지금 시작

트렌드 어낼리시스

Volumetric Supply and Demand Zones [BOSWaves]Volumetric Supply and Demand Zones - Impulse-Based Zone Detection with Embedded Volume Profile Analysis Overview Volumetric Supply and Demand Zones is an impulse-driven zone identification system that marks significant reversal areas through swing detection and volume accumulation patterns, where zone boundaries dynamically reflect actual trading activity concentration rather than arbitrary price levels. Instead of relying on traditional horizontal support/resistance lines or fixed pivot structures, zone placement, thickness, and volumetric composition are determined through ATR-normalized impulse detection, volume profile distribution analysis, and delta decomposition within base formation periods. This creates adaptive supply and demand boundaries that reflect actual volume accumulation patterns rather than simple price extremes - contracting zones around high-volume concentration areas when profile shows tight distribution, expanding zones during dispersed volume activity, and incorporating positive/negative delta breakdowns to reveal whether zones formed under buying or selling pressure dominance. Price interactions are therefore evaluated relative to volume-weighted zone structures and point-of-control levels rather than conventional naked price zones. Conceptual Framework Volumetric Supply and Demand Zones is founded on the principle that meaningful reversal zones emerge where significant volume accumulated during consolidation before impulse moves rather than at simple swing high/low pivot points. Traditional supply and demand methods identify zones using price structure alone through swing detection or candlestick patterns, which often ignores the underlying volume distribution and buying/selling pressure that validates institutional accumulation or distribution. This framework replaces price-only logic with volume-weighted zone construction informed by actual trading activity concentration and delta composition. Three core principles guide the design: Zone boundaries should encompass base formation periods preceding impulse moves, not isolated pivot candles alone. Volume profile distribution within zones must reveal where actual trading activity concentrated, identifying true points of control. Delta decomposition exposes whether zones formed under buying pressure (demand accumulation) or selling pressure (supply distribution). This shifts supply and demand analysis from naked price levels into volume-validated, delta-aware institutional footprint zones. Theoretical Foundation The indicator combines swing pivot detection, ATR-based impulse measurement, volume profile construction, and delta decomposition analysis. A pivot detection system identifies local swing highs and lows using configurable left/right bar parameters. Impulse validation measures the subsequent price move magnitude relative to ATR, confirming whether the swing preceded a significant directional thrust. Zone boundaries encompass a lookback period of candles forming the base, with maximum height capped by ATR multiplier to prevent excessively large zones. Volume profile divides each zone into horizontal rows, distributing volume proportionally based on price overlap and identifying the point of control (highest volume row). Delta profile separates volume into buying versus selling components using close-open relationships, revealing net directional pressure within each profile row. Five internal systems operate in tandem: Swing Detection Engine : Identifies pivot highs and lows using symmetrical left/right bar confirmation for potential zone anchor points. Impulse Validation System : Measures price movement magnitude following pivot formation, requiring ATR-multiple threshold breach to confirm zone significance. Volume Profile Constructor : Divides zone height into configurable rows, allocates volume proportionally based on bar price range overlap with each row, identifies POC as highest-volume row. Delta Decomposition Engine : Separates volume into buying (up-close bars) versus selling (down-close bars) components within each profile row, calculates net delta and dominant pressure direction. Zone Merge Logic : Detects overlapping zones of same type (supply/supply or demand/demand), combines boundaries and recalculates volume/delta statistics with weighted blending. This design allows supply and demand zones to reflect actual volume accumulation reality rather than reacting mechanically to price pivots alone. How It Works Volumetric Supply and Demand Zones evaluates price through a sequence of volume-aware zone construction processes: Pivot Identification : Swing detection algorithm identifies local highs and lows using configurable left/right bar symmetry, marking potential reversal zone anchors. Impulse Magnitude Validation : Following pivot formation, price movement measured relative to ATR over lookback period - move must exceed ATR multiplier threshold to confirm zone validity. Base Period Boundary Definition : Zone encompasses pivot bar plus configurable lookback candles forming the consolidation base preceding impulse move. Height Normalization : Raw zone height (high to low of base period) capped at maximum ATR multiplier to prevent zones becoming unreasonably large during extended consolidations. Volume Profile Row Allocation : Zone divided into configurable number of horizontal rows, each bar's volume distributed proportionally based on price range overlap with row boundaries. Point of Control Identification : Row with highest accumulated volume marked as POC, representing price level with maximum trading activity concentration within zone. Delta Component Separation : Each bar's volume classified as buying (close > open) or selling (close < open), allocated to respective delta buckets within overlapping profile rows. Delta Profile Construction : Net delta (buy volume minus sell volume) calculated per row, rendered as horizontal bars extending from zone right edge inward with green (positive) or red (negative) coloring. Overlap Detection and Merging : New zones checked against existing zones of same type, overlapping zones within merge gap threshold combined with boundary expansion and volume/delta statistics aggregation. Mitigation Detection : Price interaction monitoring using configurable method (wick or close) determines when zones violated, triggering zone deletion and cleanup of all visual elements. Together, these elements form a continuously updating supply and demand framework anchored in volume accumulation reality and delta pressure composition. Interpretation Volumetric Supply and Demand Zones should be interpreted as volume-validated institutional footprint zones: Demand Zones (Green) : Form at swing lows preceding upward impulse moves exceeding ATR threshold - represent areas where buyers accumulated positions before markup phase, volume profile shows where bids concentrated. Supply Zones (Red) : Establish at swing highs preceding downward impulse moves exceeding ATR threshold - identify areas where sellers distributed positions before markdown phase, volume profile shows where offers concentrated. Volume Profile Bars : Horizontal bars extending from zone left edge show relative volume distribution across price levels - longer bars indicate higher trading activity, revealing true institutional accumulation/distribution levels versus arbitrary zone edges. Point of Control Line (White) : Horizontal line within zone marks price level with maximum volume concentration - represents the most significant institutional activity level, often acts as magnetic price level during retests. Delta Profile Bars : Horizontal bars extending from zone right edge inward display net buying/selling pressure per price level - green bars show buy volume dominance (accumulation), red bars show sell volume dominance (distribution). Zone Info Box : Text panel on right edge displays zone type (SUPPLY/DEMAND), status (Fresh/Tested), total volume, net delta, and touch count - provides quantitative validation of zone significance. Fresh Status : Newly created zones not yet tested by price - highest probability reversal zones as institutional orders likely remain unfilled. Tested Status : Zones where price returned and interacted with boundaries - touch count reveals how many times zone provided support/resistance, excessive touches suggest weakening. Merged Zones : Wider zones with higher volume/delta values formed by combining multiple overlapping base periods - represent extended institutional accumulation/distribution areas with greater significance. POC Brightness : Brightest (white) volume profile bar marks point of control - visual emphasis highlights the most critical price level within zone structure. Volume distribution shape, POC placement, delta composition, and touch count outweigh simple zone boundary reactions. Signal Logic & Visual Cues Volumetric Supply and Demand Zones presents zone interaction insights rather than discrete directional signals: Fresh Zone Formation : New supply or demand zone created when swing pivot followed by ATR-threshold impulse - suggests institutional footprint left behind, high-probability reversal area established. First Retest (Fresh → Tested) : Price returning to previously untouched zone triggers status change and touch increment - historically highest-probability reaction level as unfilled orders likely remain. POC Magnetic Behavior : Price gravitating toward white POC line during zone interaction - suggests institutional activity concentration level acting as support/resistance within broader zone. Volume Profile Asymmetry : Profile showing volume concentrated at zone edge versus center reveals base formation character - edge concentration suggests quick accumulation before impulse, center concentration indicates prolonged consolidation. Delta Divergence Patterns : Demand zones showing negative delta profile (red bars dominant) or supply zones showing positive delta (green bars) reveal weak zone formation - pressure composition conflicted with expected direction. Delta Confirmation Patterns : Demand zones with strong positive delta (green bars) or supply zones with strong negative delta (red bars) validate institutional conviction - pressure aligned with expected reversal direction. Excessive Touch Degradation : Touch count exceeding 3-4 interactions suggests zone weakening - repeated tests consume institutional orders, reducing reversal probability. Mitigation Events : Price closing beyond zone boundaries (or wicking through, based on settings) triggers zone deletion - invalidation confirms institutional levels failed, trend continuation likely. The primary value lies in volume-validated zone structure and delta composition analysis rather than simple boundary touches. Strategy Integration Volumetric Supply and Demand Zones fits within institutional footprint and order flow-aware trading approaches: Fresh Zone Reversal Entries : Enter counter-trend positions at first retest of fresh zones with strong delta confirmation - unfilled institutional orders provide high-probability reaction levels. POC-Precise Limit Orders : Place entries at POC line rather than zone edges - point of control represents maximum volume concentration, offering tighter stop placement and better risk/reward. Delta-Filtered Zone Selection : Prioritize demand zones showing positive net delta and supply zones showing negative net delta-aligned pressure composition validates institutional conviction. Volume Profile Distribution Analysis : Favor zones with tight volume concentration (profile bars clustered) over dispersed distribution - concentrated profiles suggest decisive institutional accumulation/distribution. Merge-Enhanced Conviction : Treat merged zones with higher volume/delta totals as stronger reversal candidates - combined statistics represent extended institutional activity periods. Touch Count Degradation Filtering : Reduce position sizing or avoid zones with 3+ touches - excessive interaction depletes institutional orders, weakening reversal probability. Trend Continuation via Mitigation : Enter breakout positions when price closes beyond supply zones (uptrend) or demand zones (downtrend) - mitigation confirms trend strength overwhelming institutional levels. Multi-Timeframe Zone Confluence : Apply higher-timeframe zones for macro structure, use lower-timeframe volume profile to identify precise entry levels within larger zones. Technical Implementation Details Core Engine : Pivot detection with symmetrical left/right confirmation, ATR-normalized impulse validation Zone Construction : Base period lookback with ATR-capped height normalization and time-based extension Volume Profile System : Proportional volume allocation across configurable rows with overlap percentage calculation Delta Engine : Close-open relationship classification separating buy/sell volume with net delta calculation per row POC Identification : Maximum volume row detection with visual emphasis rendering Merge Logic : Overlap detection with gap threshold, boundary expansion, and weighted statistic aggregation Visualization : Multi-element rendering (zone boxes, profile bars, delta bars, POC lines, info panels) with proportional sizing Performance Profile : Custom type system for zone/profile/delta management, efficient array-based storage with configurable zone limits Optimal Application Parameters Timeframe Guidance: 1 - 5 min : Micro-structure supply/demand for scalping with tight ATR multipliers and reduced lookback 15 - 60 min : Intraday institutional footprint zones with balanced profile row count and merge sensitivity 4H - Daily : Swing-level accumulation/distribution areas with extended lookback periods and wider merge gaps Weekly - Monthly : Macro institutional zones with maximum profile detail and extended zone persistence Suggested Baseline Configuration: Swing Length : 8 Impulse Size (ATR) : 1.2 Base Lookback Candles : 3 ATR Length : 14 Maximum Zone Height (ATR) : 4.0 Maximum Zones : 10 Extend Zones (bars) : 60 Merge Overlapping Zones : Enabled Merge Gap (ATR) : 0.3 Mitigation Type : Wick Profile Rows : 10 Profile Width (%) : 0.5 Show POC Line : Enabled Show Delta Profile : Enabled Delta Profile Width (%) : 0.35 Show Zone Info Box : Enabled These suggested parameters should be used as a baseline; their effectiveness depends on the asset's volatility profile, volume characteristics, and preferred zone sensitivity, so fine-tuning is expected for optimal performance. Parameter Calibration Notes Use the following adjustments to refine behavior without altering the core logic: Too many zones cluttering chart : Increase Swing Length (10 - 12) to demand stronger pivots, or increase Impulse Size multiplier (1.5 - 2.0) to require larger moves for zone validation. Missing significant reversal levels : Decrease Swing Length (5-6) for earlier pivot detection, or reduce Impulse Size (0.8 - 1.0) to capture smaller but valid base formations. Zones too large/tall : Reduce Maximum Zone Height ATR multiplier (2.5 - 3.0) to cap vertical size, or decrease Base Lookback Candles (1 - 2) for tighter base periods. Zones too small to be useful : Increase Base Lookback Candles (4 - 6) to encompass longer consolidation periods, or raise Maximum Zone Height (5.0 - 7.0) for taller zones. Profile bars too granular : Decrease Profile Rows (6 - 8) for coarser distribution showing major volume clusters only. Profile lacking detail : Increase Profile Rows (15 - 20) for finer resolution revealing subtle volume distribution nuances. Zones merging too aggressively : Decrease Merge Gap ATR multiplier (0.1 - 0.2) to require tighter overlap for merge qualification, or disable merging entirely. Related zones not combining : Increase Merge Gap (0.5 - 0.8) to allow merging of zones with larger separation distances. Zones invalidating prematurely : Switch Mitigation Type from "Wick" to "Close" to require closing violation rather than intrabar penetration. Zones persisting too long after breach : Switch Mitigation Type from "Close" to "Wick" for faster invalidation on initial penetration. Profile bars invisible : Increase Profile Width percentage (0.6 - 0.8) for longer bars, improving visibility on cluttered charts. Delta profile obscuring volume profile : Reduce Delta Profile Width (0.2 - 0.3) to prevent overlap, or disable delta display temporarily. Adjustments should be incremental and evaluated across multiple session types rather than isolated market conditions. Performance Characteristics High Effectiveness: Range-bound and mean-reverting markets where institutional zones provide reliable turning points Instruments with consistent volume characteristics where profile distribution reveals true accumulation/distribution Swing trading approaches targeting zone-to-zone reactions with defined risk parameters Reversal strategies seeking volume-validated entry levels rather than blind counter-trend positions Markets where delta proxy correlates well with actual order flow (trending volume instruments) Position trading benefiting from macro supply/demand structure with embedded volume context Reduced Effectiveness: Extremely low volume environments where profile distribution becomes unreliable and sparse News-driven or gapped markets where zones form/invalidate without normal volume accumulation patterns Highly trending markets where zones consistently mitigate without providing reversal opportunities Instruments with erratic volume patterns making delta decomposition and profile interpretation misleading Very high-frequency timeframes (seconds) where base formation periods too short for meaningful volume accumulation Integration Guidelines Confluence : Combine with BOSWaves structure, market profile, or traditional technical analysis for zone validation within broader context Volume Profile Respect : Trust POC levels and high-volume profile bars over arbitrary zone edges for entry/exit precision Delta Confirmation Priority : Favor zones where delta composition aligns with expected direction - positive delta in demand, negative delta in supply Fresh Zone Preference : Prioritize first retests of untouched zones over repeatedly tested areas with high touch counts Merge Recognition : Treat merged zones with elevated volume/delta statistics as higher-conviction institutional footprint areas Touch Count Filtering : Reduce position sizing or avoid zones after 3+ touches as institutional order depletion reduces effectiveness Mitigation Discipline : Exit zone-based positions decisively when price closes beyond boundaries, respecting invalidation signals Multi-Timeframe Structure : Apply higher-timeframe zones for swing structure, use lower-timeframe profiles for tactical entry refinement Disclaimer Volumetric Supply and Demand Zones is a professional-grade supply/demand zone and volume profile analysis tool. It uses volume-based delta proxy to estimate directional pressure but does not access true order book data or institutional trade information. Results depend on market conditions, volume reliability, ATR characteristics, parameter selection, and disciplined execution. Volume profile and delta calculations represent approximations based on close-open relationships and price overlap formulas, not actual bid/ask transactions. BOSWaves recommends deploying this indicator within a broader analytical framework that incorporates price structure, order flow context, and comprehensive risk management.
Pine Script® 인디케이터
BOSWaves의
5
ORION: Hybrid Volatility Breakout Strategy📝 Description Introduction ORION is a specialized volatility breakout strategy designed primarily for XAUUSD (Gold) on the 5-minute timeframe. It is built on the core market principle of "Compression leads to Expansion." The strategy identifies periods of market consolidation (tight, flat ranges) and executes trades when momentum breaks out of these zones in the direction of the dominant trend. This version is specifically optimized for Proprietary Trading Firms (FTMO, etc.), featuring strict time-based closures, risk management controls, and session filters to comply with "Day Trader" objectives. 🧠 How It Works (The Logic) The strategy does not guess tops or bottoms. It waits for a specific market structure to form—a "Box." For a valid setup to be identified, the market must pass three strict mathematical filters: Tightness Filter (ATR): The strategy measures the height of the last 15 candles (High vs. Low). If the range height is less than 2.5x ATR (Average True Range), it is considered "compressed" enough to trade. Flatness Filter (Linear Regression): We don't want to trade slanted channels. The strategy calculates the slope of the Linear Regression curve. If the slope is below 0.2, the market is considered flat/horizontal. Squeeze Detection (Standard Deviation): An optional visual aid (Golden Box) appears when Standard Deviation drops significantly, signaling extreme compression and a high probability of explosive movement. Entry Trigger: Once a valid "Box" is drawn, the strategy waits. A trade is entered only if a candle closes outside the box boundaries. Long: Candle Close > Box High. Short: Candle Close < Box Low. Trend Filter: To avoid false breakouts, the strategy uses a 150 EMA (Exponential Moving Average). Longs are only taken if the price is above the 150 EMA. Shorts are only taken if the price is below the 150 EMA. 🛡️ Risk Management & Prop Firm Features This strategy is engineered with capital preservation in mind: Dynamic Position Sizing: Instead of fixed lots, the strategy calculates position size based on % Risk per Trade (default 0.8%). This ensures that a wide stop loss or a tight stop loss results in the exact same dollar risk. Risk:Reward Ratio: Default is set to 1:1.9. Winners are nearly 2x larger than losers. "Zombie Box" Prevention: If a consolidation box is formed but price does not break out within 45 bars (approx. 4 hours), the box is considered invalid and deleted. This prevents the strategy from reacting to "stale" levels. Friday Force Close: To comply with Prop Firm rules regarding weekend holding, the strategy automatically closes all open positions on Friday at 22:00 (adjustable). Session Filter: Trades are only taken during specified active hours (e.g., London/NY sessions) to avoid low-liquidity spreads. ⚙️ User Settings (Inputs) Lookback Period: Length of the consolidation analysis (Default: 15). Box Width (ATR): Sensitivity of the volatility filter. Lower values = stricter entries. EMA Length: Trend filter baseline (Default: 150). Trading Session: Time window for new entries (Default: 06:00 - 23:00). Force Close Day/Hour: Auto-close settings for weekends. Max Leverage Cap: Safety filter to prevent excessive position sizing on tight stops (Default: 30x). ⚠️ Disclaimer This strategy is a tool for analysis and automated execution logic. Past performance (backtesting) is not indicative of future results. The default settings are tuned for XAUUSD (Gold) on the 5m timeframe. Always perform your own backtests before using on a live account. Ensure your broker's time zone matches the strategy's time logic for the session filters to work correctly.
Pine Script™ 전략
ana_gagua의
Top score Scalping 3-Signal Dashboard v2If you are using this indicator in an international environment or want to understand the English terminology used in professional trading, here is a guide on how to use and interpret the **Scalping 3-Signal Dashboard v2**. --- ## 1. Understanding the Dashboard Logic The dashboard works on a **Confluence Model**. Instead of following one indicator blindly, it looks for "agreement" between three different types of analysis: * **Trend Analysis (EMA):** Shows the direction of the market. * **Momentum Analysis (RSI):** Shows the strength of the move. * **Volume Analysis (VFI):** Shows if "Big Money" is supporting the move. ### 📊 Score Interpretation The **Verdict** row is your final decision maker: * **"BUY ZONE" (Score 60% - 100%):** High probability bullish setup. All or most signals are aligned. * **"SELL ZONE" (Score 60% - 100%):** High probability bearish setup. * **"WAIT":** The market is in a **Conflict State**. (e.g., Price is going up, but volume is decreasing). **Do not trade.** --- ## 2. Trading Terms & Actions When using this tool, you will encounter these English terms in the settings and alerts: | English Term | Definition / Action | | --- | --- | | **Bullish** | Market is going up (Look for Buy). | | **Bearish** | Market is going down (Look for Sell). | | **Crossover** | When the Fast EMA crosses the Slow EMA (Trend change). | | **Neutral** | RSI is near 50; no clear strength in either direction. | | **Probability (Prob)** | The calculated confidence level of the signal. | | **Trigger** | The exact moment the "BUY" or "SELL" label appears. | --- ## 3. How to Execute a Trade (Step-by-Step) ### **Step 1: Check the Verdict** Wait for the **"BUY ZONE"** or **"SELL ZONE"** to appear on the dashboard. Do not enter if the dashboard says **"WAIT"**. ### **Step 2: Verify the Signal (The Arrow)** Look for the **Green Label (BUY)** below the candle or the **Red Label (SELL)** above the candle. * *Tip:* The best signals happen when the labels appear just as the EMAs cross each other. ### **Step 3: Set Your Exit (Risk Management)** Since this script doesn't provide exit targets, use these standard English trading rules: * **Stop Loss (SL):** Place it below the recent "Swing Low" (for Buys) or above the "Swing High" (for Sells). * **Take Profit (TP):** Aim for a **Risk/Reward ratio of 1:1.5 or 1:2**. --- ## 4. Optimization Settings (Inputs) If you want to change the settings, here is what the English labels mean: * **EMA Fast/Slow Length:** Adjusts how sensitive the trend lines are. * **Min Probability:** The threshold for showing arrows. If you want fewer, more accurate signals, increase this to **70%**. * **Weight Settings:** How much "importance" you give to each indicator. If you trust Volume more than RSI, increase the **VFI Weight**. --- ### 💡 Pro Tip for XAUUSD (Gold) Gold is highly volatile. In English, we call this **"Market Noise."** To avoid being "stopped out" by noise, it is best to use this indicator during high-volume sessions: 1. **London Session** (starts ~8:00 AM GMT) 2. **New York Session** (starts ~1:00 PM GMT) **Would you like me to translate the labels inside the script's code into English so the dashboard itself displays English text?**
Pine Script® 인디케이터
thanachaiyo27의
Dynamic Extreme Channels & Reversals [LuxAlgo]The Dynamic Extreme Channels & Reversals indicator provides an adaptive framework for identifying price extremes and trend shifts through self-adjusting boundaries. Unlike static channels, this tool dynamically resets its levels based on price activity, offering a responsive environment for trend following and mean-reversion analysis. 🔶 USAGE The indicator functions by tracking the highest highs and lowest lows over a specific window. When the price fails to make a new extreme within the defined period, the boundaries contract toward the current price action. This behavior creates a "breathing" channel that adapts to market volatility and consolidation phases. Users can toggle between two primary viewing modes: Channel Mode: Displays the upper, lower, and midline boundaries. This is ideal for identifying overextended price levels and potential mean-reversion targets. Trailing Stop Mode: Simplifies the visual output into a single step-line that tracks the lower boundary during uptrends and the upper boundary during downtrends, serving as a dynamic exit or trend-following level. 🔹 Reversal Signals The script includes built-in reversal signals designed to catch "blow-off" tops or "panic" bottoms where price briefly exceeds a boundary but immediately loses momentum. Bullish Signal (▲): Occurs when the price hits a new lower extreme (LL) but the current candle manages to peak back above the channel midline. Bearish Signal (▼): Occurs when the price hits a new higher extreme (HH) but the current candle manages to drop below the channel midline. The sensitivity and frequency of these signals are directly influenced by the Lookback Period and Reset Alpha % : Lookback Period: A shorter lookback causes the channel boundaries to "reset" more frequently. This results in tighter channels and more frequent reversal signals, as the midline becomes easier to cross. A longer lookback creates wider, more stable channels, resulting in fewer, high-conviction signals. Reset Alpha %: This determines how aggressively the levels move toward the price after the lookback period expires. A high Alpha (e.g., 100%) creates sharp adjustments, which can lead to rapid signal generation during choppy markets. A lower Alpha creates smoother transitions, filtering out noise in the reversal logic. 🔶 DETAILS The core logic avoids standard rolling maximum/minimum functions to provide a more "sticky" boundary. Instead of the channel edge constantly moving with every bar, it remains fixed until a new extreme is reached or the "timer" (Lookback Period) runs out. When the timer runs out, the level interpolates toward the price based on the Reset Alpha. This simulates a decaying memory of past price extremes, ensuring the indicator remains relevant even after long periods of sideways movement. 🔶 SETTINGS 🔹 Core Settings Lookback Period: The number of bars the indicator waits before adjusting an extreme level if no new high/low is found. Reset Alpha %: Controls the intensity of the level adjustment. 100% resets the level entirely to the current price, while 0% keeps it static. Trailing Stop Mode: Switches the display from a three-line channel to a single trend-following stop line. 🔹 Visuals Show Reversal Signals: Toggles the visibility of the triangle reversal labels. Upper Color: Customizes the color and transparency of the upper boundary. Midline Color: Customizes the color and transparency of the center line. Lower Color: Customizes the color and transparency of the lower boundary. 🔹 Dashboard Dashboard: Toggles the on-screen information panel. Position: Controls the location of the dashboard on the chart. Size: Controls the scale of the dashboard text and cells.
Pine Script® 인디케이터
LuxAlgo의
3
Swing High/Low Wick Zones - Support & Resistance IndicatorOverview The Swing High/Low Wick Zones indicator is a powerful visual tool designed to help traders identify true support and resistance levels based on price action. By highlighting key swing points and their rejection zones (wicks), this indicator provides clear, actionable insights into where the market has historically reversed. How It Works This indicator automatically detects swing highs and swing lows on your chart using a customizable pivot detection algorithm. When a swing point is identified, the script: 1. Marks the swing point with a colored dot for easy identification 2. Draws a box from the wick extreme to the candle body, highlighting the true rejection zone 3. Extends a horizontal line to visualize the key price level going forward Key Features ✅ True Support & Resistance Zones - Focuses on wicks (not just candle bodies) to identify real rejection points where price action reversed ✅ Visual Clarity - Boxes highlight the exact price zones where buyers or sellers stepped in, making it easy to spot critical levels at a glance ✅ Fully Customizable - Adjustable swing detection sensitivity (swing length) - Customizable box and line extension lengths - Independent color controls for swing highs and swing lows - Adjustable opacity for boxes and lines - Customizable marker colors and sizes ✅ Clean, Professional Display - Organized visual elements that don't clutter your chart while providing essential market structure information Use Cases 📊 Day Trading - Identify intraday support and resistance levels for precise entries and exits 📈 Swing Trading - Spot key reversal zones and market structure for multi-day position trades 📉 Trend Analysis - Understand market structure and where institutional players are defending levels 🎯 Entry/Exit Planning - Use the highlighted zones to set stop losses and take profit targets Settings Swing Detection - Swing Length: Controls sensitivity (lower = more swings, higher = only major swings) Boxes - Extension length in bars - Separate colors for highs and lows - Adjustable opacity (0-100) - Border color customization Lines - Toggle on/off - Extension length in bars - Separate colors for swing high and swing low lines - Adjustable opacity (0-100) - Line width (1-5) Markers - Color customization - Size options (Tiny, Small, Normal) Why This Indicator is Different Unlike traditional support/resistance indicators that only mark horizontal lines at swing points, this indicator emphasizes the **actual rejection zone** (the wick area) where price was tested and reversed. This provides traders with a more accurate representation of where supply and demand dynamics actually shifted. Best Practices - Use higher swing lengths (7-10) for major structural levels - Use lower swing lengths (3-5) for short-term trading opportunities - Combine with volume analysis for confirmation - Watch for price reactions when it returns to these zones - Use the boxes to identify potential support-turned-resistance (and vice versa) Perfect For: - Identifying key price levels - Planning trade entries and exits - Understanding market structure - Setting stop losses and take profits - Spotting potential breakout/breakdown zones --- Note: This indicator works on all timeframes and all markets (stocks, forex, crypto, futures, etc.). Experiment with the settings to find what works best for your trading style! ---
Pine Script® 인디케이터
ajd77의
CDLTRD Strategy [JustUncleL] v0.1his strategy is a heavily modified and automated version of the excellent Candlestick Trend Indicator v0.5 originally created by JustUncleL. I have engineered this specific version for Prop Firm Challenges and funded accounts, focusing on capital preservation while capturing high-probability trend moves. It retains JustUncleL's core Hull Moving Average (HMA) trend ribbon and candlestick pattern recognition, but adds a sophisticated "Defender" layer to filter out chop and manage risk automatically. 🚀 Key Features: Trend & Pattern Entry: Trades are only taken in the direction of the Hull MA (20). It looks for high-quality reversals like Engulfing candles, Harami, Piercing Lines, and Pin Bars (Original logic by JustUncleL). The "Defender" Shield (ADX Filter): The strategy includes an ADX filter (default > 20) to completely ignore choppy, sideways markets where most trend strategies lose money. Prop Firm Risk Management: Daily Circuit Breaker: If the account hits a max daily drawdown (default 1.5%), the strategy hard-stops trading for the day to protect your evaluation. Time Enforcement: Automatically closes all positions at 1:00 PM (NY Time) to avoid end-of-day volatility and overnight holding rules. Aggressive Breakeven: Includes a "Move to Breakeven" trigger. Once a trade is 0.5% in profit, the Stop Loss automatically moves to the entry price to secure a risk-free trade. Ghost Automation Ready: This script generates pre-formatted JSON alert messages for Ghost automation (Buy, Sell, Exit), making it plug-and-play for automated trading. ⚙️ Recommended Settings: Timeframe: 30 Minute (Optimized for MGC/Gold & MNQ) Stop Loss: 1.0% (Fixed) Breakeven Trigger: 0.5% Contracts: Set your fixed contract size in the inputs. Credits: Original Indicator: JustUncleL (Candlestick Trend Indicator v0.5) Strategy Logic & Automation: Modified by MeliMillionaire
Pine Script™ 전략
MeliMillionaire247의
Target RadarTarget Radar filters entries with a confidence gate, then maps the next objective using pivot-cluster Support/Resistance pools. It’s built for traders who want fewer, cleaner signals and a clear target level instead of guessing exits. What you get on the chart 🔵 Support pools (pivot-low clusters) 🟠 Resistance pools (pivot-high clusters) 🟢 Long signal (▲) when the setup passes filters + score threshold 🔴 Short signal (▼) when the setup passes filters + score threshold Projection band (expected move with uncertainty half-width) Forward box (next-horizon projected zone) Target line + label (best nearby pool in the forecast direction + score) How to read the Support/Resistance pools Target Radar doesn’t draw random lines. It builds price pools from confirmed pivots and clusters them: A pivot forms after pivotLen bars confirm (that’s the confirmation delay by design). Levels within ATR * mergeATR merge into one pool. Strength = number of merged touches. Thickness/opacity = strength (stronger pools stand out). Legend 🔵 Blue = Support pools 🟠 Orange = Resistance pools Thick + less transparent = stronger level These colors are reserved for structure, not signal direction. What makes this different Most tools do signals or support/resistance or volatility bands. Target Radar combines them into a single workflow: Directional forecast (up/down pressure) Uncertainty gate (trade conditions vs noise) Structure-based target (where price is most likely to react next) So you’re not just taking entries—you’re trading entry + environment + destination. The math behind it (simple + transparent) 1) Forecast Engine (direction) Each component is normalized with a z-score over lookback: trendZ = zscore((EMA10 − EMA20) / EMA20) momZ = zscore(RSI14 − 50) volZ = zscore(ATR14 / close) (penalty) vprZ = zscore(log(SMA(upVol)/SMA(downVol))) Weighted blend: rawScore = wTrend*trendZ + wMom*momZ − wVol*volZ + wVpr*vprZ Bounded and scaled: bound(x) = x / (1 + |x|) forecastRet = bound(rawScore) * (ATR/close) * retScale 2) Uncertainty band (confidence gate) The script measures recent forecast error: realRet = ln(close / close ) residual = |realRet − forecastRet | Half-width uses rolling error stats: halfWidth = max(mean(residual) + zMult*stdev(residual), minHW) Interpretation: Small halfWidth = stable environment Large halfWidth = unstable environment (signals blocked if enabled) 3) Target scoring (structure + forecast alignment) The target is the nearest pool in the forecast direction, then scored by: distance fit vs the uncertainty band whether the level sits inside the projection zone pool strength bonus Best practices (how traders actually use it) New traders Start with Breakout or EMA Cross Keep filters ON: Require Forecast Alignment ✅ Block High Uncertainty ✅ Match Regime to Mode ✅ Use the dashed target as the first objective. Experienced traders Use Target Radar as a validation + targeting layer: Your setup triggers → Target Radar decides if conditions are tradable and where the next level sits. Raise minScore to reduce signals and tighten quality. Use the pool strength (thicker/clearer lines) as a structure filter. Mode ↔ Regime pairing TREND regime: Breakout, EMA Cross RANGE regime: Mean Reversion CHAOS regime: filtered out when regime gate is enabled What it is / what it isn’t It is: a confidence-gated signal filter + structure target mapper. It isn’t: a full strategy/backtest engine—use Strategy Tester if you want full trade simulation. Alerts Long signal Short signal High uncertainty
Pine Script® 인디케이터
Finntech1의
Internal vs External Liquidity Zones [Alpha Extract]A sophisticated dual-timeframe market structure visualization system that identifies and maps internal (short-term) and external (long-term) liquidity levels with comprehensive Break of Structure (BOS) and Change of Character (CHoCH) detection across both timeframes. Utilizing pivot-based zone creation with ATR-scaled heights and sweep classification, this indicator delivers institutional-grade liquidity mapping distinguishing between major swing liquidity (external) and minor retracement liquidity (internal) for multi-dimensional market structure analysis. The system's hierarchical structure framework combined with objective arrow projection and state-based zone coloring provides complete smart money concept implementation for advanced order flow trading. 🔶 Understanding Internal vs External Structure External Structure represents major swing points using longer pivot lengths (default 10 bars), identifying significant highs and lows that define the broader market range and trend direction. These are the key levels where large institutional positions likely exist, stop losses cluster, and major trend reversals may occur. External structure breaks (eBOS/eCHoCH) signal significant shifts in market sentiment and often precede sustained directional moves. Internal Structure captures minor swing points within the external range using shorter pivot lengths (default 3 bars), revealing short-term liquidity pools formed during retracements, consolidations, and minor corrections. These represent areas where smaller participants' stops accumulate and where price often reacts before continuing toward external objectives. Internal structure breaks (iBOS/iCHoCH) provide early warning signals and tactical entry opportunities within the broader external trend context. The relationship between internal and external structure creates a hierarchical framework: external zones define the "what" (overall bias and major objectives), while internal zones reveal the "how" (tactical path and entry models). When internal structure breaks bullish while within an external bearish range, it signals potential reversal setup. When internal breaks align with external direction, it confirms trend strength. 🔶 Advanced Dual-Pivot Detection Framework Implements separate pivot calculation systems for external and internal structure with configurable lookback periods optimizing for different swing magnitudes. The system identifies external pivots using extended length capturing major swing extremes, detects internal pivots using compressed length for minor retracement highs/lows, and optionally requires internal pivots occur within current external range boundaries ensuring hierarchical structure coherence. // Dual Structure Detection External_Pivot_High = ta.pivothigh(high, External_Length, External_Length) External_Pivot_Low = ta.pivotlow(low, External_Length, External_Length) Internal_Pivot_High = ta.pivothigh(high, Internal_Length, Internal_Length) Internal_Pivot_Low = ta.pivotlow(low, Internal_Length, Internal_Length) // Optional Range Requirement Valid_Internal = requireInside ? (pivot within ) : true 🔶 BOS and CHoCH Detection System Break of Structure (BOS) occurs when price breaks a recent structure point in the direction of the current trend, confirming trend continuation. The system identifies BOS when: Price breaks above previous high while trend remains bullish (bullish BOS) Price breaks below previous low while trend remains bearish (bearish BOS) Previous structure point hasn't been violated yet Change of Character (CHoCH) signals potential trend reversal when price breaks structure counter to the established trend direction. The system detects CHoCH when: Price breaks above previous high while trend was bearish (bullish CHoCH - reversal signal) Price breaks below previous low while trend was bullish (bearish CHoCH - reversal signal) Both external (e-prefix) and internal (i-prefix) structures generate independent BOS/CHoCH labels, enabling multi-timeframe structure analysis where eCHoCH may signal major reversal while iBOS confirms minor trend within that reversal. 🔶 Intelligent Zone Creation Architecture Features ATR-based or tick-based zone height calculation with separate sizing for internal and external liquidity levels, creating visual boxes centered on pivot points. The system calculates zone dimensions using configurable ATR multiples (default 0.40x) or fixed tick counts, positions zones symmetrically above/below pivot levels, and applies distinct color schemes distinguishing external highs (red), external lows (white), internal highs (cyan), and internal lows (blue). 🔶 Equal High/Low Detection Mode Provides advanced internal zone mode that only creates zones when consecutive internal pivots form equal highs or equal lows within ATR-based tolerance, filtering noise and highlighting significant accumulation/distribution patterns. The system tracks previous internal pivots, compares new pivots against tolerance threshold, creates averaged zone when equality detected, and ignores isolated pivots that don't form patterns, reducing visual clutter while emphasizing institutional liquidity clustering. 🔶 Comprehensive Sweep Classification System Implements three sweep detection modes distinguishing between liquidity grabs and genuine breakouts with state-based zone coloring: Wick Mode: Marks zone as swept when wick touches but close remains outside Close Mode: Requires close through zone for sweep classification Wick+Close Classify Mode: Distinguishes sweeps (S - wick touches, close outside) from breaks (B - close through zone) The system transitions zones through three states: Active (0 - untouched), Swept (1 - liquidity grabbed), Broken (2 - fully breached), applying progressive transparency increases to visually distinguish state changes and enabling traders to identify false breakouts versus genuine structural violations. 🔶 Objective Arrow Projection Framework Features intelligent objective labeling that triggers when internal zones are swept, projecting arrows pointing toward opposite external structure as probable targets. The system generates "->ExtH" labels when internal low swept (suggesting move toward external high) and "->ExtL" labels when internal high swept (suggesting move toward external low), providing smart money concept implementation where internal liquidity grabs often precede runs toward external objectives. 🔶 Dynamic Zone Management System Maintains separate arrays for external and internal zones with configurable history modes and maximum zone limits. The system implements "Latest Only" mode (clears previous external zones of same side when new pivot detected) or "Keep History" mode (preserves all zones up to maximum limit), automatically expires oldest zones when limits reached, and optionally clears all internal zones when new external pivot forms, maintaining clean chart presentation while preserving relevant liquidity context. 🔶 Trend Momentum Scoring Engine Calculates sophisticated trend state using dual-component analysis combining momentum (price change normalized by volatility) with strength (MA separation and slope alignment). The system generates TrendScore objects containing momentum value, strength percentage, direction (-1/0/+1), and confidence score (0-100), uses these scores to classify BOS versus CHoCH by comparing previous and current trend states, and provides objective structural classification beyond simple price level violations. 🔶 Adaptive Zone Extension Logic Implements intelligent right-edge management where active zones extend to current bar but freeze at touch/sweep point when cut-on-touch enabled. The system continuously updates zone right boundaries during active state, locks boundary at bar of first violation, and maintains locked position through subsequent bars, creating visual history of when liquidity was accessed while preventing misleading forward projection of filled zones. 🔶 Multi-State Visual Feedback System Provides comprehensive color and transparency modulation based on zone state with two visual style options. "Soft Fill" mode uses semi-transparent fills with subtle borders, while "Outline" mode displays only colored borders with transparent fills. The system applies progressive transparency increases: Active (light), Swept (medium), Broken (heavy), with independent control over fill and border transparency enabling customization from subtle hints to prominent highlighting. 🔶 Structure Line Visualization Architecture Creates dashed horizontal lines connecting structure break points to current bar with BOS/CHoCH labels positioned at midpoint between break bar and detection bar. The system draws lines at exact structure level, applies color coding matching bullish (green) or bearish (red) classification, and uses compact labels (eBOS, eCHoCH, iBOS, iCHoCH) for instant structural event identification without cluttering chart with excessive text. 🔶 Performance Optimization Framework Utilizes efficient array management with configurable maximum limits (default 120 zones each type), automatic cleanup of oldest elements, and optional hiding of filled zones reducing active object count. The system includes intelligent state tracking minimizing recalculation overhead, optimized sweep detection using simple comparison logic, and streamlined zone update loops processing only active zones for consistent performance across extended sessions. 🔶 Why Choose Internal vs External Liquidity Zones ? This indicator delivers institutional-grade market structure analysis through hierarchical dual-timeframe liquidity mapping with comprehensive BOS/CHoCH detection. The distinction between external (major swing) and internal (minor retracement) structure provides complete smart money concept implementation where external zones define bias and targets while internal zones reveal tactical entries and stop hunts. The system's sweep classification distinguishes liquidity grabs from genuine breakouts, objective arrows project probable targets based on internal sweeps toward external levels, and comprehensive BOS/CHoCH labeling across both timeframes enables multi-dimensional structural analysis. Perfect for order flow traders implementing ICT concepts, liquidity-based strategies, or market maker models in cryptocurrency, forex, and futures markets where understanding the relationship between internal accumulation and external objectives is essential for high-probability trade location and proper risk management.
Pine Script® 인디케이터
AlphaExtract의
HB Directional RangeHB Directional Range Indicator The HB Directional Range is a powerful tool designed to help traders identify significant price ranges and their directional trends. It works particularly well in conjunction with strategies like Demand and Supply, Market Structure, and Smart Money Concepts (SMC). The indicator helps you manage entries and exits based on price reactions, making it ideal for scalpers and traders looking for clear trade management signals. Key Features: Range Boxes: The indicator draws boxes to highlight key price ranges, with color-coded boxes to represent trend direction: Green (Bullish): Indicates a rising trend. Red (Bearish): Indicates a falling trend. Dynamic Box Adjustment: The range boxes automatically adjust based on price action, expanding when the price moves outside the current range or when the candle body is fully inside the range. Breakout Detection: The indicator detects if a candle body breaks out above or below the current range. When a breakout occurs: Upward Breakout: Indicates a potential upward price move (green arrow up). Downward Breakout: Indicates a potential downward price move (red arrow down). Box Border: Customize the border color and width of the range boxes to suit your charting preferences. How It Works: Range Definition: A range is defined by the high and low of the first bar, and a box is drawn with a color that reflects whether the bar is bullish (green) or bearish (red). Range Expansion: As new bars form, the range box expands if the price moves outside the current range or adjusts based on the new high/low. Reaction to Demand and Supply Zones: The indicator is particularly useful for spotting reactions to key Demand and Supply zones. It helps identify when the price is reacting to these zones, either through a bounce or a rejection, allowing traders to make informed decisions about entry and exit. Visual Breakout Markers: Tiny arrows appear above or below the breakout candles, showing the breakout direction for quick identification. Customization Options: Bullish Range Color: Choose the color for the bullish (green) range boxes. Bearish Range Color: Choose the color for the bearish (red) range boxes. Border Color: Set the color of the range box borders. Border Width: Adjust the width of the range box borders (1 to 4). How to Use: Bullish Indicators: When a green range box and an upward breakout (green arrow) appear, it suggests potential continuation in an uptrend. Bearish Indicators: A red range box with a downward breakout (red arrow) suggests potential continuation in a downtrend. Range Bound Markets: If the price stays inside the range box without a breakout, the market may be consolidating. Wait for a breakout before making trade decisions. Important Note: This indicator is not a standalone trading strategy. It is designed to assist in trade management by helping traders pinpoint reactions to price levels, particularly Demand and Supply zones, and provides entry and exit signals. The HB Directional Range should be used in conjunction with other strategies, such as Demand and Supply, Market Structure, or Smart Money Concepts (SMC), for more accurate and comprehensive decision-making. Works Well for Scalping on Lower Time Frames: The HB Directional Range is especially useful on lower time frames (e.g., 1-minute, 5-minute, or 15-minute charts), which is why it works well for scalpers. It helps identify short-term price ranges and potential reactions to key price levels for quick entries and exits. Best For: Trend Following: Traders who prefer to follow the market direction can use this indicator to confirm bullish or bearish trends. Reaction to Demand and Supply Zones: Use it to track price reactions (bounces or rejections) from demand or supply areas, rather than breakouts from these zones. Scalping: The indicator works well on lower time frames, helping scalpers find fast, high-probability trade setups. Market Structure: The indicator helps visualize structural breaks and changes in market direction in conjunction with market structure analysis. Smart Money Concepts (SMC): Use it with SMC techniques to validate potential entry points, especially when the price is reacting to areas of institutional interest. How to Combine with Other Strategies: Demand and Supply: Use the HB Directional Range to monitor price reactions to key Demand and Supply zones. For example, when the price reacts to a demand zone and the indicator shows a bullish range box with an upward breakout, it may signal a buying opportunity. Market Structure: Combine the indicator with market structure analysis to confirm a trend change or continuation after a price reaction at key levels. For instance, after a reaction to a demand zone, the indicator can confirm if the market is likely to continue its bullish trend. Smart Money Concepts (SMC): Use the indicator to identify price reactions at zones where institutional money may be active. When the price reacts to a key level and the HB Directional Range shows a clear direction (e.g., green bullish box), it could confirm an institutional buy setup.
Pine Script® 인디케이터
Pure-PA의
1
AMT Institutional Model v2What This Indicator Does This indicator implements Fabio Valentini's Auction Market Theory (AMT) model — the same framework used by a verified World Cup Trading Championship competitor who achieved 218% audited returns in a single competition year. The core principle is simple: The market is an auction. It moves between two states — Balance (choppy, no edge) and Imbalance (trending, tradeable). Most traders lose because they trade inside balance. This indicator tells you when to sit out and when conditions are aligned for entry. It is a MODEL, not a strategy. It does not give buy/sell signals. It gives you the 3 conditions Valentini requires before any trade, and visually shows you when all 3 align. The 3 Conditions (ALL Must Be True Before Entry) Valentini's rule: "If even one is missing, you stay flat." #ConditionWhat the indicator shows1Market State — Is the market OUT of balance?Background color: Yellow = Balance (DO NOT TRADE). Blue/Red = Imbalance (OK to look)2Location — Is price at a meaningful level?LVN lines (magenta), Support/Resistance (green/red dashes), HVN (yellow), POC (orange)3Aggression — Are large participants executing?Blue circles below bar = Buyer aggression. Red circles above bar = Seller aggression When all 3 align, a green diamond (bull) or red diamond (bear) appears. This is the confluence signal — the premium setup. How To Read The Chart — Step by Step STEP 1 — Check the Balance Box (yellow dashed rectangle) This is the Value Area where 70% of volume was traded. Think of it as a "no-fly zone." Price INSIDE the box → Info table says "Inside VA - Skip" → Do nothing Price OUTSIDE the box → Now you can start looking for setups Valentini: "Market is usually in balance. That is why traders take a streak of stop-losses." The Balance Box keeps you out of the chop. STEP 2 — Check the Background Color 🟡 Yellow tint = Balance. Market is compressed. Stay flat. 🔵 Blue tint = Imbalance Bullish. Trend is up. Look for longs only. 🔴 Red tint = Imbalance Bearish. Trend is down. Look for shorts only. You need BOTH: price outside the Balance Box AND background showing Imbalance. STEP 3 — Find Your Level Look for price approaching one of these levels: LVN (magenta dashed) — Low Volume Nodes. Price rejected here before and will likely react again. These are Valentini's primary entry zones. When price revisits an LVN, it either rips through (continuation) or bounces (reversal). Wait for aggression to confirm which one. HVN (yellow solid) — High Volume Nodes. Price accepted here = consolidation zones. Good for targets, not entries. POC (orange thick) — Point of Control. Highest volume price = "fair value." Strong magnet. Good for mean-reversion targets. 30m S/R (green/red dashed) — Auction pivot structure from the 30-minute timeframe. Weekly/Daily/4H levels — Institutional reference levels. Confluence of multiple levels = stronger zone. Fibonacci levels — Labeled with source timeframe (D = Daily, W = Weekly) so you always know where the level comes from. STEP 4 — Wait for Aggression Do NOT enter just because price is at a level. Wait for the circles (bubbles): 🔵 Blue circle below bar = Buyer aggression (volume spike + bullish close) 🔴 Red circle above bar = Seller aggression (volume spike + bearish close) Circle size = intensity (small → normal → large = 2x → 3.5x → 5x+ volume) Valentini: "When there is direction, location, and aggression — your ability to READ is 100%." Entry Checklist (Long Example) ✅ Background is blue (Imbalance Bullish) ✅ Price is outside the Balance Box (above VAH or pulled back below VAL) ✅ Price is at or near an LVN, Support level, or Fibonacci level ✅ A blue circle appears below the bar (buyer aggression confirmed) ✅ 30-min trend line is blue (uptrend structure) Enter long. Stop below the LVN / support level. For shorts, mirror everything: red background, near resistance/LVN, red circle above bar, red trend line. Exit Rules Exit TypeWhenPrimary targetThe POC (orange line). Valentini: "Target the previous balance POC — 70% of the time, price reverses from it."Secondary targetThe next HVN (yellow line). Price tends to slow down and consolidate at HVNs. Take partial profits here.Structural targetThe next major Weekly/Daily level or Fibonacci level in the direction of your trade.Failed auction exitIf you're long and an X cross appears above your bar — this means aggressive buyers failed. The sellers won. Close immediately.Re-entry of Balance BoxIf price re-enters the Value Area after breaking out, the breakout may have failed. Tighten stop or exit. This is Valentini's Mean Reversion Model — the snap-back.Opposite aggressionLarge red circles appearing in your long trade = institutional selling. Reduce size or exit. What Each Module Does Module A — 30-Min Trend (blue/red step-line) Auction-based trend structure from 30-minute Higher-Highs/Higher-Lows. Not a moving average — this is structural. Module B — 30-Min S/R (green/red dashed) Pivot-based support and resistance from 30-minute auction structure. Sensitivity setting controls how many levels appear. Module C — Aggression Bubbles (circles + X crosses) Volume spike detection with directional body filter. 3 size tiers. X crosses mark failed auctions — when aggression fails and price reverses. Module D — MTF Levels (colored horizontal lines) Weekly, Daily, 4H, Hourly OHLC levels + Daily/Weekly Fibonacci retracements (labeled with source TF) + 20/50 SMA + Psychological round numbers. All line colors and widths fully customizable. Module E — Balance/Imbalance (background color) ATR compression ratio detects whether market is ranging or trending. Yellow = stay out. Blue/Red = conditions forming. Module F — Volume Profile (HVN/LVN/POC/Balance Box) Bin-based volume distribution over configurable lookback. Same methodology as ATAS, Sierra Chart, and TradingView's own SVP. Draws the Value Area box (skip trades inside), POC, and all significant volume nodes. Settings Guide Sensitivity — The single most important setting. Low = Strict. Fewer levels, fewer bubbles, only the strongest signals. For experienced traders who want a clean chart. Medium = Balanced. Recommended default. High = Sensitive. More signals, catches weaker setups. Good for learning or scalping. Futures vs ETF — Futures (NQ/ES/YM) have concentrated RTH volume so lower multipliers work. ETFs (SPY/QQQ) need higher thresholds to filter dark-pool noise. Label Mode — "Detailed" for learning, "Short" for clean charts once you know the levels. Label Size — Auto/Tiny/Small/Normal/Large. All labels respect this setting. Important Limitations ⚠️ No true order flow. TradingView does not provide tick-by-tick data, DOM, or executed vs. limit order differentiation. Aggression bubbles are a volume-spike proxy, not true order flow. For real order flow, use platforms like Bookmap, ATAS, or Sierra Chart alongside this indicator. ⚠️ Volume profile is approximated. Each bar's volume is proportionally distributed across its price range. Real volume-at-price requires tick data. This is the standard approximation used by all Pine Script volume profile implementations. ⚠️ This is a model, not a strategy. It shows conditions. You make the decision. No indicator replaces screen time and discretion. Alerts Available (12 total, all configurable ON/OFF) Bull Confluence | Bear Confluence | Failed Buy Auction | Failed Sell Auction | Huge Buy Volume (5x+) | Huge Sell Volume (5x+) | Balance/Imbalance Shift | 30-Min Trend Change | Any Aggression | Price at Key Level | Price Exits Value Area | Price at POC Built for NQ/ES futures day trading. Works on any liquid instrument with volume data. Not financial advice.
Pine Script® 인디케이터
Fu3k_8의
[CT] Displacement FVG Toolkit Displacement FVG Toolkit is a complete ICT market-structure and execution toolkit designed to help you identify when price is truly repricing, where that repricing left inefficiencies, and how to frame trades with clear context, confirmation, and invalidation. The indicator brings together six institutional-grade concepts into one workflow, Displacement, Fair Value Gaps, Reload Zones, Dealing Range premium and discount, CISD, and Market Structure breaks, so you can stop reacting to random candles and start trading the sequence that professional order flow tends to follow, impulse, imbalance, retrace, and continuation or reversal. The Displacement tool is the engine that decides whether a candle represents meaningful participation or ordinary noise. Displacement is measured by comparing the current candle’s size to the average candle size over a user-defined lookback. You can choose whether the script uses the candle body size or the full high-to-low range for this calculation. When the candle exceeds the average by your selected displacement factor, it is flagged as displacement. Displacement is important because it is the clearest visible clue that the market has moved from balanced auction to aggressive repricing, which is the environment where inefficiencies form and where your best retest trades are born. In the photo, the yellow bars represent the displacement bars, and the indicator prints Buy and Sell markers on those displacement events. The user also has full control to color displacement bars to a color of their choice, so whether you prefer bright yellow, muted gray, or any custom brand color, you can set the exact bullish and bearish displacement bar colors in the inputs. If you do not want bar coloring at all, you can simply turn off displacement bar coloring and use only the markers. The Structure Filter is a powerful addition that prevents displacement from becoming “any big candle.” When enabled, the indicator requires the displacement candle to also break recent structure, meaning price must break above a recent high for bullish displacement or below a recent low for bearish displacement. You can decide whether the structure break is judged by a candle close beyond the prior structure level or by a wick that pierces it. Close-based structure breaks are cleaner and generally reduce false positives, while wick-based breaks are more sensitive and can trigger earlier at the cost of more noise. This filter matters because a large candle in the middle of chop is not the same as a large candle that actually breaks a meaningful swing point, and the indicator gives you a way to enforce that distinction mechanically. The Fair Value Gap tool identifies the most valuable type of imbalance, the three-candle FVG, but it only plots those gaps when they are created by validated displacement. A bullish FVG forms when the current candle’s low is above the high from two candles ago, showing that price skipped a region without fully transacting through it. A bearish FVG forms when the current candle’s high is below the low from two candles ago. These gaps represent unfinished auction, a fast repricing that often leaves behind an inefficiency the market may later revisit to rebalance. You can choose to extend FVGs to the right for a set number of bars so you can see the levels well into the future, or you can keep them confined to the period when they formed. You can also choose whether mitigated FVGs remain visible or are hidden. Mitigation in this script means price has traded back into the gap far enough to invalidate it as an active inefficiency, and when that happens you can either keep it on the chart as historical context or remove it to keep your chart clean. The script also manages object limits by keeping only a user-defined maximum number of FVGs, trimming older ones as needed so the indicator remains stable. Reload Zones are derived directly from the FVGs and are built for execution. Instead of treating the entire gap as the same, the indicator highlights the portion of the imbalance that most often functions as the highest-quality retest area for continuation entries. For bullish FVGs, the Reload Zone is drawn as the upper portion of the gap, and for bearish FVGs it is drawn as the lower portion, which keeps your focus on the retest region that is closest to the direction of repricing and typically provides tighter invalidation. The indicator also includes an optional Invalidation line that marks the far edge of the full FVG, giving you a clean and consistent “line in the sand” for risk management. The intended use is straightforward, you wait for displacement to print and create an FVG, you allow price to retrace into the Reload Zone, and you look for rejection behavior that confirms responsive participation, such as wicks into the zone that close back out, sharp reaction candles, or structure holding in the direction of the displacement. When price accepts inside the zone with multiple closes and slow grind, that’s often a sign the inefficiency is being repaired rather than defended, and the reload entry loses quality. Because reload zones are tied to displacement-generated FVGs, they naturally filter out weaker imbalances and focus you on the kind created during true repricing. The Dealing Range tool provides context by defining a rolling high-to-low range over a user-defined lookback, then splitting that range into premium and discount. The indicator plots DR High, DR Low, and a DR Mid 50% line, and can optionally show PD 62% and PD 38% reference levels inside the range. The fill visually highlights premium above the midpoint and discount below it, which helps you avoid the most common retail mistake, buying in premium and selling in discount without a strong reason. The dealing range is not meant to be a rigid “support and resistance box.” It is meant to help you frame location. In general, long ideas have better location when price is in discount or reclaiming the midpoint with momentum, and short ideas have better location when price is in premium or rejecting the midpoint from below. This becomes especially powerful when combined with your other tools, because a bullish displacement and FVG that forms in discount and then holds the reload zone tends to have much better continuation odds than the same pattern forming at the very top of premium into overhead liquidity. CISD in this indicator is your liquidity-sweep and directional-shift engine, designed to answer a very specific question, did price just take liquidity and then flip orderflow enough to justify a new directional bias. The script first maps swing liquidity using pivot highs and pivot lows over your selected swing period, then tracks when those levels are wicked or mitigated within an expiry window. When a swing high or swing low is taken, the CISD logic watches for the characteristic shift pattern that follows, and when it qualifies it prints a CISD level and establishes a trend state. The “Noise Filter” setting controls how strict the CISD trigger is, higher values reduce noise and produce fewer but more meaningful CISDs, while lower values produce more signals but may include weaker shifts. The indicator also distinguishes between a normal CISD and a stronger CISD that occurs after opposing liquidity was recently wicked within your liquidity lookback, and those stronger events are marked with the directional ▲/▼ symbols so you can immediately recognize when a sweep-and-shift sequence likely occurred instead of a random flip. A key feature you asked for, and that this indicator includes, is that CISD levels can extend in a very controlled way so you can keep trading them without guessing where the level “ends.” The current timeframe CISD lines are drawn at the origin level and then the script can extend only the most recent X CISD lines out past the current bar by a user-defined number of bars, without creating gaps or redrawing incorrectly. This means your newest CISD levels remain visually “live” and tradable into the immediate future, while older CISDs automatically restore to their original endpoints and behave normally. This is important for execution because it keeps the focus on the levels that are most likely to matter now, while still preserving history without clutter. The MTF CISD add-on is what gives you institutional alignment, because it allows a higher timeframe CISD to print onto your execution timeframe. The script computes CISD on the selected HTF using request.security and then draws HTF CISD lines on your chart in real time. You can choose “Confirmed HTF only,” which means the HTF CISD only prints when the higher timeframe candle closes, or you can turn confirmation off to see developing HTF CISDs while the HTF candle is still building. The HTF line style is configurable, and the HTF lines can extend to the right so they behave like real mapped levels. The HTF label is also supported and can be pinned to the right edge with an x-offset, so you always know which timeframe the CISD came from without having to guess. Optional HTF markers can print ▲/▼ on the bar where a new HTF CISD event is detected, which gives you a fast “regime shift” alert that pairs extremely well with your displacement and FVG tools. CISD also includes a candle coloring option so you can visually trade the bias without constantly reading every label. You can keep candle coloring off, turn on an overlay candle layer using plot candle, or use bar color to recolor the native chart candles. The trend that drives candle color can be the current timeframe CISD trend or, if enabled, the HTF CISD trend so your execution timeframe candles reflect the higher timeframe shift. In the combined script, displacement bar coloring still has priority if you leave it enabled, meaning displacement bars will show your displacement color choice first, and the CISD candle coloring will apply where displacement is not overriding. That’s intentional, because displacement bars are “event bars,” while CISD coloring is “state,” and you want to see both without confusion. In terms of how to use CISD with the rest of this indicator, the cleanest institutional workflow is to treat CISD as the directional context and trigger, and use displacement, FVG, and Reload Zones as the execution framework. A fresh HTF CISD is your “macro shift” that tells you which side is likely building control, then you wait for displacement on your execution timeframe that agrees with that bias and produces an FVG. The Reload Zone becomes your location for entry on the retrace, BOS/CHOCH tells you if structure is truly transitioning or continuing, and your invalidation stays anchored to the far edge of the FVG or the CISD level depending on which is tighter and more structurally meaningful. When CISD and displacement disagree, that’s usually a “stand down or reduce size” condition unless you’re explicitly trading a reversal, because it often means the market is still in rotation or repairing imbalance rather than trending cleanly. The BOS and CHOCH tool is the structure confirmation layer. The indicator finds swing highs and swing lows using a pivot-based swing length and then plots structure lines at those pivots. Breaks are detected either by close or by wick, based on your setting. BOS, Break of Structure, signals continuation in the current structural regime, while CHOCH, Change of Character, signals a likely regime change. The indicator uses a simple internal state to differentiate BOS from CHOCH, so you can read structure shifts in real time rather than labeling everything as a generic “break.” You can display structure as lines, labels, or both. The lines extend until price breaks them, then they stop at the break so you can visually see exactly where the market transitioned. This module is especially useful for keeping you out of the trap of assuming a pullback is a reversal. If you see displacement and FVGs but no structural confirmation, you can reduce size or wait. If you see a CHOCH that aligns with a displacement shift and then price returns to a reload zone, you have a much higher quality reversal framework. When you put these tools together, the intended trading workflow becomes a complete narrative. First you identify meaningful movement through displacement, and if you use the structure filter you ensure it is not just a large candle but a break in the auction. That displacement then creates an FVG, the inefficiency left behind by repricing. The Reload Zone marks the most tradable retest area of that inefficiency, and the invalidation line gives you a clear risk boundary. The Dealing Range tells you whether you are taking that setup from a favorable location, discount for longs or premium for shorts. BOS and CHOCH provide the final confirmation layer that tells you whether you are trading continuation or a genuine structural shift. This structure keeps you from chasing breakouts, because it naturally trains you to wait for the pullback into the reload zone and to only participate when price proves acceptance and rejection behavior at the level. This indicator is built to be flexible. You can run it as a clean displacement plus imbalance tool by focusing on displacement, FVGs, and reload zones, or you can turn it into a full context-and-confirmation system by adding dealing range and BOS/CHOCH. If you want a high-signal, low-noise chart, keep the structure break requirement on, use close-based breaks, limit the number of active gaps, and hide mitigated gaps. If you want more sensitivity and earlier signals, use wick-based breaks and allow more gaps to remain visible. The goal is always the same, to help you see when the market is actually repricing, to mark the price areas where that repricing left unfinished business, and to give you a consistent way to execute retests with defined risk and clear structural context.
Pine Script® 인디케이터
ChaosTrader63의
1
Double Relative Strength Index - DRSI🎯 Overview This is the Double Relative Strength Index (DRSI) indicator for TradingView - an advanced momentum oscillator that applies a unique mathematical transformation to traditional RSI, creating amplified signals with reduced lag while maintaining trend awareness ⚡ 🧩 Core Components ⚙️ Indicator Settings 🎛️ Input Parameters A. 🎨 Color Settings: 6 different color themes: 🎨 Classic, ✨ Neon, 🚀 Modern, 💪 Robust, 🌈 Accented, ⚫⚪ Monochrome Each theme provides distinct bullish/bearish color pairs B. 📊 DRSI Configuration: 📏 Length: Default 14 periods 📈 Source: Default close price (customizable) 📈 Long Threshold: Default 57 (asymmetric upper level) 📉 Short Threshold: Default 56 (asymmetric lower level) 🧮 Technical Calculations A. 📈 Double RSI Formula: DRSI = 2 × RSI - RSI(RSI) First: Standard RSI calculation Second: RSI applied to first RSI values Mathematical transformation amplifies momentum changes B. 🔄 State Tracking System: State persists until opposite threshold is crossed Reduces whipsaws through state memory C. 🔔 Signal Detection: 🟢 isBull_D_RSI: (bullish condition) 🔴 isBear_D_RSI: (bearish condition) 🟢 Bull_D_RSI: Crossover signal (DRSI crosses above Long Threshold) 🔴 Bear_D_RSI: Crossunder signal (DRSI crosses below Short Threshold) 👁️ Visual Elements A. 📉 Main Plots: 📊 DRSI Line: Thick line (width 2) colored conditionally based on position relative to thresholds 🎯 Long Threshold Line: Upper boundary with thematic bullish color 🎯 Short Threshold Line: Lower boundary with thematic bearish color B. 🎨 Fill Areas: 🟢 Overbought Zone: Filled between DRSI and Long Threshold 🔴 Oversold Zone: Filled between DRSI and Short Threshold 🌈 Dynamic Middle Fill: Adaptive area that shifts based on market state C. 📊 Enhanced Visualization: 🎨 Colored Candles: Price bars colored based on DRSI signal state 🔺 Signal Markers: Triangle indicators above/below bars for entry signals 📝 Current Value Label: Real-time DRSI value displayed on last bar D. 📋 Table Display: Shows "⬆️ Bullish", "⬇️ Bearish", or "🔀 Reversion" with appropriate coloring 🔔 Alert System 🟢 LONG Alert: Triggers when DRSI crosses above Long Threshold 🔴 SHORT Alert: Triggers when DRSI crosses below Short Threshold Includes ticker symbol in alert message 🏁 Trading Logic 🎯 Primary Signals: 🟢 Bullish Setup: 📈 DRSI crosses above Long Threshold (57) 📊 Bullish state persists while DRSI > Short Threshold 🎨 Visual: Theme bull colors, bullish fills, up triangles 🔴 Bearish Setup: 📉 DRSI crosses below Short Threshold (56) 📊 Bearish state persists while DRSI < Long Threshold 🎨 Visual: Theme bear colors, bearish fills, down triangles ✨ Key Features: ⚡ Amplified Momentum: Double calculation provides faster response than standard RSI 🛡️ State Persistence: Reduces whipsaws by maintaining signal until opposite threshold crossed 🎯 Asymmetric Thresholds: 57/56 levels account for market bias vs traditional 70/30 👁️ Multi-Layer Visualization: Candles, fills, markers, and table provide comprehensive view 🛠️ Customizability: Six color themes adapt to different preferences and trading styles 💻 Code Structure The script is well-organized with clear sections: ⚙️ Input settings 🧮 DRSI calculations 🔄 State tracking logic 🎨 Color definitions 📊 Multi-layer plotting 📋 Table display 🔔 Alert conditions 🎯 Best Use Cases 📈 Momentum Trading: Detects accelerating/decelerating momentum with reduced lag 🔄 Swing Trading: Asymmetric thresholds work well for swing entry/exit points ⚡ Responsive Signals: Faster than traditional RSI for timely entries 📊 Multi-Timeframe Analysis: Works across various timeframes for confirmation ✅ Signal Filtering: State persistence filters out noise and false breakouts 🏆 Unique Advantages 🎯 Mathematical Innovation: DRSI formula transforms traditional oscillator behavior 🛡️ Reduced Whipsaws: State tracking prevents premature signal reversals 👁️ Comprehensive Display: Four visual layers (candles, fills, markers, table) communicate clearly ⚡ Balanced Responsiveness: Faster than traditional RSI but more stable than raw momentum 💼 Professional Presentation: Clean, modern interface suitable for serious trading analysis
Pine Script® 인디케이터
Tiagorocha1989의
Turtle Trading Strategy IndicatorTurtle Trading Strategy Indicator is a rules-based, long-only breakout indicator built around the legendary Turtle Trading system popularized by Richard Dennis. This indicator visualizes the original Turtle Trading rules on any market and timeframe, making it easy to identify high-probability trend trades, manage risk, and scale into winning positions with pyramiding. The Turtle Trading strategy is one of the most famous trend-following systems ever created. Richard Dennis famously taught this mechanical trading system to a group of novice traders known as the “Turtles,” proving that disciplined rules and risk management can outperform intuition or prediction. This indicator brings those exact principles into TradingView with clear visuals, signals, and optional filters. What This Indicator Does This Turtle Trading Strategy Indicator plots both classic Turtle breakout systems and their corresponding exit rules directly on the chart: System 1 (20-Day Breakout) Entry when price breaks above the previous 20-day high Exit when price falls below the previous 10-day low Automatically skips the next 20-day breakout after a winning trade, following original Turtle Trading rules System 2 (55-Day Breakout) Entry when price breaks above the previous 55-day high Exit when price falls below the previous 20-day low Always allowed, even after winning trades ATR-Based Risk Management Uses ATR(20) to calculate volatility-adjusted stops Stop level updates dynamically and exits the trade when price hits the ATR stop Pyramiding Logic Adds to winning trades in fixed ATR increments (0.5 N units by default) Maximum of 4 total position units (initial entry plus up to 3 adds) Each add re-anchors the ATR stop to protect profits Turtle Trading Rules Explained This indicator follows the core Turtle Trading rules that traders still study today: Trade breakouts, not predictions Let winners run and cut losses quickly Use volatility (ATR) to size risk and stops Add to winning trades, never losing trades Trade mechanically without emotion These rules form the foundation of many modern trend-following systems and are why the Turtle Trading strategy remains relevant decades later. Visual Features Donchian channel lines for entries and exits (20-day, 55-day, 10-day, and 20-day levels) Step-style plotting to clearly show breakout trigger levels Color-coded candles for entries, exits, pyramid adds, and ATR stop exits Clean entry and exit labels placed above or below bars Optional toggles for each system, ATR stop, and pyramiding Who This Indicator Is For Traders studying the Turtle Trading strategy or Richard Dennis trading strategy Swing traders and position traders looking for systematic trend entries Traders who want rule-based entries, exits, and risk management Anyone learning classic turtle trading rules in a visual, practical way If you are looking for a faithful, chart-based implementation of the Turtle Trading Strategy with clear rules, modern visuals, and strict risk control, this indicator is designed exactly for that purpose. Nothing about this indicator should be construed as financial advice. It is not recommending you to buy or sell anything based on this indicator or the turtle strategy rules.
Pine Script® 인디케이터
mtoney5의
Apex / ChartFanatics Bubbles + Clusters + SweepsApex / ChartFanatics Bubbles + Clusters + Sweeps This open-source indicator combines four visual elements — Volume Bubbles, Volume Clusters, Liquidity Sweep Markers, and Dynamic Supply/Demand Zones — into a single overlay tool. The goal is to provide traders with a unified view of volume intensity, aggressive price action, and key institutional reference levels on any timeframe or instrument. Why this combination? Many volume and structure tools exist separately, but combining them creates synergy: - Volume Bubbles highlight relative volume strength instantly (quick glance at participation level). - Volume Clusters emphasize high-volume bars as potential support/resistance areas. - Liquidity Sweep markers flag classic "fakeout" or stop-hunt behavior (aggressive wicks that fail to sustain). - Supply/Demand zones provide context for where price is likely to react after sweeps or clusters form. Together, these elements help traders spot: - Areas of high institutional interest (clusters + zones) - Potential reversals after liquidity grabs (sweeps + zones) - Confirmation of momentum via volume size and candle direction (bubbles + clusters) This mashup is not random — it follows a logical Smart-Money / Order-Flow inspired workflow: detect volume → identify aggressive liquidity raids → map reaction zones → visualize everything for fast decision-making. Core Features & How They Work 1. Volume Bubbles (Quantile-Based) - Volume is ranked against a rolling lookback (default 200 bars). - Dynamic quantiles divide the volume range into buckets (default 10 levels). - Bubble size scales with quantile rank (tiny → huge). - Color: bright green (bullish close) or bright red (bearish close), with adjustable opacity. - Only shown when volume exceeds 1.2× the lookback minimum (avoids noise). - Tooltip shows exact volume, delta (close-open), and quantile position. 2. Volume Clusters - Draws semi-transparent boxes around bars exceeding a user-defined minimum volume. - Width adjustable (default 4 bars forward) to highlight clusters visually. - Same bullish/bearish coloring as bubbles for consistency. 3. Liquidity Sweeps - Detects classic sweep patterns on the previous bar: → Bullish sweep: high > previous high, but close < previous high AND bearish candle → Bearish sweep: low < previous low, but close > previous low AND bullish candle - Marked with a bright yellow star (★) label + tooltip. - Useful for identifying potential stop hunts or failed breakouts. 4. Supply & Demand Zones - Uses pivot high/low (default lookback 20 left/right) to detect swing points. - Supply zone: from pivot high downward by 2× ATR(14). - Demand zone: from pivot low upward by 2× ATR(14). - Zones extend rightward dynamically (up to +30 bars) and remain visible until new pivots form. - Brownish for supply (resistance), greenish for demand (support). Inputs & Customization - Bubble Quantiles (3–15): more levels = finer volume grading - Bubble Opacity: controls transparency - Volume Lookback: historical window for quantile calculation - Cluster settings: toggle, min volume, width - Sweeps & Zones: individual toggles - Zone Pivot Lookback: sensitivity of swing detection How to Use - Best on lower timeframes (1m–15m) for scalping/day trading or higher (1h–4h) for swing setups. - Look for confluence: → Large green bubble + cluster + demand zone + bullish sweep = strong support area → Large red bubble + cluster + supply zone + bearish sweep = strong resistance area - Use sweeps as early warning of potential reversal when price approaches a zone. - Combine with your own price action or structure analysis — this is a visual aid, not a signal generator. - Keep chart clean: toggle off unused features if cluttered. Publishing Notes - Publish with a clean chart (only this indicator active, no other overlays/drawings). - Recommended symbols: volatile instruments (forex majors, indices, crypto, gold). - Max labels/boxes set high (500) to handle long histories — reduce if performance issues occur. This script is fully open-source for transparency and learning. It is provided for educational purposes — no guarantees of profitability. Trading involves risk. Feedback welcome — happy charting!
Pine Script® 인디케이터
uzair2join의
Gold/Spread AlgoXAUUSD 1-Minute RSI Scalping Strategy – Mean-Reversion with Fixed Exits This open-source strategy is a high-frequency, counter-trend scalping system designed specifically for **XAUUSD (Gold)** on the 1-minute timeframe. Core Logic The strategy uses classic RSI(14) to identify short-term overextension: - Long entry when RSI drops below oversold (default 30) → expects quick snap-back - Short entry when RSI rises above overbought (default 70) → expects quick pullback Entries are taken only when flat (no pyramiding). Exits are fixed in pips and set immediately on entry: - Take Profit: +10 pips (0.10 in XAUUSD price) - Stop Loss: –5 pips (0.05 in XAUUSD price) - Built-in Risk:Reward = 1:2 This fixed structure gives the system positive mathematical expectancy even with moderate win rates (≈55–65% before costs), provided gold continues to exhibit frequent mean-reversion behavior on 1-minute charts. Why this simple approach? Gold is one of the most volatile and momentum-driven instruments on very short timeframes. Pure RSI extremes often capture quick exhaustion moves after news spikes, order flow imbalances, or session transitions — especially during London/NY overlap. Fixed pip targets prevent over-optimization and mimic real broker execution more closely than dynamic trailing or percentage-based exits. Important Realism & Backtesting Notes To produce non-misleading results, use these settings when publishing/testing: - Initial Capital: $10,000 – $30,000 (realistic retail size) - Position sizing: fixed 0.10–0.30 lots or 1–3% equity per trade - Commission: 5–8 USD round-turn per lot (typical ECN/raw-spread) - Slippage: 3–8 ticks (≈0.03–0.08 in price) — gold spreads widen during volatility - Minimum dataset: 12–36 months of 1-minute data (aim for 800–2000+ trades) - Risk per trade: usually 0.5–1.5% with defaults — never exceeds sustainable levels Results vary significantly: - Strongest in ranging or mildly trending sessions - Weaker during strong directional moves or major news (NFP, FOMC, geopolitics) - Expect drawdowns during trending regimes — this is NOT a trend-following system Visual & Dashboard Elements - RSI line + fill (blue/orange background) + overbought/oversold zones - BUY/SELL triangles at entry points - Professional top-right dashboard showing: - Net Profit & Loss - Total Trades / Win Rate / Profit Factor - Winning / Losing Trades - Current RSI value - Position status (LONG / SHORT / FLAT) - TP:SL ratio Alerts - 🟢 LONG ENTRY – RSI oversold - 🔴 SHORT ENTRY – RSI overbought How to Use 1. Apply to XAUUSD 1-minute chart only 2. Use realistic commission/slippage in Strategy Tester 3. Trade primarily during London & New York sessions for best liquidity 4. Avoid major news events or widen stops manually 5. Forward-test on demo for 2–3 months minimum 6. Always size conservatively — never risk more than 1–2% per trade Publish Recommendation - Use a clean chart: only this strategy, no extra indicators/drawings - Show realistic tester results with commission/slippage applied - Screenshot during active session with visible entry signals + dashboard Educational tool — open-source for learning and testing. Not financial advice. Gold 1-minute trading is extremely volatile and carries high risk of loss. Trade responsibly.
Pine Script™ 전략
uzair2join의
Decycler Momentum Regime Filter ~ CharonQuantThe Decycler Momentum Regime Filter is a trend-following and momentum confirmation indicator built on John Ehlers’ Decycler filtering methods, combined with the Price Momentum Oscillator (PMO) for regime validation. The original Decycler concept uses high-pass filtering techniques to suppress cyclical noise and isolate the underlying directional structure of price. This version extends that foundation into a unified trend regime system designed for real trading conditions, not constant flipping in chop. What’s different in this implementation: • Ehlers Decycler trend backbone to smooth price action and reduce noise • Momentum confirmation using PMO • Zero-line regime filter to avoid weak or transitional environments • Directional state engine that clearly defines bullish, bearish, or neutral trend regimes • Clean visual context using adaptive trend coloring, bar bias, and background shading Trend regimes are only confirmed when all conditions align: • Decycler slope confirms directional trend persistence • PMO is aligned with its signal line (momentum continuation) • PMO is above or below zero (trend-strength regime validation) • The CharonQuant state updates only when trend + momentum agree If one condition fails, the system remains neutral or holds its previous state. This design prioritizes signal quality over signal frequency. Visual interpretation: • Gold (CharonQuant = +1) → Confirmed Bullish Trend Regime • Wine (CharonQuant = –1) → Confirmed Bearish Trend Regime • Gray (Neutral) → No strong trend / transition zone This makes the indicator especially useful as a trend bias filter for systematic swing and position trading. Development and calibration notes: This indicator was developed and calibrated on the 1D CRYPTO:SOLUSD chart. Default parameters are optimized for SOL’s volatility structure and daily trend behavior. You must tweak the settings to fit your asset, timeframe, and trading style. If you do not read this description or do not understand what the indicator is designed to do, do not use it. Indicators amplify both discipline and mistakes. Important reminder: No single indicator is sufficient on its own. This tool is a trend regime filter, not a complete trading system.
Pine Script® 인디케이터
CharonQuant의
Game Theory Strategic Indicator - Archery & Horse Riding Model# Game Theory Strategic Indicator - Archery & Horse Riding Model ## Overview This indicator applies rigorous game theory mathematics to market analysis, modeling price action as a strategic two-player game between buyers and sellers. The methodology draws from economic game theory, evolutionary dynamics, and zero-sum game optimization. ## Theoretical Foundation The indicator implements five core game theory concepts: **1. Expected Utility (Mixed Strategies)** Calculates E = p×U₁ + (1-p)×U₂ where: - p = probability distribution based on volume dynamics - U₁, U₂ = utility payoffs for aggressive vs defensive strategies - Uses RSI momentum and ATR volatility to quantify payoffs **2. Nash Equilibrium Detection** Identifies market states where ui(σᵢ*, σ₋ᵢ*) ≥ ui(σᵢ, σ₋ᵢ*): - Measures when no participant can improve by changing strategy - Highlighted with yellow background zones - Signals reduced edge environments (avoid trading) **3. Replicator Dynamics** Models evolutionary strategy adaptation: dx/dt = x(f(x) - φ(x)) - Tracks frequency changes in bullish vs bearish strategies - Shows which approach is gaining evolutionary fitness - Purple line indicates strategy evolution trend **4. Minimax Algorithm** Implements zero-sum game optimal strategy L(x,y): - Calculates win/loss ratio over lookback period - Values > 1.0 suggest favorable risk/reward - Orange line shows deviation from neutral state **5. Best Response Function** Determines optimal action maximizing ui(aᵢ, a₋ᵢ): - Compares buyer vs seller expected utilities - Generates primary long/short signals - Confidence weighted by utility differential ## Visual Elements **Chart Plots:** - **Blue Line (Utility Differential)**: Buyer utility minus seller utility. Positive favors longs, negative favors shorts - **Purple Line (Replicator Dynamics)**: Rate of strategy evolution. Rising = bullish strategies gaining fitness - **Orange Line (Minimax Deviation)**: Zero-sum game value. Above zero = favorable conditions - **Pink Area (Mixed Strategy Bias)**: Probability-weighted strategy preference - **Yellow Background**: Nash equilibrium zones where no player has edge **Signals:** - **Green Triangle Up**: Long signal - buyer utility dominates outside equilibrium - **Red Triangle Down**: Short signal - seller utility dominates outside equilibrium - **Yellow Diamond**: Equilibrium warning - reduced edge state **Info Table (Top Right):** - EU Buyer/Seller: Current expected utilities - Nash Score: Equilibrium strength (>0.65 = equilibrium) - Mix Prob: Volume-based probability distribution - Minimax: Win/loss ratio indicator ## Strategy Metaphors **Archery (Buyer Strategy)**: Represents precision attacks - targeted entries at optimal risk/reward points, high accuracy required **Horse Riding (Seller Strategy)**: Represents mobile defense - flexible positioning, quick exits, adaptive to changing terrain ## Parameters - **Strategy Period (14)**: Lookback for RSI and ATR calculations - **Mixed Strategy Length (21)**: Period for minimax win/loss analysis - **Nash Equilibrium Threshold (0.65)**: Minimum score to identify equilibrium (0.5-0.9) - **Show Trade Signals**: Toggle buy/sell arrows - **Show Equilibrium Zones**: Toggle background highlighting ## How to Use 1. **Trend Trading**: Take long signals when utility differential (blue) is rising and no equilibrium zone present 2. **Counter-Trend**: Take signals when replicator dynamics (purple) diverges from price 3. **Risk Management**: Avoid trading during yellow equilibrium zones - market has no clear edge 4. **Confirmation**: Best signals occur when minimax > 1.0 and best response aligns with utility differential 5. **Monitoring**: Watch info table for real-time utility balance and equilibrium status ## Alerts Three alert conditions available: - **GT Long Signal**: Buyer utility dominates, composite score > 0.5 - **GT Short Signal**: Seller utility dominates, composite score < -0.5 - **Nash Equilibrium**: Market reaches balanced state, avoid new entries ## Mathematical Rigor All calculations use proper game theory formulations: - Payoff functions normalized by volatility - Probability distributions bounded - Zero-division protection implemented - Utilities properly weighted in composite score ## Originality Statement This indicator is original work implementing classical game theory mathematics in a novel market analysis framework. The code, calculations, and interpretation methodology are entirely my own creation. No external scripts were copied or modified. ## Disclaimer This indicator is for educational purposes. Game theory provides a framework for analyzing strategic interaction but does not guarantee profitable trading. Always use proper risk management, test thoroughly, and understand that past performance does not indicate future results. --- **Educational Resource**: For deeper understanding of game theory in economics, see Nash (1950) "Equilibrium Points in N-Person Games" and Maynard Smith (1982) "Evolution and the Theory of Games" ``` ---
Pine Script® 인디케이터
uzair2join의
Malaysian SnR Kai[DoN] This indicator is a sophisticated trading tool based on Malaysian SnR (Support and Resistance) techniques. It is designed to identify high-probability reversal and continuation zones by filtering market noise and tracking the "life cycle" of a price level. Here is a detailed explanation of its core features and logic: 1. SMA 21 "Quality Control" Filter Unlike standard indicators that mark every pivot point, this script uses the 21-period Simple Moving Average (SMA) as a quality filter: Resistance (A-Peaks): Only peaks that form above the SMA 21 are drawn. Support (V-Bottoms): Only troughs that form below the SMA 21 are drawn. The Logic: Sharp peaks/troughs that deviate from the moving average represent strong momentum and clear market rejection. These levels are much more likely to be respected by institutional traders. 2. Dynamic Role Reversal (RBS & SBR) The indicator automatically tracks when a level's "role" changes, a concept central to Price Action trading: RBS (Resistance Become Support): When a previously confirmed Resistance (A-Peak) is broken to the upside, it turns into a potential Support zone. SBR (Support Become Resistance): When a confirmed Support (V-Bottom) is broken to the downside, it turns into a potential Resistance zone. Auto-Delete (Invalidation): If price breaks through an RBS or SBR line again (violating the new role), the indicator instantly removes the line. This ensures your chart only shows levels that are currently valid. 3. Proximity Filter (Top 2 Closest) To prevent "chart clutter," the script includes an intelligent filtering system for historical lines: It calculates the distance between the current price and all active RBS/SBR lines. It only displays the top 2 closest lines to the current price. This keeps your focus on the levels that matter most for your next trade. 4. Higher Timeframe (HTF) Confluence The indicator overlays SnR levels from a Higher Timeframe (e.g., Daily or 4H) onto your current chart: These are displayed as dashed lines. Trading Tip: When a Current Timeframe RBS/SBR level aligns with an HTF level, you have a "Confluence Zone," which significantly increases the win rate of a setup. 5. Advanced Visuals Zones (Boxes): Instead of a thin line, the indicator draws a box (zone) that includes the price action near the peak/trough, acknowledging that SnR is an area, not a specific pip. Labels at Origin: Labels (e.g., "V: 1.0850") are placed at the exact starting point of the level. This allows you to quickly see which specific historical move created the current level. Future Extension: All active lines are extended into the future, providing a clear visual guide for where price might react next. How to Use It in Your Strategy Pullback Trading: Wait for the price to return to a cyan (Support) or orange (Resistance) zone. Look for rejection candles (pin bars, engulfing) within the box. Role Reversal Entry: Watch for the price to retest an RBS (Resistance Become Support) line after a breakout. This is a classic "Buy the Dip" entry in an uptrend. Confluence: The strongest signals occur when the price hits a Current TF line and an HTF dashed line at the same time. Risk Management: If a line disappears from your chart, the "logic" for your trade has been invalidated. This can serve as a signal to close a position or move your stop loss. Summary This tool is built for traders who value clean charts and high-conviction levels. It automates the tedious work of drawing and deleting lines, allowing you to focus purely on price reaction at key decision points. このインジケーターは、マレーシアスタイルのFX手法（特にSnRや役割転換を重視する手法）に基づいた、**「高勝率な反発・押し目ポイントを自動描画する」**ための非常に高度なツールです。 主な特徴は、SMA21によるフィルタリングと、役割転換（RBS/SBR）の自動管理にあります。 各機能の解説を以下にまとめました。 1. SMA21 フィルター（品質の選別） ただの山や谷をすべて描画するのではなく、移動平均線（SMA21）を使って「意味のあるポイント」だけを抽出します。 Aライン（レジスタンス / 山）: 頂点がSMA21より上にある場合のみ描画。 Vライン（サポート / 谷）: 底がSMA21より下にある場合のみ描画。 理由: 移動平均線から乖離した位置にある「鋭い山・谷」は、市場参加者に意識されやすく、強い反発根拠になるためです。 2. ロールリバーサル（RBS/SBR）の自動管理 このインジケーターの最も強力な部分です。ラインが破られた後の「役割の交代」を追跡します。 RBS (Resistance Become Support): 元々「Aライン（山）」だったレジスタンスが、価格に上抜かれた後、今度は「サポート」として機能している状態。 SBR (Support Become Resistance): 元々「Vライン（谷）」だったサポートが、価格に下抜かれた後、今度は「レジスタンス」として機能している状態。 自動削除（再ブレイク判定）: 一度役割が転換したライン（RBS/SBR）でも、価格が再びそのラインを突き抜けた場合、そのラインは「無効」とみなして自動的に削除されます。これにより、常に「現在有効なライン」だけがチャートに残ります。 3. 近接フィルター（情報の整理） チャートがラインだらけになるのを防ぐため、RBSとSBRの履歴ラインは**「現在値に近い順に最大2本まで」**しか表示されません。常に今すぐトレードに役立つラインに集中できます。 4. HTF（上位足）SnRの重ね合わせ 現在の足よりも上位（例：日足や4時間足）の重要なラインを点線で表示します。 下位足でのエントリーポイントが、上位足のラインと重なっていれば、それは非常に強力な「コンフラウンス（根拠の重なり）」となります。 5. ビジュアル（視覚的な工夫） ゾーン表示（ボックス）: ライン単体ではなく、ヒゲを含めた「帯」として意識するためのボックスを描画します。 起点ラベル: ラベルをラインの発生源（起点）に表示することで、過去のどの山・谷から引かれたラインなのかが一目でわかります。 未来延長: リアルタイムでラインが右側に伸びるため、将来の反発予測がしやすくなっています。 トレードでの活用例 押し目買い/戻り売り: SMA21フィルターを通った新鮮なA/Vライン、または現在表示されているRBS/SBRラインに価格が戻ってきたところを狙います。 根拠の重なり（合流）: 現在の足のRBSラインと、上位足（点線）のサポートラインが同じ価格帯にある場合、そこは非常に強い反発ポイントになります。 損切りの目安: 表示されているラインを価格が実体で明確に抜けると、インジケーターからそのラインが消えます。これは「根拠が崩れた」サインであり、損切りの判断材料になります。 まとめ このインジケーターは、**「トレンドの中での目立った節目」を見つけ、それが「役割を変えてからも機能しているか」**を自動で監視してくれる、トレーダーの環境認識を大幅に短縮するツールです。
Pine Script® 인디케이터
DoN_JCT의
Strategy Pack by cryptokazancevStrategy Pack by cryptokazancev Комплексный инструмент для анализа рыночной структуры / Comprehensive Market Structure Analysis Tool 🇷🇺 Описание на русском Strategy Pack by cryptokazancev - это мощный набор инструментов для технического анализа, включающий: • Ордерблоки (Order Blocks) с настройкой количества и цветов • Пивоты (Pivot Points) различных таймфреймов • Рыночную структуру с зонами Фибоначчи (0.618, 0.786) • Разворотные конструкции (пинбары и поглощения) • Зоны интереса на основе скопления свингов 📊 Основные функции: 1. Ордерблоки - Автоматическое определение бычьих/медвежьих OB - Настройка максимального количества блоков (до 30) - Кастомизация цветов 2. Пивоты - Поддержка таймфреймов: Дневные/Недельные/Месячные/Квартальные/Годовые - Уровни Camarilla (P, R1-R4, S1-S4) 3. Рыночная структура - Четкое определение тренда (UP/DOWN) - Ключевые уровни Фибо (0.618 и 0.786) - Настройка глубины анализа (10-1000 баров) 4. Разворотные конструкции - Обнаружение пинбаров - Обнаружение поглощений - Настройка чувствительности 5. Зоны интереса - Алгоритм кластеризации свингов - Настройка через ATR-мультипликатор - Лимит отображаемых зон 🇬🇧 English Description Strategy Pack is a comprehensive market analysis toolkit featuring: • Order Blocks with customizable count and colors • Pivot Points for multiple timeframes • Market Structure with Fibonacci zones • Reversal patterns (pinbars and engulfings) • Interest Zones based on swing clustering 📊 Key Features: 1. Order Blocks - Auto-detection of bullish/bearish OB - Configurable max blocks (up to 30) - Custom color schemes 2. Pivot Points - Supports: Daily/Weekly/Monthly/Quarterly/Yearly - Camarilla levels (P, R1-R4, S1-S4) 3. Market Structure - Clear trend detection (UP/DOWN) - Key Fibonacci levels (0.618 & 0.786) - Adjustable analysis depth (10-1000 bars) 4. Reversal Patterns - Smart pinbar detection - ATR-based engulfing filter - Sensitivity adjustment 5. Interest Zones - Swing clustering algorithm - ATR-multiplier configuration - Display limit (up to 10 zones) ⚙️ Technical Highlights: • Built with Pine Script v5 • Performance-optimized • Well-commented code • Flexible settings system ⚠️ Важно / Important: Индикатор в бета-версии. Тестируйте перед использованием в реальной торговле. This is BETA version. Please test before live trading. 💬 Поддержка / Support: Комментарии к скрипту / Script comments section Developer: ZeeZeeMon
Pine Script® 인디케이터
cryptokazancev의
Fabio Valentini Pro Scalper [PickMyTrade]Fabio Valentini Pro Scalper Inspired by Fabio Valentini's NASDAQ scalping methodology, this strategy approximates professional order flow analysis using volume-based techniques, volume profile, and institutional trading concepts for liquid markets. CORE METHODOLOGY This strategy uses volume analysis to approximate order flow concepts typically seen in professional trading platforms: Volume Profile Analysis: Calculates Point of Control (POC), Value Area High (VAH), and Value Area Low (VAL) to identify institutional price acceptance zones where the majority of trading activity occurs. Delta Approximation: Estimates buying versus selling pressure by analyzing volume distribution within candles, helping identify which side of the market is in control. Absorption Detection: Identifies high-volume, low-price-movement candles that indicate institutional passive order absorption - when large players are building positions by absorbing aggressive orders. Triple-A Setup: Tracks the three-phase institutional trading pattern: - Absorption - Large players build positions passively - Accumulation - Price contracts into tight range as positions build - Aggression - Breakout with volume as institutional move initiates ENTRY SIGNAL TYPES Triple-A Setups: Identifies the complete absorption-accumulation-aggression sequence. When absorption is detected, followed by range contraction, and then aggressive breakout with volume confirmation. Opening Range Breakout (ORB): Trades breakouts from the configurable opening range period (default 30 minutes). Based on the concept that early session range defines key levels. Value Area Bounces: Identifies reactions at Value Area High or Value Area Low levels with absorption confirmation, suggesting institutional support or resistance. KEY FEATURES - VWAP with Dynamic Bands: Volume-weighted average price with ATR-based bands for trend and mean reversion context - Session-Based Filtering: Fully customizable trading session (default NY hours 9:30 AM - 4:00 PM) - Built-in Risk Management: Customizable risk percentage per trade with adjustable Risk:Reward ratios - Daily Loss Limit: Enforces maximum daily losses rule (default 3 losses) to prevent overtrading - Trailing Stop System: Optional ATR-based trailing stops to lock in profits - Real-Time Dashboard: Shows delta control, absorption status, market phase, and session information - Multiple Signal Filters: Combine or isolate different setup types for optimization CUSTOMIZABLE PARAMETERS Session Settings: Trading session times (any timezone), session filter enable/disable Volume Profile: Lookback period (default: 50 bars), row resolution for price levels (default: 24 rows) Absorption Detection: Volume multiplier threshold (default: 2.0), maximum price movement threshold (default: 0.3 ATR) Delta Analysis: Smoothing period (default: 5 bars) VWAP Settings: Enable/disable VWAP filter, band width multiplier (default: 0.5 ATR) Risk Management: Risk per trade percentage (default: 1%), Risk:Reward ratio (default: 2.0), maximum daily losses before stopping (default: 3), trailing stop toggle and ATR multiplier (default: 1.5) Opening Range Breakout: ORB period in minutes (default: 30), enable/disable ORB signals VISUAL ELEMENTS The strategy provides comprehensive visual feedback including VWAP bands, volume profile levels (POC, VAH, VAL), ORB lines, absorption signals, Triple-A setup markers, entry arrows with labels, session background highlighting, live statistics table, and daily loss limit warning background. BUILT-IN ALERT CONDITIONS Long and Short entry signals, strong absorption detection, Triple-A setup completion, and daily loss limit warnings. STRATEGY PHILOSOPHY Based on institutional trading principles: identify where large players are positioning through absorption patterns, wait for the accumulation phase shown by range contraction, then trade the aggressive move during expansion. The strategy combines multiple confirmation factors to filter high-probability setups. IMPORTANT NOTES AND DISCLAIMERS Not True Order Flow: This script approximates order flow concepts using publicly available volume data. True order flow analysis requires tick-by-tick bid/ask data from specialized platforms (e.g., Sierra Chart, Investor/RT with exchange feeds). This implementation provides educational approximation using TradingView's available data. Performance Sensitivity: Scalping strategy results are extremely sensitive to commission rates, slippage assumptions, position sizing decisions, parameter optimization for specific instruments, and market conditions. Cost Configuration Required: Before backtesting or live use, you MUST configure the Properties tab with realistic trading costs: Commission: Set to match your broker's actual fee structure (crypto spot: typically 0.05-0.20% per side, crypto futures: typically 0.02-0.05% per side, stock/futures: varies by broker and contract) Slippage: Set based on instrument liquidity (high liquidity: 2-5 ticks, medium liquidity: 5-10 ticks, lower liquidity or volatile conditions: 10+ ticks) Even small changes in commission or slippage can significantly impact profitability for scalping strategies. Parameter Optimization: Default settings are educational starting points. Users should test different absorption multiplier values (1.5-3.5), experiment with Risk:Reward ratios (2.0-4.0), try each signal type individually to find best performers, adjust parameters for their specific instrument and timeframe, and always validate changes with forward testing. Market Dependence: Strategy performance varies significantly across different instruments (futures vs crypto vs stocks), various timeframes (1-min vs 5-min vs 15-min), market conditions (trending vs ranging vs volatile), and trading sessions (high vs low liquidity periods). Educational Purpose: This strategy demonstrates order flow concepts, volume profile analysis, and institutional trading patterns for learning purposes. It is not a guaranteed profitable system and requires user optimization. RISK WARNING Scalping strategies require strict discipline and emotional control, excellent execution infrastructure (low latency, reliable fills), understanding of costs impact on profitability, respect for daily loss limits to prevent revenge trading, and realistic expectations - backtest results typically exceed live performance. This strategy enforces a daily loss limit (default 3 losses) based on professional trading risk management principles. When the limit is reached, the strategy stops generating signals to prevent overtrading. DISCLAIMER This is an educational tool for learning order flow concepts and institutional trading patterns. It is not financial advice. Past performance does not guarantee future results. Strategy profitability is highly dependent on execution quality, trading costs, parameter optimization, and market conditions. Users are solely responsible for their own testing, risk management, and trading decisions. No trading strategy is guaranteed to be profitable. Always test thoroughly on paper accounts before risking real capital.
Pine Script™ 전략
PickMyTrade_Official의