile rank label. Regime change timeline labels on the price chart at each regime transition. Cross-pane vol-cone touch markers when vol crosses p95 (breakout) or p5 (contraction). A regime stickiness indicator (how long the regime has been in its current state). Forward expected-range lines on the price chart (close plus or minus forecast times ATR scalar). Signals Regime up / down (any percentile-bucket transition) Extreme vol entry Low vol entry Vol breakout (sigma crosses above p95 of its own history) Vol contract (sigma crosses below p5) Vol Z-shock up / down (when vol z-score exceeds plus or minus 2) Forecast cross up / down (forecast vs realized) All gated on barstate.isconfirmed or barstate.ishistory. No future references. No lookahead_on. Inputs Volatility : Yang-Zhang window, regime percentile lookback, forecast HMA length. Visual : bullish (low vol) color, bearish (extreme vol) color, elevated (amber) color, cone toggle, forecast toggle, cross-pane candles toggle, regime pulse toggle. Dashboard : position, size. How traders use this Position sizing : scale entries inversely with the regime. Full size in LOW, default in NORMAL, half in ELEVATED, third in EXTREME. The multiplier label provides the suggested factor. Volatility breakouts : vol crossing above p95 historically precedes large directional moves. Tighten trailing stops or reduce holding time. Volatility contraction : vol crossing below p5 historically precedes range / chop. Reduce directional bias. Consider mean-reversion strategies. Regime-aware stops : in ELEVATED or EXTREME regimes, ATR-based stops should be wider. In LOW regimes, tighter. The pos-mult label codifies this implicitly. Limitations Yang-Zhang assumes log-normal returns and lognormality breaks down during fat-tail events (it under-estimates vol in true crash regimes). Percentile classification needs sufficient history. The default 100-bar lookback can be lengthened for stable instruments. The position-size multiplier is a heuristic, not a portfolio-management recommendation. Combine with your own risk-management framework. The HMA forecast lags slightly behind real-time changes. Treat as smoothed trend, not pinpoint prediction. Compatibility Pine Script v6 open-source indicator (pane plus cross-pane). Any symbol, any timeframe. Cross-pane elements use force_overlay=true. No request.security calls. Defaults 20-bar Yang-Zhang window, 100-bar regime lookback, 5-bar HMA forecast, mint / red / amber palette, top-right medium dashboard. Credits Yang-Zhang estimator from D. Yang and Q. Zhang, Drift-Independent Volatility Estimation Based on High, Low, Open, and Close Prices , Journal of Business (2000).
Индикатор Pine Script®
от officialjackofalltrades
Volatility Cluster Pressure [JOAT]Volatility Cluster Pressure Introduction Volatility Cluster Pressure tracks EWMA variance, realized volatility, vol-of-vol, jump intensity, compression, expansion, and unstable cluster states. This open-source indicator is designed as a context tool, not a standalone trading system. It focuses on explaining the current market state with restrained visuals and confirmed-bar logic where signals are used. Core Concepts 1. EWMA Variance A recursive lambda model emphasizes recent returns while retaining volatility memory. 2. Volatility Rank EWMA volatility is ranked within a historical window. 3. Jump Intensity Absolute return deviations identify abnormal movement relative to recent behavior. 4. Pressure Rails Volatility and instability expand adaptive pressure rails around price. ewmaVar := lambda * ewmaVar + (1 - lambda) * logRet * logRet Features EWMA/GARCH-style variance pressure Volatility rank and vol-of-vol Jump z-score Compression, expansion, and unstable states Adaptive pressure rails and HUD Input Parameters Cluster window and EWMA lambda Cluster pressure and compression gates Cooldown Rails, candles, and HUD toggles HUD position selector How to Use This Script Use VCP to understand volatility conditions before interpreting signals. Compression, expansion, and unstable states describe risk environment. Limitations The script uses historical OHLCV data and cannot know future prices. Signals and states can be late during fast reversals because confirmed-bar logic is used to reduce repainting. Model outputs should be interpreted with market context, risk controls, and independent analysis. No visual state should be treated as a certain trade outcome. Originality Statement VCP is original in combining recursive variance, vol rank, jump pressure, instability, and adaptive rails. Disclaimer This indicator is provided for educational and informational purposes only. It is not financial advice, investment advice, or a recommendation to buy or sell any financial instrument. All calculations are derived from historical market data and may produce inaccurate readings in some market conditions. No indicator can predict future market behavior. Use proper risk management and independent judgment. -Made with passion by jackofalltrades
Индикатор Pine Script®
от officialjackofalltrades
Thorp Kelly Risk Engine [JOAT]Thorp Kelly Risk Engine Introduction Thorp Kelly Risk Engine is a risk-quality study that tracks virtual outcomes, Kelly estimates, Bayesian shrinkage, drawdown pressure, survival score, and deployment state. This open-source indicator is designed as a context tool, not a standalone trading system. It focuses on explaining the current market state with restrained visuals and confirmed-bar logic where signals are used. Core Concepts 1. Virtual Outcome Tracker Trend setups create virtual reward/risk outcomes measured in ATR units. 2. Kelly Estimate Win rate and payoff ratio produce full and fractional Kelly-style estimates. 3. Bayesian Shrinkage A prior win rate reduces overconfidence when sample size is small. 4. Survival and Desk Score Drawdown, volatility, signal density, convexity, and uncertainty combine into risk state. kelly = (payoff * winRate - lossRate) / payoff Features Virtual outcome sampling Fractional and Bayesian Kelly estimates Drawdown throttle and volatility brake Ruin-adjusted Kelly Prime, defense, and lockdown states Input Parameters Trend, RSI, and ATR lengths Reward and risk ATR Kelly fraction and max allocation Minimum sample and drawdown brake Display toggles and HUD position How to Use This Script Use TKR as risk context. Prime states suggest healthier virtual samples; defensive and lockdown states warn that model risk is elevated. Limitations The script uses historical OHLCV data and cannot know future prices. Signals and states can be late during fast reversals because confirmed-bar logic is used to reduce repainting. Model outputs should be interpreted with market context, risk controls, and independent analysis. No visual state should be treated as a certain trade outcome. Originality Statement TKR is original in combining Kelly math, Bayesian shrinkage, drawdown throttling, survival scoring, and uncertainty cones. Disclaimer This indicator is provided for educational and informational purposes only. It is not financial advice, investment advice, or a recommendation to buy or sell any financial instrument. All calculations are derived from historical market data and may produce inaccurate readings in some market conditions. No indicator can predict future market behavior. Use proper risk management and independent judgment. -Made with passion by jackofalltrades
Индикатор Pine Script®
от officialjackofalltrades
Markowitz Frontier Compass [JOAT]Markowitz Frontier Compass Introduction Markowitz Frontier Compass compares the chart symbol against a peer basket using inverse-volatility weights, correlation drag, diversification benefit, factor scores, and active risk budget. This open-source indicator is designed as a context tool, not a standalone trading system. It focuses on explaining the current market state with restrained visuals and confirmed-bar logic where signals are used. Core Concepts 1. Inverse-Volatility Basket Each peer receives an inverse-volatility weight to form a portfolio-context benchmark. 2. Correlation Drag Average pairwise correlation reduces diversification value when assets move together. 3. Factor Composite Quality, momentum, low-volatility, and carry-style behavior are combined. 4. Risk Budget Institutional grade, entropy, concentration, and factor state become active or defensive budget context. frontierScore = efficiency + diversification - correlationDrag - concentration Features Peer basket context Inverse-volatility weighting Correlation drag and diversification benefit Factor composite and allocation entropy Risk-on, defense, and factor-prime states Input Parameters Peer symbols Return window and smoothing Risk-free annual percent Correlation stress and concentration gates Display toggles and HUD position How to Use This Script Use MFC as cross-asset context. Risk-on or factor-prime states suggest constructive basket behavior; defense states warn of stress. Limitations The script uses historical OHLCV data and cannot know future prices. Signals and states can be late during fast reversals because confirmed-bar logic is used to reduce repainting. Model outputs should be interpreted with market context, risk controls, and independent analysis. No visual state should be treated as a certain trade outcome. Originality Statement MFC is original in combining portfolio theory, factor scoring, entropy, and risk-budget logic in one open-source study. Disclaimer This indicator is provided for educational and informational purposes only. It is not financial advice, investment advice, or a recommendation to buy or sell any financial instrument. All calculations are derived from historical market data and may produce inaccurate readings in some market conditions. No indicator can predict future market behavior. Use proper risk management and independent judgment. -Made with passion by jackofalltrades
Индикатор Pine Script®
от officialjackofalltrades
Entry Gate - ADR% / ADV / ATR MultipleThree critical pre-trade filters, always visible right on your chart. Before entering any swing trade, three questions determine whether the setup is even worth considering: is this stock volatile enough to move my account, is it liquid enough to trade cleanly, and is it too extended to enter now? Entry Gate answers all three at a glance, in a single corner of your chart. ADR% (Average Daily Range) measures how much a stock moves on an average day. Too low and it won't move your portfolio. Too high and daily noise will stop you out randomly. ADV (Average Dollar Volume) measures how much money flows through the stock each day. Liquid stocks respect key levels, pull back cleanly to moving averages, and don't gap on low volume. Illiquid stocks do the opposite. ATR Multiple measures how extended the price is above its 50-day moving average, expressed in ATR units. The further extended, the higher the probability of a pause or reversal. Based on jfsrev's published formula: % Gain from MA divided by ATR%. ATR% rounds out the dashboard with the raw volatility number for context. All values are color-coded against your thresholds: 🟢 Green — within your ideal range 🟠 Orange — borderline, proceed with caution 🔴 Red — outside your criteria A yellow dot also plots above the bar when the ATR Multiple exceeds your trigger level, marking historically extended zones at a glance. Fully customizable: Independent thresholds for ADR%, ADV, and ATR Multiple Warning zones for borderline values Lookback periods for each calculation Font size, table position, dot size and offset Color customization for good / warning / bad / ATR / dot All values are pulled from the daily timeframe via request.security, so the numbers stay consistent whether you're on a daily, weekly, or intraday chart. Default thresholds are calibrated for swing traders running mid-sized accounts. Adjust to match your strategy. Credits to ArmerSchlucker for the original ADR% table indicator, MikeC / TheScrutiniser and GlinckEastwoot for the ADR% formula, and jfsrev / Fred6724 for the ATR% Multiple from 50-MA approach.
Индикатор Pine Script®
от vinthomas