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Nico Trend Change Indicator + 2 TP TargetsThe Trend Change Indicator (TCI) is a trend-following momentum tool designed to identify clear trade entries and exits based on the relationship between two moving averages and volatility-adjusted margins. Here is a breakdown of how the indicator works and how to interpret its components: 1. The Core Ribbon (Momentum & Trend) The heart of the indicator is the "Ribbon," formed by a Fast and a Slow-moving average. Green Ribbon (Bullish): This occurs when the Fast length is significantly above the Slow length, indicating strong upward momentum. This serves as your Long Entry signal. Red Ribbon (Bearish): This occurs when the Fast length is significantly below the Slow length, indicating strong downward momentum. This serves as your Put / Short Entry signal. White Ribbon (Neutral/Chop): When the difference between the two averages is smaller than the volatility-based margin (determined by the ATR), the ribbon turns white. This is a No Trade Zone or a Take Profit (TP) Zone. 2. Volatility Filtering (ATR Margin) Unlike a standard moving average crossover, the TCI uses an ATR (Average True Range) Margin. The trend only changes to Bullish or Bearish if the gap between the Fast and Slow lines is larger than a specific percentage of the market's current volatility. This helps filter out "fakeouts" or "noise" during sideways markets where moving averages might cross frequently without a real trend starting. 3. Support/Resistance & Forecast Dots SMA Line: The thick white line is a long-term Simple Moving Average (defaulting to 140 periods). It acts as the primary "baseline." If the price is above this line, the overall bias is bullish; below it, the bias is bearish. Forecast Dots: The white dots appearing ahead of the price are SMA Forecasts. They project where the SMA will likely be in the future based on current price action, helping you visualize potential dynamic support or resistance levels before the price reaches them. 4. Higher Timeframe (HTF) Analysis The indicator includes a built-in "Security" function that looks at a higher timeframe (like the 4H or 12H) regardless of what chart you are currently viewing. The dashboard table uses this to show you if the "Big Trend" (HTF) matches the "Current Trend" (Chart TF). Trading in the direction of both timeframes (e.g., both are Green) typically increases the probability of a successful trade. Summary of Trade Signals
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nio1101의
Recursive Least Squares Forecast [LuxAlgo]The Recursive Least Squares Forecast indicator uses an adaptive linear regression algorithm to estimate price trends in real-time, projecting future movements via a "Ghost Line" and providing dynamic bands and mean reversion signals for identifying market extremes. By continuously updating its internal model with every new bar, the script provides a highly responsive framework for both trend forecasting and volatility-adjusted trading. 🔶 USAGE The indicator aims to identify trend direction and potential exhaustion points. The central RLS mean line represents the current equilibrium price based on the adaptive model, while the bands represent volatility-adjusted extremes. Users can utilize the tool for both trend following and mean reversion strategies: Trend Following: Observe the slope and direction of the RLS Mean and the "Ghost Line" projection to determine the prevailing market bias. Mean Reversion: Use the dynamic bands to identify when price has deviated significantly from its adaptive equilibrium. Responsiveness: Adjust the Forgetting Factor (λ) to control the model's memory. A lower value (e.g., 0.95) makes the model react quickly to new price pivots, while a higher value (e.g., 0.99) provides a smoother, more stable trend line. 🔹 Mean Reversion Signals The indicator identifies mean reversion opportunities using a two-step process: Overextension: A setup begins when the price crosses outside the Upper or Lower Band, indicating an overbought or oversold state. Entry Signal: A "BUY" or "SELL" signal is triggered when the price crosses back inside the band, suggesting a return to the RLS mean. Targets: The RLS mean line serves as the primary take-profit target for these mean reversion setups. 🔶 DETAILS The model assumes a linear relationship where the intercept and slope are updated recursively. The RLS algorithm is an adaptive filter that effectively "learns" the trend at every bar. It uses a state-space approach where the transition matrix is updated using a gain vector, ensuring the most efficient estimate of the current trend trajectory. Unlike standard Moving Averages, the Recursive Least Squares (RLS) algorithm minimizes the sum of squared prediction errors by giving more weight to recent data. This allows the mean line to pivot quickly when market conditions change without the lag associated with traditional smoothing techniques. The "Ghost Line" extends from the last bar into the future, providing a linear projection of where the current trend is headed. Surrounding this projection are "Standard Deviation Forecast Bands," which indicate the expected range of price movement based on the current model state. 🔶 SETTINGS Forgetting Factor (λ): Controls how quickly the model forgets old data. Values closer to 1.0 make the model stable, while lower values make it more adaptive to recent price changes. Band Multiplier: Standard deviation multiplier for the forecast bands, controlling the width of the mean reversion zones. Forecast Horizon: Number of bars to project the "Ghost Line" and uncertainty bands into the future. Show Ghost Line & Bands: Toggles the visibility of the future projection polylines. Show Mean Reversion Signals: Toggles the visibility of the BUY/SELL labels on the chart.
Pine Script® 인디케이터
LuxAlgo의
5
All in one Dynamic Trade SessionsAll in one Dynamic Trade Sessions: Trend Filter: Uses the 50 EMA to determine the main direction (Buy only above, Sell only below). Momentum Entry (from MACD-RSI): Uses the MACD (12, 26, 9) for the entry crossover signal. Confirmation (from ---Momentum): Uses RSI (Length 7) to ensure the move has strength. Exits (from Breakout Detector): Uses ATR (14) to automatically calculate your Stop Loss and Take Profit levels. All in one Dynamic Trade Sessions identifies "Trade Sessions" dynamically. A "Session" starts when volume and momentum kick in (Green/Red background) and ends when the market goes into a chop (Grey background). How V5 Works (The "Breakdown" Logic) Session Start: When the Grey Zone ends (RSI breaks out of 45-55) AND Volume spikes. The background turns Blue. Session End: When the Grey Zone returns (RSI falls back between 45-55). The background turns Grey.
Pine Script® 인디케이터
nio1101의
2
Neural Probability Channel [AlgoPoint]The Neural Probability Channel (NPC) is a next-generation volatility and trend analysis tool designed to overcome the limitations of traditional bands (like Bollinger Bands) and smoothing filters (like standard Moving Averages). Unlike traditional indicators that rely on linear deviation or simple averages, the NPC utilizes a Rational Quadratic Kernel—a concept derived from machine learning regression models—to calculate a non-repainting, highly adaptive baseline (Fair Value). This allows the indicator to distinguish between market noise and genuine trend shifts with superior accuracy. The volatility bands are dynamically calculated using a hybrid of Standard Error (Mean Deviation) and ATR, ensuring the channels adapt organically to market conditions—expanding during high-impact moves and contracting during consolidation. How It Works - The Neural Baseline (Center Line): Instead of a standard Moving Average, the NPC uses a Rational Quadratic Kernel weighting system. This assigns "importance" to price data based on both recency and similarity. It acts as a "Center of Gravity" for price, providing a smoother yet responsive trend detection line without the lag associated with SMAs or EMAs. Crucially, the math is causal (no lookahead), meaning it does not repaint. - Adaptive Volatility Bands: The channel width is not fixed. It uses a Hybrid Volatility Model: - Inner Channel: Represents the "Probability Zone" (approx. 70% confidence). Price staying here indicates a stable trend. - Outer Channel: Represents "Extreme Deviation" (Statistical Anomalies). When price touches or breaches these outer bands, it is statistically overextended (Overbought/Oversold). Signal Generation: - Reversion Signals: Generated when price breaches the Outer Bands and closes back inside. This suggests a "Snap-back" or Mean Reversion event. - Trend Confirmation: The color of the baseline and the fill zones changes based on the slope of the Kernel, giving an instant visual read on market bias. How to Use It - Mean Reversion Strategy: Look for price action extending beyond the Outer Bands (Thinner lines). If price leaves a wick and closes back inside, it signals a high-probability reversal toward the Neural Baseline. - Green Signal: Potential Long (Reversal from Lows). - Red Signal: Potential Short (Reversal from Highs). - Trend Following: Use the Neural Baseline (Thick Center Line) as a dynamic support/resistance level. If price is holding above the baseline and the cloud is green, the trend is Bullish. If price is holding below the baseline and the cloud is red, the trend is Bearish. - Squeeze Detection: When the Inner and Outer bands compress significantly, it indicates low volatility and often precedes an explosive breakout. Settings - Lookback Window: Determines the depth of the Kernel analysis. - Smoothness (Bandwidth): Higher values create a smoother baseline (better for trends), while lower values make it more reactive (better for scalping). - Regression Alpha: Controls the weight distribution of the Kernel. - Channel Multipliers: Adjust the width of the Inner and Outer bands to fit your specific asset's volatility profile.
Pine Script® 인디케이터
Iamalala의
10
VWAP Confluence Pro█ OVERVIEW VWAP Confluence Pro is a high-precision trading indicator that combines VWAP with multiple confirmation filters to generate reliable buy and sell signals. Unlike basic VWAP crossover strategies that produce excessive noise, this indicator requires alignment across six independent conditions before triggering a signal, dramatically reducing false entries while capturing high-probability setups. █ FEATURES Multi-Layer Confirmation System The indicator employs a strict confluence approach requiring all of the following conditions to align: - VWAP Cross: Price must cross above (buy) or below (sell) the VWAP line - VWAP Trend: The VWAP itself must be rising for buys or falling for sells, confirming directional bias - Price Trend: A 20-period moving average filter ensures trades align with the prevailing trend - Volume Confirmation: Signals only trigger when volume exceeds 1.5x the 20-bar average, indicating institutional participation - RSI Filter: Buys require RSI between 50-60 (bullish momentum without overbought conditions), sells require 40-50 (bearish momentum without oversold conditions) - MACD Momentum: MACD must confirm directional bias with the MACD line above the signal line for buys, below for sells Signal Cooldown Period A configurable cooldown mechanism (default 10 bars) prevents signal clustering and overtrading by ensuring adequate spacing between alerts. This feature is critical for maintaining discipline and avoiding choppy market conditions. Visual Elements - Purple VWAP Line: The cornerstone of the strategy, plotted with high visibility - Green Up Arrows: Buy signals appear below price candles when all conditions align - Red Down Arrows: Sell signals appear above price candles when all conditions align - Blue Trend MA: A semi-transparent moving average provides visual trend context - Background Shading: Subtle green/red backgrounds indicate when multiple confluence factors are aligned, even without a cross █ HOW TO USE Timeframe Selection This indicator is optimized for intraday trading on 1-minute to 15-minute charts, where VWAP is most effective. It can also be used on hourly charts for swing trade entries or daily charts with appropriate parameter adjustments. Parameter Optimization All key parameters are customizable through the indicator settings: - VWAP Deviation %: Controls sensitivity (default 0.8%). Lower values = stricter signals - Volume Multiplier: Defines volume threshold (default 1.5x). Higher values = stronger volume confirmation required - Trend Filter Length: Moving average period (default 20). Adjust based on your timeframe - Cooldown Period: Minimum bars between signals (default 10). Increase for slower markets - RSI/MACD Settings: Standard values provided, adjust for specific instruments if needed Trading Strategy 1 — Wait for a signal arrow to appear (green for buy, red for sell) 2 — Confirm the background shading supports the signal direction 3 — Enter on the close of the signal candle or the open of the next candle 4 — Set stop loss below/above the recent swing low/high or the VWAP line 5 — Take profit at logical resistance/support levels or when opposing confluence develops Best Practices - Only take long trades when price is above a rising VWAP - Only take short trades when price is below a falling VWAP - Avoid trading during low volume periods (first/last 15 minutes of sessions) - Use the background shading to gauge overall market bias between signals - Consider increasing the cooldown period in choppy or range-bound conditions █ LIMITATIONS - This indicator is designed for trending markets and will produce fewer signals during consolidation periods - The strict confluence requirements mean you may miss some valid moves in exchange for higher signal quality - VWAP resets at the start of each session, making it less reliable on 24-hour markets without session breaks (use anchored VWAP for crypto/forex) - Requires real-time volume data to function properly, less effective on thinly traded instruments - Not suitable for scalping strategies requiring rapid entries, as the cooldown mechanism intentionally limits signal frequency █ NOTES Signal Quality Over Quantity This indicator prioritizes accuracy over frequency. You may only see 1-3 signals per session on lower timeframes, but each signal represents a setup where trend, momentum, and volume are all aligned. This approach is designed to keep you out of low-probability trades and focused on the best opportunities. Customization Encouraged The default parameters provide a solid foundation, but different instruments and timeframes may benefit from optimization. Test the indicator across various settings to find what works best for your specific trading style and markets. ═════════════════════════════════════════════════════════════════════════ This indicator synthesizes best practices from institutional VWAP trading with momentum confirmation from RSI and MACD. By requiring multiple independent factors to align, it filters out the noise common in single-indicator systems and focuses on setups where probability favors directional moves.
Pine Script® 인디케이터
mr_redbrenden의
ZLEMA FusionZLEMA Fusion - Advanced Zero-Lag Momentum & Trailing Stop System A sophisticated overlay indicator combining the power of Zero Lag EMA (ZLEMA) with ATR-based Moving Stop (MOST) for precision trend following and dynamic support/resistance tracking. Core Components: 1. ZLEMA (Zero Lag Exponential Moving Average) Eliminates lag inherent in traditional EMAs Provides faster response to price changes Customizable length for different trading styles Smooth, responsive trend line 2. MOST (Moving Stop - ATR Trailing Stop) Dynamic ATR-based trailing stop system Automatically adjusts to market volatility Never moves backward - only trails in favourable direction Green line = Uptrend support | Red line = Downtrend resistance Customizable ATR multiplier and lookback period Signal Generation: BUY (⇑): When ZLEMA crosses above MOST SELL (⇓): When ZLEMA crosses below MOST Clean visual arrows with no label boxes Signals trigger on candle close only (no repainting) Advanced Features: ✅ Signal Cooldown System - Prevents signal spam with configurable minimum bars between signals ✅ ADX Trend Strength Filter - Optional filter to trade only in strong trends ✅ Higher Timeframe ZLEMA Confirmation - Multi-timeframe trend alignment for higher probability setups ✅ Background Color Coding - Quick visual trend identification (Green = Uptrend, Red = Downtrend) ✅ Alert System - Built-in alerts for buy and sell signals Fully Customizable: ZLEMA length ATR period and multiplier MOST lookback period Signal cooldown bars ADX filter threshold Higher timeframe settings Visual display options Best Used For: Index trading Swing trading Trend following strategies Dynamic support/resistance identification Entry/exit timing Optimized for Indian Markets - Calibrated for Nifty, Bank Nifty, and other NSE instruments. ⚠️ Important Notes: This indicator is for educational purposes No repainting - all signals confirmed at candle close Use proper risk management Combine with your trading plan and additional confirmation
Pine Script® 인디케이터
kingshukghosh71의
Stabilized HMA ScalperStabilized HMA Scalper / Stab. HMA 2.0 Stabilized HMA Scalper is a visual trend-structure overlay indicator designed to highlight directional momentum, trend alignment, and market state through a combination of adaptive moving averages and contextual visual cues. The indicator blends a Hull Moving Average (HMA) for responsiveness with an ALMA-based baseline filter to stabilize trend interpretation and reduce noise. The result is a clean, visually expressive framework for reading market structure directly on the price chart. Core Design Philosophy This script is built around trend confirmation and state visualization, not prediction or automation. All elements are calculated on confirmed bar closes and do not repaint. The indicator focuses on three analytical dimensions: 1. Dual Moving Average Structure Hull Moving Average (HMA) Acts as the primary momentum curve. Designed for fast reaction to directional changes. Slope behavior is used to infer momentum expansion or contraction. ALMA Baseline Filter Provides a stabilizing reference for broader trend context. Helps distinguish directional movement from short-term fluctuations. Used as a structural filter rather than a trigger mechanism. 2. Trend State Visualization When HMA slope and price position relative to the ALMA baseline align, the indicator visually highlights the active market state: Bullish alignment: upward momentum with supportive structure Bearish alignment: downward momentum with confirming structure Neutral / range: mixed conditions or transitional phases A dynamic gradient fill between HMA and ALMA visually reinforces this alignment, offering an immediate understanding of trend strength and continuity. 3. Visual Markers & Labels Discrete chart markers may appear at moments when momentum structure transitions into a new aligned state. These markers are contextual annotations, intended to draw attention to changes in trend conditions rather than to provide standalone decisions. They are based solely on historical price data and are fully non-repainting. Dashboard An optional on-chart dashboard summarizes the current market state classification (Bullish / Bearish / Range) based on the internal trend logic. Position and size are fully configurable. Designed for at-a-glance situational awareness. Reflects the same logic used in the chart visuals. Usage Disclaimer This indicator is provided for technical analysis and educational purposes only. It does not generate financial advice or guarantee outcomes and should be used as part of a broader analytical workflow.
Pine Script® 인디케이터
Horazio의
Optimal Day Trading System🚥 How to Trade with ODTS The indicator provides visual cues on the chart (triangles) and a real-time Status Table to help you make decisions. Signal Definitions Buy Signal (Green Triangle): Price is above the Sunya line and the Primary Cycle is trending up. Strong Buy (Lime Triangle): All criteria are met, plus the Secondary Cycle has also turned bullish. This indicates "confluence". Sell Signal (Red Triangle): Price is below the Sunya line and the Primary Cycle is trending down. Strong Sell (Maroon Triangle): Both Primary and Secondary cycles are aligned with a price break below the Sunya line. Real-Time Status Table Located at the top right, this table gives you an instant "health check" of the current asset: Price > Sunya: Confirms if the current price is above or below the FLD. Cycle Dir: Shows the slope of the primary trend. Position: Tells you if price is "Inside" the envelope (ranging) or "Above/Below" (overextended). 📈 Best Practices Confluence is Key: The strongest trades occur when the Signal column in the table shows "STRONG BUY" or "STRONG SELL," meaning multiple cycles are in agreement. Envelope Extremes: If the Status Table shows the Position as "ABOVE" or "BELOW" the envelope, be cautious about entering new trades, as the price may be overextended and due for a reversion to the Basis (mean). Timeframe Synergy: Use the 15-minute timeframe for swing trade entries and the 1-minute or 5-minute for precise day trading executions.
Pine Script® 인디케이터
sunya의
Reversal Detector [Scalping-Algo]Reversal Detector - Volume-Based Price Structure Analysis ─────────────────────────────────────────── WHAT IT DOES This indicator identifies potential reversal zones by analyzing price structure combined with volume. Instead of using traditional overbought/oversold readings or single candlestick patterns, it looks for a specific two-phase setup: Phase 1 - Anchor Detection: The script scans for bars where price closes beyond ALL previous bars in the lookback period. For a bullish setup, the close must be lower than every low of the past N candles (default 20). This represents an extreme extension, not just a "lower low." Volume on this bar should exceed 2x the average to confirm real participation. Phase 2 - Confirmation: After an anchor forms, the indicator waits for price to reverse back through the anchor bar's range. This must occur within a set number of bars (default 3). If price continues making new extremes instead, the setup is cancelled. ──────────────────────────────────────────────────────────────── HOW TO READ THE SIGNALS B Labels (Green, below price) = Bullish reversal confirmed S Labels (Red, above price) = Bearish reversal confirmed Each signal shows a score from 3/5 to 5/5: - 3/5 = Basic confirmation met - 4/5 = Good volume on anchor or confirmation - 5/5 = Strong volume + aligned with 200 EMA trend Dashed Boxes = Pending setup waiting for confirmation - Green box = Bullish setup in progress - Red box = Bearish setup in progress Status Panel (bottom right): - Shows current state (Scanning / Bull Setup / Bear Setup) - Countdown for confirmation window - Current volume condition ──────────────────────────────────────────────────────────────── HOW TO USE Entry Approach: 1. Wait for a confirmed signal (B or S label appears) 2. Higher scores (4/5 or 5/5) indicate better quality setups 3. Consider the overall trend context - signals aligned with the 200 EMA direction tend to work better Stop Placement: - For long entries: below the anchor bar's low - For short entries: above the anchor bar's high The boxes show you the anchor zone while waiting for confirmation, which can help visualize the invalidation level. ──────────────────────────────────────────────────────────────── SETTINGS Structure Settings: - Lookback Period (default 20): How many bars back to check for the breakout. Lower = more setups but less extreme. Higher = fewer but more significant extensions. - Confirmation Bars (default 3): Maximum bars allowed for price to reverse. Tighter window = stricter filter. Volume Settings: - Use Volume Filter: Toggle volume requirement on/off - Volume MA Length (default 20): Period for average volume calculation - Anchor Volume Multiple (default 2.0): Required volume spike on anchor bar - Confirm Volume Multiple (default 1.2): Volume threshold on confirmation bar Visual Settings: - Trend EMA Length (default 200): Used for trend alignment scoring - Show Pending Setups: Display the dashed boxes for active setups - Show Status Panel: Display the info table - Colors and label size customization ──────────────────────────────────────────────────────────────── WHAT MAKES THIS DIFFERENT The core idea is requiring price to break beyond EVERY bar in the lookback range, not just make a swing high/low. This filters out minor pullbacks and focuses on genuine extensions where price has moved significantly. The two-phase approach (anchor then confirmation) helps avoid catching falling knives - you're not entering just because price is extended, but waiting for actual reversal evidence. Volume integration adds another layer. The anchor bar needs elevated volume to confirm real selling/buying pressure, not just a gap or illiquid move. ──────────────────────────────────────────────────────────────── SUGGESTED USE Works on any timeframe, but I find it most useful on 5-15 minute charts for intraday setups. Combine with: - Key support/resistance levels - Higher timeframe trend direction - Market context (avoid during major news) The indicator identifies the pattern mechanically - it doesn't predict outcomes. Use proper position sizing and always have a stop loss plan. ──────────────────────────────────────────────────────────────── ALERTS INCLUDED - Bullish Reversal - Bearish Reversal - Any Reversal - Strong Bullish (4/5 or higher) - Strong Bearish (4/5 or higher) ────────────────────────────────────────────────────────────────
Pine Script® 인디케이터
A1TradingHub의
Trend Cloud with Buy/Sell Text [wjdtks255]Indicator Title: Trend Cloud with Buy/Sell Signal Pro Short Description A high-probability trend-following indicator based on Supertrend dynamics, enhanced with a Volume Filter to pinpoint explosive entries while minimizing false breakouts. Detailed Description (Overview) The Trend Cloud with Buy/Sell Text is designed for traders who prioritize clarity and momentum. It visualizes market trends through a "Trend Cloud" system and generates real-time BUY/SELL signals only when price action is backed by significant trading volume. Key Technical Pillars Dynamic Trend Cloud: Fills the area between the price and the Supertrend line, providing immediate visual feedback on trend strength and potential support/resistance zones. Smart Volume Filter: A unique logic that compares current volume against a 20-period moving average. Labels only appear when a trend shift occurs with above-average volume, filtering out weak "fakeouts." No-Repaint Labels: Signals are calculated and fixed at the close of the candle, ensuring that the BUY/SELL text remains permanent for reliable historical backtesting and live execution. The Alpha Hunter Strategy (How to Trade) 1. Long Entry (Buy) Condition: The cloud turns Aqua and a "BUY" label appears below the candle. Confirmation: Ensure the price remains above the Aqua Trend Line. Volume Check: The indicator automatically verifies if the volume is higher than the 20-period average before displaying the label. Exit: Exit when a "SELL" signal appears or the price closes below the Aqua line. 2. Short Entry (Sell) Condition: The cloud turns Red and a "SELL" label appears above the candle. Confirmation: Price should stay below the Red Trend Line. Exit: Exit when a "BUY" signal appears or the price closes above the Red line. Input Parameters & Optimization ATR Period (Default: 10): Determines the sensitivity to price volatility. ATR Factor (Default: 3.0): Controls the distance of the trend line. Increase to 3.5 - 4.0 to reduce noise in choppy markets. Volume Filter (Toggle): When enabled, only high-momentum signals are shown. Recommended Usage Best Timeframes: 15m, 1h, 4h. Asset Classes: Highly effective for Crypto (BTC/ETH) and high-volume stocks.
Pine Script® 인디케이터
wjdtks255의
Advanced Momentum TrackerThe Advanced Momentum Tracker (AMT) is a technical indicator designed to identify high-probability trend reversals and momentum shifts in real-time. Unlike traditional indicators that rely solely on mathematical formulas, AMT analyzes price action structure and historical patterns to detect when market momentum is shifting from bullish to bearish (and vice versa). Core Methodology: The indicator tracks consecutive price movements and maintains a comprehensive database of historical momentum patterns. It identifies trend changes by analyzing: Sequential candle relationships (opens and closes) Break of key trailing stop levels formed by recent price action Historical success rates of similar momentum patterns Key Features 1. Dynamic Levels: Automatically plots real-time dynamic trailing stop levels based on current momentum Color-coded lines: Green for bullish momentum, Red for bearish momentum These levels act as trigger points for potential trend changes 2. Entry Signal Markers: Clear BUY (↑) and SELL (↓) arrows when momentum shifts are detected Arrows positioned above/below candles for maximum visibility ,Signals only appear on confirmed trend changes 3. Momentum Score Display: Shows statistical probability based on historical pattern analysis Displays strength percentage of current momentum continuation Helps traders assess confidence level of the current trend 4. Exit Zone Indicator: Plots recommended exit levels for active positions Dynamic color coding: Red for long exits, Green for short exits Warning system (orange) when price breaches exit zones 5. Position Management Filter: Optional risk filter to avoid trades with excessive distance from trigger level Customizable position threshold percentage Helps maintain consistent risk-reward ratios 6. Comprehensive Alert System: Customizable alert messages for both long and short signals Configurable alert frequency (once per bar or once per bar close) Real-time notifications for all signal types Customization Options- Visual Settings: Toggle visibility of current price level, momentum score, and exit zones Customizable colors for all elements (bullish/bearish themes) Adjustable line thickness for dynamic levels Entry Markers: Custom colors for long and short entry signals Adjustable arrow distance from candles Core Parameters: Historical Depth: Amount of past data to analyze (default: 20,000 bars) Sensitivity Level: Controls how strong a move must be to trigger signals (default: 4) Higher values = fewer but stronger signals Lower values = more signals with earlier entries Position Management: Enable/disable position filter Set maximum acceptable risk threshold as percentage How It Works:- Momentum Detection Engine: The script continuously monitors price action, tracking each bullish and bearish leg. It maintains arrays of opens, closes, and counts to build a comprehensive picture of market structure. Pattern Recognition: When price breaks key levels (minimum/maximum of recent candles based on sensitivity), the indicator recognizes a potential momentum shift. Statistical Validation: The script compares the current pattern against its historical database to calculate the probability of momentum continuation. Signal Generation: When a valid trend change is detected (and passes the position filter if enabled), entry signals are displayed with corresponding exit zones. Best Use Cases: Swing trading on any timeframe (works on 1m to 1D charts) Trend reversal identification Momentum trading strategies Works on all markets: Forex, Stocks, Crypto, Indices, Commodities etc Recommended Settings: Scalping/Day Trading: Sensitivity 2-3, Historical Depth 10,000-20,000 Swing Trading: Sensitivity 3-4, Historical Depth 20,000-30,000 Position Trading: Sensitivity 4-5, Historical Depth 30,000+ Important Notes: Signals appear only on confirmed bars (not on real-time candles unless confirmed) The momentum score becomes more accurate as more historical data is processed Position filter should be adjusted based on the volatility of the instrument being traded Best used in conjunction with proper risk management and position sizing What Makes This Indicator Unique: Unlike indicators that simply apply mathematical formulas to price data, AMT learns from historical price behavior. It doesn't just tell you what happened—it tells you what's likely to happen next based on thousands of similar situations in the past. The statistical momentum score provides an edge that pure technical indicators cannot offer. Disclaimer: This indicator is a tool for technical analysis and should not be used as the sole basis for trading decisions. Always use proper risk management and combine with your own analysis. Happy Trading !!
Pine Script® 인디케이터
kingshukghosh71의
6
Day Trading Signals Trend & Momentum Buy/Sell [CocoChoco]Day Trading Signals: Trend & Momentum Buy/Sell Overview The indicator is a comprehensive day-trading tool designed to identify high-probability entries by aligning short-term momentum with long-term trend confluence. It filters out low-volatility "choppy" markets using ADX and ensures you are always trading in the direction of the dominant higher-timeframe trend. Important: Use on timeframes from 15 min to 2 hours, as the indicator is for day trading only. How It Works The script uses a three-layer confirmation system: Trend Alignment: Uses a Fast/Slow SMA cross (10/50) on the current chart. Signal prints only if price closes above (for bullish) or below (for bearish) the 10-period SMA. Higher Timeframe Confluence: The script automatically looks at a higher timeframe (1H for charts <=15m, and 4H for others) and checks if the price is above/below a 200-period SMA. Momentum & Volatility: Signals are only triggered if the Stochastic Oscillator is rising/falling and the ADX is above 20, ensuring there is enough "strength" behind the move. Visual Signals Buy/Sell Green Label (Up Arrow): Bullish entry signal Red Label (Down Arrow): Bearish entry signal. Red "X": Exit signal based on a moving average crossover (trend exhaustion). Visual Risk/Reward (1:1) Boxes: When a signal appears, the script automatically draws a projection of your Stop Loss (Red) and Take Profit (Green) based on the current ATR (Average True Range). How to Use Entry: Enter when a Label appears. Ensure the candle has closed to confirm the signal. Stop Loss/Take Profit: Use the visual boxes as a guide. The default is 1.0 ATR for risk and 1.0 RR ratio, which can be adjusted in the settings. Exit: Exit the trade either at the target boxes or when the Red "X" appears, indicating the trend has shifted. Please note that this is just a tool, not financial advice. Perform your own analysis before entering a trade.
Pine Script® 인디케이터
CocoChoco1의
Adaptive Trend Envelope [BackQuant]Adaptive Trend Envelope Overview Adaptive Trend Envelope is a volatility-aware trend-following overlay designed to stay responsive in fast markets while remaining stable during slower conditions. It builds a dynamic trend spine from two exponential moving averages and surrounds it with an adaptive envelope whose width expands and contracts based on realized return volatility. The result is a clean, self-adjusting trend structure that reacts to market conditions instead of relying on fixed parameters. This indicator is built to answer three core questions directly on the chart: Is the market trending or neutral? If trending, in which direction is the dominant pressure? Where is the dynamic trend boundary that price should respect? Core trend spine At the heart of the indicator is a blended trend spine: A fast EMA captures short-term responsiveness. A slow EMA captures structural direction. A volatility-based blend weight dynamically shifts influence between the two. When short-term volatility is low relative to long-term volatility, the fast EMA has more influence, keeping the trend responsive. When volatility rises, the blend shifts toward the slow EMA, reducing noise and preventing overreaction. This blended output is then smoothed again to form the final trend spine, which acts as the structural backbone of the system. Volatility-adaptive envelope The envelope surrounding the trend spine is not based on ATR or fixed percentages. Instead, it is derived from: Log returns of price. An exponentially weighted variance estimate. A configurable multiplier that scales envelope width. This creates bands that automatically widen during volatile expansions and tighten during compression. The envelope therefore reflects the true statistical behavior of price rather than an arbitrary distance. Inner hysteresis band Inside the main envelope, an inner band is constructed using a hysteresis fraction. This inner zone is used to stabilize regime transitions: It prevents rapid flipping between bullish and bearish states. It allows trends to persist unless price meaningfully invalidates them. It reduces whipsaws in sideways conditions. Trend regime logic The indicator operates with three regime states: Bullish Bearish Neutral Regime changes are confirmed using a configurable number of bars outside the adaptive envelope: A bullish regime is confirmed when price closes above the upper envelope for the required number of bars. A bearish regime is confirmed when price closes below the lower envelope for the required number of bars. A trend exits back to neutral when price reverts through the trend spine. This structure ensures that trends are confirmed by sustained pressure rather than single-bar spikes. Active trend line Once a regime is active, the indicator plots a single dominant trend line: In a bullish regime, the lower envelope becomes the active trend support. In a bearish regime, the upper envelope becomes the active trend resistance. In neutral conditions, price itself is used as a placeholder. This creates a simple, actionable visual reference for trend-following decisions. Directional energy visualization The indicator uses layered fills to visualize directional pressure: Bullish energy fills appear when price holds above the active trend line. Bearish energy fills appear when price holds below the active trend line. Opacity gradients communicate strength and persistence rather than binary states. A subtle “rim” effect is added using ATR-based offsets to give depth and reinforce the active side of the trend without cluttering the chart. Signals and trend starts Discrete signals are generated only when a new trend regime begins: Buy signals appear at the first confirmed transition into a bullish regime. Sell signals appear at the first confirmed transition into a bearish regime. Signals are intentionally sparse. They are designed to mark regime shifts, not every pullback or continuation, making them suitable for higher-quality trend entries rather than frequent trading. Candle coloring Optional candle coloring reinforces regime context: Bullish regimes tint candles toward the bullish color. Bearish regimes tint candles toward the bearish color. Neutral states remain visually muted. This allows the chart to communicate trend state even when the envelope itself is partially hidden or de-emphasized. Alerts Built-in alerts are provided for key trend events: Bull trend start. Bear trend start. Transition from trend to neutral. Price crossing the trend spine. These alerts support hands-off trend monitoring across multiple instruments and timeframes. How to use it for trend following Trend identification Only trade in the direction of the active regime. Ignore counter-trend signals during confirmed trends. Entry alignment Use the first regime signal as a structural entry. Use pullbacks toward the active trend line as continuation opportunities. Trend management As long as price respects the active envelope boundary, the trend remains valid. A move back through the spine signals loss of trend structure. Market filtering Periods where the indicator remains neutral highlight non-trending environments. This helps avoid forcing trades during chop or compression. Adaptive Trend Envelope is designed to behave like a living trend structure. Instead of forcing price into static rules, it adapts to volatility, confirms direction through sustained pressure, and presents trend information in a clean, readable form that supports disciplined trend-following workflows.
Pine Script® 인디케이터
BackQuant의
12
VWAP + EMA9 With SignalsThis script is for scalping on the 5 minute timeframe. It contains signals that indicate intersection of VWAP by the EMA9. It contains Buy signals when a candle closes above both lines indicating a quick continuation of a long position (quick scalp) as well as Sell signals when a candle closes below both lines indicating a quick continuation of a short position (quick scalp). Please note that i do not recommend entries at Buy and Sell signals during Accumulation/Consolidation. Positions should be taken with volume.
Pine Script® 인디케이터
tlc_futures_trader의
24
Quantum Ribbon Lite📊 WHAT IS IT? Quantum Ribbon Lite is a trend trading indicator built on a 5-layer exponential moving average ribbon system. It analyzes price momentum, volume, and ribbon alignment to generate entry signals with pre-calculated stop loss and take profit levels. The indicator is designed for traders who want a straightforward approach to trend trading without managing complex configurations. 🔧 HOW IT WORKS The Ribbon System The indicator uses 5 pairs of EMAs (10 moving averages total) that create colored "clouds" on your chart: Blue/Teal ribbons indicate bullish alignment Red/Pink ribbons indicate bearish alignment Mixed colors indicate neutral or transitional periods The ribbon spacing automatically adjusts from a fast EMA (21) to a slow EMA (60), creating layers that show trend strength and direction. Signal Generation Signals appear when multiple conditions align: For LONG signals: Fast EMAs are above slow EMAs Price momentum is positive and strong (> 0.5 ATR) Volume is above average (> 1.1x average) Ribbon confirms bullish state Minimum confidence threshold met (filters weak setups) For SHORT signals: Fast EMAs are below slow EMAs Price momentum is negative and strong Volume is above average Ribbon confirms bearish state Minimum confidence threshold met 📈 VISUAL COMPONENTS Entry Signals Green "BUY" label = Long entry signal at candle close Red "SELL" label = Short entry signal at candle close Signals only trigger on confirmed candle closes (no repainting). Risk Management Lines Three lines appear when you have an active position: White dotted line = Entry price Red dotted line = Stop loss level Green dotted line = Take profit target Performance Dashboard The stats table shows: Current position status (In Long/Short or Waiting for signal) Entry, stop, and target prices when in a trade Win/loss record Win rate percentage with color coding ⚙️ SETTINGS 1. Signal Sensitivity (1-10) Controls the minimum time between signals (cooldown period): 1 = 2 bars between signals (most frequent) 5 = 10 bars between signals (balanced) 10 = 20 bars between signals (most selective) Lower values generate more signals, higher values filter for better setups. 2. Stop Loss Distance Determines how stops are calculated using ATR (Average True Range): Tight = 1.5x ATR from entry Normal = 2.0x ATR from entry Wide = 2.5x ATR from entry ATR adapts to market volatility, so stops are tighter in calm markets and wider in volatile markets. 3. Take Profit Target Sets your risk-to-reward ratio: 1.5R = Target is 1.5 times your risk 2R = Target is 2 times your risk 3R = Target is 3 times your risk Example: With a $100 stop distance and 2R setting, your take profit will be $200 away from entry. 4. Show Stats Table Toggle to show/hide the performance dashboard in the top-right corner. 5. Show Risk Lines Toggle to show/hide the entry/stop/target lines on the chart. 📋 HOW TO USE Step 1: Apply to Chart Add the indicator to your preferred instrument and timeframe (daily recommended). Step 2: Wait for Signal A BUY or SELL label will appear on the chart when conditions align. Step 3: Enter Position Enter at the close of the signal candle in the indicated direction. Step 4: Set Risk Parameters Use the displayed lines: Red line = Your stop loss Green line = Your take profit Step 5: Hold Position Wait for the position to hit either the stop or target. No new signals will appear while you're in a position. Step 6: Review Results Check the stats table to track your win rate and adjust settings if needed. 🎯 RISK MANAGEMENT Stop Loss Calculation Stops are based on ATR (Average True Range) which measures recent price volatility: In quiet markets: Stops are placed closer to entry In volatile markets: Stops are placed further away This adaptive approach helps prevent stop-hunting while maintaining appropriate risk levels. Take Profit Calculation Targets are calculated as a multiple of your stop distance: If stop is 50 points away and you use 2R, target is 100 points away Maintains consistent risk-reward ratios across all trades Required Win Rates To break even after fees: 1.5R requires ~40% win rate 2R requires ~34% win rate 3R requires ~25% win rate 📊 RECOMMENDED USAGE Timeframes: Daily charts show strongest performance in testing 4H and 1H timeframes work but may have lower win rates Lower timeframes generate more signals but reduced quality Markets: Works on all instruments: Stocks, Forex, Crypto, Futures, Indices Best suited for trending markets May generate false signals in tight ranges or choppy conditions
Pine Script® 인디케이터
TrendlineProject의
24
Luxy Super-Duper SuperTrend Predictor Engine and Buy/Sell signalA professional trend-following grading system that analyzes historical trend patterns to provide statistical duration estimates using advanced similarity matching and k-nearest neighbors analysis. Combines adaptive Supertrend with intelligent duration statistics, multi-timeframe confluence, volume confirmation, and quality scoring to identify high-probability setups with data-driven target ranges across all timeframes. Note: All duration estimates are statistical calculations based on historical data, not guarantees of future performance. WHAT MAKES THIS DIFFERENT Unlike traditional SuperTrend indicators that only tell you trend direction, this system answers the critical question: "What is the typical duration for trends like this?" The Statistical Analysis Engine: • Analyzes your chart's last 15+ completed SuperTrend trends (bullish and bearish separately) • Uses k-nearest neighbors similarity matching to find historically similar setups • Calculates statistical duration estimates based on current market conditions • Learns from estimation errors and adapts over time (Advanced mode) • Displays visual duration analysis box showing median, average, and range estimates • Tracks Statistical accuracy with backtest statistics Complete Trading System: • Statistical trend duration analysis with three intelligence levels • Adaptive Supertrend with dynamic ATR-based bands • Multi-timeframe confluence analysis (6 timeframes: 5M to 1W) • Volume confirmation with spike detection and momentum tracking • Quality scoring system (0-70 points) rating each setup • One-click preset optimization for all trading styles • Anti-repaint guarantee on all signals and duration estimates METHODOLOGY CREDITS This indicator's approach is inspired by proven trading methodologies from respected market educators: • Mark Minervini - Volatility Contraction Pattern (VCP) and pullback entry techniques • William O'Neil - Volume confirmation principles and institutional buying patterns (CANSLIM methodology) • Dan Zanger - Volatility expansion entries and momentum breakout strategies Important: These are educational references only. This indicator does not guarantee any specific trading results. Always conduct your own analysis and risk management. KEY FEATURES 1. TREND DURATION ANALYSIS SYSTEM - The Core Innovation The statistical analysis engine is what sets this indicator apart from standard SuperTrend systems. It doesn't just identify trend changes - it provides statistical analysis of potential duration. How It Works: Step 1: Historical Tracking • Automatically records every completed SuperTrend trend (duration in bars) • Maintains separate databases for bullish trends and bearish trends • Stores up to 15 most recent trends of each type • Captures market conditions at each trend flip: volume ratio, ATR ratio, quality score, price distance from SuperTrend, proximity to support/resistance Step 2: Similarity Matching (k-Nearest Neighbors) • When new trend begins, system compares current conditions to ALL historical flips • Calculates similarity score based on: - Volume similarity (30% weight) - Is volume behaving similarly? - Volatility similarity (30% weight) - Is ATR/volatility similar? - Quality similarity (20% weight) - Is setup strength comparable? - Distance similarity (10% weight) - Is price distance from ST similar? - Support/Resistance proximity (10% weight) - Similar structural context? • Selects the 15 MOST SIMILAR historical trends (not just all trends) • This is like asking: "When conditions looked like this before, how long did trends last?" Step 3: Statistical Analysis • Calculates median duration (most common outcome) • Calculates average duration (mean of similar trends) • Determines realistic range (min to max of similar trends) • Applies exponential weighting (recent trends weighted more heavily) • Outputs confidence-weighted statistical estimate Step 4: Advanced Intelligence (Advanced Mode Only) The Advanced mode applies five sophisticated multipliers to refine estimates: A) Market Structure Multiplier (±30%): • Detects nearby support/resistance levels using pivot detection • If flip occurs NEAR a key level: Estimate adjusted -30% (expect bounce/rejection) • If flip occurs in open space: Estimate adjusted +30% (clear path for continuation) • Uses configurable lookback period and ATR-based proximity threshold B) Asset Type Multiplier (±40%): • Adjusts duration estimates based on asset volatility characteristics • Small Cap / Biotech: +40% (explosive, extended moves) • Tech Growth: +20% (momentum-driven, longer trends) • Blue Chip / Large Cap: 0% (baseline, steady trends) • Dividend / Value: -20% (slower, grinding trends) • Cyclical: Variable based on macro regime • Crypto / High Volatility: +30% (parabolic potential) C) Flip Strength Multiplier (±20%): • Analyzes the QUALITY of the trend flip itself • Strong flip (high volume + expanding ATR + quality score 60+): +20% • Weak flip (low volume + contracting ATR + quality score under 40): -20% • Logic: Historical data shows that powerful flips tend to be followed by longer trends D) Error Learning Multiplier (±15%): • Tracks Statistical accuracy over last 10 completed trends • Calculates error ratio: (estimated duration / Actual Duration) • If system consistently over-estimates: Apply -15% correction • If system consistently under-estimates: Apply +15% correction • Learns and adapts to current market regime E) Regime Detection Multiplier (±20%): • Analyzes last 3 trends of SAME TYPE (bull-to-bull or bear-to-bear) • Compares recent trend durations to historical average • If recent trends 20%+ longer than average: +20% adjustment (trending regime detected) • If recent trends 20%+ shorter than average: -20% adjustment (choppy regime detected) • Detects whether market is in trending or mean-reversion mode Three analysis modes: SIMPLE MODE - Basic Statistics • Uses raw median of similar trends only • No multipliers, no adjustments • Best for: Beginners, clean trending markets • Fastest calculations, minimal complexity STANDARD MODE - Full Statistical Analysis • Similarity matching with k-nearest neighbors • Exponential weighting of recent trends • Median, average, and range calculations • Best for: Most traders, general market conditions • Balance of accuracy and simplicity ADVANCED MODE - Statistics + Intelligence • Everything in Standard mode PLUS • All 5 advanced multipliers (structure, asset type, flip strength, learning, regime) • Highest Statistical accuracy in testing • Best for: Experienced traders, volatile/complex markets • Maximum intelligence, most adaptive Visual Duration Analysis Box: When a new trend begins (SuperTrend flip), a box appears on your chart showing: • Analysis Mode (Simple / Standard / Advanced) • Number of historical trends analyzed • Median expected duration (most likely outcome) • Average expected duration (mean of similar trends) • Range (minimum to maximum from similar trends) • Advanced multipliers breakdown (Advanced mode only) • Backtest accuracy statistics (if available) The box extends from the flip bar to the estimated endpoint based on historical data, giving you a visual target for trend duration. Box updates in real-time as trend progresses. Backtest & Accuracy Tracking: • System backtests its own duration estimates using historical data • Shows accuracy metrics: how well duration estimates matched actual durations • Tracks last 10 completed duration estimates separately • Displays statistics in dashboard and duration analysis boxes • Helps you understand statistical reliability on your specific symbol/timeframe Anti-Repaint Guarantee: • duration analysis boxes only appear AFTER bar close (barstate.isconfirmed) • Historical duration estimates never disappear or change • What you see in history is exactly what you would have seen real-time • No future data leakage, no lookahead bias 2. INTELLIGENT PRESET CONFIGURATIONS - One-Click Optimization Unlike indicators that require tedious parameter tweaking, this system includes professionally optimized presets for every trading style. Select your approach from the dropdown and ALL parameters auto-configure. "AUTO (DETECT FROM TF)" - RECOMMENDED The smartest option: automatically selects optimal settings based on your chart timeframe. • 1m-5m charts → Scalping preset (ATR: 7, Mult: 2.0) • 15m-1h charts → Day Trading preset (ATR: 10, Mult: 2.5) • 2h-4h-D charts → Swing Trading preset (ATR: 14, Mult: 3.0) • W-M charts → Position Trading preset (ATR: 21, Mult: 4.0) Benefits: • Zero configuration - works immediately • Always matched to your timeframe • Switch timeframe = automatic adjustment • Perfect for traders who use multiple timeframes "SCALPING (1-5M)" - Ultra-Fast Signals Optimized for: 1-5 minute charts, high-frequency trading, quick profits Target holding period: Minutes to 1-2 hours maximum Best markets: High-volume stocks, major crypto pairs, active futures Parameter Configuration: • Supertrend: ATR 7, Multiplier 2.0 (very sensitive) • Volume: MA 10, High 1.8x, Spike 3.0x (catches quick surges) • Volume Momentum: AUTO-DISABLED (too restrictive for fast scalping) • Quality minimum: 40 points (accepts more setups) • Duration Analysis: Uses last 15 trends with heavy recent weighting Trading Logic: Speed over precision. Short ATR period and low multiplier create highly responsive SuperTrend. Volume momentum filter disabled to avoid missing fast moves. Quality threshold relaxed to catch more opportunities in rapid market conditions. Signals per session: 5-15 typically Hold time: Minutes to couple hours Best for: Active traders with fast execution "DAY TRADING (15M-1H)" - Balanced Approach Optimized for: 15-minute to 1-hour charts, intraday moves, session-based trading Target holding period: 30 minutes to 8 hours (within trading day) Best markets: Large-cap stocks, major indices, established crypto Parameter Configuration: • Supertrend: ATR 10, Multiplier 2.5 (balanced) • Volume: MA 20, High 1.5x, Spike 2.5x (standard detection) • Volume Momentum: 5/20 periods (confirms intraday strength) • Quality minimum: 50 points (good setups preferred) • Duration Analysis: Balanced weighting of recent vs historical Trading Logic: The most balanced configuration. ATR 10 with multiplier 2.5 provides steady trend following that avoids noise while catching meaningful moves. Volume momentum confirms institutional participation without being overly restrictive. Signals per session: 2-5 typically Hold time: 30 minutes to full day Best for: Part-time and full-time active traders "SWING TRADING (4H-D)" - Trend Stability Optimized for: 4-hour to Daily charts, multi-day holds, trend continuation Target holding period: 2-15 days typically Best markets: Growth stocks, sector ETFs, trending crypto, commodity futures Parameter Configuration: • Supertrend: ATR 14, Multiplier 3.0 (stable) • Volume: MA 30, High 1.3x, Spike 2.2x (accumulation focus) • Volume Momentum: 10/30 periods (trend stability) • Quality minimum: 60 points (high-quality setups only) • Duration Analysis: Favors consistent historical patterns Trading Logic: Designed for substantial trend moves while filtering short-term noise. Higher ATR period and multiplier create stable SuperTrend that won't flip on minor corrections. Stricter quality requirements ensure only strongest setups generate signals. Signals per week: 2-5 typically Hold time: Days to couple weeks Best for: Part-time traders, swing style "POSITION TRADING (D-W)" - Long-Term Trends Optimized for: Daily to Weekly charts, major trend changes, portfolio allocation Target holding period: Weeks to months Best markets: Blue-chip stocks, major indices, established cryptocurrencies Parameter Configuration: • Supertrend: ATR 21, Multiplier 4.0 (very stable) • Volume: MA 50, High 1.2x, Spike 2.0x (long-term accumulation) • Volume Momentum: 20/50 periods (major trend confirmation) • Quality minimum: 70 points (excellent setups only) • Duration Analysis: Heavy emphasis on multi-year historical data Trading Logic: Conservative approach focusing on major trend changes. Extended ATR period and high multiplier create SuperTrend that only flips on significant reversals. Very strict quality filters ensure signals represent genuine long-term opportunities. Signals per month: 1-2 typically Hold time: Weeks to months Best for: Long-term investors, set-and-forget approach "CUSTOM" - Advanced Configuration Purpose: Complete manual control for experienced traders Use when: You understand the parameters and want specific optimization Best for: Testing new approaches, unusual market conditions, specific instruments Full control over: • All SuperTrend parameters • Volume thresholds and momentum periods • Quality scoring weights • analysis mode and multipliers • Advanced features tuning Preset Comparison Quick Reference: Chart Timeframe: Scalping (1M-5M) | Day Trading (15M-1H) | Swing (4H-D) | Position (D-W) Signals Frequency: Very High | High | Medium | Low Hold Duration: Minutes | Hours | Days | Weeks-Months Quality Threshold: 40 pts | 50 pts | 60 pts | 70 pts ATR Sensitivity: Highest | Medium | Lower | Lowest Time Investment: Highest | High | Medium | Lowest Experience Level: Expert | Advanced | Intermediate | Beginner+ 3. QUALITY SCORING SYSTEM (0-70 Points) Every signal is rated in real-time across three dimensions: Volume Confirmation (0-30 points): • Volume Spike (2.5x+ average): 30 points • High Volume (1.5x+ average): 20 points • Above Average (1.0x+ average): 10 points • Below Average: 0 points Volatility Assessment (0-30 points): • Expanding ATR (1.2x+ average): 30 points • Rising ATR (1.0-1.2x average): 15 points • Contracting/Stable ATR: 0 points Volume Momentum (0-10 points): • Strong Momentum (1.2x+ ratio): 10 points • Rising Momentum (1.0-1.2x ratio): 5 points • Weak/Neutral Momentum: 0 points Score Interpretation: 60-70 points - EXCELLENT: • All factors aligned • High conviction setup • Maximum position size (within risk limits) • Primary trading opportunities 45-59 points - STRONG: • Multiple confirmations present • Above-average setup quality • Standard position size • Good trading opportunities 30-44 points - GOOD: • Basic confirmations met • Acceptable setup quality • Reduced position size • Wait for additional confirmation or trade smaller Below 30 points - WEAK: • Minimal confirmations • Low probability setup • Consider passing • Only for aggressive traders in strong trends Only signals meeting your minimum quality threshold (configurable per preset) generate alerts and labels. 4. MULTI-TIMEFRAME CONFLUENCE ANALYSIS The system can simultaneously analyze trend alignment across 6 timeframes (optional feature): Timeframes analyzed: • 5-minute (scalping context) • 15-minute (intraday momentum) • 1-hour (day trading bias) • 4-hour (swing context) • Daily (primary trend) • Weekly (macro trend) Confluence Interpretation: • 5-6/6 aligned - Very strong multi-timeframe agreement (highest confidence) • 3-4/6 aligned - Moderate agreement (standard setup) • 1-2/6 aligned - Weak agreement (caution advised) Dashboard shows real-time alignment count with color-coding. Higher confluence typically correlates with longer, stronger trends. 5. VOLUME MOMENTUM FILTER - Institutional Money Flow Unlike traditional volume indicators that just measure size, Volume Momentum tracks the RATE OF CHANGE in volume: How it works: • Compares short-term volume average (fast period) to long-term average (slow period) • Ratio above 1.0 = Volume accelerating (money flowing IN) • Ratio above 1.2 = Strong acceleration (institutional participation likely) • Ratio below 0.8 = Volume decelerating (money flowing OUT) Why it matters: • Confirms trend with actual money flow, not just price • Leading indicator (volume often leads price) • Catches accumulation/distribution before breakouts • More intuitive than complex mathematical filters Integration with signals: • Optional filter - can be enabled/disabled per preset • When enabled: Only signals with rising volume momentum fire • AUTO-DISABLED in Scalping mode (too restrictive for fast trading) • Configurable fast/slow periods per trading style 6. ADAPTIVE SUPERTREND MULTIPLIER Traditional SuperTrend uses fixed ATR multiplier. This system dynamically adjusts the multiplier (0.8x to 1.2x base) based on: • Trend Strength: Price correlation over lookback period • Volume Weight: Current volume relative to average Benefits: • Tighter bands in calm markets (less premature exits) • Wider bands in volatile conditions (avoids whipsaws) • Better adaptation to biotech, small-cap, and crypto volatility • Optional - can be disabled for classic constant multiplier 7. VISUAL GRADIENT RIBBON 26-layer exponential gradient fill between price and SuperTrend line provides instant visual trend strength assessment: Color System: • Green shades - Bullish trend + volume confirmation (strongest) • Blue shades - Bullish trend, normal volume • Orange shades - Bearish trend + volume confirmation • Red shades - Bearish trend (weakest) Opacity varies based on: • Distance from SuperTrend (farther = more opaque) • Volume intensity (higher volume = stronger color) The ribbon provides at-a-glance trend strength without cluttering your chart. Can be toggled on/off. 8. INTELLIGENT ALERT SYSTEM Two-tier alert architecture for flexibility: Automatic Alerts: • Fire automatically on BUY and SELL signals • Include full context: quality score, volume state, volume momentum • One alert per bar close (alert.freq_once_per_bar_close) • Message format: "BUY: Supertrend bullish + Quality: 65/70 | Volume: HIGH | Vol Momentum: STRONG (1.35x)" Customizable Alert Conditions: • Appear in TradingView's "Create Alert" dialog • Three options: BUY Signal Only, SELL Signal Only, ANY Signal (BUY or SELL) • Use TradingView placeholders: {{ticker}}, {{interval}}, {{close}}, {{time}} • Fully customizable message templates All alerts use barstate.isconfirmed - Zero repaint guarantee. 9. ANTI-REPAINT ARCHITECTURE Every component guaranteed non-repainting: • Entry signals: Only appear after bar close • duration analysis boxes: Created only on confirmed SuperTrend flips • Informative labels: Wait for bar confirmation • Alerts: Fire once per closed bar • Multi-timeframe data: Uses lookahead=barmerge.lookahead_off What you see in history is exactly what you would have seen in real-time. No disappearing signals, no changed duration estimates. HOW TO USE THE INDICATOR QUICK START - 3 Steps to Trading: Step 1: Select Your Trading Style Open indicator settings → "Quick Setup" section → Trading Style Preset dropdown Options: • Auto (Detect from TF) - RECOMMENDED: Automatically configures based on your chart timeframe • Scalping (1-5m) - For 1-5 minute charts, ultra-fast signals • Day Trading (15m-1h) - For 15m-1h charts, balanced approach • Swing Trading (4h-D) - For 4h-Daily charts, trend stability • Position Trading (D-W) - For Daily-Weekly charts, long-term trends • Custom - Manual configuration (advanced users only) Choose "Auto" and you're done - all parameters optimize automatically. Step 2: Understand the Signals BUY Signal (Green Triangle Below Price): • SuperTrend flipped bullish • Quality score meets minimum threshold (varies by preset) • Volume confirmation present (if filter enabled) • Volume momentum rising (if filter enabled) • duration analysis box shows expected trend duration SELL Signal (Red Triangle Above Price): • SuperTrend flipped bearish • Quality score meets minimum threshold • Volume confirmation present (if filter enabled) • Volume momentum rising (if filter enabled) • duration analysis box shows expected trend duration Duration Analysis Box: • Appears at SuperTrend flip (start of new trend) • Shows median, average, and range duration estimates • Extends to estimated endpoint based on historical data visually • Updates mode-specific intelligence (Simple/Standard/Advanced) Step 3: Use the Dashboard for Context Dashboard (top-right corner) shows real-time metrics: • Row 1 - Quality Score: Current setup rating (0-70) • Row 2 - SuperTrend: Direction and current level • Row 3 - Volume: Status (Spike/High/Normal/Low) with color • Row 4 - Volatility: State (Expanding/Rising/Stable/Contracting) • Row 5 - Volume Momentum: Ratio and trend • Row 6 - Duration Statistics: Accuracy metrics and track record Every cell has detailed tooltip - hover for full explanations. SIGNAL INTERPRETATION BY QUALITY SCORE: Excellent Setup (60-70 points): • Quality Score: 60-70 • Volume: Spike or High • Volatility: Expanding • Volume Momentum: Strong (1.2x+) • MTF Confluence (if enabled): 5-6/6 • Action: Primary trade - maximum position size (within risk limits) • Statistical reliability: Highest - duration estimates most accurate Strong Setup (45-59 points): • Quality Score: 45-59 • Volume: High or Above Average • Volatility: Rising • Volume Momentum: Rising (1.0-1.2x) • MTF Confluence (if enabled): 3-4/6 • Action: Standard trade - normal position size • Statistical reliability: Good - duration estimates reliable Good Setup (30-44 points): • Quality Score: 30-44 • Volume: Above Average • Volatility: Stable or Rising • Volume Momentum: Neutral to Rising • MTF Confluence (if enabled): 3-4/6 • Action: Cautious trade - reduced position size, wait for additional confirmation • Statistical reliability: Moderate - duration estimates less certain Weak Setup (Below 30 points): • Quality Score: Below 30 • Volume: Low or Normal • Volatility: Contracting or Stable • Volume Momentum: Weak • MTF Confluence (if enabled): 1-2/6 • Action: Pass or wait for improvement • Statistical reliability: Low - duration estimates unreliable USING duration analysis boxES FOR TRADE MANAGEMENT: Entry Timing: • Enter on SuperTrend flip (signal bar close) • duration analysis box appears simultaneously • Note the median duration - this is your expected hold time Profit Targets: • Conservative: Use MEDIAN duration as profit target (50% probability) • Moderate: Use AVERAGE duration (mean of similar trends) • Aggressive: Aim for MAX duration from range (best historical outcome) Position Management: • Scale out at median duration (take partial profits) • Trail stop as trend extends beyond median • Full exit at average duration or SuperTrend flip (whichever comes first) • Re-evaluate if trend exceeds estimated range analysis mode Selection: • Simple: Clean trending markets, beginners, minimal complexity • Standard: Most markets, most traders (recommended default) • Advanced: Volatile markets, complex instruments, experienced traders seeking highest accuracy Asset Type Configuration (Advanced Mode): If using Advanced analysis mode, configure Asset Type for optimal accuracy: • Small Cap: Stocks under $2B market cap, low liquidity • Biotech / Speculative: Clinical-stage pharma, penny stocks, high-risk • Blue Chip / Large Cap: S&P 500, mega-cap tech, stable large companies • Tech Growth: High-growth tech (TSLA, NVDA, growth SaaS) • Dividend / Value: Dividend aristocrats, value stocks, utilities • Cyclical: Energy, materials, industrials (macro-driven) • Crypto / High Volatility: Bitcoin, altcoins, highly volatile assets Correct asset type selection improves Statistical accuracy by 15-20%. RISK MANAGEMENT GUIDELINES: 1. Stop Loss Placement: Long positions: • Place stop below recent swing low OR • Place stop below SuperTrend level (whichever is tighter) • Use 1-2 ATR distance as guideline • Recommended: SuperTrend level (built-in volatility adjustment) Short positions: • Place stop above recent swing high OR • Place stop above SuperTrend level (whichever is tighter) • Use 1-2 ATR distance as guideline • Recommended: SuperTrend level 2. Position Sizing by Quality Score: • Excellent (60-70): Maximum position size (2% risk per trade) • Strong (45-59): Standard position size (1.5% risk per trade) • Good (30-44): Reduced position size (1% risk per trade) • Weak (Below 30): Pass or micro position (0.5% risk - learning trades only) 3. Exit Strategy Options: Option A - Statistical Duration-Based Exit: • Exit at median estimated duration (conservative) • Exit at average estimated duration (moderate) • Trail stop beyond average duration (aggressive) Option B - Signal-Based Exit: • Exit on opposite signal (SELL after BUY, or vice versa) • Exit on SuperTrend flip (trend reversal) • Exit if quality score drops below 30 mid-trend Option C - Hybrid (Recommended): • Take 50% profit at median estimated duration • Trail stop on remaining 50% using SuperTrend as trailing level • Full exit on SuperTrend flip or quality collapse 4. Trade Filtering: For higher win-rate (fewer trades, better quality): • Increase minimum quality score (try 60 for swing, 50 for day trading) • Enable volume momentum filter (ensure institutional participation) • Require higher MTF confluence (5-6/6 alignment) • Use Advanced analysis mode with appropriate asset type For more opportunities (more trades, lower quality threshold): • Decrease minimum quality score (40 for day trading, 35 for scalping) • Disable volume momentum filter • Lower MTF confluence requirement • Use Simple or Standard analysis mode SETTINGS OVERVIEW Quick Setup Section: • Trading Style Preset: Auto / Scalping / Day Trading / Swing / Position / Custom Dashboard & Display: • Show Dashboard (ON/OFF) • Dashboard Position (9 options: Top/Middle/Bottom + Left/Center/Right) • Text Size (Auto/Tiny/Small/Normal/Large/Huge) • Show Ribbon Fill (ON/OFF) • Show SuperTrend Line (ON/OFF) • Bullish Color (default: Green) • Bearish Color (default: Red) • Show Entry Labels - BUY/SELL signals (ON/OFF) • Show Info Labels - Volume events (ON/OFF) • Label Size (Auto/Tiny/Small/Normal/Large/Huge) Supertrend Configuration: • ATR Length (default varies by preset: 7-21) • ATR Multiplier Base (default varies by preset: 2.0-4.0) • Use Adaptive Multiplier (ON/OFF) - Dynamic 0.8x-1.2x adjustment • Smoothing Factor (0.0-0.5) - EMA smoothing applied to bands • Neutral Bars After Flip (0-10) - Hide ST immediately after flip Volume Momentum: • Enable Volume Momentum Filter (ON/OFF) • Fast Period (default varies by preset: 3-20) • Slow Period (default varies by preset: 10-50) Volume Analysis: • Volume MA Length (default varies by preset: 10-50) • High Volume Threshold (default: 1.5x) • Spike Threshold (default: 2.5x) • Low Volume Threshold (default: 0.7x) Quality Filters: • Minimum Quality Score (0-70, varies by preset) • Require Volume Confirmation (ON/OFF) Trend Duration Analysis: • Show Duration Analysis (ON/OFF) - Display duration analysis boxes • analysis mode - Simple / Standard / Advanced • Asset Type - 7 options (Small Cap, Biotech, Blue Chip, Tech Growth, Dividend, Cyclical, Crypto) • Use Exponential Weighting (ON/OFF) - Recent trends weighted more • Decay Factor (0.5-0.99) - How much more recent trends matter • Structure Lookback (3-30) - Pivot detection period for support/resistance • Proximity Threshold (xATR) - How close to level qualifies as "near" • Enable Error Learning (ON/OFF) - System learns from estimation errors • Memory Depth (3-20) - How many past errors to remember Box Visual Settings: • duration analysis box Border Color • duration analysis box Background Color • duration analysis box Text Color • duration analysis box Border Width • duration analysis box Transparency Multi-Timeframe (Optional Feature): • Enable MTF Confluence (ON/OFF) • Minimum Alignment Required (0-6) • Individual timeframe enable/disable toggles • Custom timeframe selection options All preset configurations override manual inputs except when "Custom" is selected. ADVANCED FEATURES 1. Scalpel Mode (Optional) Advanced pullback entry system that waits for healthy retracements within established trends before signaling entry: • Monitors price distance from SuperTrend levels • Requires pullback to configurable range (default: 30-50%) • Ensures trend remains intact before entry signal • Reduces whipsaw and false breakouts • Inspired by Mark Minervini's VCP pullback entries Best for: Swing traders and day traders seeking precision entries Scalpers: Consider disabling for faster entries 2. Error Learning System (Advanced analysis mode Only) The system learns from its own estimation errors: • Tracks last 10-20 completed duration estimates (configurable memory depth) • Calculates error ratio for each: estimated duration / Actual Duration • If system consistently over-estimates: Applies negative correction (-15%) • If system consistently under-estimates: Applies positive correction (+15%) • Adapts to current market regime automatically This self-correction mechanism improves accuracy over time as the system gathers more data on your specific symbol and timeframe. 3. Regime Detection (Advanced analysis mode Only) Automatically detects whether market is in trending or choppy regime: • Compares last 3 trends to historical average • Recent trends 20%+ longer → Trending regime (+20% to estimates) • Recent trends 20%+ shorter → Choppy regime (-20% to estimates) • Applied separately to bullish and bearish trends Helps duration estimates adapt to changing market conditions without manual intervention. 4. Exponential Weighting Option to weight recent trends more heavily than distant history: • Default decay factor: 0.9 • Recent trends get higher weight in statistical calculations • Older trends gradually decay in importance • Rationale: Recent market behavior more relevant than old data • Can be disabled for equal weighting 5. Backtest Statistics System backtests its own duration estimates using historical data: • Walks through past trends chronologically • Calculates what duration estimate WOULD have been at each flip • Compares to actual duration that occurred • Displays accuracy metrics in duration analysis boxes and dashboard • Helps assess statistical reliability on your specific chart Note: Backtest uses only data available AT THE TIME of each historical flip (no lookahead bias). TECHNICAL SPECIFICATIONS • Pine Script Version: v6 • Indicator Type: Overlay (draws on price chart) • Max Boxes: 500 (for duration analysis box storage) • Max Bars Back: 5000 (for comprehensive historical analysis) • Security Calls: 1 (for MTF if enabled - optimized) • Repainting: NO - All signals and duration estimates confirmed on bar close • Lookahead Bias: NO - All HTF data properly offset, all duration estimates use only historical data • Real-time Updates: YES - Dashboard and quality scores update live • Alert Capable: YES - Both automatic alerts and customizable alert conditions • Multi-Symbol: Works on stocks, crypto, forex, futures, indices Performance Optimization: • Conditional calculations (duration analysis can be disabled to reduce load) • Efficient array management (circular buffers for trend storage) • Streamlined gradient rendering (26 layers, can be toggled off) • Smart label cooldown system (prevents label spam) • Optimized similarity matching (analyzes only relevant trends) Data Requirements: • Minimum 50-100 bars for initial duration analysis (builds historical database) • Optimal: 500+ bars for robust statistical analysis • Longer history = more accurate duration estimates • Works on any timeframe from 1 minute to monthly KNOWN LIMITATIONS • Trending Markets Only: Performs best in clear trends. May generate false signals in choppy/sideways markets (use quality score filtering and regime detection to mitigate) • Lagging Nature: Like all trend-following systems, signals occur AFTER trend establishment, not at exact tops/bottoms. Use duration analysis boxes to set realistic profit targets. • Initial Learning Period: Duration analysis system requires 10-15 completed trends to build reliable historical database. Early duration estimates less accurate (first few weeks on new symbol/timeframe). • Visual Load: 26-layer gradient ribbon may slow performance on older devices. Disable ribbon if experiencing lag. • Statistical accuracy Variables: Duration estimates are statistical estimates, not guarantees. Accuracy varies by: - Market regime (trending vs choppy) - Asset volatility characteristics - Quality of historical pattern matches - Timeframe traded (higher TF = more reliable) • Not Best Suitable For: - Ultra-short-term scalping (sub-1-minute charts) - Mean-reversion strategies (designed for trend-following) - Range-bound trading (requires trending conditions) - News-driven spikes (estimates based on technical patterns, not fundamentals) FREQUENTLY ASKED QUESTIONS Q: Does this indicator repaint? A: Absolutely not. All signals, duration analysis boxes, labels, and alerts use barstate.isconfirmed checks. They only appear after the bar closes. What you see in history is exactly what you would have seen in real-time. Zero repaint guarantee. Q: How accurate are the trend duration estimates? A: Accuracy varies by mode, market conditions, and historical data quality: • Simple mode: 60-70% accuracy (within ±20% of actual duration) • Standard mode: 70-80% accuracy (within ±20% of actual duration) • Advanced mode: 75-85% accuracy (within ±20% of actual duration) Best accuracy achieved on: • Higher timeframes (4H, Daily, Weekly) • Trending markets (not choppy/sideways) • Assets with consistent behavior (Blue Chip, Large Cap) • After 20+ historical trends analyzed (builds robust database) Remember: All duration estimates are statistical calculations based on historical patterns, not guarantees. Q: Which analysis mode should I use? A: • Simple: Beginners, clean trending markets, want minimal complexity • Standard: Most traders, general market conditions (RECOMMENDED DEFAULT) • Advanced: Experienced traders, volatile/complex markets (biotech, small-cap, crypto), seeking maximum accuracy Advanced mode requires correct Asset Type configuration for optimal results. Q: What's the difference between the trading style presets? A: Each preset optimizes ALL parameters for a specific trading approach: • Scalping: Ultra-sensitive (ATR 7, Mult 2.0), more signals, shorter holds • Day Trading: Balanced (ATR 10, Mult 2.5), moderate signals, intraday holds • Swing Trading: Stable (ATR 14, Mult 3.0), fewer signals, multi-day holds • Position Trading: Very stable (ATR 21, Mult 4.0), rare signals, week/month holds Auto mode automatically selects based on your chart timeframe. Q: Should I use Auto mode or manually select a preset? A: Auto mode is recommended for most traders. It automatically matches settings to your timeframe and re-optimizes if you switch charts. Only use manual preset selection if: • You want scalping settings on a 15m chart (overriding auto-detection) • You want swing settings on a 1h chart (more conservative than auto would give) • You're testing different approaches on same timeframe Q: Can I use this for scalping and day trading? A: Absolutely! The preset system is specifically designed for all trading styles: • Select "Scalping (1-5m)" for 1-5 minute charts • Select "Day Trading (15m-1h)" for 15m-1h charts • Or use "Auto" mode and it configures automatically Volume momentum filter is auto-disabled in Scalping mode for faster signals. Q: What is Volume Momentum and why does it matter? A: Volume Momentum compares short-term volume (fast MA) to long-term volume (slow MA). It answers: "Is money flowing into this asset faster now than historically?" Why it matters: • Volume often leads price (early warning system) • Confirms institutional participation (smart money) • No lag like price-based indicators • More intuitive than complex mathematical filters When the ratio is above 1.2, you have strong evidence that institutions are accumulating (bullish) or distributing (bearish). Q: How do I set up alerts? A: Two options: Option 1 - Automatic Alerts: 1. Right-click on chart → Add Alert 2. Condition: Select this indicator 3. Choose "Any alert() function call" 4. Configure notification method (app, email, webhook) 5. You'll receive detailed alerts on every BUY and SELL signal Option 2 - Customizable Alert Conditions: 1. Right-click on chart → Add Alert 2. Condition: Select this indicator 3. You'll see three options in dropdown: - "BUY Signal" (long signals only) - "SELL Signal" (short signals only) - "ANY Signal" (both BUY and SELL) 4. Choose desired option and customize message template 5. Uses TradingView placeholders: {{ticker}}, {{close}}, {{time}}, etc. All alerts fire only on confirmed bar close (no repaint). Q: What is Scalpel Mode and should I use it? A: Scalpel Mode waits for healthy pullbacks within established trends before signaling entry. It reduces whipsaws and improves entry timing. Recommended ON for: • Swing traders (want precision entries on pullbacks) • Day traders (willing to wait for better prices) • Risk-averse traders (prefer fewer but higher-quality entries) Recommended OFF for: • Scalpers (need immediate entries, can't wait for pullbacks) • Momentum traders (want to enter on breakout, not pullback) • Aggressive traders (prefer more opportunities over precision) Q: Why do some duration estimates show wider ranges than others? A: Range width reflects historical trend variability: • Narrow range: Similar historical trends had consistent durations (high confidence) • Wide range: Similar historical trends had varying durations (lower confidence) Wide ranges often occur: • Early in analysis (fewer historical trends to learn from) • In volatile/choppy markets (inconsistent trend behavior) • On lower timeframes (more noise, less consistency) The median and average still provide useful targets even when range is wide. Q: Can I customize the dashboard position and appearance? A: Yes! Dashboard settings include: • Position: 9 options (Top/Middle/Bottom + Left/Center/Right) • Text Size: Auto, Tiny, Small, Normal, Large, Huge • Show/Hide: Toggle entire dashboard on/off Choose position that doesn't overlap important price action on your specific chart. Q: Which timeframe should I trade on? A: Depends on your trading style and time availability: • 1-5 minute: Active scalping, requires constant monitoring • 15m-1h: Day trading, check few times per session • 4h-Daily: Swing trading, check once or twice daily • Daily-Weekly: Position trading, check weekly General principle: Higher timeframes produce: • Fewer signals (less frequent) • Higher quality setups (stronger confirmations) • More reliable duration estimates (better statistical data) • Less noise (clearer trends) Start with Daily chart if new to trading. Move to lower timeframes as you gain experience. Q: Does this work on all markets (stocks, crypto, forex)? A: Yes, it works on all markets with trending characteristics: Excellent for: • Stocks (especially growth and momentum names) • Crypto (BTC, ETH, major altcoins) • Futures (indices, commodities) • Forex majors (EUR/USD, GBP/USD, etc.) Best results on: • Trending markets (not range-bound) • Liquid instruments (tight spreads, good fills) • Volatile assets (clear trend development) Less effective on: • Range-bound/sideways markets • Ultra-low volatility instruments • Illiquid small-caps (use caution) Configure Asset Type (in Advanced analysis mode) to match your instrument for best accuracy. Q: How many signals should I expect per day/week? A: Highly variable based on: By Timeframe: • 1-5 minute: 5-15 signals per session • 15m-1h: 2-5 signals per day • 4h-Daily: 2-5 signals per week • Daily-Weekly: 1-2 signals per month By Market Volatility: • High volatility = more SuperTrend flips = more signals • Low volatility = fewer flips = fewer signals By Quality Filter: • Higher threshold (60-70) = fewer but better signals • Lower threshold (30-40) = more signals, lower quality By Volume Momentum Filter: • Enabled = Fewer signals (only volume-confirmed) • Disabled = More signals (all SuperTrend flips) Adjust quality threshold and filters to match your desired signal frequency. Q: What's the difference between entry labels and info labels? A: Entry Labels (BUY/SELL): • Your primary trading signals • Based on SuperTrend flip + all confirmations (quality, volume, momentum) • Include quality score and confirmation icons • These are actionable entry points Info Labels (Volume Spike): • Additional market context • Show volume events that may support or contradict trend • 8-bar cooldown to prevent spam • NOT necessarily entry points - contextual information only Control separately: Can show entry labels without info labels (recommended for clean charts). Q: Can I combine this with other indicators? A: Absolutely! This works well with: • RSI: For divergences and overbought/oversold conditions • Support/Resistance: Confluence with key levels • Fibonacci Retracements: Pullback targets in Scalpel Mode • Price Action Patterns: Flags, pennants, cup-and-handle • MACD: Additional momentum confirmation • Bollinger Bands: Volatility context This indicator provides trend direction and duration estimates - complement with other tools for entry refinement and additional confluence. Q: Why did I get a low-quality signal? Can I filter them out? A: Yes! Increase the Minimum Quality Score in settings. If you're seeing signals with quality below your preference: • Day Trading: Set minimum to 50 • Swing Trading: Set minimum to 60 • Position Trading: Set minimum to 70 Only signals meeting the threshold will appear. This reduces frequency but improves win-rate. Q: How do I interpret the MTF Confluence count? A: Shows how many of 6 timeframes agree with current trend: • 6/6 aligned: Perfect agreement (extremely rare, highest confidence) • 5/6 aligned: Very strong alignment (high confidence) • 4/6 aligned: Good alignment (standard quality setup) • 3/6 aligned: Moderate alignment (acceptable) • 2/6 aligned: Weak alignment (caution) • 1/6 aligned: Very weak (likely counter-trend) Higher confluence typically correlates with longer, stronger trends. However, MTF analysis is optional - you can disable it and rely solely on quality scoring. Q: Is this suitable for beginners? A: Yes, but requires foundational knowledge: You should understand: • Basic trend-following concepts (higher highs, higher lows) • Risk management principles (position sizing, stop losses) • How to read candlestick charts • What volume and volatility mean Beginner-friendly features: • Auto preset mode (zero configuration) • Quality scoring (tells you signal strength) • Dashboard tooltips (hover for explanations) • duration analysis boxes (visual profit targets) Recommended for beginners: 1. Start with "Auto" or "Swing Trading" preset on Daily chart 2. Use Standard Analysis Mode (not Advanced) 3. Set minimum quality to 60 (fewer but better signals) 4. Paper trade first for 2-4 weeks 5. Study methodology references (Minervini, O'Neil, Zanger) Q: What is the Asset Type setting and why does it matter? A: Asset Type (in Advanced analysis mode) adjusts duration estimates based on volatility characteristics: • Small Cap: Explosive moves, extended trends (+30-40%) • Biotech / Speculative: Parabolic potential, news-driven (+40%) • Blue Chip / Large Cap: Baseline, steady trends (0% adjustment) • Tech Growth: Momentum-driven, longer trends (+20%) • Dividend / Value: Slower, grinding trends (-20%) • Cyclical: Macro-driven, variable (±10%) • Crypto / High Volatility: Parabolic potential (+30%) Correct configuration improves Statistical accuracy by 15-20%. Using Blue Chip settings on a biotech stock may underestimate trend length (you'll exit too early). Q: Can I backtest this indicator? A: Yes! TradingView's Strategy Tester works with this indicator's signals. To backtest: 1. Note the entry conditions (SuperTrend flip + quality threshold + filters) 2. Create a strategy script using same logic 3. Run Strategy Tester on historical data Additionally, the indicator includes BUILT-IN duration estimate validation: • System backtests its own duration estimates • Shows accuracy metrics in dashboard and duration analysis boxes • Helps assess reliability on your specific symbol/timeframe Q: Why does Volume Momentum auto-disable in Scalping mode? A: Scalping requires ultra-fast entries to catch quick moves. Volume Momentum filter adds friction by requiring volume confirmation before signaling, which can cause missed opportunities in rapid scalping. Scalping preset is optimized for speed and frequency - the filter is counterproductive for that style. It remains enabled for Day Trading, Swing Trading, and Position Trading presets where patience improves results. You can manually enable it in Custom mode if desired. Q: How much historical data do I need for accurate duration estimates? A: Minimum: 50-100 bars (indicator will function but duration estimates less reliable) Recommended: 500+ bars (robust statistical database) Optimal: 1000+ bars (maximum Statistical accuracy) More history = more completed trends = better pattern matching = more accurate duration estimates. New symbols or newly-switched timeframes will have lower Statistical accuracy initially. Allow 2-4 weeks for the system to build historical database. IMPORTANT DISCLAIMERS No Guarantee of Profit: This indicator is an educational tool and does not guarantee any specific trading results. All trading involves substantial risk of loss. Duration estimates are statistical calculations based on historical patterns and are not guarantees of future performance. Past Performance: Historical backtest results and Statistical accuracy statistics do not guarantee future performance. Market conditions change constantly. What worked historically may not work in current or future markets. Not Financial Advice: This indicator provides technical analysis signals and statistical duration estimates only. It is not financial, investment, or trading advice. Always consult with a qualified financial advisor before making investment decisions. Risk Warning: Trading stocks, options, futures, forex, and cryptocurrencies involves significant risk. You can lose all of your invested capital. Never trade with money you cannot afford to lose. Only risk capital you can lose without affecting your lifestyle. Testing Required: Always test this indicator on a demo account or with paper trading before risking real capital. Understand how it works in different market conditions. Verify Statistical accuracy on your specific instruments and timeframes before trusting it with real money. User Responsibility: You are solely responsible for your trading decisions. The developer assumes no liability for trading losses, incorrect duration estimates, software errors, or any other damages incurred while using this indicator. Statistical Estimation Limitations: Trend Duration estimates are statistical estimates based on historical pattern matching. They are NOT guarantees. Actual trend durations may differ significantly from duration estimates due to unforeseen news events, market regime changes, or lack of historical precedent for current conditions. CREDITS & ACKNOWLEDGMENTS Methodology Inspiration: • Mark Minervini - Volatility Contraction Pattern (VCP) concepts and pullback entry techniques • William O'Neil - Volume analysis principles and CANSLIM institutional buying patterns • Dan Zanger - Momentum breakout strategies and volatility expansion entries Technical Components: • SuperTrend calculation - Classic ATR-based trend indicator (public domain) • Statistical analysis - Standard median, average, range calculations • k-Nearest Neighbors - Classic machine learning similarity matching concept • Multi-timeframe analysis - Standard request.security implementation in Pine Script For questions, feedback, or support, please comment below or send a private message. Happy Trading!
Pine Script® 인디케이터
orenluxy의
43
BTC Risk Metric DCA Adapter (3Commas Webhook Strategy)Risk Metric DCA Adapter (3Commas Webhook Strategy) - WORK IN PROGRESS This Pine Script strategy, originally inspired by the Risk Metric Indicator, is fundamentally engineered as an Adapter to interface with external trading bots like 3Commas via Webhooks. It calculates a dynamic market risk score and translates that score into specific dollar-cost averaging (DCA) entry levels and tiered profit-taking exits. Key Features & Logic Risk Metric Calculation (Credit to The Trading Parrot): The strategy incorporates a complex, multi-timeframe Risk Metric calculation based on daily and weekly moving averages (SMA) and standard deviation (StDev). This metric aims to quantify the current market overextension or compression relative to long-term historical data. The resulting score dictates the level of conviction for a new trade. Tiered DCA Entry Sizing: The strategy defines three distinct Buy Levels (L1, L2, L3) corresponding to increasingly favorable (lower) Risk Metric scores. L1 (Base): Risk is moderate, initiating the minimum defined trade amount. L2 (Scaled): Risk is low, initiating L1 amount + L2 amount. L3 (Aggressive): Risk is very low, initiating L1 + L2 + L3 amounts. Tiered Profit-Taking Exits: The strategy implements a staggered, partial profit-taking approach based on the Risk Metric rising: Sell L1 & L2: Closes a percentage of the current position when the Risk Metric reaches defined high thresholds, locking in partial profits. Sell L3 (Full Exit): Closes the remaining position when the Risk Metric reaches the highest defined threshold. The Adapter Function (Webhook Integration) This script is unique because it uses the Pine Script strategy() function to trigger Order Fills, which are necessary to access powerful placeholders in the TradingView alert system. Trigger Type: The alert must be set to trigger on Any order fill. Dynamic Webhook Data: Instead of using fixed alert() commands, the strategy generates dynamic labels (e.g., BUY_ENTRY_L3_USD_1000 or SELL_L1_PCT_25) using the strategy.entry and strategy.close commands. Data Transfer: The alert message then uses the placeholder {{strategy.order.comment}} to pass these dynamic labels to the 3Commas bot, allowing the bot to execute the precise action (e.g., start_deal_with_volume_in_quote_currency or close_deal_at_market_percentage). Full Strategy Webhook payload { "secret": "YOUR_3COMMAS_SECRET_KEY", "max_lag": "300", "timestamp": "{{timenow}}", "trigger_price": "{{close}}", "tv_exchange": "{{exchange}}", "tv_instrument": "{{ticker}}", "action": "{{strategy.order.action}}", "bot_uuid": "YOUR_BOT_UUID", "strategy_info": { "market_position": "{{strategy.market_position}}", "market_position_size": "{{strategy.market_position_size}}", "prev_market_position": "{{strategy.prev_market_position}}", "prev_market_position_size": "{{strategy.prev_market_position_size}}" }, "order": { "amount": "{{strategy.order.contracts}}", "currency_type": "base", "comment": "{{strategy.order.comment}}" } } Disclaimer: This script is an adapter tool and does not guarantee profit. Trading requires manual configuration of risk settings, bot parameters, and adherence to platform-specific setup instructions.
Pine Script™ 전략
nakphanan의
1
SuperTrend Dual RMAOverview The SuperTrend Dual RMA is a hybrid volatility-based trend-following system that merges two Relative Moving Averages (RMAs) with an Average True Range (ATR)–anchored SuperTrend framework. The primary purpose of this indicator is to offer a smoother and more reliable depiction of directional bias while maintaining sensitivity to price volatility and market volume. Traditional SuperTrend implementations typically rely on a single moving average and a fixed volatility envelope. This dual RMA structure introduces an adaptive central tendency line that reacts proportionally to both price and volume, allowing for more nuanced identification of trend reversals and continuation patterns. **Core Concept** The indicator is built around two key principles — smoothing and volatility adaptation. 1. **Smoothing:** The use of two separate RMAs with configurable lengths creates a dynamic equilibrium between short-term responsiveness and long-term stability. The first RMA captures near-term directional shifts, while the second provides broader market context. The average of both becomes the foundation of the SuperTrend bands. 2. **Volatility Adaptation:** The ATR multiplier and period define the distance between upper and lower bands relative to recent volatility. This ensures that the SuperTrend line remains flexible across varying market conditions — expanding during high volatility and contracting during calm phases. **Calculation Steps** * The indicator first computes two volume-weighted RMAs based on the typical price (`hlc3`) multiplied by trading volume. * Each RMA is normalized by the smoothed volume to maintain proportional weighting. * These two RMAs are averaged to produce a “basis line” that reflects the current market consensus price. * The ATR is calculated over a user-defined period, then multiplied by a volatility factor (ATR multiplier). * The resulting ATR value defines dynamic upper and lower thresholds around the basis line. * Trend direction is determined by price closing behavior relative to these thresholds: * When the closing price exceeds the upper band, the trend is considered bullish. * When it drops below the lower band, the trend turns bearish. * If price remains within the bands, the prior trend direction is maintained for consistency. **Visual Structure** The SuperTrend Dual RMA provides multiple layers of visual feedback for enhanced interpretation: * Two distinct RMA lines (short and long) are plotted with complementary colors for contrast and clarity. * A soft fill between the RMA lines highlights the interaction between short- and medium-term momentum. * The ATR-based SuperTrend bands are drawn above and below the basis, with adaptive coloring that corresponds to the prevailing trend direction. * Bar colors automatically adjust to reflect bullish or bearish bias, making it easy to identify trend shifts without relying solely on crossovers. * Optional triangle markers appear below or above bars to signal potential buy or sell opportunities based on crossover logic. **Signals and Alerts** The indicator provides real-time crossover detection: * **Buy Signal:** Triggered when the closing price moves above the SuperTrend line, confirming potential bullish continuation or reversal. * **Sell Signal:** Triggered when the closing price drops below the SuperTrend line, indicating possible bearish momentum or reversal. Both conditions have built-in `alertcondition()` functions, allowing users to set automated alerts for trading or monitoring purposes. This enables integration with TradingView’s alert system for push notifications, emails, or webhook connections. **Usage Guidelines** * **Trend Identification:** Use the color-coded trend line and bar color as a visual guide to the current directional bias. * **Entry and Exit Timing:** Consider entering trades when a new crossover alert appears, preferably in the direction of the overall higher-timeframe trend. * **Parameter Tuning:** Adjust the RMA lengths and ATR parameters based on asset volatility. Shorter RMA and ATR settings provide faster reactions, suitable for intraday or high-frequency trading, while longer configurations better fit swing or position strategies. * **Risk Management:** Because the SuperTrend inherently acts as a dynamic stop level, traders can use the opposite band or SuperTrend line as a trailing stop or exit signal. **Practical Applications** * Trend confirmation in multi-timeframe strategies. * Adaptive trailing stop placement using the lower or upper band. * Visual comparison of volume-weighted price movement against volatility envelopes. * Integration into algorithmic trading systems as a signal filter or trend bias component. * Identification of overextended conditions when price significantly diverges from the SuperTrend basis. **Originality and Advantages** The SuperTrend Dual RMA differentiates itself from conventional SuperTrend scripts through three innovative design choices: 1. **Dual Volume-Weighted RMAs:** By incorporating two RMAs weighted by trading volume, the indicator accounts for liquidity dynamics, producing smoother and more reliable averages compared to price-only calculations. 2. **Anchored SuperTrend Framework:** The SuperTrend bands are not derived from a fixed source (such as a single close or median price) but from a blended RMA basis, making them more adaptable to varying market behaviors. 3. **Integrated Multi-Layer Visualization:** The inclusion of filled regions between RMAs, dynamic band coloring, and bar tinting enhances readability and analytical depth without overwhelming the chart. These improvements collectively create a more balanced and data-rich representation of market structure, offering a higher degree of analytical precision. It’s suitable for traders seeking both discretionary and systematic use, as the indicator’s logic is transparent and compatible with alert-based or automated workflows. **Summary** The SuperTrend Dual RMA is a refined evolution of the classic SuperTrend, optimized for traders who value smoother directional tracking and more intelligent volatility adaptation. It blends two time-sensitive, volume-aware moving averages with an ATR-derived volatility system to deliver reliable, actionable trend information. Its visual design, adaptive responsiveness, and integrated alert functionality make it a complete solution for identifying and managing trends across multiple asset classes and timeframes.
Pine Script® 인디케이터
honeydev9598의
11
VWAP Trend **Overview** The VWAP Trend indicator is a volume-weighted price analysis tool that visualizes the relationship between price and the anchored Volume Weighted Average Price (VWAP) over different timeframes. This script is designed to reveal when the market is trending above or below its volume-weighted equilibrium point, providing a clear framework for identifying directional bias, trend strength, and potential reversals. By combining an anchored VWAP with exponential smoothing and a secondary trend EMA, the indicator helps traders distinguish between short-term price fluctuations and genuine volume-supported directional moves. **Core Concept** VWAP (Volume Weighted Average Price) represents the average price of an asset weighted by traded volume. It reflects where the majority of trading activity has taken place within a chosen period, serving as a critical reference level for institutions and professional traders. This indicator extends the traditional VWAP concept by: 1. Allowing users to **anchor VWAP to different timeframes** (Daily, Weekly, or Monthly). 2. Applying **smoothing** to create a stable reference curve less prone to noise. 3. Overlaying a **trend EMA** to identify whether current price momentum aligns with or diverges from VWAP equilibrium. The combination of these elements produces a visual representation of price’s relationship to its fair value across time, helping to identify accumulation and distribution phases. **Calculation Methodology** 1. **Anchored VWAP Calculation:** The script resets cumulative volume and cumulative volume–price data at the start of each new VWAP session (based on the selected anchor timeframe). It continuously accumulates the product of price and volume, dividing this by total volume to compute the current VWAP value. 2. **Smoothing Process:** The raw VWAP line is smoothed using an Exponential Moving Average (EMA) of user-defined length, producing a cleaner, more stable trend curve that minimizes intraperiod noise. 3. **Trend Determination:** An additional EMA is calculated on the closing price. By comparing the position of this EMA to the smoothed VWAP, the indicator determines the prevailing market bias: * When the trend EMA is above the smoothed VWAP, the market is considered to be in an **uptrend**. * When the trend EMA is below the smoothed VWAP, the market is classified as a **downtrend**. **Visual Structure** The indicator uses color dynamics and chart overlays to make interpretation intuitive: * **Smoothed VWAP Line:** The main trend reference, colored blue during bullish conditions and orange during bearish conditions. * **Price Fill Region:** The area between the smoothed VWAP and price is filled with a translucent color matching the current trend, visually representing whether price is trading above or below equilibrium. * **Trend EMA (implicit):** Although not separately plotted, it drives the color state of the VWAP, ensuring seamless visual transitions between bullish and bearish conditions. **Inputs and Parameters** * **VWAP Timeframe:** Choose between Daily, Weekly, or Monthly anchoring. This determines the reset frequency for cumulative volume and price data. * **VWAP Smoothing Length:** Defines how many periods are used to smooth the VWAP line. Shorter values produce a more reactive line; longer values create smoother, steadier signals. * **Trend EMA Length:** Sets the period for the trend detection EMA applied to price. Adjust this to calibrate how quickly the indicator reacts to directional changes. **Interpretation and Use Cases** * **Trend Confirmation:** When price and the trend EMA both remain above the smoothed VWAP, the market is showing strong bullish control. Conversely, consistent price action below the VWAP suggests sustained bearish sentiment. * **Fair Value Assessment:** VWAP serves as a dynamic equilibrium level. Price repeatedly reverting to this line indicates consolidation or fair value zones, while strong directional moves away from VWAP highlight momentum phases. * **Institutional Benchmarking:** Because large market participants often benchmark entries and exits relative to VWAP, this indicator helps align retail analysis with institutional logic. * **Reversal Detection:** Sudden crossovers of the trend EMA relative to the VWAP can signal potential reversals or shifts in momentum strength. **Trading Applications** * **Trend Following:** Use VWAP’s direction and color state to determine trade bias. Long entries are favored when the VWAP turns blue, while short entries align with orange phases. * **Mean Reversion:** In ranging conditions, traders may look for price deviations far above or below VWAP as potential reversion opportunities. * **Multi-Timeframe Confluence:** Combine the Daily VWAP Trend with higher anchor periods (e.g., Weekly or Monthly) to confirm larger trend structure. * **Support and Resistance Mapping:** VWAP often acts as a strong intraday or session-level support/resistance zone. The smoothed version refines this behavior into a cleaner, more reliable reference. **Originality and Innovation** The VWAP Trend indicator stands apart from conventional VWAP scripts through several original features: 1. **Anchor Flexibility:** Most VWAP indicators fix the anchor to a specific session (like daily). This version allows switching between Daily, Weekly, and Monthly anchors dynamically, adapting to various trading styles and time horizons. 2. **Volume-Weighted Smoothing:** The use of an EMA smoothing layer over the raw VWAP provides enhanced stability without compromising responsiveness, delivering a more analytically consistent signal. 3. **EMA-Based Trend Comparison:** By introducing a second trend EMA, the indicator creates a comparative framework that merges volume-weighted price analysis with classical momentum tracking — a rare and powerful combination. 4. **Adaptive Visual System:** The color-shifting and shaded fill between VWAP and price are integrated into a single, lightweight structure, giving traders immediate insight into market bias without the clutter of multiple overlapping indicators. **Advantages** * Adaptable to any market, timeframe, or trading style. * Provides both equilibrium (VWAP) and momentum (EMA) perspectives. * Smooths out noise while retaining the integrity of volume-based price dynamics. * Enhances situational awareness through intuitive color-coded visualization. * Ideal for professional, swing, and intraday traders seeking context-driven market direction. **Summary** The VWAP Trend indicator is a modern enhancement of the classical VWAP methodology. By merging anchored volume-weighted analysis with smoothed trend detection and visual state feedback, it provides a comprehensive perspective on market equilibrium and directional strength. It is built for traders who seek more than static price references — offering an adaptive, volume-aware framework for identifying market trends, reversals, and fair-value zones with precision and clarity.
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