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오실레이터

Adaptive Valuation [BackQuant]Adaptive Valuation What this is A composite, zero-centered oscillator that standardizes several classic indicators and blends them into one “valuation” line. It computes RSI, CCI, Demarker, and the Price Zone Oscillator, converts each to a rolling z-score, then forms a weighted average. Optional smoothing, dynamic overbought and oversold bands, and an on-chart table make the inputs and the final score easy to inspect. How it works Components • RSI with its own lookback. • CCI with its own lookback. • DM (Demarker) with its own lookback. • PZO (Price Zone Oscillator) with its own lookback. Standardization via z-score Each component is transformed using a rolling z-score over lookback bars: z = (value − mean) ÷ stdev , where the mean is an EMA and the stdev is rolling. This puts all inputs on a comparable scale measured in standard deviations. Weighted blend The z-scores are combined with user weights w_rsi, w_cci, w_dm, w_pzo to produce a single valuation series. If desired, it is then smoothed with a selected moving average (SMA, EMA, WMA, HMA, RMA, DEMA, TEMA, LINREG, ALMA, T3). ALMA’s sigma input shapes its curve. Dynamic thresholds (optional) Two ways to set overbought and oversold: • Static : fixed levels at ob_thres and os_thres . • Dynamic : ±k·σ bands, where σ is the rolling standard deviation of the valuation over dynLen . Bands can be centered at zero or around the valuation’s rolling mean ( centerZero ). Visualization and UI • Zero line at 0 with gradient fill that darkens as the valuation moves away from 0. • Optional plotting of band lines and background highlights when OB or OS is active. • Optional candle and background coloring driven by the valuation. • Summary table showing each component’s current z-score, the final score, and a compact status. How it can be used • Bias filter : treat crosses above 0 as bullish bias and below 0 as bearish bias. • Mean-reversion context : look for exhaustion when the valuation enters the OB or OS region, then watch for exits from those regions or a return toward 0. • Signal confirmation : use the final score to confirm setups from structure or price action. • Adaptive banding : with dynamic thresholds, OB and OS adjust to prevailing variability rather than relying on fixed lines. • Component tuning : change weights to emphasize trend (raise DM, reduce RSI/CCI) or range behavior (raise RSI/CCI, reduce DM). PZO can help in swing environments. Why z-score blending helps Indicators often live on different scales. Z-scoring places them on a common, unitless axis, so a one-sigma move in RSI has comparable influence to a one-sigma move in CCI. This reduces scale bias and allows transparent weighting. It also facilitates regime-aware thresholds because the dynamic bands scale with recent dispersion. Inputs to know • Component lookbacks : rsilb, ccilb, dmlb, pzolb control each raw signal. • Standardization window : lookback sets the z-score memory. Longer smooths, shorter reacts. • Weights : w_rsi, w_cci, w_dm, w_pzo determine each component’s influence. • Smoothing : maType, smoothP, sig govern optional post-blend smoothing. • Dynamic bands : dyn_thres, dynLen, thres_k, centerZero configure the adaptive OB/OS logic. • UI : toggle the plot, table, candle coloring, and threshold lines. Reading the plot • Above 0 : composite pressure is positive. • Below 0 : composite pressure is negative. • OB region : valuation above the chosen OB line. Risk of mean reversion rises and momentum continuation needs evidence. • OS region : mirror logic on the downside. • Band exits : leaving OB or OS can serve as a normalization cue. Strengths • Normalizes heterogeneous signals into one interpretable series. • Adjustable component weights to match instrument behavior. • Dynamic thresholds adapt to changing volatility and drift. • Transparent diagnostics from the on-chart table. • Flexible smoothing choices, including ALMA and T3. Limitations and cautions • Z-scores assume a reasonably stationary window. Sharp regime shifts can make recent bands unrepresentative. • Highly correlated components can overweight the same effect. Consider adjusting weights to avoid double counting. • More smoothing adds lag. Less smoothing adds noise. • Dynamic bands recalibrate with dynLen ; if set too short, bands may swing excessively. If too long, bands can be slow to adapt. Practical tuning tips • Trending symbols: increase w_dm , use a modest smoother like EMA or T3, and use centerZero dynamic bands. • Choppy symbols: increase w_rsi and w_cci , consider ALMA with a higher sigma , and widen bands with a larger thres_k . • Multiday swing charts: lengthen lookback and dynLen to stabilize the scale. • Lower timeframes: shorten component lookbacks slightly and reduce smoothing to keep signals timely. Alerts • Enter and exit of Overbought and Oversold, based on the active band choice. • Bullish and bearish zero crosses. Use alerts as prompts to review context rather than as stand-alone trade commands. Final Remarks We created this to show people a different way of making indicators & trading. You can process normal indicators in multiple ways to enhance or change the signal, especially with this you can utilise machine learning to optimise the weights, then trade accordingly. All of the different components were selected to give some sort of signal, its made out of simple components yet is effective. As long as the user calibrates it to their Trading/ investing style you can find good results. Do not use anything standalone, ensure you are backtesting and creating a proper system.
Pine Script® 인디케이터
BackQuant의
Pi Cycle OscillatorThis oscillator combines the Pi Cycle Top indicator with a percentile-based approach to create a more precise and easy to read market timing tool. Instead of waiting for moving average crossovers, it shows you exactly how close you are to a potential market top. Orange background means you should start preparing for a potential top and look into taking profits. Red background means that the crossover has happened on the original Pi Cycle Indicator and that you should have already sold everything. (Crossover of the gray line aka 100) Thank you Bollinger Band Width Percentile - The_Caretaker Pi Cycle Top - megasyl20
Pine Script® 인디케이터
jinasora의
1
SMC - Institutional Confidence Oscillator [PhenLabs]📊 Institutional Confidence Oscillator Version: PineScript™v6 📌 Description The Institutional Confidence Oscillator (ICO) revolutionizes market analysis by automatically detecting and evaluating institutional activity at key support and resistance levels using our own in-house detection system. This sophisticated indicator combines volume analysis, volatility measurements, and mathematical confidence algorithms to provide real-time readings of institutional sentiment and zone strength. Using our advanced thin liquidity detection, the ICO identifies high-volume, narrow-range bars that signal institutional zone formation, then tracks how these zones perform under market pressure. The result is a dual-wave confidence oscillator that shows traders when institutions are actively defending price levels versus when they’re abandoning positions. The indicator transforms complex institutional behavior patterns into clear, actionable confidence percentiles, helping traders align with smart money movements and avoid common retail trading pitfalls. 🚀 Points of Innovation Automated thin liquidity zone detection using volume threshold multipliers and zone size filtering Dual-sided confidence tracking for both support and resistance levels simultaneously Sigmoid function processing for enhanced mathematical accuracy in confidence calculations Real-time institutional defense pattern analysis through complete test cycles Advanced visual smoothing options with multiple algorithmic methods (EMA, SMA, WMA, ALMA) Integrated momentum indicators and gradient visualization for enhanced signal clarity 🔧 Core Components Volume Threshold System: Analyzes volume ratios against baseline averages to identify institutional activity spikes Zone Detection Algorithm: Automatically identifies thin liquidity zones based on customizable volume and size parameters Confidence Lifecycle Engine: Tracks institutional defense patterns through complete observation windows Mathematical Processing Core: Uses sigmoid functions to convert raw market data into normalized confidence percentiles Visual Enhancement Suite: Provides multiple smoothing methods and customizable display options for optimal chart interpretation 🔥 Key Features Auto-Detection Technology: Automatically scans for institutional zones without manual intervention, saving analysis time Dual Confidence Tracking: Simultaneously monitors both support and resistance institutional activity for comprehensive market view Smart Zone Validation: Evaluates zone strength through volume analysis, adverse excursion measurement, and defense success rates Customizable Parameters: Extensive input options for volume thresholds, observation windows, and visual preferences Real-Time Updates: Continuously processes market data to provide current institutional confidence readings Enhanced Visualization: Features gradient fills, momentum indicators, and information panels for clear signal interpretation 🎨 Visualization Dual Oscillator Lines: Support confidence (cyan) and resistance confidence (red) plotted as percentage values 0-100% Gradient Fill Areas: Color-coded regions showing confidence dominance and strength levels Reference Grid Lines: Horizontal markers at 25%, 50%, and 75% levels for easy interpretation Information Panel: Real-time display of current confidence percentiles with color-coded dominance indicators Momentum Indicators: Rate of change visualization for confidence trends Background Highlights: Extreme confidence level alerts when readings exceed 80% 📖 Usage Guidelines Auto-Detection Settings Use Auto-Detection Default: true Description: Enables automatic thin liquidity zone identification based on volume and size criteria Volume Threshold Multiplier Default: 6.0, Range: 1.0+ Description: Controls sensitivity of volume spike detection for zone identification, higher values require more significant volume increases Volume MA Length Default: 15, Range: 1+ Description: Period for volume moving average baseline calculation, affects volume spike sensitivity Max Zone Height % Default: 0.5%, Range: 0.05%+ Description: Filters out wide price bars, keeping only thin liquidity zones as percentage of current price Confidence Logic Settings Test Observation Window Default: 20 bars, Range: 2+ Description: Number of bars to monitor zone tests for confidence calculation, longer windows provide more stable readings Clean Break Threshold Default: 1.5 ATR, Range: 0.1+ Description: ATR multiple required for zone invalidation, higher values make zones more persistent Visual Settings Smoothing Method Default: EMA, Options: SMA/EMA/WMA/ALMA Description: Algorithm for signal smoothing, EMA responds faster while SMA provides more stability Smoothing Length Default: 5, Range: 1-50 Description: Period for smoothing calculation, higher values create smoother lines with more lag ✅ Best Use Cases Trending market analysis where institutional zones provide reliable support/resistance levels Breakout confirmation by validating zone strength before position entry Divergence analysis when confidence shifts between support and resistance levels Risk management through identification of high-confidence institutional backing Market structure analysis for understanding institutional sentiment changes ⚠️ Limitations Performs best in liquid markets with clear institutional participation May produce false signals during low-volume or holiday trading periods Requires sufficient price history for accurate confidence calculations Confidence readings can fluctuate rapidly during high-impact news events Manual fallback zones may not reflect actual institutional activity 💡 What Makes This Unique Automated Detection: First Pine Script indicator to automatically identify thin liquidity zones using sophisticated volume analysis Dual-Sided Analysis: Simultaneously tracks institutional confidence for both support and resistance levels Mathematical Precision: Uses sigmoid functions for enhanced accuracy in confidence percentage calculations Real-Time Processing: Continuously evaluates institutional defense patterns as market conditions change Visual Innovation: Advanced smoothing options and gradient visualization for superior chart clarity 🔬 How It Works 1. Zone Identification Process: Scans for high-volume bars that exceed the volume threshold multiplier Filters bars by maximum zone height percentage to identify thin liquidity conditions Stores qualified zones with proximity threshold filtering for relevance 2. Confidence Calculation Process: Monitors price interaction with identified zones during observation windows Measures volume ratios and adverse excursions during zone tests Applies sigmoid function processing to normalize raw data into confidence percentiles 3. Real-Time Analysis Process: Continuously updates confidence readings as new market data becomes available Tracks institutional defense success rates and zone validation patterns Provides visual and numerical feedback through the oscillator display 💡 Note: The ICO works best when combined with traditional technical analysis and proper risk management. Higher confidence readings indicate stronger institutional backing but should be confirmed with price action and volume analysis. Consider using multiple timeframes for comprehensive market structure understanding.
Pine Script® 인디케이터
PhenLabs의
Moving Average Adaptive RSI [BackQuant]Moving Average Adaptive RSI What this is A momentum oscillator that reshapes classic RSI into a zero-centered column plot and makes it adaptive. It builds RSI from two parts: • A sensitivity window that scans several recent bars to capture the strongest up and down impulses. • A selectable moving average that smooths those impulses before computing RSI. The output ranges roughly from −100 to +100 with 0 as the midline, with optional extra smoothing and built-in divergence detection. How it works Impulse extraction • For each bar the script inspects the last rsi_sen bars and collects upward and downward price changes versus the current price. • It keeps the maximum upward change and maximum downward change from that window, emphasizing true bursts over single-bar noise. MA-based averaging • The up and down impulse series are averaged with your chosen MA over rsi_len bars. • Supported MA types: SMA, EMA, DEMA, WMA, HMA, SMMA (RMA), TEMA. Zero-centered RSI transform • RS = UpMA ÷ DownMA, then mapped to a symmetric scale: 100 − 200 ÷ (1 + RS) . • Above 0 implies positive momentum bias. Below 0 implies negative momentum bias. Optional extra smoothing • A second smoothing pass can be applied to the final oscillator using smoothing_len and smooth_type . Toggle with “Use Extra Smoothing”. Visual encoding • The oscillator is drawn as columns around the zero line with a gradient that intensifies toward extremes. • Static bands mark 80 to 100 and −80 to −100 for extreme conditions. Key inputs and what they change • Price Source : input series for momentum. • Calculation Period (rsi_len) : primary averaging window on up and down components. Higher = smoother, slower. • Sensitivity (rsi_sen) : how many recent bars are scanned to find max impulses. Higher = more responsive to bursts. • Calculation Type (ma_type) : MA family that shapes the core behavior. HMA or DEMA is faster, SMA or SMMA is slower. • Smoothing Type and Length : optional second pass to calm noise on the final output. • UI toggles : show or hide the oscillator, candle painting, and extreme bands. Reading the oscillator • Midline cross up (0) : momentum bias turning positive. • Midline cross down (0) : momentum bias turning negative. • Positive territory : – 0 to 40: constructive but not stretched. – 40 to 80: strong momentum, continuation more likely. – Above 80: extreme risk of mean reversion grows. • Negative territory : mirror the same levels for the downside. Divergence detection The script plots four divergence types using pivot highs and lows on both price and the oscillator. Lookbacks are set by lbL and lbR . • Regular bullish : price lower low, oscillator higher low. Possible downside exhaustion. • Hidden bullish : price higher low, oscillator lower low. Bias to trend continuation up. • Regular bearish : price higher high, oscillator lower high. Possible upside exhaustion. • Hidden bearish : price lower high, oscillator higher high. Bias to trend continuation down. Labels: ℝ for regular, ℍ for hidden. Green for bullish, red for bearish. Candle coloring • Optional bar painting: green when the oscillator is above 0, red when below 0. This is for visual scanning only. Strengths • Adaptive sensitivity via a rolling impulse window that responds to genuine bursts. • Configurable MA core so you can match responsiveness to the instrument. • Zero-centered scale for simple regime reads with 0 as a clear bias line. • Built-in regular and hidden divergence mapping. • Flexible across symbols and timeframes once tuned. Limitations and cautions • Trends can remain extended. Treat extremes as context rather than automatic reversal signals. • Divergence quality depends on pivot lookbacks. Short lookbacks give more signals with more noise. Long lookbacks reduce noise but add lag. • Double smoothing can delay zero-line transitions. Balance smoothness and timeliness. Practical usage ideas • Regime filter : only take long setups from your separate method when the oscillator is above 0, shorts when below 0. • Pullback confirmation : in uptrends, look for dips that hold above 0 or turn up from 0 to 40. Reverse for downtrends. • Divergence as a heads-up : wait for a zero-line cross or a price trigger before acting on divergence. • Sensitivity tuning : start with rsi_sen 2 to 5 on faster timeframes, increase slightly on slower charts. Alerts • MA-A RSI Long : oscillator crosses above 0. • MA-A RSI Short : oscillator crosses below 0. Use these as bias or timing aids, not standalone trade commands. Settings quick reference • Calculation : Price Source, Calculation Type, Calculation Period, Sensitivity. • Smoothing : Smoothing Type, Smoothing Length, Use Extra Smoothing. • UI : Show Oscillator, Paint Candles, Show Static High and Low Levels. • Divergences : Pivot Lookback Left and Right, Div Signal Length, Show Detected Divergences. Final thoughts This tool reframes RSI by extracting strong short-term impulses and averaging them with a moving-average model of your choice, then presenting a zero-centered output for clear regime reads. Pair it with your structure, risk and execution process, and tune sensitivity and smoothing to the market you trade.
Pine Script® 인디케이터
BackQuant의
Sorry Cryptoface Market Cypher B//@version=5 indicator("Sorry Cryptoface Market Cypher B", shorttitle="SorryCF B", overlay=false) // 🙏 Respect to Cryptoface // Market Cipher is the brainchild of Cryptoface, who popularized the // combination of WaveTrend, Money Flow, RSI, and divergence signals into a // single package that has helped thousands of traders visualize momentum. // This script is *not* affiliated with or endorsed by him — it’s just an // open-source educational re-implementation inspired by his ideas. // Whether you love him or not, Cryptoface deserves credit for taking complex // oscillator theory and making it accessible to everyday traders. // ----------------------------------------------------------------------------- // Sorry Cryptoface Market Cypher B // // ✦ What it is // A de-cluttered, optimized rework of the popular Market Cipher B concept. // This fork strips out repaint-prone code and redundant signals, adds // higher-timeframe and trend filters, and introduces volatility & // money-flow gating to cut down on the "confetti signals" problem. // // ✦ Key Changes vs. Original MC-B // - Non-repainting security(): switched to request.security(..., lookahead_off) // - Inputs updated to Pine v5 (input.int, input.float, etc.) // - Trend filter: EMA or HTF WaveTrend required for alignment // - Volatility filter: minimum ADX & ATR % threshold to avoid chop // - Money Flow filter: signals require minimum |MFI| magnitude // - WaveTrend slope check: reject flat or contra-slope crosses // - Cooldown filter: prevents multiple signals within N bars // - Bar close confirmation: dots/alerts only fire once a candle is closed // - Hidden divergences + “second range” divergences disabled by default // (to reduce noise) but can be toggled on // // ✦ Components // - WaveTrend oscillator (2-line system + VWAP line) // - Money Flow Index + RSI overlay // - Stochastic RSI // - Divergence detection (WT, RSI, Stoch) // - Optional Schaff Trend Cycle // - Optional Sommi flags/diamonds (HTF confluence markers) // // ✦ Benefits // - Fewer false positives in sideways markets // - Signals aligned with trend & volatility regimes // - Removes repaint artifacts from higher-timeframe sources // - Cleaner chart (reduced “dot spam”) // - Still flexible: all original toggles/visuals retained // // ✦ Notes // - This is NOT the official Market Cipher. // - Educational / experimental use only. Do your own testing. // - Best tested on 2H–4H timeframes; short TFs may still look choppy // // ✦ Credits // Original open-source inspirations by LazyBear, RicardoSantos, LucemAnb, // falconCoin, dynausmaux, andreholanda73, TradingView community. // This fork modified by Lumina+Thomas (2025). // -----------------------------------------------------------------------------
Pine Script® 인디케이터
kokenbakensoda의
1
Inverse Fisher Transform COMBO XThis is a vastly improved version of the indicator "Inverse Fisher Transform COMBO STO+RSI+CCIv2" by KIVANÇ fr3762 and updated previously by lordofcodes. This script includes all the original oscillators included in the original script including CCI, CCIv2, MFI, RSI, Stochastic, and SMI oscillators. In Inverse Fisher Transform, one looks for the indicator lines of your choosing to be either above or below the centerline as with all oscillators. In addition it has many new features that greatly enhance the variety of uses for this very helpful indicator. -Updated the script to indicator in pinescript v6. -An Inverse Fisher Transform of the Heikin Ashi Calculation has been included in the script, with both a raw Heikin Ashi signal output as well as a smoothed Heikin Ashi calculation are included. -In addition, bar coloring according to the raw Heikin Ashi calculation is included in order to allow for a standard bar chart to also give the visual indication of the Heikin Ashi chart type This allows the trader to maintain the accuracy of price information on the chart that standard candles provide while still being able to reference the smoothed trend calculation of Heikin Ashi candles. -Updated the script to add smoothing method and length inputs for each indicator. -Smoothing methods available include the original wma smoothing, as well as sma, ema, dema, tema, rma, hma, vwma, and t3 moving average calculations. -Now you can also select the method for calculating the Inverse Fisher Transform using either the default method of whether the oscillator is above or below the centerline, or to be based on the oscillator's position in relation to a signal line instead, which can potentially give more timely and accurate signals. -The signal line's length and moving average calculation method are also adjustable according to the same variety as the oscillators themselves. For simplicity the same signal line calculation will be applied to all oscillators except for the Heikin Ashi since Heikin Ashi is not an oscillator. In general, a low smoothing input works best for a slower moving average types such as rma and t3 which are my personal preference, while a larger number works better for the faster moving average calculations such as wma, hma, ema, dema, or tema. Though in practice, the combination of different smoothing methods and lengths across the variety of included indicators are greatly variable and can offer a complete trading strategy including long and short term trend analysis as well as volume analysis and Heikin Ashi candle analysis with just this one indicator. As always, one indicator never guarantees results, which is a problem this script seeks to address, but it still benefits one to look for confirmation from other indicators and methods. I hope you are able to find this indicator an effect addition to your trading strategy.
Pine Script® 인디케이터
nathanieljens의
Aroon ADX/DIUnified trend-strength (ADX/DI) + trend-age (Aroon) with centered scaling, gated signals, regime tints, and a compact readout. What is different about this script: - Purpose-built mashup of ADX/DI tells trend strength and side, while Aroon Oscillator tracks trend emergence/aging. Combining them into a scaled chart creates a way to separate “strong-but-late” trends from “newly-emerging” ones. - Unified scale: Centering the maps into a common +/- 100 range so all lines are directly comparable at a glance (no units mismatch or fumbling with scales). - Signal quality gating: DI cross signals can be gated by minimum ADX so crosses in chop are filtered out. - Regime context: Background tints show low-strength chop, developing, and strong regimes using your ADX thresholds. - Operator-focused UI: Clean fills, color-blind palette, and a two-column table summarizing DI+, DI−, ADX, Aroon, and a plain-English Bias/Trend status. How it works: - DI+/DI−/ADX: Wilder’s DI is smoothed; DX → ADX via SMA smoothing. - Aroon Oscillator: highlights new highs/lows frequency to infer trend - Centering: Maps DI/ADX from 5-95 and ±100, with your Midpoint controlling where “0” sits in raw mode. - Signals: - Bullish/Bearish DI crosses, optionally allowed only when ADX ≥ Min. - ADX crosses of your Low/High thresholds. - Aroon crosses of 0, +80, −80 (fresh trend thresholds). - Display aids: Optional fill between DI+/DI−; thin guides for thresholds; single-pane table summary. How to use: - For this to be useful, centering should stay on, modify ADX Low/High and monitor DI crosses with ADX. - Interpretations: Bias: DI+ above DI− = bull; below = bear. Strength level: ADX < Low = chop, Low–High = developing, > High = strong. Freshness: Aroon > +80 or crossing up 0 suggests new or continued bull push; < −80 or crossing down 0 suggests new or continued bear push. - Alerts: Use built-ins for DI crosses, ADX regime changes, and Aroon thresholds.
Pine Script® 인디케이터
sirpipthegreat의
SExI - Super Exhaustion Indicator [Da_Prof]As we know, the RSI can remain at "overbought" or "oversold" levels for long periods of time while the price continues in that direction. The SExI (Super Exhaustion Indicator) is an indicator designed to help detect exhaustion of strong moves. The SExI is a combination of the RSI and "upper" Aroon. For the indicator to trigger, the RSI has to be above or below a top/bottom trigger line when the Aroon has had a set number of drives up or down correspondingly. An Aroon top drive is defined as the Aroon hitting 100% on the current candle when the previous candle was below 100%. An Aroon bottom drive is defined as the Aroon hitting 0% on the current candle when the previous candle was above 0%. Consecutive top or bottom drives are counted and exhaustion triggers when these drives hit a setpoint (default is 5 drives = the Aroon exhaustion trigger). When Aroon exhaustion is triggered and the RSI is correspondingly above/below a trigger line, the overall indicator signals exhaustion. There are two lines for bottoms and tops, one each for a "normal" trigger and and an "extreme" trigger. The Aroon drives are visualized at the top and bottom of the indicator. The RSI is plotted as a line that crosses top and bottom trigger lines. There are extreme trigger values for both the bottom and top exhaustion triggers. --Da_Prof
Pine Script® 인디케이터
Da_Prof의
2
EMA Range OscillatorEMA Range Oscillator (ERO) - User Guide Overview The EMA Range Oscillator (ERO) is a technical indicator that measures the distance between two Exponential Moving Averages (EMAs) and the distance between price and EMA. It normalizes these distances into a 0-100 range, helping traders identify trend strength, market momentum, and potential reversal points. Components Main Line Green Line: EMA20 > EMA50 (Uptrend) Red Line: EMA20 < EMA50 (Downtrend) Histogram White Histogram: Price distance from EMA20 Key Levels Upper Level (80): High divergence zone Middle Level (50): Neutral zone Lower Level (20): Low divergence zone Parameters ParameterDefaultDescriptionFast EMA20Short-term EMA periodSlow EMA50Long-term EMA periodNormalization Period100Lookback period for scalingUpper80Upper threshold levelLower20Lower threshold level How to Read the Indicator High Values (Above 80) Strong trend in progress EMAs are widely separated High momentum Potential overbought/oversold conditions Watch for possible trend exhaustion Low Values (Below 20) Consolidation phase EMAs are close together Low volatility Potential breakout setup Range-bound market conditions Middle Zone (20-80) Normal market conditions Moderate trend strength Balanced momentum Look for directional clues from color changes
Pine Script® 인디케이터
cgrmetin의
cd_RSI_Divergence_CxGeneral: The Relative Strength Index (RSI) is a momentum oscillator widely used by traders in price analysis. In addition to showing overbought/oversold zones, divergences between RSI and price are also tracked to identify trading opportunities. The general consensus is that oscillators alone are not sufficient for entries and should be evaluated together with multiple confirmations. This oscillator is designed as an additional confirmation/compatible tool for strategies that already use higher time frame (HTF) sweeps and lower time frame (LTF) confirmations such as Change in State Delivery (CISD) or Change of Character (CHOCH). Features: While RSI oscillators are commonly displayed in line format (classic), this indicator also offers candlestick-style visualization. Depending on the selected source, period length, and EMA length, RSI can be displayed as lines and/or candlesticks. Divergence detection & tracking: Price and RSI values are monitored on the chosen higher time frame (from the menu) to determine highs and lows. For divergence display, the user can choose between two modes: 1- Alignment with HTF Sweep 2- All 1 - Alignment with HTF Sweep: First, the price must sweep the previous high/low of the candle on the HTF (i.e., break it) but fail to continue in that direction and return inside (sweep). If this condition is met, RSI values are checked: If price makes a high sweep but RSI fails to make a new high → divergence is confirmed. If price makes a low sweep but RSI fails to make a new low → divergence is confirmed. Divergence is then displayed on the chart. 2 - All: In this mode, sweep conditions are ignored. Divergence is confirmed if: Price makes a new high on HTF but RSI does not. RSI makes a new high on HTF but price does not. Price makes a new low on HTF but RSI does not. RSI makes a new low on HTF but price does not. Menu & Settings: RSI visualization (source + period length + EMA period length) Option to choose classic/candlestick style display Color customization Higher time frame selection Adjustable HTF boxes and table display Final notes: This oscillator is designed as an additional confirmation tool for strategies based on HTF sweep + LTF CISD/CHOCH confirmation logic. The chosen HTF in the oscillator should match the time frame where sweeps are expected. Divergence signals from this oscillator alone will not make you profitable. For spot trades, monitoring sweeps and divergences on higher time frames is more suitable (e.g., Daily–H1 / Weekly–H4). My personal usage preferences: Entry TF: 3m HTF bias: Daily + H1 Sweep + CISD: 30m / 3m Market Structure: 3m RSI divergence: HTF = 30m If all of them align bullish or bearish ( timeframe alignment ), I try to take the trade. I’d be glad to hear your feedback and suggestions for improvement. Happy trading!
Pine Script® 인디케이터
cdikici71의
8
Dual Stochastic with Trend FilterThe "Dual Stochastic with Trend Filter" is an oscillator indicator designed to provide clearer, trend-aligned trading signals. It uses two distinct stochastic oscillators to identify potential entry points and incorporates an optional EMA-based trend filter to ensure that you are trading in the direction of the broader market momentum. How It Works and How to Use It This indicator combines two key technical analysis concepts: momentum (via stochastics) and trend (via moving averages). Core Components: Dual Stochastic Oscillators: Signal Line 1 (Blue): A standard stochastic oscillator. Signal Line 2 (Red): A second stochastic oscillator, often using a different source (like hlcc4) to provide a smoother, more reliable signal. A buy signal is generated when the Blue Line (d1) crosses above the Red Line (d2). A sell signal is generated when the Blue Line (d1) crosses below the Red Line (d2). Trend Filter (Optional): This feature uses a fast and a slow Exponential Moving Average (EMA) to determine the overall market trend. When the fast EMA is above the slow EMA, the background will turn green, indicating an uptrend. When the fast EMA is below the slow EMA, the background will turn red, indicating a downtrend. This filter can be toggled on or off in the indicator settings. How to Use: With Trend Filter Enabled (Recommended): Long (Buy) Entry: Look for a green triangle buy signal (▲). This signal only appears when: The Blue Signal Line crosses above the Red Signal Line. The market is in a confirmed uptrend (green background). Short (Sell) Entry: Look for a red triangle sell signal (▼). This signal only appears when: The Blue Signal Line crosses below the Red Signal Line. The market is in a confirmed downtrend (red background). Exit Signal: A yellow circle (●) appears to suggest closing an open trade. This signal is triggered for a long position if either the stochastics have a bearish cross or the trend flips to a downtrend. Conversely, for a short position, it's triggered by a bullish stochastic cross or a trend flip to an uptrend. With Trend Filter Disabled: If you turn off the "Use Trend Filter" option, the indicator will function as a simple dual stochastic crossover system. A green triangle (▲) will appear every time the Blue Line crosses above the Red Line. A red triangle (▼) will appear every time the Blue Line crosses below the Red Line. The background coloring and exit signals based on trend flips will be deactivated. This mode is more sensitive but may produce more false signals in choppy markets. Key Visuals: Blue Line: The primary signal line. Red Line: The secondary, often smoother, signal line. Green Triangle (▲): Bullish entry signal. Red Triangle (▼): Bearish entry signal. Yellow Circle (●): Suggested trade exit/stop. Green/Red Background: Visual confirmation of the current uptrend or downtrend. By filtering stochastic signals with the dominant trend, this indicator helps traders avoid common pitfalls like entering short positions during a strong uptrend or buying into a bearish market. This alignment of momentum and trend is key to improving signal quality. Disclaimer This indicator is provided for educational and informational purposes only and should not be considered as financial advice or a recommendation to buy or sell any asset. All trading and investment decisions are your own sole responsibility. Trading financial markets involves a high level of risk, and you may lose more than your initial investment. Past performance is not indicative of future results. The signals generated by this indicator are not guaranteed to be accurate, and you should always use this tool in conjunction with other forms of analysis and sound risk management practices. Before using this indicator in a live trading environment, it is strongly recommended that you backtest it thoroughly and practice with it on a demo account. The author is not responsible for any financial losses you may incur from using this script.
Pine Script® 인디케이터
EkaSanatani의
1
RSI with Moving Averages[UO] EnhancedWhat This Indicator Does Displays the RSI (Relative Strength Index) with two customizable moving averages to help identify trend direction and momentum shifts. Key Features RSI Line: Shows momentum (overbought above 70, oversold below 30) Two Moving Averages: Smooth RSI signals and show trend direction Color-Coded Fills: Visual areas between lines indicate bullish/bearish conditions Support/Resistance Lines: Bull market support (40) and bear market resistance (60) Customization Options Moving Average Types: Choose SMA or EMA for each line Periods: Adjust RSI (14), First MA (13), Second MA (33) Visual Elements: Toggle background shading and fills on/off Colors & Styles: Customize all line colors and widths in Style tab How to Read It Green Fill: Second MA below first MA (bullish momentum) Red Fill: Second MA above first MA (bearish momentum) RSI Above 70: Potentially overbought RSI Below 30: Potentially oversold Perfect for traders wanting enhanced RSI analysis with flexible moving average confirmation signals.
Pine Script® 인디케이터
vssebuyungo의
Constance Brown Composite Index EnhancedWhat This Indicator Does Implements Constance Brown's copyrighted Composite Index formula (1996) from her Master's thesis - a breakthrough oscillator that solves the critical problem where RSI fails to show divergences in long-horizon trends, providing early warning signals for major market reversals. The Problem It Solves Traditional RSI frequently fails to display divergence signals in Global Equity Indexes and long-term charts, leaving asset managers without warning of major price reversals. Brown's research showed RSI failed to provide divergence signals 42 times across major markets - failures that would have been "extremely costly for asset managers." Key Components Composite Line: RSI Momentum (9-period) + Smoothed RSI Average - the core breakthrough formula Fast/Slow Moving Averages: Trend direction confirmation (13/33 periods default) Bollinger Bands: Volatility envelope around the composite signal Enhanced Divergence Detection: Significantly improved trend reversal timing vs standard RSI Research-Proven Performance Based on Brown's extensive study across 6 major markets (1919-2015): 42 divergence signals triggered where RSI showed none 33 signals passed with meaningful reversals (78% success rate) Only 5 failures - exceptional performance in monthly/2-month timeframes Tested on: German DAX, French CAC 40, Shanghai Composite, Dow Jones, US/Japanese Government Bonds New Customization Features Moving Average Types: Choose SMA or EMA for fast/slow lines Optional Fills: Toggle composite and Bollinger band fills on/off All Periods Adjustable: RSI length, momentum, smoothing periods Visual Styling: Customize colors and line widths in Style tab Default Settings (Original Formula) RSI Length: 14 RSI Momentum: 9 periods RSI MA Length: 3 SMA Length: 3 Fast SMA: 13, Slow SMA: 33 Bollinger STD: 2.0 Applications Long-term investing: Monthly/2-month charts for major trend changes Elliott Wave analysis: Maximum displacement at 3rd-of-3rd waves, divergence at 5th waves Multi-timeframe: Pairs well with MACD, works across all timeframes Global markets: Proven effective on equities, bonds, currencies, commodities Perfect for serious traders and asset managers seeking the proven mathematical edge that traditional RSI cannot provide.
Pine Script® 인디케이터
vssebuyungo의
2
HMK-2 | PCA-1 + Rejim + Chebyshev + VWAP (Input'lu, v6)📌 HMK-2 | PCA-1 + Regime + Chebyshev + VWAP Strategy 1️⃣ Core Structure Instead of relying on a single indicator, this system uses the Z-Score normalized average of three oscillators (RSI, MFI, ROC). Signal (PCA-1): RSI(14), MFI(14), ROC(5) → each is converted into a z-score. Their average becomes the “composite signal,” our PCA-1 value. Trend direction: If the Z-score EMA is rising → trend UP. If falling → trend DOWN. 2️⃣ Side Filters Regime Filter (ADX + EMA) ADX is calculated manually. If ADX > 20 → trend exists → a 50-period EMA of this value smooths it. This turns “trend regime” into a probability between 0–1. Chebyshev Filter A return series is checked against mean ± k*sigma bands. If the return is within this band → valid signal. Extreme moves are filtered out. VWAP Filter Long trades: price must be above VWAP. Short trades: price must be below VWAP. Trades are only taken on the correct side of institutional cost averages. 3️⃣ Entry Conditions Long: PCA-1 signal crosses above threshold. Trend Up + Regime OK + Chebyshev OK + Above VWAP. Short: PCA-1 signal crosses below threshold. Trend Down + Regime OK + Chebyshev OK + Below VWAP. 4️⃣ Exit Mechanism Main Exit: ATR-based stop/target. Stop = entry price – ATR × (SL factor). Take profit = entry price + ATR × (TP factor). Additional Exit: If price crosses to the opposite side of VWAP. If PCA-1 signal crosses zero. 👉 Prevents trades from being locked, makes exits adaptive. 5️⃣ Labels / Visualization AL / SHORT → entry points. SAT / COVER → exit points. VWAP line plotted in blue. 🧩 Strategy Features Optimizable parameters: Z-window (zWin) Threshold Chebyshev factor ATR stop/target multipliers This system works with: Disciplined core (PCA-1 signal) Triple protection (Regime + Chebyshev + VWAP) Adaptive exits (ATR + VWAP/signal cross) 👉 Not a “single-indicator robot,” but a multi-filtered trade direction engine. 💡 Final Note This is a base model of the system — open for further development. I’ve shared the logic to give you a roadmap. If you spot errors, fix them → that’s how you’ll improve it. Don’t waste time asking me questions — refine and build it better yourselves. Wishing you profitable trades. Stay well 🙏
Pine Script™ 전략
Servet2662의
Donchian Squeeze Oscillator# Donchian Squeeze Oscillator (DSO) - User Guide ## Overview The Donchian Squeeze Oscillator is a technical indicator designed to identify periods of low volatility (squeeze) and high volatility (expansion) in financial markets by measuring the distance between Donchian Channel bands. The indicator normalizes this measurement to a 0-100 scale, making it easy to interpret across different timeframes and instruments. ## How It Works The DSO calculates the width of Donchian Channels as a percentage of the middle line, smooths this data, and then normalizes it using historical highs and lows over a specified lookback period. The result is inverted so that: - **High values (80+)** = Narrow channels = Low volatility = Squeeze - **Low values (20-)** = Wide channels = High volatility = Expansion ## Key Parameters ### Core Settings - **Donchian Channel Period (20)**: The number of bars used to calculate the highest high and lowest low for the Donchian Channels - **Smoothing Period (5)**: Applies moving average smoothing to reduce noise in the oscillator - **Normalization Lookback (200)**: Historical period used to normalize the oscillator between 0-100 ### Threshold Levels - **Over Squeeze (80)**: Values above this level indicate strong squeeze conditions - **Over Expansion (20)**: Values below this level indicate strong expansion conditions ## Reading the Indicator ### Color Coding - **Red Line**: Squeeze condition (above 80 threshold) - Markets are consolidating - **Orange Line**: Neutral/trending condition with upward momentum - **Green Line**: Expansion condition or downward momentum ### Visual Elements - **Red Dashed Line (80)**: Squeeze threshold - potential breakout zone - **Gray Dotted Line (50)**: Middle line - neutral zone - **Green Dashed Line (20)**: Expansion threshold - high volatility zone - **Red Background**: Highlights active squeeze periods ## Trading Applications ### 1. Breakout Trading - **Setup**: Wait for DSO to reach 80+ (squeeze zone) - **Entry**: Look for breakouts when DSO starts declining from squeeze levels - **Logic**: Prolonged low volatility often precedes significant price movements ### 2. Volatility Cycle Trading - **Squeeze Phase**: DSO > 80 - Prepare for potential breakout - **Breakout Phase**: DSO declining from 80 - Trade the direction of breakout - **Expansion Phase**: DSO < 20 - Expect trend continuation or reversal ### 3. Trend Confirmation - **Orange Color**: Suggests bullish momentum during expansion - **Green Color**: Suggests bearish momentum or consolidation - Use in conjunction with price action for trend confirmation ## Best Practices ### Timeframe Selection - **Higher Timeframes (Daily, 4H)**: More reliable signals, fewer false breakouts - **Lower Timeframes (1H, 15M)**: More frequent signals but higher noise - **Multi-timeframe Analysis**: Confirm squeeze on higher TF, enter on lower TF ### Parameter Optimization - **Volatile Markets**: Increase Donchian period (25-30) and smoothing (7-10) - **Range-bound Markets**: Decrease Donchian period (15-20) for more sensitivity - **Trending Markets**: Use longer normalization lookback (300-400) ### Signal Confirmation Always combine DSO signals with: - **Price Action**: Support/resistance levels, chart patterns - **Volume**: Confirm breakouts with increasing volume - **Other Indicators**: RSI, MACD, or momentum oscillators ## Alert System The indicator includes built-in alerts for: - **Squeeze Started**: When DSO crosses above the squeeze threshold - **Expansion Started**: When DSO crosses below the expansion threshold ## Common Pitfalls to Avoid 1. **False Breakouts**: Don't trade every squeeze - wait for confirmation 2. **Parameter Over-optimization**: Stick to default settings initially 3. **Ignoring Market Context**: Consider overall market conditions and news 4. **Single Indicator Reliance**: Always use additional confirmation tools ## Advanced Tips - Monitor squeeze duration - longer squeezes often lead to bigger moves - Look for squeeze patterns at key support/resistance levels - Use DSO divergences with price for potential reversal signals - Combine with Bollinger Band squeezes for enhanced accuracy ## Conclusion The Donchian Squeeze Oscillator is a powerful tool for identifying volatility cycles and potential breakout opportunities. Like all technical indicators, it should be used as part of a comprehensive trading strategy rather than as a standalone signal generator. Practice with the indicator on historical data before implementing it in live trading to understand its behavior in different market conditions.
Pine Script® 인디케이터
cgrmetin의
Inside Candle DivergenceStudy Material: Inside Candle Divergence Indicator (aiTrendview) 1. Introduction The Inside Candle Divergence Indicator is a custom tool built on TradingView using Pine Script. It is designed to help traders identify potential reversal points or trend continuations using a mix of candlestick analysis, RSI (Relative Strength Index), VWAP (Volume Weighted Average Price), Pivot Points, and Volume analytics. The tool also provides a dashboard table on the chart, summarizing all key values in a single glance for traders and analysts. This indicator is not just a signal generator but also an educational framework—explaining how different concepts in technical analysis combine to build a systematic approach for market entries and exits. ________________________________________ 2. Core Concepts Behind the Tool A. Inside Candle Pattern An Inside Candle forms when the current candle’s high is lower than or equal to the previous candle’s high, and the low is higher than or equal to the previous candle’s low. • This means the entire price action of the current candle is "inside" the range of the previous candle. • A bullish inside candle occurs when the close is higher than the open. • A bearish inside candle occurs when the close is lower than the open. This pattern shows market indecision but also sets up potential breakouts or trend reversals. ________________________________________ B. RSI (Relative Strength Index) The indicator calculates RSI using the formula from the ta.rsi() function in TradingView. RSI helps measure momentum in the market. • A low RSI (below 25) signals an oversold zone → possible buy. • A high RSI (above 75) signals an overbought zone → possible sell. By combining RSI with the Inside Candle, the indicator ensures that signals are triggered only when momentum and price patterns confirm each other. ________________________________________ C. Buy & Sell Signals • Buy Signal: Triggered when RSI < Buy Level (default 25) and a bullish inside candle forms. • Sell Signal: Triggered when RSI > Sell Level (default 75) and a bearish inside candle forms. When triggered, the chart displays a BUY (green label below candle) or SELL (red label above candle) marker. The indicator also saves the entry price and signal bar for future reference inside the dashboard. ________________________________________ D. VWAP (Volume Weighted Average Price) VWAP is calculated using the typical price (H+L+C)/3 and weighting it by volume. • VWAP shows the average trading price weighted by volume, widely used by institutions. • The tool calculates the distance of price from VWAP in % terms. • If price is far above VWAP, the market may be overheated (overbought). If far below, it may be undervalued (oversold). ________________________________________ E. Volume Analysis The tool splits volume into Buy Volume and Sell Volume: • Buy Volume: If close > open. • Sell Volume: If close ≤ open. • Cumulative totals are maintained, and percentages are calculated to show what proportion of total market volume is bullish vs bearish. • A progress bar style visual (using blocks █) shows the dominance of buyers or sellers. This allows traders to quickly measure whether buyers or sellers are controlling the market trend. ________________________________________ F. Daily Pivot Points Pivot Points are calculated using the previous day’s high, low, and close: • Pivot = (High + Low + Close) / 3 • R1, S1, R2, S2, R3, S3 levels are derived from this pivot. • These levels act as support and resistance zones. The script plots Pivot, R1, and S1 lines on the chart for easy reference. ________________________________________ G. Trend Direction The indicator checks where the price is compared to R1 and S1: • If price > R1 → Bullish Trend • If price < S1 → Bearish Trend • Otherwise → Neutral Trend The trend direction is displayed in the dashboard with arrows (↑, ↓, →). ________________________________________ H. Price Change Calculation The tool calculates: • Price Change = Current Close – Previous Close • Percentage Change = (Change / Previous Close) × 100 • Displays ▲ (green upward) or ▼ (red downward) with the exact percentage. This gives traders a quick snapshot of intraday price movement. ________________________________________ I. Dashboard Table One of the most powerful features is the real-time dashboard table shown on the chart. It contains: 1. Symbol & Price Info (Current ticker, price, change %) 2. RSI Reading (with color coding: green for oversold, red for overbought) 3. VWAP and Distance from VWAP 4. Volume Analysis with Progress Bar (Buy vs Sell %) 5. Pivot Levels (Pivot, R1, S1) 6. Trend Direction (Bullish, Bearish, Neutral) 7. Signal Status (Last Buy/Sell signal with entry price) This reduces the need for multiple indicators and gives traders a command-center view directly on the chart. ________________________________________ J. Alerts The tool generates alerts whenever a Buy or Sell condition is met. Traders can set up TradingView alerts to be notified instantly when: • Buy Signal Alert → RSI oversold + Bullish inside candle • Sell Signal Alert → RSI overbought + Bearish inside candle This ensures no opportunity is missed even if you’re not actively monitoring the chart. ________________________________________ K. Background Highlights The chart background also changes faintly (light green or light red) when a Buy or Sell condition is triggered. This gives traders visual confirmation along with signals and alerts. ________________________________________ 3. Practical Use of This Tool • Scalpers & Intraday Traders can use it for quick momentum-based entries. • Swing Traders can use the RSI + Inside Candle + Pivot Points to find medium-term reversals. • Analysts can use the dashboard for real-time summaries in reports. • Volume Analysis helps understand institutional activity. Remember: This is not a standalone holy grail. It must be used with proper risk management and confirmation from higher timeframes. ________________________________________ 4. Strict Disclaimer (aiTrendview) ⚠️ Disclaimer from aiTrendview: This indicator is designed for educational and analytical purposes only. It is not financial advice or a guaranteed trading strategy. Markets are inherently risky and unpredictable; past performance of indicators does not ensure future results. Trading involves risk of financial loss, and traders must use proper risk management, stop-loss, and independent judgment. aiTrendview strictly follows TradingView.com rules and compliance guidelines. Any misuse of this tool, its code, or analytical features for unauthorized commercial purposes, false promises, or misleading activities is strictly discouraged. The creators of this script and aiTrendview will not be responsible for any losses, damages, or misuse arising from its application. Always trade responsibly and only with money you can afford to lose. ________________________________________
Pine Script® 인디케이터
aiTrendview-Charting-System의
EMA Oscillator [Alpha Extract]A precision mean reversion analysis tool that combines advanced Z-score methodology with dual threshold systems to identify extreme price deviations from trend equilibrium. Utilizing sophisticated statistical normalization and adaptive percentage-based thresholds, this indicator provides high-probability reversal signals based on standard deviation analysis and dynamic range calculations with institutional-grade accuracy for systematic counter-trend trading opportunities. 🔶 Advanced Statistical Normalization Calculates normalized distance between price and exponential moving average using rolling standard deviation methodology for consistent interpretation across timeframes. The system applies Z-score transformation to quantify price displacement significance, ensuring statistical validity regardless of market volatility conditions. // Core EMA and Oscillator Calculation ema_values = ta.ema(close, ema_period) oscillator_values = close - ema_values rolling_std = ta.stdev(oscillator_values, ema_period) z_score = oscillator_values / rolling_std 🔶 Dual Threshold System Implements both statistical significance thresholds (±1σ, ±2σ, ±3σ) and percentage-based dynamic thresholds calculated from recent oscillator range extremes. This hybrid approach ensures consistent probability-based signals while adapting to varying market volatility regimes and maintaining signal relevance during structural market changes. // Statistical Thresholds mild_threshold = 1.0 // ±1σ (68% confidence) moderate_threshold = 2.0 // ±2σ (95% confidence) extreme_threshold = 3.0 // ±3σ (99.7% confidence) // Percentage-Based Dynamic Thresholds osc_high = ta.highest(math.abs(z_score), lookback_period) mild_pct_thresh = osc_high * (mild_pct / 100.0) moderate_pct_thresh = osc_high * (moderate_pct / 100.0) extreme_pct_thresh = osc_high * (extreme_pct / 100.0) 🔶 Signal Generation Framework Triggers buy/sell alerts when Z-score crosses extreme threshold boundaries, indicating statistically significant price deviations with high mean reversion probability. The system generates continuation signals at moderate levels and reversal signals at extreme boundaries with comprehensive alert integration. // Extreme Signal Detection sell_signal = ta.crossover(z_score, selected_extreme) buy_signal = ta.crossunder(z_score, -selected_extreme) // Dynamic Color Coding signal_color = z_score >= selected_extreme ? #ff0303 : // Extremely Overbought z_score >= selected_moderate ? #ff6a6a : // Overbought z_score >= selected_mild ? #b86456 : // Mildly Overbought z_score > -selected_mild ? #a1a1a1 : // Neutral z_score > -selected_moderate ? #01b844 : // Mildly Oversold z_score > -selected_extreme ? #00ff66 : // Oversold #00ff66 // Extremely Oversold 🔶 Visual Structure Analysis Provides a six-tier color gradient system with dynamic background zones indicating mild, moderate, and extreme conditions. The histogram visualization displays Z-score intensity with threshold reference lines and zero-line equilibrium context for precise mean reversion timing. snapshot 4H 1D 🔶 Adaptive Threshold Selection Features intelligent threshold switching between statistical significance levels and percentage-based dynamic ranges. The percentage system automatically adjusts to current volatility conditions using configurable lookback periods, while statistical thresholds maintain consistent probability-based signal generation across market cycles. 🔶 Performance Optimization Utilizes efficient rolling calculations with configurable EMA periods and threshold parameters for optimal performance across all timeframes. The system includes comprehensive alert functionality with customizable notification preferences and visual signal overlay options. 🔶 Market Oscillator Interpretation Z-score > +3σ indicates statistically significant overbought conditions with high reversal probability, while Z-score < -3σ signals extreme oversold levels suitable for counter-trend entries. Moderate thresholds (±2σ) capture 95% of normal price distributions, making breaches statistically significant for systematic trading approaches. snapshot 🔶 Intelligent Signal Management Automatic signal filtering prevents false alerts through extreme threshold crossover requirements, while maintaining sensitivity to genuine statistical deviations. The dual threshold system provides both conservative statistical approaches and adaptive market condition responses for varying trading styles. Why Choose EMA Oscillator ? This indicator provides traders with statistically-grounded mean reversion analysis through sophisticated Z-score normalization methodology. By combining traditional statistical significance thresholds with adaptive percentage-based extremes, it maintains effectiveness across varying market conditions while delivering high-probability reversal signals based on quantifiable price displacement from trend equilibrium, enabling systematic counter-trend trading approaches with defined statistical confidence levels and comprehensive risk management parameters.
Pine Script® 인디케이터
AlphaExtract의
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