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Institutional MF-Vol Compression Scanner v4.0 [BIG]═══════════════════════════════════════════════════════════════════════════════ BIG COMPRESSION SCANNER v4.0 ═══════════════════════════════════════════════════════════════════════════════ OVERVIEW The BIG Compression Scanner v4.0 is a proprietary volatility regime detection system designed for systematic Daily options deployment. This framework identifies pre-expansion volatility compression zones through multi-dimensional market structure analysis, combining institutional positioning patterns with hierarchical timeframe confirmation and options market structure to generate high-conviction directional signals for premium strategies. The methodology synthesizes volatility dynamics, liquidity flow patterns, and cross-timeframe regime alignment into a probabilistic scoring system that isolates asymmetric risk-reward setups characteristic of compression-to-expansion transitions. The framework is calibrated specifically for 30-45 DTE options strategies where timing precision and volatility environment assessment are critical to edge generation. ═══════════════════════════════════════════════════════════════════════════════ CORE METHODOLOGY ═══════════════════════════════════════════════════════════════════════════════ • Proprietary Compression Detection The system employs a multi-factor compression identification framework that monitors volatility regime transitions across price dispersion metrics and range contraction patterns. Unlike single-indicator squeeze systems, this methodology uses weighted ensemble logic to distinguish true pre-expansion compression from random consolidation noise. Compression strength is quantified through a proprietary scoring algorithm (0-100%) that evaluates: - Statistical volatility contraction relative to historical norms - Price range compression within dynamic envelope systems - Institutional volume signature analysis during low-volatility periods - Cross-timeframe compression alignment (Daily/Weekly/Monthly hierarchy) The framework filters compression events based on minimum strength thresholds and multi-bar confirmation to eliminate premature signals characteristic of retail squeeze indicators. • Hierarchical Multi-Timeframe Architecture The indicator integrates a three-tier temporal analysis structure where higher timeframes constrain and validate lower timeframe signals: Strategic Layer (Monthly) – Establishes macro directional bias and identifies structural market positioning. This layer determines whether intermediate trends align with or counter dominant regime dynamics. Structural Layer (Weekly) – Provides tactical context through key price levels, momentum assessment, and volatility regime confirmation. Weekly analysis filters signals that would occur in unfavorable proximity to structural inflection zones. Execution Layer (Daily) – Generates precise entry timing through intraday regime shift detection, momentum confluence analysis, and institutional flow pattern recognition. Each layer contributes weighted influence to the composite directional probability model, with recalibration logic that adjusts timeframe importance based on current market regime characteristics. The exact weighting algorithm is proprietary and adapts to volatility environment dynamics. • Options Market Structure Integration Version 4.0 incorporates options-specific market intelligence not available in standard technical analysis frameworks: Volatility Environment Assessment – The system continuously monitors implied volatility regime characteristics through proprietary estimation models. These models identify whether current premium levels favor buying or selling strategies, adjusting signal generation accordingly. Temporal Decay Awareness – Built-in expiration cycle logic ensures signals only trigger when sufficient time value remains for thesis development. The framework approximates days-to-expiration and applies minimum threshold filters to prevent entries in high theta decay regimes. Greeks-Aware Targeting – Price targets are dynamically calibrated based on volatility expansion expectations and estimated leverage characteristics. Target multipliers adjust to current options market structure rather than using fixed risk-reward ratios. Premium Environment Classification – Signals are enhanced with real-time assessment of whether current volatility levels favor long premium, short premium, or spread strategies based on historical percentile analysis. • Probabilistic Directional Scoring System Rather than binary bullish/bearish classification, the framework generates probability-weighted directional bias through a proprietary multi-factor model. This model synthesizes trend alignment metrics, momentum characteristics, structural positioning, and institutional flow signatures into normalized probability distributions. The scoring system evaluates dozens of market structure variables across multiple timeframes, applies regime-dependent weighting, and produces directional probabilities that reflect actual edge rather than arbitrary technical indicator thresholds. Signal generation occurs only when directional probability exceeds user-defined conviction thresholds (55-65% depending on sensitivity setting). This probabilistic approach allows traders to calibrate position sizing and strategy selection (outright vs. spreads) to the strength of directional conviction rather than treating all signals as equal weight. • Institutional Flow Detection The framework monitors volume and price interaction patterns characteristic of institutional accumulation or distribution during compression phases. This analysis identifies whether compression zones contain building directional positions (high probability of sustained move post-breakout) versus thin, choppy consolidation (high false breakout risk). Flow detection employs proprietary algorithms that distinguish genuine institutional activity from retail volume spikes, providing critical context for signal validation. ═══════════════════════════════════════════════════════════════════════════════ SIGNAL ARCHITECTURE ═══════════════════════════════════════════════════════════════════════════════ Call Option Signals trigger when compression strength, directional probability, timeframe alignment, options market structure, and institutional flow patterns simultaneously satisfy proprietary threshold criteria. Signals are filtered against weekly structural levels to avoid low-probability entries near major resistance zones. Put Option Signals follow equivalent logic with inverse directional parameters, ensuring symmetrical framework application across bull and bear setups. All signals include: - Directional conviction probability (percentage) - Current volatility environment assessment (IV Rank proxy) - Dynamic price target based on expansion expectations - Multi-timeframe alignment status Signal cooldown logic prevents excessive signal generation during extended consolidation periods, maintaining signal quality over quantity. ═══════════════════════════════════════════════════════════════════════════════ VISUAL INTELLIGENCE ═══════════════════════════════════════════════════════════════════════════════ Real-Time Multi-Timeframe Dashboard The top-right panel provides continuous visibility into: - Trend alignment across Daily/Weekly/Monthly timeframes - Current compression status at each temporal layer - Momentum regime characteristics (RSI values) - Options environment assessment (IV Rank, optimal strategy) - Composite signal readiness (compression strength percentage) This dashboard enables rapid regime assessment without manual multi-timeframe chart analysis. Chart Integration Visual overlays include: - Volatility envelope systems (dynamic bands) - Weekly structural price levels (pivot, resistance, support) - Compression zone highlighting (background shading) - Active squeeze indicators (Daily and Weekly differentiation) Signal Labels When setups trigger, comprehensive labels display: 📈 CALL OPTION Prob: XX% IV Rank: XX% Target: $XXX.XX Labels provide all critical execution information without requiring dashboard consultation. ═══════════════════════════════════════════════════════════════════════════════ KEY CAPABILITIES ═══════════════════════════════════════════════════════════════════════════════ - Proprietary multi-factor compression detection with adaptive thresholds - Hierarchical multi-timeframe confirmation (Daily/Weekly/Monthly) - Options-specific filters (IV regime, DTE requirements, Greeks awareness) - Probabilistic directional scoring (0-100% conviction levels) - Institutional flow pattern recognition during compression - Weekly structural level integration with proximity filters - Dynamic target calibration based on volatility expansion expectations - Real-time multi-timeframe regime dashboard - Customizable sensitivity and threshold parameters - Non-repainting signal architecture (bar close confirmation) - Comprehensive alert system for proactive monitoring ═══════════════════════════════════════════════════════════════════════════════ APPLICATION GUIDELINES ═══════════════════════════════════════════════════════════════════════════════ 1. Timeframe Selection Apply to Daily (D1) charts only. Framework calibration is timeframe-specific; other intervals produce suboptimal results. 2. Options Mode Activation Enable Options Trading Mode for premium strategy optimization. This activates IV filtering, DTE thresholds, and Greeks-aware targeting. 3. Strategy Calibration - Premium Buying: Set IV threshold to 50th percentile, DTE minimum 30+ days, target multiplier 2.5-3.0× - Premium Selling: Set IV threshold to 70th+ percentile, DTE minimum 20-30 days, target multiplier 1.5-2.0× 4. MTF Dashboard Monitoring Verify multi-timeframe alignment before execution: - Ideal setup: Daily + Weekly compression both active - Confirm trend alignment across timeframes - Check IV Rank for premium environment assessment - Wait for "READY" status (green) indicating threshold satisfaction 5. Signal Execution When labels appear: - Review directional probability (target >65% for high conviction) - Assess IV environment (low IV favors buying, high IV favors selling) - Use price target for strike selection and profit objectives - Consider 30-45 DTE options for thesis development time 6. Risk Management - Position size: 2-5% options capital per signal - Stop loss: Exit if compression breaks opposite direction without follow-through - Time stop: Reassess if position stagnant after 5-7 days - Profit taking: Scale out at provided targets or weekly pivot levels 7. Sensitivity Adjustment - High (55%): More signals, lower conviction, diversified approach - Medium (60%): Balanced, default setting (2-4 signals/month typical) - Low (65%): Fewer signals, higher conviction, concentrated positions ═══════════════════════════════════════════════════════════════════════════════ FRAMEWORK LIMITATIONS ═══════════════════════════════════════════════════════════════════════════════ - Optimized exclusively for Daily timeframe analysis - Compression development requires patience (2-4 weeks typical) - IV metrics are proprietary proxies, not direct exchange data - Greeks estimations approximate actual options contract characteristics - DTE calculations simplified vs. precise monthly expiration dates - Multi-timeframe filtering reduces but cannot eliminate false breakouts - Requires liquid options markets (tight spreads, adequate open interest) - Not designed for earnings-driven volatility events (IV crush risk) - Framework identifies timing, not specific strike or expiration selection ═══════════════════════════════════════════════════════════════════════════════ TECHNICAL SPECIFICATIONS ═══════════════════════════════════════════════════════════════════════════════ - Pine Script v5 architecture - Non-repainting signal confirmation (bar close validation) - Multi-security data integration (Weekly/Monthly via request.security) - Real-time multi-timeframe analysis dashboard - 4 alert conditions (Call/Put options, directional generic) - Fully customizable parameters (compression, scoring, filters, visuals) - Professional-grade visual hierarchy and information density ═══════════════════════════════════════════════════════════════════════════════ PROFESSIONAL CONTEXT ═══════════════════════════════════════════════════════════════════════════════ This framework is designed for systematic options traders with working knowledge of: - Volatility regime dynamics and expansion/contraction cycles - Options Greeks and their impact on P&L across various market conditions - Implied Volatility Rank interpretation and premium pricing assessment - Multi-timeframe analysis methodology and trend hierarchy - Risk-adjusted position sizing and portfolio construction principles The system identifies when market structure favors options deployment but does not prescribe how to construct positions. Strike selection, expiration choice, spread architecture, and position sizing require independent trader judgment based on account parameters and risk tolerance. Optimal deployment combines this framework with: - Options analytics platform (actual IV, Greeks, probability calculations) - Earnings calendar awareness (pre-earnings IV inflation vs. post-earnings crush) - Broader market regime context (VIX, correlation, sector rotation) - Portfolio-level risk management (concentration limits, correlation analysis) ═══════════════════════════════════════════════════════════════════════════════ Proprietary compression-to-expansion framework for systematic Daily options deployment. Methodology incorporates multi-dimensional volatility analysis, hierarchical timeframe confirmation, and options market structure intelligence.
Pine Script® 인디케이터
NVBIG의
AI Exclusive(Precision Entry)AI Exclusive (Precision Entry) Overview: An indicator that provides precise entry signals along with defined Take Profit (TP) and Stop Loss (SL). Benefits: • Confident entries with built in risk management • Clear TP and SL displayed on the chart • Suitable for both beginner and professional traders Features: • Transparent, unambiguous signals • Usable on all symbols and timeframes • Visual design with colored lines and clear labels
Pine Script® 인디케이터
AIExclusive의
Trend Flow & Breakout Professional [Strategy]Description: 🌪️ Overview Stop guessing. Start following the flow. The Trend Flow & Breakout Professional is a high-precision visual trading system designed to solve the biggest problem traders face: Choppy Markets & Fakeouts. Instead of relying on lagging indicators that generate false signals, this engine uses a proprietary "Momentum Alignment Algorithm" to identify when price action is entering a genuine expansion phase. It transforms complex trend data into a clean, easy-to-read visual roadmap, allowing you to catch the meat of the move while filtering out the noise. 🔮 Key Features 1. The "Traffic Light" Visual System Trading is 90% psychology. This script reduces mental fatigue by coloring the chart background to reflect the dominant market state: 🟢 Green Zone (Bullish Flow): Momentum is accelerating upwards. The system suggests holding long positions and ignoring minor pullbacks. 🔴 Red Zone (Bearish Flow): Structure has broken down. The system suggests defensive measures or short entries. Note: The background remains active as long as the trend structure holds, preventing you from exiting trades too early. 2. Smart Noise Filtering Unlike standard crossover strategies that get destroyed in sideways ranges, this system includes a Multi-Layer Trend Filter. It only triggers a signal when: Short-term momentum aligns perfectly with the medium-term direction. Volatility expands significantly (breakout confirmation). Price successfully clears key long-term structural resistance (The "Blue Sky" Zone). 3. Built-in "Smart Strategy" Backtester We have integrated a professional-grade position management module. You can customize how the strategy executes trades in the settings: Mode A: Sniper (Trend Reversal): Enters heavily on the first confirmed breakout and holds until the trend reverses. Ideal for swing traders. Mode B: Builder (Pyramiding): Adds to the position incrementally as the trend confirms its strength, maximizing profit during strong runs. 4. Cooldown Mechanism To prevent over-trading, the algorithm includes a smart "Cooldown Period" that prevents signal spamming during high-volatility consolidations. ⚙️ How to Trade This System Wait for the Signal: Look for the "Buy" / "Sell" labels accompanied by a bright Neon Candle. Ensure the background color shifts (e.g., from Grey/Red to Green). Ride the Zone: Do not exit just because of one red candle. As long as the Background remains Green, the trend is healthy. The background color acts as your "psychological anchor," helping you let profits run. Exit / Reversal: A complete background color flip (e.g., Green to Red) indicates a structural trend failure. This is your signal to close positions or flip directions. ⚠️ Disclaimer This tool is for educational and technical analysis purposes only. Past performance does not guarantee future results. Always use proper risk management.
Pine Script™ 전략
edwardlee611의
NHNL Breadth Scanner [BIG]═══════════════════════════════════════════════════════════════════════════════ NVENTURES NHNL BREADTH SYSTEM v2.0 ═══════════════════════════════════════════════════════════════════════════════ OVERVIEW The NVentures NHNL Breadth System is an institutional-grade market breadth analysis framework designed for equity traders, portfolio managers, and market technicians who require comprehensive internal market structure visibility beyond price action alone. This system integrates New Highs - New Lows (NHNL) data across multiple exchanges with participation breadth metrics to identify market regime shifts, thrust conditions, divergences, and rotation dynamics between large-cap and small-cap equities. Version 2.0 introduces the Participation Breadth Module , which monitors the percentage of stocks above their 50-day moving averages across S&P 500, Russell 2000, and NASDAQ 100 indices. This extension enables detection of Risk-On/Risk-Off rotations and narrow rally conditions—critical information for portfolio construction, sector allocation, and tactical hedging decisions. The framework combines: - Multi-exchange NHNL aggregation – NYSE, NASDAQ, AMEX breadth data integration - McClellan Oscillator – Exponential moving average difference for trend momentum - Thrust detection – Extreme breadth expansion/contraction identification - Divergence analysis – Price vs. breadth non-confirmation patterns - Participation breadth – Large-cap vs. small-cap rotation detection - Composite signal scoring – Multi-factor quantitative breadth assessment ═══════════════════════════════════════════════════════════════════════════════ CORE METHODOLOGY ═══════════════════════════════════════════════════════════════════════════════ • NHNL Data Aggregation The system retrieves daily New Highs and New Lows from three major U.S. exchanges: - NYSE – INDEX:HIGN (New Highs), INDEX:LOWN (New Lows) - NASDAQ – INDEX:HIGQ (New Highs), INDEX:LOWQ (New Lows) - AMEX – INDEX:HIGA (New Highs), INDEX:LOWA (New Lows) Users can toggle exchanges on/off to isolate specific market segments. All three exchanges are enabled by default for comprehensive market-wide breadth measurement. Core Calculations : - NHNL Raw = Total New Highs - Total New Lows - NHNL % = (NHNL Raw / Total Issues) × 100 - NH/NL Ratio = New Highs / New Lows These metrics quantify the internal strength or weakness of market advances/declines independent of price index levels. • McClellan Oscillator The McClellan Oscillator applies exponential moving average (EMA) logic to NHNL data: Formula: McClellan Osc = EMA(NHNL, Fast) - EMA(NHNL, Slow) Default parameters: Fast = 19, Slow = 39 Interpretation : - Positive values = Breadth momentum favors bulls (more issues making new highs) - Negative values = Breadth momentum favors bears (more issues making new lows) - Zero-line crosses = Regime change signals (bullish above, bearish below) - Extreme readings (>±100) = Overbought/oversold breadth conditions The McClellan Oscillator is a standard institutional breadth tool used by market technicians since the 1960s. It smooths daily NHNL volatility while maintaining responsiveness to trend changes. • Thrust Detection Thrust conditions identify extreme breadth expansion or contraction that historically precedes sustained directional moves: Bullish Thrust : - NHNL % > Threshold (default +40%) - Sustained for Confirmation Bars (default 2 bars) - Context : Extreme positive breadth expansion. Historically associated with major rally initiations or continuation thrusts. Bearish Thrust : - NHNL % < -Threshold (default -40%) - Sustained for Confirmation Bars (default 2 bars) - Context : Extreme negative breadth contraction. Historically associated with panic selling, capitulation events, or major downtrend acceleration. Thrust conditions are the highest-priority signals in the framework and override other conflicting indicators. • Divergence Detection The system identifies non-confirmation patterns between price action and breadth: Bullish Divergence : - Price makes lower low - NHNL % makes higher low - Context : Selling pressure exhausting despite lower prices. Potential reversal signal as fewer stocks participate in decline. Bearish Divergence : - Price makes higher high - NHNL % makes lower high - Context : Rally losing internal momentum despite higher prices. Potential reversal signal as fewer stocks participate in advance. Divergences use pivot detection with configurable lookback periods (default 50 bars) and pivot strength (default 5 bars). Visual divergence lines are drawn directly on the price chart when detected. • Participation Breadth Module (NEW in v2.0) This module monitors the percentage of stocks trading above their 50-day moving average across three major indices: - S&P 500 – INDEX:S5FI (Large-cap participation) - Russell 2000 – INDEX:R2FI (Small-cap participation) - NASDAQ 100 – INDEX:NDFI (Tech-cap participation) Rotation Spread Calculation : Rotation Spread = Russell 2000 % Above 50D - S&P 500 % Above 50D Interpretation : - Positive Spread (>+10%) = Risk-On Rotation Small caps outperforming large caps. Broad market participation. Risk appetite expanding. - Negative Spread (<-10%) = Risk-Off Rotation Large caps outperforming small caps. Narrow rally / defensive positioning. Flight to quality or concentration risk. - Neutral (-10% to +10%) = Balanced market, no clear rotation This spread identifies critical regime changes between broad market participation (healthy) and narrow leadership (fragile). Risk-On rotations typically occur during economic expansion phases; Risk-Off rotations occur during uncertainty, recession fears, or late-cycle conditions. • Composite Signal Score The framework generates a quantitative breadth score (-100 to +100) by weighting five components: 1. Thrust Score (±40 points) – Active thrust condition 2. Trend Score (±30 points) – McClellan Oscillator above/below zero 3. Momentum Score (±20 points) – NHNL % magnitude 4. Ratio Score (±10 points) – NH/NL Ratio extremes 5. Participation Score (±15 points) – Risk-On/Risk-Off regime + participation health The composite score is smoothed (EMA 5) and classified into five breadth states: - +50 to +100 = Strong Bull - +20 to +50 = Bullish - -20 to +20 = Neutral - -50 to -20 = Bearish - -100 to -50 = Strong Bear ═══════════════════════════════════════════════════════════════════════════════ SIGNAL HIERARCHY & PRIORITY ═══════════════════════════════════════════════════════════════════════════════ The indicator generates multiple signal types with distinct priority levels: Priority 1: Thrust Signals (Highest conviction) - Green triangle below bar = Bullish Thrust (40%+ breadth expansion) - Red triangle above bar = Bearish Thrust (40%+ breadth contraction) - Chart background highlighted in green/red during active thrust Priority 2: Rotation Signals (Regime identification) - Cyan diamond below bar = Risk-On Rotation (small caps outperforming) - Orange diamond above bar = Risk-Off Rotation (large caps outperforming) - Chart background highlighted in cyan/orange during active rotation Priority 3: Divergence Signals (Reversal warnings) - Green label below bar = Bullish Divergence (price/breadth non-confirmation) - Red label above bar = Bearish Divergence (price/breadth non-confirmation) - Dashed lines connect divergence pivot points on price chart Priority 4: Zero-Line Cross (Trend changes) - Small circle below bar = McClellan crossing above zero (breadth turning positive) - Small circle above bar = McClellan crossing below zero (breadth turning negative) ═══════════════════════════════════════════════════════════════════════════════ VISUAL COMPONENTS ═══════════════════════════════════════════════════════════════════════════════ • Comprehensive Information Panel The top-right dashboard (position customizable) displays: Section 1: Raw NHNL Data - Total New Highs (green) - Total New Lows (red) - Exchange breakdown (NYSE, NASDAQ, AMEX) with individual deltas Section 2: Core Metrics - NHNL % with visual indicator (🔥 for thrusts, arrows for direction) - NH/NL Ratio with strength bars - McClellan Oscillator with directional arrows Section 3: Participation Breadth (NEW) - S&P 500 % above 50D MA with trend arrow - Russell 2000 % above 50D MA with trend arrow - NASDAQ 100 % above 50D MA with trend arrow - Rotation Spread with regime icon (🚀 Risk-On, 🛡️ Risk-Off) Section 4: Composite Assessment - Signal Score (-100 to +100) with visual strength bars - Market Status (large text): BULLISH THRUST, BEARISH THRUST, RISK-ON ROTATION, RISK-OFF ROTATION, or breadth state classification • Chart Overlays - Background color-coding for active regimes (thrust, rotation, extreme readings) - Signal markers (triangles, diamonds, circles, labels) at key inflection points - Divergence lines connecting pivot highs/lows on price chart ═══════════════════════════════════════════════════════════════════════════════ KEY FEATURES ═══════════════════════════════════════════════════════════════════════════════ - Multi-exchange breadth aggregation – NYSE, NASDAQ, AMEX with individual on/off toggles - Institutional McClellan Oscillator – Standard market breadth momentum tool - Automated thrust detection – Identifies extreme breadth conditions with confirmation logic - Price-breadth divergence scanning – Non-confirmation pattern detection with visual lines - Participation breadth integration – Risk-On/Risk-Off rotation detection via large-cap vs. small-cap analysis - Composite signal scoring – Quantitative multi-factor breadth assessment - No repainting – All signals confirm on bar close - Comprehensive alerting – 12+ alert conditions for thrust, divergence, rotation, and confluence events - Fully customizable parameters – EMA periods, thresholds, lookbacks, visual settings - Professional dashboard – Real-time metrics with color-coded status indicators ═══════════════════════════════════════════════════════════════════════════════ HOW TO USE ═══════════════════════════════════════════════════════════════════════════════ 1. Apply to any chart – The indicator pulls multi-security data; chart symbol does not matter (commonly applied to SPY, SPX, or QQQ for reference) 2. Monitor the dashboard : • Focus on Market Status (bottom row) for current regime • Check NHNL % and McClellan for breadth direction and momentum • Watch Rotation Spread for large-cap vs. small-cap dynamics • Review Signal Score for composite breadth strength 3. Interpret thrust signals (highest priority): • Bullish Thrust → Major rally initiation or continuation likely. Consider adding long exposure or reducing hedges. • Bearish Thrust → Major decline or capitulation event likely. Consider reducing exposure or adding hedges. • Historical context: Thrust signals are rare (2-5 per year) but highly reliable for significant market moves. 4. Interpret rotation signals (regime identification): • Risk-On Rotation → Broad market participation. Small caps outperforming. Healthy advance. Favor cyclical sectors, higher beta names. • Risk-Off Rotation → Narrow rally or defensive positioning. Large caps outperforming. Caution—market leadership concentrating. Favor quality, defensives. 5. Interpret divergence signals (reversal warnings): • Bullish Divergence → Selling exhaustion. Potential bottom formation. Wait for confirmation (zero-line cross, thrust) before aggressive positioning. • Bearish Divergence → Rally losing momentum. Potential top formation. Consider profit-taking or hedging. 6. Combine signals for maximum conviction : • Bull Confluence : Bullish Thrust + Risk-On Rotation + Positive McClellan = Maximum bullish alignment • Bear Confluence : Bearish Thrust + Risk-Off Rotation + Negative McClellan = Maximum bearish alignment • Alert system specifically flags these high-conviction confluences 7. Configure parameters for your style : • Thrust Threshold : Default 40% catches major moves. Increase to 50%+ for extreme-only signals. • Rotation Threshold : Default 10% spread. Tighten to 7.5% for earlier rotation detection. • Divergence Lookback : Default 50 bars. Extend to 100+ for longer-term divergences. 8. Use alerts for proactive monitoring : • Set TradingView alerts for Thrust, Rotation, Divergence, and Confluence conditions • Receive notifications when critical breadth regime changes occur ═══════════════════════════════════════════════════════════════════════════════ LIMITATIONS ═══════════════════════════════════════════════════════════════════════════════ - U.S. equity markets only – NHNL data limited to NYSE, NASDAQ, AMEX. Does not cover international markets or other asset classes. - Daily timeframe only – NHNL data is reported daily. Intraday trading requires alternative breadth measures. - Lagging in fast reversals – McClellan Oscillator and participation metrics use EMAs, introducing lag during rapid regime shifts. Thrust signals respond faster but require extreme conditions. - Equal-weighting assumption – All stocks within NHNL counts are equally weighted. Large-cap-dominated rallies (e.g., FANG-led advances) may show strong price performance despite mediocre breadth. - False positives in sideways markets – Divergence signals can produce false positives during extended consolidation phases. Require confirmation from thrust or rotation signals. - Participation data quality – S5FI, R2FI, NDFI data from TradingView may have occasional gaps or delays. Indicator includes data validation logic and falls back gracefully when data unavailable. ═══════════════════════════════════════════════════════════════════════════════ TECHNICAL SPECIFICATIONS ═══════════════════════════════════════════════════════════════════════════════ - Pine Script v5 - Non-repainting (signals confirmed on bar close) - Multi-security data feeds (6 NHNL tickers + 3 participation tickers) - Maximum 500 lines supported (divergence line drawing) - Real-time dashboard table with 20+ rows - 12+ alert conditions (thrust, divergence, rotation, ratio extremes, confluence) - Fully customizable colors, thresholds, and visual elements ═══════════════════════════════════════════════════════════════════════════════ NOTES ═══════════════════════════════════════════════════════════════════════════════ This indicator is designed for experienced equity traders, portfolio managers, and market technicians familiar with: - Market breadth analysis and internal market structure - McClellan Oscillator interpretation - New High - New Low dynamics and their correlation with market cycles - Large-cap vs. small-cap rotation patterns - Risk-On/Risk-Off regime identification The framework provides objective breadth signals but does not account for: - Fundamental catalysts (earnings, economic data, Fed policy) - Sector-specific dynamics (may show broad weakness while certain sectors thrive) - International market correlations - Volatility regime changes (VIX dynamics) Best used in combination with: - Price action analysis (support/resistance, chart patterns) - Volume analysis (accumulation/distribution) - Volatility indicators (VIX, put/call ratios) - Sentiment indicators (survey data, positioning) Market breadth is a leading indicator of internal market health. Divergences between price and breadth often precede major reversals by weeks or months. ═══════════════════════════════════════════════════════════════════════════════ Developed for institutional market breadth analysis based on New Highs - New Lows methodology with extended participation breadth integration.
Pine Script® 인디케이터
NVBIG의
Majors FX-REER/NEER Suite [BIG]═══════════════════════════════════════════════════════════════════════════════ BIG MAJORS FX-REER/NEER SUITE ═══════════════════════════════════════════════════════════════════════════════ OVERVIEW The BIG Majors FX-REER/NEER Suite is a multi-currency valuation framework designed for institutional FX traders, macro strategists, and systematic currency allocators. This indicator calculates Real Effective Exchange Rates (REER) and Nominal Effective Exchange Rates (NEER) for the seven major currency pairs (G7 FX), integrating macroeconomic fundamentals (CPI inflation differentials) with technical trend analysis to identify structural currency misvaluations and mean-reversion opportunities. Unlike standard FX indicators that only analyze bilateral price action, this suite constructs trade-weighted basket indices that measure each currency's strength against a portfolio of its major trading partners, adjusted for inflation differentials. This approach mirrors central bank and sovereign wealth fund methodologies for assessing equilibrium exchange rate levels. The framework combines: - Fundamental valuation metrics – REER/NEER indices with Z-score normalization - Technical trend filters – Ichimoku Cloud and Aroon oscillator confluence - Signal classification system – Long/Short/Watch/Conflict regime identification - Quantitative confidence scoring – 0-100% signal reliability weighting ═══════════════════════════════════════════════════════════════════════════════ CORE METHODOLOGY ═══════════════════════════════════════════════════════════════════════════════ • NEER Calculation (Nominal Effective Exchange Rate) The NEER measures a currency's value against a trade-weighted basket of its seven major trading partners, geometrically averaged in log-space to ensure symmetry: 1. All seven G7 FX pairs are normalized to USD-pivot (A/USD format) 2. Each currency's log-normalized rate is compared to the arithmetic mean of the other six 3. Formula: NEER_i = (8/7) × log(CCY_i/USD) - mean(log(CCY_others/USD)) This construction ensures that: - A rising NEER indicates currency appreciation against the basket - The methodology is symmetric and avoids base-currency bias - Changes reflect multilateral competitive dynamics, not just bilateral moves • REER Calculation (Real Effective Exchange Rate) The REER adjusts the NEER for inflation differentials using Consumer Price Index (CPI) data: Formula: REER_i = NEER_i + log(CPI_i) - mean(log(CPI_others)) By incorporating CPI differentials, the REER provides a purchasing-power-parity-adjusted valuation metric that accounts for relative inflation rates. This is the institutional standard for assessing fundamental currency equilibrium levels. Data Sources : - FX rates: TradingView composite feed (FX:), OANDA, FXCM, FOREXCOM - CPI data: ECONOMICS namespace (monthly frequency, official statistical releases) - Supported currencies: USD, EUR, JPY, GBP, CHF, AUD, CAD, NZD • Valuation Bias Detection Each currency pair is classified as overvalued (bias = -1, "Short") or undervalued (bias = +1, "Long") based on two independent criteria: 1. Percentage Band Deviation – Relative Index distance from 100 baseline • Overvalued: Index > 100 × (1 + deviation%), default +5% • Undervalued: Index < 100 × (1 - deviation%), default -5% 2. Z-Score Threshold – Statistical extremes in rolling lookback window • Overvalued: Z-Score > +1.5 (default) • Undervalued: Z-Score < -1.5 (default) Either condition triggers a bias classification. This dual-filter approach captures both absolute deviations and relative extremes within recent historical context. • Trend Confirmation (Ichimoku + Aroon) To avoid counter-trend entries in strong momentum regimes, the suite integrates two independent trend filters: Ichimoku Cloud - Bull: Price > Cloud AND Conversion > Base Line - Bear: Price < Cloud AND Conversion < Base Line - Parameters: Conv(9), Base(26), Span B(52), Displacement(26) Aroon Oscillator - Bull: Aroon Up > 70 AND Aroon Down < 30 - Bear: Aroon Down > 70 AND Aroon Up < 30 - Default lookback: 25 periods Trend is confirmed only when both indicators agree (Ichimoku + Aroon ≥ +1 for bull, ≤ -1 for bear). • Setup Classification Logic The framework combines Bias (fundamental valuation) with Trend (technical momentum) to generate four distinct setup types: - Long↗︎ (Setup = 1) – Undervalued + Bullish Trend Context : Mean reversion opportunity with momentum confirmation. Currency trading at fundamental discount while technical trend supports upside. - Short↘︎ (Setup = -1) – Overvalued + Bearish Trend Context : Mean reversion opportunity with momentum confirmation. Currency trading at fundamental premium while technical trend supports downside. - Watch (Setup = 2) – Valuation bias present, but no clear trend Context : Fundamental mispricing without directional conviction. Monitor for trend emergence before entering. - Conflict (Setup = 3) – Bias and trend pointing opposite directions Context : Overvalued currency in uptrend OR undervalued currency in downtrend. Avoid—either trend continuation or valuation mean reversion, but unclear which dominates. • Confidence Score (0-100%) Each setup receives a quantitative confidence weighting based on three factors: 1. Band Distance (40%) – How far the Relative Index deviates from 100 baseline 2. Z-Score Magnitude (40%) – Statistical extremeness within lookback window 3. Trend Confluence (20%) – Agreement between Ichimoku and Aroon signals Score interpretation: - 70-100% = High confidence (both valuation and trend extremes aligned) - 40-69% = Moderate confidence (one factor strong, others weak) - 0-39% = Low confidence (marginal signals, questionable reliability) ═══════════════════════════════════════════════════════════════════════════════ VISUAL COMPONENTS ═══════════════════════════════════════════════════════════════════════════════ • Dashboard Table (Top-Right) Displays real-time valuation metrics for all seven major pairs: Column 1: Pair – Currency pair identifier Column 2: RelIdx – Relative Index (100 = baseline at first valid bar) Column 3: Z – Z-Score vs. rolling lookback window Column 4: Bias – Long/Short/Neutral valuation classification Column 5: Trend – ↑/↓/– trend direction (Ichimoku + Aroon) Column 6: Setup – Long↗︎/Short↘︎/Watch/Conflict (color-coded) Column 7: Conf – Confidence score 0-100% (color-coded) Column 8: Quelle – REER (inflation-adjusted) or NEER (nominal only) Color coding : - Green = Long↗︎ setup - Red = Short↘︎ setup - Orange = Watch (no trend) - Purple = Conflict (bias/trend divergence) • Optional Chart Plot Select any of the seven pairs to plot its Relative Index on the chart with: - Baseline at 100 (horizontal gray line) - +Band at 100 × (1 + deviation%), dashed red - -Band at 100 × (1 - deviation%), dashed green - Aqua line tracking the selected pair's Relative Index evolution • Signal Labels When a pair transitions into Long↗︎ or Short↘︎ setup: - Green label below bar = Long↗︎ entry signal - Red label above bar = Short↘︎ entry signal - Positioned using ATR offset for visibility ═══════════════════════════════════════════════════════════════════════════════ KEY FEATURES ═══════════════════════════════════════════════════════════════════════════════ - Institutional valuation methodology – REER/NEER framework used by central banks and sovereign wealth funds - Macro-fundamental integration – CPI inflation differentials adjust for purchasing power parity - Multi-timeframe flexibility – Daily (D), Weekly (W), Monthly (M) resolution options - Seven simultaneous pairs – Monitors all G7 FX majors in single unified dashboard - No repainting – All signals confirm on bar close - Automated alerts – TradingView notifications when setups transition (Long/Short triggers) - Confidence weighting – Quantitative scoring allows position sizing calibration - Fallback logic – Automatically switches to NEER if CPI data incomplete ═══════════════════════════════════════════════════════════════════════════════ HOW TO USE ═══════════════════════════════════════════════════════════════════════════════ 1. Apply to any chart – The indicator pulls multi-security data; chart symbol does not matter (commonly applied to SPY or DXY for reference) 2. Select data feed – Default FX: (TradingView composite) is recommended; alternatives: OANDA, FXCM, FOREXCOM 3. Choose timeframe : • Daily (D) = Swing trading, medium-term mean reversion (2-8 week horizons) • Weekly (W) = Position trading, macro regime shifts (1-6 month horizons) • Monthly (M) = Strategic allocation, long-term equilibrium analysis (6-24 month horizons) 4. Configure parameters : • Z-Score Lookback : Default 252 (one trading year on Daily); adjust for timeframe (52 for Weekly, 36 for Monthly) • Deviation Band : Default ±5%; tighten to ±3% for more signals, widen to ±7% for higher conviction • Z-Threshold : Default ±1.5; increase to ±2.0 for extreme-only signals 5. Monitor dashboard table : • Focus on pairs showing Long↗︎ or Short↘︎ setups with Conf ≥ 70% • Watch for Watch setups transitioning to directional signals • Avoid Conflict setups unless you have strong macro conviction 6. Execute mean-reversion trades : • Long↗︎ = Buy undervalued currency (e.g., EURUSD Long if EUR undervalued) • Short↘︎ = Sell overvalued currency (e.g., USDJPY Short if JPY overvalued) • Target: Mean reversion toward 100 baseline or opposite band 7. Position sizing by confidence : • High confidence (70-100%) → Standard position size • Moderate confidence (40-69%) → Reduce size by 50% • Low confidence (<40%) → Avoid or use minimal pilot size 8. Risk management : • Stop loss: Place beyond recent swing high/low or 1.5× ATR • Take profit: Opposite valuation band or 100 baseline • Time stop: Exit if setup reverses (Long→Neutral→Short or vice versa) ═══════════════════════════════════════════════════════════════════════════════ LIMITATIONS ═══════════════════════════════════════════════════════════════════════════════ - CPI data lag – Consumer Price Index releases are monthly and report with 2-4 week delay. REER calculations may lag real-time inflation dynamics. - Structural shifts ignored – The baseline (100) is set at first valid bar. Long-term structural appreciation/depreciation (e.g., 20-year USD bull market) is not accounted for. Suitable for cyclical mean reversion, not secular trend analysis. - Equal-weighting assumption – All seven currencies are equally weighted in basket construction. Actual trade-weighted indices use GDP or trade volume weights, which this framework simplifies. - No emerging market currencies – Limited to G7 majors (USD, EUR, JPY, GBP, CHF, AUD, CAD, NZD). Does not cover EM FX (e.g., CNY, BRL, MXN). - Technical filter limitations – Ichimoku and Aroon are lagging indicators. In fast-moving markets (e.g., central bank interventions, geopolitical shocks), trend signals may arrive late. - Mean reversion assumption – The framework assumes currencies revert to equilibrium. During regime changes (e.g., monetary policy divergence, crisis flows), deviations can persist or expand before eventual reversal. ═══════════════════════════════════════════════════════════════════════════════ TECHNICAL SPECIFICATIONS ═══════════════════════════════════════════════════════════════════════════════ - Pine Script v6 - Non-repainting (signals confirmed on bar close) - Multi-security data feeds (7 FX pairs + 8 CPI series) - Automated alert system (transitions to Long↗︎/Short↘︎) - Real-time dashboard table (8 columns × 8 rows) - Maximum 500 labels supported (100 per pair direction) - Fallback logic: NEER used if CPI data unavailable ═══════════════════════════════════════════════════════════════════════════════ NOTES ═══════════════════════════════════════════════════════════════════════════════ This indicator is designed for experienced FX traders, macro strategists, and portfolio managers familiar with: - Real and nominal effective exchange rate concepts - Purchasing power parity theory and inflation differentials - Multi-currency portfolio construction and basket hedging - Carry trade and convergence strategies - Central bank policy impacts on FX equilibrium levels The framework provides objective valuation signals but does not account for: - Interest rate differentials (carry) - Capital flow dynamics (risk-on/risk-off) - Central bank intervention zones - Geopolitical risk premiums Always combine REER/NEER valuation analysis with macro event calendars, positioning data (CFTC COT reports), and fundamental policy divergence assessments. ═══════════════════════════════════════════════════════════════════════════════ Developed for institutional FX valuation analysis based on central bank REER/NEER methodologies.
Pine Script® 인디케이터
NVBIG의
BIG Options Strategy Regime Scanner═══════════════════════════════════════════════════════════════════════════════ BIG OPTIONS STRATEGY REGIME SCANNER ═══════════════════════════════════════════════════════════════════════════════ OVERVIEW The BIG Options Strategy Regime Scanner is a quantitative regime detection framework designed to identify optimal entry conditions for directional and convexity-based options strategies. This indicator analyzes market structure (trend), volatility environment (VIX), and momentum (RSI) to classify markets into distinct trading regimes and signal appropriate options deployment strategies. The indicator was developed specifically for systematic options traders who require objective, rule-based regime identification rather than discretionary interpretation. It integrates institutional volatility metrics with technical momentum filters to produce high-probability entry signals for three core strategies: Call Tail Convexity , Put Tail Convexity , and Bull Put Income . ═══════════════════════════════════════════════════════════════════════════════ CORE METHODOLOGY ═══════════════════════════════════════════════════════════════════════════════ • Regime Detection Logic The indicator operates on a three-factor regime classification system: 1. Trend Filter – Identifies directional bias using SMA 200 as the primary trend delimiter. Position relative to this level determines bull/bear regime classification. 2. Volatility Environment – Uses VIX (CBOE Volatility Index) thresholds to categorize market conditions: • Low Vol: VIX < 17 (favors premium buying / convexity strategies) • Mid Vol: VIX 17-22 (transition zone, tactical income strategies) • High Vol: VIX ≥ 22 (risk-off, defensive positioning) 3. Momentum Confirmation – RSI(14) provides tactical entry timing to avoid premature signals and improve entry quality. • Strategy Deployment Rules Call Tail Entry (Bull Convexity) Triggers when: - Close > SMA 200 (bull trend confirmed) - VIX < 17 (low volatility, cheap premium) - RSI < 45 (tactical pullback for entry) Context : This regime identifies periods where upside convexity is underpriced. Appropriate for OTM call buying or call spreads designed to capture trend acceleration during low-vol environments. Put Tail Entry (Bear Convexity) Triggers when: - Close < SMA 200 (bear trend confirmed) - VIX < 17 (low volatility, cheap premium) - RSI > 65 (tactical bounce for entry) Context : Signals opportunities to buy downside protection or OTM puts during complacent market conditions. Designed for convexity-seeking traders anticipating volatility expansion in bearish structures. Bull Put Income Triggers when: - Close > SMA 200 (bull trend confirmed) - VIX 17-20 (mid-range volatility, elevated premium) - Close > SMA 50 (short-term strength) Context : Identifies favorable conditions for selling OTM put spreads or cash-secured puts. Targets premium collection in constructive markets with sufficient volatility to generate income but not excessive tail risk. ═══════════════════════════════════════════════════════════════════════════════ VISUAL COMPONENTS ═══════════════════════════════════════════════════════════════════════════════ • Chart Signals - Purple Triangle (below bar) = Call Tail Entry - Red Triangle (above bar) = Put Tail Entry - Green Triangle (below bar) = Bull Put Income • Background Coloring Chart background dynamically highlights active signals with semi-transparent overlays: - Purple = Call Tail active - Red = Put Tail active - Green = Bull Put Income active • Strategy Table Top-right table displays real-time strategy status: - Strategy name - Condition Met (✅/❌) - Color-coded for quick visual scan • Moving Averages - SMA 50 (Orange) – Short-term trend filter - SMA 200 (Blue) – Primary trend delimiter ═══════════════════════════════════════════════════════════════════════════════ KEY FEATURES ═══════════════════════════════════════════════════════════════════════════════ - Multi-timeframe flexibility – Works on Daily, 4H, 1H timeframes for different deployment horizons - No repainting – All signals confirm on bar close - Institutional volatility integration – Uses VIX directly from CBOE data feed - Clean visual hierarchy – Minimal clutter, maximum signal clarity - Regime-aware strategy allocation – Matches strategy type to market environment ═══════════════════════════════════════════════════════════════════════════════ HOW TO USE ═══════════════════════════════════════════════════════════════════════════════ 1. Apply to target underlying – Works on indices (SPX, NDX, RUT), equity ETFs (SPY, QQQ, IWM), or individual equities with liquid options markets. 2. Monitor regime table – Top-right table shows which strategies are currently valid based on real-time conditions. 3. Execute on signal confirmation – When triangle appears + table shows ✅, deploy corresponding options strategy. 4. Timeframe considerations : • Daily = Swing options (30-60 DTE typical) • 4H = Shorter-duration tactical (14-30 DTE) • 1H = Ultra-short-term (0-7 DTE, requires precision execution) 5. Combine with position sizing rules – This indicator identifies when to deploy strategies, not how much . Use appropriate risk management and position sizing frameworks. ═══════════════════════════════════════════════════════════════════════════════ LIMITATIONS ═══════════════════════════════════════════════════════════════════════════════ - VIX dependency – Signals are calibrated for US equity volatility regimes. May require recalibration for other asset classes. - No options-specific calculations – This indicator identifies favorable regimes but does not calculate Greeks, IV percentile, or specific strike selection. Traders must perform their own options analysis. - Trend-following bias – The 200-day SMA filter creates a structural bias toward trend-following systems. May underperform in mean-reverting, range-bound markets. - Signal frequency – Depending on market conditions, signals may be infrequent. This is by design to maintain signal quality over quantity. ═══════════════════════════════════════════════════════════════════════════════ TECHNICAL SPECIFICATIONS ═══════════════════════════════════════════════════════════════════════════════ - Pine Script v5 - Non-repainting (signals confirmed on close) - Multi-security data feed (VIX via request.security() ) - Maximum 500 labels supported - Real-time table updates with color-coded status indicators ═══════════════════════════════════════════════════════════════════════════════ NOTES ═══════════════════════════════════════════════════════════════════════════════ This indicator is designed as a decision-support tool for experienced options traders. It provides objective regime classification and timing signals but does not constitute financial advice or a complete trading system. Always perform independent analysis and risk assessment before deploying options strategies. Appropriate for traders familiar with: - Volatility term structure - Options Greeks and pricing dynamics - Position construction (spreads, naked positions, hedged structures) - Capital allocation and risk management ═══════════════════════════════════════════════════════════════════════════════ Developed for systematic options deployment based on quantitative regime detection.
Pine Script® 인디케이터
NVBIG의
Swing Reversal Candlestick PatternThis indicator identifies high-probability swing reversal points by combining a fixed 20-period swing structure with strict candlestick reversal conditions. It is designed for traders who want to detect liquidity sweeps, failed breakouts, and sharp turning points in price. The tool first determines the most recent swing high and swing low by scanning the previous 20 bars. When the price touches or sweeps these levels, the indicator evaluates the current candle for strong reversal characteristics. These include wick dominance, body direction change, and structural validation against the previous bar. Only candles that meet all reversal criteria are marked. Bullish signals appear when the price sweeps a swing low followed by a strong upward reversal candle. Bearish signals appear when the price sweeps a swing high, followed by a strong downward reversal candle. This tool is intended strictly for reversal setups, not for trend continuation trading. Traders may also use the candle wick as a natural stop-loss reference, aligning entries with liquidity sweep behavior.
Pine Script® 인디케이터
shubhampk1000의
BIG Professional Relative Rotation GraphPROFESSIONAL RELATIVE ROTATION GRAPH (RRG) SUMMARY The Professional Relative Rotation Graph (RRG) is a powerful charting tool that visualizes the **relative strength** and **momentum** of multiple assets (currencies, commodities, or sectors) compared to a benchmark on a single quadrant chart. This overlay is discreetly displayed in the top-left corner of your chart, enabling a fast, visual assessment of market and sector trends. --- HOW THE RRG WORKS The RRG uses two key metrics: 1. Relative Strength (RS-Ratio): Measures an asset's long-term performance relative to the benchmark (X-Axis). Values above 100 indicate outperformance. 2. Relative Momentum (RS-Momentum): Measures the short-term rate of change in relative strength (Y-Axis). Values above 100 indicate rising momentum. THE FOUR QUADRANTS The asset's position shows its current market phase. * LEADING: Outperforming in strength and rising momentum (Bullish). * WEAKENING: Outperforming in strength, but falling momentum (Caution). * LAGGING: Underperforming in strength and falling momentum (Bearish). * IMPROVING: Underperforming in strength, but rising momentum (Recovery). AREAS OF APPLICATION Select the desired RRG Type via the inputs: * Forex RRG: Compares currencies relative to the DXY. * Commodity RRG: Compares commodities relative to the DJP. * Equity Sectors RRG: Compares US sectors relative to the SPY. --- USAGE NOTES (MAX 8 LINES) The RRG tracks rotation of assets through the quadrants. 1. Ideal Entry: Look for the rotation: Lagging → Improving → Leading. 2. Ideal Exit/Short: Look for the rotation: Leading → Weakening → Lagging. 3. Positions are always relative to the benchmark (DXY, SPY, or DJP). 4. The RRG Type input switches between asset groups. 5. Use Zoom Factor to better distinguish closely clustered assets. 6. Trail Points confirm the current direction of the asset's movement.
Pine Script® 인디케이터
NVBIG의
Engulfing Failed Zone Detector by RWBTradeLabEngulfing Failed Zone Detector by RWBTradeLab A clean, non-repainting tool that focuses on one thing only: showing where strong engulfing patterns failed and the market broke through their base. What this indicator does This script automatically scans for confirmed engulfing patterns (Regular & E-Regular) and then tracks where those structures are invalidated. It highlights two types of failure zones: 1. Buy Engulfing Failed * A bullish engulfing pattern forms (Regular or E-Regular). * Later, a bearish candle closes below the base low of that engulfing. * The zone from the base candle to the failure candle is marked as Buy EG Failed . 2. Sell Engulfing Failed * A bearish engulfing pattern forms (Regular or E-Regular). * Later, a bullish candle closes above the base high of that engulfing. * The zone from the base candle to the failure candle is marked as Sell EG Failed . Only the first clear failure after each engulfing is drawn, keeping the chart clean and readable. Visuals on chart 1. A rectangle (box) is drawn from the engulfing base candle to the failure candle. 2. Labels are placed automatically: * Buy EG Failed (below the zone) * Sell EG Failed (above the zone) 3. Label distance from the zone is controlled by Text Offset from Box (%). 4. Separate color controls for: * Buy Engulfing Failed Box Color * Sell Engulfing Failed Box Color The label style matches Engulfing Detector by RWBTradeLab for a consistent visual experience. Alerts Built-in alerts trigger only on confirmed bar close when a new failure completes: * Buy EG Failed * Sell EG Failed Each alert message includes: * Brand prefix: RWBTradeLab * Price * Time * Ticker Perfect for linking with bots, webhooks or alert-based trade management. Key settings Candle Length (closed candles) * Defines how many recent confirmed candles are scanned (the live bar is excluded). Display toggles * Buy Engulfing Failed * Sell Engulfing Failed * Text Turn each element ON/OFF to control how much information you want on the chart. Text Offset from Box (%) * Controls how far the label is placed from the failed zone, with a safe minimum to keep labels clear and readable. Non-repainting confirmation * All detection and alerts are based on closed candles only. * No signals from the running candle, no repaint tricks. * Once a failure zone appears, it stays fixed. Best use Failed engulfing zones can reveal: * Broken demand/supply zones * Liquidity grabs where “smart money” flushed traders out * Strong momentum shifts after a failed reversal attempt * Levels where continuation or clean retests often occur Works on any symbol and timeframe. For best results, combine with: * Higher timeframe structure * Key support/resistance or supply/demand mapping * Your own confirmation tools and risk management Disclaimer This indicator is a technical pattern-detection tool, not financial advice. Trading involves risk. Always confirm signals with your own analysis and use proper risk management. Creator: RWBTradeLab If this script adds value to your trading, please leave a ⭐ and share your feedback.
Pine Script® 인디케이터
RWBTradeLab의
Po3 CandlesPo3 Candles is a clean visual tool that projects higher-timeframe candles (default: 4H) onto the right side of any chart, regardless of the chart’s current timeframe. This allows traders to see the structure of the higher timeframe ahead of price, without switching charts. This is especially useful for: ICT / SMC style traders Traders who rely on HTF bias Intraday traders who want to monitor HTF PO3 sequences Futures, indices, crypto, and FX What It Does This indicator displays the last N higher-timeframe candles (1–4), drawn to the right side of your chart: Always uses real HTF data, independent of the current chart timeframe Candles appear oldest on the left → newest on the right Can show only the current HTF candle or up to 4 candles total Includes fully centered wicks for clean visual alignment Candle body width + spacing are configurable Candle colors can match your chart theme The result is a floating, mini HTF “chart” that updates live as the current HTF candle forms.
Pine Script® 인디케이터
leedavee의
BIG Fibo-X MTF✨ BIG Fibo-X MTF – Multi-Timeframe Fibo/EMA Cross System with RSI & Volume Confirmation The BIG Fibo-X MTF indicator is a rule-based trend and momentum system that combines Fibo-EMA cross signals, RSI filtering, volume confirmation, multi-timeframe validation and ATR-based risk management. It generates precise long and short entries and automatically plots dynamic stop-loss and take-profit levels on the chart. --- 🔥 Key Features • 📈 Fibo/EMA Cross Logic Uses a dual EMA structure to detect trend shifts. – Long signal: short EMA crosses above long EMA – Short signal: short EMA crosses below long EMA Reliable for identifying trend reversals and trend continuation phases. • 📊 RSI Filtering (Current TF + Higher TF) Signals must pass RSI conditions on both: – the current timeframe – a higher timeframe (MTF confirmation) This ensures only high-probability momentum zones trigger an entry. • 📉 Volume Confirmation Signals require volume exceeding the moving average multiplied by your chosen factor. This filters out low-activity market phases and increases signal accuracy. • 📐 ATR-Based Stop-Loss & Take-Profit The indicator automatically calculates: – Entry level – ATR-based dynamic stop-loss – Take-profit using a customizable risk-reward ratio Ideal for systematic and automated trading setups. • ⏰ CEST Session Filter Signals appear only within the defined trading session. This is especially useful for DAX, Forex and Futures during European market hours. • 🔔 Visuals & Alerts The indicator provides: – Long/Short labels – Dynamic ATR SL/TP lines – RSI with overbought/oversold levels – Data-window signal output – Alert conditions for long and short entries Fully compatible with alert-based automation. --- 🎯 Ideal For • Scalping • Intraday trading • Swing trading • Breakout strategies • Trend & momentum systems • Systematic RR-based setups --- ⭐ Advantages • Clear rule-based signals • Multi-timeframe validation • Volume-enhanced filtering • Dynamic ATR risk management • Clean visual structure • Works for manual trading and automated alerts
Pine Script® 인디케이터
NVBIG의
VCAI BOS-Zone PROVCAI BOS-Zone PRO is a structure-driven order-block mapper that tracks swing highs/lows, detects Break of Structure (BOS), and automatically draws clean bullish and bearish OB zones with midlines and directional flags. It provides a clear, rules-based map of where structural shifts occurred and where price may react on future retests. What it does: Uses configurable swing pivots to define structure. A bullish BOS is triggered when price closes above the last swing high; a bearish BOS when price closes below the last swing low. After each BOS, the script finds the last opposite candle (bearish before a bullish BOS, bullish before a bearish BOS) and builds an order-block zone from that candle’s high/low. Each zone is projected a fixed number of bars into the future, keeping charts clean and preventing zones from extending into the price scale. Only the latest N bullish and N bearish zones are kept, so the chart focuses on the most relevant active levels. How to read it: Yellow boxes + BULL flags = bullish demand zones. Purple boxes + BEAR flags = bearish supply zones. The edges of each zone act as potential support/resistance. Reactions inside a yellow zone suggest buy-side interest; rejection at a purple zone suggests sell-side pressure. Optional midlines mark the 50% level of each zone, commonly used for refined entries, mitigations, and partial management. How traders typically use it: BOS-Zone PRO does not generate buy/sell alerts, but many traders use the zones as part of a broader decision process: Bullish zones are often monitored for long setups when price returns and shows strength or continuation. Bearish zones are often monitored for short setups when price retests and shows rejection or weakness. Midlines provide refined entry levels with clearer invalidation points. This tool is best used as structural context alongside your own entry model, risk settings, and trade management. Notes & best practices: BOS is directional, not predictive — treat zones as context, not guaranteed reversals. Works on all symbols and timeframes. Lower swing settings capture local structure; higher settings focus on major breaks and cleaner OB's. Ideal as a structural map for discretionary traders or as a component inside automated systems. Part of the VCAI toolset. We develop a range of market-structure, volume, trend and liquidity tools designed to work together or stand alone.
Pine Script® 인디케이터
Vectorcoresai의
Engulfing Overlap Zone Detector by RWBTradeLabEngulfing Overlap Zone Detector by RWBTradeLab A focused, non-repainting tool that detects high-value “overlap zones” formed when one engulfing pattern fails and the opposite side immediately takes control. What this indicator does Instead of showing every engulfing pattern, this script filters out noise and highlights only Engulfing Overlap Zones: 1. It internally detects both: * Regular Engulfing (R EG) * E-Regular Engulfing (ER EG) 2. It then checks for engulfing failure: * A Sell EG fails when a bullish candle closes above its base high. * A Buy EG fails when a bearish candle closes below its base low. 3. After the failure, it looks for an opposite-side engulfing confirmation. 4. When the failed zone and the new opposite engulfing zone overlap, the script marks that region as a Buy EG Overlap or Sell EG Overlap zone. Only these premium, overlap-based structures are shown on the chart. Visuals on chart 1. Two stacked rectangles are drawn for each overlap setup: * The failed engulfing zone * The opposite confirming engulfing zone 2. Clean labels appear at the edge of the overlap: * Buy EG Overlap (bullish zone) * Sell EG Overlap (bearish zone) 3. Text distance from the zone is adjustable via Text Offset from Box (%). 4. Separate color controls for: * Buy Engulfing Overlap Box * Sell Engulfing Overlap Box Alerts Built-in alerts trigger only on confirmed bar close when a new overlap setup completes: *Buy EG Overlap *Sell EG Overlap Each alert message includes price, time and ticker, prefixed with RWBTradeLab for easier filtering and automation. Key settings 1. Candle Length (closed candles) – Defines how many recent confirmed candles are scanned (current bar is excluded). 2.Display toggles – Turn ON/OFF: * Buy Engulfing Overlap * Sell Engulfing Overlap * Text labels 3. Text Offset from Box (%) – Controls how far the label is placed from the overlap zone, with a safe minimum to keep labels readable. Non-repainting logic * All calculations use closed candles only . * No running-bar signals, no repaint tricks. * The zones and alerts reflect stable, confirmed structures. Best use This indicator is designed to help you spot: * Liquidity grabs and fake outs followed by real reversals * Strong continuation zones after a failed attempt by the opposite side * High-quality reaction areas for entries, pullbacks and retests Works on any symbol or timeframe. For best results, combine with: * Higher-timeframe market structure * Key support/resistance or supply/demand zones * Your own trade management and confirmation rules Disclaimer This script is a technical pattern-detection tool, not financial advice. Trading involves risk. Always use proper risk management and confirm signals with your own analysis. Creator: RWBTradeLab If this indicator helps your trading, please leave a ⭐ and share your feedback.
Pine Script® 인디케이터
RWBTradeLab의
Nasdaq Pressure IndexNasdaq Pressure Index Indicator The Nasdaq Pressure Index is a customizable technical indicator designed to measure market sentiment across multiple symbols by calculating a weighted average of their technical strength. The indicator outputs a normalized value between -100 and +100, making it easy to identify bullish or bearish pressure in your selected basket of stocks. Description This indicator calculates the relative strength of up to 10 user-defined symbols, typically tech stocks or other related instruments, and combines them into a single pressure index. The result provides insight into the overall market direction and strength. Key Features Multi-Symbol Analysis: Track up to 10 different symbols simultaneously Flexible Weighting Methods: Manual Market Caps: Define your own market cap weights 30-Day Volume: Weight by recent trading volume Equal Weight: All symbols contribute equally Customizable Parameters: Adjust EMA lengths and smoothing to suit your trading style Visual Cues: Color-coded output and background highlighting for extreme values Debug Information: Option to display detailed calculations How It Works The indicator: Calculates the strength of each symbol based on: Price relative to VWAP (50% weight) Price relative to Fast EMA (30% weight) Price relative to Slow EMA (20% weight) Normalizes these values using ATR to account for volatility Applies your chosen weighting method Combines the weighted values into a single index Normalizes the result to a -100 to +100 scale using a hyperbolic tangent function Applies final smoothing How To Use It Setup: Enter your symbols as a comma-separated list (default includes major tech stocks) Choose your preferred weighting method If using manual weights, enter market caps in billions (comma-separated) Adjust EMA lengths if needed (defaults: Fast EMA = 9, Slow EMA = 21) Interpretation: Positive Values (0 to +100): Bullish pressure - the higher the number, the stronger the bullish sentiment Negative Values (0 to -100): Bearish pressure - the lower the number, the stronger the bearish sentiment Extreme Zones: Values above +50 or below -50 indicate potentially overbought or oversold conditions Color Changes: Green for positive (darker when increasing), Red for negative (darker when decreasing) This is primarily a confluence indicator: Consider taking long positions only on positive values of the indicator Consider taking short positions only on negative values of the indicator Look for divergence between the index and price for potential reversals Extreme readings (+/-50) can signal potential market exhaustion Optimization: Try different symbol combinations to create sector-specific indicators Experiment with different weighting methods to find what works best for your trading style Adjust the EMA lengths to make the indicator more or less sensitive to price changes The indicator works on any timeframe but is particularly useful on daily and weekly charts for capturing broader market movements.
Pine Script® 인디케이터
DrodzCip의
Swing Elite Supply & Demand MTFSwing Elite Supply & Demand MTF Institutional-grade multi-timeframe Supply & Demand system with FLIP logic, Level-on-Level detection, stop-loss padding, and advanced zone mitigation. This tool automatically detects RBR / DBR / RBD / DBD patterns on any timeframe and plots refined demand & supply zones based on explosive candles, base structure, and smart-money logic. 🔥 Core Features • Multi-Timeframe Zone Detection Detect supply/demand zones from any higher timeframe (HTF) and project them onto your chart. Perfect for aligning low-timeframe entries with institutional HTF levels. • Preferred vs Wider Zone Width Switch between: Preferred → body-based, tighter zones (institutional quality) Wider → wick+body zones for more tolerance • Level-on-Level (LOL) Zones Automatically merges overlapping zones and builds stronger multi-layered zones, indicating repeated institutional accumulation or distribution. • FLIP Zones (Support → Resistance / Resistance → Support) FLIP zones are detected when the market breaks a key swing and returns to retest the zone. These are premium continuation levels. • Automatic Mitigation Logic Zones are removed when: price mitigates enough (% based) LOL zones get fully closed through price travels too far away after touch (invalidates the setup) • Stop-Loss Padding System Auto-calculates SL levels (optional) based on zone height and custom padding %. • Clean HTF Visualization Displays: zone type (RBR, DBR, RBD, DBD) LOL / FLIP timeframe source (e.g., 4H, 1D) automatic color coding 📊 Alerts Included Price entering a Demand Zone Price entering a Supply Zone Use them for automation or high-probability entries. 🎯 Best For SMC / ICT style trading Order block & zone traders Intraday HTF bias alignment Swing trading Algorithmic filtering (EA/strategy integration) 🚀 Why It Works This indicator is built on institutional logic: explosive displacement indecisive bases mitigation and market structure multi-zone stacking (LOL) HTF contextual zones swing high/low breaks (FLIP logic) It produces clean, high-probability zones with no repainting of the explosive candle signal.
Pine Script® 인디케이터
Swing_elite의
XAU Scalper Maa Sharda TradingXAU Scalper – Maa Sharda Trading | 5-Min Gold Scalping Engine Introducing a next-gen gold scalping indicator engineered for high-momentum 5-minute action. Built on a clean fusion of EMA trend logic, RSI momentum filters, and MACD confirmation, this tool empowers traders to execute with clarity, speed, and conviction. Youtube :- youtube.com Legacy-inspired. Data-driven. Forward-focused. ⭐ What This Indicator Does This algo identifies high-probability intraday scalping opportunities on XAU/USD by blending three battle-tested signals: ✅ EMA Trend Bias Establishes directional flow Filters out counter-trend noise Ensures trades align with institutional momentum ✅ RSI Precision Filter Blocks weak or exhausted moves Locks in only strong momentum bursts Avoids overbought/oversold traps ✅ MACD Momentum Confirmation Validates true trend acceleration Confirms reversals with structural momentum shifts Helps reduce fakeouts common in gold volatility Result? A clean, disciplined scalping framework—no clutter, no confusion, just pure execution intelligence. 🚀 Why It Works on Gold (XAU/USD) Gold is fast. Gold is emotional. Gold is institutionally driven. This indicator is architected to keep pace with XAU volatility on the 5-minute chart and deliver: Quick entries Low drawdown plays High-momentum breakouts & reversals Session-friendly setups (London & New York) It brings structure to chaos—precision where most traders panic. 🎯 Best Use Cases 5-min scalping Trend-following momentum trades Breakout-retest entries Quick in–quick out intraday plays High-probability confirmation setups 📌 Disclaimer This is a technical tool, not financial advice. Markets carry risk—trade responsibly. 🙏 From Maa Sharda Trading Designed for the community. Built with discipline. May Maa Sharda bless your trading journey with clarity, patience, and prosperity.
Pine Script® 인디케이터
MaaShardaTrading의
3
Hyper swing📌 Hyper Swing is a trend-based strategy that uses bands that change based on volatility to identify and execute directional breakouts. This strategy includes adjustable strictness, intuitive visual trading area lines, and dynamic trend colors. ──────────────────────────── Trend Framework ───────────────────────────── ■ Core Trend Calculation This strategy builds a trend model using: EMA (Base): Short-term trend reference point. EMA (Smoothing): Smooths the trend reference point further. Volatility Band Threshold: threshold = baseSensitivity × strictFactor × stdev(close, mainLen) Using this threshold, we get: Upper Band = Smoothing + Threshold Lower Band = Smoothing - Threshold These adaptive bands determine bullish and bearish breakouts. ■ Strictness System (1-10) The higher the strictness level, the stronger the price breakout must be before it is considered a true signal. Each level is mapped to a strictFactor, which controls volatility sensitivity. Level Factor 1 0.8 2 1.0 3 1.2 4 1.5 5 1.8 6 2.0 7 2.2 8 2.5 9 2.8 10 3.0 Higher strictness results in fewer but stronger signals. ■ Trend Detection Uptrend: Close > upperBand Downtrend: Close < lowerBand Trendline colors change dynamically. Neutral: No graph color ────────────────────────── Signal Generation ────────────────────────── ■ Trigger Conditions Long Breakout: Crossover (Closing Price, Upper Band) Short Analysis: Cross-Under (Closing Price, Lower Band) ■ Preventing Duplicate Signals The status variable (lastSignal) does not repeat consecutive long signals. does not repeat consecutive short signals. This prevents over-triggering in turbulent situations. ■ Purpose Hyper Swing is designed to: Capture strong momentum swings using statistically adapted breakout trading techniques. Reduces noise through a multi-stage stringency filter. Prevents duplicate signals in the same direction using a swap format. This strategy does not predict future prices or guarantee profitability. It's simply a matter of applying systematic rules to breakout-based swing trading.
Pine Script™ 전략
c9indicator의
智能趋势-多周期动态信号 Smart Trend Oscillator MTF V1🚀 智能趋势-多周期动态信号 Smart Trend Oscillator MTF V1 —— 让交易像红绿灯一样简单直观 | Making Trading as Simple as Traffic Lights 告别复杂的参数设置，把市场噪音变成明确的信号。 Say goodbye to complex parameters. Turn market noise into clear signals. 🌟 它是做什么的？ / What Does It Do? “智能趋势管家” 就像您的私人交易副驾驶。它内置了一套先进的智能平滑算法，能够自动过滤掉市场中那些骗人的假动作，只把最核心的**“市场真实韵律”通过一条平滑的波浪线展示给您。它不只是一根线，它是一套会思考的系统**。 "Smart Trend Oscillator " is like your personal trading co-pilot. It features a built-in advanced smoothing algorithm that automatically filters out deceptive market "fake-outs," revealing the "true rhythm" of the market through a single, smooth wave. It’s not just a line; it’s a thinking system. 🔥 核心功能 / Core Features 1. 🌊 智能波浪引擎 / Smart Wave Engine 不要被K线的上蹿下跳迷惑。我们的引擎能识别市场内部的真实能量。 Don't be confused by erratic candlesticks. Our engine identifies the true internal energy of the market. 过滤噪音 (Filter Noise)：自动忽略短暂的随机波动。 捕捉趋势 (Capture Trends)：波浪上升代表买方主导，波浪下降代表卖方主导。 2. 🛡️ 自适应波动通道 / Adaptive Channels 市场有时候像乌龟（波动小），有时候像兔子（波动大）。指标拥有一个“弹性通道”，它会根据市场活跃度自动变宽或变窄，精准判断价格是否“过热”或“超卖”。 The market moves between low and high volatility. The indicator features an "elastic channel" that automatically widens or narrows, accurately judging if the price is "Overheated" or "Oversold." 3. 🌍 全局监控面板 / Global Dashboard 右上角的面板是您的战况指挥室。一眼看懂 6 个不同时间维度的状态。全绿代表多周期共振向上，全红代表多周期共振向下。 The panel in the top-right corner is your Command Center. Understand the status of 6 different time dimensions at a glance. All Green means upward resonance; All Red means downward resonance. ⚙️ 极致的个性化定制 / Ultimate Customization v16 版本为您提供了前所未有的控制权，让指标完全适应您的交易风格。 Version 16 gives you unprecedented control to tailor the indicator to your trading style. 🕒 1. 时间周期，由你定义 (Customizable Timeframes) 不再局限于系统默认设置。您可以在设置面板中自由输入 6 个您最关心的周期（例如：5分钟、1小时、甚至 3天）。 短线手：设置为 1分/3分/5分/15分... 波段手：设置为 1小时/4小时/日线/周线... Benefit: You can freely input the 6 timeframes that matter most to you in the settings panel, whether you are a scalper or a swing trader. 🎯 2. 灵敏度调节 (Adjustable Sensitivity) 想要更多交易机会？还是想要更稳健的信号？ 高灵敏度：调高 Zone Sensitivity，捕捉每一次微小的回调（适合激进风格）。 低灵敏度：调低数值，过滤掉小波动，只抓大趋势（适合稳健风格）。 Benefit: Dial up the sensitivity to catch every minor pullback (Aggressive), or dial it down to filter noise and catch only big trends (Conservative). 📊 3. 两种平滑模式 (SMA vs. VWMA) 您可以选择通道的计算核心： Standard (SMA)：经典模式，适合大多数市场。 Volume Weighted (VWMA)：成交量加权模式。在加密货币或股票市场，它能帮您过滤掉“无量空涨”或“无量空跌”的假信号。 Benefit: Choose Standard (SMA) for general markets, or Volume Weighted (VWMA) to filter out fake moves on low volume (great for Crypto/Stocks). 🚦 信号含义 / Signals Guide 我们把复杂的逻辑浓缩成了最简单的视觉标签： We have condensed complex logic into the simplest visual labels: 🟢 绿色 BUY 标签：市场“便宜”且能量向上。 (Market is "Cheap" & Energy is Up.) 🔴 红色 SELL 标签：市场“过热”且能量向下。 (Market is "Overheated" & Energy is Down.) 🔵 蓝色 HOLD 标签：趋势延续中，建议持仓。 (Trend is continuing, suggest holding position.) 📥 快速上手 / Quick Start 加载指标 (Load)：添加到您的图表。 设置周期 (Set Timeframes)：在输入选项里填入您习惯查看的 6 个时间周期。 选择模式 (Choose Mode)：如果是成交量重要的资产，建议开启 VWMA 模式。 等信号 (Wait)：等待带方框的 BUY 或 SELL 标签出现。 把复杂留给算法，把简单留给您。 Leave the complexity to the algorithms, and keep the simplicity for yourself.
Pine Script® 인디케이터
bajiute1의