지금 시작

Macd-v

MACD-V MomentumThe MACD-V (Moving Average Convergence Divergence – Volatility Normalized) is an award-winning momentum indicator created by Alex Spiroglou, CFTe, DipTA (ATAA). It improves on the traditional MACD by normalizing momentum with volatility, solving several well-known limitations of classic indicators: ✅ Time stability – readings are consistent across history ✅ Cross-market comparability – works equally on stocks, crypto, forex, and commodities ✅ Objective momentum framework – universal thresholds at +150 / -150, +50 / -50 ✅ Cleaner signals – reduces false signals in ranges and lag in high momentum By dividing the MACD spread by ATR, the indicator expresses momentum in volatility units, allowing meaningful comparison across timeframes and markets. MACD-V defines seven objective momentum states: Risk (Oversold): below -150 Rebounding: -150 to +50 and above signal Rallying: +50 to +150 and above signal Risk (Overbought): above +150 Retracing: above -50 and below signal Reversing: -150 to -50 and below signal Ranging: between -50 and +50 for N bars Optional background tints highlight the active regime (Bull above 200-MA, Bear below 200-MA). Rare extremes (e.g., MACD-V < -100 in a bull regime) are tagged for additional context. Use Cases Identify and track momentum lifecycles across any market Spot rare extremes for potential reversal opportunities Filter out low-momentum whipsaws in ranging conditions Compare momentum strength across multiple symbols Support systematic and rule-based strategy development
Pine Script® 인디케이터
ensormatt88의
MAMA-MACD [DCAUT]█ MAMA-MACD 📊 ORIGINALITY & INNOVATION The MAMA-MACD represents an important advancement over traditional MACD implementations by replacing the fixed exponential moving averages with Mesa Adaptive Moving Average (MAMA) and Following Adaptive Moving Average (FAMA). While Gerald Appel's original MACD from the 1970s was constrained to static EMA calculations, this adaptive version dynamically adjusts its smoothing characteristics based on market cycle analysis. This improvement addresses a significant limitation of traditional MACD: the inability to adapt to changing market conditions and volatility regimes. By incorporating John Ehlers' MAMA/FAMA algorithm, which uses Hilbert Transform techniques to measure the dominant market cycle, the MAMA-MACD automatically adjusts its responsiveness to match current market behavior. This creates a more intelligent oscillator that provides earlier signals in trending markets while reducing false signals during sideways consolidation periods. The MAMA-MACD maintains the familiar MACD interpretation while adding adaptive capabilities that help traders navigate varying market conditions more effectively than fixed-parameter oscillators. 📐 MATHEMATICAL FOUNDATION The MAMA-MACD calculation employs advanced digital signal processing techniques: Core Algorithm: • MAMA Line: Adaptively smoothed fast moving average using Mesa algorithm • FAMA Line: Following adaptive moving average that tracks MAMA with additional smoothing • MAMA-MACD Line: MAMA - FAMA (replaces traditional fast EMA - slow EMA) • Signal Line: Configurable moving average of MAMA-MACD line (default: 9-period EMA) • Histogram: MAMA-MACD Line - Signal Line (momentum visualization) Mesa Adaptive Algorithm: The MAMA/FAMA system uses Hilbert Transform quadrature components to detect the dominant market cycle. The algorithm calculates: • In-phase and Quadrature components through Hilbert Transform • Homodyne discriminator for cycle measurement • Adaptive alpha values based on detected cycle period • Fast Limit (0.1 default): Maximum adaptation rate for MAMA • Slow Limit (0.05 default): Maximum adaptation rate for FAMA Signal Processing Benefits: • Automatic adaptation to market cycle changes • Reduced lag during trending periods • Enhanced noise filtering during consolidation • Preservation of signal quality across different timeframes 📊 COMPREHENSIVE SIGNAL ANALYSIS The MAMA-MACD provides multiple layers of market analysis through its adaptive signal generation: Primary Signals: • MAMA-MACD Line above zero: Indicates positive momentum and potential uptrend • MAMA-MACD Line below zero: Suggests negative momentum and potential downtrend • MAMA-MACD crossing above Signal Line: Bullish momentum confirmation • MAMA-MACD crossing below Signal Line: Bearish momentum confirmation Advanced Signal Interpretation: • Histogram Expansion: Strengthening momentum in current direction • Histogram Contraction: Weakening momentum, potential reversal warning • Zero Line Crosses: Important momentum shifts and trend confirmations • Signal Line Divergence: Early warning of potential trend changes Adaptive Characteristics: • Faster response during clear trending conditions • Increased smoothing during choppy market periods • Automatic adjustment to different volatility regimes • Reduced false signals compared to traditional MACD Multi-Timeframe Analysis: The adaptive nature allows consistent performance across different timeframes, automatically adjusting to the dominant cycle period present in each timeframe's data. 🎯 STRATEGIC APPLICATIONS The MAMA-MACD serves multiple strategic functions in comprehensive trading systems: Trend Analysis Applications: • Trend Confirmation: Use zero line crosses to confirm trend direction changes • Momentum Assessment: Monitor histogram patterns for momentum strength evaluation • Cycle-Based Analysis: Leverage adaptive properties for cycle-aware market timing • Multi-Timeframe Alignment: Coordinate signals across different time horizons Entry and Exit Strategies: • Bullish Entry: MAMA-MACD crosses above signal line with histogram turning positive • Bearish Entry: MAMA-MACD crosses below signal line with histogram turning negative • Exit Signals: Histogram contraction or opposite signal line crosses • Stop Loss Placement: Use zero line or signal line as dynamic stop levels Risk Management Integration: • Position Sizing: Scale positions based on histogram strength • Volatility Assessment: Use adaptation rate to gauge market uncertainty • Drawdown Control: Reduce exposure during excessive histogram contraction • Market Regime Recognition: Adjust strategy based on adaptation patterns Portfolio Management: • Sector Rotation: Apply to sector ETFs for rotation timing • Currency Analysis: Use on major currency pairs for forex trading • Commodity Trading: Apply to futures markets with cycle-sensitive characteristics • Index Trading: Employ for broad market timing decisions 📋 DETAILED PARAMETER CONFIGURATION Understanding and optimizing the MAMA-MACD parameters enhances its effectiveness: Fast Limit (Default: 0.1): • Controls maximum adaptation rate for MAMA line • Range: 0.01 to 0.99 • Higher values: Increase responsiveness but may add noise • Lower values: Provide more smoothing but slower response • Optimization: Start with 0.1, adjust based on market characteristics Slow Limit (Default: 0.05): • Controls maximum adaptation rate for FAMA line • Range: 0.01 to 0.99 (should be lower than Fast Limit) • Higher values: Faster FAMA response, narrower MAMACD range • Lower values: Smoother FAMA, wider MAMA-MACD oscillations • Optimization: Maintain 2:1 ratio with Fast Limit for traditional behavior Signal Length (Default: 9): • Period for signal line moving average calculation • Range: 1 to 50 periods • Shorter periods: More responsive signals, potential for more whipsaws • Longer periods: Smoother signals, reduced frequency • Traditional Setting: 9 periods maintains MACD compatibility Signal MA Type: • SMA: Simple average, uniform weighting • EMA: Exponential weighting, faster response (default) • RMA: Wilder's smoothing, moderate response • WMA: Linear weighting, balanced characteristics Parameter Optimization Guidelines: • Trending Markets: Increase Fast Limit to 0.15-0.2 for quicker response • Sideways Markets: Decrease Fast Limit to 0.05-0.08 for noise reduction • High Volatility: Lower both limits for increased smoothing • Low Volatility: Raise limits for enhanced sensitivity 📈 PERFORMANCE ANALYSIS & COMPETITIVE ADVANTAGES The MAMA-MACD offers several improvements over traditional oscillators: Response Characteristics: • Adaptive Lag Reduction: Automatically reduces lag during trending periods • Noise Filtering: Enhanced smoothing during consolidation phases • Signal Quality: Improved signal-to-noise ratio compared to fixed-parameter MACD • Cycle Awareness: Automatic adjustment to dominant market cycles Comparison with Traditional MACD: • Earlier Signals: Provides signals 1-3 bars earlier during strong trends • Fewer False Signals: Reduces whipsaws by 20-40% in choppy markets • Better Divergence Detection: More reliable divergence signals through adaptive smoothing • Enhanced Robustness: Performs consistently across different market conditions Adaptation Benefits: • Market Regime Flexibility: Automatically adjusts to bull/bear market characteristics • Volatility Responsiveness: Adapts to high and low volatility environments • Time Frame Versatility: Consistent performance from intraday to weekly charts • Instrument Agnostic: Effective across stocks, forex, commodities, and cryptocurrencies Computational Efficiency: • Real-time Processing: Efficient calculation suitable for live trading • Memory Management: Optimized for Pine Script performance requirements • Scalability: Handles multiple symbol analysis without performance degradation Limitations and Considerations: • Learning Period: Requires several bars to establish adaptation pattern • Parameter Sensitivity: Performance varies with Fast/Slow Limit settings • Market Condition Dependency: Adaptation effectiveness varies by market type • Complexity Factor: More parameters to optimize compared to basic MACD Usage Notes: This indicator is designed for technical analysis and educational purposes. The adaptive algorithm helps reduce common MACD limitations, but it should not be used as the sole basis for trading decisions. Algorithm performance varies with market conditions, and past characteristics do not guarantee future results. Traders should combine MAMA-MACD signals with other forms of analysis and proper risk management techniques.
Pine Script® 인디케이터
DCAUT의
Sols Day Trading Signals (5m / 10m)This indicator is designed for day trading on the 5-minute and 10-minute charts. Includes: EMA 9 & EMA 21 crossover signals MACD momentum confirmation RSI trend filter (50+) Buy/Sell labels directly on the chart 💡 How to Use: Go long when EMA 9 crosses above EMA 21, MACD is positive, and RSI is above 50 Go short when EMA 9 crosses below EMA 21, MACD is negative, and RSI is below 50 Best used with proper risk management (1-2% per trade) ⚠️ Disclaimer: This is for educational purposes only — always backtest and trade responsibly.
Pine Script® 인디케이터
Nanihzx의
MACD ProThe MACD Pro is a modern take on the classic MACD, designed to give traders deeper insights into market momentum, trend conditions, and potential turning points. While it keeps the standard MACD foundation, it introduces a few enhancements to make it more adaptive and visually intuitive. At its core, the indicator calculates the traditional MACD line, Signal line and Histogram. The histogram can be optionally displayed. One of the things that set this version apart is the addition of the MACD Leader, an optional feature that makes the MACD more responsive to price action. By applying an adaptive smoothing factor (Leader Sensitivity), the Leader line can provide earlier momentum cues compared to the standard MACD and help anticipate shifts before they become obvious on a standard MACD indicator. Another enhancement is the regime-based color system for the MACD line. Instead of simply coloring based on the MACD or histogram itself, this indicator identifies the overall market regime using momentum and trend strength conditions. Bullish Regime: Momentum is positive and trend strength is above average. Bearish Regime: Momentum is negative and trend strength is above average. Sideways Regime: Momentum remains weak and within noise levels. This regime detection allows the MACD line to visually adapt, giving traders an extra layer of context beyond standard MACD signals to blend momentum analysis with market conditions, helping distinguish between trending and ranging environments.
Pine Script® 인디케이터
VEGAlgo의
Adaptive Convergence Divergence### Adaptive Convergence Divergence (ACD) By Gurjit Singh The Adaptive Convergence Divergence (ACD) reimagines the classic MACD by replacing fixed moving averages with adaptive moving averages. Instead of a static smoothing factor, it dynamically adjusts sensitivity based on price momentum, relative strength, volatility, fractal roughness, or volume pressure. This makes the oscillator more responsive in trending markets while filtering noise in choppy ranges. #### 📌 Key Features 1. Dual Adaptive Structure: The oscillator uses two adaptive moving averages to form its convergence-divergence line, with EMA/RMA as signal line: * Primary Adaptive (MA): Fast line, reacts quickly to changes. * Following Adaptive (FAMA): Slow line, with half-alpha smoothing for confirmation. 2. Adaptive MA Types * ACMO: Adaptive CMO (momentum) * ARSI: Adaptive RSI (relative strength) * FRMA: Fractal Roughness (volatility + fractal dimension) * VOLA: Volume adaptive (volume pressure) 3. PPO Option: Switch between classic MACD or Percentage Price Oscillator (PPO) style calculation. 4. Signal Smoothing: Choose between EMA or Wilder’s RMA. 5. Visuals: Colored oscillator, signal line, histogram with adaptive transparency. 6. Alerts: Bullish/Bearish crossovers built-in. #### 🔑 How to Use 1. Add to chart: Works on any timeframe and asset. 2. Choose MA Type: Experiment with ACMO, ARSI, FRMA, or VOLA depending on market regime. 3. Crossovers: * Bullish (🐂): Oscillator crosses above signal → potential long entry. * Bearish (🐻): Oscillator crosses below signal → potential short entry. 4. Histogram: expansion = strengthening trend; contraction = weakening trend. 5. Divergences: * Bullish (hidden strength): Price pushes lower, but ACD turns higher = potential upward reversal. * Bearish (hidden weakness): Price pushes higher, but ACD turns lower = potential downward reversal. 6. Customize: Adjust lengths, smoothing type, and PPO/MACD mode to match your style. 7. Set Alerts: * Enable Bullish or Bearish crossover alerts to catch momentum shifts in real time. #### 💡 Tips * PPO mode normalizes values across assets, useful for cross-asset analysis. * Wilder’s smoothing is gentler than EMA, reducing whipsaws in sideways conditions. * Adaptive smoothing helps reduce false divergence signals by filtering noise in choppy ranges.
Pine Script® 인디케이터
singhxgurjit의
REMS Snap Shot OverlayThe REMS Snap Shot indicator is a multi-factor, confluence-based system that combines momentum (RSI, Stochastic RSI), trend (EMA, MACD), and optional filters (volume, MACD histogram, session time) to identify high-probability trade setups. Signals are only triggered when all enabled conditions align, giving the trader a filtered, visually clear entry signal. This indicator uses an optional 'look-back' feature where in it will signal an entry based on the recency of specified cross events. To use the indicator, select which technical indicators you wish to filter, the session you wish to apply (default is 9:30am - 4pm EST, based on your chart time settings), and if which cross events you wish to trigger a reset on the cooldown. The default settings filter the 4 major technical indicators (RSI, EMAs, MACD, Stochastic RSI) but optional filters exist to further fine tune Stochastic Range, MACD momentum and strength, and volume, with optional visual cues for MACD position, Stochastic RSI position, and volume. EMAs can be drawn on the chart from this indicator with optional shaded background. This indicator is an alternative to REMS First Strike, which uses a recency filter instead of a cool down.
Pine Script® 인디케이터
KodiakMarket의
REMS First Strike OverlayThe REMS First Strike indicator is a multi-factor, confluence-based system that combines momentum (RSI, Stochastic RSI), trend (EMA, MACD), and optional filters (volume, MACD histogram, session time) to identify high-probability trade setups. Signals are only triggered when all enabled conditions align, giving the trader a filtered, visually clear entry signal. This indicator uses an optional 'cool down' feature where in it will signal an entry only after any of the specified cross events occur. To use the indicator, select which technical indicators you wish to filter, the session you wish to apply (default is 9:30am - 4pm EST, based on your chart time settings), and if which cross events you wish to trigger a reset on the cooldown. The default settings filter the 4 major technical indicators (RSI, EMAs, MACD, Stochastic RSI) but optional filters exist to further fine tune Stochastic Range, MACD momentum and strength, and volume, with optional visual cues for MACD position, Stochastic RSI position, and volume. EMAs can be drawn on the chart from this indicator with optional shaded background. This indicator is an alternative to REMS Snap Shot, which uses a recency filter instead of a cool down.
Pine Script® 인디케이터
KodiakMarket의
VWMA MACD Trend Grinder Buy/Sell SignalsDescription: This indicator combines a VWMA-based MACD with volume and trend filters to reduce false buy and sell signals. It is designed to give more reliable entry and exit points in trending markets while avoiding low-volume noise. Features: 1. VWMA MACD: - MACD is calculated using Volume-Weighted Moving Averages (VWMA) instead of standard EMAs. - Histogram shows the difference between MACD and its signal line. 2. Volume Filter: - Signals are only triggered when current volume exceeds a multiple of its moving average. - Reduces false signals in low-volume periods. 3. Trend Filter: - Only triggers buy signals when price is above a long-term VWMA (uptrend). - Only triggers sell signals when price is below the long-term VWMA (downtrend). - Helps avoid counter-trend trades. 4. Plots: - MACD (blue), Signal (orange), Histogram (green/red) - Trend VWMA (purple) - Buy and Sell arrows in the indicator pane (green/red) 5. Alerts: - Configurable alerts for buy and sell signals filtered by volume and trend. Inputs: - Fast Length: VWMA period for the fast MACD line (default 12) - Slow Length: VWMA period for the slow MACD line (default 26) - Signal Length: EMA period for the MACD signal line (default 9) - Volume MA Length: Length for volume moving average filter (default 20) - Volume Threshold Multiplier: Multiplier for volume filter (default 1.2) - Trend VWMA Length: Period for long-term trend VWMA (default 50) - Price Source: Close, HL2, HLC3, OHLC4 Usage: - Use as a confirmation tool along with other analysis techniques. - Buy when the green triangle appears (MACD crossover, above trend VWMA, sufficient volume). - Sell when the red triangle appears (MACD crossunder, below trend VWMA, sufficient volume). - Trend VWMA helps visually confirm the market trend.
Pine Script® 인디케이터
kmarin137의
VWMA MACD Amanita Buy/Sell Signals VWMA MACD Amanita Buy/Sell Signals – Volume-Weighted Momentum Indicator A twist on the classic MACD: this indicator uses Volume Weighted Moving Averages (VWMA) instead of EMAs, giving more weight to price moves backed by higher volume. Features: VWMA-based MACD line & signal line Histogram highlights bullish/bearish momentum Color-coded for easy visualization Quick Guide: MACD above Signal → bullish MACD below Signal → bearish Rising histogram → strengthening trend Falling histogram → weakening trend Perfect for traders who want momentum confirmed by volume.
Pine Script® 인디케이터
kmarin137의
VWMA MACD AmanitaVWMA MACD (Volume-Weighted MACD) This indicator modifies the standard MACD by replacing EMAs with VWMAs (Volume-Weighted Moving Averages). - Fast VWMA (default 12 bars) - Slow VWMA (default 26 bars) - MACD Line = Fast VWMA - Slow VWMA - Signal Line = EMA of MACD (default 9 bars) - Histogram = MACD - Signal Compared to the standard MACD, this version emphasizes price moves that are backed by higher trading volume, helping to filter out weak signals. The script also lets you choose the price source (Close, HL2, HLC3, OHLC4).
Pine Script® 인디케이터
kmarin137의
1
MACD StrategyOverview The "MACD Strategy" is a straightforward trading strategy tested for BTCUSDT Futures on the 1-minute timeframe, leveraging the Moving Average Convergence Divergence (MACD) indicator to identify momentum-based buy and sell opportunities. Developed with input from expert trading analyst insights, this strategy combines technical precision with risk management, making it suitable for traders of all levels on platforms like TradingView. It focuses on capturing trend reversals and momentum shifts, with clear visual cues and automated alerts for seamless integration with trading bots (e.g., Bitget webhooks). #### How It Works This strategy uses the MACD indicator to generate trading signals based on momentum and trend direction: - **Buy Signal**: Triggered when the MACD line crosses above the signal line, and the MACD histogram turns positive (above zero). This suggests increasing bullish momentum. - **Sell Signal**: Triggered when the MACD line crosses below the signal line, and the MACD histogram turns negative (below zero), indicating growing bearish momentum. Once a signal is detected, the strategy opens a position (long for buy, short for sell) with a position size calculated based on your risk tolerance. It includes a stop-loss to limit losses and a take-profit to lock in gains, both dynamically adjusted using the Average True Range (ATR) for adaptability to market volatility. #### Key Features - **MACD-Based Signals**: Relies solely on MACD for entry points, plotted in a separate pane for clear momentum analysis. - **Risk Management**: Automatically calculates position size based on a percentage of your account balance and sets stop-loss and take-profit levels using ATR multipliers and a risk:reward ratio. - **Visual Feedback**: Plots entry, stop-loss, and take-profit lines on the chart with labeled markers for easy tracking. - **Alerts**: Includes Bitget webhook-compatible alerts for automated trading, notifying you of buy and sell signals in real-time. #### Input Parameters - **Account Balance**: Default 10000 – Set your initial trading capital to determine position sizing. - **MACD Fast Length**: Default 12 – The short-term EMA period for MACD sensitivity. - **MACD Slow Length**: Default 26 – The long-term EMA period for MACD calculation. - **MACD Signal Length**: Default 9 – The smoothing period for the signal line. - **Risk Per Trade (%)**: Default 3.0 – The percentage of your account balance risked per trade (e.g., 3% of 10000 = 300). - **Risk:Reward Ratio**: Default 3.0 – The ratio of potential profit to risk (e.g., 3:1 means risking 1 to gain 3). - **SL Multiplier**: Default 1.0 – Multiplies ATR to set the stop-loss distance (e.g., 1.0 x ATR). - **TP Multiplier**: Default 3.0 – Multiplies ATR to set the take-profit distance, adjusted by the risk:reward ratio. - **Line Length (bars)**: Default 25 – Duration in bars for displaying trade lines on the chart. - **Label Position**: Default 'left' – Position of text labels (left or right) relative to trade lines. - **ATR Period**: Default 14 – The number of periods for calculating ATR to measure volatility. #### How to Use 1. **Add to Chart**: Load the "MACD Strategy" as a strategy and the "MACD Indicator" as a separate indicator on your TradingView chart (recommended for BTCUSDT Futures on the 1-minute timeframe). 2. **Customize Settings**: Adjust the input parameters based on your risk tolerance and market conditions. For BTCUSDT Futures, consider reducing `Risk Per Trade (%)` during high volatility (e.g., 1%) or increasing `SL Multiplier` for wider stops. 3. **Visual Analysis**: Watch the main chart for trade entry lines (green for buy, red for sell), stop-loss (red), and take-profit (green) lines with labels. Use the MACD pane below to confirm momentum shifts. 4. **Set Alerts**: Create alerts in TradingView for "Buy Signal" and "Sell Signal" to automate trades via Bitget webhooks. 5. **Backtest and Optimize**: Test the strategy on historical BTCUSDT Futures 1-minute data to fine-tune parameters. The short timeframe requires quick execution, so monitor closely for slippage or latency. #### Tips for Success - **Market Conditions**: This strategy performs best in trending markets on the 1-minute timeframe. Avoid choppy conditions where MACD crossovers may produce false signals. - **Risk Management**: Start with the default 3% risk per trade and adjust downward (e.g., 1%) during volatile periods like BTCUSDT news events. The 3:1 risk:reward ratio targets consistent profitability. - **Timeframe**: Optimized for 1-minute charts; switch to 5-minute or 15-minute for less noise if needed. - **Confirmation**: Cross-check MACD signals with price action or support/resistance levels for higher accuracy on BTCUSDT Futures. #### Limitations - This strategy relies solely on MACD, so it may lag in fast-moving or sideways markets. Consider adding a secondary filter (e.g., RSI) if needed. - Stop-loss and take-profit are ATR-based and may need adjustment for BTCUSDT Futures’ high volatility, especially during leverage trading. #### Conclusion The "MACD Strategy" offers a simple yet effective way to trade momentum shifts using the MACD indicator, tested for BTCUSDT Futures on the 1-minute timeframe, with robust risk management and visual tools. Whether you’re scalping crypto futures or exploring short-term trends, this strategy provides a solid foundation for automated or manual trading. Share your feedback or customizations in the comments, and happy trading!
Pine Script™ 전략
thetraderlodge의
Penguin Trend with RSI on DiffVisualizes volatility regime via the percent spread between the upper Bollinger Band and the upper Keltner Channel, with bar colors from a lightweight trend engine and an RSI computed on the Diff signal. Supports SMA/EMA/WMA/RMA/HMA/VWMA/VWAP and an optional calculation timeframe. Defaults preserve the original look and behavior. Penguin Trend with RSI on Diff shows expansion vs. compression in price action by comparing two classic volatility envelopes. It computes: Diff% = (UpperBB − UpperKC) / UpperKC × 100 • Diff > 0: Bollinger Bands are wider than Keltner Channels → expansion / momentum regime • Diff < 0: BB narrower than KC → compression / squeeze regime A white “Average Diff” line smooths Diff% (default: SMA(5)) to highlight regime shifts. Bars are colored only when Diff > 0 to focus on expansion phases. A lightweight trend engine defines four states from a fast/slow MA bias and a short “thrust” MA on ohlc4: • Green: Bullish bias and thrust > fast MA (healthy upside thrust) • Red: Bearish bias and thrust < fast MA (healthy downside thrust) • Yellow: Bullish bias but thrust ≤ fast MA (pullback/weakness) • Blue: Bearish bias but thrust ≥ fast MA (bear rally/short squeeze) RSI on Diff: The indicator adds an RSI applied to Diff% to gauge momentum of the expansion/compression signal itself. Choose between Built-in RSI or a manual RMA-based computation, and optionally smooth it. Default OB/OS lines are 70/30. How it works: • Bollinger Bands (BB): Basis = selected MA of src (default SMA(20)); Width = StdDev × Mult (default 2.0) • Keltner Channels (KC): Basis = selected MA of src (default SMA(20)); Width = ATR(kcATR) × Mult (defaults 20 and 2.0) • Diff%: Safe division guards against division-by-zero • MA engine: Select SMA / EMA / WMA / RMA / HMA / VWMA / VWAP for BB/KC bases, Average Diff, and trend components (VWAP is session-anchored) • Calculation timeframe: Compute internals on a chosen TF via request.security() while viewing any chart TF Inputs (key): • Calculation timeframe: Empty = chart TF; set e.g., 60/240 to compute on that TF • BB: Length, StdDev Mult, MA Type • KC: Basis Length, ATR Length, Multiplier, MA Type • Average Diff: Length and MA Type • RSI on Diff: RSI Length, Method (Built-in or Manual RMA), Smoothing Length, OB/OS levels, show/hide • Trend Engine: Fast/Slow lengths & MA type, Signal (kept for completeness), Thrust MA length & type • Display/Visibility: Paint bars only when Diff > 0; show zero line; “true Blue” color toggle; show/hide Diff columns and Average Diff How to use: 1. Regime changes: Watch Diff% or Average Diff crossing 0. Above zero favors momentum/continuation setups; below zero suggests compression and potential breakout conditions. 2. State confirmation: During expansion (Diff > 0), prioritize Green/Red for aligned thrust; treat Yellow/Blue as cautionary/contrarian. 3. RSI on Diff: Use OB/OS and crossovers for timing entries/exits or for confirming/negating expansion strength. Alerts: • Diff crosses above/below 0 • Average Diff crosses above/below 0 • RSI(Diff) crosses above OB / below OS • State changes: GREEN / RED / YELLOW / BLUE Notes & limitations: • VWAP is session-anchored and best on intraday data. If not applicable on the selected calculation TF, the script automatically falls back to EMA. • Defaults (SMA(20) for BB/KC, multipliers 2.0, SMA(5) Average Diff, original trend coloring and bar painting) preserve the original appearance. • RSI on Diff is plotted in the same pane for a compact workflow; you can hide it or split into a separate indicator if desired. Release notes: v6.0 — Upgraded to Pine v6. Added multi-MA options (SMA/EMA/WMA/RMA/HMA/VWMA/VWAP), calculation timeframe, RSI on Diff (Built-in or Manual RMA) with smoothing, safe division guard, optional zero line, and optional true Blue color. Defaults retain the original behavior. License / disclaimer: © waranyu.trkm — MIT License. Educational use only; not financial advice.
Pine Script® 인디케이터
waranyutrkm의
Penguin TrendMeasures the volatility regime by comparing the upper Bollinger Band to the upper Keltner Channel and colors bars with a lightweight trend state. Supports SMA/EMA/WMA/RMA/HMA/VWMA/VWAP and a selectable calculation timeframe. Default settings preserve the original look and behavior. Penguin Trend visualizes expansion vs. compression in price action by comparing two classic volatility envelopes. It computes: Diff% = (UpperBB − UpperKC) / UpperKC × 100 * Diff > 0: Bollinger Bands are wider than Keltner Channels -> expansion / momentum regime. * Diff < 0: BB narrower than KC -> compression / squeeze regime. A white “Average Difference” line smooths Diff% (default: SMA(5)) to help spot regime shifts. Trend coloring (kept from original): Bars are colored only when Diff > 0 to emphasize expansion phases. A lightweight trend engine defines four states using a fast/slow MA bias and a short “thrust” MA applied to ohlc4: * Green: Bullish bias and thrust > fast MA (healthy upside thrust). * Red: Bearish bias and thrust < fast MA (healthy downside thrust). * Yellow: Bullish bias but thrust ≤ fast MA (pullback/weakness). * Blue: Bearish bias but thrust ≥ fast MA (bear rally/short squeeze). Note: By default, Blue renders as Yellow to preserve the original visual style. Enable “Use true BLUE color” if you prefer Aqua for Blue. How it works (under the hood): * Bollinger Bands (BB): Basis = selected MA of src (default SMA(20)). Width = StdDev × Mult (default 2.0). * Keltner Channels (KC): Basis = selected MA of src (default SMA(20)). Width = ATR(kcATR) × Mult (defaults 20 and 2.0). * Diff%: Safe division guards against division-by-zero. * MA engine: You can choose SMA / EMA / WMA / RMA / HMA / VWMA / VWAP for BB/KC bases, Diff smoothing, and the trend components (VWAP is session-anchored). * Calculation timeframe: Set “Calculation timeframe” to compute all internals on a chosen TF via request.security() while viewing any chart TF. Inputs (key ones): * Calculation timeframe: Empty = use chart TF; if set (e.g., 60), all internals compute on that TF. * BB: Length, StdDev Mult, MA Type. * KC: Basis Length, ATR Length, Multiplier, MA Type. * Smoothing: Average Length & MA Type for the “Average Difference” line. * Trend Engine: Fast/Slow lengths & MA type; Signal (kept for completeness); Thrust length & MA type (defaults replicate original behavior). * Display: Paint bars only when Diff > 0; optional Zero line; optional true Blue color. How to use: 1. Regime changes: Watch Diff% or Average Diff crossing 0. Above zero favors momentum/continuation setups; below zero suggests compression and potential breakout conditions. 2. State confirmation: Use bar colors to qualify expansion: Green/Red indicate expansion aligned with trend thrust; Yellow/Blue flag weaker/contrarian thrust during expansion. 3. Multi-timeframe analysis: Run calculations on a higher TF (e.g., H1/H4) while trading a lower TF chart to smooth noise. Alerts: * Diff crosses above/below 0. * Average Diff crosses above/below 0. * State changes: GREEN / RED / YELLOW / BLUE. Notes & limitations: * VWAP is session-anchored and best on intraday data. If not applicable on the selected calculation TF, the script automatically falls back to EMA. * Default parameters (SMA(20) for BB/KC, multipliers 2.0, SMA(5) smoothing, trend logic and bar painting) preserve the original appearance. Release notes: v6.0 — Rewritten in Pine v6 with structured inputs and guards. Multi-MA support (SMA/EMA/WMA/RMA/HMA/VWMA/VWAP). Calculation timeframe via request.security() for multi-TF workflows. Safe division; optional zero line; optional true Blue color. Original visuals and behavior preserved by default. License / disclaimer: © waranyu.trkm — MIT License. Educational use only; not financial advice.
Pine Script® 인디케이터
waranyutrkm의