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MP SESSIONS, DST, OTTMP SESSIONS, DST, OTT – What this indicator does This script is a multi-session market timing tool that: Draws full trading sessions on the chart (Asia, Sydney, Tokyo, Shanghai, Europe, London, New York, NYSE) Automatically adjusts for Daylight Saving Time (DST) for Sydney, London, and New York Shows a live info table with session times, DST status, and whether each session is currently open or closed Adds optional custom “OTT” vertical lines at user-defined intraday times (for your own models, killzones, or time blocks) Main Features (high level) 1. Market mode & time zone handling Market Mode: Forex Stock User Custom (you type your own session ranges) TFlab suggestion (predefined “optimized” session times) Time Zone Mode: UTC Session Local Time (local exchange time: Sydney, Tokyo, London, New York etc.) Your Time Zone (converts to the user-selected TZ, e.g. UTC-4:00) Handles separate time zones for: Asia, Sydney, Tokyo, Shanghai, Europe, London, New York, NYSE Has logic to recalculate session start/end depending on DST and the chosen mode. 2. Daylight Saving Time (DST) engine The function DST_Detector: Calculates when DST starts and ends for: Australia/Sydney Europe/London America/New_York Detects the correct Sunday (2nd, 4th, etc.) for start/end using day-of-week and week counts. Returns 'Active' or 'Inactive' for each region. These values are then used to shift the sessions (e.g. New York 13:00–21:00 vs 12:00–20:00 in UTC). The script can also draw vertical lines on the chart when DST starts/ends and label them: “Sydney DST Started / Ended” “London DST Started / Ended” “New York DST Started / Ended” 3. Session timing & sessions on the chart The function Market_TimeZone_Calculator: Based on Market Mode + Time Zone Mode + DST state, it returns: Time ranges for: Sydney, Tokyo, Shanghai, Asia (combined), Europe, London, New York, NYSE These ranges are in "HHMM-HHMM" format. Then the script: Converts these to time() conditions using the proper time zone Creates boolean series like On_sesAsia, On_sesEurope, On_sesNewYork, etc., which are 1 when the session is open and 0 when closed. 4. Session high/low boxes & labels The function LowHighSessionDetector: Tracks high and low of each session while it’s active. When a new session starts: Resets and starts recording the session high/low. While session is active: Updates High with the max of current bar high and previous session high. Updates Low with the min of current bar low and previous session low. When the session is "on": Draws a box from session low to high (box.new) and extends it to the right as long as the session continues. Places a label with session name (Asia, London, New York, etc.) near the high: Style depends on the session (down/right/left). You have visibility toggles per session: Asia Session, Sydney Session, Tokyo Session, Shanghai Session, Europe Session, London Session, New York Session, NYSE (for TFlab mode). So you visually see: A shaded box for each session The full H/L range for that session A text label with the session name. 5. Info table The indicator builds a table in a corner of the chart showing: Header: “FOREX Session”, “Stock Market Trading Hours”, “User Custom Session”, or “TFlab suggestion” depending on mode. Columns: Session name (Asia, Sydney, Tokyo, Shanghai, Europe, London, New York, NYSE) DST status for that region (“Active 🌞 / Inactive 🍂 / Not Observed”) Session start time Session end time Current status (“Open / Closed”, with green/red background) The function SplitFunction: Parses the "HHMM-HHMM" strings for each session. Converts them into: Either raw times (if viewing in UTC/session local) Or converted times in Your Time Zone using timestamp and hour/ minute with YourTZ. Returns formatted Start and End strings like 9:30, 13:00, etc. So the table is effectively a live session schedule that: Auto-adjusts to DST Can show times in your own time zone Shows which session is open right now. 6. OTT vertical lines (custom intraday markers) At the bottom, there is an OTT section which lets you draw up to three sets of vertical lines at specific times: Each OTT block has: Enable toggle (Enable OTT 1/2/3) Start hour & minute End hour & minute Color Global OTT settings: Line style: Solid / Dashed / Dotted Line width Toggle: “Show OTT Labels?” Logic: is_ott_time() checks if current bar’s hour and minute match the OTT input time. draw_ott(): When the bar time matches, draws a vertical line through the candle from low to high (extend.both). Optionally adds a label above the bar, like "OTT1 Start", "OTT1 End", etc. Use cases: Marking open/close of your trading session Defining killzones, news times, or custom model windows Visual anchors for your intraday routine (NY open, 10 AM candle, etc.)
Pine Script® 인디케이터
markoparkhomenko의
Session Range Control [PointAlgo]Session Range Control (SRC) The Session Range Control (SRC) indicator provides a structured view of intraday price behavior by tracking where the current price sits within the session’s high–low range and how today’s volatility compares to the Average Daily Range (ADR). It combines range analytics, momentum context, volatility interpretation, and visual cues to help traders understand session strength and shifts in intraday conditions. Core Concept Every trading session forms a unique high and low. SRC continuously reads these values and calculates the Position in Range, expressed on a scale from 0% to 100%: 0% → Price at Day Low 100% → Price at Day High 50% → Mid-range equilibrium By normalizing price into a percentage, traders can quickly interpret where market pressure is concentrated during the session. Trend Zones and Market State SRC divides the range into logical zones to show the likely sentiment of the session: 1. Strong Uptrend Zone (Above Threshold) When price consistently holds above the user-defined upper threshold (e.g., 60%), the indicator marks a Strong Uptrend. This typically reflects: Persistent intraday buying pressure Price acceptance near the upper part of the range Reduced likelihood of deep pullbacks 2. Strong Downtrend Zone (Below Threshold) When price remains below the lower threshold (e.g., 40%), SRC signals a Strong Downtrend, indicating: Dominant intraday selling Consistent pressure keeping price near session lows 3. Bullish / Bearish Zones Between the midline and strong thresholds, SRC displays softer trend zones: Above 50% = Bullish Zone Below 50% = Bearish Zone These zones help classify whether price is trending, balanced, or drifting. 4. Neutral Territory When price hovers around the mid-level without conviction, the indicator treats it as a neutral or undecided phase. Signal Logic : SRC includes built-in momentum shift signals based on range transitions: Long Signal Triggered when price crosses upward through 50%, often showing: A shift from intraday weakness to strength Buyers gaining control of the session Short Signal Triggered when price crosses downward through 50%, suggesting: Loss of intraday strength Sellers taking control These signals help highlight potential turning points inside the session. Extreme Levels : SRC highlights the top and bottom 10% of the range: > 90% = Extreme High (Overbought intraday condition) < 10% = Extreme Low (Oversold intraday condition) These conditions can be useful for identifying overextended movements or potential reaction zones. ADR Comparison and Volatility Context : The indicator also measures how today’s price range compares to the Average Daily Range (ADR): Range Expanding: Today’s range is significantly larger than the ADR Indicates heightened volatility Often associated with trending or breakout environments Range Compressing: Today’s range is much smaller Suggests low volatility Common before breakout phases Characteristic of consolidation or balanced markets This volatility context helps traders assess whether the session is behaving within normal boundaries or deviating significantly. Dashboard Overview : When enabled, the dashboard summarizes key intraday metrics in a structured table: Trend status (Strong Uptrend, Strong Downtrend, Bullish, Bearish, Neutral) Range position (%) Signal status (Long Cross, Short Cross, Extreme High/Low, or None) Day range calculation Range vs ADR (%) Day High / Day Low Current price level Simplified action label based on current conditions This provides a quick reference system to interpret both trend and volatility at a glance without analyzing the full chart visually. Visual Elements SRC includes: Colored dynamic plot for easy trend recognition Horizontal reference lines at key levels (0%, 50%, 100%, strong-trend thresholds) Background shading during extreme zone conditions A separate ADR comparison plot These visuals ensure the indicator remains intuitive regardless of chart style or timeframe. Alerts The script includes alert conditions for: Long cross Short cross Strong trend detection Extreme high / extreme low These allow users to automate notifications during key market events without manually monitoring the chart. Customization Options Users can configure: ADR length Strong trend thresholds Dashboard visibility Dashboard position on chart This makes SRC adaptable to different trading instruments and intraday styles. Usage Notes Works best on intraday timeframes where session boundaries are clearly defined. Designed for analytical interpretation—trend bias, volatility phase, and range structure. Can complement other tools such as moving averages, volume, or market structure analysis. Disclaimer : This indicator is intended for chart analysis and educational purposes only. It does not generate financial, investment, or trading advice. Users should validate signals with additional research and apply proper risk management.
Pine Script® 인디케이터
pointalgo의
Trend Following $BTC - Multi-Timeframe Structure + ReversTREND FOLLOWING STRATEGY - MULTI-TIMEFRAME STRUCTURE BREAKOUT SYSTEM Strategy Overview This is an enhanced Turtle Trading system designed for cryptocurrency spot trading. It combines Donchian Channel breakouts with multi-timeframe structure filtering and ATR-based dynamic risk management. The strategy trades both long and short positions using reverse signal exits to maximize trend capture. Core Features Multi-Timeframe Structure Filtering The strategy uses Swing High/Low analysis to identify market structure trends. You can customize the structure timeframe (default: 3 minutes) to match your trading style. Only enters trades aligned with the identified trend direction, avoiding counter-trend positions that often lead to losses. Reverse Signal Exit System Instead of using fixed stop-losses or time-based exits, this strategy exits positions only when a reverse entry signal triggers. This approach maximizes trend profits and reduces premature exits during normal market retracements. ATR Dynamic Pyramiding Automatically adds positions when price moves 0.5 ATR in your favor. Supports up to 2 units maximum (adjustable). This pyramid scaling enhances profitability during strong trends while maintaining disciplined risk management. Complete Risk Management Fixed position sizing at 5000 USD per unit. Includes realistic commission fees of 0.06% (Binance spot rate). Initial capital set at 10,000 USD. All backtest parameters reflect real-world trading conditions. Trading Logic Entry Conditions Long Entry: Close price breaks above the 20-period high AND structure trend is bullish (price breaks above Swing High) Short Entry: Close price breaks below the 20-period low AND structure trend is bearish (price breaks below Swing Low) Position Scaling Long positions: Add when price rises 0.5 ATR or more Short positions: Add when price falls 0.5 ATR or more Maximum 2 units including initial entry Exit Conditions Long Exit: Triggers when short entry signal appears (price breaks 20-period low + structure turns bearish) Short Exit: Triggers when long entry signal appears (price breaks 20-period high + structure turns bullish) Default Parameters Channel Settings Entry Channel Period: 20 (Donchian Channel breakout period) Exit Channel Period: 10 (reserved parameter) ATR Settings ATR Period: 20 Stop Loss ATR Multiplier: 2.0 Add Position ATR Multiplier: 0.5 Structure Filter Swing Length: 300 (Swing High/Low calculation period) Structure Timeframe: 3 minutes Adjust these based on your trading timeframe and asset volatility Position Management Maximum Units: 2 (including initial entry) Capital Per Unit: 5000 USD Visualization Features Background Colors Light Green: Bullish market structure Light Red: Bearish market structure Dark Green: Long position entry Dark Red: Short position entry Optional Display Elements (Default: OFF) Entry and exit channel lines Structure high/low reference lines ATR stop-loss indicator Next position add level Entry/exit labels Alert Message Format The strategy sends notifications with the following format: Entry: "5m Long EP:90450.50" Add Position: "15m Add Long 2/2 EP:91000.25" Exit: "5m Close Long Reverse Signal" Where the first part shows your current chart timeframe and EP indicates Entry Price Backtest Settings Capital Allocation Initial Capital: 10,000 USD Per Entry: 5,000 USD (split into 2 potential entries) Leverage: 0x (spot trading only) Trading Costs Commission: 0.06% (Binance spot VIP0 rate) Slippage: 0 (adjust based on your experience) Best Use Cases Ideal Scenarios Trending markets with clear directional movement Moderate to high volatility assets Timeframes from 1-minute to 4-hour charts Best suited for major cryptocurrencies with good liquidity Not Recommended For Highly volatile choppy/ranging markets Low liquidity small-cap coins Extreme market conditions or black swan events Usage Recommendations Timeframe Guidelines 1-5 minute charts: Use for scalping, consider Swing Length 100-160 15-30 minute charts: Good for short-term trading, Swing Length 50-100 1-4 hour charts: Suitable for swing trading, Swing Length 20-50 Optimization Tips Always backtest on historical data before live trading Adjust swing length based on asset volatility and your timeframe Different cryptocurrencies may require different parameter settings Enable visualization options initially to understand entry/exit points Monitor win rate and drawdown during backtesting Technical Details Built on Pine Script v6 No repainting - uses proper bar referencing with offset Prevents lookahead bias with lookahead=off parameter Strategy mode with accurate commission and slippage modeling Multi-timeframe security function for structure analysis Proper position state tracking to avoid duplicate signals Risk Disclaimer This strategy is provided for educational and research purposes only. Past performance does not guarantee future results. Backtesting results may differ from live trading due to slippage, execution delays, and changing market conditions. The strategy performs best in trending markets and may experience drawdowns during ranging conditions. Always practice proper risk management and never risk more than you can afford to lose. It is recommended to paper trade first and start with small position sizes when going live. How to Use Add the strategy to your TradingView chart Select your desired timeframe (1m to 4h recommended) Adjust parameters based on your risk tolerance and trading style Review backtest results in the Strategy Tester tab Set up alerts for automated notifications Consider paper trading before risking real capital Tags Trend Following, Turtle Trading, Donchian Channel, Structure Breakout, ATR, Cryptocurrency, Spot Trading, Risk Management, Pyramiding, Multi-Timeframe Analysis --- Strategy Name: Trend Following BTC Version: v1.0 Pine Script Version: v6 Last Updated: December 2025
Pine Script™ 전략
ssun_6의
TRZigZagLibLibrary "TRZigZagLib" method directionName(this)   Gets pivot direction as string   Namespace types: Pivot   Parameters:      this (Pivot) : Pivot instance   Returns: "HIGH" or "LOW" method isHigh(this)   Checks if pivot is a high   Namespace types: Pivot   Parameters:      this (Pivot) : Pivot instance   Returns: true if pivot is a high method isLow(this)   Checks if pivot is a low   Namespace types: Pivot   Parameters:      this (Pivot) : Pivot instance   Returns: true if pivot is a low method newSettings(minLength, minBarSize, maxBarSize)   Creates default ZigZag settings   Namespace types: series int, simple int, input int, const int   Parameters:      minLength (int) : Minimum pivot length (default: 10)      minBarSize (int) : Minimum bars between pivots (default: 5)      maxBarSize (int) : Maximum bars to lookback (default: 300)   Returns: New ZigZagSettings instance method setLineStyle(this, lineColor, lineWidth, lineStyle)   Sets line appearance   Namespace types: ZigZagSettings   Parameters:      this (ZigZagSettings) : Settings instance      lineColor (color)      lineWidth (int)      lineStyle (string)   Returns: Modified settings instance method newZigZag(settings, depth)   Creates a new ZigZag instance   Namespace types: ZigZagSettings   Parameters:      settings (ZigZagSettings) : ZigZag settings      depth (int) : Depth value for this ZigZag   Returns: New ZigZag instance method calculate(this)   Calculates ZigZag using LuxAlgo-style pivot detection   Namespace types: ZigZag   Parameters:      this (ZigZag) : ZigZag instance method getLastPivots(this, count)   Gets the last N pivots   Namespace types: ZigZag   Parameters:      this (ZigZag) : ZigZag instance      count (int) : Number of pivots to get (default: 5)   Returns: Array of pivots method getPivot(this, index)   Gets pivot at index   Namespace types: ZigZag   Parameters:      this (ZigZag) : ZigZag instance      index (int) : Index (0 = most recent)   Returns: Pivot or na method truncate(this, maxBars)   Truncates old pivots beyond lookback window   Namespace types: ZigZag   Parameters:      this (ZigZag) : ZigZag instance      maxBars (int) : Maximum bars to keep method newMultiZigZag(settings, minDepth, maxDepth, count)   Creates a new MultiZigZag manager   Namespace types: ZigZagSettings   Parameters:      settings (ZigZagSettings) : Base settings for all ZigZags      minDepth (int) : Minimum depth value      maxDepth (int) : Maximum depth value      count (int) : Number of ZigZag instances (max 11)   Returns: New MultiZigZag instance method calculateAll(this)   Updates all ZigZag instances   Namespace types: MultiZigZag   Parameters:      this (MultiZigZag) : MultiZigZag instance method getZigZag(this, index)   Gets ZigZag at index   Namespace types: MultiZigZag   Parameters:      this (MultiZigZag) : MultiZigZag instance      index (int) : Index (0 to count-1)   Returns: ZigZag instance or na method getDepth(this, index)   Gets depth value at index   Namespace types: MultiZigZag   Parameters:      this (MultiZigZag) : MultiZigZag instance      index (int) : Index (0 to count-1)   Returns: Depth value method size(this)   Gets total number of ZigZag instances   Namespace types: MultiZigZag   Parameters:      this (MultiZigZag) : MultiZigZag instance   Returns: Count of ZigZag instances method truncateAll(this, maxBars)   Truncates all ZigZag instances   Namespace types: MultiZigZag   Parameters:      this (MultiZigZag) : MultiZigZag instance      maxBars (int) : Maximum bars to keep method distance(p1, p2)   Calculates distance between two pivots   Namespace types: Pivot   Parameters:      p1 (Pivot) : First pivot      p2 (Pivot) : Second pivot   Returns: Price distance (absolute) method barSpan(p1, p2)   Calculates bar span between two pivots   Namespace types: Pivot   Parameters:      p1 (Pivot) : First pivot      p2 (Pivot) : Second pivot   Returns: Bar span (absolute) method isAlternating(pivots)   Checks if pivots are alternating (high-low-high or low-high-low)   Namespace types: array   Parameters:      pivots (array) : Array of pivots   Returns: true if alternating pattern exists Pivot   Pivot point in the chart   Fields:      d (series int) : Direction: 1=high, -1=low      x (series int) : Bar index      y (series float) : Price      confirmed (series bool) : Pivot confirmation flag ZigZagSettings   ZigZag configuration settings   Fields:      minLength (series int) : Minimum pivot detection length      minBarSize (series int) : Minimum bars between pivots      maxBarSize (series int) : Maximum bars to lookback      lineColor (series color) : ZigZag line color      lineWidth (series int) : ZigZag line width      lineStyle (series string) : ZigZag line style ZigZag   Single ZigZag instance   Fields:      settings (ZigZagSettings) : Configuration settings      pivots (array) : Array of pivot points (max 25 for patterns)      lastUpdateBar (series int) : Last bar index when updated      depth (series int) : Current depth value MultiZigZag   Multi-depth ZigZag manager   Fields:      zigzags (array) : Array of ZigZag instances (max 11)      depthValues (array) : Array of depth values being used      currentBar (series int) : Current bar index being processed
Pine Script® 라이브러리
TRharmonic의
Trend Following $ZEC - Multi-Timeframe Structure Filter + Revers# Trend Following CRYPTOCAP:ZEC - Strategy Guide ## 📊 Strategy Overview Trend Following CRYPTOCAP:ZEC is an enhanced Turtle Trading system designed for cryptocurrency spot trading, combining Donchian Channel breakouts, multi-timeframe structure filtering, and ATR-based dynamic risk management for both long and short positions. --- ## 🎯 Core Features 1. Multi-Timeframe Structure Filtering - Uses Swing High/Low to identify market structure - Customizable structure timeframe (default: 1 minute) - Only enters trades in the direction of the trend, avoiding counter-trend positions 2. Reverse Signal Exit - No fixed stop-loss or fixed-period exits - Exits only when a reverse entry signal triggers - Maximizes trend profits, reduces premature exits 3. ATR Dynamic Pyramiding - Adds positions when price moves 0.5 ATR in favorable direction - Supports up to 2 units maximum (adjustable) - Pyramid scaling to enhance profitability 4. Complete Risk Management - Fixed position size (5000 USD per unit) - Commission fee 0.06% (Binance spot rate) - Initial capital 10,000 USD --- ## 📈 Trading Logic Entry Conditions ✅ Long Entry: - Close price breaks above 20-period high - Structure trend is bullish (price breaks above Swing High) ✅ Short Entry: - Close price breaks below 20-period low - Structure trend is bearish (price breaks below Swing Low) Add Position Conditions - Long: Price rises ≥ 0.5 ATR - Short: Price falls ≥ 0.5 ATR - Maximum 2 units including initial entry Exit Conditions - Long Exit: When short entry signal triggers (price breaks 20-period low + structure turns bearish) - Short Exit: When long entry signal triggers (price breaks 20-period high + structure turns bullish) --- ## ⚙️ Parameter Settings Channel Settings - Entry Channel Period: 20 (Donchian Channel breakout period) - Exit Channel Period: 10 (reserved parameter, actually uses reverse signal exit) ATR Settings - ATR Period: 20 - Stop Loss ATR Multiplier: 2.0 (reserved parameter) - Add Position ATR Multiplier: 0.5 Structure Filter - Swing Length: 160 (Swing High/Low calculation period) - Structure Timeframe: 1 minute (can change to 5/15/60, etc.) Position Management - Maximum Units: 2 (including initial entry) - Capital Per Unit: 5000 USD --- ## 🎨 Visualization Features Background Colors - Light Green: Bullish structure - Light Red: Bearish structure - Dark Green: Long entry - Dark Red: Short entry Optional Display (Default: OFF) - Entry/exit channel lines - Structure high/low lines - ATR stop-loss line - Next add position indicator - Entry/exit labels --- ## 📱 Alert Message Format Strategy sends notifications on entry/exit with the following format: - Entry: `1m Long EP:428.26` - Add Position: `15m Add Long 2/2 EP:429.50` - Exit: `1m Close Long Reverse Signal` Where: - `1m`/`15m` = Current chart timeframe - `EP` = Entry Price --- ## 💰 Backtest Settings Capital Allocation - Initial Capital: 10,000 USD - Per Entry: 5,000 USD (split into 2 entries) - Leverage: 0x (spot trading) Trading Costs - Commission: 0.06% (Binance spot VIP0) - Slippage: 0 --- ## 🎯 Use Cases ✅ Best Scenarios - Trending markets - Moderate volatility assets - 1-minute to 4-hour timeframes ⚠️ Not Suitable For - Highly volatile choppy markets - Low liquidity small-cap coins - Extreme market conditions (black swan events) --- ## 📊 Usage Recommendations Timeframe Suggestions | Timeframe | Trading Style | Suggested Parameter Adjustment | |-----------|--------------|-------------------------------| | 1-5 min | Scalping | Swing Length 100-160 | | 15-30 min | Short-term | Swing Length 50-100 | | 1-4 hour | Swing Trading | Swing Length 20-50 | Optimization Tips 1. Adjust swing length based on backtest results 2. Different coins may require different parameters 3. Recommend backtesting on 1-minute chart first before live trading 4. Enable labels to observe entry/exit points --- ## ⚠️ Risk Disclaimer 1. Past Performance Does Not Guarantee Future Results - Backtest data is for reference only - Live trading may be affected by slippage, delays, etc. 2. Market Condition Changes - Strategy performs better in trending markets - May experience frequent stops in ranging markets 3. Capital Management - Do not invest more than you can afford to lose - Recommend setting total capital stop-loss threshold 4. Commission Impact - Frequent trading accumulates commission fees - Recommend using exchange discounts (BNB fee reduction, etc.) --- ## 🔧 Troubleshooting Q: No entry signals? A: Check if structure filter is too strict, adjust swing length or timeframe Q: Too many labels displayed? A: Turn off "Show Labels" option in settings Q: Poor backtest performance? A: 1. Check if the coin is suitable for trend-following strategies 2. Adjust parameters (swing length, channel period) 3. Try different timeframes Q: How to set alerts? A: 1. Click "Alert" in top-right corner of chart 2. Condition: Select "Strategy - Trend Following CRYPTOCAP:ZEC " 3. Choose "Order filled" 4. Set notification method (Webhook/Email/App) --- ## 📞 Contact Information Strategy Name: Trend Following CRYPTOCAP:ZEC Version: v1.0 Pine Script Version: v6 Last Updated: December 2025 --- ## 📄 Copyright Notice This strategy is for educational and research purposes only. All risks of using this strategy for live trading are borne by the user. Commercial use without authorization is prohibited. --- ## 🎓 Learning Resources To understand the strategy principles in depth, recommended reading: - "The Complete TurtleTrader" - Curtis Faith - "Trend Following" - Michael Covel - TradingView Pine Script Official Documentation --- Happy Trading! Remember to manage your risk 📈
Pine Script™ 전략
ssun_6의
FVG Maxing - Fair Value Gaps, Equilibrium, and Candle Patterns What this script does This open-source indicator highlights 3-candle fair value gaps (FVGs) on the active chart timeframe, draws their midpoint ("equilibrium") line, tracks when each gap is mitigated, and optionally marks simple candle patterns (engulfing and doji) for confluence. It is intended as an educational tool to study how price interacts with imbalances. 3-candle bullish and bearish FVG zones drawn as forward-extending boxes. Equilibrium line at 50% of each gap. Different styling for mitigated vs unmitigated gaps. Compact statistics panel showing how many gaps are currently active and filled. Optional overlays for bullish/bearish engulfing patterns and doji candles. 1. FVG logic (3-candle gaps) The script focuses on a strict 3-candle definition of a fair value gap: Three consecutive candles with the same body direction. The wick of candle 3 is separated from the wick of candle 1 (no overlap). A bullish gap is created when price moves up fast enough to leave a gap between candle 1 and 3. A bearish gap is the mirror case to the downside. In Pine, the core detection looks like this: // Three candles with the same body direction bull_seq = close > open and close > open and close > open bear_seq = close < open and close < open and close < open // Wick gap between candle 1 and candle 3 bull_gap = bull_seq and low > high bear_gap = bear_seq and high < low // Final FVG flags is_bull_fvg = bull_gap is_bear_fvg = bear_gap For each detected FVG: Bullish FVG range: from high up to low (gap below current price). Bearish FVG range: from low down to high (gap above current price). Each zone is stored in a custom FVGData structure so it can be updated when price later trades back inside it. 2. Equilibrium line (0.5 of the gap) Every FVG box gets an optional equilibrium line plotted at the midpoint between its top and bottom: eq_level = (top + bottom) / 2.0 right_index = extend_boxes ? bar_index + extend_length_bars : bar_index bx = box.new(bar_index - 2, top, right_index, bottom) eq_ln = line.new(bar_index - 2, eq_level, right_index, eq_level) line.set_style(eq_ln, line.style_dashed) line.set_color(eq_ln, eq_color) You can use this line as a neutral “fair value” reference inside the zone, or as a simple way to think in terms of premium/discount within each gap. 3. Mitigation rules and styling Each FVG stays active until price trades back into the gap: Bullish FVG is considered mitigated when the low touches or moves below the top of the gap. Bearish FVG is considered mitigated when the high touches or moves above the bottom of the gap. When that happens, the script: Marks the internal FVGData entry as mitigated. Softens the box fill and border colors. Optionally updates the label text from "BULL EQ / BEAR EQ" to "BULL FILLED / BEAR FILLED". Can hide mitigated zones almost completely if you only want to see unfilled imbalances. This allows you to distinguish between current areas of interest and zones that have already been traded through. 4. Candle pattern overlays (engulfing and doji) For additional confluence, the script can mark simple candle patterns on top of the FVG view: Bullish engulfing — current candle body fully wraps the previous bearish body and is larger in size. Bearish engulfing — current candle body fully wraps the previous bullish body and is larger in size. Doji — candles where the real body is small relative to the full range (high–low). The detection is based on basic body and range geometry: curr_body = math.abs(close - open) prev_body = math.abs(close - open ) curr_range = high - low body_ratio = curr_range > 0 ? curr_body / curr_range : 1.0 bull_engulfing = close > open and close < open and open <= close and close >= open and curr_body > prev_body bear_engulfing = close < open and close > open and open >= close and close <= open and curr_body > prev_body is_doji = curr_range > 0 and body_ratio <= doji_body_ratio On the chart, they appear as: Small triangle markers below bullish engulfing candles. Small triangle markers above bearish engulfing candles. Small circles above doji candles. All three overlays are optional and can be turned on or off and recolored in the CANDLE PATTERNS group of inputs. 5. Inputs overview The script organizes settings into clear groups: DISPLAY SETTINGS : Show bullish/bearish FVGs, show/hide mitigated zones, box extension length, box border width, and maximum number of boxes. EQUILIBRIUM : Toggle equilibrium lines, color, and line width. LABELS : Enable labels, choose whether to label unmitigated and/or mitigated zones, and select label size. BULLISH COLORS / BEARISH COLORS : Separate fill and border colors for bullish and bearish gaps. MITIGATED STYLE : Opacity used when a gap is marked as mitigated. STATISTICS : Toggle the on-chart FVG statistics panel. CANDLE PATTERNS : Show engulfing patterns, show dojis, colors, and the body-to-range threshold that defines a doji. 6. Statistics panel An optional table in the corner of the chart summarizes the current state of all tracked gaps: Total number of FVGs still being tracked. Number of bullish vs bearish FVGs. Number of unfilled vs mitigated FVGs. Simple fill rate: percentage of tracked FVGs that have been marked as mitigated. This can help you study how a particular market tends to treat gaps over time. 7. How you might use it (examples) These are usage ideas only, not recommendations: Study how often your symbol mitigates gaps and where inside the zone price tends to react. Use higher-timeframe context and then refine entries near the equilibrium line on your trading timeframe. Combine FVG zones with basic candle patterns (engulfing/doji) as an extra visual anchor, if that fits your process. Hope you enjoy, give your feedback in the comments! - officialjackofalltrades
Pine Script® 인디케이터
officialjackofalltrades의
Session Candle Hunter 🎯🎯 Session Candle Hunter — Precision Session Mapping for Smart Traders Session Candle Hunter 🎯 is a powerful tool designed to help traders identify and track the most important session candle of the trading day—commonly used for liquidity grabs, range mapping, volatility zones, and breakout anticipation. Whether you trade NY session, London session, or custom time windows, this indicator automatically detects the candle at your chosen New York Time, extracts its high and low, and visually projects these levels into the current session. 🔍 What This Indicator Does 1️⃣ Detects the Key Session Candle You select: Hour of the candle (NY Time) Candle timeframe (1H, 4H, 15m, etc.) The script automatically: Identifies the candle when it forms Stores its High/Low Prepares levels for visual projection 🎨 2️⃣ Highlights the Candle Zone Optionally displays a colored zone (box) between the candle’s high and low: Helps visualize the liquidity pocket Useful for session traps, expansion moves, and fair value interpretation You can choose: Zone color Whether to show it or not Whether it should update only for the latest candle 📈 3️⃣ Draws High/Low Lines With Extensions High and Low of the detected candle can be plotted as: Standard lines Or infinitely extended to the right Great for identifying: Breakouts Retests Range boundaries Session expansion models Optional labels display exact price levels. 🕐 4️⃣ Delayed Display Logic The indicator only shows levels after a user-defined NY time. For example: Show lines only after 8:30 NY — perfect for traders who want pre-session levels hidden until relevant. 🔄 5️⃣ “Show Only Last” Mode A clean, uncluttered mode that removes all historical drawings and only displays: The latest zone The latest high/low lines Latest labels Perfect for minimal-chart traders. ⚠️ 6️⃣ Alert System Receive alerts the moment the targeted session candle forms: “New Candle Detected” 🧾 7️⃣ Info Panel (Top-Left Corner) Displays: Target session hour Display start time Candle timeframe Stored High/Low Indicator name Always visible and automatically updates. ⭐ Why Traders Love This Tool ✔ Helps visualize major liquidity zones ✔ Works on all markets & timeframes ✔ Perfect for ICT-style session concepts ✔ Helps anticipate session expansion ✔ Automates manual level drawing ✔ Clean visuals with optional minimal mode
Pine Script® 인디케이터
cmacha2의
BB Breakout-Momentum + Reversion Strategies# BB Breakout-Momentum + Reversion Strategies ## Overview This indicator combines two complementary Bollinger Band trading strategies that automatically adapt to market conditions. Strategy 1 capitalizes on trending markets with breakout-pullback-momentum setups, while Strategy 2 exploits mean reversion in ranging markets. Advanced filtering using ADX and BB Width ensures each strategy only fires in its optimal market environment. --- ## Strategy 1: Breakout → Pullback → Renewed Momentum (Long B / Short B) ### Best Market Conditions - **Trending Markets**: ADX ≥ 25 - **High Volatility**: BB Width ≥ 1.0× average - Directional price action with sustained momentum ### Entry Logic **Long B (Bullish Breakout):** 1. **Initial Breakout**: Price breaks above upper Bollinger Band with strong momentum 2. **Controlled Pullback**: Price pulls back 1-12 bars but holds above lower band (stays in trend) 3. **Defended Zone**: Pullback creates a support zone based on swing lows (validated by multiple touches) 4. **Renewed Momentum**: Price reclaims with green candle, volume confirmation, bullish MACD 5. **Position Check**: Entry must have cushion below upper band and room to reach targets **Short B (Bearish Breakdown):** - Mirror logic for downtrends: breakdown below lower band, pullback stays below upper band, renewed selling pressure ### Risk Management - **Stop Loss**: Lower of (zone floor/previous low) OR (1.5 × ATR from entry) - **Targets**: - T1: Entry + 0.85R (0.85 × 1.5 ATR) - T2: Entry + 1.40R (1.40 × 1.5 ATR) - T3: Entry + 2.50R (2.50 × 1.5 ATR) - T4: Entry + 4.50R (4.50 × 1.5 ATR) - Risk is calculated using ATR (ATRX = 1.5 ATR), stop uses tighter of structural level (ATRL) or ATRX --- ## Strategy 2: Bollinger Band Mean Reversion (Long R / Short R) ### Best Market Conditions - **Ranging Markets**: ADX ≤ 20 - **Low Volatility**: BB Width ≤ 0.8× average - Price oscillating around the mean without sustained trend ### Entry Logic **Long R (Long Reversion):** 1. **Overextension**: Price breaks below lower Bollinger Band (2 consecutive closes) 2. **Snap Back**: Price crosses back above lower band (re-enters the range) 3. **Entry Window**: Within 2 candles of re-entry, look for: - **Green candle** (close > open) confirming bullish strength - Close above previous candle (close > close ) 4. **Trigger**: First qualifying candle within 2-bar window executes the trade **Short R (Short Reversion):** 1. **Overextension**: Price breaks above upper Bollinger Band (2 consecutive closes) 2. **Snap Back**: Price crosses back below upper band (re-enters the range) 3. **Entry Window**: Within 2 candles of re-entry, look for: - **Red candle** (close < open) confirming bearish pressure - Close below previous candle (close < close ) 4. **Trigger**: First qualifying candle within 2-bar window executes the trade ### Risk Management - **Stop Loss**: Lower of (previous high/low) OR (1.5 × ATR from entry) - **Targets**: Same as Strategy 1 (0.85R, 1.4R, 2.5R, 4.5R based on 1.5 ATR) - Betting on return to Bollinger Band basis (mean) --- ## Advanced Filtering System ### ADX Filter (Average Directional Index) - **Purpose**: Measures trend strength vs choppy/ranging conditions - **Trending**: ADX ≥ 25 → Enables Strategy 1 (Breakout) - **Ranging**: ADX ≤ 20 → Enables Strategy 2 (Reversion) - **Neutral**: ADX 20-25 → No signals (indecisive market) ### BB Width Filter - **Purpose**: Confirms volatility expansion/contraction - **Wide Bands**: Current width ≥ 1.0× 50-bar average → Trending environment - **Narrow Bands**: Current width ≤ 0.8× 50-bar average → Ranging environment - **Logic**: Both ADX and BB Width must agree on market state before signaling ### Combined Logic - **Strategy 1 fires**: When BOTH ADX shows trending AND bands are wide - **Strategy 2 fires**: When BOTH ADX shows ranging AND bands are narrow - **Visual Display**: Table at bottom-right shows ADX value, BB Width ratio, and current market state --- ## Visual Elements ### Bollinger Bands - **Gray line**: 20-period SMA (basis/mean) - **Green line**: Upper band (basis + 2 standard deviations) - **Red line**: Lower band (basis - 2 standard deviations) ### Strategy 1 Markers - **Long B**: Green triangle below bar with "Long B" text - **Short B**: Orange triangle above bar with "Short B" text - **Defended Zones**: Green/red boxes showing pullback support/resistance areas - **Targets**: Green/orange crosses showing T1-T4 and stop loss levels ### Strategy 2 Markers - **Long R**: Blue label below bar with "Long R" text - **Short R**: Purple label above bar with "Short R" text - **Trade Levels**: Horizontal lines extending 50 bars forward - Blue solid = Entry price - Red dashed = Stop loss - Green/Orange dotted = Targets (T1-T4) ### Market State Table - **ADX**: Current value with color coding (green=trending, orange=ranging, gray=neutral) - **BB Width**: Ratio vs 50-bar average (e.g., "1.15x" = 15% wider than average) - **State**: TREND / RANGE / NEUTRAL classification --- ## Settings & Customization ### Bollinger Bands - **BB Length**: 20 (default) - period for moving average - **BB Std Dev**: 2.0 (default) - standard deviation multiplier ### ATR & Risk - **ATR Length**: 14 (default) - period for Average True Range calculation - All stop losses and targets are derived from 1.5 × ATR ### Trend/Range Filters - **ADX Length**: 14 (default) - **ADX Trending Threshold**: 25 (higher = stronger trend required) - **ADX Ranging Threshold**: 20 (lower = tighter ranging condition) - **BB Width Average Length**: 50 (period for comparing current width) - **BB Width Trend Multiplier**: 1.0 (width must be ≥ this × average) - **BB Width Range Multiplier**: 0.8 (width must be ≤ this × average) - **Use ADX Filter**: Toggle on/off - **Use BB Width Filter**: Toggle on/off ### Strategy 1 (Breakout-Momentum) - **Breakout Lookback**: 15 bars (how far back to search for initial breakout) - **Min Pullback Bars**: 1 (minimum consolidation period) - **Max Pullback Bars**: 12 (maximum consolidation period) - **Show Defended Zone**: Display support/resistance boxes - **Show Signals**: Display Long B / Short B markers - **Show Targets**: Display stop loss and target levels ### Strategy 2 (Reversion) - **Show Signals**: Display Long R / Short R markers - **Show Trade Levels**: Display entry, stop, and target lines --- ## How to Use This Indicator ### Step 1: Identify Market State - Check the table in bottom-right corner - **TREND**: Look for Strategy 1 signals (Long B / Short B) - **RANGE**: Look for Strategy 2 signals (Long R / Short R) - **NEUTRAL**: Wait for clearer conditions ### Step 2: Wait for Signal - Signals only fire when ALL conditions are met (structural + momentum + filters + room-to-target) - Signals are relatively rare but high-probability ### Step 3: Execute Trade - **Entry**: Close of signal candle - **Stop Loss**: Shown as red cross (Strategy 1) or red dashed line (Strategy 2) - **Targets**: Scale out at T1, T2, T3, T4 or hold for maximum R:R ### Step 4: Management - Consider moving stop to breakeven after T1 - Trail stop using swing lows/highs in Strategy 1 - Exit full position at T2-T3 in Strategy 2 (mean reversion has limited upside) --- ## Key Principles ### Why This Works 1. **Market Adaptation**: Uses right strategy for right conditions (trend vs range) 2. **Confluence**: Multiple confirmations required (structure + momentum + volatility + room) 3. **Risk-Defined**: Every trade has pre-calculated stop and targets based on ATR 4. **Probability**: Filters reduce noise and increase win rate by waiting for ideal setups ### Common Pitfalls to Avoid - ❌ Taking signals in NEUTRAL market state (indicators disagree) - ❌ Overriding the stop loss (it's calculated for a reason) - ❌ Expecting signals on every swing (quality over quantity) - ❌ Using Strategy 1 in ranging markets or Strategy 2 in trending markets - ❌ Ignoring the room-to-target check (signal won't fire if targets are blocked) ### Complementary Analysis This indicator works best when combined with: - Higher timeframe trend analysis - Key support/resistance levels - Volume analysis - Market structure (swing highs/lows) - Risk management rules (position sizing, max daily loss, etc.) --- ## Technical Details ### Indicators Used - **Bollinger Bands**: 20-period SMA ± 2 standard deviations - **ATR**: 14-period Average True Range for volatility measurement - **ADX**: 14-period Average Directional Index for trend strength - **EMA**: 10 and 20-period exponential moving averages (Strategy 1 filter) - **MACD**: 12/26/9 settings (Strategy 1 momentum confirmation) - **Volume**: Compared to 15-bar average (Strategy 1 confirmation) ### Calculation Methodology - **ATRL** (Structural Risk): Previous swing high/low or defended zone boundary - **ATRX** (ATR Risk): 1.5 × 14-period ATR from entry price - **Stop Loss**: Minimum of ATRL and ATRX (tightest protection) - **Targets**: Always calculated from ATRX (consistent R-multiples) - **BB Width Ratio**: Current BB width ÷ 50-period SMA of BB width --- ## Performance Notes ### Strengths - Adapts to changing market conditions automatically - Clear, objective entry and exit criteria - Pre-defined risk on every trade - Filters reduce false signals significantly - Works across multiple timeframes and instruments ### Limitations - Signals are infrequent (by design - quality over quantity) - Requires patience to wait for all conditions to align - May miss explosive moves if pullback doesn't form properly (Strategy 1) - Ranging markets can transition to trending (Strategy 2 risk) - Filters may delay entry in fast-moving markets ### Best Timeframes - **Strategy 1**: 1H, 4H, Daily (needs time for proper pullback structure) - **Strategy 2**: 15M, 30M, 1H (mean reversion works best intraday) - Both strategies can work on any timeframe if market conditions are right ### Best Instruments - **Liquid markets**: Major stocks, indices, forex pairs, liquid crypto - **Sufficient volatility**: ATR should be meaningful relative to price - **Clear trend/range cycles**: Markets that respect technical levels --- ## IMPORTANT DISCLAIMER ### Risk Warning **TRADING INVOLVES SUBSTANTIAL RISK OF LOSS AND IS NOT SUITABLE FOR ALL INVESTORS.** This indicator is provided for **educational and informational purposes only**. It does not constitute financial advice, investment advice, trading advice, or any other sort of advice. You should not treat any of the indicator's content as such. ### No Guarantee of Profit Past performance is not indicative of future results. No trading strategy, including this indicator, can guarantee profits or protect against losses. The market is inherently unpredictable and all trading involves risk. ### User Responsibility - **Do Your Own Research**: Always conduct your own analysis before making trading decisions - **Test First**: Backtest and paper trade this strategy before risking real capital - **Risk Management**: Never risk more than you can afford to lose - **Position Sizing**: Use appropriate position sizes relative to your account - **Stop Losses**: Always use stop losses and respect them - **Market Conditions**: Understand that market conditions change and past behavior may not repeat ### No Liability The creator of this indicator accepts no liability for any financial losses incurred through the use of this tool. All trading decisions are made at your own risk. You are solely responsible for evaluating the merits and risks associated with the use of any trading systems, signals, or content provided. ### Not Financial Advice This indicator does not take into account your personal financial situation, investment objectives, risk tolerance, or specific needs. You should consult with a licensed financial advisor before making any investment decisions. ### Technical Limitations - Indicators can repaint or lag in real-time - Past signals may look different than real-time signals - Code bugs or errors may exist despite testing - TradingView platform limitations may affect functionality ### Market Risks - Markets can gap, causing stops to be executed at worse prices - Slippage and commissions can significantly impact results - High volatility can cause unexpected losses - Counterparty risk exists in all leveraged products --- ## Version History - **v1.0**: Initial release combining breakout-momentum and mean reversion strategies - Includes ADX and BB Width filtering - ATRL/ATRX risk calculation system - 2-candle entry window for reversion trades --- ## Credits & License This indicator combines concepts from classical technical analysis including Bollinger Bands (John Bollinger), ATR (Welles Wilder), and ADX (Welles Wilder). The specific implementation and combination of filters is original work. **Use at your own risk. Trade responsibly.** --- *For questions, suggestions, or to report bugs, please comment below or contact the author.* **Remember: The best indicator is the one between your ears. Use this tool as part of a comprehensive trading plan, not as a standalone solution.**
Pine Script® 인디케이터
novaroma1의
Direction via Zone Break [by rukich]🟠 OVERVIEW The indicator shows the direction of movement and zones: SSL, BSL, FVG. Zones serve as support/resistance and as validation/invalidation of a movement reversal. 🟠 COMPONENTS The direction of movement is built based on a three-candle swing high (BSL) and swing low (SSL) pattern. If swing high (BSL) and swing low (SSL) are formed, and then an internal swing high/low is formed (depending on the direction of movement), then in case the initial movement continues — for example, in an upward movement — the new swing low (SSL) will be the minimum before the update, i.e., the internal low, while the swing high (BSL) will be formed according to the three-candle pattern. A change of direction is considered when a candle closes beyond the key swing high/low (BSL/SSL), depending on the direction of movement. For example, in an upward movement, a break occurs when a candle closes beyond the swing low (SSL). After that, the swing high (BSL) will be the nearest fractal (swing high), and the swing low (SSL) will be formed according to the three-candle pattern. All the above logic also applies to downward movements. Within each movement, there can be FVG zones, which can act as support/resistance or indicate weakness in the movement direction. Note: if the movement is upward, only bullish FVG+ will be displayed; if the movement is downward, only bearish FVG- will be displayed. Weakness of movement direction. For example, consider an upward impulse with the nearest FVG+ zone. If the price closes beyond the lower boundary of the zone, it will be considered invalidated (inv. FVG-), which in turn indicates weakness in the movement direction and a possible local short, which may subsequently lead to a break of the entire movement. 🟠 HOW TO USE There are only two visual settings in the configuration: Show previous SSL/BSL – enables/disables the display of all previous SSL/BSL zones Show Bullish/Bearish trend – enables/disables background shading between SSL and BSL for visual understanding of the movement direction On the chart, the following are displayed: Labels with current SSL/BSL FVG+- / inv. FVG+- zones, for trading in the movement direction In case the nearest FVG is invalidated, a label will appear with the text: Weak bullish/bearish & local short/long (this is not a signal, but only indicates the probability of a potential move based on the weakness of the nearest zone) 🟠 CONCLUSION The indicator helps determine the current movement with zones for trading in the direction, and also indicates movement weakness through invalidation of the nearest zones.
Pine Script® 인디케이터
rukich의
12
FluxPulse Beacon## FluxPulse Beacon FluxPulse Beacon applies a microstructure lens to every bar, combining directional thrust, realized volatility, and multi-timeframe liquidity checks to decide whether the tape is being pushed by real sponsorship or just noise. The oscillator's color-coded columns and adaptive burst thresholds transform complex flow dynamics into a single actionable flux score for futures and equities traders. HOW IT WORKS Momentum Extraction – Price differentials over a configurable pulse distance are smoothed using exponential moving averages to isolate directional thrust without reacting to single prints. Volatility + Liquidity Normalization – The momentum stream is divided by realized volatility and multiplied by both local and higher-timeframe EMA volume ratios, ensuring pulses only appear when volatility and liquidity align. Adaptive Thresholding – A volatility-derived standard deviation of flux is blended with the base threshold so bursts scale automatically between low-volatility and high-volatility market conditions. Divergence Engine – Linear regression slopes compare price vs. flux to tag bullish/bearish divergences, highlighting stealth accumulation or distribution zones. HOW TO USE IT Continuation Entries : Go with the trend when histogram bars stay above the adaptive threshold, the signal line confirms, and trend bias agrees—this is where liquidity-backed follow-through lives. Fade Plays : Watch for divergence alerts and shrinking compression values; when flux prints below zero yet price grinds higher, hidden selling pressure often precedes rollovers. Session Filter : Compression percentage in the diagnostics table instantly tells you whether to trade thin overnight sessions—low compression means stand down. VISUAL FEATURES Dynamic background heat maps flux magnitude, while threshold lines provide a quick read on whether a pulse is statistically significant. Diagnostics table displays live flux, signal, adaptive threshold, and compression for quick reference. Alert-first workflow: The surface is intentionally clean—bursts and divergences are delivered via alerts instead of on-chart clutter. PARAMETERS Trend EMA Length (default: 34): Defines the macro bias anchor; increase for higher-timeframe confirmation. Pulse Distance (default: 8): Controls how sensitive momentum extraction becomes. Volatility Window (default: 21): Sample window for realized volatility normalization. Liquidity Window (default: 55): Volume smoothing window that proxies liquidity expansion. Liquidity Reference TF (default: 60): Select a higher timeframe to cross-check whether current volume matches institutional flows. Adaptive Threshold (default: enabled): Disable for fixed thresholds on slower markets; enable for high-volatility assets. Base Burst Threshold (default: 1.25): Minimum flux magnitude that qualifies as an actionable pulse. ALERTS The indicator includes four alert conditions: Bull Burst: Detects upside liquidity pulses Bear Burst: Detects downside liquidity pulses Bull Divergence: Flags bullish delta divergence Bear Divergence: Flags bearish delta divergence LIMITATIONS This indicator is designed for liquid futures and equity markets. Performance may degrade in low-volume or highly illiquid instruments. The adaptive threshold system works best on timeframes where sufficient volatility history exists (typically 15-minute charts and above). Divergence signals are probabilistic and should be confirmed with price action. INSERT_CHART_SNAPSHOT_URL_HERE --- ## RangeLattice Mapper RangeLattice Mapper constructs a higher-timeframe scaffolding on any intraday chart, locking in structural highs/lows, mid/quarter grids, VWAP confluence, and live acceptance/break analytics. It provides a non-repainting overlay that turns range management into a disciplined process. HOW IT WORKS Structure Harvesting – Using request.security() , the script samples highs/lows from a user-selected timeframe (default 240 minutes) over a configurable lookback to establish the dominant range. Grid Construction – Midpoint and quarter levels are derived mathematically, mirroring how institutional traders map distribution/accumulation zones. Acceptance Detection – Consecutive closes inside the range flip an acceptance flag and darken the cloud, signaling balanced auction conditions. Break Confirmation – Multi-bar closes outside the structure raise break labels and alerts, filtering the countless fake-outs that plague breakout traders. VWAP Fan Overlay – Session VWAP plus ATR-based bands provide a live measure of flow centering relative to the lattice. HOW TO USE IT Range Plays : Fade taps of the outer rails only when acceptance is active and VWAP sits inside the grid—this is where mean-reversion works best. Breakout Plays : Wait for confirmed break labels before entering expansion trades; the dashboard's Width/ATR metric tells you if the expansion has enough fuel. Market Prep : Carry the same lattice from pre-market into regular trading hours by keeping the structure timeframe fixed; alerts keep you notified even when managing multiple tickers. VISUAL FEATURES Range Tap and Mid Pivot markers provide a tape-reading breadcrumb trail for journaling. Cloud fill opacity tightens when acceptance persists, visually signaling balance compressions ready to break. Dashboard displays absolute width, ATR-normalized width, and current state (Balanced vs Transitional) so you can glance across charts quickly. Acceptance Flag toggle: Keep the repeated acceptance squares hidden until you need to audit balance. PARAMETERS Structure Timeframe (default: 240): Choose the timeframe whose ranges matter most (4H for indices, Daily for stocks). Structure Lookback (default: 60): Bars sampled on the structure timeframe. Acceptance Bars (default: 8): How many consecutive bars inside the range confirm balance. Break Confirmation Bars (default: 3): Bars required outside the range to validate a breakout. ATR Reference (default: 14): ATR period for width normalization. Show Midpoint Grid (default: enabled): Display the midpoint and quarter levels. Show Adaptive VWAP Fan (default: enabled): Toggle the VWAP channel for assets where volume distribution matters most. Show Acceptance Flags (default: disabled): Turn the acceptance markers on/off for maximum visual control. Show Range Dashboard (default: enabled): Disable if screen space is limited, re-enable during prep sessions. ALERTS The indicator includes five alert conditions: Range High Tap: Price interacted with the RangeLattice high Range Low Tap: Price interacted with the RangeLattice low Range Mid Tap: Price interacted with the RangeLattice mid Range Break Up: Confirmed upside breakout Range Break Down: Confirmed downside breakout LIMITATIONS This indicator works best on liquid instruments with clear structural levels. On very low timeframes (1-minute and below), the structure may update too frequently to be useful. The acceptance/break confirmation system requires patience—faster traders may find the multi-bar confirmation too slow for scalping. The VWAP fan is session-based and resets daily, which may not suit all trading styles. ---
Pine Script® 인디케이터
officialjackofalltrades의
Day-Type Detector — Rejection / FNL / Outside / StopRun (Clean)Day-Type Detector — Rejection / FNL / Outside / Stop-Run (Clean Version) This indicator identifies four high-impact candlestick day-types commonly used in professional price-action and auction-market trading: Rejection Days, Failed New Low (FNL) Days, Outside Days, and Stop-Run Days. These patterns often precede major directional moves, reversals, and absorption events, making them particularly valuable for swing traders, positional traders, and short-term discretionary traders. The script is designed to work across all timeframes and is built around volatility-adjusted measurements using Average Daily Range (ADR) for accuracy and consistency. What This Indicator Detects 1. Rejection Day (Bullish & Bearish) A Rejection Day is a wide-range bar that rejects a previous extreme. The indicator identifies rejection based on: Range > ADR × threshold Long lower wick (for bullish) or long upper wick (for bearish) Close located in the strong zone of the day’s range These conditions highlight areas where aggressive counter-orderflow entered the market. 2. Failed New Low (FNL) / Failed New High An FNL day traps traders who attempted breakout selling or buying. The indicator checks for: A break beyond the previous session’s low or high Immediate rejection back inside Midpoint recapture conditions ADR-normalized range requirements These days often trigger powerful directional reversals. 3. Outside Day (Bullish & Bearish) An Outside Day is a statistically significant expansion day that breaks both the previous high and low. The script validates: High > previous high and low < previous low Range > ADR threshold Close beyond prior session extreme to complete the rejection sequence Outside Days often represent stop runs, shakeouts, or trend accelerations. 4. Stop-Run Day (Bullish & Bearish) Stop-Run Days are aggressive volatility expansions and tend to be the largest ranges within short windows. This detector identifies them using: Range > ADR × multiplier Close located near the extreme of the day (top for bullish, bottom for bearish) Strong body relative to total range Break above/below previous session extreme These patterns indicate capitulation or forced liquidation and are often followed by continuation or sharp counter-rotation. Key Features ✔ Historical Pattern Marking All qualifying bars are marked on the chart using plotshape() in global scope, ensuring full historical visibility. ✔ Event Logging & Table Display A table (top-right of the chart) displays the most recent pattern detections, including: Timestamp Pattern type Bar index This allows users to monitor and study past pattern occurrences without scanning the chart manually. ✔ ADR-Adjusted Detection Volatility uncertainty is removed by anchoring all thresholds to ADR. This ensures consistency across: Different symbols Different timeframes Different market regimes ✔ Alerts Included Alerts are preconfigured for: Rejection Day Bull / Bear FNL Bull / Bear Outside Day Bull / Bear Stop-Run Bull / Bear This allows the user to receive real-time notifications when major day-type structures develop. How to Use Add the indicator to any timeframe chart. Enable or disable: Historical markers History table ADR diagnostics Watch for shape markers or use alerts for real-time signals. Use the history table to review recent occurrences. Combine these day-types with: Market structure levels High/low volume nodes (LVNs) Support/resistance zones Trend context These day-types are most effective when they occur near meaningful structural levels because they show where strong order-flow entered the market. Best Practices Use higher timeframes (1H–1D) for swing entries. Confirm signals with market structure or volume profile. Treat these day-types as context, not standalone signals. Observe follow-through behavior in the next 1–3 bars after detection. Credits This script is based on concepts commonly seen in auction-market theory and professional price-action frameworks, such as Rejection Days, Failed New Lows, Outside Days, and Stop-Run behaviors. All calculations and logic have been rebuilt from scratch to ensure clean, reliable, and optimized Pine Script v6 execution.
Pine Script® 인디케이터
krkone의
1
Stochastic Hash Strat [Hash Capital Research]# Stochastic Hash Strategy by Hash Capital Research ## 🎯 What Is This Strategy? The **Stochastic Slow Strategy** is a momentum-based trading system that identifies oversold and overbought market conditions to capture mean-reversion opportunities. Think of it as a "buy low, sell high" approach with smart mathematical filters that remove emotion from your trading decisions. Unlike fast-moving indicators that generate excessive noise, this strategy uses **smoothed stochastic oscillators** to identify only the highest-probability setups when momentum truly shifts. --- ## 💡 Why This Strategy Works Most traders fail because they: - **Chase prices** after big moves (buying high, selling low) - **Overtrade** in choppy, directionless markets - **Exit too early** or hold losses too long This strategy solves all three problems: 1. **Entry Discipline**: Only trades when the stochastic oscillator crosses in extreme zones (oversold for longs, overbought for shorts) 2. **Cooldown Filter**: Prevents revenge trading by forcing a waiting period after each trade 3. **Fixed Risk/Reward**: Pre-defined stop-loss and take-profit levels ensure consistent risk management **The Math Behind It**: The stochastic oscillator measures where the current price sits relative to its recent high-low range. When it's below 25, the market is oversold (time to buy). When above 70, it's overbought (time to sell). The crossover with its moving average confirms momentum is shifting. --- ## 📊 Best Markets & Timeframes ### ⭐ OPTIMAL PERFORMANCE: **Crude Oil (WTI) - 12H Timeframe** - **Why it works**: Oil markets have predictable volatility patterns and respect technical levels **AAVE/USD - 4H to 12H Timeframe** - **Why it works**: DeFi tokens exhibit strong momentum cycles with clear extremes ### ✅ Also Works Well On: - **BTC/USD** (12H, Daily) - Lower frequency but high win rate - **ETH/USD** (8H, 12H) - Balanced volatility and liquidity - **Gold (XAU/USD)** (Daily) - Classic mean-reversion asset - **EUR/USD** (4H, 8H) - Lower volatility, requires patience ### ❌ Avoid Using On: - Timeframes below 4H (too much noise) - Low-liquidity altcoins (wide spreads kill performance) - Strongly trending markets without pullbacks (Bitcoin in 2021) - News-driven instruments during major events --- ## 🎛️ Understanding The Settings ### Core Stochastic Parameters **Stochastic Length (Default: 16)** - Controls the lookback period for price comparison - Lower = faster reactions, more signals (10-14 for volatile markets) - Higher = smoother signals, fewer trades (16-21 for stable markets) - **Pro tip**: Use 10 for crypto 4H, 16 for commodities 12H **Overbought Level (Default: 70)** - Threshold for short entries - Lower values (65-70) = more trades, earlier entries - Higher values (75-80) = fewer but higher-conviction trades - **Sweet spot**: 70 works for most assets **Oversold Level (Default: 25)** - Threshold for long entries - Higher values (25-30) = more trades, earlier entries - Lower values (15-20) = fewer but stronger bounce setups - **Sweet spot**: 20-25 depending on market conditions **Smooth K & Smooth D (Default: 7 & 3)** - Additional smoothing to filter out whipsaws - K=7 makes the indicator slower and more reliable - D=3 is the signal line that confirms the trend - **Don't change these unless you know what you're doing** --- ### Risk Management **Stop Loss % (Default: 2.2%)** - Automatically exits losing trades - Should be 1.5x to 2x your average market volatility - Too tight = death by a thousand cuts - Too wide = uncontrolled losses - **Calibration**: Check ATR indicator and set SL slightly above it **Take Profit % (Default: 7%)** - Automatically exits winning trades - Should be 2.5x to 3x your stop loss (reward-to-risk ratio) - This default gives 7% / 2.2% = 3.18:1 R:R - **The golden rule**: Never have R:R below 2:1 --- ### Trade Filters **Bar Cooldown Filter (Default: ON, 3 bars)** - **What it does**: Forces you to wait X bars after closing a trade before entering a new one - **Why it matters**: Prevents emotional revenge trading and overtrading in choppy markets - **Settings guide**: - 3 bars = Standard (good for most cases) - 5-7 bars = Conservative (oil, slow-moving assets) - 1-2 bars = Aggressive (only for experienced traders) **Exit on Opposite Extreme (Default: ON)** - Closes your long when stochastic hits overbought (and vice versa) - Acts as an early profit-taking mechanism - **Leave this ON** unless you're testing other exit strategies **Divergence Filter (Default: OFF)** - Looks for price/momentum divergences for additional confirmation - **When to enable**: Trending markets where you want fewer but higher-quality trades - **Keep OFF for**: Mean-reverting markets (oil, forex, most of the time) --- ## 🚀 Quick Start Guide ### Step 1: Set Up in TradingView 1. Open TradingView and navigate to your chart 2. Click "Pine Editor" at the bottom 3. Copy and paste the strategy code 4. Click "Add to Chart" 5. The strategy will appear in a separate pane below your price chart ### Step 2: Choose Your Market **If you're trading Crude Oil:** - Timeframe: 12H - Keep all default settings - Watch for signals during London/NY overlap (8am-11am EST) **If you're trading AAVE or crypto:** - Timeframe: 4H or 12H - Consider these adjustments: - Stochastic Length: 10-14 (faster) - Oversold: 20 (more aggressive) - Take Profit: 8-10% (higher targets) ### Step 3: Wait for Your First Signal **LONG Entry** (Green circle appears): - Stochastic crosses up below oversold level (25) - Price likely near recent lows - System places limit order at take profit and stop loss **SHORT Entry** (Red circle appears): - Stochastic crosses down above overbought level (70) - Price likely near recent highs - System places limit order at take profit and stop loss **EXIT** (Orange circle): - Position closes either at stop, target, or opposite extreme - Cooldown period begins ### Step 4: Let It Run The biggest mistake? **Interfering with the system.** - Don't close trades early because you're scared - Don't skip signals because you "have a feeling" - Don't increase position size after a big win - Don't revenge trade after a loss **Follow the system or don't use it at all.** --- ### Important Risks: 1. **Drawdown Pain**: You WILL experience losing streaks of 5-7 trades. This is mathematically normal. 2. **Whipsaw Markets**: Choppy, range-bound conditions can trigger multiple small losses. 3. **Gap Risk**: Overnight gaps can cause your actual fill to be worse than the stop loss. 4. **Slippage**: Real execution prices differ from backtested prices (factor in 0.1-0.2% slippage). --- ## 🔧 Optimization Guide ### When to Adjust Settings: **Market Volatility Increased?** - Widen stop loss by 0.5-1% - Increase take profit proportionally - Consider increasing cooldown to 5-7 bars **Getting Too Few Signals?** - Decrease stochastic length to 10-12 - Increase oversold to 30, decrease overbought to 65 - Reduce cooldown to 2 bars **Getting Too Many Losses?** - Increase stochastic length to 18-21 (slower, smoother) - Enable divergence filter - Increase cooldown to 5+ bars - Verify you're on the right timeframe ### A/B Testing Method: 1. **Run default settings for 50 trades** on your chosen market 2. Document: Win rate, profit factor, max drawdown, emotional tolerance 3. **Change ONE variable** (e.g., oversold from 25 to 20) 4. Run another 50 trades 5. Compare results 6. Keep the better version **Never change multiple settings at once** or you won't know what worked. --- ## 📚 Educational Resources ### Key Concepts to Learn: **Stochastic Oscillator** - Developed by George Lane in the 1950s - Measures momentum by comparing closing price to price range - Formula: %K = (Close - Low) / (High - Low) × 100 - Similar to RSI but more sensitive to price movements **Mean Reversion vs. Trend Following** - This is a **mean reversion** strategy (price returns to average) - Works best in ranging markets with defined support/resistance - Fails in strong trending markets (2017 Bitcoin, 2020 Tech stocks) - Complement with trend filters for better results **Risk:Reward Ratio** - The cornerstone of profitable trading - Winning 40% of trades with 3:1 R:R = profitable - Winning 60% of trades with 1:1 R:R = breakeven (after fees) - **This strategy aims for 45% win rate with 2.5-3:1 R:R** ### Recommended Reading: - *"Trading Systems and Methods"* by Perry Kaufman (Chapter on Oscillators) - *"Mean Reversion Trading Systems"* by Howard Bandy - *"The New Trading for a Living"* by Dr. Alexander Elder --- ## 🛠️ Troubleshooting ### "I'm not seeing any signals!" **Check:** - Is your timeframe 4H or higher? - Is the stochastic actually reaching extreme levels (check if your asset is stuck in middle range)? - Is cooldown still active from a previous trade? - Are you on a low-liquidity pair? **Solution**: Switch to a more volatile asset or lower the overbought/oversold thresholds. --- ### "The strategy keeps losing money!" **Check:** - What's your win rate? (Below 35% is concerning) - What's your profit factor? (Below 0.8 means serious issues) - Are you trading during major news events? - Is the market in a strong trend? **Solution**: 1. Verify you're using recommended markets/timeframes 2. Increase cooldown period to avoid choppy markets 3. Reduce position size to 5% while you diagnose 4. Consider switching to daily timeframe for less noise --- ### "My stop losses keep getting hit!" **Check:** - Is your stop loss tighter than the average ATR? - Are you trading during high-volatility sessions? - Is slippage eating into your buffer? **Solution**: 1. Calculate the 14-period ATR 2. Set stop loss to 1.5x the ATR value 3. Avoid trading right after market open or major news 4. Factor in 0.2% slippage for crypto, 0.1% for oil --- ## 💪 Pro Tips from the Trenches ### Psychological Discipline **The Three Deadly Sins:** 1. **Skipping signals** - "This one doesn't feel right" 2. **Early exits** - "I'll just take profit here to be safe" 3. **Revenge trading** - "I need to make back that loss NOW" **The Solution:** Treat your strategy like a business system. Would McDonald's skip making fries because the cashier "doesn't feel like it today"? No. Systems work because of consistency. --- ### Position Management **Scaling In/Out** (Advanced) - Enter 50% position at signal - Add 50% if stochastic reaches 10 (oversold) or 90 (overbought) - Exit 50% at 1.5x take profit, let the rest run **This is NOT for beginners.** Master the basic system first. --- ### Market Awareness **Oil Traders:** - OPEC meetings = volatility spikes (avoid or widen stops) - US inventory reports (Wed 10:30am EST) = avoid trading 2 hours before/after - Summer driving season = different patterns than winter **Crypto Traders:** - Monday-Tuesday = typically lower volatility (fewer signals) - Thursday-Sunday = higher volatility (more signals) - Avoid trading during exchange maintenance windows --- ## ⚖️ Legal Disclaimer This trading strategy is provided for **educational purposes only**. - Past performance does not guarantee future results - Trading involves substantial risk of loss - Only trade with capital you can afford to lose - No one associated with this strategy is a licensed financial advisor - You are solely responsible for your trading decisions **By using this strategy, you acknowledge that you understand and accept these risks.** --- ## 🙏 Acknowledgments Strategy development inspired by: - George Lane's original Stochastic Oscillator work - Modern quantitative trading research - Community feedback from hundreds of backtests Built with ❤️ for retail traders who want systematic, disciplined approaches to the markets. --- **Good luck, stay disciplined, and trade the system, not your emotions.**
Pine Script™ 전략
Hash_Capital의
Automated Intraday Key LevelsThis indicator is designed for day traders who focus on price action and key support/resistance levels. It automates the morning routine of marking up charts by instantly plotting critical levels from the Previous Day, the Premarket Session, and the Current Live Session. Instead of manually drawing lines every morning, this script dynamically calculates and anchors these levels to the market open, extending them across the trading day for a clean, professional workspace. Key Features 1. Previous Day Context (Static - White Lines) Before the market opens, it is crucial to know where price closed and traded yesterday. Prev High & Low: Major support/resistance boundaries. Prev Close: A magnetic level often used for "Gap Fill" strategies. Prev Open: Provides context on yesterday's directional sentiment. 2. Premarket Session (Static - Orange Lines) The script fetches data from the Extended Trading Hours session (04:00 – 09:30 EST) to identify the overnight range. PM High & Low: A breakout above the PM High or breakdown below the PM Low often signals the start of a trend day. PM Midpoint (Dashed): Represents the overnight equilibrium. Staying above this level indicates early bullish strength. 3. Current Day Stats (Dynamic - Blue Lines) Once the Regular Trading Hours (RTH) begin, the script tracks live price action. Day High (HOD) & Low (LOD): These lines update in real-time as price pushes new extremes. They are thicker to denote their importance as immediate liquidity zones. Day Midpoint (Dashed): Calculated as (High + Low) / 2. This is a dynamic trend filter; price holding above the daily midpoint suggests buyers are in control, while trading below suggests seller dominance. Visual Guide To keep the chart clean and readable, the levels are color-coded: 🟦 Solid Blue (Width 2): Current Day High / Low (The most active levels). 🟦 Dashed Blue: Current Day Midpoint (50% Retracement level). 🟧 Solid Orange: Premarket High / Low. 🟧 Dashed Orange: Premarket Midpoint. ⬜ Solid White: Previous Day Open, High, Low, Close. All lines are anchored to the 09:30 EST start time to keep the pre-market area of your chart uncluttered.
Pine Script® 인디케이터
ombvexx27의
Scout Regiment - MACD# Scout Regiment - MACD Indicator ## English Documentation ### Overview Scout Regiment - MACD is an advanced implementation of the Moving Average Convergence Divergence indicator with enhanced features including dual divergence detection (histogram and MACD line), customizable moving average types, multi-timeframe analysis, and sophisticated visual elements. This indicator provides traders with comprehensive momentum analysis and high-probability reversal signals. ### What is MACD? MACD (Moving Average Convergence Divergence) is a trend-following momentum indicator that shows the relationship between two moving averages: - **MACD Line**: Difference between fast and slow EMAs - **Signal Line**: Moving average of the MACD line - **Histogram**: Difference between MACD line and signal line - **Purpose**: Identifies trend direction, momentum strength, and potential reversals ### Key Features #### 1. **Enhanced MACD Display** **Three Core Components:** **MACD Line** (Default: Blue/Orange, 2px) - Fast EMA (13) minus Slow EMA (34) - Shows momentum direction - Color changes based on position relative to signal line: - Blue: Above signal line (bullish) - Orange: Below signal line (bearish) - Can be toggled on/off **Signal Line** (Default: White/Blue with transparency, 2px) - EMA (9) of the MACD line - Serves as trigger line for crossover signals - Color varies based on settings - Essential for identifying entry/exit points **Histogram** (Default: 4-color gradient, 4px columns) - Difference between MACD and signal line - Visual representation of momentum strength - Advanced 4-color scheme: - **Dark Green (#26A69A)**: Positive and increasing (strong bullish) - **Light Green (#B2DFDB)**: Positive but decreasing (weakening bullish) - **Dark Red (#FF5252)**: Negative and decreasing (strong bearish) - **Light Red (#FFCDD2)**: Negative but increasing (weakening bearish) - Histogram tells the "story" of momentum changes #### 2. **Customizable Moving Average Types** **Oscillator MA Type** (MACD Line calculation): - **EMA** (Exponential) - Default, more responsive - **SMA** (Simple) - Smoother, less responsive **Signal Line MA Type**: - **EMA** (Exponential) - Default, faster signals - **SMA** (Simple) - Slower, fewer false signals **Flexibility**: Mix and match for different trading styles - EMA/EMA: Most responsive (day trading) - SMA/SMA: Smoothest (swing trading) - EMA/SMA or SMA/EMA: Balanced approaches #### 3. **Multi-Timeframe Capability** **Current Chart Period** (Default: Enabled) - Uses current timeframe automatically - Simplest option for most traders **Custom Timeframe Selection** - Calculate MACD on any timeframe - Display higher timeframe MACD on lower timeframe charts - Example: View 1H MACD on 15min chart - **Use Case**: Align lower timeframe trades with higher timeframe momentum #### 4. **Visual Enhancement Features** **Golden Cross / Death Cross Markers** - Circles mark crossover points - Color matches MACD line color - Clearly identifies entry/exit signals - Can be toggled on/off **Zero Line** (White, 2px solid) - Reference for positive/negative momentum - Critical level for trend identification - MACD above zero = Bullish bias - MACD below zero = Bearish bias **Color Transitions** - MACD line changes color at signal line crosses - Histogram shows momentum acceleration/deceleration - Provides early warning of trend changes #### 5. **Dual Divergence Detection System** This indicator features TWO separate divergence detection systems: **A. Histogram Divergence Detection** - **Purpose**: Earlier divergence signals (most sensitive) - **Detects**: Regular bullish and bearish divergences - **Label**: "H涨" (Histogram Up), "H跌" (Histogram Down) - **Special Feature**: Same-sign requirement option - Top divergence: Both histogram points must be positive - Bottom divergence: Both histogram points must be negative - Filters out less reliable divergences **B. MACD Line Divergence Detection** - **Purpose**: Stronger, more reliable divergences - **Detects**: Regular bullish and bearish divergences - **Label**: "M涨" (MACD Up), "M跌" (MACD Down) - **Use**: Confirmation of histogram divergences or standalone **Divergence Types Explained:** **Regular Bullish Divergence (Yellow)** - **Price**: Lower lows - **Indicator**: Higher lows (histogram OR MACD line) - **Signal**: Potential upward reversal - **Best**: Near support levels, oversold conditions - **Entry**: After price breaks above recent resistance **Regular Bearish Divergence (Blue)** - **Price**: Higher highs - **Indicator**: Lower highs (histogram OR MACD line) - **Signal**: Potential downward reversal - **Best**: Near resistance levels, overbought conditions - **Entry**: After price breaks below recent support #### 6. **Advanced Divergence Parameters** **Histogram Divergence Settings:** - **Price Reference**: Wicks (default) or Bodies - **Right Lookback**: Bars to right of pivot (default: 2) - **Left Lookback**: Bars to left of pivot (default: 5) - **Max Range**: Maximum bars between divergences (default: 60) - **Min Range**: Minimum bars between divergences (default: 5) - **Same Sign Requirement**: Ensures both histogram points have same sign - **Show Regular Divergence**: Toggle display - **Show Labels**: Toggle divergence labels **MACD Line Divergence Settings:** - **Price Reference**: Wicks (default) or Bodies - **Right Lookback**: Bars to right of pivot (default: 1) - **Left Lookback**: Bars to left of pivot (default: 5) - **Max Range**: Maximum bars between divergences (default: 60) - **Min Range**: Minimum bars between divergences (default: 5) - **Show Regular Divergence**: Toggle display - **Show Labels**: Toggle divergence labels **Independent Control**: Adjust histogram and MACD line divergences separately ### Configuration Settings #### MACD Basic Settings - **Fast EMA Period**: Fast moving average length (default: 13) - **Slow EMA Period**: Slow moving average length (default: 34) - **Signal Line Period**: Signal line length (default: 9) - **Use Current Chart Period**: Auto-adjust to current timeframe - **Select Period**: Choose custom timeframe - **Show MACD & Signal Lines**: Toggle lines display - **Show Cross Markers**: Toggle golden/death cross dots - **Show Histogram**: Toggle histogram display - **Show Crossover Color Change**: Enable MACD line color change - **Show Histogram Colors**: Enable 4-color histogram scheme - **Oscillator MA Type**: Choose SMA or EMA for MACD - **Signal Line MA Type**: Choose SMA or EMA for signal #### Histogram Divergence Settings - **Show Histogram Divergence**: Enable histogram divergence detection - **Price Reference**: Wicks or Bodies for price comparison - **Right/Left Lookback**: Pivot detection parameters - **Max/Min Range**: Distance constraints between pivots - **Show Regular Divergence**: Display histogram divergence lines - **Show Labels**: Display histogram divergence labels - **Require Same Sign**: Enforce histogram sign consistency #### MACD Line Divergence Settings - **Show MACD Line Divergence**: Enable MACD line divergence detection - **Price Reference**: Wicks or Bodies for price comparison - **Right/Left Lookback**: Pivot detection parameters - **Max/Min Range**: Distance constraints between pivots - **Show Regular Divergence**: Display MACD line divergence lines - **Show Labels**: Display MACD line divergence labels ### How to Use #### For Basic Trend Following 1. **Enable Core Components** - MACD line, signal line, and histogram - Enable cross markers 2. **Identify Trend** - MACD above zero = Uptrend - MACD below zero = Downtrend 3. **Watch for Crossovers** - Golden cross (MACD crosses above signal) = Buy signal - Death cross (MACD crosses below signal) = Sell signal 4. **Confirm with Histogram** - Increasing histogram = Strengthening trend - Decreasing histogram = Weakening trend #### For Divergence Trading 1. **Enable Both Divergence Systems** - Histogram divergence (early signals) - MACD line divergence (confirmation) 2. **Wait for Divergence Signals** - "H涨" or "H跌" = Early warning - "M涨" or "M跌" = Confirmation 3. **Best Divergences** - Both histogram AND MACD line showing divergence - Divergence at key support/resistance levels - Multiple divergences on same trend 4. **Entry Timing** - Wait for price structure break - Enter on pullback after confirmation - Use MACD crossover as trigger #### For Multi-Timeframe Analysis 1. **Set Higher Timeframe** - Example: 4H MACD on 1H chart - Uncheck "Use Current Chart Period" - Select desired timeframe 2. **Identify Higher TF Trend** - MACD position relative to zero - MACD vs signal line relationship 3. **Trade with HTF Direction** - Only take long signals if HTF MACD bullish - Only take short signals if HTF MACD bearish 4. **Use Current TF for Entries** - Higher TF for bias - Current TF for precise timing #### For Histogram Analysis 1. **Enable 4-Color Histogram** - Watch color transitions - Dark colors = Strong momentum - Light colors = Weakening momentum 2. **Momentum Stages** - Dark green → Light green = Bullish losing steam - Light red → Dark red = Bearish gaining strength 3. **Trade Transitions** - Light green to light red = Momentum shift (potential reversal) - Entry on confirmation crossover ### Trading Strategies #### Strategy 1: Classic MACD Crossover **Setup:** - Standard settings (13/34/9) - Enable MACD, signal line, and cross markers - Clear trend on higher timeframe **Entry:** - **Long**: Golden cross (circle marker) above zero line - **Short**: Death cross (circle marker) below zero line **Confirmation:** - Histogram color supporting direction - Volume increase helps **Stop Loss:** - Below recent swing low (long) - Above recent swing high (short) **Exit:** - Opposite crossover - MACD crosses zero line against position **Best For:** Trend following, clear trending markets #### Strategy 2: Zero Line Bounce **Setup:** - Enable all components - Established trend (MACD staying one side of zero) - Wait for pullback to zero line **Entry:** - **Long**: MACD touches zero from above, bounces up with golden cross - **Short**: MACD touches zero from below, bounces down with death cross **Confirmation:** - Histogram color change - Price at support/resistance **Stop Loss:** - Just beyond zero line (opposite side) **Exit:** - Target previous extreme - Or opposite crossover **Best For:** Trend continuation, strong markets #### Strategy 3: Dual Divergence Confirmation **Setup:** - Enable both histogram and MACD line divergences - Price at extreme (high/low) - Wait for divergence signals **Entry:** - **Long**: Both "H涨" AND "M涨" labels appear - **Short**: Both "H跌" AND "M跌" labels appear **Confirmation:** - Price breaks structure - Volume increase - Golden/death cross confirms **Stop Loss:** - Beyond divergence pivot point **Exit:** - MACD crosses zero line - Or opposite divergence appears **Best For:** Reversal trading, swing trading #### Strategy 4: Histogram Color Transition **Setup:** - Enable 4-color histogram - Focus on color changes - Price in trend **Entry:** - **Long**: Light red → Light green transition + golden cross - **Short**: Light green → Light red transition + death cross **Rationale:** - Light colors show momentum exhaustion - Color flip = momentum shift - Early entry before full trend reversal **Stop Loss:** - Recent swing point **Exit:** - Histogram color turns light against position - Or at predetermined target **Best For:** Scalping, day trading, early entries #### Strategy 5: Multi-Timeframe Momentum **Setup:** - Display higher timeframe MACD (e.g., 4H on 1H chart) - Current chart shows current momentum - Higher TF shows overall bias **Entry:** - **Long**: HTF MACD above zero + current TF golden cross - **Short**: HTF MACD below zero + current TF death cross **Confirmation:** - HTF histogram supporting direction - Both timeframes aligned **Stop Loss:** - Based on current timeframe structure **Exit:** - Current TF opposite crossover - Or HTF MACD momentum weakens **Best For:** Swing trading, high-probability setups #### Strategy 6: Histogram-Only Divergence Scout **Setup:** - Enable only histogram divergence - Use "same sign requirement" - Focus on early signals **Entry:** - **Long**: "H涨" label + price at support - **Short**: "H跌" label + price at resistance **Confirmation:** - Wait for MACD/signal crossover - Or price structure break **Advantage:** - Earliest divergence signals - Get in before crowd **Risk:** - More false signals than MACD line divergence - Requires strict confirmation **Stop Loss:** - Tight stop beyond entry bar **Exit:** - Quick targets (30-50% of expected move) - Or trail stop **Best For:** Active traders, scalpers seeking early entries ### Best Practices #### MACD Period Selection **Standard (13/34/9)** - Default - Balanced for most markets - Good for day trading and swing trading - Widely used, works with general market psychology **Faster (8/21/5 or 12/26/9)** - More responsive - More signals, more noise - Best for: Scalping, volatile markets - Risk: More false signals **Slower (21/55/13)** - Smoother signals - Fewer but stronger signals - Best for: Swing trading, position trading - Benefit: Higher reliability #### Histogram vs MACD Line Divergences **Histogram Divergence:** - ✅ Earlier signals - ✅ Catch moves before others - ❌ More false signals - ❌ Requires confirmation - **Best for**: Active traders, scalpers **MACD Line Divergence:** - ✅ More reliable - ✅ Stronger divergences - ❌ Later signals - ❌ May miss early moves - **Best for**: Swing traders, conservative traders **Both Together:** - ✅ Maximum confidence - ✅ Histogram for alert, MACD for confirmation - ✅ Highest probability setups - **Best for**: All traders seeking quality over quantity #### Same Sign Requirement Feature **Enabled (Recommended):** - Filters low-quality divergences - Top divergence: Both histogram points positive - Bottom divergence: Both histogram points negative - Results in fewer but more reliable signals **Disabled:** - More divergence signals - Includes zero-line crossing divergences - Higher false signal rate - Only for experienced traders #### Price Reference: Wicks vs Bodies **Wicks (Default):** - Uses high/low prices - Catches all extremes - More divergences detected - Best for: Most trading styles **Bodies:** - Uses open/close prices - Filters out spike movements - Fewer but cleaner divergences - Best for: Noisy markets, crypto #### Visual Settings Recommendations **For Beginners:** - Enable: MACD line, signal line, histogram - Enable: Cross markers - Enable: Histogram colors - Disable: Both divergence systems initially - Focus: Learn basic crossovers first **For Intermediate:** - All basic components - Add: Histogram divergence only - Use: Same sign requirement - Focus: Early reversal signals **For Advanced:** - All components - Both divergence systems - Custom parameters per market - Multi-timeframe analysis - Focus: High-probability confluence setups ### Indicator Combinations **With Moving Averages (EMAs):** - EMAs (21/55/144) show trend - MACD shows momentum - Enter when both align - Exit when MACD turns first **With RSI:** - RSI for overbought/oversold - MACD for momentum confirmation - Divergence on both = Extremely strong signal - RSI + MACD divergence = High probability trade **With Volume:** - Volume confirms MACD signals - Crossover + volume spike = Valid breakout - Divergence + volume divergence = Strong reversal **With Support/Resistance:** - S/R levels for entry/exit targets - MACD divergence at levels = Highest probability - MACD crossover at level = Strong confirmation **With Bias Indicator:** - Bias shows price deviation from EMA - MACD shows momentum - Both diverging = Powerful reversal signal - Bias extreme + MACD divergence = High conviction trade **With OBV:** - OBV shows volume trend - MACD shows price momentum - OBV + MACD divergence = Volume not supporting price - Strong reversal indication **With KSI (RSI/CCI):** - KSI for oscillator extremes - MACD for momentum direction - KSI extreme + MACD divergence = Reversal likely - All aligned = Maximum confidence ### Common MACD Patterns 1. **Bullish Cross Above Zero**: Strong uptrend continuation signal 2. **Bearish Cross Below Zero**: Strong downtrend continuation signal 3. **Zero Line Rejection**: Price respects zero as support/resistance 4. **Histogram Peak**: Momentum climax, watch for reversal 5. **Double Divergence**: Two divergences without reversal = Very strong signal when it finally reverses 6. **Histogram Convergence**: Histogram narrowing = Trend losing steam 7. **Signal Line Hug**: MACD stays close to signal = Consolidation, expect breakout ### Performance Tips - Start with default settings (13/34/9 EMA/EMA) - Test one divergence system at a time - Use same sign requirement initially - Enable cross markers for clear signals - Adjust lookback parameters per market volatility - Higher timeframe MACD more reliable than lower - Combine histogram early signal with MACD line confirmation - Don't trade every divergence - wait for best setups ### Alert Conditions While not explicitly coded, you can set custom alerts on: - MACD crossing above/below signal line - MACD crossing above/below zero line - Histogram crossing zero - When divergence labels appear (using visual alerts) --- ## 中文说明文档 ### 概述 Scout Regiment - MACD 是移动平均线收敛发散指标的高级实现版本，具有增强功能，包括双重背离检测（直方图和MACD线）、可自定义的移动平均类型、多时间框架分析和复杂的视觉元素。该指标为交易者提供全面的动量分析和高概率反转信号。 ### 什么是MACD？ MACD（移动平均线收敛发散）是一个趋势跟随动量指标，显示两条移动平均线之间的关系： - **MACD线**：快速和慢速EMA之间的差值 - **信号线**：MACD线的移动平均 - **直方图**：MACD线和信号线之间的差值 - **用途**：识别趋势方向、动量强度和潜在反转 ### 核心功能 #### 1. **增强的MACD显示** **三个核心组件：** **MACD线**（默认：蓝色/橙色，2像素） - 快速EMA（13）减去慢速EMA（34） - 显示动量方向 - 根据相对于信号线的位置改变颜色： - 蓝色：信号线上方（看涨） - 橙色：信号线下方（看跌） - 可开关显示 **信号线**（默认：白色/蓝色带透明度，2像素） - MACD线的EMA（9） - 作为交叉信号的触发线 - 颜色根据设置变化 - 识别进出场点的关键 **直方图**（默认：4色渐变，4像素柱） - MACD和信号线之间的差值 - 动量强度的视觉表示 - 高级4色方案： - **深绿色（#26A69A）**：正值且增加（强劲看涨） - **浅绿色（#B2DFDB）**：正值但减少（看涨减弱） - **深红色（#FF5252）**：负值且减少（强劲看跌） - **浅红色（#FFCDD2）**：负值但增加（看跌减弱） - 直方图讲述动量变化的"故事" #### 2. **可自定义的移动平均类型** **振荡器MA类型**（MACD线计算）： - **EMA**（指数）- 默认，反应更快 - **SMA**（简单）- 更平滑，反应较慢 **信号线MA类型**： - **EMA**（指数）- 默认，更快信号 - **SMA**（简单）- 更慢，假信号更少 **灵活性**：混合搭配以适应不同交易风格 - EMA/EMA：最灵敏（日内交易） - SMA/SMA：最平滑（波段交易） - EMA/SMA或SMA/EMA：平衡方法 #### 3. **多时间框架功能** **当前图表周期**（默认：启用） - 自动使用当前时间框架 - 大多数交易者的最简单选项 **自定义时间框架选择** - 在任何时间框架上计算MACD - 在低时间框架图表上显示高时间框架MACD - 示例：在15分钟图上查看1小时MACD - **使用场景**：使低时间框架交易与高时间框架动量保持一致 #### 4. **视觉增强功能** **金叉/死叉标记** - 圆点标记交叉点 - 颜色与MACD线颜色匹配 - 清晰识别进出场信号 - 可开关 **零线**（白色，2像素实线） - 正负动量的参考 - 趋势识别的关键水平 - MACD在零线上方 = 看涨偏向 - MACD在零线下方 = 看跌偏向 **颜色转换** - MACD线在信号线交叉处改变颜色 - 直方图显示动量加速/减速 - 提供趋势变化的早期警告 #### 5. **双重背离检测系统** 该指标具有两个独立的背离检测系统： **A. 直方图背离检测** - **用途**：更早的背离信号（最敏感） - **检测**：常规看涨和看跌背离 - **标签**："H涨"（直方图上涨）、"H跌"（直方图下跌） - **特殊功能**：同符号要求选项 - 顶背离：两个直方图点都必须为正 - 底背离：两个直方图点都必须为负 - 过滤不太可靠的背离 **B. MACD线背离检测** - **用途**：更强、更可靠的背离 - **检测**：常规看涨和看跌背离 - **标签**："M涨"（MACD上涨）、"M跌"（MACD下跌） - **用途**：确认直方图背离或独立使用 **背离类型说明：** **常规看涨背离（黄色）** - **价格**：更低的低点 - **指标**：更高的低点（直方图或MACD线） - **信号**：潜在向上反转 - **最佳**：在支撑水平附近、超卖状况 - **入场**：价格突破近期阻力后 **常规看跌背离（蓝色）** - **价格**：更高的高点 - **指标**：更低的高点（直方图或MACD线） - **信号**：潜在向下反转 - **最佳**：在阻力水平附近、超买状况 - **入场**：价格跌破近期支撑后 #### 6. **高级背离参数** **直方图背离设置：** - **价格参考**：影线（默认）或实体 - **右侧回溯**：枢轴点右侧K线数（默认：2） - **左侧回溯**：枢轴点左侧K线数（默认：5） - **最大范围**：背离之间最大K线数（默认：60） - **最小范围**：背离之间最小K线数（默认：5） - **同符号要求**：确保两个直方图点符号相同 - **显示常规背离**：切换显示 - **显示标签**：切换背离标签 **MACD线背离设置：** - **价格参考**：影线（默认）或实体 - **右侧回溯**：枢轴点右侧K线数（默认：1） - **左侧回溯**：枢轴点左侧K线数（默认：5） - **最大范围**：背离之间最大K线数（默认：60） - **最小范围**：背离之间最小K线数（默认：5） - **显示常规背离**：切换显示 - **显示标签**：切换背离标签 **独立控制**：分别调整直方图和MACD线背离 ### 配置设置 #### MACD基础设置 - **快速EMA周期**：快速移动平均长度（默认：13） - **慢速EMA周期**：慢速移动平均长度（默认：34） - **信号线周期**：信号线长度（默认：9） - **使用当前图表周期**：自动调整到当前时间框架 - **选择周期**：选择自定义时间框架 - **显示MACD线和信号线**：切换线条显示 - **显示金叉死叉圆点标记**：切换金叉/死叉圆点 - **显示直方图**：切换直方图显示 - **显示穿越变化MACD线**：启用MACD线颜色变化 - **显示直方图颜色**：启用4色直方图方案 - **振荡器MA类型**：为MACD选择SMA或EMA - **信号线MA类型**：为信号线选择SMA或EMA #### 直方图背离设置 - **显示直方图背离信号**：启用直方图背离检测 - **价格参考**：影线或实体用于价格比较 - **右侧/左侧回溯**：枢轴检测参数 - **最大/最小范围**：枢轴之间的距离约束 - **显示直方图常规背离**：显示直方图背离线 - **显示直方图常规背离标签**：显示直方图背离标签 - **要求背离点柱状图同符号**：强制直方图符号一致性 #### MACD线背离设置 - **显示MACD线背离信号**：启用MACD线背离检测 - **价格参考**：影线或实体用于价格比较 - **右侧/左侧回溯**：枢轴检测参数 - **最大/最小范围**：枢轴之间的距离约束 - **显示线常规背离**：显示MACD线背离线 - **显示线常规背离标签**：显示MACD线背离标签 ### 使用方法 #### 基础趋势跟随 1. **启用核心组件** - MACD线、信号线和直方图 - 启用交叉标记 2. **识别趋势** - MACD在零线上方 = 上升趋势 - MACD在零线下方 = 下降趋势 3. **观察交叉** - 金叉（MACD向上穿越信号线）= 买入信号 - 死叉（MACD向下穿越信号线）= 卖出信号 4. **用直方图确认** - 直方图增加 = 趋势加强 - 直方图减少 = 趋势减弱 #### 背离交易 1. **启用两个背离系统** - 直方图背离（早期信号） - MACD线背离（确认） 2. **等待背离信号** - "H涨"或"H跌" = 早期警告 - "M涨"或"M跌" = 确认 3. **最佳背离** - 直方图和MACD线都显示背离 - 在关键支撑/阻力水平的背离 - 同一趋势上多个背离 4. **入场时机** - 等待价格结构突破 - 确认后回调时进入 - 使用MACD交叉作为触发 #### 多时间框架分析 1. **设置更高时间框架** - 示例：在1小时图上显示4小时MACD - 取消勾选"使用当前图表周期" - 选择所需时间框架 2. **识别更高TF趋势** - MACD相对于零线的位置 - MACD与信号线的关系 3. **顺HTF方向交易** - 仅在HTF MACD看涨时接受多头信号 - 仅在HTF MACD看跌时接受空头信号 4. **使用当前TF入场** - 更高TF确定偏向 - 当前TF精确定时 #### 直方图分析 1. **启用4色直方图** - 观察颜色转换 - 深色 = 强动量 - 浅色 = 动量减弱 2. **动量阶段** - 深绿色→浅绿色 = 看涨失去动力 - 浅红色→深红色 = 看跌获得力量 3. **交易转换** - 浅绿色到浅红色 = 动量转变（潜在反转） - 确认交叉时入场 ### 交易策略 #### 策略1：经典MACD交叉 **设置：** - 标准设置（13/34/9） - 启用MACD、信号线和交叉标记 - 更高时间框架明确趋势 **入场：** - **多头**：零线上方金叉（圆点标记） - **空头**：零线下方死叉（圆点标记） **确认：** - 直方图颜色支持方向 - 成交量增加有帮助 **止损：** - 近期波动低点之下（多头） - 近期波动高点之上（空头） **离场：** - 相反交叉 - MACD反向穿越零线 **适合：**趋势跟随、明确趋势市场 #### 策略2：零线反弹 **设置：** - 启用所有组件 - 已建立趋势（MACD保持在零线一侧） - 等待回调至零线 **入场：** - **多头**：MACD从上方触及零线，向上反弹并金叉 - **空头**：MACD从下方触及零线，向下反弹并死叉 **确认：** - 直方图颜色变化 - 价格在支撑/阻力位 **止损：** - 零线对面一侧 **离场：** - 目标前一极值 - 或相反交叉 **适合：**趋势延续、强势市场 #### 策略3：双重背离确认 **设置：** - 启用直方图和MACD线背离 - 价格在极值（高点/低点） - 等待背离信号 **入场：** - **多头**："H涨"和"M涨"标签都出现 - **空头**："H跌"和"M跌"标签都出现 **确认：** - 价格突破结构 - 成交量增加 - 金叉/死叉确认 **止损：** - 背离枢轴点之外 **离场：** - MACD穿越零线 - 或出现相反背离 **适合：**反转交易、波段交易 #### 策略4：直方图颜色转换 **设置：** - 启用4色直方图 - 关注颜色变化 - 价格处于趋势 **入场：** - **多头**：浅红色→浅绿色转换 + 金叉 - **空头**：浅绿色→浅红色转换 + 死叉 **原理：** - 浅色显示动量衰竭 - 颜色翻转 = 动量转变 - 完全趋势反转前的早期入场 **止损：** - 近期波动点 **离场：** - 直方图颜色变为反向浅色 - 或预定目标 **适合：**剥头皮、日内交易、早期入场 #### 策略5：多时间框架动量 **设置：** - 显示更高时间框架MACD（例如，在1小时图上显示4小时） - 当前图表显示当前动量 - 更高TF显示整体偏向 **入场：** - **多头**：HTF MACD在零线上方 + 当前TF金叉 - **空头**：HTF MACD在零线下方 + 当前TF死叉 **确认：** - HTF直方图支持方向 - 两个时间框架对齐 **止损：** - 基于当前时间框架结构 **离场：** - 当前TF相反交叉 - 或HTF MACD动量减弱 **适合：**波段交易、高概率设置 #### 策略6：仅直方图背离侦察 **设置：** - 仅启用直方图背离 - 使用"同符号要求" - 关注早期信号 **入场：** - **多头**："H涨"标签 + 价格在支撑位 - **空头**："H跌"标签 + 价格在阻力位 **确认：** - 等待MACD/信号线交叉 - 或价格结构突破 **优势：** - 最早的背离信号 - 在大众之前进入 **风险：** - 比MACD线背离假信号更多 - 需要严格确认 **止损：** - 入场K线之外紧密止损 **离场：** - 快速目标（预期波动的30-50%） - 或移动止损 **适合：**活跃交易者、寻求早期入场的剥头皮交易者 ### 最佳实践 #### MACD周期选择 **标准（13/34/9）** - 默认 - 大多数市场的平衡 - 适合日内交易和波段交易 - 广泛使用，符合一般市场心理 **更快（8/21/5或12/26/9）** - 更灵敏 - 更多信号，更多噪音 - 最适合：剥头皮、波动市场 - 风险：更多假信号 **更慢（21/55/13）** - 更平滑的信号 - 信号较少但更强 - 最适合：波段交易、仓位交易 - 优势：更高可靠性 #### 直方图vs MACD线背离 **直方图背离：** - ✅ 更早信号 - ✅ 在其他人之前捕捉波动 - ❌ 更多假信号 - ❌ 需要确认 - **最适合**：活跃交易者、剥头皮交易者 **MACD线背离：** - ✅ 更可靠 - ✅ 更强的背离 - ❌ 信号较晚 - ❌ 可能错过早期波动 - **最适合**：波段交易者、保守交易者 **两者结合：** - ✅ 最大信心 - ✅ 直方图警报，MACD确认 - ✅ 最高概率设置 - **最适合**：所有寻求质量而非数量的交易者 #### 同符号要求功能 **启用（推荐）：** - 过滤低质量背离 - 顶背离：两个直方图点都为正 - 底背离：两个直方图点都为负 - 产生更少但更可靠的信号 **禁用：** - 更多背离信号 - 包括零线穿越背离 - 假信号率更高 - 仅适合有经验的交易者 #### 价格参考：影线vs实体 **影线（默认）：** - 使用最高/最低价 - 捕捉所有极值 - 检测到更多背离 - 最适合：大多数交易风格 **实体：** - 使用开盘/收盘价 - 过滤突刺波动 - 背离更少但更干净 - 最适合：噪音市场、加密货币 #### 视觉设置建议 **新手：** - 启用：MACD线、信号线、直方图 - 启用：交叉标记 - 启用：直方图颜色 - 禁用：初始禁用两个背离系统 - 重点：先学习基本交叉 **中级：** - 所有基本组件 - 添加：仅直方图背离 - 使用：同符号要求 - 重点：早期反转信号 **高级：** - 所有组件 - 两个背离系统 - 每个市场自定义参数 - 多时间框架分析 - 重点：高概率汇合设置 ### 指标组合 **与移动平均线（EMA）配合：** - EMA（21/55/144）显示趋势 - MACD显示动量 - 两者一致时进入 - MACD先转向时退出 **与RSI配合：** - RSI用于超买超卖 - MACD用于动量确认 - 两者都背离 = 极强信号 - RSI + MACD背离 = 高概率交易 **与成交量配合：** - 成交量确认MACD信号 - 交叉 + 成交量激增 = 有效突破 - 背离 + 成交量背离 = 强反转 **与支撑/阻力配合：** - 支撑阻力水平用于进出目标 - 水平处的MACD背离 = 最高概率 - 水平处的MACD交叉 = 强确认 **与Bias指标配合：** - Bias显示价格相对EMA的偏离 - MACD显示动量 - 两者都背离 = 强大反转信号 - Bias极值 + MACD背离 = 高信念交易 **与OBV配合：** - OBV显示成交量趋势 - MACD显示价格动量 - OBV + MACD背离 = 成交量不支持价格 - 强反转迹象 **与KSI（RSI/CCI）配合：** - KSI用于振荡器极值 - MACD用于动量方向 - KSI极值 + MACD背离 = 可能反转 - 全部对齐 = 最大信心 ### 常见MACD形态 1. **零线上方看涨交叉**：强上升趋势延续信号 2. **零线下方看跌交叉**：强下降趋势延续信号 3. **零线拒绝**：价格将零线作为支撑/阻力 4. **直方图峰值**：动量高潮，注意反转 5. **双重背离**：两次背离未反转 = 最终反转时非常强 6. **直方图收敛**：直方图变窄 = 趋势失去动力 7. **信号线紧贴**：MACD紧贴信号线 = 盘整，预期突破 ### 性能提示 - 从默认设置开始（13/34/9 EMA/EMA） - 一次测试一个背离系统 - 初始使用同符号要求 - 启用交叉标记以获得清晰信号 - 根据市场波动性调整回溯参数 - 更高时间框架MACD比更低的更可靠 - 结合直方图早期信号与MACD线确认 - 不要交易每个背离 - 等待最佳设置 ### 警报条件 虽然没有明确编码，但您可以设置自定义警报： - MACD向上/向下穿越信号线 - MACD向上/向下穿越零线 - 直方图穿越零线 - 背离标签出现时（使用视觉警报） --- ## Technical Support For questions or issues, please refer to the TradingView community or contact the indicator creator. ## 技术支持 如有问题，请参考TradingView社区或联系指标创建者。
Pine Script® 인디케이터
lwmxmpyp의
DAO - Demand Advanced Oscillator# DAO - Demand Advanced Oscillator ## 📊 Overview DAO (Demand Advanced Oscillator) is a powerful momentum oscillator that measures buying and selling pressure by analyzing consecutive high-low relationships. It helps identify market extremes, divergences, and potential trend reversals. **Values range from 0 to 1:** - **Above 0.70** = Overbought (potential reversal down) - **Below 0.30** = Oversold (potential reversal up) - **0.30 - 0.70** = Neutral zone --- ## ✨ Key Features ✅ **Automatic Divergence Detection** - Bullish divergences (price lower low + DAO higher low) - Bearish divergences (price higher high + DAO lower high) - Visual lines connecting divergence points ✅ **Multi-Timeframe Analysis** - View higher timeframe DAO on current chart - Perfect for trend alignment strategies ✅ **Signal Line (EMA)** - Customizable EMA for trend confirmation - Crossover signals for momentum shifts ✅ **Real-Time Statistics Dashboard** - Current DAO value - Market status (Overbought/Oversold/Neutral) - Trend direction indicator ✅ **Complete Alert System** - Overbought/Oversold signals - Bullish/Bearish divergences - Signal line crosses - Level crosses ✅ **Fully Customizable** - Adjustable periods and levels - Customizable colors and zones - Toggle features on/off --- ## 📈 Trading Signals ### 1. Divergences (Most Powerful) **Bullish Divergence:** - Price makes lower low - DAO makes higher low - Signal: Strong reversal up likely **Bearish Divergence:** - Price makes higher high - DAO makes lower high - Signal: Strong reversal down likely ### 2. Overbought/Oversold **Overbought (>0.70):** - Market may be overextended - Consider taking profits or looking for shorts - Can remain overbought in strong trends **Oversold (<0.30):** - Market may be oversold - Consider buying opportunities - Can remain oversold in strong downtrends ### 3. Signal Line Crossovers **Bullish Cross:** - DAO crosses above signal line - Momentum turning positive **Bearish Cross:** - DAO crosses below signal line - Momentum turning negative ### 4. Level Crosses **Cross Above 0.30:** Exiting oversold zone (potential uptrend) **Cross Below 0.70:** Exiting overbought zone (potential downtrend) --- ## ⚙️ Default Settings 📊 Oscillator Period: 14 Number of bars for calculation 📈 Signal Line Period: 9 EMA period for signal line 🔴 Overbought Level: 0.70 Upper threshold 🟢 Oversold Level: 0.30 Lower threshold 🎯 Divergence Detection: ON Auto divergence identification ⏰ Multi-Timeframe: OFF Higher TF overlay (optional) All parameters are fully customizable! --- ## 🔔 Alerts Six pre-configured alerts available: 1. DAO Overbought 2. DAO Oversold 3. DAO Bullish Divergence 4. DAO Bearish Divergence 5. DAO Signal Cross Up 6. DAO Signal Cross Down **Setup:** Right-click indicator → Add Alert → Choose condition --- ## 💡 How to Use ### Best Practices: ✅ Focus on divergences (strongest signals) ✅ Combine with support/resistance levels ✅ Use multiple timeframes for confirmation ✅ Wait for price action confirmation ✅ Practice proper risk management ### Avoid: ❌ Trading on indicator alone ❌ Fighting strong trends ❌ Ignoring market context ❌ Overtrading ### Recommended Settings by Trading Style: **Day Trading:** Period 7-10, All alerts ON **Swing Trading:** Period 14-21, Divergence alerts **Scalping:** Period 5-7, Signal crosses **Position Trading:** Period 21-30, Weekly/Daily TF --- ## 🌍 Markets & Timeframes **Works on all markets:** - Forex (all pairs) - Stocks (all exchanges) - Cryptocurrencies - Commodities - Indices - Futures **Works on all timeframes:** 1m to Monthly --- ## 📊 How It Works DAO calculates the ratio of buying pressure to total market pressure: 1. **Calculate Buying Pressure (DemandMax):** - If current high > previous high: DemandMax = difference - Otherwise: DemandMax = 0 2. **Calculate Selling Pressure (DemandMin):** - If previous low > current low: DemandMin = difference - Otherwise: DemandMin = 0 3. **Apply Smoothing:** - Calculate SMA of DemandMax over N periods - Calculate SMA of DemandMin over N periods 4. **Final Formula:** ``` DAO = SMA(DemandMax) / (SMA(DemandMax) + SMA(DemandMin)) ``` This produces a normalized value (0-1) representing market demand strength. --- ## 🎯 Trading Strategies ### Strategy 1: Divergence Trading - Wait for divergence label - Confirm at support/resistance - Enter on confirming candle - Stop loss beyond recent swing - Target: opposite level or 0.50 ### Strategy 2: Overbought/Oversold - Best for ranging markets - Wait for extreme readings - Enter on reversal from extremes - Target: middle line (0.50) ### Strategy 3: Trend Following - Identify trend direction first - Use DAO to time entries in trend direction only - Enter on pullbacks to oversold (uptrend) or overbought (downtrend) - Trade with the trend ### Strategy 4: Multi-Timeframe - Enable MTF feature - Trade only when both timeframes align - Higher TF = trend direction - Lower TF = precise entry --- ## 📂 Category **Primary:** Oscillators **Secondary:** Statistics, Volatility, Momentum --- ## 🏷️ Tags dao, oscillator, momentum, overbought-oversold, divergence, reversal, demand-indicator, price-exhaustion, statistics, volatility, forex, stocks, crypto, multi-timeframe, technical-analysis --- ## ⚠️ Disclaimer **This indicator is for educational purposes only.** It does not constitute financial advice. Trading involves substantial risk of loss. Always conduct your own research, use proper risk management, and consult with financial professionals before making trading decisions. Past performance does not guarantee future results. --- ## 📄 License Open source - Free to use for personal trading, modify as needed, and share with attribution. --- **Version:** 1.0 **Status:** Production Ready ✅ **Pine Script:** v5 **Trademark-Free:** 100% Safe to Publish --- *Made with 💙 for traders worldwide*
Pine Script® 인디케이터
kostyanius의
2
Session SFPThis script is a powerful, multi-timeframe tool designed to identify high-probability Swing Failure Patterns (SFPs) at key historical levels. Instead of looking for traditional "pivots" (like a 3-bar swing), this indicator finds the actual high and low of a previous higher-timeframe (HTF) bar (e.g., the previous weekly high/low) and waits for a lower-timeframe (LTF) candle to sweep that level and fail. This allows you to spot liquidity sweeps and potential reversals at significant, structural price points. How It Works The indicator's logic is based on a simple, two-timeframe process: Level Detection: First, it finds the high and low of the previous bar on your chosen "Level Timeframe" (e.g., W for Weekly, D for Daily). It plots these as small 'x' markers on your chart. SFP Identification: Second, it watches price action on a lower "SFP Timeframe" (e.g., 240 for 4H). A potential SFP is identified when a candle's wick sweeps above a key high or below a key low. Confirmation: The SFP is only confirmed after the SFP candle closes back below the high (for a bearish SFP) or above the low (for a bullish SFP). It then waits for a set number of "Confirmation Bars" to pass. If price does not close back over the level during this window, the signal is locked in, and a label is printed. How to Use (Key Settings) Level Timeframe (Most Important): This is the timeframe for the levels you want to trade. Set this to W to find SFPs of the previous weekly high/low. Set it to D to find SFPs of the previous daily high/low. SFP Timeframe: This is the timeframe you want to use to find the SFP candle itself. This should be lower than your Level Timeframe (e.g., 240 or 60). Level Lookback: This controls how many old levels the script will track. A value of 10 on a W Level Timeframe will track the highs and lows of the last 10 weeks. Confirmation Bars: This is your "patience" filter. It's the number of SFP Timeframe bars that must close without reclaiming the level after the SFP. A value of 0 will confirm the SFP immediately on the candle's close. Enable Wick % Filter: A quality filter. If checked, this ensures the SFP candle's rejection wick is a significant percentage of the candle's total range. Chart Visuals 'x' Markers: These are the historical highs and lows from your "Level Timeframe". You can turn these on or off in the settings. SFP Label: When an SFP is fully confirmed, a label (Bearish SFP or Bullish SFP) will appear, detailing the level that was swept and the timeframes used. SFP Line: A solid horizontal line is drawn from the 'x' marker to the SFP candle to highlight the sweep. Colored Boxes (Optional): If you are viewing a chart timeframe lower than your "SFP Timeframe", you can enable background boxes to highlight the exact SFP candle and its confirmation bars.
Pine Script® 인디케이터
nickbonenkamp의
[FS] Pivot Measurements# Pivot Measurements An advanced TradingView indicator that combines LuxAlgo's pivot point detection algorithm with automatic measurement calculations between consecutive pivots. ## Features ### Pivot Detection - **Regular Pivots**: Detects standard pivot highs and lows using configurable pivot length - **Missed Pivots**: Identifies missed reversal levels that occurred between regular pivots - **Visual Indicators**: - Regular pivot highs: Red downward triangle (▼) - Regular pivot lows: Teal upward triangle (▲) - Missed pivots: Ghost emoji (👻) - **Zigzag Lines**: Connects pivots with colored lines (solid for regular, dashed for missed) - **Ghost Levels**: Horizontal lines indicating missed pivot levels ### Measurement System - **Automatic Measurements**: Calculates price movements between consecutive pivots - **Visual Display**: - Transparent colored boxes (blue for upward, red for downward movements) - Measurement labels showing: - Price change (absolute and percentage) - Duration (bars, days, hours, minutes) - Volume approximation - **Smart Positioning**: Labels positioned outside boxes (above for upward, below for downward) - **Color Coding**: Blue for positive movements, red for negative movements ## Parameters ### Pivot Detection - **Pivot Length** (default: 50): Number of bars on each side to identify a pivot point - **Regular Pivots**: Toggle and colors for regular pivot highs and lows - **Missed Pivots**: Toggle and colors for missed pivot detection ### Measurements - **Number of Measurements** (1-10, default: 10): Maximum number of measurements to display - **Show Measurement Boxes**: Toggle to show/hide measurement boxes and labels - **Box Transparency** (0-100, default: 90): Transparency level for measurement boxes - **Border Transparency** (0-100, default: 50): Transparency level for box borders - **Label Background Transparency** (0-100, default: 30): Transparency level for label backgrounds - **Label Size**: Size of measurement labels (tiny, small, normal, large) ## Usage 1. Add the indicator to your chart 2. Configure the **Pivot Length** based on your timeframe: - Lower values for shorter timeframes (e.g., 10-20 for 1-5 min) - Higher values for longer timeframes (e.g., 50-100 for daily) 3. Adjust pivot colors and visibility as needed 4. Customize measurement display settings: - Set the number of measurements to display - Adjust transparency levels for boxes, borders, and labels - Choose label size ## Technical Details - **Pine Script Version**: v6 - **Pivot Detection**: Based on () algorithm for detecting regular and missed pivots - **Measurement Calculation**: - Measures between consecutive pivots (from most recent to older) - Calculates price change, percentage change, duration, and approximate volume - Automatically sorts pivots chronologically - **Performance**: Optimized with helper functions to reduce code duplication ## Notes - The indicator automatically limits the number of stored pivots to optimize performance - Measurements are only created when there are at least 2 pivots detected - All measurements are recalculated on each bar update - The indicator uses `max_bars_back=5000` to ensure sufficient historical data ## License This indicator uses LuxAlgo's pivot detection algorithm from (). Please refer to the original LuxAlgo license for pivot detection components.
Pine Script® 인디케이터
SF_Trade의
14
LibPvotLibrary "LibPvot" This is a library for advanced technical analysis, specializing in two core areas: the detection of price-oscillator divergences and the analysis of market structure. It provides a back-end engine for signal detection and a toolkit for indicator plotting. Key Features: 1. **Complete Divergence Suite (Class A, B, C):** The engine detects all three major types of divergences, providing a full spectrum of analytical signals: - **Regular (A):** For potential trend reversals. - **Hidden (B):** For potential trend continuations. - **Exaggerated (C):** For identifying weakness at double tops/bottoms. 2. **Advanced Signal Filtering:** The detection logic uses a percentage-based price tolerance (`prcTol`). This feature enables the practical detection of Exaggerated divergences (which rarely occur at the exact same price) and creates a "dead zone" to filter insignificant noise from triggering Regular divergences. 3. **Pivot Synchronization:** A bar tolerance (`barTol`) is used to reliably match price and oscillator pivots that do not align perfectly on the same bar, preventing missed signals. 4. **Signal Invalidation Logic:** Features two built-in invalidation rules: - An optional `invalidate` parameter automatically terminates active divergences if the price or the oscillator breaks the level of the confirming pivot. - The engine also discards 'half-pivots' (e.g., a price pivot) if a corresponding oscillator pivot does not appear within the `barTol` window. 5. **Stateful Plotting Helpers:** Provides helper functions (`bullDivPos` and `bearDivPos`) that abstract away the state management issues of visualizing persistent signals. They generate gap-free, accurately anchored data series ready to be used in `plotshape` functions, simplifying indicator-side code. 6. **Rich Data Output:** The core detection functions (`bullDiv`, `bearDiv`) return a comprehensive 9-field data tuple. This includes the boolean flags for each divergence type and the precise coordinates (price, oscillator value, bar index) of both the starting and the confirming pivots. 7. **Market Structure & Trend Analysis:** Includes a `marketStructure` function to automatically identify pivot highs/lows, classify their relationship (HH, LH, LL, HL), detect structure breaks, and determine the current trend state (Up, Down, Neutral) based on pivot sequences. --- **DISCLAIMER** This library is provided "AS IS" and for informational and educational purposes only. It does not constitute financial, investment, or trading advice. The author assumes no liability for any errors, inaccuracies, or omissions in the code. Using this library to build trading indicators or strategies is entirely at your own risk. As a developer using this library, you are solely responsible for the rigorous testing, validation, and performance of any scripts you create based on these functions. The author shall not be held liable for any financial losses incurred directly or indirectly from the use of this library or any scripts derived from it. bullDiv(priceSrc, oscSrc, leftLen, rightLen, depth, barTol, prcTol, persist, invalidate)   Detects bullish divergences (Regular, Hidden, Exaggerated) based on pivot lows.   Parameters:      priceSrc (float) : series float Price series to check for pivots (e.g., `low`).      oscSrc (float) : series float Oscillator series to check for pivots.      leftLen (int) : series int Number of bars to the left of a pivot (default 5).      rightLen (int) : series int Number of bars to the right of a pivot (default 5).      depth (int) : series int Maximum number of stored pivot pairs to check against (default 2).      barTol (int) : series int Maximum bar distance allowed between the price pivot and the oscillator pivot (default 3).      prcTol (float) : series float The percentage tolerance for comparing pivot prices. Used to detect Exaggerated divergences and filter out market noise (default 0.05%).      persist (bool) : series bool If `true` (default), the divergence flag stays active for the entire duration of the signal. If `false`, it returns a single-bar pulse on detection.      invalidate (bool) : series bool If `true` (default), terminates an active divergence if price or oscillator break below the confirming pivot low.   Returns: A tuple containing comprehensive data for a detected bullish divergence. regBull series bool `true` if a Regular bullish divergence (Class A) is active. hidBull series bool `true` if a Hidden bullish divergence (Class B) is active. exgBull series bool `true` if an Exaggerated bullish divergence (Class C) is active. initPivotPrc series float Price value of the initial (older) pivot low. initPivotOsz series float Oscillator value of the initial pivot low. initPivotBar series int Bar index of the initial pivot low. lastPivotPrc series float Price value of the last (confirming) pivot low. lastPivotOsz series float Oscillator value of the last pivot low. lastPivotBar series int Bar index of the last pivot low. bearDiv(priceSrc, oscSrc, leftLen, rightLen, depth, barTol, prcTol, persist, invalidate)   Detects bearish divergences (Regular, Hidden, Exaggerated) based on pivot highs.   Parameters:      priceSrc (float) : series float Price series to check for pivots (e.g., `high`).      oscSrc (float) : series float Oscillator series to check for pivots.      leftLen (int) : series int Number of bars to the left of a pivot (default 5).      rightLen (int) : series int Number of bars to the right of a pivot (default 5).      depth (int) : series int Maximum number of stored pivot pairs to check against (default 2).      barTol (int) : series int Maximum bar distance allowed between the price pivot and the oscillator pivot (default 3).      prcTol (float) : series float The percentage tolerance for comparing pivot prices. Used to detect Exaggerated divergences and filter out market noise (default 0.05%).      persist (bool) : series bool If `true` (default), the divergence flag stays active for the entire duration of the signal. If `false`, it returns a single-bar pulse on detection.      invalidate (bool) : series bool If `true` (default), terminates an active divergence if price or oscillator break above the confirming pivot high.   Returns: A tuple containing comprehensive data for a detected bearish divergence. regBear series bool `true` if a Regular bearish divergence (Class A) is active. hidBear series bool `true` if a Hidden bearish divergence (Class B) is active. exgBear series bool `true` if an Exaggerated bearish divergence (Class C) is active. initPivotPrc series float Price value of the initial (older) pivot high. initPivotOsz series float Oscillator value of the initial pivot high. initPivotBar series int Bar index of the initial pivot high. lastPivotPrc series float Price value of the last (confirming) pivot high. lastPivotOsz series float Oscillator value of the last pivot high. lastPivotBar series int Bar index of the last pivot high. bullDivPos(regBull, hidBull, exgBull, rightLen, yPos)   Calculates the plottable data series for bullish divergences. It manages the complex state of a persistent signal's plotting window to ensure gap-free and accurately anchored visualization.   Parameters:      regBull (bool) : series bool The regular bullish divergence flag from `bullDiv`.      hidBull (bool) : series bool The hidden bullish divergence flag from `bullDiv`.      exgBull (bool) : series bool The exaggerated bullish divergence flag from `bullDiv`.      rightLen (int) : series int The same `rightLen` value used in `bullDiv` for correct timing.      yPos (float) : series float The series providing the base Y-coordinate for the shapes (e.g., `low`).   Returns: A tuple of three `series float` for plotting bullish divergences. regBullPosY series float Contains the static anchor Y-value for Regular divergences where a shape should be plotted; `na` otherwise. hidBullPosY series float Contains the static anchor Y-value for Hidden divergences where a shape should be plotted; `na` otherwise. exgBullPosY series float Contains the static anchor Y-value for Exaggerated divergences where a shape should be plotted; `na` otherwise. bearDivPos(regBear, hidBear, exgBear, rightLen, yPos)   Calculates the plottable data series for bearish divergences. It manages the complex state of a persistent signal's plotting window to ensure gap-free and accurately anchored visualization.   Parameters:      regBear (bool) : series bool The regular bearish divergence flag from `bearDiv`.      hidBear (bool) : series bool The hidden bearish divergence flag from `bearDiv`.      exgBear (bool) : series bool The exaggerated bearish divergence flag from `bearDiv`.      rightLen (int) : series int The same `rightLen` value used in `bearDiv` for correct timing.      yPos (float) : series float The series providing the base Y-coordinate for the shapes (e.g., `high`).   Returns: A tuple of three `series float` for plotting bearish divergences. regBearPosY series float Contains the static anchor Y-value for Regular divergences where a shape should be plotted; `na` otherwise. hidBearPosY series float Contains the static anchor Y-value for Hidden divergences where a shape should be plotted; `na` otherwise. exgBearPosY series float Contains the static anchor Y-value for Exaggerated divergences where a shape should be plotted; `na` otherwise. marketStructure(highSrc, lowSrc, leftLen, rightLen, srcTol)   Analyzes the market structure by identifying pivot points, classifying their sequence (e.g., Higher Highs, Lower Lows), and determining the prevailing trend state.   Parameters:      highSrc (float) : series float Price series for pivot high detection (e.g., `high`).      lowSrc (float) : series float Price series for pivot low detection (e.g., `low`).      leftLen (int) : series int Number of bars to the left of a pivot (default 5).      rightLen (int) : series int Number of bars to the right of a pivot (default 5).      srcTol (float) : series float Percentage tolerance to consider two pivots as 'equal' (default 0.05%).   Returns: A tuple containing detailed market structure information. pivType series PivType The type of the most recently formed pivot (e.g., `hh`, `ll`). lastPivHi series float The price level of the last confirmed pivot high. lastPivLo series float The price level of the last confirmed pivot low. lastPiv series float The price level of the last confirmed pivot (either high or low). pivHiBroken series bool `true` if the price has broken above the last pivot high. pivLoBroken series bool `true` if the price has broken below the last pivot low. trendState series TrendState The current trend state (`up`, `down`, or `neutral`).
Pine Script® 라이브러리
AustrianTradingMachine의
GTI BGTI: RSI Suite (Standard • Stochastic • Smoothed) A three-layer momentum and trend toolkit that combines Standard RSI, Stochastic RSI, and a Smoothed/“Macro” RSI to help you read intraday swings, trend transitions, and high-probability reversal/continuation spots. All in one pane with intuitive coloring and optional divergence markers and alerts. Why this works * Stochastic RSI (K/D) visualizes fast momentum swings and timing. * Standard RSI moves more gradually, helping confirm trend transitions that may span several Stochastic cycles. * Smoothed RSI (Average → Macro) adds a second-pass filter and slope persistence to reveal the macro direction while suppressing noise. Used together, Stochastic guides entries/exits around local highs/lows, while the RSI layers improve confidence when a small swing is likely part of a larger turn. What you’ll see * Standard RSI (yellow; pink above Bull line, aqua below Bear line). * Stochastic RSI (K/D) with contextual colors: * Greens when RSI is weak/oversold (bearish conditions → watch for bullish reversals/continuations). * Reds when RSI is strong/overbought (bullish conditions → watch for bearish reversals/continuations). * Smoothed (Macro) RSI with trend color: * Red when macro is ascending (bullish), * Aqua when macro is descending (bearish). * Divergences (optional markers): * Bearish: RSI Lower High + Price Higher High (red ⬇). * Bullish: RSI Higher Low + Price Lower Low (green ⬆). * No repaint: pivots confirm after the chosen right-bars window. How to use it * Bullish Reversal * Macro RSI is reversing at a higher low after price has been in a overall downtrend * Stochastic RSI is switching from green to red in an overall downtrend * Bullish Oversold * Macro RSI is reversing from a significantly low level after price has a short but strong dip during an overall uptrend * Stochastic RSI is switching from green to red in an overall uptrend * Bullish Continuation * Macro RSI is ascending with a strong slope or forming a higher low above the 50 line * Stochastic RSI is reaching a bottom but still painted red * Bearish Reversal * Macro RSI is reversing at a lower high after price has been in a overall uptrend * Stochastic RSI is switching from red to green in an overall uptrend * Bearish Overbought * Macro RSI is reversing from a significantly high level after price has a short but strong jump during an overall downtrend * Stochastic RSI is switching from red to green in an overall downtrend * Bearish Continuation * Macro RSI is descending with a strong slope or forming a lower high below the 50 line * Stochastic RSI is reaching a top but still painted green * Divergences: Use as signals of exhaustion—best when aligned with Macro RSI color/slope and key levels (e.g., Bull/Bear lines, 50 midline). *** IMPORTANT *** * Stack confluence, don’t single-signal trade. Look for: * 1) Macro RSI color & slope (red = ascending/bullish, aqua = descending/bearish) * 2) Standard RSI location (above/below Bull/Bear lines or 50) * 3) Stoch flip + direction * 4) Price structure (HH/HL vs LH/LL) * 5) Divergence type (regular vs hidden) at meaningful levels * Trade with the macro * Prioritize longs when Macro RSI is red or just flipped up * Prioritize shorts when Macro RSI is aqua or just flipped down * Counter-trend setups = smaller size and faster management. * Location > signal * The same crossover/divergence is higher quality near Bull (~60)/Bear(~40) or extremes than in the mid-range chop around 50. * Early vs confirmed * Use the early pivot heads-up for anticipation, but scale in only after the confirmed pivot (right-bars complete). If early signal fails to confirm, stand down. * Define invalidation upfront * For divergence entries, place stops beyond the pivot extreme (LL/HH). If Macro RSI flips against your trade or RSI breaks back through 50 with slope, exit or tighten. * Multi-timeframe alignment * Best results come when entry timeframe (e.g., 1H) aligns with higher-TF macro (e.g., 4H/D). If they disagree, treat it as mean-reversion only. * Avoid common traps * Skip: isolated Stochastic flips without RSI support, divergences without price HH/LL confirmation, and serial divergences when Macro RSI slope is strong against the idea. * Parameter guidance * Start with defaults; then tune: confirmBars 3–7, minSlope 0.05–0.15 RSI pts/bar, pivot left/right tighter for faster but noisier signals, wider for cleaner but fewer. * Alerts = workflow, not auto-trades * Use Macro Flip + Divergence alerts as a checklist trigger; enter only when your confluence rules are met and risk is defined. Key inputs (tweak to your market/timeframe) * RSI / Stochastic lengths and K/D smoothing. * Bull / Bear Lines (default 61.1 / 43.6). * Average RSI Method/Length (SMA/EMA/RMA/WMA) + Macro Smooth Length. * Trend confirmation: bars of persistence and minimum slope to reduce flip noise. * Pivot look-back (left/right) for divergence confirmation strictness. Alerts included * Macro Flip Up / Down (Smoothed RSI regime change). * RSI Bullish/Bearish Divergence (confirmed at pivot). * Stochastic RSI continuation/divergence (optional). Tips * Level + Slope matter. High/low RSI level flags conditions; slope confirms impulse/continuation. * Let Stochastic time the swing; let Macro RSI filter the trend. * Tighten or loosen pivot windows to trade fewer/cleaner vs. more/faster signals.
Pine Script® 인디케이터
theValleyMan의
5
mysourcetypesncsLibrary "mysourcetypes" Libreria personale per sorgenti estese (Close, Open, High, Low, Median, Typical, Weighted, Average, Average Median Body, Trend Biased, Trend Biased Extreme, Volume Body, Momentum Biased, Volatility Adjusted, Body Dominance, Shadow Biased, Gap Aware, Rejection Biased, Range Position, Adaptive Trend, Pressure Balanced, Impulse Wave) rclose()   Regular Close   Returns: Close price ropen()   Regular Open   Returns: Open price rhigh()   Regular High   Returns: High price rlow()   Regular Low   Returns: Low price rmedian()   Regular Median (HL2)   Returns: (High + Low) / 2 rtypical()   Regular Typical (HLC3)   Returns: (High + Low + Close) / 3 rweighted()   Regular Weighted (HLCC4)   Returns: (High + Low + Close + Close) / 4 raverage()   Regular Average (OHLC4)   Returns: (Open + High + Low + Close) / 4 ravemedbody()   Average Median Body   Returns: (Open + Close) / 2 rtrendb()   Trend Biased Regular   Returns: Trend-weighted price rtrendbext()   Trend Biased Extreme   Returns: Extreme trend-weighted price rvolbody()   Volume Weighted Body   Returns: Body midpoint weighted by volume intensity rmomentum()   Momentum Biased   Returns: Price biased towards momentum direction rvolatility()   Volatility Adjusted   Returns: Price adjusted by candle's volatility rbodydominance()   Body Dominance   Returns: Emphasizes body over wicks rshadowbias()   Shadow Biased   Returns: Price biased by shadow length rgapaware()   Gap Aware   Returns: Considers gap between candles rrejection()   Rejection Biased   Returns: Emphasizes price rejection levels rrangeposition()   Range Position   Returns: Where close sits within the candle range (0-100%) radaptivetrend()   Adaptive Trend   Returns: Adapts based on recent trend strength rpressure()   Pressure Balanced   Returns: Balances buying/selling pressure within candle rimpulse()   Impulse Wave   Returns: Detects impulsive moves vs corrections
Pine Script® 라이브러리
stefanoncs의
Ultimate Oscillator (ULTOSC)The Ultimate Oscillator (ULTOSC) is a technical momentum indicator developed by Larry Williams that combines three different time periods to reduce the volatility and false signals common in single-period oscillators. By using a weighted average of three Stochastic-like calculations across short, medium, and long-term periods, the Ultimate Oscillator provides a more comprehensive view of market momentum while maintaining sensitivity to price changes. The indicator addresses the common problem of oscillators being either too sensitive (generating many false signals) or too slow (missing opportunities). By incorporating multiple timeframes with decreasing weights for longer periods, ULTOSC attempts to capture both short-term momentum shifts and longer-term trend strength, making it particularly valuable for identifying divergences and potential reversal points. ## Core Concepts * **Multi-timeframe analysis:** Combines three different periods (typically 7, 14, 28) to capture various momentum cycles * **Weighted averaging:** Assigns higher weights to shorter periods for responsiveness while including longer periods for stability * **Buying pressure focus:** Measures the relationship between closing price and the true range rather than just high-low range * **Divergence detection:** Particularly effective at identifying momentum divergences that precede price reversals * **Normalized scale:** Oscillates between 0 and 100, with clear overbought/oversold levels ## Common Settings and Parameters | Parameter | Default | Function | When to Adjust | |-----------|---------|----------|---------------| | Fast Period | 7 | Short-term momentum calculation | Lower (5-6) for more sensitivity, higher (9-12) for smoother signals | | Medium Period | 14 | Medium-term momentum calculation | Adjust based on typical swing duration in the market | | Slow Period | 28 | Long-term momentum calculation | Higher values (35-42) for longer-term position trading | | Fast Weight | 4.0 | Weight applied to fast period | Higher weight increases short-term sensitivity | | Medium Weight | 2.0 | Weight applied to medium period | Adjust to balance medium-term influence | | Slow Weight | 1.0 | Weight applied to slow period | Usually kept at 1.0 as the baseline weight | **Pro Tip:** The classic 7/14/28 periods with 4/2/1 weights work well for most markets, but consider using 5/10/20 with adjusted weights for faster markets or 14/28/56 for longer-term analysis. ## Calculation and Mathematical Foundation **Simplified explanation:** The Ultimate Oscillator calculates three separate "buying pressure" ratios using different time periods, then combines them using weighted averaging. Buying pressure is defined as the close minus the true low, divided by the true range. **Technical formula:** ``` BP = Close - Min(Low, Previous Close) TR = Max(High, Previous Close) - Min(Low, Previous Close) BP_Sum_Fast = Sum(BP, Fast Period) TR_Sum_Fast = Sum(TR, Fast Period) Raw_Fast = 100 × (BP_Sum_Fast / TR_Sum_Fast) BP_Sum_Medium = Sum(BP, Medium Period) TR_Sum_Medium = Sum(TR, Medium Period) Raw_Medium = 100 × (BP_Sum_Medium / TR_Sum_Medium) BP_Sum_Slow = Sum(BP, Slow Period) TR_Sum_Slow = Sum(TR, Slow Period) Raw_Slow = 100 × (BP_Sum_Slow / TR_Sum_Slow) ULTOSC = 100 × / (Fast_Weight + Medium_Weight + Slow_Weight) ``` Where: - BP = Buying Pressure - TR = True Range - Fast Period = 7, Medium Period = 14, Slow Period = 28 (defaults) - Fast Weight = 4, Medium Weight = 2, Slow Weight = 1 (defaults) > 🔍 **Technical Note:** The implementation uses efficient circular buffers for all three period calculations, maintaining O(1) time complexity per bar. The algorithm properly handles true range calculations including gaps and ensures accurate buying pressure measurements across all timeframes. ## Interpretation Details ULTOSC provides several analytical perspectives: * **Overbought/Oversold conditions:** Values above 70 suggest overbought conditions, below 30 suggest oversold conditions * **Momentum direction:** Rising ULTOSC indicates increasing buying pressure, falling indicates increasing selling pressure * **Divergence analysis:** Divergences between ULTOSC and price often precede significant reversals * **Trend confirmation:** ULTOSC direction can confirm or question the prevailing price trend * **Signal quality:** Extreme readings (>80 or <20) indicate strong momentum that may be unsustainable * **Multiple timeframe consensus:** When all three underlying periods agree, signals are typically more reliable ## Trading Applications **Primary Uses:** - **Divergence trading:** Identify when momentum diverges from price for reversal signals - **Overbought/oversold identification:** Find potential entry/exit points at extreme levels - **Trend confirmation:** Validate breakouts and trend continuations - **Momentum analysis:** Assess the strength of current price movements **Advanced Strategies:** - **Multi-divergence confirmation:** Look for divergences across multiple timeframes - **Momentum breakouts:** Trade when ULTOSC breaks above/below key levels with volume - **Swing trading entries:** Use oversold/overbought levels for swing position entries - **Trend strength assessment:** Evaluate trend quality using momentum consistency ## Signal Combinations **Strong Bullish Signals:** - ULTOSC rises from oversold territory (<30) with positive price divergence - ULTOSC breaks above 50 after forming a base near 30 - All three underlying periods show increasing buying pressure **Strong Bearish Signals:** - ULTOSC falls from overbought territory (>70) with negative price divergence - ULTOSC breaks below 50 after forming a top near 70 - All three underlying periods show decreasing buying pressure **Divergence Signals:** - **Bullish divergence:** Price makes lower lows while ULTOSC makes higher lows - **Bearish divergence:** Price makes higher highs while ULTOSC makes lower highs - **Hidden bullish divergence:** Price makes higher lows while ULTOSC makes lower lows (trend continuation) - **Hidden bearish divergence:** Price makes lower highs while ULTOSC makes higher highs (trend continuation) ## Comparison with Related Oscillators | Indicator | Periods | Focus | Best Use Case | |-----------|---------|-------|---------------| | **Ultimate Oscillator** | 3 periods | Buying pressure | Divergence detection | | **Stochastic** | 1-2 periods | Price position | Overbought/oversold | | **RSI** | 1 period | Price momentum | Momentum analysis | | **Williams %R** | 1 period | Price position | Short-term signals | ## Advanced Configurations **Fast Trading Setup:** - Fast: 5, Medium: 10, Slow: 20 - Weights: 4/2/1, Thresholds: 75/25 **Standard Setup:** - Fast: 7, Medium: 14, Slow: 28 - Weights: 4/2/1, Thresholds: 70/30 **Conservative Setup:** - Fast: 14, Medium: 28, Slow: 56 - Weights: 3/2/1, Thresholds: 65/35 **Divergence Focused:** - Fast: 7, Medium: 14, Slow: 28 - Weights: 2/2/2, Thresholds: 70/30 ## Market-Specific Adjustments **Volatile Markets:** - Use longer periods (10/20/40) to reduce noise - Consider higher threshold levels (75/25) - Focus on extreme readings for signal quality **Trending Markets:** - Emphasize divergence analysis over absolute levels - Look for momentum confirmation rather than reversal signals - Use hidden divergences for trend continuation **Range-Bound Markets:** - Standard overbought/oversold levels work well - Trade reversals from extreme levels - Combine with support/resistance analysis ## Limitations and Considerations * **Lagging component:** Contains inherent lag due to multiple moving average calculations * **Complex calculation:** More computationally intensive than single-period oscillators * **Parameter sensitivity:** Performance varies significantly with different period/weight combinations * **Market dependency:** Most effective in trending markets with clear momentum patterns * **False divergences:** Not all divergences lead to significant price reversals * **Whipsaw potential:** Can generate conflicting signals in choppy markets ## Best Practices **Effective Usage:** - Focus on divergences rather than absolute overbought/oversold levels - Combine with trend analysis for context - Use multiple timeframe analysis for confirmation - Pay attention to the speed of momentum changes **Common Mistakes:** - Over-relying on overbought/oversold levels in strong trends - Ignoring the underlying trend direction - Using inappropriate period settings for the market being analyzed - Trading every divergence without additional confirmation **Signal Enhancement:** - Combine with volume analysis for confirmation - Use price action context (support/resistance levels) - Consider market volatility when setting thresholds - Look for convergence across multiple momentum indicators ## Historical Context and Development The Ultimate Oscillator was developed by Larry Williams and introduced in his 1985 article "The Ultimate Oscillator" in Technical Analysis of Stocks and Commodities magazine. Williams designed it to address the limitations of single-period oscillators by: - Reducing false signals through multi-timeframe analysis - Maintaining sensitivity to short-term momentum changes - Providing more reliable divergence signals - Creating a more robust momentum measurement tool The indicator has become a standard tool in technical analysis, particularly valued for its divergence detection capabilities and its balanced approach to momentum measurement. ## References * Williams, L. R. (1985). The Ultimate Oscillator. Technical Analysis of Stocks and Commodities, 3(4). * Williams, L. R. (1999). Long-Term Secrets to Short-Term Trading. Wiley Trading.
Pine Script® 인디케이터
mihakralj의
Luxy BIG beautiful Dynamic ORBThis is an advanced Opening Range Breakout (ORB) indicator that tracks price breakouts from the first 5, 15, 30, and 60 minutes of the trading session. It provides complete trade management including entry signals, stop-loss placement, take-profit targets, and position sizing calculations. The ORB strategy is based on the concept that the opening range of a trading session often acts as support/resistance, and breakouts from this range tend to lead to significant moves. What Makes This Different? Most ORB indicators simply draw horizontal lines and leave you to figure out the rest. This indicator goes several steps further: Multi-Stage Tracking Instead of just one ORB timeframe, this tracks FOUR simultaneously (5min, 15min, 30min, 60min). Each stage builds on the previous one, giving you multiple trading opportunities throughout the session. Active Trade Management When a breakout occurs, the indicator automatically calculates and displays entry price, stop-loss, and multiple take-profit targets. These lines extend forward and update in real-time until the trade completes. Cycle Detection Unlike indicators that only show the first breakout, this tracks the complete cycle: Breakout → Retest → Re-breakout. You can see when price returns to test the ORB level after breaking out (potential re-entry). Failed Breakout Warning If price breaks out but quickly returns inside the range (within a few bars), the label changes to "FAILED BREAK" - warning you to exit or avoid the trade. Position Sizing Calculator Built-in risk management that tells you exactly how many shares to buy based on your account size and risk tolerance. No more guessing or manual calculations. Advanced Filtering Optional filters for volume confirmation, trend alignment, and Fair Value Gaps (FVG) to reduce false signals and improve win rate. Core Features Explained ### 1. Multi-Stage ORB Levels The indicator builds four separate Opening Range levels: ORB 5 - First 5 minutes (fastest signals, most volatile) ORB 15 - First 15 minutes (balanced, most popular) ORB 30 - First 30 minutes (slower, more reliable) ORB 60 - First 60 minutes (slowest, most confirmed) Each level is drawn as a horizontal range on your chart. As time progresses, the ranges expand to include more price action. You can enable or disable any stage and assign custom colors to each. How it works: During the opening minutes, the indicator tracks the highest high and lowest low. Once the time period completes, those levels become your ORB high and low for that stage. ### 2. Breakout Detection When price closes outside the ORB range, a label appears: BREAK UP (green label above price) - Price closed above ORB High BREAK DOWN (red label below price) - Price closed below ORB Low The label shows which ORB stage triggered (ORB5, ORB15, etc.) and the cycle number if tracking multiple breakouts. Important: Signals appear on bar close only - no repainting. What you see is what you get. ### 3. Retest Detection After price breaks out and moves away, if it returns to test the ORB level, a "RETEST" label appears (orange). This indicates: The original breakout level is now acting as support/resistance Potential re-entry opportunity if you missed the first breakout Confirmation that the level is significant The indicator requires price to move a minimum distance away before considering it a valid retest (configurable in settings). ### 4. Failed Breakout Detection If price breaks out but returns inside the ORB range within a few bars (before the breakout is "committed"), the original label changes to "FAILED BREAK" in orange. This warns you: The breakout lacked conviction Consider exiting if already in the trade Wait for better setup Committed Breakout: The indicator tracks how many bars price stays outside the range. Only after staying outside for the minimum number of bars does it become a committed breakout that can be retested. ### 5. TP/SL Lines (Trade Management) When a breakout occurs, colored horizontal lines appear showing: Entry Line (cyan for long, orange for short) - Your entry price (the ORB level) Stop Loss Line (red) - Where to exit if trade goes against you TP1, TP2, TP3 Lines (same color as entry) - Profit targets at 1R, 2R, 3R These lines extend forward as new bars form, making it easy to track your trade. When a target is hit, the line turns green and the label shows a checkmark. Lines freeze (stop updating) when: Stop loss is hit The final enabled take-profit is hit End of trading session (optional setting) ### 6. Position Sizing Dashboard The dashboard (bottom-left corner by default) shows real-time information: Current ORB stage and range size Breakout status (Inside Range / Break Up / Break Down) Volume confirmation (if filter enabled) Trend alignment (if filter enabled) Entry and Stop Loss prices All enabled Take Profit levels with percentages Risk/Reward ratio Position sizing: Max shares to buy and total risk amount Position Sizing Example: If your account is $25,000 and you risk 1% per trade ($250), and the distance from entry to stop loss is $0.50, the calculator shows you can buy 500 shares (250 / 0.50 = 500). ### 7. FVG Filter (Fair Value Gap) Fair Value Gaps are price inefficiencies - gaps left by strong momentum where one candle's high doesn't overlap with a previous candle's low (or vice versa). When enabled, this filter: Detects bullish and bearish FVGs Draws semi-transparent boxes around these gaps Only allows breakout signals if there's an FVG near the breakout level Why this helps: FVGs indicate institutional activity. Breakouts through FVGs tend to be stronger and more reliable. Proximity setting: Controls how close the FVG must be to the ORB level. 2.0x means the breakout can be within 2 times the FVG size - a reasonable default. ### 8. Volume & Trend Filters Volume Filter: Requires current volume to be above average (customizable multiplier). High volume breakouts are more likely to sustain. Set minimum multiplier (e.g., 1.5x = 50% above average) Set "strong volume" multiplier (e.g., 2.5x) that bypasses other filters Dashboard shows current volume ratio Trend Filter: Only shows breakouts aligned with a higher timeframe trend. Choose from: VWAP - Price above/below volume-weighted average EMA - Price above/below exponential moving average SuperTrend - ATR-based trend indicator Combined modes (VWAP+EMA, VWAP+SuperTrend) for stricter filtering ### 9. Pullback Filter (Advanced) Purpose: Waits for price to pull back slightly after initial breakout before confirming the signal. This reduces false breakouts from immediate reversals. How it works: - After breakout is detected, indicator waits for a small pullback (default 2%) - Once pullback occurs AND price breaks out again, signal is confirmed - If no pullback within timeout period (5 bars), signal is issued anyway Settings: Enable Pullback Filter: Turn this filter on/off Pullback %: How much price must pull back (2% is balanced) Timeout (bars): Max bars to wait for pullback (5 is standard) When to use: - Choppy markets with many fake breakouts - When you want higher quality signals - Combine with Volume filter for maximum confirmation Trade-off: - Better signal quality - May miss some valid fast moves - Slight entry delay How to Use This Indicator ### For Beginners - Simple Setup Add the indicator to your chart (5-minute or 15-minute timeframe recommended) Leave all default settings - they work well for most stocks Watch for BREAK UP or BREAK DOWN labels to appear Check the dashboard for entry, stop loss, and targets Use the position sizing to determine how many shares to buy Basic Trading Plan: Wait for a clear breakout label Enter at the ORB level (or next candle open if you're late) Place stop loss where the red line indicates Take profit at TP1 (50% of position) and TP2 (remaining 50%) ### For Advanced Traders - Customized Setup Choose which ORB stages to track (you might only want ORB15 and ORB30) Enable filters: Volume (stocks) or Trend (trending markets) Enable FVG filter for institutional confirmation Set "Track Cycles" mode to catch retests and re-breakouts Customize stop loss method (ATR for volatile stocks, ORB% for stable ones) Adjust risk per trade and account size for accurate position sizing Advanced Strategy Example: Enable ORB15 only (disable others for cleaner chart) Turn on Volume filter at 1.5x with Strong at 2.5x Enable Trend filter using VWAP Set Signal Mode to "Track Cycles" with Max 3 cycles Wait for aligned breakouts (Volume + Trend + Direction) Enter on retest if you missed the initial break ### Timeframe Recommendations 5-minute chart: Scalping, very active trading, crypto 15-minute chart: Day trading, balanced approach (most popular) 30-minute chart: Swing entries, less screen time 60-minute chart: Position trading, longer holds The indicator works on any intraday timeframe, but ORB is fundamentally a day trading strategy. Daily charts don't make sense for ORB. DEFAULT CONFIGURATION ON by Default: • All 4 ORB stages (5/15/30/60) • Breakout Detection • Retest Labels • All TP levels (1/1.5/2/3) • TP/SL Lines (Detailed mode) • Dashboard (Bottom Left, Dark theme) • Position Size Calculator OFF by Default (Optional Filters): • FVG Filter • Pullback Filter • Volume Filter • Trend Filter • HTF Bias Check • Alerts Recommended for Beginners: • Leave all defaults • Session Mode: Auto-Detect • Signal Mode: Track Cycles • Stop Method: ATR • Add Volume Filter if trading stocks Recommended for Advanced: • Enable ORB15 + ORB30 only (disable 5 & 60) • Enable: Volume + Trend + FVG • Signal Mode: Track Cycles, Max 3 • Stop Method: ATR or Safer • Enable HTF Daily bias check ## Settings Guide The settings are organized into logical groups. Here's what each section controls: ### ORB COLORS Section Show Edge Labels: Display "ORB 5", "ORB 15" labels at the right edge of the levels Background: Fill the area between ORB high/low with color Transparency: How see-through the background is (95% is nearly invisible) Enable ORB 5/15/30/60: Turn each stage on or off individually Colors: Assign colors to each ORB stage for easy identification ### SESSION SETTINGS Section Session Mode: Choose trading session (Auto-Detect works for most instruments) Custom Session Hours: Define your own hours if needed (format: HHMM-HHMM) Auto-Detect uses the instrument's natural hours (stocks use exchange hours, crypto uses 24/7). ### BREAKOUT DETECTION Section Enable Breakout Detection: Master switch for signals Show Retest Labels: Display retest signals Label Size: Visual size for all labels (Small recommended) Enable FVG Filter: Require Fair Value Gap confirmation Show FVG Boxes: Display the gap boxes on chart Signal Mode: "First Only" = one signal per direction per day, "Track Cycles" = multiple signals Max Cycles: How many breakout-retest cycles to track (6 is balanced) Breakout Buffer: Extra distance required beyond ORB level (0.1-0.2% recommended) Min Distance for Retest: How far price must move away before retest is valid (2% recommended) Min Bars Outside ORB: Bars price must stay outside for committed breakout (2 is balanced) ### TARGETS & RISK Section Enable Targets & Stop-Loss: Calculate and show trade management TP1/TP2/TP3 checkboxes: Select which profit targets to display Stop Method: How to calculate stop loss placement - ATR: Based on volatility (best for most cases) - ORB %: Fixed % of ORB range - Swing: Recent swing high/low - Safer: Widest of all methods ATR Length & Multiplier: Controls ATR stop distance (14 period, 1.5x is standard) ORB Stop %: Percentage beyond ORB for stop (20% is balanced) Swing Bars: Lookback period for swing high/low (3 is recent) ### TP/SL LINES Section Show TP/SL Lines: Display horizontal lines on chart Label Format: "Short" = minimal text, "Detailed" = shows prices Freeze Lines at EOD: Stop extending lines at session close ### DASHBOARD Section Show Info Panel: Display the metrics dashboard Theme: Dark or Light colors Position: Where to place dashboard on chart Toggle rows: Show/hide specific information rows Calculate Position Size: Enable the position sizing calculator Risk Mode: Risk fixed $ amount or % of account Account Size: Your total trading capital Risk %: Percentage to risk per trade (0.5-1% recommended) ### VOLUME FILTER Section Enable Volume Filter: Require volume confirmation MA Length: Average period (20 is standard) Min Volume: Required multiplier (1.5x = 50% above average) Strong Volume: Multiplier that bypasses other filters (2.5x) ### TREND FILTER Section Enable Trend Filter: Require trend alignment Trend Mode: Method to determine trend (VWAP is simple and effective) Custom EMA Length: If using EMA mode (50 for swing, 20 for day trading) SuperTrend settings: Period and Multiplier if using SuperTrend mode ### HIGHER TIMEFRAME Section Check Daily Trend: Display higher timeframe bias in dashboard Timeframe: What TF to check (D = daily, recommended) Method: Price vs MA (stable) or Candle Direction (reactive) MA Period: EMA length for Price vs MA method (20 is balanced) Min Strength %: Minimum strength threshold for HTF bias to be considered - For "Price vs MA": Minimum distance (%) from moving average - For "Candle Direction": Minimum candle body size (%) - 0.5% is balanced - increase for stricter filtering - Lower values = more signals, higher values = only strong trends ### ALERTS Section Enable Alerts: Master switch (must be ON to use any alerts) Breakout Alerts: Notify on ORB breakouts Retest Alerts: Notify when price retests after breakout Failed Break Alerts: Notify on failed breakouts Stage Complete Alerts: Notify when each ORB stage finishes forming After enabling desired alert types, click "Create Alert" button, select this indicator, choose "Any alert() function call". ## Tips & Best Practices ### General Trading Tips ORB works best on liquid instruments (stocks with good volume, major crypto pairs) First hour of the session is most important - that's when ORB is forming Breakouts WITH the trend have higher success rates - use the trend filter Failed breakouts are common - use the "Min Bars Outside" setting to filter weak moves Not every day produces good ORB setups - be patient and selective ### Position Sizing Best Practices Never risk more than 1-2% of your account on a single trade Use the built-in calculator - don't guess your position size Update your account size monthly as it grows Smaller accounts: use $ Amount mode for simplicity Larger accounts: use % of Account mode for scaling ### Take Profit Strategy Most traders use: 50% at TP1, 50% at TP2 Aggressive: Hold through TP1 for TP2 or TP3 Conservative: Full exit at TP1 (1:1 risk/reward) After TP1 hits, consider moving stop to breakeven TP3 rarely hits - only on strong trending days ### Filter Combinations Maximum Quality: Volume + Trend + FVG (fewest signals, highest quality) Balanced: Volume + Trend (good quality, reasonable frequency) Active Trading: No filters or Volume only (many signals, lower quality) Trending Markets: Trend filter essential (indices, crypto) Range-Bound: Volume + FVG (avoid trend filter) ### Common Mistakes to Avoid Chasing breakouts - wait for the bar to close, don't FOMO into wicks Ignoring the stop loss - always use it, move it manually if needed Over-leveraging - the calculator shows MAX shares, you can buy less Trading every signal - quality > quantity, use filters Not tracking results - keep a journal to see what works for YOU ## Pros and Cons ### Advantages Complete all-in-one solution - from signal to position sizing Multiple timeframes tracked simultaneously Visual clarity - easy to see what's happening Cycle tracking catches opportunities others miss Built-in risk management eliminates guesswork Customizable filters for different trading styles No repainting - what you see is locked in Works across multiple markets (stocks, forex, crypto) ### Limitations Intraday strategy only - doesn't work on daily charts Requires active monitoring during first 1-2 hours of session Not suitable for after-hours or extended sessions by default Can produce many signals in choppy markets (use filters) Dashboard can be overwhelming for complete beginners Performance depends on market conditions (trends vs ranges) Requires understanding of risk management concepts ### Best For Day traders who can watch the first 1-2 hours of market open Traders who want systematic entry/exit rules Those learning proper position sizing and risk management Active traders comfortable with multiple signals per day Anyone trading liquid instruments with clear sessions ### Not Ideal For Swing traders holding multi-day positions Set-and-forget / passive investors Traders who can't watch market open Complete beginners unfamiliar with trading concepts Low volume / illiquid instruments ## Frequently Asked Questions Q: Why are no signals appearing? A: Check that you're on an intraday timeframe (5min, 15min, etc.) and that the current time is within your session hours. Also verify that "Enable Breakout Detection" is ON and at least one ORB stage is enabled. If using filters, they might be blocking signals - try disabling them temporarily. Q: What's the best ORB stage to use? A: ORB15 (15 minutes) is most popular and balanced. ORB5 gives faster signals but more noise. ORB30 and ORB60 are slower but more reliable. Many traders use ORB15 + ORB30 together. Q: Should I enable all the filters? A: Start with no filters to see all signals. If too many false signals, add Volume filter first (stocks) or Trend filter (trending markets). FVG filter is most restrictive - use for maximum quality but fewer signals. Q: How do I know which stop loss method to use? A: ATR works for most cases - it adapts to volatility. Use ORB% if you want predictable stop placement. Swing is for respecting chart structure. Safer gives you the most room but largest risk. Q: Can I use this for swing trading? A: Not really - ORB is fundamentally an intraday strategy. The ranges reset each day. For swing trading, look at weekly support/resistance or moving averages instead. Q: Why do TP/SL lines disappear sometimes? A: Lines freeze (stop extending) when: stop loss is hit, the last enabled take-profit is hit, or end of session arrives (if "Freeze at EOD" is enabled). This is intentional - the trade is complete. Q: What's the difference between "First Only" and "Track Cycles"? A: "First Only" shows one breakout UP and one DOWN per day maximum - clean but might miss opportunities. "Track Cycles" shows breakout-retest-rebreak sequences - more signals but busier chart. Q: Is position sizing accurate for options/forex? A: The calculator is designed for shares (stocks). For options, ignore the share count and use the risk amount. For forex, you'll need to adapt the lot size calculation manually. Q: How much capital do I need to use this? A: The indicator works for any account size, but practical day trading typically requires $25,000 in the US due to Pattern Day Trader rules. Adjust the "Account Size" setting to match your capital. Q: Can I backtest this strategy? A: This is an indicator, not a strategy script, so it doesn't have built-in backtesting. You can visually review historical signals or code a strategy script using similar logic. Q: Why does the dashboard show different entry price than the breakout label? A: If you're looking at an old breakout, the ORB levels may have changed when the next stage completed. The dashboard always shows the CURRENT active range and trade setup. Q: What's a good win rate to expect? A: ORB strategies typically see 40-60% win rate depending on market conditions and filters used. The strategy relies on positive risk/reward ratios (2:1 or better) to be profitable even with moderate win rates. Q: Does this work on crypto? A: Yes, but crypto trades 24/7 so you need to define what "session start" means. Use Session Mode = Custom and set your preferred daily reset time (e.g., 0000-2359 UTC). ## Credits & Transparency ### Development This indicator was developed with the assistance of AI technology to implement complex ORB trading logic. The strategy concept, feature specifications, and trading logic were designed by the publisher. The implementation leverages modern development tools to ensure: Clean, efficient, and maintainable code Comprehensive error handling and input validation Detailed documentation and user guidance Performance optimization ### Trading Concepts This indicator implements several public domain trading concepts: Opening Range Breakout (ORB): Trading strategy popularized by Toby Crabel, Mark Fisher and many more talanted traders. Fair Value Gap (FVG): Price imbalance concept from ICT methodology SuperTrend: ATR-based trend indicator using public formula Risk/Reward Ratio: Standard risk management principle All mathematical formulas and technical concepts used are in the public domain. ### Pine Script Uses standard TradingView built-in functions: ta.ema(), ta.atr(), ta.vwap(), ta.highest(), ta.lowest(), request.security() No external libraries or proprietary code from other authors. ## Disclaimer This indicator is provided for educational and informational purposes only. It is not financial advice. Trading involves substantial risk of loss and is not suitable for every investor. Past performance shown in examples is not indicative of future results. The indicator provides signals and calculations, but trading decisions are solely your responsibility. Always: Test strategies on paper before using real money Never risk more than you can afford to lose Understand that all trading involves risk Consider seeking advice from a licensed financial advisor The publisher makes no guarantees regarding accuracy, profitability, or performance. Use at your own risk. --- Version: 3.0 Pine Script Version: v6 Last Updated: October 2024 For support, questions, or suggestions, please comment below or send a private message. --- Happy trading, and remember: consistent risk management beats perfect entry timing every time.
Pine Script® 인디케이터
orenluxy의
161
Bollinger Band Width Oscillator %🧠 Bollinger Band Width Oscillator % The Bollinger Band Width Oscillator % is a volatility-focused tool that measures the relative width of Bollinger Bands and transforms it into an oscillator format. It helps traders visualize volatility expansions and contractions directly in an indicator pane — a powerful way to anticipate breakout or consolidation phases. 🔍 How It Works Band Width %: Calculates the percentage distance between the upper and lower Bollinger Bands relative to the basis (SMA). Smoothed Output: The raw bandwidth is smoothed using a moving average for cleaner, more stable signals. Dynamic Volatility Zones: The script automatically computes average, high, and low volatility thresholds — each dynamically adapting to market conditions. User-Adjustable Multipliers: Control how sensitive your high/low zones are with the High Zone Multiplier and Low Zone Multiplier inputs. ⚙️ Key Features 📊 Oscillator Format – Easy-to-read visualization of volatility compression and expansion. 🔥 High/Low Volatility Detection – Automatic labeling and color-coded alerts for shifts in volatility. 🧩 Dynamic Thresholds – Zones adjust automatically with market activity for adaptive sensitivity. 🧠 Hysteresis Logic – Prevents rapid signal flipping, improving clarity and reliability. 🎨 Custom Visuals – Adjustable smoothing and background highlights for quick interpretation. 📈 Trading Applications Identify Breakouts: Rising bandwidth often precedes price breakouts. Spot Consolidations: Low bandwidth indicates tightening volatility and potential range trades. Volatility Regime Analysis: Understand market rhythm and adapt strategies accordingly. ⚡ Inputs Parameter Description Band Length Period for Bollinger Band calculation Band Multiplier Standard deviation multiplier for the bands Source Price source (default: close) Smoothing Period for smoothing the oscillator line High Zone Multiplier Adjusts the high-volatility threshold Low Zone Multiplier Adjusts the low-volatility threshold Highlight Volatility Zones Optional background color overlay 🧊 Usage Tip Combine this indicator with momentum tools or price action analysis to confirm trade setups. Watch for transitions from low to high volatility zones — these often signal the beginning of major market moves.
Pine Script® 인디케이터
Bmaloney의