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Prophecy Orderflow – US30 ScalperProphecy Orderflow – US30 Scalper is not a general-purpose indicator. It was engineered specifically for New York session scalping on US30, where volatility demands precision, speed, and discipline. 🔹 Sniper Entries Only – The algorithm combines multi-timeframe bias, dynamic ATR filters, and orderflow-based band triggers to identify high-probability scalps with minimal noise. 🔹 Clean Visual Execution – Automatic plotting of SL and TP1/2/3 levels ensures you can trade with clarity and consistency, without overcomplicating your chart. 🔹 Adaptive to US30 Volatility – Optimized settings account for the unique pace and structure of the Dow Jones index, giving you signals aligned with real scalping conditions. 🔹 Exclusivity by Design – This script is not built for mass retail use. It is tuned for operators and scalpers who treat trading as execution, not experimentation. ⚠️ Disclaimer: This tool is provided for educational purposes only. Past performance does not guarantee future results. Trade responsibly and manage risk.
Pine Script® 인디케이터
jordxche의
Artharjan ADXArtharjan ADX (AADX) by Rrahul Desai @Artharjan 📌 Overview The Artharjan ADX (AADX) is an advanced implementation of the Average Directional Index (ADX) with customizable moving averages, momentum thresholds, and visually intuitive grading of bullish and bearish strength. Unlike the standard ADX indicator that only shows trend strength, AADX adds graded bullish/bearish conditions, alerts, smoothed DI signals, histogram visualizations, and background color fills to help traders quickly interpret market conditions. It is designed for traders who want early detection of trend strength, clean visual cues, and automated alert triggers for both bullish and bearish momentum setups. ⚙️ Key Features 🔹 Customizable Calculations DI Length (default 13) – controls sensitivity of directional indicators. +/- DI Smoothing – smooths DI signals with user-selected MA. Multiple Moving Average Types – SMA, EMA, WMA, RMA, VWMA, ALMA, Hull, SWMA, SMMA, TMA. ADX Smoothing – define how smooth/fast the ADX reacts. 🔹 Flexible Display Toggle between line plots or histogram view. Adjustable plot thickness. Option to plot averages of ADX, +DI, -DI for confirmation. Configurable background fills: ADX above/below momentum threshold. ADX rising/falling color shading. Trend-grade based color intensity. 🔹 Momentum & Thresholds Momentum Level (default 25) → defines “strong trend” zone. Crossover Threshold (default 15) → helps detect early DI crossovers. Color-coded histogram bars for +DI vs -DI difference: Above/below zero. Rising/falling momentum. 🔹 Bullish & Bearish Grading System The indicator assigns grades from 1 to 5 for both bullish and bearish setups, based on DI and ADX conditions: Bullish Grades Grade 1 → Very Weak Bullish Grade 2 → Weak Bullish Grade 3 → Moderate Bullish Grade 4 → Strong Bullish Grade 5 → Very Strong Bullish Bearish Grades Grade 1 → Very Weak Bearish Grade 2 → Weak Bearish Grade 3 → Moderate Bearish Grade 4 → Strong Bearish Grade 5 → Very Strong Bearish Labels are automatically plotted above bars to indicate the active grade. 🔹 Alerts Bullish Alert → when +DI crosses above its average below the threshold OR bullish conditions are met. Bearish Alert → when -DI crosses above its average below the threshold OR bearish conditions are met. These alerts make it possible to automate trading signals for scalping, intraday, and swing trading. 📊 Use Cases Trend Strength Measurement Spot when markets shift from range-bound to trending. Confirm the reliability of breakouts with strong ADX readings. Bullish vs Bearish Control Compare +DI vs -DI strength to gauge trend direction. Identify trend reversals early with DI slope changes. Momentum Confirmation Use ADX rising + DI grades to validate trade entries. Filter false breakouts with weak ADX. Trade Grading System Enter aggressively on Grade 4–5 signals. Stay cautious on Grade 1–2 signals. Automated Alerts & Screening Combine AADX alerts with strategy rules. Build scanners to highlight strong ADX setups across multiple stocks. 🎯 Trader’s Advantage More powerful than standard ADX → Adds slope, grading, alerts, and visualization. Adaptable to any style → Works for intraday scalping, swing trading, and positional analysis. Visual clarity → Color fills, histograms, and labels simplify decision-making. Customizable smoothing → Adjusts to fast or slow markets. ✅ Closing Note The Artharjan ADX (AADX) transforms the traditional ADX into a complete trend and momentum analyzer. It helps traders detect, confirm, and act on directional strength with clarity and confidence. With Thanks, Rrahul Desai @Artharjan
Pine Script® 인디케이터
rsdesai005의
RMI trend changeThe "RMI Trend Swing" is an automated trend-following and swing trading strategy built on a composite indicator of RMI (Relative Momentum Index) and MFI (Money Flow Index), supplemented by ADX (Average Directional Index) trend strength filtering and time-based session filtering. The strategy is designed to identify the inception points of medium-term trends and enter positions when momentum is strong, aiming to capture significant swing moves. It provides intuitive visual feedback through a dynamic band on the chart. Core Logic & Components Core Indicator Calculation: RMI-MFI Composite Value: The primary signal generator. It averages a variant of the standard RSI (RMI) and the MFI, combining price change and volume factors to provide a more holistic view of market momentum. Range-Weighted Moving Average (RWMA): A moving average weighted by each bar's range. Bars with higher volatility (larger ranges) have a greater impact, making the RWMA more responsive to market consensus and significant price movements. Volatility Band (Band): Dynamically calculated based on the ATR (Average True Range), forming upper and lower channels around the RWMA to act as dynamic support and resistance levels. Trade Signal Generation: Long Signal (Buy): Generated when the RMI-MFI composite value crosses above the user-defined "Positive above" threshold (default: 66) from below, concurrently with a rising short-term EMA(5), and only if the ADX indicator confirms strong trend strength (above its threshold, default: 25). Short Signal (Sell): Generated when the RMI-MFI composite value falls below the user-defined "Negative below" threshold (default: 30), accompanied by a falling short-term EMA(5), and confirmed by a strong ADX reading. Multi-Layer Filtration: ADX Trend Filter: Signals are only executed if the ADX value is above the set level, ensuring the strategy only trades in trending markets and avoids whipsaws during choppy, low-trend consolidation periods. Trading Session Filter: Users can define a specific daily trading window (default: 09:30 - 16:00). Entry orders are only placed during this active session, helping to avoid the low liquidity and atypical volatility often seen in pre-market and post-market hours. Auto-Close Mechanism: The strategy includes a scheduled close function (default: between 15:10-15:20) to exit all positions automatically before the market close, effectively managing overnight risk for day-trading scenarios. Visual Output: The strategy plots a distinct colored band on the chart for at-a-glance market assessment. Green Band/Candles: Indicates a bullish trend phase. The RWMA line and the band below it are colored green, and all price candles also turn green. Red Band/Candles: Indicates a bearish trend phase. The RWMA line and the band above it are colored red, and all price candles turn red. Buy/Sell Labels: Small labels are plotted on the chart at the exact bar where a new entry signal is generated, providing clear markers for trade triggers. Key Advantages Multi-Factor Confirmation: Combines momentum, volume-weighted averages, and trend strength for higher-quality signals. Integrated Risk Management: Employs ADX and time filters to avoid poor trading environments and includes a mandatory daily close. Intuitive Visualization: The colored bands and candles provide an immediate and clear representation of the prevailing market regime. Ideal Instruments & Market Conditions This strategy is best suited for trend-prone instruments (such as equity indices, major cryptocurrencies, and forex majors) on intraday timeframes for swing trading. It performs optimally in markets with clear, sustained directional movement and will typically generate fewer trades during sideways, ranging conditions. 策略概述 “RMI趋势波段”是一个基于RMI（Relative Momentum Index，相对动量指数）与MFI（资金流量指数）复合指标，并辅以ADX（平均方向指数）趋势强度过滤和交易时间过滤的自动化趋势跟踪与波段交易策略。该策略旨在识别中期趋势的起始点，并在趋势强劲时入场，以期捕捉主要波段行情，同时通过可视化带状区域直观展示市场动态。 核心逻辑与组成部分 核心指标计算： RMI-MFI 复合值： 策略的核心信号源。它计算了标准RSI的变体（RMI）和MFI的平均值，结合了价格变动和交易量因素，能更综合地反映市场的动量。 范围移动平均线 (RWMA)： 一种根据K线波动幅度加权的移动平均线。波动大的K线权重更高，能更灵敏地反映市场价格的共识。 波动带 (Band)： 基于ATR（平均真实波幅）动态计算得出，围绕RWMA形成上轨和下轨，构成一个动态支撑阻力通道。 交易信号生成： 多头信号 (买入)： 当RMI-MFI复合值从下方突破预设的“Positive above”阈值（默认66），同时短期EMA(5)上扬，且ADX指标显示趋势强劲（高于阈值，默认25）时，产生买入信号。 空头信号 (卖出)： 当RMI-MFI复合值跌破预设的“Negative below”阈值（默认30），同时短期EMA(5)下跌，且ADX指标显示趋势强劲时，产生卖出信号。 多重过滤条件： ADX趋势过滤： 只有当ADX值高于设定的水平时，才会接受RMI产生的交易信号，确保只在趋势明确的市场环境中交易，避免在震荡市中频繁假信号。 交易时间过滤： 用户可自定义每日的交易时间段（默认：09:30 - 16:00），策略只在该时间窗口内才会开仓，帮助规避盘前盘后流动性低或波动异常的时间段。 自动平仓： 策略内置定时平仓功能（默认在15:10-15:20之间），每日收盘前自动了结所有头寸，避免隔夜风险。 可视化效果： 策略在图表上绘制了精美的彩色带状区域。 绿色区域/蜡烛图： 表示当前为多头趋势，RWMA线及下方的带状区域会显示为绿色，同时所有K线也会变为绿色。 红色区域/蜡烛图： 表示当前为空头趋势，RWMA线及上方的带状区域会显示为红色，同时所有K线也会变为红色。 在信号触发点，还会在图表相应位置生成买入或卖出的标签标记。 策略优势 多维度确认： 结合动量、成交量加权均线和趋势强度，信号质量较高。 风险控制： 通过ADX和时间过滤器有效过滤不良信号，并强制日内平仓。 直观清晰： 通过颜色和带状区域的变化，市场状态一目了然。 适用品种与场景 该策略主要适用于趋势性较强的标的（如股票指数、主流加密货币、外汇主要货币对等）的日中波段交易。在趋势明朗的行情中表现最佳，在横盘整理期间可能会减少交易频率。
Pine Script™ 전략
AetherTrading1의
Daily Volume Ratio Bands (20MA) Daily Volume Ratio Bands (20MA) — by CryptoDaily This indicator normalizes daily trading volume against the recent 20-day moving average (20MA) and plots it as a volume ratio. It allows traders to quickly identify whether current volume is strong, weak, or within a normal range compared to historical averages. Key Features Normalized volume ratio with 20-day average = baseline (1.0) Clear bands for easy interpretation (1.0 ~ 1.3 = normal, above = overheated, below = weak) Intuitive color coding: 🟨 Yellow: Normal range (1.0 ~ 1.3) 🔵 Blue: Above 1.3× average (high/strong volume, breakout confirmation) ⚪️ Gray: Below average (low volume) 🔴 Red: At or below 0.7× (extremely low volume / lack of interest) How to Use Breakouts with strong volume (Blue) → higher confidence in trend continuation Gray/Red during consolidation → signal of weak momentum or sideways phase Quickly assess whether the market is in overheated or low-activity conditions Notes Designed for Daily timeframe (1D) only. It will not function properly on intraday charts. For educational purposes only. This is not financial advice. Author CryptoDaily (YouTube & TradingView) YouTube channel: cryptodaily_tv
Pine Script® 인디케이터
myjjou1006의
LevelUp^ Pullback Screener ProPullbacks are often considered high-probability entry points within trending markets. This screener helps streamline the search for such opportunities using trend analysis through customizable moving averages, price action and volatility filters with ATR (Average True Range). 🔹 Why Trade Pullbacks Pullbacks represent temporary counter-moves within a broader trend. Instead of chasing extended moves, traders can enter at more favorable price levels. Pros ▪ Improved Entry Prices : Entering closer to support or resistance levels often provides a better risk/reward ratio. ▪ Trend Alignment : Pullbacks occur within established trends, allowing traders to participate in potential continuation moves. ▪ Defined Risk Levels : Key moving averages and recent swing points can be used to set stop-loss orders. Cons ▪ Not all pullbacks resume the trend; some signal reversals. ▪ Price can temporarily overshoot levels, creating whipsaws. ▪ Pullback strategies work best in trending markets and may underperform in sideways conditions. 🔹 Custom Feature : Require Lower Low The optional requirement for a lower low may help confirm that an actual pullback is occurring, rather than just sideways chop or continuation strength. Stricter Definition of a Pullback ▪ A pullback implies some retracement against the prevailing trend. ▪ By requiring a lower low, you ensure price is genuinely pulling back, not just consolidating at the highs. Avoids False Triggers ▪ Without this filter, you might catch stocks that simply paused for a bar (small doji, tiny inside candle) but haven’t really pulled back. ▪ The lower low condition filters for bars where sellers actually pushed price down. Improves Entry Timing ▪ Many traders want to enter as pullbacks are maturing, not while price is still pushing higher. ▪ A lower low shows some weakness that may soon transition into support, giving a cleaner “buy-the-dip” opportunity. Psychological Confirmation ▪ From a trader psychology standpoint, a lower low indicates that at least some holders are taking profits and that short-term participants are testing the trend. ▪ This is often the moment when strong hands step in if the trend is healthy. 🔹 Custom Feature : Specify Closing Range Closing range % is another optional feature that can be very useful when scanning for pullbacks as it helps separate healthy retracements from weak price action. Shows Buyer Support Within the Bar ▪ Closing near the top of the day’s range (e.g., above 60–70%) signals that even though price pulled back intraday, buyers stepped in and pushed it higher by the close. ▪ That strength is a good sign the pullback may be stabilizing. Filters Out Weak Pullbacks ▪ If a stock closes near the low of the day, sellers are still in control — the “dip” might not be done. ▪ By requiring a higher Closing Range, you filter out setups that may keep falling. Timing Advantage ▪ Many traders prefer entering when a pullback shows early signs of turning. ▪ A strong closing range is an objective way to catch that transition, often right before the next leg higher. Psychological Read ▪ Closing strength suggests demand is stepping back in — traders and investors still want exposure to the trend. ▪ It reflects confidence, whereas weak closes show hesitation or distribution. 🔹 Custom Feature : ATR % Filter Specifying an ATR (Average True Range) filter is helpful when scanning for stocks because it normalizes volatility relative to price, enabling traders to identify stocks with suitable price movement for their strategy while managing volatility by filtering out excessively erratic stocks (high ATR %) or those with insufficient movement (low ATR %), thus aligning with risk tolerance and optimizing position sizing and stop-loss placement. Focus on Stocks With Tradable Volatility ▪ ATR measures how much a stock typically moves in a day. ▪ By setting a minimum ATR, you avoid slow, low-volatility stocks that don’t move enough to create good opportunities. Filters Out “Too Wild” Stocks ▪ Extremely high ATR stocks can be erratic, difficult to size properly, and risky to trade. ▪ By specifying a maximum ATR (or ATR % relative to price), you can avoid setups where risk is too unpredictable. Normalizes Price Differences ▪ A $20 stock and a $200 stock can’t be compared just on raw dollar moves. ▪ ATR (or ATR as a % of price) gives a volatility-adjusted way to compare them, so your screen is consistent across all price levels. Improves Entry & Stop Placement ▪ Knowing that a stock typically moves, say, 2% daily versus 0.5% daily helps you set realistic stops and targets. ▪ Screening for stocks with ATR in your preferred range means trades will line up better with your risk/reward model. Psychology ▪ ATR captures behavior. Stocks with healthy, steady volatility attract active traders because they offer movement without chaos. ▪ Too quiet = boring, too wild = stressful. ATR filters help you stay in the sweet spot. 🔹 Customization Options With extensive customization options, traders can fine-tune pullback scans by adjusting moving averages, proximity to those averages, bar structure, closing range strength, and volatility filters. This flexibility supports different trading styles, timeframes, and risk preferences. Configurable Moving Averages Scanning is optimized for daily and weekly timeframes. ▪ Select up to three moving average lengths and types (e.g. 20 EMA, 50 SMA, 200 SMA) for daily and weekly timeframes. ▪ Tailor scans to different trading styles:  • Short-term traders may prefer faster averages (e.g. 10–20 EMA).  • Swing traders often use medium-term averages (e.g. 50 SMA).  • Long-term investors may focus on slower averages (e.g. 200 SMA). Pullback Within X % of Moving Average ▪ Specify the total range of a pullback using % above and % below a moving average. The bar low is used for this comparison. ▪ For example, .5% above and .5% below a moving average, giving price a total range of 1%. If the low is outside the range, it's not considered a valid pullback. Require Low Lower ▪ Optional setting to require that the current bar to be a lower low compared to the prior bar. ▪ See above section for more information. Closing Range % ▪ Specify a closing range to help you spot pullbacks where buyers are reasserting control. ▪ Define how close the closing price is to the daily high or low. ▪ See above section for more information. ATR % Filter ▪ Incorporates volatility by measuring price movement relative to Average True Range (ATR). ▪ Options include:  • Above a specified ATR %  • Below a specified ATR %  • Within a specified ATR range This options enables filtering for setups that align with volatility preferences and risk tolerance. 🔹 Trader Psychology Pullback trading requires both patience and discipline. Understanding the psychology behind it can improve decision-making: ▪ Patience Over FOMO: Traders must resist the urge to chase extended moves. Waiting for a pullback often leads to better entries. ▪ Confidence in the Trend : Entering during a pullback can feel counterintuitive, as price is moving against the trend in the short term. Trusting the larger trend is essential. ▪ Managing Doubt: False pullbacks and whipsaws can create frustration. Keeping risk small and consistent helps maintain emotional balance. ▪ Discipline in Risk Control: Stops should be respected. Moving or ignoring stop-loss levels during a pullback can turn a small loss into a large one. Successful pullback traders focus on process over outcome , knowing that consistency across many trades matters more than the result of any single trade. 🔹 True Market Leader Pullbacks ▪ GEV: Pullback to 10-EMA and 21-EMA ▪ NVDA: Pullback to 50-SMA 🔹 Best Practices ▪ Trend First : Pullbacks are most effective when traded in the direction of the larger trend. Confirm trend strength before acting on screener results. ▪ Combine Filters : Use moving average, closing range, and ATR filters together for higher-quality setups. ▪ Chart Review : Always verify results visually before trading. ▪ Risk Management : Consider swing lows (uptrends) or highs (downtrends) to define stop-loss placement. 🔹 Summary The Pullback Screener helps traders quickly locate potential opportunities where price retraces toward key moving averages within an ongoing trend. With customizable filters for moving averages, closing range, and ATR, the screener adapts to a wide range of strategies and risk profiles. Pullback trading offers favorable entries and defined risk, but success requires patience, discipline, and confirmation of trend conditions.
Pine Script® 인디케이터
LevelUpTools의
1
Session Levels [odnac]This indicator plots the high and low levels of the three main trading sessions—Asia, Europe, and New York—along with the previous day’s high, low, and open. Each session’s time range can be customized using a UTC offset, and the indicator automatically tracks session highs and lows as price develops. Functions: Plots session highs and lows for Asia, Europe, and New York. Shows previous day’s high, low, and open as reference levels. Session times are fully configurable with hour and minute precision, including UTC offset adjustment. Each session level is marked with both a line and a label for clarity. Color customization for each session and previous day levels. Designed for intraday timeframes (1–60 minutes). Filter Condition: When the filter option is enabled, the indicator adjusts how levels are drawn: A session high above the current close is displayed as a solid line with a visible label. Once price closes above that high, the line becomes dotted and dimmed, and the label also becomes less emphasized. Similarly, a session low below the current close is displayed as a solid line and label. If price closes below that low, the line switches to dotted and dimmed, with the label adjusted accordingly. This behavior highlights only the most relevant levels for the current market position while still keeping breached levels visible in a subdued style, making it easier to spot active breakout or liquidity zones.
Pine Script® 인디케이터
odnac의
Markov 3D Trend AnalyzerMarkov 3D Trend Analyzer 🔹 What Is a Markov State? A Markov chain models systems as states with probabilities of transitioning from one state to another. The key property is memorylessness: the next state depends only on the current state, not the full past history. In financial markets, this allows us to study how conditions tend to persist or flip — for example, whether a green candle is more likely to be followed by another green or by a red. 🔹 How This Indicator Uses It The Markov 3D Trend Analyzer tracks three independent Markov chains: Direction Chain (short-term): Probability that a green/red candle continues or reverses. Volatility Chain (mid-term): Probability of volatility staying Low/Medium/High or transitioning between them. Momentum Chain (structural): Probability of momentum (Bullish, Neutral, Bearish) persisting or flipping. Each chain is updated dynamically using exponentially weighted probabilities (EMA), which balance the law of large numbers (stability) with adaptivity to new market conditions. The indicator then classifies each chain’s dominant state and combines them into an actionable summary at the bottom of the table (e.g. “📈 Bullish breakout,” “⚠️ Choppy bearish fakeouts,” “⏳ Trend squeeze / possible reversal”). 🔹 Settings Direction Lookback / Volatility Lookback / Momentum Lookback Control the rolling window length (sample size) for each chain. Larger = smoother but slower to adapt. EMA Weight Adjusts how much weight is given to recent transitions vs. older history. Lower values adapt faster, higher values stabilize. Table Position Choose where the table is displayed on your chart. Table Size Adjust the font size for readability. 🔹 How To Consider Using Contextual tool: Use the summary row to understand the current market condition (trending, mean-reverting, expanding, compressing, continuation, fakeout risk). Complementary filter: Combine with your existing strategies to confirm or filter signals. For example: 📈 If your breakout strategy fires and the summary says Bullish breakout, that’s confirmation. ⚠️ If it says Choppy fakeouts, be cautious of traps. Visualization aid: The table lets you see how probabilities shift across direction, volatility, and momentum simultaneously. ⚠️ This indicator is not a signal generator. It is designed to help interpret market states probabilistically. Always use in conjunction with broader analysis and risk management. 🔹 Disclaimer This script is for educational and informational purposes only. It does not constitute financial advice or a recommendation to buy or sell any security, cryptocurrency, or instrument. Trading involves risk, and past probabilities or behaviors do not guarantee future outcomes. Always conduct your own research and use proper risk management.
Pine Script® 인디케이터
RWCS_LTD의
NY Session (PIPNEXUS) — 16:00 to 21:00Description: This indicator, created for the PIPNEXUS Community, is designed to make backtesting easier and more efficient. It highlights the New York session, allowing you to clearly see when the market experiences the highest volume and liquidity. By using this tool, PIPNEXUS members can better identify peak trading hours, spot potential high-momentum moves, and optimize their trading strategy. Ideal for traders who want a precise and visual way to track the most active market periods.
Pine Script® 인디케이터
Pipnexus5의
Beta -> PROFABIGHI_CAPITAL🌟 Overview The Beta → PROFABIGHI_CAPITAL indicator calculates the systematic risk measurement of any asset relative to a chosen benchmark using statistical correlation analysis and variance decomposition methodology . It combines return calculation, covariance analysis, and variance measurement across (Asset Returns, Benchmark Returns, Correlation Analysis) with rolling window calculations. The indicator features automated beta coefficient calculation , zero-division protection , and benchmark comparison analysis for enhanced systematic risk assessment and market correlation identification. ⚙️ General Settings – Lookback Period : Number of bars for calculating rolling statistics and correlations (1-500 bars, default: 30). – Benchmark Symbol : Reference market index for beta calculation (default: CRYPTO:BTCUSD). – Overlay Setting : False - displays as separate pane oscillator for clear beta visualization. 📊 Beta Calculation Components & Methods The indicator calculates systematic risk metrics using advanced statistical methods: - Asset Returns : Rate of change calculation for current asset percentage movements per bar - Benchmark Returns : Rate of change calculation for benchmark percentage movements per bar - Mean Asset Returns : Simple moving average of asset returns over lookback period - Mean Benchmark Returns : Simple moving average of benchmark returns over lookback period - Covariance Calculation : Manual computation measuring how asset and benchmark move together - Benchmark Variance : Manual calculation of benchmark return volatility and dispersion - Beta Coefficient : Systematic risk measure derived from covariance divided by benchmark variance 📈 Advanced Statistical Features Correlation Analysis Framework: - Return Decomposition : Separation of asset returns into systematic and unsystematic components - Market Sensitivity : Measurement of asset responsiveness to benchmark movements - Risk Attribution : Identification of market-related versus asset-specific risk factors Rolling Window Analysis: - Dynamic Lookback : Continuously updated statistics over specified period for current relevance - Adaptive Calculation : Real-time recalculation with each new bar for evolving correlation analysis - Statistical Smoothing : Moving average application for return volatility reduction Mathematical Protection: - Zero-Division Safety : Built-in protection preventing calculation errors when benchmark variance equals zero - Error Handling : Returns appropriate values when statistical calculations become undefined - Robust Framework : Maintains functionality across all market conditions and correlation scenarios 📏 Signal Levels & Interpretation – Beta = 1 (Gray Dash) : Asset moves in perfect correlation with benchmark (same volatility) – Beta > 1 (Above Line) : Asset exhibits higher volatility than benchmark (amplified movements) – Beta < 1 (Below Line) : Asset exhibits lower volatility than benchmark (dampened movements) – Beta = 0 (Zero Line) : No correlation between asset and benchmark movements – Negative Beta : Inverse correlation - asset moves opposite to benchmark direction 📋 Beta Interpretation Framework Systematic Risk Analysis : - Beta > 1.0 : High Beta Asset - greater systematic risk and volatility than market - Beta = 1.0 : Market Beta - moves in line with benchmark volatility - Beta < 1.0 : Low Beta Asset - lower systematic risk and volatility than market - Beta ≈ 0 : Market Neutral - minimal correlation with benchmark movements - Negative Beta : Hedge Asset - provides portfolio diversification through inverse correlation Portfolio Management Applications : - Risk Assessment : Understanding asset's contribution to portfolio systematic risk - Diversification Analysis : Identifying correlation patterns for portfolio construction - Hedging Strategy : Utilizing beta relationships for risk management - Asset Selection : Choosing assets based on desired beta characteristics 🎨 Visual Features – Beta Line : Blue line plot with 2-pixel thickness showing beta coefficient evolution – Reference Line : Horizontal dashed gray line at beta = 1 for market correlation reference – Separate Pane Display : Independent oscillator visualization for focused beta analysis – Dynamic Scaling : Automatic y-axis adjustment to accommodate beta value ranges 🔍 Advanced Features – Multi-Asset Compatibility : Works across all asset classes and market instruments – Benchmark Flexibility : Any tradable symbol can serve as correlation benchmark – Real-Time Updates : Continuous beta recalculation with each new price bar – Statistical Accuracy : Manual covariance and variance calculations ensuring precision – Rolling Window Methodology : Maintains specified lookback period for all calculations – Correlation Sensitivity : Responsive to changing market relationships and correlations 🔔 Beta Applications & Signals – High Beta Identification : Assets with beta > 1.2 indicating high market sensitivity – Low Beta Recognition : Assets with beta < 0.8 indicating defensive characteristics – Beta Stability Analysis : Monitoring beta consistency over time for reliability assessment – Correlation Breakdown : Identifying periods when historical correlations change – Risk Management : Using beta values for position sizing and portfolio risk control – Market Regime Detection : Beta changes often signal shifting market conditions By utilizing precise statistical correlation analysis and systematic risk measurement , the Beta → PROFABIGHI_CAPITAL indicator provides mathematically robust market sensitivity analysis , offering accurate identification of systematic risk exposure through rigorous covariance calculation , variance analysis , and benchmark correlation assessment .
Pine Script® 인디케이터
PROFABIGHI_CAPITAL의
NY Session (PIPNEXUS) Description: This indicator, created for the PIPNEXUS Community, is designed to make backtesting easier and more efficient. It highlights the New York session, allowing you to clearly see when the market experiences the highest volume and liquidity. By using this tool, PIPNEXUS members can better identify peak trading hours, spot potential high-momentum moves, and optimize their trading strategy. Ideal for traders who want a precise and visual way to track the most active market periods.
Pine Script® 인디케이터
Pipnexus5의
ZoneRadar by Chaitu50cZoneRadar ZoneRadar is a tool designed to detect and visualize hidden buy or sell pressures in the market. Using a Z-Score based imbalance model, it identifies areas where buyers or sellers step in with strong momentum and highlights them as dynamic supply and demand zones. How It Works Z-Score Imbalance : Calculates statistical deviations in order flow (bull vs. bear pressure). Buy & Sell Triggers: Detects when imbalances cross predefined thresholds. Smart Zones: Marks potential buy (green) or sell (red) zones directly on your chart. Auto-Merge & Clean: Overlapping or noisy zones are automatically merged to keep the chart clean. History Control: Keeps only the most recent and strongest zones for focus. Key Features Customizable Z-Score level and lookback period Cooldown filter to avoid over-signaling Smart zone merging to prevent clutter Adjustable price tolerance for merging overlapping zones (ticks) Extend zones into the future with right extensions Fully customizable colors and display settings Alert conditions for Buy Pressure and Sell Pressure Why ZoneRadar? Simplifies complex order flow into clear, tradable zones Helps identify high-probability reversal or continuation levels Avoids noise by keeping only the cleanest zones Works across any timeframe or market (stocks, futures, forex, crypto) Disclaimer This tool is designed for educational and informational purposes only. It does not provide financial advice. Always test on demo and combine with your own trading strategy.
Pine Script® 인디케이터
chaitu50c의
Strength by EGThis indicator from equitygurukul.in is designed to help traders identify key market trend phases using classic moving averages. It includes: 50, 150, 200-period MAs (user can choose SMA or EMA via dropdown). A Custom MA (default length 21, user-adjustable). Buy Signal Arrow when bullish alignment conditions are met. Weak Label when price crosses below the Custom MA. Strength Label when price crosses above the Custom MA and is also above the 50 MA. Fully customizable colors, label display toggles, and arrow size options. This tool allows traders to quickly visualize momentum shifts, long-term trend alignment, and strength/weakness signals on the chart. ⚠️ Disclaimer This script is created for educational purposes under the brand equitygurukul.in. It is not financial advice. Trading and investing involve risk, and past performance does not guarantee future results. Please do your own research or consult a financial advisor before making investment decisions.
Pine Script® 인디케이터
arh02041996의
Trend Scalping Strategy Overview This is a short-term trading strategy designed to capitalize on momentum shifts within a broader trend. It combines multiple technical indicators across different timeframes—including Stochastic, RSI, and custom trend logic—to generate entry and exit signals. The strategy incorporates a time filter to operate only during specified high-liquidity hours and includes a mandatory end-of-session close-out to avoid overnight risk. It is suitable for volatile markets like equities, futures, and cryptocurrencies. Input Parameters Source The price data used for calculations. Default is hl2 (the average of high and low prices). Short Term Trend (x_len_a) The period for the short-term RSI calculation. Default is 5. Used to capture recent price momentum. Long Term Trend (x_len_b) The period for the Stochastic Oscillator calculation. Default is 60. Defines the medium-to-long-term trend context. Smooth Long Term Trend (x_k_b) The smoothing period applied to the Stochastic value (K). Default is 13. Reduces noise for a clearer trend signal. Clear Short Term Pullback Appears Recently (x_changk) The lookback period to identify a recent significant pullback. Default is 15. Threshold of Short Term Pullback Clear (x_rsi_ct) The RSI level indicating an oversold (for longs) or overbought (for shorts) condition. Default is 35.0. Threshold of Short Term Pullback End (x_rsi_ft) The RSI level signaling that the short-term pullback has concluded and momentum is reversing. Default is 50.0. Exit if Reason Over (x_exit_if_reason_over) A boolean switch. If enabled, the strategy will automatically close a position if the original entry condition is no longer valid. Time Filter (Start/End Hour & Minute) Defines the specific intraday window during which the strategy is active (e.g., 7:00 to 15:10). All trades are initiated and managed only within this window. Strategy Logic Indicator Calculation: y_stoch: The raw Stochastic Oscillator value calculated over the x_len_b period. y_k: A smoothed version of the Stochastic (y_stoch) using a Simple Moving Average with period x_k_b. y_rsi: The Relative Strength Index calculated on the Source price over the short-term period x_len_a. Entry & Exit Conditions: The core logic generates a composite signal (y_upper for long, y_lower for short) based on three components: The deviation of the smoothed Stochastic (y_k) from its midpoint (50). The deviation of the RSI (y_rsi) from its pullback-end threshold (x_rsi_ft). The extremity of the recent RSI move compared to the pullback-clear threshold (x_rsi_ct) over the x_changk period. Long Entry (LE): Triggered when the composite signal y_upper is greater than 0 AND the current time is within the allowed trading window. Short Entry (SE): Triggered when the composite signal y_lower is less than 0 AND the current time is within the allowed trading window. Conditional Exit: If x_exit_if_reason_over is true, long positions are closed if y_upper <= 0, and short positions are closed if y_lower >= 0. Time-Based Filter: The strategy only evaluates entries and exits if the current bar's time falls within the user-defined start_time and end_time range. Mandatory Close-Out: A critical risk management feature: All open positions are automatically closed at 16:10 (4:10 PM) based on the chart's timezone, ensuring no positions are held overnight or into the late session. Plotting The strategy plots three key series in the indicator pane: Stochastic (y_stoch): Red line. Smoothed Stochastic (y_k): Blue line. RSI (y_rsi): Yellow line. A hline at 50 serves as a visual midpoint reference for both Stochastic and RSI. Usage Recommendations This strategy performs best in markets with high volatility and strong trending characteristics. It is highly recommended to use this script with a brokerage account that supports and enforces stop-loss orders on the strategy's behalf, as the script itself does not calculate stop-loss levels. Parameters, especially periods and thresholds, should be optimized for the specific asset and timeframe being traded. Always conduct rigorous backtesting and forward testing before deploying capital. 策略概述 本策略是一个基于多时间框架动能的短线交易策略，通过结合短期与长期趋势指标、RSI超买超卖判断以及时间过滤机制，在趋势明确时入场，并在特定条件或时间点退出交易。策略适用于股票、期货、加密货币等高频波动的市场。 输入参数说明 数据源（Source） 默认使用 hl2（最高最低价的平均值），也可选择其他价格数据。 短期趋势周期（Short Term Trend） 默认值为5，用于计算短期RSI，捕捉近期价格动量的变化。 长期趋势周期（Long Term Trend） 默认值为60，用于计算随机指标（Stochastic）的周期，判断中长期趋势方向。 长期趋势平滑周期（Smooth Long Term Trend） 默认值为13，对长期随机指标进行平滑处理，减少噪音。 近期回调检测周期（Clear Short Term Pullback Appears Recently） 默认值为15，用于检测短期是否出现明显回调。 RSI超卖阈值（Threshold of Short Term Pullback Clear） 默认值为35.0，RSI低于该值视为短期超卖，可能出现反弹。 RSI回调结束阈值（Threshold of Short Term Pullback End） 默认值为50.0，RSI回升至此表示短期回调结束。 条件失效时退出（Exit if Reason Over） 若启用，当入场条件不再成立时自动平仓。 交易时间范围 可设置策略运行的开始与结束时间（以小时和分钟为单位），仅在指定时间段内交易。 策略逻辑 指标计算： 随机指标（Stochastic）：基于长期周期计算，反映价格在近期区间内的位置。 平滑随机值（y_k）：对随机指标进行移动平均平滑处理。 RSI指标：基于短期周期计算，反映近期价格动量的强弱。 多空判断： 多头信号（y_upper）： 当平滑随机值高于50、RSI高于结束阈值，且近期出现明显超卖回调时，触发做多信号。 空头信号（y_lower）： 当平滑随机值低于50、RSI低于结束阈值，且近期出现明显超买回调时，触发做空信号。 时间过滤： 策略仅在用户设定的时间范围内（例如7:00至15:10）运行，避免在波动性较低或非主力交易时段操作。 强制平仓机制： 每天下午16:10（或指定时间区间）强制平仓所有头寸，避免隔夜风险或尾盘波动。 图表显示 策略在副图中绘制以下三条线： 随机指标（红色） 平滑随机值（蓝色） RSI指标（黄色） 水平线50：作为多空分界线参考。 使用建议 本策略适合在流动性高、波动性强的市场中运行。 建议配合止损机制使用，以控制单笔交易风险。 用户可根据不同品种调整参数周期和阈值，优化入场时机。
Pine Script™ 전략
AetherTrading1의
Rossgram Script Name: ADMF: Rossgram Aggregated cumulative volume, volatility-dependent-parabolic-length, divergence-inverting EMA admf Description: This publication is a major revision by the original author. The script has been significantly improved to provide more accurate and timely signals by enhancing its core adaptive logic. Key Improvements & Originality: Enhanced Dynamic Calculation: The core algorithm now features a sophisticated volatility normalization mechanism. Instead of using a simple ATR, it calculates a normalized volatility index (volATR_admf) and dynamically adjusts the EMA length based on its position within a dynamically updated percentile range (2nd to 98th). This allows the indicator to be exceptionally responsive across different market regimes, from extreme volatility to calm conditions. Advanced Percentile Anchoring: A dedicated initialization and update routine ensures robust calculation of volatility extremes. The script: Initializes with safe defaults for the first 1000 bars. After the 1000th bar, it calculates precise percentile levels (ta.percentile_nearest_rank) every 100 bars, ensuring the adaptive mechanism is always anchored to the most relevant recent market data rather than a fixed historical period. This is a unique approach to defining "extremes". Multi-Exchange Data Aggregation (User-Configurable): The script is designed to aggregate volume data from multiple sources. This provides a more accurate picture of market activity than a single exchange. Users can manually configure a list of tickers for non-BTC assets in the settings, tailoring the data input to their specific trading instrument. How It Works & How to Use: The indicator plots a moving average that exponentially adjusts its sensitivity based on real-time market volatility. As volatility approaches historically high levels (98th percentile), the EMA length expands to filter out noise and help identify exhaustion. In low volatility (near the 2nd percentile), it contracts to become more responsive to new trends. Usage: Add to the chart. For non-BTC assets, configure the tickers in settings. Signal Interpretation: Look for the adaptive line to change direction, especially after it has been trending near one of the volatility extremes. This often anticipates sharp reversals. Why Closed-Source? The specific implementation of the dynamic percentile-based anchoring, the volatility normalization formula, and the data aggregation logic are proprietary developments. Protecting the source code is necessary to safeguard the unique intellectual property behind this adaptive calculation method.
Pine Script® 인디케이터
uchenick의
M/S Signal v2 - Multi-Zone Signal SystemM/S Signal v2 - Advanced Multi-Zone Breakout System 🔧 TECHNICAL INNOVATION This indicator introduces a unique combination of adaptive zone confluence detection with multi-timeframe directional filtering that addresses specific limitations found in standard breakout indicators. 🎯 CORE ALGORITHM DIFFERENCES: 1. Adaptive Level Management: Code // Unlike static S/R indicators, levels update dynamically if close > active_high: active_high := current_high active_low := current_low generate_signal("BUY") Traditional indicators use fixed pivot points. This system continuously adapts support/resistance levels based on actual price action. 2. Zone Confluence Mathematics: Code zones_match(level1, level2, tolerance_percent) => diff = math.abs(level1 - level2) avg_price = (level1 + level2) / 2 tolerance = avg_price * tolerance_percent / 100 diff <= tolerance This mathematical approach to zone alignment is not available in standard zone-based indicators. 3. Multi-Timeframe Signal Validation: Code htf_signal = request.security(symbol, htf_tf, get_last_signal_type()) allow_signal = current_tf_signal AND htf_allows_direction The system tracks the last active signal from higher timeframes, not just current trend direction. 📊 UNIQUE FEATURES: Triple Zone System: Zone 1 (100-period): Macro trend identification Zone 2 (60-period): Impulse movement detection Zone 3 (20-period): Precise entry triggers Dual Independent Filters: Filter 1: Zone confluence with customizable tolerance (0.1% default) Filter 2: Higher timeframe last signal direction Each filter operates independently and can be toggled on/off Dynamic Level Tracking: Unlike indicators that use predetermined levels, this system: Updates support/resistance after each breakout Prevents duplicate signals until new level formation Tracks signal history to avoid repetitive alerts 📈 TECHNICAL SPECIFICATIONS: Code Architecture: PineScript v6 with optimized performance 45+ customizable parameters across 8 setting groups Maximum 500 objects for stable operation Overlay design with full visual control Signal Generation Logic: Monitor current support/resistance levels Detect price breakouts above/below active levels Apply zone confluence filter (if enabled) Validate against higher timeframe direction (if enabled) Generate final signal only when all conditions align Visualization Components: Three colored zone overlays with customizable fills Active support/resistance level lines BUY/SELL signal labels with price information Key breakout candle highlighting Real-time current price tracking ⚙️ SETTING GROUPS: Zone Settings - Configure zone periods and colors Zone Signal Filters - Control confluence detection Higher Timeframe Filter - Set HTF validation rules BUY Signal Configuration - Customize buy signal appearance SELL Signal Configuration - Customize sell signal appearance Alert System - Configure notification preferences Visual Display - Control chart appearance elements Level Management - Active support/resistance display 🎯 PRACTICAL APPLICATIONS: For Scalping (M1-M5): Disable HTF filter for faster signals Use tight zone confluence tolerance (0.05%) Focus on Zone 3 breakouts for quick entries For Swing Trading (H1-H4): Enable HTF filter with Daily timeframe Use standard confluence tolerance (0.1%) Combine all three zones for confirmation For Position Trading (H4-Daily): Set HTF filter to Weekly timeframe Wider confluence tolerance (0.2%) Focus on Zone 1 trend alignment 🔧 HOW TO USE: Basic Setup: Use default parameters for most markets Enable Filters: Turn on zone confluence for higher accuracy Set HTF Filter: Choose appropriate higher timeframe for your strategy Customize Signals: Adjust BUY/SELL signal appearance preferences Configure Alerts: Set up notifications for real-time signal delivery The indicator works by continuously monitoring price action against dynamically updated support and resistance levels, applying sophisticated filtering mechanisms to ensure only high-probability setups generate signals.
Pine Script® 인디케이터
sahakyan7771의