SigmaTrend Prime | QuantEdgeBIntroducing SigmaTrend Prime (STP) by QuantEdgeB
🛠️ Overview
SigmaTrend Prime (STP) is an advanced trend-following indicator that combines double exponential moving averages (DEMA) with a volatility-adjusted SuperTrend framework.
Unlike traditional ATR-based SuperTrends, STP dynamically adjusts trend thresholds using a standard deviation filter derived from price percentiles. This ensures that the trend signals remain highly adaptive, filtering out short-term noise while maintaining robustness across different market conditions.
By leveraging a DEMA core, STP minimizes lag while preserving strong trend identification, making it a powerful tool for traders looking to capture directional moves with enhanced precision.
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✨ Key Features
🔹 DEMA-Driven Trend Filtering
SigmaTrend Prime minimizes lag and enhances responsiveness using a double exponential moving average (DEMA) core.
🔹 Volatility-Adaptive SuperTrend
STP applies a percentile-based price smoothing technique, ensuring that the trend filter dynamically adjusts to market conditions.
🔹 Standard Deviation (SD) Filtering for Noise Reduction
By applying a rolling standard deviation derived from smoothed price action, STP eliminates false breakouts and enhances trend clarity.
🔹 Customizable Visual & Signal Settings
Includes multiple color modes, backtest metrics, and signal labels, making it highly adaptable for different trading styles.
📊 How It Works
1️⃣ DEMA-Based Trend Smoothing
SigmaTrend Prime uses DEMA (Double Exponential Moving Average) as its trend foundation, offering a smoother and more responsive trend structure:
🔹 Why DEMA?
✔ Minimizes lag compared to standard EMA.
✔ Maintains trend sensitivity while reducing market noise.
✔ Stronger confirmation of directional moves in volatile environments.
2️⃣ Adaptive Volatility Filtering with Standard Deviation (SD)
Unlike conventional SuperTrend indicators that rely on ATR for trend filtering, SigmaTrend Prime applies an SD-based smoothing mechanism.
📌 How it Works?
✔ Price Percentile Calculation → Uses percentile price ranking for better trend representation.
✔ Rolling Standard Deviation Calculation → Applies a volatility-adjusted filter to prevent false signals.
✔ Dynamic Trend Band Expansion → Factors (Factor1 & Factor2) multipliers to adjust trend sensitivity based on current price behavior.
🔹 Why SD-Based Filtering?
✔ More adaptive to different volatility regimes.
✔ Improves trend accuracy in both trending and ranging markets.
✔ Avoids excessive whipsaws common with ATR-based models.
3️⃣ Signal Generation & Trend Confirmation
SigmaTrend Prime detects trend shifts based on SD-filtered breakouts:
✅ Long Signal → Triggered when price crosses above the SuperTrend upper band.
❌ Short Signal → Triggered when price crosses below the SuperTrend lower band.
📌 Additional Features:
✔ Adaptive Signal Labels → Shows "Long" or "Short" trade signals dynamically.
✔ Trend-Following Mode → Stays in position until a confirmed reversal signal occurs.
✔ Customizable Sensitivity → Traders can adjust Factor1 & Factor2 multipliers and other settings to refine signal responsiveness.
👥 Who Should Use It?
✅ Trend Traders & Momentum Followers → Identify strong directional trends with greater accuracy.
✅ Swing & Position Traders → Gain precise trend confirmation signals for optimized entries/exits.
✅ Volatility-Aware Traders → Benefit from adaptive trend filtering based on real-time market conditions.
✅ Systematic & Quant Traders → Implement STP within automated trading systems for improved trend detection.
⚙️ Customization & Default Settings
🔧 Key Custom Inputs:
• DEMA Source (Default: HLC3) → Defines the price input for DEMA calculations.
• DEMA Length (Default: 30) → Controls the smoothing period for trend calculation.
• Percentile SD Length (Default: 10) → Determines historical percentile ranking for volatility
assessment.
• Volatility SD Length (Default: 30) → Defines rolling SD length for dynamic filtering.
• Trend Sensitivity Factors:
🔹 Factor1 (Default: 25) → Adjusts lower SD band responsiveness.
🔹 Factor2 (Default: 40) → Controls upper SD band expansion.
• Visual Customizations → Multiple color modes, backtest metrics, and trend labels available.
🚀 By default, STP is optimized for adaptive trend-following while remaining flexible for customization.
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📌 How to Use SigmaTrend Prime in Trading
1️⃣ Trend-Following Strategy (Momentum Confirmation)
✔ Enter long positions when STP confirms a bullish trend shift above its upper trend band.
✔ Enter short positions when STP confirms a bearish trend shift below its lower trend band.
✔ Stay in trades as long as STP maintains trend direction, filtering out false reversals.
2️⃣ Volatility-Adaptive Strategy (Dynamic Trend Adjustments)
✔ Use Factor1 & Factor2 adjustments to fine-tune STP’s sensitivity to price movements.
✔ Increase Factor1 for slower trend shifts and reduce Factor2 for more aggressive trend detection.
📌 Why?
• In high-volatility conditions, adjust trend bands wider to prevent whipsaws.
• In low-volatility conditions, tighten trend bands for faster signal responsiveness.
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📊 Backtest Mode
SigmaTrend Prime includes an optional backtest table, enabling traders to assess its historical effectiveness before applying it in live trading conditions.
🔹 Backtest Metrics Displayed:
• Equity Max Drawdown → Largest historical loss from peak equity.
• Profit Factor → Ratio of total profits to total losses, measuring system efficiency.
• Sharpe Ratio → Assesses risk-adjusted return performance.
• Sortino Ratio → Focuses on downside risk-adjusted returns.
• Omega Ratio → Evaluates return consistency & performance asymmetry.
• Half Kelly → Optimal position sizing based on risk/reward analysis.
• Total Trades & Win Rate → Assess STP’s historical success rate.
📌 Disclaimer:
Backtest results are based on past performance and do not guarantee future success. Always incorporate real-time validation and risk management in live trading.
🚀 Why This Matters?
✅ Strategy Validation → Gain insight into historical trend accuracy.
✅ Customization Insights → See how different STP settings impact performance.
✅ Risk Awareness → Understand potential drawdowns before deploying capital.
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📌 Conclusion
SigmaTrend Prime (STP) is an advanced trend-following solution that merges DEMA-based trend smoothing with standard deviation-adaptive filtering. By utilizing percentile-based price smoothing, STP enhances trend accuracy while ensuring that signals remain adaptive to different market environments.
🔹 Key Takeaways:
1️⃣ Lag-Minimized Trend Filtering – DEMA enhances trend responsiveness while reducing noise.
2️⃣ SD-Based Volatility Adaptation – More reliable than ATR-based trend models, reducing false breakouts.
3️⃣ Customizable & Dynamic – Easily fine-tune sensitivity settings for various market conditions.
📌 Master the market with precision and confidence | QuantEdgeB
🔹 Disclaimer: Past performance is not indicative of future results. No trading strategy can guarantee success in financial markets.
🔹 Strategic Advice: Always backtest, optimize, and align parameters with your trading objectives and risk tolerance before live trading.
볼래틸리티
ATR(5) Pending Orders StrategyThis TradingView Pine Script automates pending trade orders using the 5-period ATR (Average True Range) and a 20% ATR buffer to capture breakout trades.
📊 How it Works:
Buy Stop Order: Placed at Current Price + (0.2 × ATR(5))
Sell Stop Order: Placed at Current Price - (0.2 × ATR(5))
Stop-Loss (SL): 1x ATR(5) from the entry price
Take-Profit (TP): 2x ATR(5) from the entry price
🔹 What the script plots:
✅ Buy Stop Level (Blue Circle)
✅ Sell Stop Level (Red Circle)
✅ Stop-Loss Levels (Orange Dashed Line)
✅ Take-Profit Levels (Green Dashed Line)
✅ Live ATR(5) value label on chart
🔥 Ideal for breakout traders who use ATR to set pending orders and manage risk!
How to Use This Strategy:
1️⃣ Add the script to TradingView and apply it to your chart.
2️⃣ If price approaches the Buy Stop (Blue) level, prepare for a breakout up.
3️⃣ If price approaches the Sell Stop (Red) level, prepare for a breakdown.
4️⃣ Place Stop-Loss (SL) and Take-Profit (TP) based on ATR(5) levels.
5️⃣ Once price reaches the stop order, the trade executes automatically!
📌 Best Used On:
✔ Forex
✔ Crypto
✔ Stocks
✔ Commodities
✅ Works best on trending markets!
❌ Avoid using during low volatility (ATR too small).
Safe Profit Strategy **استراتيجية "Safe Profit Strategy" (SPS) للتداول**
**هل ترغب في تحسين أدائك في التداول؟**
نقدم لك **"Safe Profit Strategy" (SPS)**، استراتيجية متطورة تهدف إلى تحديد نقاط الدخول والخروج في السوق باستخدام **Zero-Lag EMA** و **Volatility Bands**، مما يساعدك على التداول بثقة وأداء أفضل. كما يتم دمج الاستراتيجية مع **مؤشر Algo Alpha** لتعزيز دقة الإشارات وتحقيق أفضل نتائج.
**مميزات الاستراتيجية:**
- **إشارات شراء وبيع واضحة:** تساعدك في تحديد أفضل نقاط الدخول والخروج في السوق بناءً على تحليل الاتجاهات والتقلبات.
- **إدارة مخاطر محسوبة:** توفر لك مستويات **وقف الخسارة** و **جني الأرباح** لضمان تقليل المخاطر وتعظيم العوائد.
- **تحديد هدف الربح بشكل آلي:** عند ظهور **إشارة الشراء**، يتم تحديد **هدف جني الأرباح** بشكل آلي ويتم رسمه على الرسم البياني على شكل **خط** لتوضيح المستوى المستهدف.
- **تحديد نسبة الربح المتوقعة:** فور ظهور إشارة الشراء، يتم حساب **نسبة الربح المتوقعة** وتحديدها آليًا، بحيث يمكنك معرفة النسبة المتوقعة للربح قبل تنفيذ الصفقة.
- **استخدام **مؤشر Algo Alpha**:** يعمل هذا المؤشر المدمج مع الاستراتيجية على توفير إشارات إضافية تساهم في تعزيز دقة تحديد نقاط الدخول والخروج، مما يرفع من فرص النجاح في التداول.
- **سهولة الاستخدام:** تعمل الاستراتيجية على تحليل السوق بشكل آلي، مما يوفر عليك الوقت والجهد في اتخاذ القرارات.
### **كيف تعمل الاستراتيجية؟**
1. **إشارة دخول (شراء):** عندما يكون السعر أعلى من **الحزام العلوي**، يتم فتح صفقة شراء.
2. **تحديد هدف الربح بشكل آلي:** فور ظهور إشارة الشراء، يتم تحديد **هدف الربح** على شكل **خط** يُعرض على الرسم البياني، ويعكس المستوى الذي يجب الوصول إليه لجني الأرباح.
3. **تحديد نسبة الربح المتوقعة:** عند فتح الصفقة، يتم حساب **نسبة الربح المتوقعة** بناءً على **هدف الربح** مقارنة بالسعر الحالي.
4. **استخدام **مؤشر Algo Alpha**:** يعتمد على الإشارات الناتجة عن هذا المؤشر لتعزيز قرارات الدخول والخروج، مما يزيد من دقة الاستراتيجية.
5. **إشارة خروج:**
- **جني الأرباح:** يتم إغلاق الصفقة عند وصول السعر إلى **مستوى جني الأرباح**.
- **وقف الخسارة:** يتم إغلاق الصفقة إذا هبط السعر تحت **الحزام السفلي**.
6. **إدارة المخاطر:** يتم تحديد مستويات وقف الخسارة وجني الأرباح بناءً على حركة السعر، مما يضمن أمان استثماراتك.
### **لماذا تختار هذه الاستراتيجية؟**
- **أداء مثبت:** تم اختبار الاستراتيجية بنجاح في الأسواق، مما يضمن لك نتائج فعالة.
- **دعم مستمر:** نقدم لك الدعم الفني لمساعدتك في تطبيق الاستراتيجية بشكل صحيح.
- **مؤشر Algo Alpha:** تساهم دقة الإشارات المدمجة من **مؤشر Algo Alpha** في تحسين فرص النجاح في التداول.
- **مناسبة لجميع المتداولين:** سواء كنت مبتدئًا أو محترفًا، يمكن لهذه الاستراتيجية أن تساعدك على تحسين نتائجك.
Custom Volatility Spike DetectorTitle:
Custom Volatility Spike Detector
Overview:
This custom indicator integrates conventional statistical techniques with a unique algorithm to detect abrupt volatility spikes. When a spike is detected, the background color of the corresponding bar is automatically changed to visually highlight the event. This allows traders to quickly identify potential market reversal points or high-risk periods. Additionally, the detected spikes provide valuable reference information for drawing resistance and support lines, assisting in entry and exit decision-making.
Features:
・High-Precision Spike Detection:
Combines Bollinger Bands (using standard deviation) with percentile range analysis to identify statistically significant volatility spikes.
・Visually Clear Alerts:
Changes the background color of the affected bar, ensuring that signals are immediately noticeable without cluttering the chart.
・Volume-Based Filtering:
Confirms spike validity by comparing current volume against average and recent high-volume levels, thereby filtering out unreliable signals during low-activity periods.
・Clean and Minimalistic Design:
Avoids unnecessary drawings and labels, maintaining a clear chart and keeping the focus on key market signals.
How It Works:
・Statistical Analysis:
The indicator calculates volatility using both a standard deviation method and a percentile-based approach over a specified lookback period, detecting only statistically significant movements.
・Volume Confirmation:
A volume filter compares current volume against average and recent peak levels, ensuring that only spikes with sufficient market activity are considered valid.
・Automated Highlighting:
Once a valid spike is detected, the indicator automatically changes the background color of the corresponding bar, drawing immediate attention to the event.
Use Cases:
・Identifying Market Reversal Points:
Quickly pinpoint periods of high volatility that may indicate potential breakouts or reversals.
・Enhanced Risk Management:
Recognize sudden market shifts early to adjust positions or tighten stop losses during periods of increased risk.
・Supplementary Technical Analysis:
Use in conjunction with other indicators to validate market conditions and improve your overall trading strategy.
・Assisting in Drawing Resistance and Support Lines:
Utilize detected spikes as reference points to aid in identifying key resistance and support levels.
Originality and Value:
This indicator leverages standard volatility analysis techniques enhanced by a unique volume filter and algorithm to achieve superior precision and reliability. Its simple yet effective visual representation enables traders to quickly react to market changes, offering significant value as an auxiliary tool in technical analysis.
Disclaimer:
・This indicator is not intended to provide direct buy or sell signals; it serves as an auxiliary tool for market analysis.
・It is recommended to conduct thorough testing and validation, and to use this tool in conjunction with other analytical methods.
・Use of this indicator is at the user's own risk.
Credits:
・This script is an original development by PakunFX and is not copied from any existing work.
・While it employs standard volatility analysis methods, its unique algorithm delivers unmatched precision and reliability.
VIX/VIX3M Ratio計算並顯示 CBOE:VIX 和 CBOE:VIX3M 的比率，幫助交易者評估市場的波動性。
當比率超過設定的高水平或低於低水平時，指標將顯示為紅色，提示潛在的市場異常情況。
Calculates and displays the ratio of CBOE:VIX to CBOE:VIX3M, helping traders assess market volatility.
When the ratio exceeds the set high level or falls below the low level, the indicator will be displayed in red, signaling potential market anomalies.
Bollinger Bands + Supertrend by XoediacBollinger Bands with Supertrend Indicator by Xeodiac
This script combines two powerful technical analysis tools — Bollinger Bands and the Supertrend Indicator — to provide traders with a comprehensive view of market volatility and trend direction.
Bollinger Bands: These bands consist of a middle band (the simple moving average, or SMA) and two outer bands (calculated as standard deviations away from the middle). The upper and lower bands act as dynamic support and resistance levels, expanding during high volatility and contracting during low volatility.
Supertrend Indicator: The Supertrend is a trend-following indicator that uses the Average True Range (ATR) to calculate an adaptive threshold, indicating whether the market is in an uptrend or downtrend. The indicator changes color based on the trend direction, providing clear buy and sell signals.
Features of the Script:
Volatility-based Signals : By incorporating the Bollinger Bands, the script adjusts to market volatility. Traders can identify periods of high and low volatility, helping to gauge potential price breakouts or reversals.
Trend Confirmation: The Supertrend helps confirm the trend direction, ensuring that trades are aligned with the overall market trend. Green Supertrend signals indicate an uptrend, while red signals indicate a downtrend.
Enhanced Decision-making: By using both indicators together, traders can make more informed decisions. For instance, buying opportunities are validated when the price is near the lower Bollinger Band, and the Supertrend is in a bullish phase, and vice versa for selling.
Customizable Parameters: The script allows users to customize the settings for both the Bollinger Bands and the Supertrend, enabling fine-tuning based on trading preferences or market conditions.
Ideal Use Cases:
Identifying trend reversals or continuation patterns in trending markets.
Monitoring price action during periods of low volatility for breakout opportunities.
Filtering out false signals by combining volatility with trend strength.
Oscillator Strategy ### **📌 Explanation of "Oscillator Strategy"
This strategy is based on a custom oscillator using a **Two-Pole Filter** to identify potential **buy and sell zones**. It includes advanced **risk management features** such as stop loss and partial closing. It is designed for **NASDAQ 100 (NAS100) on the 2-hour timeframe**, but it can be adapted for other assets.
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## **🔍 How Does the Strategy Work?**
🔹 **Based on a Two-Pole Filter Crossover:**
✔ It calculates a custom oscillator by measuring the difference between the price and a **SMA (25)**.
✔ This difference is filtered using a **Two-Pole Smoothing Filter** to reduce noise.
✔ A **bullish crossover** triggers a buy signal, while a **bearish crossover** triggers a sell signal.
🔹 **Built-in Risk Management:**
✔ **Dynamic Stop Loss**: Set as a percentage of the entry price.
✔ **Partial Closing of Trades**: Closes half of the trade when a predefined profit target is reached.
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## **📈 Entry & Exit Signals**
✅ **Buy Signal (LONG):**
- Occurs when the main oscillator crosses above after being in the negative zone.
- A **long position** (`Buy`) is opened automatically.
- A **stop loss** is placed below the entry price based on the set percentage.
- **Partial closure** of 50% is triggered at the profit target.
❌ **Sell Signal (Exit):**
- Occurs when the main oscillator crosses below after being in the positive zone.
- Any open long positions are closed (`Close`).
---
## **⚙️ Customizing Settings**
🔹 **Default Settings:**
- **Filter Length**: `10` (Oscillator smoothing period)
- **Stop Loss**: `2%` of entry price
- **Partial Close**: `2%` profit target
🔹 **Can Be Adjusted Based on Market Conditions:**
✔ Increase or decrease **Filter Length** to modify signal sensitivity.
✔ Adjust **Stop Loss and Partial Close percentages** to suit your risk appetite.
✔ Works best on **2-hour timeframe for NASDAQ 100**, but other settings may work better for different assets.
---
## **🛠 How to Use the Strategy?**
1️⃣ **Add the script to TradingView** using Pine Script Editor.
2️⃣ Apply it to USDJPY on a 2-hour chart**.
3️⃣ Adjust settings based on your strategy and analyze the results.
4️⃣ **Always backtest before using it on a live account!**
✅ **Disclaimer:** This strategy is **not financial advice** and does not guarantee profits.
✅ **Past performance does not guarantee future results.**
✅ **Should be used alongside other technical analysis tools for confirmation.**
✅ **Backtesting and thorough analysis are recommended before live trading.**
---
### **🎯 Is This Strategy Right for You?**
This strategy is ideal for traders who:
✔ Prefer **oscillator-based trade signals**.
✔ Want an **integrated risk management system**.
✔ Trade **volatile markets like NASDAQ 100**.
🚀 **Try it out, customize it, and refine it to match your trading style!**
ReadyFor401ks Just Tell Me When!ReadyFor401ks Just Tell Me When!
LET ME START BY SAYING. NO INDICATOR WILL HELP YOU NAIL THE PERFECT ENTRY/EXIT ON A TRADE. YOU SHOULD ALWAYS EDUCATE YOURSELF AND HAVE A BASIC UNDERSTANDING OF INVESTING, TRADING, CHART ANALYSIS, AND THE RISKS INVOLVED WITH. THAT BEING SAID, WITH THE RIGHT ADJUSTMENTS, IT'S PRETTY D*$N CLOSE TO PERFECTION!
This indicator is designed to help traders identify t rend direction, continuation signals, and potential exits based on a dynamic blend of moving averages, ATR bands, and price action filters. Whether you’re an intraday trader scalping the 5-minute chart or a swing trader analyzing the weekly timeframe for LEAPS , this tool provides a clear, rule-based system to help guide your trading decisions.
⸻
Key Features & Benefits
🔹 Customizable Trend Power (Baseline) Calculation
• Choose from JMA, EMA, HMA, TEMA, DEMA, SMA, VAMA, and WMA for defining your baseline trend direction.
• The baseline helps confirm whether the market is in a bullish or bearish phase.
🔹 ATR-Based Trend Continuation & Volatility Measurement
• ATR bands dynamically adjust to market conditions, helping you spot breakouts and fakeouts.
• The indicator detects when price violates ATR range , which often signals impulse moves.
🔹 Clear Entry & Exit Signals
• Uses a Continuation MA (SSL2) to confirm trends.
• Includes a separate Exit MA (SSL3) that provides crossover signals to indicate when to exit trades or reverse positions .
• Plots trend continuation circles when ATR conditions align with trend signals.
🔹 Keltner Channel Baseline for Market Structure
• A modified Keltner Channel is integrated into the baseline to help filter out choppy conditions .
• If price remains inside the baseline, the market is in consolidation , while breakouts beyond the bands indicate strong trends .
🔹 Adaptive Color Coding for Market Conditions
• Bars change color based on momentum, making trend direction easy to read.
• Green = Bullish Trend, Red = Bearish Trend, Gray = Neutral/Chop.
🔹 Flexible Alerts for Trade Management
• Get real-time alerts when the Exit MA crosses price , helping you l ock in profits or switch directions .
⸻
How to Use This Indicator for Different Trading Styles
🟢 For Intraday Trading (5-Minute Chart Setup)
• Faster MA settings help react quickly to momentum shifts.
• Ideal for scalping breakouts, trend continuation setups, and intraday reversals.
• Watch for ATR violations and price interacting with the baseline/Keltner Channel for entries.
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My Settings for Intraday Trading on 5min Chart
ATR Period: 15
ATR Multi: 1
ATR Smoothing: WMA
Trend Power based off of: JMA
Trend Power Period: 30
Continuation Type: JMA
Continuation Length: 20
Calculate Exit of what MA?: HMA
Calculate Exit off what Period? 30
Source of Exit Calculation: close
JMA Phase *APPLIES TO JMA ONLY: 3
JMA Power *APPLIES TO JMA ONLY: 3
Volatility Lookback Period *APPLIES TO VAMA ONLY 30
Use True Range for Channel? Checked
Base Channel Multiplier: 0.4
ATR Continuation Criteria: 1.1
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🔵 For Swing Trading & LEAPS (Weekly Chart Setup - Default Settings)
• Slower MAs provide a broader view of trend structure.
• Helps capture multi-week trend shifts and confirm entry points for longer-term trades.
• Weekly ATR bands highlight when stocks are entering overextended conditions.
💡 Example:
Let’s say you’re looking at TSLA on a Weekly Chart using the default settings. You notice that price crosses above the continuation MA (SSL2) while remaining above the baseline (trend power MA). The bar turns green, and price breaks above ATR resistance, signaling a strong bullish continuation. This could be a great opportunity to enter a long-term swing trade or LEAPS options position.
On the flip side, if price reverses below the Exit MA (SSL3) and turns red while breaking the lower ATR band, it might signal a good time to exit longs or enter a short trade.
⸻
Final Thoughts
The ReadyFor401ks Just Tell Me When! indicator is an all-in-one trading system that simplifies trend-following, volatility measurement, and trade management. By integrating multiple moving average types, ATR filters, and clear visual cues, it allows traders to stay disciplined and remove emotions from their trading decisions.
✅ Perfect for scalpers, day traders, and swing traders alike!
🔔 Set up alerts for automated trade signals and never miss a key move!
💬 If you find this indicator useful, leave a comment and share how you use it in your trading! 🚀
Adaptive Range XV📌 Как это работает?
1️⃣ Анализирует волатильность с помощью SMA от ATR.
2️⃣ Определяет, в каком состоянии рынок:
Тренд → Увеличивает K (2.0) и снижает шум.
Флет → Уменьшает K (1.2) и увеличивает шум.
Нейтральное состояние → Оставляет средние значения.
3️⃣ Подстраивает Range XV в режиме реального времени.
🔥 Индикатор сам корректируется под рынок! 🚀
Liquidity Sweep + ATR, Bollinger Bands & Fair Value Gaps AlertsUse on 4hr/Daily time frame
Enter on the 15 min time frame
Set your SL below the liquidity sweep
Range/volumeEMARange/volumeEMA, reflecting the relationship between price changes and trading volume.
[JHF] ATR & VIX Rank %### ATR & VIX Rank % Indicator
Original idea credit: @TheRiseOfSparta
This PineScript v6 indicator combines two powerful volatility metrics—Average True Range (ATR) and the Volatility Index (VIX)—to help traders quickly visualize volatility extremes and potential price reversals. By converting both ATR and VIX into rank percentages, it clearly illustrates how current volatility levels compare to historical extremes within a user-defined lookback period.
📌 Purpose of the Indicator
- Identifies potential reversal points by highlighting volatility extremes.
- Reveals periods of unusual calm (low volatility) or heightened uncertainty (high volatility).
- Facilitates mean reversion strategies by clearly marking bullish and bearish volatility shifts.
- Enhances market awareness by combining asset-specific volatility (ATR) with market-wide volatility (VIX).
📊 How It Works
1️⃣ ATR Rank % (Inverse Ranking)
- The ATR Rank % is inversely calculated:
- High ATR Rank % means unusually low volatility (potential volatility expansion ahead).
- Low ATR Rank % indicates unusually high volatility (potential volatility contraction ahead).
2️⃣ VIX Rank %
- Compares the current VIX level with historical minimum and maximum levels.
- VIX Rank % < 10 : Extreme calm (transparent blue).
- VIX Rank % between 10-25 : Low volatility (greenish, bullish).
- VIX Rank % between 25-75 : Moderate volatility (yellow).
- VIX Rank % between 75-90 : High volatility (reddish, bearish).
- VIX Rank % > 90 : Extreme volatility (transparent red).
3️⃣ Signal Line and Alerts
- A customizable moving average acts as a signal line for ATR Rank %:
- ATR crossing above the signal line triggers a bullish volatility reversal alert.
- ATR crossing below the signal line triggers a bearish volatility reversal alert.
🔔 Alert Conditions
- Bullish and bearish alerts are provided for timely identification of volatility shifts, ideal for triggering trading signals.
📌 Visual Enhancements
- Dashed lines at the 70 and 30 levels resemble an RSI layout, providing intuitive thresholds.
- Color fills between ATR Rank % and its signal line indicate combined ATR and VIX conditions:
- Green Fill : Potential bullish setup (ATR bullish crossover, VIX moderate or low).
- Red Fill : Potential bearish setup (ATR bearish crossover, VIX moderate or high).
⚙️ Input Parameters & Settings
Rank Length is the historical lookback period used to calculate the rank percentage. A higher value captures longer-term volatility extremes, whereas a lower value makes the indicator more responsive to recent volatility shifts.
Signal Line Length is the period used for calculating the moving average of the ATR rank percentage. A higher value produces smoother, more stable signals, while a lower value makes the indicator react quicker to short-term volatility changes.
📊 Timeframe Considerations
- Intraday (60m, 240m) : Ideal for short-term mean reversions, use shorter Signal Line Length (9).
- Daily & Weekly : Recommended Signal Line Length (21) for clearer signals and fewer false alarms.
- Monthly : Useful for identifying macro-level volatility shifts and market sentiment.
✅ How to Use This Indicator
- When ATR Rank % is very low (high actual volatility), look for potential mean reversion opportunities.
- When ATR Rank % is high (low actual volatility), anticipate possible volatility breakouts.
- Align ATR signals with VIX extremes to confirm setups for higher-probability trades.
Reddingtom MM Crypto Futures Bot2.0Reddington MM Crypto Futures Bot" — это многостратегический индикатор, разработанный для торговли фьючерсами на криптовалютных рынках. Он объединяет три подхода — Market Making (ММ), Supertrend (СТ) и Reversal (РС) — чтобы предоставить трейдерам гибкие сигналы для разных рыночных условий. Индикатор оптимизирован для различных таймфреймов и включает фиксированные уровни входа ("ТВХ"), стоп-лосса ("СЛ") и тейк-профита ("ТП"), что делает его удобным для управления рисками в условиях волатильности фьючерсных рынков.
**Ключевые стратегии**:
1. **Market Making (ММ)**:
- **Таймфрейм**: 5m-15m.
- **Цвет**: Желтый (Long), Оранжевый (Short).
- **Условия**: Сигналы генерируются на основе пересечения быстрых и медленных EMA (`emaFast` и `emaSlow`) с фильтром низкой волатильности (ATR < 2x среднего ATR за 24 часа) и ликвидности (диапазон свечи ≥ 0.2% от цены закрытия). Подходит для боковых движений и высокочастотной торговли.
- **Особенности**: Отображает только "ТВХ", так как стратегия предполагает быстрые сделки без фиксированных стопов и профитов.
2. **Supertrend (СТ)**:
- **Таймфрейм**: 15m-1h.
- **Цвет**: Зелёный (Long), Красный (Short).
- **Условия**: Использует индикатор Supertrend для определения тренда, подтверждённого положительным MACD (`macdLine > 0`) для Long или отрицательным (`macdLine < 0`) для Short, и ADX > 15 для фильтрации слабых движений. Подходит для трендовых рынков.
3. **Reversal (РС)**:
- **Таймфрейм**: 1h-4h.
- **Цвет**: Синий (Long), Фиолетовый (Short).
- **Условия**: Сигналы возникают при разворотных условиях: RSI < 30 (Long) или > 70 (Short), цена за пределами полос Боллинджера (ниже нижней для Long, выше верхней для Short), MACD соответствует направлению (положительный для Long, отрицательный для Short), и ADX > 15. Подходит для ловли коррекций на крупных таймфреймах.
Дисклеймер
Reddington не является финансовым консультантом; пожалуйста, обратитесь к специалисту. Этот индикатор предоставляется исключительно в информационных и образовательных целях и не должен рассматриваться как финансовая рекомендация. Торговля фьючерсами связана со значительным риском потерь и подходит не всем инвесторам. Прошлые результаты не гарантируют будущих успехов. Используйте на свой страх и риск и убедитесь, что вы понимаете связанные с этим риски, прежде чем принимать какие-либо торговые решения. Не предоставляйте информацию, которая может идентифицировать вас.*
MACD 히스토그램 기반 피보나치 전략 + 고저점 연장선해당 지표는 macd histogram기반으로 제작되었고 추세를 판단해서 피보나치 되돌림을 자동으로 작도해줍니다.
모든 지표는 참고용으로만 사용하시고 거래는 신중히 판단해야합니다.
Range%This indicator displays the range of each candle i.e. High minus Low as a percentage of the previous closing price. It does not account for gaps, making it particularly useful for intraday trading. By tracking the volatility cycle of candles, this indicator helps identify periods of increased or decreased market volatility, allowing traders to pinpoint the best days to execute trades.
If the Range% is below low line candles will turn White and If Range% is above the High Line Candles will turn Red.
RSI & 5 EMARSI & 5 EMA Reversal Trading Indicator
📌 Category: Reversal Trading
🔹 Overview
This script is designed to identify potential reversal points using the Relative Strength Index (RSI) and the 5-Period Exponential Moving Average (EMA). It helps traders spot short-term exhaustion in price movements and provides clear entry signals when momentum shifts against the prevailing move.
🔹 How It Works
5-Period EMA (Blue Line):
Used to gauge short-term price direction.
RSI-Based Reversal Setup:
Helps filter trade setups to avoid false signals.
A buy preparation level is set when RSI is below 40, and the high is below the 5 EMA, indicating a potential oversold condition.
A sell preparation level is set when RSI is above 60, and the low is above the 5 EMA, signaling a possible overbought condition.
Reversal Entry Conditions:
A buy signal occurs if the price closes above the buy preparation level within the next 3 candles.
A sell signal occurs if the price closes below the sell preparation level within the next 3 candles.
Visual Enhancements:
Signal candles are highlighted with a white wick and border to make reversals easy to spot.
The 5 EMA is plotted in blue to track short-term trends.
🔹 How to Use This Indicator
✅ Best for traders looking to catch short-term reversals.
✅ Works well on 5-min, 15-min, 1-hour, and daily charts.
✅ Can be used in range-bound markets or at key support/resistance levels.
🔹 Customization Request
Even the conditions are met, no signal is plotted by this script. I will be very happy if anyone correct the script for better and accurate result.
Candle Smoother v2Candle Smoother v2 is a Pine Script indicator for TradingView that smoothes candlestick data with a complex calculation and calculates also an Exponential Moving Average (EMA) on this basis. The indicator helps to better visualize market fluctuations and to identify potential trends more clearly.
Functions
Smoothing of the candle data: Reduces market noise by adaptively calculating the open and close values.
Visualization with color coding: The candles are displayed in green (lime) for bullish and red (red) for bearish movements.
EMA calculation based on the smoothed data: An Exponential Moving Average (EMA) line is calculated and displayed.
Display of the candles
The smoothed open, high, low and close values are plotted as new candles. The color of the candles indicates the market direction:
Green (lime): Bullish market
Red (red): Bearish market
How to use
Adding the indicator: Load the script in Pine Script on TradingView and add it to your chart.
Adjusting the parameters: If desired, customize ATR Length and EMA Period to fit your trading strategy.
Interpretation
Note the color change of the candles to identify trend changes early.
Use the EMA line as potential support / resistance or trend confirmation.
PSPThis indicator assists in identifying the PSP candle, providing valuable insights for analysis and decision-making. The indicator's functionality is designed to highlight specific patterns that are crucial for accurate interpretation of market trends. By utilizing this tool, users can enhance their ability to detect significant candlestick formations, ultimately improving their overall trading strategy.
Divergenze VIX vs SP500L'indicatore confronta il prezzo dell'S&P 500 con l'RSI del VIX per rilevare divergenze rialziste e ribassiste. Questo strumento è progettato per anticipare le inversioni di trend, sfruttando la correlazione inversa tra S&P 500 e VIX.
🔍 Principio di funzionamento:
Se l’S&P 500 raggiunge nuovi massimi, ma l’RSI del VIX non conferma, si potrebbe verificare un’inversione ribassista.
Se l’S&P 500 segna nuovi minimi, ma l’RSI del VIX inizia a salire, il mercato potrebbe rimbalzare.
Dual SuperTrend w VIX Filter - Strategy [presentTrading]Hey everyone! Haven't been here for a long time. Been so busy again in the past 2 months. I recently started working on analyzing the combination of trend strategy and VIX, but didn't get outstanding results after a few tries. Sharing this tool with all of you in case you have better insights.
█ Introduction and How it is Different
The Dual SuperTrend with VIX Filter Strategy combines traditional trend following with market volatility analysis. Unlike conventional SuperTrend strategies that focus solely on price action, this experimental system incorporates VIX (Volatility Index) as an adaptive filter to create a more context-aware trading approach. By analyzing where current volatility stands relative to historical norms, the strategy adjusts to different market environments rather than applying uniform logic across all conditions.
BTCUSD 6hr Long Short Performance
█ Strategy, How it Works: Detailed Explanation
🔶 Dual SuperTrend Core
The strategy uses two SuperTrend indicators with different sensitivity settings:
- SuperTrend 1: Length = 13, Multiplier = 3.5
- SuperTrend 2: Length = 8, Multiplier = 5.0
The SuperTrend calculation follows this process:
1. ATR = Average of max(High-Low, |High-PreviousClose|, |Low-PreviousClose|) over 'length' periods
2. UpperBand = (High+Low)/2 - (Multiplier * ATR)
3. LowerBand = (High+Low)/2 + (Multiplier * ATR)
Trend direction is determined by:
- If Close > previous LowerBand, Trend = Bullish (1)
- If Close < previous UpperBand, Trend = Bearish (-1)
- Otherwise, Trend = previous Trend
🔶 VIX Analysis Framework
The core innovation lies in the VIX analysis system:
1. Statistical Analysis:
- VIX Mean = SMA(VIX, 252)
- VIX Standard Deviation = StdDev(VIX, 252)
- VIX Z-Score = (Current VIX - VIX Mean) / VIX StdDev
2. **Volatility Bands:
- Upper Band 1 = VIX Mean + (2 * VIX StdDev)
- Upper Band 2 = VIX Mean + (3 * VIX StdDev)
- Lower Band 1 = VIX Mean - (2 * VIX StdDev)
- Lower Band 2 = VIX Mean - (3 * VIX StdDev)
3. Volatility Regimes:
- "Very Low Volatility": VIX < Lower Band 1
- "Low Volatility": Lower Band 1 ≤ VIX < Mean
- "Normal Volatility": Mean ≤ VIX < Upper Band 1
- "High Volatility": Upper Band 1 ≤ VIX < Upper Band 2
- "Extreme Volatility": VIX ≥ Upper Band 2
4. VIX Trend Detection:
- VIX EMA = EMA(VIX, 10)
- VIX Rising = VIX > VIX EMA
- VIX Falling = VIX < VIX EMA
Local performance:
🔶 Entry Logic Integration
The strategy combines trend signals with volatility filtering:
Long Entry Condition:
- Both SuperTrend 1 AND SuperTrend 2 must be bullish (trend = 1)
- AND selected VIX filter condition must be satisfied
Short Entry Condition:
- Both SuperTrend 1 AND SuperTrend 2 must be bearish (trend = -1)
- AND selected VIX filter condition must be satisfied
Available VIX filter rules include:
- "Below Mean + SD": VIX < Lower Band 1
- "Below Mean": VIX < VIX Mean
- "Above Mean": VIX > VIX Mean
- "Above Mean + SD": VIX > Upper Band 1
- "Falling VIX": VIX < VIX EMA
- "Rising VIX": VIX > VIX EMA
- "Any": No VIX filtering
█ Trade Direction
The strategy allows testing in three modes:
1. **Long Only:** Test volatility effects on uptrends only
2. **Short Only:** Examine volatility's impact on downtrends only
3. **Both (Default):** Compare how volatility affects both trend directions
This enables comparative analysis of how volatility regimes impact bullish versus bearish markets differently.
█ Usage
Use this strategy as an experimental framework:
1. Form a hypothesis about how volatility affects trend reliability
2. Configure VIX filters to test your specific hypothesis
3. Analyze performance across different volatility regimes
4. Compare results between uptrends and downtrends
5. Refine your volatility filtering approach based on results
6. Share your findings with the trading community
This framework allows you to investigate questions like:
- Are uptrends more reliable during rising or falling volatility?
- Do downtrends perform better when volatility is above or below its historical average?
- Should different volatility filters be applied to long vs. short positions?
█ Default Settings
The default settings serve as a starting point for exploration:
SuperTrend Parameters:
- SuperTrend 1 (Length=13, Multiplier=3.5): More responsive to trend changes
- SuperTrend 2 (Length=8, Multiplier=5.0): More selective filter requiring stronger trends
VIX Analysis Settings:
- Lookback Period = 252: Establishes a full market cycle for volatility context
- Standard Deviation Bands = 2 and 3 SD: Creates statistically significant regime boundaries
- VIX Trend Period = 10: Balances responsiveness with noise reduction
Default VIX Filter Selection:
- Long Entry: "Above Mean" - Tests if uptrends perform better during above-average volatility
- Short Entry: "Rising VIX" - Tests if downtrends accelerate when volatility is increasing
Feel Free to share your insight below!!!
Divergenze VIX vs SP500L'indicatore confronta il prezzo dell'S&P 500 con l'RSI del VIX per rilevare divergenze rialziste e ribassiste. Questo strumento è progettato per anticipare le inversioni di trend, sfruttando la correlazione inversa tra S&P 500 e VIX.
Principio di funzionamento:
Se l’S&P 500 raggiunge nuovi massimi, ma l’RSI del VIX non conferma, si potrebbe verificare un’inversione ribassista.
Se l’S&P 500 segna nuovi minimi, ma l’RSI del VIX inizia a salire, il mercato potrebbe rimbalzare.
Volatility-Enhanced Williams %R [AIBitcoinTrend]👽 Volatility-Enhanced Williams %R (AIBitcoinTrend)
The Volatility-Enhanced Williams %R takes the classic Williams %R oscillator to the next level by incorporating volatility-adaptive smoothing, making it significantly more responsive to market dynamics. Unlike the traditional version, which uses a fixed calculation method, this indicator dynamically adjusts its smoothing factor based on market volatility, helping traders capture trends more effectively while filtering out noise.
Additionally, the indicator includes real-time divergence detection and an ATR-based trailing stop system, providing traders with enhanced risk management tools and early reversal signals.
👽 What Makes the Volatility-Enhanced Williams %R Unique?
Unlike the standard Williams %R, which applies a simple lookback-based formula, this version integrates adaptive smoothing and volatility-based filtering to refine its signals and reduce false breakouts.
✅ Volatility-Adaptive Smoothing – Adjusts dynamically based on standard deviation, enhancing signal accuracy.
✅ Real-Time Divergence Detection – Identifies bullish and bearish divergences for early trend reversal signals.
✅ Crossovers & Trailing Stops – Implements Williams %R crossovers with ATR-based trailing stops for intelligent trade management.
👽 The Math Behind the Indicator
👾 Volatility-Adaptive Smoothing
The indicator smooths the Williams %R calculation by applying an adaptive filtering mechanism, which adjusts its responsiveness based on market conditions. This helps to eliminate whipsaws and makes trend-following strategies more reliable.
The smoothing function is defined as:
clamp(x, lo, hi) => math.min(math.max(x, lo), hi)
adaptive(src, prev, len, divisor, minAlpha, maxAlpha) =>
vol = ta.stdev(src, len)
alpha = clamp(vol / divisor, minAlpha, maxAlpha)
prev + alpha * (src - prev)
Where:
Volatility Factor (vol) measures price dispersion using standard deviation.
Adaptive Alpha (alpha) dynamically adjusts smoothing strength.
Clamped Output ensures that the smoothing factor remains within a stable range.
👽 How Traders Can Use This Indicator
👾 Divergence Trading Strategy
Bullish Divergence Setup:
Price makes a lower low, while Williams %R forms a higher low.
Buy signal is confirmed when Williams %R reverses upward.
Bearish Divergence Setup:
Price makes a higher high, while Williams %R forms a lower high.
Sell signal is confirmed when Williams %R reverses downward.
👾 Trailing Stop & Signal-Based Trading
Bullish Setup:
✅ Williams %R crosses above trigger level → Buy signal.
✅ A bullish trailing stop is placed at Low - (ATR × Multiplier).
✅ Exit if price crosses below the stop.
Bearish Setup:
✅ Williams %R crosses below trigger level → Sell signal.
✅ A bearish trailing stop is placed at High + (ATR × Multiplier).
✅ Exit if price crosses above the stop.
👽 Why It’s Useful for Traders
Adaptive Filtering Mechanism – Avoids excessive noise while maintaining responsiveness.
Real-Time Divergence Alerts – Helps traders anticipate market reversals before they occur.
ATR-Based Risk Management – Stops dynamically adjust based on market volatility.
Multi-Market Compatibility – Works effectively across stocks, forex, crypto, and futures.
👽 Indicator Settings
Smoothing Factor – Controls how aggressively the indicator adapts to volatility.
Enable Divergence Analysis – Activates real-time divergence detection.
Lookback Period – Defines the number of bars for detecting pivot points.
Enable Crosses Signals – Turns on Williams %R crossover-based trade signals.
ATR Multiplier – Adjusts trailing stop sensitivity.
Disclaimer: This indicator is designed for educational purposes and does not constitute financial advice. Please consult a qualified financial advisor before making investment decisions.
