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오실레이터

VEGA (Velocity of Efficient Gain Adaptation)VEGA (Velocity of Efficient Gain Adaptation) VEGA is a momentum oscillator that measures the velocity of an efficiency-weighted adaptive moving average. Unlike traditional momentum indicators that react uniformly to all price movements, VEGA intelligently adapts its sensitivity based on market conditions—responding quickly during trending periods and filtering noise during consolidation. -------------------------------- What Makes VEGA Different Efficiency-Driven Adaptation At its core, VEGA uses the Efficiency Ratio (ER) to distinguish between trending and choppy markets. When price moves efficiently in one direction, VEGA's underlying adaptive MA speeds up to capture the move. When price chops sideways, it slows down to avoid whipsaws. This creates a momentum reading that's inherently cleaner than fixed-period alternatives. Linear Regression Smoothed Source VEGA offers an optional LinReg-smoothed price source that blends regular candles with linear regression values. This pre-smoothing reduces noise before it ever enters the calculation, resulting in a histogram that's easier to read without sacrificing responsiveness. The mix ratio lets you dial in exactly how much smoothing you want. Z-Score Normalization with Dead Zone Rather than arbitrary oscillator bounds, VEGA normalizes output as standard deviations from the mean. This gives statistically meaningful levels: readings above +2σ or below -2σ represent genuinely extreme momentum. The configurable dead zone (with Snap, Soft Fade, or None modes) filters out insignificant movements near zero, keeping you focused on signals that matter. -------------------------------- How It Works 1. Source Preparation — Price is smoothed via a LinReg/regular candle blend 2. Efficiency Ratio — Measures directional movement vs total movement over the lookback period 3. Adaptive MA — Applies variable smoothing based on efficiency (fast during trends, slow during chop) 4. Velocity — Calculates the rate of change of the adaptive MA 5. Normalization — Converts to Z-Score (standard deviations) or ATR-normalized percentage 6. Dead Zone — Optionally filters near-zero values to reduce noise -------------------------------- How To Read VEGA Signal and Interpretation Histogram above zero | Bullish momentum Histogram below zero | Bearish momentum Bright color | Momentum accelerating Faded color | Momentum decelerating Beyond ±1σ bands | Above-average momentum Beyond ±2σ bands | Extreme momentum (potential reversal zone) Zero line cross*| Momentum shift -------------------------------- Key Settings ER Length — Lookback for efficiency ratio calculation. Higher = smoother, slower adaptation. Fast/Slow Smoothing — Controls the adaptive MA's responsiveness range. The MA blends between these based on efficiency. LinReg Settings — Enable smoothed candles and adjust the blend ratio (0 = regular candles, 1 = full LinReg, 0.5 = 50/50 mix). Z-Score Lookback — Period for calculating mean and standard deviation. Shorter = more reactive normalization. Dead Zone Type — How to handle near-zero values: Snap — Hard cutoff to zero Soft Fade — Gradual reduction toward zero None — No filtering Dead Zone Threshold — Values within this Z-Score range are affected by the dead zone setting. VEGA works on any timeframe and any market. For best results, adjust the ER Length and LinReg settings to match your trading style and the volatility characteristics of your instrument.
Pine Script® 인디케이터
B3AR_Trades의
Commodity Channel IndexThe Commodity Channel Index (CCI) is a technical indicator that measures the strength of the momentum in the market, it is calculated using a Moving average (default 20 SMA, users can change the legth and the type of the MA from dashboard) using formula: cci = (src - ma) / (0.015 * ta.dev(src, ccilength)). When CCI is under -100 that indicates a strong downtrend, and above +100 level a strong uptrend, above 0 level a bullish trend start and bellow 0 level bearish momentum. Crossing back above -100 and bellow + 100 levels not means it is a reversal of the trend, could be just a pullback or a bounce before trend continuation. The indicator display on the main chart a color coded moving average with the length and type selected by users for CCI calculation. The CCI Moving average and the CCI lines in oscillator are both color coded : 1. CCI and MA both red = > Bearish trend 2. CCI and MA both green = > Bullish trend 3. MA color turn yellow or the CCI turn blue that means a possible consolidation will be next or trend change. 4 type of Divergences are detected by the script Bullish, Bearish, Hidden Bullish and Hidden bearish divergences, users can setup alarms for them, by default the divergences ae not displayed, users need to select them to be displayed on the oscillator. A table displaying the vurrent timeframe and 2 higher timeframes of the stats of CCI and its MA. There are 13 alerts that users can setup akarms: Alert for Regular Bullish Divergence Alert for Hidden Bullish Divergence Alert for Regular Bearish Divergence Alert for Hidden Bearish Divergence Alert for CCI Back Above -100 Alert for CCI Back Bellow 100 Alert for CCI Extreme Overbought Alert for CCI Extreme Oversold Alert for trend change by CCI MA => Moving Average Color turned to yellow, that means sideways or possible trend change Alert for CCI Crossing Above CCI MA Alert for CCI Crossing Bellow CCI MA Alert for cci Crossing Above 0 Alert for CCI Crossing Bellow 0
Pine Script® 인디케이터
NexusSignals의
RSI+Breadth Multi-Factor# RSI+ Breadth Multi-Factor Indicator **Multi-factor scoring system for US market timing | 美股多因子择时评分系统** [! (img.shields.io)](www.tradingview.com) [! (img.shields.io)](www.tradingview.com) [! (img.shields.io)](LICENSE) --- ## Overview | 概述 A quantitative indicator that combines **RSI**, **market breadth** (% above 20/50-day MA), and **up/down volume ratio** to generate actionable buy/sell signals for SPY, QQQ, and IWM. 这是一个结合 **RSI**、**市场广度**（站上20/50日均线比例）和 **涨跌成交量比** 的量化指标，为 SPY、QQQ 和 IWM 生成可操作的买卖信号。 --- ## Features | 功能特点 | Feature | 功能 | |---------|------| | 🎯 Multi-factor scoring (-10 to +10) | 多因子评分系统 (-10 到 +10) | | 📊 RSI + Breadth + Volume integration | RSI + 广度 + 成交量三重验证 | | 🔀 Three markets: SPY, QQQ, IWM | 三大市场：SPY、QQQ、IWM | | 🔥 Cross-market resonance detection | 跨市场共振信号检测 | | 📈 Trend filter (MA-based) | 趋势过滤（均线判断） | | ⏰ Auto-adapts to intraday timeframes | 自动适配日内时间周期 | | 🎚️ Three modes: Aggressive/Standard/Conservative | 三种模式：激进/标准/保守 | --- ## Signal Reference | 信号说明 | Score | Emoji | Signal | 中文 | Action | |:-----:|:-----:|--------|:----:|--------| | ≥ 6 | 🚀 | **PANIC LOW** | 恐慌低点 | Strong buy 强烈买入 | | ≥ 4 | 📈 | **BUY ZONE** | 低吸区 | Accumulate 分批建仓 | | -3~3 | - | **HOLD** | 持有 | Hold position 持仓观望 | | ≤ -4↑ | ⭐ | **ELEVATED** | 高估 | Hold cautious 持有但谨慎 | | ≤ -4↓ | ⚡ | **CAUTION** | 观望 | Take profit 止盈 | | ≤ -6↓ | ⚠️ | **REDUCE** | 减仓 | Reduce position 减少仓位 | > **↑ = Uptrend** (price > MA) | **↓ = Downtrend** (price < MA) ### Resonance Signals | 共振信号 | Emoji | Signal | Description | |:-----:|--------|-------------| | 🔥 | Resonance Buy | Multiple markets in buy zone 多市场同时低吸 | | ❄️ | Resonance Risk | Multiple markets in risk zone 多市场同时高估 | --- ## Scoring Logic | 评分逻辑 ### Factors | 因子 | Factor | Weight | Buy Score | Sell Score | |--------|--------|-----------|------------| | **RSI** | 1x | RSI < 30 → +2, < 40 → +1 | RSI > 75 → -2, > 65 → -1 | | **FI (50D MA%)** | Bottom focus | < 25% → +3, < 35% → +2 | > 85% → -2, > 78% → -1 | | **TW (20D MA%)** | Top focus | < 30% → +1 | > 82% → -3, > 72% → -2 | | **Volume Ratio** | 1x | UVOL/DVOL < 0.5 → +2 | > 2.5 → -2 | ### Breadth Symbols | 广度数据 | Market | TW Symbol | FI Symbol | Volume | |--------|-----------|-----------|--------| | SPY (S&P 500) | INDEX:S5TW | INDEX:S5FI | USI:UVOL/DVOL | | QQQ (NASDAQ) | INDEX:NCTW | INDEX:NCFI | USI:UVOLQ/DVOLQ | | IWM (Russell 2000) | INDEX:R2TW | INDEX:R2FI | USI:UVOL/DVOL | --- ## Settings | 设置说明 ### Mode | 模式 - **Aggressive**: Lower thresholds, shorter cooldown (5 bars) - **Standard**: Balanced defaults (10 bar cooldown) - **Conservative**: Higher thresholds, longer cooldown (15 bars) ### Key Parameters | 关键参数 | Parameter | Default | Description | |-----------|---------|-------------| | RSI Length | 14 | RSI calculation period | | Trend MA Length | 10 | MA for trend filter | | Cooldown Bars | 10 | Min bars between same signals | | Resonance Window | 3 | Bars to check for multi-market agreement | | Min Markets | 2 | # of markets needed for resonance | --- ## Usage | 使用方法 ### Installation | 安装 1. Copy the indicator code 2. In TradingView: **Pine Editor** → **New** → Paste code → **Add to Chart** ### Recommended Setup | 推荐设置 - **Timeframe**: Daily (D) for best accuracy | 推荐日线图 - **Markets**: Apply on SPY, QQQ, or IWM | 应用于SPY/QQQ/IWM - **Mode**: Start with "Standard" | 建议从"标准"模式开始 ### Intraday Mode | 日内模式 The indicator automatically detects intraday timeframes and adjusts: - Uses only RSI + Volume factors (TW/FI are daily-only data) - Lowers signal thresholds accordingly 指标会自动检测日内周期并调整： - 仅使用 RSI + 成交量因子（TW/FI 仅有日线数据） - 相应降低信号触发阈值 --- ## Dashboard | 仪表盘 Displays real-time factor breakdown: ``` ┌────────┬───────┬────────┐ │ Factor │ Score │ Weight │ ├────────┼───────┼────────┤ │ RSI │ 1.0 │ 1x │ │ FI(50D)│ 2.0 │ Bottom │ │ TW(20D)│ -1.0 │ Top │ │ Vol │ 1.0 │ 1x │ │ Trend │ ↑ │ 10MA │ ├────────┼───────┼────────┤ │ Total │ 3.0 │ HOLD │ └────────┴───────┴────────┘ ``` --- ## Alerts | 警报 Available alerts for each market (SPY/QQQ/IWM): - Panic Low / Buy Zone (entry signals) - Reduce / Caution (exit signals) - Resonance Buy / Risk (cross-market confirmation) 每个市场（SPY/QQQ/IWM）可设置以下警报： - 恐慌低点 / 低吸区（入场信号） - 减仓 / 观望（出场信号） - 共振买入 / 风险（跨市场确认） --- ## Trend Filter | 趋势过滤 **Key feature**: Risk signals (CAUTION/REDUCE) only trigger when **price is below the trend MA**. When price is above MA (uptrend), the indicator shows **ELEVATED** ⭐ instead, preventing premature exits during strong rallies. **核心功能**：风险信号（观望/减仓）仅在 **价格跌破趋势均线** 时触发。 当价格在均线之上（上升趋势）时，指标显示 **高估** ⭐，避免在强势上涨中过早离场。 --- ## Disclaimer | 免责声明 This indicator is for **educational and informational purposes only**. It is not financial advice. Past performance does not guarantee future results. Always do your own research and consider your risk tolerance before trading. 本指标仅供 **教育和参考用途**，不构成投资建议。历史表现不代表未来收益。交易前请自行研究并考虑风险承受能力。 --- ## License | 许可 MIT License - Free to use and modify with attribution. MIT 许可证 - 可自由使用和修改，请注明出处。 --- ## Author | 作者 Built with ❤️ for the trading community. 为交易社区精心打造 ❤️
Pine Script® 인디케이터
aaajiao의
Stochastic RSI + RSI/ADX Stochastic RSI with RSI/ADX Display DESCRIPTION: Advanced momentum oscillator combining Stochastic RSI with Ehlers SuperSmoother filter for reduced noise and cleaner signals. Includes real-time RSI and ADX value displays for complete market analysis. KEY FEATURES: - Stochastic RSI applied to logarithmic price for normalized movements - Ehlers SuperSmoother filter reduces lag while eliminating false signals - Second derivative (curvature) analysis filters out low-probability setups - Real-time RSI and ADX boxes with color-coded thresholds - Buy/Sell signals only trigger with confirmed momentum and curvature alignment COMPONENTS: 1. K Line (Blue): Smoothed Stochastic RSI 2. D Line (Orange): Signal line (SMA of K) 3. RSI Box: Green above 50, Red below 50 4. ADX Box: Green above 25 (trending), Red below 25 (ranging) SIGNAL LOGIC: BUY: K crosses above D + positive curvature + below midpoint (50) SELL: K crosses below D + negative curvature + above midpoint (50) PARAMETERS: - K Smoothing: 10 (Ehlers filter period) - D Smoothing: 3 (Signal line) - RSI
Pine Script® 인디케이터
acgcapital의
Liquidity Sentiment Profile | LUPENIndicator Guide: Liquidity Sentiment Profile (LSP). What is the LSP? The Liquidity Sentiment Profile (LSP) is a "Next-Generation" oscillator designed to look beyond simple price action. While standard indicators (like RSI or MACD) primarily focus on where a candle closes, the LSP analyzes the micro-structure of the entire candle—specifically the relationship between the candle's Body, its Wicks (Shadows), and the Volume. The Core Philosophy: Wicks tell the truth: A long lower wick indicates that sellers pushed the price down, but buyers aggressively absorbed that liquidity and pushed it back up. That is hidden bullish strength. Volume validates intent: A price move with low volume is noise. A price move (or wick rejection) with high volume is a commitment by institutional players. The LSP calculates a "Sentiment Score" between -100 and +100 based on these factors. How to Read the Visuals The Colors (Intensity) color: Light Green - Bullish Acceleration. Buyers are in control, and momentum is increasing. This is the ideal time to be in a Long trade. color: Dark Green - Bullish Deceleration. Buyers are still in control (price is likely rising), but the momentum is fading. This is a warning sign to tighten stop-losses or take profits. color: Light Red - Bearish Acceleration. Sellers are dominating, and panic is increasing. This is the ideal time to be Short. color: Dark Red - Bearish Deceleration. Sellers are still in control, but the downward pressure is exhausted. Be careful with new short positions. The Lines & Fills The Main Line: The actual LSP sentiment value. The Yellow Signal Line: A smoothed average of the sentiment. The Core Fill: The colored area between the Main Line and the Signal Line. When this area "glows", the trend is strong. When it dims (Dark), the trend is weak. Bearish Deceleration. Sellers are still in control, but the downward pressure is exhausted. Be careful with new short positions. The Lines & Fills The Main Line: The actual LSP sentiment value. The Yellow Signal Line: A smoothed average of the sentiment. The Core Fill: The colored area between the Main Line and the Signal Line. When this area "glows" (Neon), the trend is strong. When it dims (Dark), the trend is weak. How to Use It (Trading Strategies) Strategy A: The "Power Cross" (Trend Entry) Use this for entering trends when the market wakes up. Long Entry: Wait for the LSP line to cross ABOVE the Yellow Signal Line. Confirmation: The fill color must turn Neon Green. Short Entry: Wait for the LSP line to cross BELOW the Yellow Signal Line. Confirmation: The fill color must turn Neon Red. Strategy B: The "Absorption" Play (Reversals) This is where the LSP shines. It detects when liquidity is being absorbed before price turns. Bullish Absorption: The Price makes a Lower Low, but the LSP makes a Higher Low. This happens because the LSP detects the Volume on the Lower Wicks (buyers absorbing selling pressure). This is a high-probability reversal signal. Bearish Absorption: The Price makes a Higher High, but the LSP makes a Lower High. The volume on the Upper Wicks suggests sellers are absorbing the buy orders. Strategy C: The "Dimming" Exit (Risk Management) Don't wait for the price to crash to exit a trade. If you are in a Long trade (Neon Green) and the color instantly shifts to Dark Green, it means the "fuel" is running out. Consider taking partial profits or moving your Stop Loss to break even. Standard oscillators (like RSI) often give false signals during strong trends (showing "Overbought" while price keeps going up). The LSP avoids this because it weights Volume and Wicks. If price goes up and volume increases, the LSP stays Neon Green, telling you the move is genuine, not just overextended.
Pine Script® 인디케이터
Horazio의
DeMarker (DeM)The DeMarker (DeM) indicator is a momentum oscillator designed to identify overbought and oversold conditions by comparing the most recent price extremes (highs and lows) to those of the previous candle. It moves between 0 and 1 and is especially useful for spotting potential trend reversals, exhaustion, and better-timed entries within larger trends. How the DeMarker works The DeMarker focuses on the relationship between today’s highs and lows and those of the previous bar: • When price is pushing to new highs but not making significantly lower lows, DeM tends to rise toward 1, reflecting buying pressure and potential overbought conditions. • When price is making lower lows but not significantly higher highs, DeM falls toward 0, reflecting selling pressure and potential oversold conditions. Internally, the indicator measures the positive difference between the current high and the previous high (up-move strength) and the positive difference between the previous low and the current low (down-move strength). These values are smoothed over a user-defined period and combined into a ratio that keeps the output bounded between 0 and 1, making it easy to interpret visually. Default settings and parameters Typical default settings are aimed at providing a balance between responsiveness and noise reduction: • Length: 14 • Overbought level: 0.7 • Oversold level: 0.3 With these settings, readings above 0.7 suggest that the market may be overheated to the upside, while readings below 0.3 suggest potential exhaustion on the downside. Traders can adjust these parameters depending on their style and the volatility of the asset. Example configurations Here are a few practical configurations that can be suggested to users: • Swing trading setup: • Length: 14–21 • Overbought: 0.7–0.75 • Oversold: 0.25–0.3
This works well on 4H and daily charts for spotting potential swing highs and lows. • Short-term intraday setup: • Length: 7–10 • Overbought: 0.8 • Oversold: 0.2
A shorter length increases sensitivity, better for 5–15 minute charts, but also increases the number of signals. • Trend-following filter: • Length: 20–30 • Overbought: 0.65–0.7 • Oversold: 0.3–0.35
This smoother configuration can be used together with moving averages to filter trades in the direction of the main trend. Basic trading usage Traders commonly use DeMarker in three main ways: • Mean-reversion entries: • Look for DeM below the oversold level (for example, 0.3 or 0.25) while price is approaching a support zone. • Consider long entries when DeM turns back up and crosses above the oversold level, ideally confirmed by a bullish candle pattern or break of minor resistance. • Taking profits or trimming positions: • When DeM moves above the overbought level (for example, 0.7–0.8) near a known resistance level, traders may choose to take partial profits or tighten stops. • A downward turn from overbought after a strong rally often signals momentum exhaustion. • Divergence signals: • Bullish divergence: price makes a lower low while DeM makes a higher low. This can hint at weakening downside momentum and a possible reversal upward. • Bearish divergence: price makes a higher high while DeM makes a lower high. This can warn of weakening upside momentum before a pullback. Combining with other tools DeMarker often performs best as part of a confluence-based approach rather than as a standalone signal generator: • Combine with trend filters: • Use a moving average (for example, 50 or 200 EMA) to define trend direction and take DeM oversold entries only in uptrends, or overbought entries only in downtrends. • Use with support/resistance and price action: • Prioritize DeM signals that occur near well-defined horizontal levels, trendlines, or supply/demand zones. • Add volume or volatility tools: • Strong signals tend to appear when DeM reverses from extreme zones in sync with a volume spike or volatility contraction/expansion.
Pine Script® 인디케이터
ThiagoSchmitz의
Kinetic RSI [Vel + Accel] + AlertsThe Problem with Standard RSI Most traders use the Relative Strength Index (RSI) to see if a market is "Overbought" (above 70) or "Oversold" (below 30). The problem? A strong trend can stay overbought for days, burning short sellers, or an asset can stay oversold while price continues to crash. Standard RSI tells you where the price is, but it doesn't tell you how hard it is moving. ​The Solution: Kinetic RSI This script reimagines RSI by applying basic physics concepts: Velocity and Acceleration. Instead of asking "Is RSI below 30?", this indicator asks: "Is RSI below 35 AND did it just make a violent, high-speed turn upwards?" ​It filters out lazy, drifting price action and only signals when momentum is accelerating in a new direction. ​How It Works (The Math) ​Velocity: We calculate the speed of the RSI change (Current RSI - Previous RSI). ​Acceleration: We calculate if that speed is increasing (Current Velocity - Previous Velocity). ​The Trigger: A signal is only generated if the RSI is in an extreme zone (<35 or >65) AND it has high Velocity AND positive Acceleration. ​How to Trade It ​1. The "Kick" Signals (Background Highlights) ​🟢 Green Background (Bullish Kick): The RSI was low, but buyers stepped in aggressively. The momentum is not just positive; it is accelerating upward. This is often a "V-Bottom" catch. ​🔴 Red Background (Bearish Kick): The RSI was high, but sellers slammed the price down. Momentum is accelerating downward. ​2. The Line Color ​Lime Line: Velocity is positive (Momentum is rising). ​Fuchsia Line: Velocity is negative (Momentum is falling). ​Usage: If the background flashes Green (Buy Signal), but the line turns back to Fuchsia (Red) a few bars later, the move has failed—exit the trade. ​Settings & Alerts ​RSI Length: Standard 14 (Adjustable). ​Velocity Threshold: Controls sensitivity. ​Lower (e.g., 2-3): More signals, catches smaller reversals. ​Higher (e.g., 5+): Fewer signals, catches only massive "shocks" to the price. ​Alerts Included: You can set alerts for "Bullish Kick," "Bearish Kick," or "Any Kick" to get notified of volatility spikes. ​Best Practices ​Wait for the Close: This indicator measures the closing velocity. Always wait for the bar to close to confirm the background color signal. ​Trend Filtering: This works best as a "Reversal" indicator. If the market is in a super-strong uptrend, ignore the Bearish (Red) signals and only take the Bullish (Green) dips.
Pine Script® 인디케이터
MonkeyPhone의
Density Zones (GM Crossing Clusters) + QHO Spin FlipsINDICATOR NAME Density Zones (GM Crossing Clusters) + QHO Spin Flips OVERVIEW This indicator combines two complementary ideas into a single overlay: *this combines my earlier Geometric Mean Indicator with the Quantum Harmonic Oscillator (Overlay) with additional enhancements* 1) Density Zones (GM Crossing Clusters) A “Density Zone” is detected when price repeatedly crosses a Geometric Mean equilibrium line (GM) within a rolling lookback window. Conceptually, this identifies regions where the market is repeatedly “snapping” across an equilibrium boundary—high churn, high decision pressure, and repeated re-selection of direction. 2) QHO Spin Flips (Regression-Residual σ Breaches) A “Spin Flip” is detected when price deviates beyond a configurable σ-threshold (κ) from a regression-based equilibrium, using normalized residuals. Conceptually, this marks excursions into extreme states (decoherence / expansion), which often precede a reversion toward equilibrium and/or a regime re-scaling. These two systems are related but not identical: - Density Zones identify where equilibrium crossings cluster (a “singularity”/anchor behavior around GM). - Spin Flips identify when price exceeds statistically extreme displacement from the regression equilibrium (LSR), indicating expansion beyond typical variance. CORE CONCEPTS AND FORMULAS SECTION A — GEOMETRIC MEAN EQUILIBRIUM (GM) We define two moving averages: (1) MA1_t = SMA(close_t, L1) (2) MA2_t = SMA(close_t, L2) We define the equilibrium anchor as the geometric mean of MA1 and MA2: (3) GM_t = sqrt( MA1_t * MA2_t ) This GM line acts as an equilibrium boundary. Repeated crossings are interpreted as high “equilibrium churn.” SECTION B — CROSS EVENTS (UP/DOWN) A “cross event” is registered when the sign of (close - GM) changes: Define a sign function s_t: (4) s_t = +1 if close_t > GM_t -1 if close_t < GM_t s_{t-1} if close_t == GM_t (tie-breaker to avoid false flips) Then define the crossing event indicator: (5) crossEvent_t = 1 if s_t != s_{t-1} 0 otherwise Additionally, the indicator plots explicit cross markers: - Cross Above GM: crossover(close, GM) - Cross Below GM: crossunder(close, GM) These provide directional visual cues and match the original Geometric Mean Indicator behavior. SECTION C — DENSITY MEASURE (CROSSING CLUSTER COUNT) A Density Zone is based on the number of cross events occurring in the last W bars: (6) D_t = Σ_{i=0..W-1} crossEvent_{t-i} This is a “crossing density” score: how many times price has toggled across GM recently. The script implements this efficiently using a cumulative sum identity: Let x_t = crossEvent_t. (7) cumX_t = Σ_{j=0..t} x_j Then: (8) D_t = cumX_t - cumX_{t-W} (for t >= W) cumX_t (for t < W) SECTION D — DENSITY ZONE TRIGGER We define a Density Zone state: (9) isDZ_t = ( D_t >= θ ) where: - θ (theta) is the user-selected crossing threshold. Zone edges: (10) dzStart_t = isDZ_t AND NOT isDZ_{t-1} (11) dzEnd_t = NOT isDZ_t AND isDZ_{t-1} SECTION E — DENSITY ZONE BOUNDS While inside a Density Zone, we track the running high/low to display zone bounds: (12) dzHi_t = max(dzHi_{t-1}, high_t) if isDZ_t (13) dzLo_t = min(dzLo_{t-1}, low_t) if isDZ_t On dzStart: (14) dzHi_t := high_t (15) dzLo_t := low_t Outside zones, bounds are reset to NA. These bounds visually bracket the “singularity span” (the churn envelope) during each density episode. SECTION F — QHO EQUILIBRIUM (REGRESSION CENTERLINE) Define the regression equilibrium (LSR): (16) m_t = linreg(close_t, L, 0) This is the “centerline” the QHO system uses as equilibrium. SECTION G — RESIDUAL AND σ (FIELD WIDTH) Residual: (17) r_t = close_t - m_t Rolling standard deviation of residuals: (18) σ_t = stdev(r_t, L) This σ_t is the local volatility/width of the residual field around the regression equilibrium. SECTION H — NORMALIZED DISPLACEMENT AND SPIN FLIP Define the standardized displacement: (19) Y_t = (close_t - m_t) / σ_t (If σ_t = 0, the script safely treats Y_t = 0.) Spin Flip trigger uses a user threshold κ: (20) spinFlip_t = ( |Y_t| > κ ) Directional spin flips: (21) spinUp_t = ( Y_t > +κ ) (22) spinDn_t = ( Y_t < -κ ) The default κ=3.0 corresponds to “3σ excursions,” which are statistically extreme under a normal residual assumption (even though real markets are not perfectly normal). SECTION I — QHO BANDS (OPTIONAL VISUALIZATION) The indicator optionally draws the standard σ-bands around the regression equilibrium: (23) 1σ bands: m_t ± 1·σ_t (24) 2σ bands: m_t ± 2·σ_t (25) 3σ bands: m_t ± 3·σ_t These provide immediate context for the Spin Flip events. WHAT YOU SEE ON THE CHART 1) MA1 / MA2 / GM lines (optional) - MA1 (blue), MA2 (red), GM (green). - GM is the equilibrium anchor for Density Zones and cross markers. 2) GM Cross Markers (optional) - “GM↑” label markers appear on bars where close crosses above GM. - “GM↓” label markers appear on bars where close crosses below GM. 3) Density Zone Shading (optional) - Background shading appears while isDZ_t = true. - This is the period where the crossing density D_t is above θ. 4) Density Zone High/Low Bounds (optional) - Two lines (dzHi / dzLo) are drawn only while in-zone. - These bounds bracket the full churn envelope during the density episode. 5) QHO Bands (optional) - 1σ, 2σ, 3σ shaded zones around regression equilibrium. - These visualize the current variance field. 6) Regression Equilibrium (LSR Centerline) - The white centerline is the regression equilibrium m_t. 7) Spin Flip Markers - A circle is plotted when |Y_t| > κ (beyond your chosen σ-threshold). - Marker size is user-controlled (tiny → huge). HOW TO USE IT Step 1 — Pick the equilibrium anchor (GM) - L1 and L2 define MA1 and MA2. - GM = sqrt(MA1 * MA2) becomes your equilibrium boundary. Typical choices: - Faster equilibrium: L1=20, L2=50 (default-like). - Slower equilibrium: L1=50, L2=200 (macro anchor). Interpretation: - GM acts like a “center of mass” between two moving averages. - Crosses show when price flips from one side of equilibrium to the other. Step 2 — Tune Density Zones (W and θ) - W controls the time window measured (how far back you count crossings). - θ controls how many crossings qualify as a “density/singularity episode.” Guideline: - Larger W = slower, broader density detection. - Higher θ = only the most intense churn is labeled as a Density Zone. Interpretation: - A Density Zone is not “bullish” or “bearish” by itself. - It is a condition: repeated equilibrium toggling (high churn / high compression). - These often precede expansions, but direction is not implied by the zone alone. Step 3 — Tune the QHO spin flip sensitivity (L and κ) - L controls regression memory and σ estimation length. - κ controls how extreme the displacement must be to trigger a spin flip. Guideline: - Smaller L = more reactive centerline and σ. - Larger L = smoother, slower “field” definition. - κ=3.0 = strong extreme filter. - κ=2.0 = more frequent flips. Interpretation: - Spin flips mark when price exits the “normal” residual field. - In your model language: a moment of decoherence/expansion that is statistically extreme relative to recent equilibrium. Step 4 — Read the combined behavior (your key thesis) A) Density Zone forms (GM churn clusters): - Market repeatedly crosses equilibrium (GM), compressing into a bounded churn envelope. - dzHi/dzLo show the envelope range. B) Expansion occurs: - Price can release away from the density envelope (up or down). - If it expands far enough relative to regression equilibrium, a Spin Flip triggers (|Y| > κ). C) Re-coherence: - After a spin flip, price often returns toward equilibrium structures: - toward the regression centerline m_t - and/or back toward the density envelope (dzHi/dzLo) depending on regime behavior. - The indicator does not guarantee return, but it highlights the condition where return-to-field is statistically likely in many regimes. IMPORTANT NOTES / DISCLAIMERS - This indicator is an analytical overlay. It does not provide financial advice. - Density Zones are condition states derived from GM crossing frequency; they do not predict direction. - Spin Flips are statistical excursions based on regression residuals and rolling σ; markets have fat tails and non-stationarity, so σ-based thresholds are contextual, not absolute. - All parameters (L1, L2, W, θ, L, κ) should be tuned per asset, timeframe, and volatility regime. PARAMETER SUMMARY Geometric Mean / Density Zones: - L1: MA1 length - L2: MA2 length - GM_t = sqrt(SMA(L1)*SMA(L2)) - W: crossing-count lookback window - θ: crossing density threshold - D_t = Σ crossEvent_{t-i} over W - isDZ_t = (D_t >= θ) - dzHi/dzLo track envelope bounds while isDZ is true QHO / Spin Flips: - L: regression + residual σ length - m_t = linreg(close, L, 0) - r_t = close_t - m_t - σ_t = stdev(r_t, L) - Y_t = r_t / σ_t - spinFlip_t = (|Y_t| > κ) Visual Controls: - toggles for GM lines, cross markers, zone shading, bounds, QHO bands - marker size options for GM crosses and spin flips ALERTS INCLUDED - Density Zone START / END - Spin Flip UP / DOWN - Cross Above GM / Cross Below GM SUMMARY This indicator treats the Geometric Mean as an equilibrium boundary and identifies “Density Zones” when price repeatedly crosses that equilibrium within a rolling window, forming a bounded churn envelope (dzHi/dzLo). It also models a regression-based equilibrium field and triggers “Spin Flips” when price makes statistically extreme σ-excursions from that field. Used together, Density Zones highlight compression/decision regions (equilibrium churn), while Spin Flips highlight extreme expansion states (σ-breaches), allowing the user to visualize how price compresses around equilibrium, releases outward, and often re-stabilizes around equilibrium structures over time.
Pine Script® 인디케이터
Eyemaginative의
Take Profit XTake Profit X Take Profit X solves the #1 problem in trading: knowing when to exit. Instead of guessing or using single indicators, it aggregates 8 technical signals to identify high-probability exit points through multi-confirmation consensus. This eliminates premature exits and emotional decision-making. The indicator counts confirmations from your chosen technical tools: Green dot = Multiple signals say "take profit on longs/exit shorts" Red dot = Multiple signals say "take profit on shorts/exit longs" Signals appear when you reach the minimum confirmations threshold you set. Possible Settings: Conservative (Swing Trading) pine Minimum Confirmations: 4 Use: RSI, MACD, CCI, Supertrend, Price Action Disable: Stochastic, Bollinger Bands, EMA Cross Look Back Bars: 10 Aggressive (Day Trading) pine Minimum Confirmations: 2 Use: All indicators ON Look Back Bars: 3-5 RSI OB/OS: 75/25 Balanced (Most Markets) pine Minimum Confirmations: 3 Use: RSI, MACD, CCI, Supertrend Price Action: ON Look Back Bars: 5-7
Pine Script® 인디케이터
NathanielJens의
Resampling Reverse Engineering Bands XRREB X: Visual Oscillator Projection Bands Based on the innovative "Resampling Reverse Engineering" concept pioneered by Donovan Wall, this enhanced script fixes the core mathematical symmetry and provides anchored, non-repainting bands for reliable analysis. This indicator transforms any RSI, Stochastic, or CCI calculation directly onto your price chart as dynamic support/resistance bands. Instead of watching an oscillator below your chart, you see its overbought/oversold levels projected as price levels the market must reach. RREB X reverses standard oscillator formulas to answer one question: "What price must the market reach for my chosen oscillator to hit an extreme level like RSI=70, Stoch=80, or CCI=100?" It then plots these levels as actionable bands. Key Improvements Adjustable Oscillator Values - While the original was hard coded the reverse engineered oscillator length which limited its usefulness, this script finally allows you to visualize any length oscillator as dynamic OB/OS regions directly on the chart. Dynamic OB/OS levels: This version also lets you dynamically adjust the OB/OS levels location, making bands tighter or wider as your strategy demands. Mathematical Symmetry: Outer bands are perfect mirrors, providing reliable projected levels. Fixed Anchoring: Bands don't repaint historically, offering stable reference lines. Direct Price Translation: Oscillator overbought/oversold conditions are visualized as clear price levels. The Band Calculation Type switch lets you project different oscillator logics, each with unique characteristics for different market conditions. RRSI - General trend & momentum. Change RSI Period (e.g., 7 for fast, 21 for slow). Adjust OB/OS (e.g., 80/20 for strong trends). The bands show the price needed to push your custom RSI into overbought/oversold territory. RStoch - Ranging markets & short-term reversals. Focus on the Stochastic Period. The projected bands are highly sensitive to recent highs/lows. Excellent for spotting reversals at the edges of a range. RCCI - Strong trends & volatile markets. Use a higher Outer Bands Multiplier. CCI's lack of upper/lower bounds means bands reflect extreme momentum shifts. Great for identifying explosive breakout or breakdown levels in trends. Use Middle Band as Filter: Price above the white middle band suggests a bullish bias for long setups; below suggests bearish for shorts. Same as the 50 midline on the RSI or Stochastic or 0 for CCI. Customizing the Calculation: The power lies in changing the oscillator lengths that the bands reflect. Adjust these in the settings: Change from 14 to 7 for faster, more reactive bands, or to 21 for slower, smoother bands. Overbought/Oversold: Change from 70/30 to 80/20 for stronger-trend filters, or to 60/40 for more frequent signals. Trading the Bands: Bands as Dynamic S/R: The solid cyan (Upper 100) and magenta (Lower 0) bands act as dynamic support and resistance. A touch and reversal can signal a trade. Gradient as Momentum: The colored fills between bands visually represent the "pressure" needed to reach the next oscillator level. Middle Band as Trend Filter: Price above the white middle band suggests a bullish bias for long setups; below suggests bearish for short setups.
Pine Script® 인디케이터
NathanielJens의
Ultimate Adaptive RSIUltimate Adaptive RSI RSI That Adapts to Any Market This isn't your grandpa's RSI. It dynamically adjusts its sensitivity based on market conditions—smoother in trends, responsive in ranges. Traditional RSI fails in strong trends and changing volatility. UA-RSI fixes both by adapting its sensitivity in real-time, giving you reliable signals whether the market is trending, ranging, or transitioning between regimes. How It Adapts: Smart Pre-Smoothing: Uses Efficiency Ratio to detect trend strength and automatically lengthens/shortens its smoothing window. Dominant Cycle Detection: Matches its internal period to the market's actual rhythm. Dynamic Bands: RMS-based overbought/oversold levels that expand/contract with volatility. Smoothing Stack: ALMA pre-smoothing → Ultimate Smoother → Jurik filter creates the cleanest RSI you've ever seen. Trade Signals: Buy: RSI crosses above lower band or midline + price confirms Sell: RSI crosses below upper band or midline + price confirms Bands expand in high volatility → wait for deeper extremes Bands contract in low volatility → take earlier signals Signal line for crossover entries Adaptive smoothing = fewer false signals in trends Day trading: Use 1.0 band multiplier Swing trading: Use 1.2-1.5 multiplier Ranging markets: Lower multiplier to 0.8 Trending markets: Raise multiplier to 1.5+ Bands widen in volatility = wait for deeper extremes Bands tighten in calm markets = take earlier signals Never trade RSI alone - always wait for price confirmation
Pine Script® 인디케이터
NathanielJens의
JessieOBS The Evil MACD for back testingJessieOBS – Reversal Early Warning Tool (Backtest Version) 1. Reversal Early Warning This indicator highlights areas with the highest probability of trend reversal using thick red and blue lines. Blue lines indicate a potential downward reversal Red lines indicate a potential upward reversal Instead of marking a single point, JessieOBS focuses on identifying high-probability reversal zones. 2. Sideways Market Filtering One major weakness of many traditional indicators is their inability to filter out sideways (range-bound) markets. JessieOBS is designed to address this issue: during consolidation phases, red and blue warning zones appear far less frequently, helping traders avoid low-quality signals and reduce noise. 3. Left-Side Signal for Advanced Analysis JessieOBS is a left-side indicator, meaning it provides early warnings before confirmation. Signals are often shown as a zone rather than a precise entry point. To refine entries, users are encouraged to combine JessieOBS with their own trading systems, such as: Divergence-based strategies Smart Money Concepts (SMC) analysis The Theory of Entanglement structures Different traders use different methods, and JessieOBS works as a powerful tool to enhance the accuracy and confidence of many analytical approaches. 4. Backtesting-Focused Version This version is specifically designed for historical analysis and backtesting. Recent data is intentionally hidden, while historical signals remain visible, making it suitable for building, evaluating, and refining trading systems. 5. Real-Time Signals For real-time trading signals, please refer to JessieOBS with MACD – The Evil MACD 3.0.
Pine Script® 인디케이터
KakarottoGoku의
Rainbow MA Width█ OVERVIEW Rainbow MA Width is a companion indicator for Rainbow MA Cloud. It displays ribbon width as a normalized Z-Score, allowing traders to visualize trend momentum expansion and contraction relative to recent history. █ CONCEPTS Z-Score Normalization: Rather than displaying raw width values (which vary by asset and timeframe), this indicator normalizes the ribbon width using Z-Score calculation: Z-Score = (Current Width - Average Width) / Standard Deviation Z-Score Interpretation: • 0 = Average width (mean) • +1 to +2 = Expanding (above average, strong trend) • -1 to -2 = Contracting (below average, weakening trend) • Beyond ±2 = Extreme (statistical outlier, potential reversal) Width Calculation Modes: • Outer — Distance between fastest and slowest MA: |MA1 - MA8| • Average Gap — Mean of all adjacent MA gaps • Total Gap — Sum of all adjacent MA gaps █ FEATURES 1 — Width Mode Selection Three methods to calculate ribbon width. "Outer" recommended for aligned trends. 2 — Z-Score Period Configurable lookback for mean and standard deviation. Default 20 bars; increase for smoother, less reactive readings. 3 — Zone Fill Coloring Cyan fill when expanding (Z > 0). Orange fill when contracting (Z < 0). Yellow fill for extreme values (|Z| > 2) as warning. 4 — Alignment Background Green background during bullish alignment. Red background during bearish alignment. Synced with Rainbow MA Cloud for consistency. 5 — Reference Lines Horizontal lines at 0 (mean), ±1σ, and ±2σ levels. Provides clear visual boundaries for interpretation. 6 — Raw Width Display Optional secondary line showing original width percentage. Useful for comparing normalized vs absolute values. █ HOW TO USE Trend Confirmation: • Z-Score rising above 0 confirms trend acceleration • Z-Score staying above +1 indicates sustained strong momentum • Use alongside alignment background for confluence Reversal Warning: • Z-Score exceeding +2 suggests overextension (yellow warning zone) • Z-Score dropping below -2 indicates extreme contraction • Extreme readings often precede trend reversals or consolidation Entry Timing: • Enter trends when Z-Score crosses above 0 (expansion beginning) • Avoid entries when Z-Score is at extreme highs (potential exhaustion) • Consider exits when Z-Score peaks and begins declining █ LIMITATIONS • Z-Score is relative to lookback period; different periods give different readings • Extreme zones (±2) are statistical guides, not guarantees • Best used in conjunction with Rainbow MA Cloud for full context █ ALERTS Four built-in alert conditions: • Z-Score crosses above/below zero • Z-Score enters extreme high/low zones (±2)
Pine Script® 인디케이터
viva_lee의
JAM ALGO Signals "Remove the filters to view signals, then customize the parameters to your preference and enjoy using the indicator!" ✅ JAM ALGO Signals Description: 🚀 Advanced Trading Signals with Risk Management & Alerts This indicator is a complete all-in-one tool for traders seeking precise entries and exits with built-in risk management and real-time statistics. It combines RSI and EMA-based analysis, projected Take Profit (TP) and Stop Loss (SL) levels, customizable filters, and premium alerts directly on your TradingView chart. ✨ Key Features: Entry Signals 🔹 Buy & Sell signals based on price action and RSI conditions. Trend confirmation via EMA (200 and optional 50-period filters). Visual signals: Labels, Arrows, Triangles, or Text. Risk Management (RR) ⚖️ Define Stop Loss (SL) and multiple Take Profit levels (TP1, TP2, TP3) based on risk ratio (R). Configurable projection bars to visualize target levels. Colored zones for TP & SL, with optional borders for clarity. Premium Alerts 🔔 Alerts for BUY / SELL signals, TP1 / TP2 / TP3, and SL hits. Instant notifications when levels are reached. Advanced Filters 🛡️ EMA50 Trend Filter: confirms short-term trend. RSI Direction Filter: ensures momentum alignment. Volatility Filter (ATR14 > Range): ensures enough market movement. Candle Size Filter: avoids entries on too small candles. SL Overlap Filter: prevents trades overlapping existing SL levels. Real-Time Statistics 📊 Total trades, wins (TP1), and losses (SL). Winrate (%), cumulative profit, and average RR ratio. Optimizes strategy tracking directly on the chart. Customizable Visuals 🎨 TP & SL line colors and styles (solid, dashed, dotted). Fully adjustable signal labels (color, size, type). Configurable stats table with background & text colors. 🔥 Advantages: Complete tool for day trading and swing trading. Clear visualization of critical risk/reward levels. Automatic alerts for fast reaction without constant monitoring. Integrated statistics for performance evaluation and strategy improvement. Recommended for: Traders using price action, intraday strategies, scalping, or swing trading, who want advanced risk management with visual signals and performance analytics on TradingView.
Pine Script® 인디케이터
juanmr888의
RRG 1 stockThis Pine Script combines Relative Rotation Graph (RRG) analysis with Supertrend-based trend confirmation to identify momentum shifts and potential trade entries in a single stock relative to a benchmark (e.g., NIFTY). Here’s a detailed description you can use: Description – RRG + Supertrend Indicator (1 Stock) The RRG 1 Stock indicator blends relative strength analysis with trend-following confirmation to help traders pinpoint when a stock is outperforming or underperforming its benchmark and to align entries with trend direction. Core logic: Benchmark-relative strength (RS-Ratio and RS-Momentum): Calculates relative strength (RS) of the selected stock versus a benchmark (default: NIFTY). Applies double smoothed Weighted Moving Averages (WMA) to derive normalized RS-Ratio and RS-Momentum, similar to Julius de Kempenaer’s RRG framework. Classifies each bar into one of four RRG quadrants: Leading – strong and improving relative performance Weakening – losing momentum after leadership Lagging – underperforming the benchmark Improving – rebounding from underperformance The chart background color dynamically reflects the current quadrant. Supertrend filters (Trend confirmation): Uses two Supertrend overlays with different multipliers (Factor1, Factor2) to judge trend strength. Potential long setups occur when the stock is in the Leading quadrant and price is above both Supertrends. Potential short setups occur when in the Lagging quadrant and price lies below both Supertrends. Velocity and momentum signals: Measures RRG “velocity” — the speed of movement across the RS-Ratio/RS-Momentum plane. Flags unusually strong rotations (high velocity) with a diamond marker when momentum accelerates. Statistical bands & entry modes: Standard-deviation bands on RS-Ratio (±2σ by default) can be used for mean-reversion entries if you select STDDEV mode instead of QUADRANT. Shows fast RS moving average (9-period) as a smoother for momentum confirmation. Custom time markers: You can define a specific date (day, month, year) to analyze RRG values at that time and display the difference in bar count since that point. Visualization: Plots RS-Ratio (green) and RS-Momentum (blue) with a 100 baseline. Benchmark and stock closing prices appear in the status line. Chart background colors shift to reflect RRG quadrant and trend direction. Usage: Ideal for relative strength rotation analysis or as a systematic entry trigger in momentum-based strategies. It helps confirm trend continuation or reversals based on both relative momentum and technical trend strength.
Pine Script® 인디케이터
deepaknesarikar의
Dual Momentum Confluence Oscillator MACD + RSIThis indicator is built around the **simultaneous use of two complementary momentum perspectives**, designed to be read **together**, not in isolation. ### Core purpose * Highlight moments where **momentum agreement** or **momentum imbalance** becomes visually evident. * Help distinguish between **healthy movement**, **loss of strength**, and **potential transition phases**. ### Combined reading approach * One component focuses on **momentum flow and acceleration**, showing how force develops or fades. * The other evaluates **relative pressure within recent price action**, adding context to whether momentum is stretched or still balanced. * Signals are meant to be interpreted when **both perspectives are considered at the same time**, reinforcing or filtering each other. ### Practical use * Particularly useful as a **confirmation layer** for directional strategies. * Helps avoid decisions based on a single momentum measure by requiring **contextual alignment**. * Can also support timing refinement in both continuation and pullback scenarios. ### Visual structure * Everything is displayed in **one compact pane**, allowing quick cross-market scanning without overloading the chart. * Visual contrast makes changes in momentum state easy to spot at a glance. ### Best conditions * Most effective in markets with **clear participation and readable momentum shifts**. * Less informative during flat, low-energy phases. *For educational and analytical purposes only. Always test across multiple markets and timeframes.* --- Così è chiaro che **RSI e MACD lavorano insieme**, ma **nessuno può risalire a come**.
Pine Script® 인디케이터
alblanz의
Trading Asset Comparison Oscillator by thedatalayers.comThe Trading Asset Comparison Oscillator compares the currently opened asset with a user-selected reference symbol to identify periods of relative overvaluation and undervaluation. The concept is based on the idea that markets constantly seek fair value. When an asset becomes mispriced relative to a meaningful benchmark, it often moves back toward equilibrium. This indicator measures that relationship and transforms it into an easy-to-read oscillator: • Green Zone (Undervalued) - The selected asset is undervalued compared to the reference symbol. This reflects potential upward pressure as markets tend to correct undervaluation over time. • Red Zone (Overvalued) - The asset is overvalued relative to the reference symbol. This may indicate a higher likelihood of downward movement as price seeks rebalancing. Users can set any reference instrument they consider relevant-commodities, indices, currency pairs, or other assets. The oscillator quantifies the valuation difference based on a configurable cycle length. The recommended setting is Cycle = 10, which provides a balanced and responsive signal structure. Since this indicator relies on broader valuation dynamics, it is designed to be used exclusively on the daily timeframe. Lower timeframes may not reflect true fundamental value relationships. The Asset Comparison Oscillator helps traders identify when an asset appears cheap or expensive relative to another, offering an additional layer of fundamental context to support directional trading decisions.
Pine Script® 인디케이터
TheDataLayers의