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Adaptive Nadaraya-Watson (Non Repainting) [Metrify]To understand this implementation of the Nadaraya-Watson estimator, we have to look at the core equation governing non-parametric regression. This script aren't trying to average prices; we are trying to find the probability density of where price should be relative to its recent history. 1. The Kernel Physics (Bandwidth Modulation) In standard kernel regression, you have a bandwidth parameter (h). This controls the "smoothness" of the curve. If h is too low, the curve jitters with every tick of noise. If h is too high, it acts like a sluggish SMA. A static h fails because market volatility is dynamic. When the market explodes (high volatility), a tight bandwidth generates false signals. When the market sleeps, a wide bandwidth misses the micro-trends. It try solving this by making h a function of the Asset's volatility ratio: heff​=h×max(0.5,min(SMA(ATR20​,100)ATR20​​,2.0)) If the current ATR(20) is double the long-term average (100), the bandwidth doubles. This forces the estimator to "zoom out" during chaos, effectively ignoring noise that would otherwise look like a reversal. vol_ratio = use_vol ? vol_raw / (vol_base == 0 ? 1 : vol_base) : 1.0 vol_mod = math.max(0.5, math.min(vol_ratio, 2.0)) h_eff = h_val * vol_mod 2. The Gaussian Loop (Endpoint Estimation) Standard Nadaraya-Watson scripts repaint because they calculate the regression over a full window centered on the bar. To make this usable for live trading, we must calculate the Endpoint Estimate. We iterate backward from the current bar (i=0) to the lookback limit. For every historical price Xi​, we calculate a weight wi​ based on how far away it is in time (distance). The weight is derived from the Gaussian Kernel function: wi​=exp(−2heff2​i2​) Price data closer to the current bar (i=0) gets a weight near 1.0. Data further away (i=50) decays exponentially toward 0. for i = 0 to lookback by 1 float dist = float(i) float w = math.exp(-math.pow(dist, 2) / (2 * math.pow(h_eff, 2))) num := num + w * src den := den + w 3. Statistical Deviation (MAE vs. StDev) Most Bollinger Band-style indicators use Standard Deviation (Root Mean Square). The problem with StDev is that it squares the errors, which heavily penalizes large outliers. In crypto or volatile forex pairs, one wick can blow out the bands for 20 bars. This one use Mean Absolute Error (MAE) instead. MAE=N1​∑∣Price−y^​∣ MAE is linear. It measures the average distance price strays from the kernel estimate without squaring the penalty. This creates "tighter" bands that adhere closer to price action during normal trend behavior but don't expand ridiculously during a flash crash. Pine Script float error = math.abs(src - y_hat) float mae = ta.sma(error, lookback) We project two sets of bands: Inner Band (Balanced): The "Noise Zone". Price inside here is considered random walk. Outer Band (Precision): The "Exhaustion Zone". Price reaching here is statistically unlikely (2.8x MAE). Input & Visual Summary Kernel Physics: h_val: The base smoothness. Lower (e.g., 6) = faster, noisier. Higher (e.g., 10) = slower, smoother. use_vol: Keep this TRUE. It prevents the bands from being too tight during news events. Envelope Statistics: mult_in / mult_out: These are your risk settings. 1.5/2.8 is a standard deviation-like setting suited for MAE.
Pine Script® 인디케이터
Metrify의
SFP Trend & VWAP Liquidity Pro [Zofesu]🎯 SFP Trend & VWAP Liquidity Pro Master the Flow with Institutional Precision. It was primarily built on Nasdaq, sometimes works on Crypto and Commodities, mostly on Indices. Suitable for periods when the market is going sideways. Requires longer setup. This indicator is a high-performance trading tool designed to identify Swing Failure Patterns (SFP) while maintaining strict alignment with market momentum. By combining Dynamic Liquidity Zones with a Dual-Filter Trend Engine , it ensures you only trade the most high-probability sweeps in the direction of institutional money. 🧠 The Philosophy Trading liquidity sweeps (SFP) without a trend filter is like catching falling knives. This tool solves that by requiring Confluence . It identifies where retail stop-losses are being hunted and confirms if the major trend (VWAP/MA) is ready to defend that level. 🛠️ Key Features & Functionality ⚡ Smart SFP Detection: Automatically tracks historical Swing Highs and Lows to detect "fakeouts" where price sweeps liquidity and closes back within the range. 🛡️ Dual-Filter Trend Engine: Two fully customizable filters (EMA, SMA, HMA, or VWAP). You can use them to define a "Golden Zone" for entries. ⚓ Professional VWAP Anchoring: Choose how your volume-weighted price resets—Session, Week, Month, or Year. This allows you to track institutional value from intraday to long-term swing perspectives. 📊 Dynamic Liquidity Lines: Real-time visual tracking of the most recent "Upper" and "Lower" liquidity levels. ⚙️ Customizable Modes The Institutional Fort: Use two slow MAs (e.g., 2000 & 5000) for maximum safety. Only take SFPs that align with the long-term macro trend. The Volume Specialist: Combine one MA with a Weekly/Monthly VWAP. This aligns price action with pure volume-weighted value. The Pure Aggressor: Turn off MA filters and use only Session VWAP for high-frequency scalping and rapid liquidity plays. 🚀 How to Trade with STVL Pro Long Signal (BULL SFP): Price sweeps below a Swing Low but closes above it + Price is trending above your active Filters (A & B). Short Signal (BEAR SFP): Price sweeps above a Swing High but closes below it + Price is trending below your active Filters (A & B). You can preset filter A to EMA 2000 You can preset filter B to HMA 5000. If the price is approaching the green lookback, just switch filter B to VWAP, you don't have to change the numbers. VWAP automatically uses the "Session" setting. So you will have EMA as support on the chart and VWAP will search for SFP. If HMA is closer to the red lookback zone, switch filter A to VWAP, it will search for SFP for short. SFP label may not always appear, it is very strict. ⚠️ Disclaimer Past performance does not guarantee future results. Always use proper risk management. Designed for disciplined traders who value quality over quantity.
Pine Script® 인디케이터
Zofesu의
SAl VWAP LITE SA Final VWAP — LITE (Beginner Guide) This strategy is designed to only take trades when 3 layers agree: Market posture (HTF = 1H VWAP direction) Mid confirmation (MID = 15m VWAP direction) Execution entry (your chart timeframe signal: SMA trend + VWAP + wick flip + RSI) It’s built to avoid chop by requiring trend + location + momentum + a reversal wick trigger. 1) What the script does (in plain English) A Long (green) signal happens only when ALL are true: ✅ HTF VWAP is bullish (price above VWAP on 1H) ✅ MID VWAP is bullish (price above VWAP on 15m) ✅ Execution trend is bullish (SMA3 > SMA8 AND close > SMA8) ✅ Price is above VWAP on your current chart ✅ The prior candle had an upper wick (bearish rejection wick) ✅ RSI is strong (RSI > 55 by default) A Short (red) signal happens only when ALL are true: ✅ HTF VWAP is bearish (price below VWAP on 1H) ✅ MID VWAP is bearish (price below VWAP on 15m) ✅ Execution trend is bearish (SMA3 < SMA8 AND close < SMA8) ✅ Price is below VWAP on your current chart ✅ The prior candle had a lower wick (bullish rejection wick) ✅ RSI is weak (RSI < 45 by default) If those aren’t met, candles stay gray = no trade / neutral. 2) How to add it on TradingView (step-by-step) Open TradingView Click Pine Editor (bottom panel) Paste the full script Click Save Click Add to chart Go to Strategy Tester (bottom) to view results If you want alerts: You can still create alerts for strategy orders, but it works best if we convert it to an indicator version with alert conditions. (If you want, tell me and I’ll generate that version.) 3) Best instruments to use it on This type of VWAP+trend+RSI filter works best on instruments with: High liquidity Clean trend behavior Tight spreads / stable fills Best: Index futures: NQ / ES Index ETFs: QQQ / SPY Very liquid mega caps: AAPL / MSFT / NVDA Avoid thin stocks or random low-volume names. 4) Best timeframes to run it on (beginner safe) ✅ Recommended execution timeframes (where entries trigger) 1 minute (fast, best if you’re experienced) 3 minute (balanced) 5 minute (most beginner friendly) ✅ Gate timeframes (already built in) HTF = 60 min MID = 15 min These should usually stay as-is. 5) How to interpret the candle colors Green candle = A valid LONG signal fired on that bar Red candle = A valid SHORT signal fired on that bar Gray candle = No signal (do nothing) This is important: Gray is a feature, not a problem. Gray means the system is protecting you from chop. 6) What “Strict Mode (HTF=MID)” really means When Strict Mode = ON: HTF and MID must agree exactly This reduces signals but improves quality When Strict Mode = OFF: HTF alone can allow direction More trades, more noise Beginner rule: keep Strict Mode ON. 7) How to trade it (simple beginner rules) Long trade rules Wait for a green candle (signal candle) Enter at the close of the candle (or next candle open) Use your stop (your script currently uses TP+SL inside strategy) Short trade rules Wait for a red candle Enter at the close (or next candle open) Respect stop loss Most important discipline rule Do not take trades “because it’s close.” Take only when the candle is green/red. 8) Why the wick rule is powerful This is a key “needle shifter.” Long requires prior bearish wick (upper wick): That shows sellers tried to push up resistance / reject price — and failed. If the market is still above VWAP + trend is up, that wick often marks a “dip-then-go” continuation. Short requires prior bullish wick (lower wick): Buyers tried to defend and push up — but got rejected. Under VWAP + downtrend + weak RSI, that wick often becomes the last pullback before continuation down. So the wick rule helps avoid entering mid-candle or late chase entries. 9) How to avoid the 100-point reversal problem you mentioned Those big reversals usually come from one of these: (A) Taking signals inside chop Fix: keep Strict Mode ON, and keep RSI thresholds. (B) Trading directly into a major support/resistance zone Fix: Avoid entries right at prior day high/low, overnight high/low, or major swing points Don’t short directly into support; don’t long into resistance (C) News spikes Fix: Avoid trading major news windows (CPI, FOMC, Powell, NFP) VWAP systems can get steamrolled temporarily during high-impact releases 10) Beginner settings I recommend (starting defaults) Keep these: Strict Mode = ✅ ON RSI Length = 14 RSI Bull > 55 RSI Bear < 45 SMA = 3 & 8 (as you have now) HTF = 60m, MID = 15m If you want fewer trades but higher quality: RSI Bull > 58 RSI Bear < 42 wickMinTicks = 2 (filters tiny meaningless wicks) 11) What you should NOT do (common beginner mistakes) ❌ Don’t take trades when candles are gray ❌ Don’t reverse immediately because the opposite color appears one candle later ❌ Don’t use this as a prediction tool — it’s a confirmation tool ❌ Don’t force trades in low volume periods (midday chop) 12) Best “times of day” to trade it (for index products) For NQ/ES/QQQ/SPY, the cleanest VWAP trend behavior is usually: 9:35–11:00 ET (best) 1:30–3:30 ET (good) Avoid 11:30–1:15 ET (chop zone) Why You Should Monitor the Strategy Report (Very Important) This script is intentionally published as a strategy, not just an indicator. That is by design. The Strategy Tester Report is a core part of how this tool should be evaluated. When you open the Strategy Tester tab in TradingView, you gain insight into: Win rate consistency across timeframes Drawdown behavior during choppy vs trending conditions How often signals occur (selectivity matters) Performance differences between 1m, 3m, and 5m charts The value of the HTF + MID gating logic during high-risk periods ⚠️ Do not judge this tool based on a handful of trades or one session. Its real value shows up when you observe: Fewer trades during chop Cleaner participation during directional sessions Reduced exposure during regime conflict This is exactly why the higher-timeframe VWAP posture and RSI/wick filters exist. 🧠 How to Use the Strategy Report Effectively (Beginner Tip) To properly evaluate the system: Apply the strategy to one instrument (ex: NQ, ES, QQQ) Test one execution timeframe at a time (1m, 3m, or 5m) Keep HTF = 60m and MID = 15m fixed Review results over multiple days, not single sessions Pay attention to: Max drawdown Trade clustering Losing streak behavior (this matters more than win rate alone) This will give you a much more realistic understanding of what the system is designed to do. 🔒 About This Script (Important Notice) This SA Final VWAP — LITE script is intentionally: Condensed Restricted Directionally gated Missing advanced logic layers It represents the last free public release of this VWAP-based framework. The full version includes additional proprietary components such as: Expanded regime classification Enhanced VWAP slope and acceptance logic Advanced no-trade zones Multi-setup prioritization Internal failure-state suppression Additional probabilistic filters not exposed here These components materially change behavior during difficult market conditions and are not included in this public script. 📩 For Serious Users / Full Version Access If you find this indicator useful, insightful, or different from typical TradingView tools, you are encouraged to reach out directly. This script is meant to: Demonstrate the core logic Allow you to validate performance via the strategy report Help you decide whether the full framework is appropriate for your trading 📬 For access to the complete version and additional attributes of the algorithm, contact the author directly. This separation is intentional to: Protect intellectual property Maintain system integrity Ensure serious users receive proper context and guidance 🧭 Final Note This is not a prediction tool. It is a confirmation and participation framework designed to operate when probability, structure, and momentum align. Gray candles are protection. Green and red candles are permission. Use it with patience, discipline, and proper evaluation — and let the strategy report tell you the real story.
Pine Script™ 전략
SignalArchitecT_AI의
Retail Stop-Loss PredictorThe Psychology of Retail Stop-Loss Placement The "Safe" Buffer Trap Retail traders are taught to find a recent high or low and place their stop "just a few pips away" to avoid being wicked out. The Reality: Institutions know exactly where these "buffers" are. They look for clusters of these orders to create the volume they need to fill their large positions. The Indicator Solution: The SL Predictor automatically calculates these clusters by identifying "Pivots" and applying a Buffer Offset to show the actual zone where the "pain" is felt. 2. Detailed Description of the SL Predictor A. Multi-Timeframe (MTF) Anchoring The indicator doesn't just look at your current chart. It "anchors" zones from Higher Timeframes (HTF) like the 4-Hour or Daily. Why it matters: A stop-loss cluster on a 1-minute chart is a "speed bump." A stop-loss cluster on a Daily chart is a Liquidity Ocean. Visuals: These zones are drawn as shaded boxes that stay locked to the candle index, ensuring they don't move or repaint when you scroll. B. Round Number "Magnet" Logic Retailers have a psychological bias toward Round Numbers (e.g., $100.00, $1.2500). The Feature: The script identifies these psychological levels and marks them as secondary stop-loss zones. Institutions often "front-run" these levels or sweep them entirely to trigger mass liquidations. C. Mitigation & Clearing Once price enters a predicted stop-loss zone, the indicator changes the color to gray or removes the label. What this means: The "Fuel" has been used. The stops have been triggered. The market has found the liquidity it was looking for and is now ready to reverse or move to the next "pool." 3. Best Use Case: The "Liquidity Hunt" Strategy Step 1: Identify "Engineered" Liquidity Look for Equal Highs (Double Tops) or Equal Lows (Double Bottoms). Retailers see these as "Strong Resistance/Support" and pile their stops behind them. The Indicator: Will highlight these areas with a Red (Short Stops) or Green (Long Stops) shaded box. Step 2: Wait for the "Stop Run" Do not enter a trade when price is inside the zone. Wait for price to pierce the zone and then show a sign of rejection (like a long wick). Institutional Secret: This is the moment the "Smart Money" has finished buying from the retail sellers or selling to the retail buyers. Step 3: Execution (The "Reverse" Entry) Once the "Probable Stop" label disappears or the zone turns gray: Short Entry: If price swept a Red Zone and closed back below it. Long Entry: If price swept a Green Zone and closed back above it. Target: The Opposite stop-loss zone. You are trading from one pool of retail "fuel" to the next.
Pine Script® 인디케이터
Danish7421의
Supertrend with Keltner Channels ~ CharonQuantThe Supertrend with Keltner Channels Strategy is a trend-following and volatility indicator designed to filter noise and highlight high-quality directional opportunities. Core Logic The indicator is based on two complementary components: • Supertrend defines the primary market regime (bullish or bearish) • Keltner Channels define volatility expansion and contraction Signals are only generated when both trend direction and volatility breakout agree. Signal Conditions A Buy signal is triggered when: • Supertrend flips bullish • Price breaks above the upper Keltner Channel A Sell signal is triggered when: • Supertrend flips bearish • Price breaks below the lower Keltner Channel If one condition is missing, no signal is produced. This design prioritizes signal quality over signal frequency. Visual Structure The indicator uses a clear visual hierarchy: • Bar coloring reinforces directional bias • Supertrend acts as the main directional spine • Keltner Channels provide volatility context • Buy and Sell labels mark execution points All visual elements can be enabled or disabled from the Visual Settings panel. Development and usage notes: This indicator was developed and calibrated on the 1D INDEX:BTCUSD chart. You must tweak the parameters to fit your market, timeframe, and trading style. If you do not read this description or do not understand what the indicator is designed to do, do not use it. Indicators amplify both discipline and mistakes. Important reminder: No single indicator is sufficient on its own.
Pine Script® 인디케이터
CharonQuant의
Anh Nga 6.0 Split (Dynamic + MACD + PC)The script **Anh Nga 6.0 Split** is a professional-grade TradingView strategy designed for high-precision trading (specifically optimized for Gold/XAUUSD). It combines trend-following, momentum oscillators, and multi-timeframe analysis with a built-in automation bridge for **PineConnector** (MT4/MT5). Here is a breakdown of how the strategy works for users. --- ## 1. Core Logic: How it Triggers The strategy uses a "filter-first" approach, meaning it only looks for trades when multiple conditions align: * **Primary Signal:** Uses the **Wave Trend (WT)** oscillator. It looks for "Gold Crosses" (long) or "Death Crosses" (short) when momentum is at extreme levels. * **Trend Filter:** A dual Moving Average system (Fast 70 / Slow 140). It only buys if the price is above both and sells if below both. * **MACD MTF Filter:** A "Big Brother" check. It looks at the MACD histogram on the **15-minute** and **30-minute** timeframes to ensure you aren't trading against the higher-timeframe momentum. * **Overextension Guard:** It calculates the distance from the Fast MA using **ATR**. If the price has "run too far" from the average, it skips the trade to avoid buying the top or selling the bottom. --- ## 2. The "Split" Execution (Advanced Sizing) The strategy classifies trades into two quality tiers based on **Bollinger Band Zones**: | Trade Type | Condition | Position Size | | --- | --- | --- | | **AAA Zone** | Price is close to the Basis (Mean) | **100%** of your base lot | | **B Zone** | Price is slightly stretched | **80%** of your base lot | **Automated Partial Exits:** When a trade is entered, it splits the position into two orders: 1. **Partial Runner (65%):** Aimed at a closer "TP1" to lock in profits early. 2. **Final Runner (35%):** Aimed at the full Risk:Reward target. * **Break-Even Logic:** Once the first target is hit, the script automatically sends a command to move the Stop Loss to the entry price (BE). --- ## 3. Risk Management & Guards * **Reversal Guard:** Prevents "revenge trading" by enforcing a cooldown period (default 5 bars) after an exit before you can trade in the opposite direction. * **Dynamic Stop Loss:** Uses a **Bollinger Band Multiplier (1.7x)** to place stops outside of immediate market noise. * **Max SL Filter:** If the market is too volatile and the calculated Stop Loss is larger than your "Max SL Dollars" (e.g., $35), the strategy will skip the trade entirely. --- ## 4. PineConnector Automation The script is pre-configured to talk to MetaTrader 4/5 via **PineConnector**. * It generates formatted alert messages containing your **License ID**, **Magic Number**, and **Volume**. * It handles `buy`, `sell`, `modify` (for Break-Even), and `closeall` commands automatically. ### Visual Guide * **Teal Line:** Fast Moving Average (). * **White Line:** Slow Moving Average (). * **Green/Red Zones:** Visual "AAA" and "B" zones for entry quality. * **Red/Green Lines:** Active Stop Loss and Take Profit levels currently being tracked. ---
Pine Script™ 전략
ngamei2912의
Bar Count & EMA & PatternsA clean and practical charting tool designed for intraday traders, inspired by Al Brooks' Price Action methodology. Key Features: 📊 Bar Count Displays only during RTH (08:30-15:00) Supports 3-minute and 5-minute charts Shows bar 1 and multiples of 3 (3, 6, 9, 12...) Key levels highlighted: 18, 48, 81 (red), multiples of 12 (sky blue), bar 6 (light green) Optimized for China Securities Index Futures — 3-minute chart displays all 81 bars within RTH 📈 EMA Default 20-period EMA Customizable length, source, and color 🔍 Pattern Recognition Auto-detects Inside Bar (i) and Outside Bar (o) Supports complex patterns: II, OO, IOI, OIO Consecutive patterns extend automatically (e.g., iii, ooo) Design Philosophy: Inspired by Al Brooks' Price Action concepts, this indicator reduces chart noise and displays only essential information to support clearer trading decisions.
Pine Script® 인디케이터
JimmC98의
GoldenCube HMA FlowThis indicator builds a six‑line HMA system from a single base integer you enter. Each subsequent HMA period is generated by multiplying the previous period by φ³ ≈ 4.23606797749979 and rounding. The six HMAs are plotted on the chart, colored by slope, and grouped into three pairs with filled areas and an optional alignment alert. Sequence Generation Input: one integer called Base number (example: 55). Sequence rule: next = round(previous × φ³). Example: . The script computes these six integer lengths automatically and uses them as HMA periods. HMA Calculation and Timeframe Handling Standard HMA: each HMA is on the chart timeframe. Large-length handling: if HMA length > 5000 and the chart is intraday, the indicator computes that HMA on a timeframe that is 3× the current intraday period (for example 1m → 3m) using , then brings that higher‑TF HMA back onto the current chart. This avoids impractical minute‑level smoothing for extremely large periods. Visuals and Coloring Per-line coloring: each HMA line is colored green when its slope (current value − previous bar value) is non‑negative and red when negative. Plots: six HMA lines are plotted with fixed titles (HMA 1 … HMA 6). Label: a status label on the last bar shows the six lengths and each group’s bullish/bearish state. Group Logic and Alerts Groups: HMAs are paired into three groups — Group 1 = HMA1 & HMA2, Group 2 = HMA3 & HMA4, Group 3 = HMA5 & HMA6. Bull/Bear definition: a group is bullish when the first HMA in the pair is above the second, bearish otherwise. Fills: the area between each pair is filled green when bullish and red when bearish; fill colors are configurable. Alignment alert: an input toggle enables an alert condition that fires when Group 2 and Group 3 share the same trend direction (both bullish or both bearish). The script defines the alert condition; TradingView’s Alerts dialog is used to create notifications.
Pine Script® 인디케이터
aa_agents의
Quantum Mean Reversion Oscillator[Pineify]Quantum Mean Reversion Oscillator - Statistical Z-Score Based Trading Signals The Quantum Mean Reversion Oscillator (QMR) is a statistically-driven momentum indicator designed to identify high-probability mean reversion opportunities in any market. Built on the foundation of Z-score analysis, this oscillator measures how far price has deviated from its statistical mean, expressed in standard deviations. When price stretches too far from equilibrium, it tends to snap back—this indicator captures those precise moments. Key Features Z-Score based oscillator measuring price deviation from dynamic mean Adaptive EMA-based mean calculation for responsive trend detection Customizable standard deviation multiplier for volatility adjustment Built-in smoothing to filter market noise and reduce false signals Visual gradient glow effect showing momentum intensity Clear overbought/oversold threshold levels at +2.0 and -2.0 Automatic buy and sell signal generation on mean reversion events Pre-configured alert conditions for automated trading workflows How It Works The indicator employs a three-step calculation process rooted in statistical analysis: Dynamic Mean Calculation: Rather than using a simple moving average, the oscillator uses an Exponential Moving Average (EMA) as the basis. This makes the mean more responsive to recent price action while still maintaining statistical validity. Z-Score Computation: The core of this indicator is the Z-score formula: (Price - Mean) / Standard Deviation. This transforms raw price data into a normalized scale where values represent how many standard deviations price has moved from its mean. A reading of +2.0 means price is two standard deviations above average—a statistically significant extreme. Noise Reduction: The raw Z-score is smoothed using a Simple Moving Average to eliminate whipsaws and provide cleaner, more actionable signals. Trading Ideas and Insights Mean reversion is one of the most fundamental concepts in quantitative trading. Markets tend to oscillate around fair value, and extreme deviations often precede reversals. The QMR Oscillator quantifies this behavior: When the oscillator exceeds +2.0, price is statistically overbought—approximately 95% of price action occurs below this level under normal distribution When the oscillator drops below -2.0, price is statistically oversold—a zone where buying pressure typically emerges The crossback signals (crossing back inside from extremes) indicate the reversion has begun, providing entry timing This approach works particularly well in ranging markets and can identify exhaustion points in trending markets where pullbacks are likely. How Multiple Indicators Work Together The QMR Oscillator integrates three complementary statistical concepts into a unified framework: EMA for Mean: Provides a responsive baseline that adapts to changing market conditions faster than traditional SMA, ensuring the "fair value" reference point stays relevant. Standard Deviation for Volatility: Automatically adjusts the oscillator's sensitivity based on current market volatility. During high volatility, larger price moves are required to reach extreme readings, preventing false signals. SMA Smoothing: Applied as a final filter to remove noise without introducing significant lag, balancing responsiveness with reliability. These three components work synergistically—the EMA tracks the trend, standard deviation normalizes for volatility, and smoothing ensures signal quality. Unique Aspects Statistical Foundation: Unlike arbitrary oscillator boundaries, the +/-2.0 levels have statistical meaning—representing approximately 2 standard deviations from the mean Visual Gradient System: The glow effect intensifies as price moves further from equilibrium, providing intuitive visual feedback on momentum strength Adaptive Sensitivity: The deviation multiplier allows traders to adjust how extreme price must move before triggering signals, accommodating different trading styles and market conditions How to Use Add the indicator to your chart and observe the oscillator's position relative to the zero line and threshold levels Look for buy signals (B markers) when the oscillator crosses back above -2.0 from oversold territory Look for sell signals (S markers) when the oscillator crosses back below +2.0 from overbought territory Use the gradient glow intensity to gauge momentum strength—brighter colors indicate more extreme conditions Set up alerts using the built-in alert conditions for automated notifications Customization Mean Lookback (default: 20): Controls the EMA period for mean calculation. Shorter periods increase sensitivity; longer periods provide smoother readings Deviation Multiplier (default: 2.0): Adjusts how many standard deviations define the bands. Higher values require more extreme moves for signals Smoothing (default: 3): Controls noise filtering. Increase for smoother signals in choppy markets Bullish/Bearish Glow Colors: Customize the visual appearance to match your chart theme Show Reversion Signals: Toggle buy/sell markers on or off Conclusion The Quantum Mean Reversion Oscillator provides traders with a statistically rigorous tool for identifying mean reversion opportunities. By combining Z-score analysis with adaptive volatility measurement and intelligent smoothing, it offers a systematic approach to finding high-probability reversal points. Whether used as a standalone indicator or as confirmation for other analysis methods, the QMR Oscillator brings quantitative precision to mean reversion trading strategies.
Pine Script® 인디케이터
Pineify의
Session Liquidity Trading PlanAmateurs trade on emotion. Professionals trade with a plan. The Session Liquidity Trading Plan is a professional pre-trade checklist designed to help traders approach the market with structure, discipline, and consistency. This tool acts as a decision-support panel, allowing you to manually confirm key liquidity-based conditions before executing a trade. Each confirmed condition contributes to a weighted trade score, giving you an instant view of setup quality. Instead of chasing the market, this panel encourages patience and rule-based execution — two traits consistently found among profitable traders. 🔑 Key Features • Clean top-right trading panel • Manual confirmation checklist for maximum flexibility • Weighted Trade Score (0–100) for setup grading • Built for liquidity-based and session-focused traders • Promotes disciplined, high-quality trade selection • Works across all instruments and timeframes 📊 Checklist Includes: ✔ Asia High/Low Sweep ✔ 5/15 Minute Market Shift ✔ OTE Retracement ✔ Targeting Buy/Sell Side Liquidity When all conditions align, traders gain confidence in the strength of their setup.
Pine Script® 인디케이터
vusumuzinkomo1의
Crypto Institutional Liquidity Sweep StrategyStrategy Overview: Institutional Liquidity Sweep & Trend Convergence This strategy is a high-conviction systematic trading framework designed to exploit "stop-runs" and liquidity grabs within a dominant market trend. It combines institutional price action concepts with mathematical filters to ensure entries occur only when trend direction, volatility, and liquidity align. 1. The Trend Framework (EMA 200 Filter) The foundation of the strategy is the 200-period Exponential Moving Average (EMA). This acts as a "Directional North Star." Long Bias: Trades are only considered when price is above the EMA 200. Short Bias: Trades are only considered when price is below the EMA 200. Buffer Logic: An optional percentage buffer can be applied to avoid "choppy" entries when price is hugging the moving average. 2. The Entry Trigger (Liquidity Sweeps) The strategy identifies Institutional Liquidity Pools using Swing Highs and Swing Lows (Pivots). The Sweep: The system waits for price to pierce below a recent structural low (Bullish Sweep) or above a recent structural high (Bearish Sweep). The Trap: It then monitors for a "reclaim" where price quickly rejects the level. This suggests that the breach was not a breakout, but a hunt for stop-losses to fuel a move in the opposite direction. 3. Secondary Confirmation Filters To maximize the win rate, the strategy requires a Secondary Filter to confirm market health (User selectable): V olatility Oscillator: Ensures the market is in an Expansion Phase. It requires the oscillator to be rising, indicating that momentum is behind the reversal. Smart Trendlines (Structure): Uses Linear Regression Slope to ensure the immediate micro-structure is aligned with the macro-trend. 4. Entry Confirmation (The Reversal Candle) A trade is not triggered simply because a level was swept. The strategy requires a Reversal Confirmation: Price Location: The candle must close in the upper 40% (for longs) or lower 40% (for shorts) of its total range. Directional Body: The candle must close bullish for longs and bearish for shorts, confirming that buyers or sellers have seized control of the bar. 5. Risk Management (Fixed 1:2 RR) The strategy prioritizes capital preservation through an ATR-based (Average True Range) risk model: Static Exits: Upon entry, the Stop Loss and Take Profit levels are calculated and locked. They do not move, ensuring a mathematically pure 1:2 Reward-to-Risk ratio. Volatility Adjusted: The distance of the stop loss is determined by the ATR, meaning the strategy automatically widens stops during high volatility and tightens them during calm periods.
Pine Script™ 전략
Danish7421의
ALMA SD Bands | RakoQuantALMA SD Bands | RakoQuant is a volatility-regime band system built from first principles using an institutional smoothing framework: an ALMA baseline combined with ALMA-smoothed standard deviation width, designed for clean trend containment and controlled regime classification. This tool is part of the RakoQuant protected research line, focusing on minimal noise, persistent state logic, and volatility-aware market structure rather than traditional reactive Bollinger-style band behavior. Core Concept This indicator answers one key structural question: Is price operating inside a stable volatility regime, or transitioning into a new directional band expansion phase? Unlike classical deviation band systems that fluctuate aggressively candle-to-candle, ALMA SD Bands introduce: * Ultra-smooth baseline structure * Smoothed volatility width * Persistent directional regime logic * Deadband-based flip stabilization The result is a clean institutional containment model rather than noisy retail band plotting. How It Works 1. ALMA Baseline (Institutional Mean Structure) The centerline of the system is computed using: Arnaud Legoux Moving Average (ALMA) ALMA provides: * Reduced lag compared to EMA * Superior smoothness compared to SMA * Stable regime structure across crypto volatility This baseline acts as the equilibrium axis of the band system. 2. Standard Deviation Volatility Width (Smoothed) Band width is driven by volatility, measured through standard deviation, with two selectable modes: * Price Standard Deviation * Return Standard Deviation (log-return volatility) Rather than using raw deviation directly, volatility is passed through a second ALMA smoothing layer: Smoothed Volatility = ALMA(StdDev) This eliminates the jitter and band shaking that defines most Bollinger-type systems. 3. Adaptive Containment Bands Final bands are constructed as: * Upper Band = ALMA Basis + Multiplier × Smoothed Volatility * Lower Band = ALMA Basis − Multiplier × Smoothed Volatility Unlike traditional ±2σ envelopes, the multiplier is intentionally adjustable and tuned for regime containment rather than extreme tagging. 4. Deadband Regime Engine (Persistent State Logic) A defining feature of this protected release is its regime persistence model. Instead of flipping trend bias instantly, the script applies a volatility-scaled deadband buffer: * Bull regime activates only above Basis + Deadband * Bear regime activates only below Basis − Deadband This removes micro-flips and produces a true structural regime state: * Bullish containment (green) * Bearish containment (red) * Neutral transition zone suppression Regime state persists until a confirmed boundary transition occurs. Visual Engine ALMA SD Bands follows the RakoQuant minimal institutional plotting standard: * Active volatility bands only * Smooth containment fill * Optional candle painting by regime bias * Ultra-clean overlays suitable for confluence stacking This indicator is designed as a structural layer, not a clutter generator. How To Use ✅ Volatility containment framework
✅ Trend regime bias overlay
✅ Expansion / contraction classifier
✅ Portfolio directional filter (RSPS compatible) Recommended workflow: * Trade long only during bullish regime containment * Defensive during bearish containment * Watch for regime flips as volatility transition events * Combine with momentum triggers for execution Best environments: * 4H–1D swing trend structure * Volatility breakout classification * Institutional band containment systems Screenshot Placement 📸 Example chart / screenshot:
Pine Script® 인디케이터
RakoQuant의
1
SMC Structure + HTF Levels + VolatilityDescription: This script is a comprehensive "Smart Money Concepts" (SMC) toolkit designed to filter out market noise and focus only on the Major Market Structure. It combines structural analysis, multi-timeframe key levels, and volatility tracking into a single chart overlay. Unlike standard fractal indicators that clutter the chart with every minor pivot, this script uses a "Retroactive" logic system to only mark significant Higher Highs (HH), Higher Lows (HL), Lower Lows (LL), and Lower Highs (LH) that confirm a trend break. Key Features 1. Major Structure Mapping (Retroactive Logic) The Problem: Standard indicators often mark a "Lower High" too early, only for price to continue higher. The Solution: This script waits for a Major Low to be broken (confirmed break of structure) before identifying the peak that caused it. It then "looks back" and retroactively labels that peak as the valid Lower High (LH). Result: You get a clean chart that shows only the true structural legs of the trend, filtering out internal sub-swings and fake-outs. 2. Multi-Timeframe (MTF) Steplines Automatically plots the previous highs and lows from higher timeframes: PDH / PDL: Previous Day High & Low (Blue) PWH / PWL: Previous Week High & Low (Orange) PMH / PML: Previous Month High & Low (Purple) These act as major magnet levels for price targets or reversal zones. 3. Volatility Regimes (Expansion vs. Consolidation) Uses Bollinger Band Width to analyze market energy. Green Background (Expansion): Volatility is above average. The market is moving fast (breakout or trend). Gray Background (Consolidation): Volatility is below average. The market is squeezing, indicating a potential big move is building up. How to Use It Trend Following: Look for price to form a HL (Higher Low) in an uptrend. Wait for the background to turn Gray (Consolidation), then enter when it turns Green (Expansion) as price breaks upward. Reversals: Watch for price to hit a PWH (Previous Week High). If a LH (Lower High) label appears shortly after, it confirms the reversal is valid. Stop Placement: Use the most recent HL or LH labels as safe zones for stop-loss placement, as these represent protected structural points. Settings Swing Length: Adjusts how sensitive the structure detection is (Default: 5). Increase this number to see even longer-term structure. Colors: Fully customizable colors for Bullish/Bearish structure, HTF lines, and Volatility zones. Show/Hide: You can toggle off any element (like the Monthly levels or Volatility background) to keep your chart clean.
Pine Script® 인디케이터
Mr_Wilson_RPM의
Rolling VWAP + Bands (Tighter Option) + 2.35/3.0 Re-entry AlertsRolling VWAP + σ Bands — How to Trade It This indicator plots a Rolling VWAP (a volume-weighted mean over a fixed bar window) along with standard deviation (σ) bands around that VWAP. The goal is simple: Quantify “normal” price distance from value (VWAP) Highlight statistical extremes and pullback zones Trigger re-entry signals when price returns from extreme deviation back inside key bands (±2.35σ and ±3σ) It’s designed for scalping and short-term decision support, especially on lower timeframes. What the Lines Mean VWAP (Rolling Window) The VWAP line represents the rolling “fair value” of price, weighted by volume across the lookback window. In ranges: VWAP acts like a gravity center In trends: VWAP acts like a dynamic mean that price may pull back toward before continuing σ Bands (Standard Deviation) The σ bands show how far price is from VWAP in statistical terms: ±1σ: Normal variation ±1.5σ: Common pullback / continuation zone in trends ±2σ: Extended move / trend stress ±2.35σ: Deep extension (often a “stretched” market) ±3σ: Rare extreme (often emotional moves / liquidation wicks) The Most Important Feature: 2.35σ and 3σ Re-entry Signals A Re-entry signal fires when price was outside a band on the previous bar and closes back inside that band on the current bar. Why this matters: The market pushed into an extreme zone… …then failed to stay there That “failure” often leads to a snap-back toward value (VWAP) or at least toward inner bands. In general, a 3σ re-entry is stronger than a 2.35σ re-entry, because it represents a more statistically extreme excursion that couldn’t hold. These are not “magic reversal calls” — they’re high-quality mean-reversion triggers when conditions favor mean reversion. Regime 1: Contracting Bands = Mean Reversion Environment What contracting bands imply When the bands tighten / contract, volatility is compressed. In this environment: Price tends to oscillate around VWAP Deviations are more likely to mean revert Extremes are clearer and usually followed by a return toward value How to trade mean reversion with this indicator Core idea: fade extremes and target VWAP / inner bands. A) Highest quality setups: 2.35σ and 3σ re-entries These are your “strongest” mean reversion events. Short bias setup Price closes outside +2.35σ or +3σ Then re-enters back below that band (signal) Typical targets: +2σ → +1.5σ → VWAP (depending on momentum) Long bias setup Price closes outside −2.35σ or −3σ Then re-enters back above that band (signal) Typical targets: −2σ → −1.5σ → VWAP Why these work best in contraction: The market is statistically “stretched” With low volatility, it’s harder for price to stay extended Re-entry often starts the “snap-back” leg B) Scaling / partial targets (optional approach) If you manage positions actively: Take partial profits at inner bands Use VWAP as the “magnet” target when conditions remain range-bound Risk framing for mean reversion Mean reversion fails when price keeps walking the band and volatility expands. Common failure clues: Bands begin to widen aggressively Price repeatedly holds outside outer bands VWAP slope starts to accelerate in one direction If that starts happening, the market is likely shifting to a trend regime. Regime 2: Expanding Bands + VWAP Slope = Trending Environment What trending conditions look like Trends typically show: VWAP sloping consistently Bands expanding (higher volatility) Price spending more time on one side of VWAP Pullbacks that stall near inner/mid bands instead of reverting fully In this environment, fading outer bands becomes lower probability because price can “ride” deviations during strong directional flow. How to trade continuation with this indicator Core idea: use VWAP and inner bands as pullback zones, then trade in the direction of the VWAP slope. A) Trend continuation zones (most practical) VWAP: first pullback level in mild trends ±1σ: shallow pullback continuation ±1.5σ: higher-quality pullback depth in stronger trends ±2σ: deep pullback / trend stress (more caution) Example (uptrend): VWAP rising Price pulls down into VWAP / +1σ / +1.5σ area Continuation entries are considered when price stabilizes and pushes back with the trend Example (downtrend): VWAP falling Price pulls up into VWAP / −1σ / −1.5σ area Continuation entries are considered when price rejects and rotates back down What to do with 2.35σ / 3σ re-entry signals in trends Re-entry signals can still occur in trends, but they should be interpreted differently: In strong trends, an outer-band re-entry may only produce a brief bounce/rotation, not a full mean reversion to VWAP. Targets may be more realistic at inner bands rather than expecting VWAP every time. In other words: Range: outer-band re-entries often aim toward VWAP. Trend: outer-band re-entries often aim toward 2σ / 1.5σ / 1σ first. Practical Regime Filter (simple visual read) This script intentionally doesn’t hard-code a “trend/range detector,” but you can visually infer regime quickly: Mean reversion bias Bands contracting or stable VWAP mostly flat Price crossing VWAP frequently Trend continuation bias Bands expanding VWAP clearly sloped Price holding mostly on one side of VWAP Notes on σ Calculation Options This indicator includes σ mode toggles: Unweighted σ (tighter): treats price deviations more “purely” and often gives bands that react more tightly to price behavior. Volume-weighted σ: emphasizes high-volume price action in the deviation calculation. Both are valid — test based on your market and timeframe. Summary Cheat Sheet Contracting bands (range / compression) Favor: mean reversion Best signals: 2.35σ and 3σ re-entry Typical targets: inner bands → VWAP Expanding bands + sloped VWAP (trend) Favor: continuation Use pullbacks to: VWAP / 1σ / 1.5σ as entry zones Outer-band re-entries: treat as rotation opportunities, not guaranteed full reversals
Pine Script® 인디케이터
MonkeyPhone의
KAPISH Weekly Open + Trailing SLThis script is a highly precise, rule-based breakout strategy designed to trade the Weekly Open price level. It is built for a "Jane Street" style of disciplined execution, meaning it prioritizes confirmation over speed to avoid market noise and "fakeouts."Here is the structural breakdown of how the script functions:1. The Core Anchor: Weekly OpenThe strategy uses the Weekly Open as its "Fair Value" line.It assumes that if price holds above the Weekly Open, the weekly trend is bullish.If price holds below, the trend is bearish.It applies your 0.01 buffer to ensure the breakout is meaningful and not just a "touch" of the level.2. The Precision Filter: 2-Candle DelayThis is the most critical part of the logic. Most retail traders enter the moment a level is crossed. This script does the opposite:Step 1: Price crosses the Weekly Open $\pm$ 0.01. (Marked by a tiny gray circle).Step 2: The script waits for two full candles to close.Step 3: On the third candle, it checks: "Is price still above/below the Weekly Open?"Result: If yes, it fires the BUY/SELL 2QTY signal. This filters out "stop-hunts" where price spikes and immediately reverses.3. Professional Trade Management (The "Split-Exit")Instead of exiting the whole trade at once, the script manages 2 Units (QTY) differently:Target 1 (TP1): A fixed "offload" point. This is designed to capture quick profit and reduce the risk of the trade.Target 2 (TP2) + Trailing SL: The second unit is the "runner."It aims for a larger target.It utilizes a Trailing Stop Loss that "climbs" behind the price. If price moves 30 points in your favor, the stop loss moves up 30 points automatically.
Pine Script™ 전략
kandoikapish47의