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6:00 PM Open [FocusBro] @MaxMaserati MMM 18:00 OPEN @FocusBro @MaxMaserati is a specialized institutional trading tool derived directly from the proven Max Maserati Model (MMM) framework. This indicator was built to execute the specific strategy used by Focus Bro, a top MMM student who generated over $200,000 from PropFirms by mastering the critical dynamics of the 18:00 ET session. Unlike standard session indicators, this tool focuses on the "Anchor Point" of the futures trading day, providing the exact context needed to replicate high-probability setups in the post-market and overnight sessions. 🚀 Key Features 1. The Focus Bro "Anchor" System Session Box: Automatically draws a customizable range box for the 18:00 ET opening candle, extending forward to visualize the session's initial balance. OHLC Lines: Projects Open, High, Low, and Close lines from the 18:00 candle into the future, acting as the key pivots for the strategy. Settlement Line: Projects the previous day's Settlement Price forward (+5 bars) to instantly spot the "Gap & Go" plays that are central to the Focus Bro approach. Bias Coloring: Dynamic coloring (Green/Red) based on whether the 18:00 candle was Bullish or Bearish. 2. Institutional Gap Analysis (13:00 - 20:00 Window) Detects specific "Fair Value" anomalies during the critical PM session window (1:00 PM – 8:00 PM ET): UPG (Unfair Pricing Gaps): Highlights rapid moves that skipped price discovery. OG (Opening Gaps): Marks gaps formed specifically at the open of new candles. VI (Volume Imbalances): Identifies overlapping candle wicks/bodies that indicate unfinished business. Auto-Cleanup: Features an optional "Hide Filled" mode to keep your chart clean by removing gaps once price has rebalanced them. 3. Higher Timeframe (HTF) Integration Multi-Timeframe Gaps: Displays UPGs from higher timeframes (default 15m) directly on your lower timeframe chart. Contextual Labels: Clearly labels gaps with their timeframe origin (e.g., "UPG 15", "UPG 60"). 4. Professional Analysis Table A sleek, deep-black data table provides real-time institutional metrics: Open Price & Bias: Instant read on whether the market is Bullish or Bearish relative to the 18:00 Open. Gap Context: Analyzes the gap between the 17:00 Close and 18:00 Open (Gap Up/Down/Flat) and current price position relative to it. Settlement Status: Tracks if price is holding above or below the official Settlement level. Volume Momentum: Compares 18:00 volume vs. 16:59 volume to gauge institutional participation strength. Initial Balance: Tracks the 18:00–19:00 range status (Forming vs. Done). 🛠️ Customization Fully Modular: Toggle every element On/Off (Box, Individual OHLC Lines, Gaps). Smart Styling: Control colors, line styles (Solid/Dotted), widths, and text sizes for every component. MMM Candle Logic: Optional candle coloring based on "MMM Concepts" (Neutral/Expanders) to visualize market state.
Pine Script® 인디케이터
MaxMaserati의
CapitalFlowsResearch: Returns Regime MapCapitalFlowsResearch: Returns Regime Map — Two-Asset Behaviour & Correlation Lens CapitalFlowsResearch: Returns Regime Map is a two-asset regime overlay that shows how a primary market and a linked macro series are really moving together over short rolling windows. Instead of just eyeballing two separate charts, the tool classifies each bar into one of four states based on the combined direction of recent returns: Up / Up Up / Down Down / Up Down / Down These states are calculated from aggregated, windowed returns (using configurable return definitions for each asset), then painted directly onto the price chart as background regimes. On top of that, the indicator monitors the correlation of the same return streams and can optionally tint periods where correlation sits within a user-defined “low-correlation” band—highlighting moments when the usual relationship between the two series is weak, unstable, or breaking down. In practice, this turns the chart into a compact co-movement map: you can see at a glance whether price and rates (or any two chosen markets) are trending together, diverging in a meaningful way, or moving in choppy, low-conviction fashion. It’s especially powerful for macro traders who need to frame trades in terms of “risk asset vs. rates,” “index vs. volatility,” or similar pairs—while keeping the actual construction details of the regime logic abstracted.
Pine Script® 인디케이터
Capital_Flows_Dev의
Most Crowded Commodity Trade SuiteThis indicator identifies crowded positioning in commodity futures markets by combining CFTC Commitment of Traders (COT) data with Open Interest analysis. It detects when speculative positioning reaches extreme levels, helping traders anticipate potential reversals or trend exhaustion. The indicator calculates a composite Crowded Score using speculator net positioning, open interest pressure, and extreme positioning ratios. Positive scores indicate crowded long positioning (potential bearish reversal risk), while negative scores indicate crowded short positioning (potential bullish reversal risk). DATA SOURCES COT Data: Weekly positioning data from the CFTC (Commodity Futures Trading Commission), released every Friday for positions as of Tuesday. The indicator supports three COT report types: Legacy: Traditional Commercial vs Non-Commercial (Speculator) breakdown. Best for most commodities. Disaggregated: Producer/Merchant vs Managed Money breakdown. Provides more granular view of who is positioned. Financial: Dealer vs Leveraged Funds breakdown. Best for financial futures (currencies, bonds). Open Interest: Real-time OI data from TradingView using the symbol suffix method (e.g., GC1!_OI for Gold). Falls back to weekly COT Open Interest if real-time data unavailable. ANALYSIS MODES Crowded Composite: The default mode combining all factors into a single crowding score. Uses weighted combination of speculator Z-score (50%), OI Z-score (30%), and extreme positioning bonus (20%). Values above 2.0 sigma indicate crowded conditions. COT Positioning: Displays the normalized speculator net position as a Z-score. Shows what percentage of speculators are positioned long. Useful for tracking sentiment trends over time. OI Momentum: Shows the rate of change in open interest. Expanding OI during price trends confirms trend strength. Contracting OI suggests trend exhaustion or position unwinding. Divergence Scanner: Actively scans for price/positioning divergences. Bearish divergence occurs when price makes new highs but speculator positioning is declining. Bullish divergence occurs when price makes new lows but commercial hedging increases. Raw Debug: Displays raw data values for validation. Use this mode to verify data sources are working correctly and to see the actual COT metric names being requested. DASHBOARD METRICS Crowded Score: The composite crowding indicator. BALANCED means positioning is normal. CROWDED LONG/SHORT indicates elevated positioning. EXTREME LONG/SHORT indicates dangerous crowding levels. Speculator/Managed Money/Lev. Funds Net: Net positioning of trend-following traders. High long percentage (above 70%) suggests potential reversal risk. The label changes based on selected COT Report Type. Commercial/Producer/Dealer Net: Net positioning of hedgers or market makers. These are often considered smart money. When commercials are heavily short (negative), they are hedging long exposure, which is typically bullish for price. OI Pressure: Open interest level relative to historical average. EXPLOSIVE means OI is extremely high. ELEVATED means above average. NORMAL is within one standard deviation. DEPRESSED means below average. Divergence: Shows if a price/positioning divergence is currently detected. BEARISH DETECTED means price highs with declining positioning. BULLISH DETECTED means price lows with improving positioning. Weekly Change: Shows the week-over-week change in speculator positioning and open interest. INTERPRETING THE CROWDED SCORE The Crowded Score uses Z-score normalization to compare current positioning against historical averages. Default thresholds: Above +2.5 sigma: EXTREME LONG - Very high reversal risk, consider reducing long exposure Above +2.0 sigma: CROWDED LONG - Elevated reversal risk, be cautious with new longs Between -2.0 and +2.0 sigma: BALANCED - Normal positioning, trend can continue Below -2.0 sigma: CROWDED SHORT - Elevated squeeze risk, be cautious with new shorts Below -2.5 sigma: EXTREME SHORT - Very high squeeze risk, consider reducing short exposure Important: Crowded positioning can persist for extended periods during strong trends. Use this indicator in conjunction with price action and other analysis tools. DIVERGENCE DETECTION Bearish Divergence: Detected when price makes a new 5-bar high while speculator net positioning is declining AND the speculator Z-score is above +1.0. This suggests distribution may be occurring at highs. Bullish Divergence: Detected when price makes a new 5-bar low while speculator positioning is improving OR commercial hedging is increasing, AND the speculator Z-score is below -1.0. This suggests accumulation may be occurring at lows. Divergences are marked with colored triangles on the chart. Magenta triangles indicate bearish divergences. Cyan triangles indicate bullish divergences. SUPPORTED SYMBOLS This indicator works with any futures contract that has CFTC COT data. This includes commodities traded on: COMEX: Gold (GC), Silver (SI), Copper (HG) NYMEX: Crude Oil (CL), Natural Gas (NG), Heating Oil (HO), Gasoline (RB) CBOT: Corn (ZC), Wheat (ZW), Soybeans (ZS), Soybean Oil (ZL), Soybean Meal (ZM) CME: Live Cattle (LE), Lean Hogs (HE), Feeder Cattle (GF) CME Financials: E-mini S&P 500 (ES), Euro FX (6E), Japanese Yen (6J) Common CFTC Codes (for manual entry): Gold: 088691 Silver: 084691 Crude Oil: 067651 Natural Gas: 023651 Copper: 085692 Wheat: 001602 Corn: 002602 Soybeans: 005602 SETTINGS GUIDE Analysis Mode: Select the calculation engine. Start with Crowded Composite for overall analysis. COT Mode: Use Auto-Detect for most symbols. Switch to Manual CFTC Code if auto-detection fails. COT Report Type: Legacy works for most commodities. Use Disaggregated for more granular commodity data. Use Financial for currency and bond futures. Z-Score Length: Lookback period for normalization. Default 52 represents one year of weekly COT data. Increase to 104 for a two-year perspective. Crowded Threshold: Z-score level for crowded alerts. Default 2.0 represents approximately the 95th percentile. Extreme Threshold: Z-score level for extreme alerts. Default 2.5 represents approximately the 99th percentile. COT Weights: Adjust the relative importance of each factor in the composite score. Default weights emphasize speculator positioning (50%) with supporting weight from OI (30%) and extreme positioning (20%). ALERTS The indicator provides the following alert conditions: - Extreme Crowding Long: Triggered when crowded score exceeds extreme threshold - Extreme Crowding Short: Triggered when crowded score falls below negative extreme threshold - Positioning Flip: Triggered when speculator net position crosses zero - Bearish Divergence: Triggered when bearish price/positioning divergence detected - Bullish Divergence: Triggered when bullish price/positioning divergence detected LIMITATIONS - COT data is released weekly with a 3-day delay (Tuesday positions released Friday) - Not all symbols have COT data available - Crowded positioning can persist during strong trends - The indicator does not provide entry/exit signals, only positioning context - Different COT Report Types use different trader categories
Pine Script® 인디케이터
Robinhodl21의
ORB + Index Smart Level Manager [FINAL V8.40 - Historical Days]Professional Intraday Level Manager for Indian Indices: Overview Index Smart Levels is a comprehensive technical suite designed for Nifty 50, Bank Nifty, and Sensex traders. Unlike standard pivot indicators, this script uses a mathematical "ladder" logic and multi-timeframe ORB analysis to identify high-probability institutional support and resistance zones. 🚀 Key Features Bulletproof Stability Logic (6HR Auto-Hold): Engineered to handle special trading sessions (like Muhurat or Budget days). The script locks strikes to the previous settlement price and only "flips" to new data 6 hours after market close (09:30 PM IST), ensuring your levels remain static and updates the revised settlement price reliable during live trading. Mathematical T & L Series Ladders: Uses ORB to project dynamic "Target" (T) and "Level" (L) series support/resistance lines. Sure targets. Hybrid Option Cross-Plotting: Automatically detects the correct ATM strike for both CALL and PUT, which will decide the market moving levels and shown as dashed reference lines. This concept works most efficiently. Smart Market Status Table: A real-time dashboard tracking Trend (Day/2H/1H/15M), RSI, ADX Trend Strength, SMC (Break of Structure), and Momentum in one compact view. It will show in first 15 mins, whether the market is trending bullish/bearish or Range. 📖 How to Use Opening Range: Watch for price action relative to ORB. Mostly MID lines will confirm the direction, if the first 15 mins is above MID then it may be bullish then watch for the Targets and if the first 15 mins is below MID then it may be bearish then watch for the negative Targets. Side ways, refer to day trend status in the market status table for trending or range. Ladder Targets: Use the T-Series for short-term scalp targets and the L-Series for major intraday reversals. if the Target lines been broken strongly then it will reach next target for sure except, if L series lines are not before the target lines. Even market can go multiple targets, this script will automatically show the next targets/levels. Cross-Plot Confirmation: Use the dashed purple/red/green lines to see where the market is trapped or finding strength. If any Low has been broken then it has high probability to reach or break the high.
Pine Script® 인디케이터
balastockz의
Quantum X Strategy (with Alert.)Quantum X Strategy — Expanded Description Quantum X Strategy is a carefully structured market-participation framework designed to initiate trades only when strong directional alignment is detected across multiple independent market dimensions. Unlike reactive or single-indicator systems, this strategy evaluates the broader market context to ensure participation only under conditions with a higher probability of meaningful directional movement. Random or partial signals are ignored, with the system prioritizing structured, high-quality opportunities over trade frequency. Structural Design The strategy’s decision-making process is based on a multi-dimensional analysis of price behavior: Directional Alignment: Multiple independent market behaviors are evaluated collectively to determine bullish or bearish intent. Weighted Contribution: Each component contributes independently to an internal alignment score. Trades are considered only when the combined state reaches a meaningful threshold. Quality Filtering: Low-quality, ambiguous, or unstable conditions are filtered out to reduce exposure during uncertain market phases. This structure ensures that no single condition can trigger a trade on its own, maintaining discipline, consistency, and robustness in execution. Trade Dynamics Trade Activation: Trades are initiated only when internal alignment reaches a significant level of directional consensus. Partial or weak signals are ignored. Trade Closure & Reversal: Positions are dynamically closed when alignment weakens or when a directional bias reversal is detected. The system is designed to reverse positions rather than stack trades. Market Inactivity: During periods of indecision, low volatility, or insufficient directional clarity, the strategy remains inactive to avoid overtrading. Backtesting Context The strategy is restricted to post-January 2025 market data to ensure relevance to current volatility structures and market behavior. Older regimes are intentionally excluded to maintain realistic and contemporary performance evaluation. Intended Use Instrument: MIDCAPNIFTY Futures Timeframe: 15-Minute Application: Intraday trading and short-term directional participation Position Size: 1 lot (120 quantity) Initial Capital (Backtest Reference): ₹10,000 Risk Management: Designed to be used alongside independent stop-loss, position sizing, and capital allocation rules defined by the user Strict adherence to the system’s signals is recommended. Manual overrides may compromise the integrity of the framework. Dhan In-Built Execution (Usage Summary) This strategy supports alert-based automated execution via Dhan, using TradingView webhooks. TradingView generates alerts only Order execution is handled externally via Dhan’s system TradingView does not place trades directly Futures Quantity Logic (Important) MIDCAPNIFTY 1 lot = 120 quantity Because the strategy uses reversal logic: If you want to trade 1 lot, set quantity = 2 One quantity is used to exit the existing position The second quantity creates the new reversed position Contract Symbol Mapping Current month: MIDCPNIFTY1! Next month: MIDCPNIFTY2! Far month: MIDCPNIFTY3! To trade a different expiry, simply replace the symbol in the input field accordingly. Intellectual Property Notice The internal scoring model, alignment logic, weighting structure, and activation thresholds are intentionally abstracted to protect the originality and intellectual property of the strategy. This prevents direct replication while still allowing conceptual understanding for evaluation and moderation. Disclaimer This strategy is provided strictly for educational, research, and backtesting purposes only. Market conditions change over time, and past performance does not guarantee future results. Users are solely responsible for forward testing, capital deployment, risk control, and compliance with broker and platform rules before using the strategy in live environments. Moderator-Friendly Expanded Summary Instrument & Timeframe: MIDCAPNIFTY, 15-Minute Start Date: January 2025 onward Position Size: 1 lot (120 quantity) Initial Capital: ₹10,000 Commission & Slippage: 0.01% commission, 2-point slippage Trade Logic: Multi-dimensional internal alignment model Trade Activation: Only when strong directional consensus is achieved Trade Closure: Alignment deterioration or trend bias reversal Market Inactivity: Passive during low-information or ambiguous phases Execution: Alert-based, via third-party (Dhan) webhook system Risk Management: User-defined stop-loss and capital allocation required IP Protection: Internal logic abstracted Purpose: Educational, research, and demonstration use only
Pine Script™ 전략
algovisionx2의
Bit Secure - RSI Hybrid EngineBit Secure – RSI Hybrid Engine Reversal • Trend • Divergence | Smart RSI System Bit Secure – RSI Hybrid Engine ek advanced, multi-phase RSI-based trading indicator hai jo Reversal, Trend, aur Auto-Hybrid market conditions ko intelligently handle karta hai. Ye indicator RSI + Signal Line + Divergence + Zone Logic ko combine karke high-quality, low-noise trade signals generate karta hai. 🔹 Core Features ✅ Hybrid RSI Engine Reversal Mode – Market extremes se safe reversal entries Trend Mode – Strong trend continuation signals Hybrid (Auto) – Market condition ke hisaab se auto-switch ✅ Smart Divergence Detection Bullish & Bearish RSI divergence Pivot-based logic for accurate swing detection Optional OB/OS-only divergence filter Divergence signals plotted exact pivot location (no repaint illusion) ✅ Zone-Based Signal Filtering Overbought / Oversold zones Dead-zone (40–60 RSI) noise suppression Prevents false signals in sideways markets ✅ Signal Categories (Clearly Labeled) DIV – Divergence signals REV – Reversal entries TREND – Trend continuation entries EXIT – Logical exit alerts ✅ Clean & Professional Visuals RSI + Smooth Signal Line Curved OB/OS shading Editable labels from Style panel Non-repainting structure (pivot-confirmed) 🔹 Best Use Cases ✔ Intraday trading ✔ Index options (NIFTY / BANKNIFTY) ✔ Futures & Equity charts ✔ Works on 5m / 15m / 1H timeframes ✔ Combine with VWAP / EMA / Price Action for best results 🔹 Recommended Settings RSI Length: 14 Smoothing: EMA / 14 RSI Mode: Hybrid (Auto) Divergence Mode: Normal → regular markets OB/OS Only → strong trending days ⚠️ Disclaimer This indicator is a decision-support tool, not a trading guarantee. Always use proper risk management and confirmation from price action / higher timeframe before entering trades. 🔐 Built by: Bit Secure Trading Hub 📊 Trade smart. Trade structured. Trade secure.
Pine Script® 인디케이터
devh697의
ATR ZLEMA [QuantAlgo]🟢 Overview The ATR ZLEMA indicator identifies trend direction and reversal points using a Zero Lag Exponential Moving Average (ZLEMA) combined with volatility-adjusted dynamic trailing stops. It eliminates the inherent lag of traditional moving averages while incorporating Average True Range (ATR) volatility measurement to create adaptive support and resistance levels that automatically adjust to market conditions, with optional noise filtering to reduce whipsaws in choppy markets, helping traders and investors identify trend changes, maintain positions during trending markets, and exit when momentum shifts across multiple timeframes and asset classes. 🟢 How It Works The indicator's core methodology lies in its zero-lag trend detection system combined with volatility-adaptive trailing stops, where the ZLEMA eliminates moving average lag while ATR-based bands provide dynamic support and resistance levels: lag = math.floor((zlemaLength - 1) / 2) rawZlema = ta.ema(source + (source - source ), zlemaLength) The Zero Lag EMA calculation uses lag reduction through data compensation, adding the difference between current price and lagged price to eliminate the delay inherent in traditional exponential moving averages, providing faster response to trend changes while maintaining smoothness. The script incorporates an optional ATR-based noise filter that prevents the ZLEMA from updating during insignificant price movements, helping to reduce false signals in choppy, range-bound markets: if enableNoiseFilter noiseThreshold = atr * noiseFilter priceChange = math.abs(rawZlema - zlema) if priceChange > noiseThreshold zlema := rawZlema First, the indicator calculates the Average True Range to measure current market volatility, then applies a user-defined multiplier to determine the distance of the trailing stop from the ZLEMA: atr = ta.rma(ta.tr(true), atrLength) atrBand = atr * atrMultiplier Next, dynamic trend detection occurs through a state-based system where the indicator tracks whether the ZLEMA is above or below the ATR trailing line, automatically adjusting the trailing stop position: if trend == 1 if zlema < zlemaATR trend := -1 zlemaATR := zlema + atrBand else zlemaATR := math.max(zlemaATR, zlema - atrBand) The ATR trailing line acts as a volatility-adjusted stop that follows the ZLEMA during trends but never moves against the trend direction. It ratchets upward with the ZLEMA in uptrends and ratchets downward in downtrends, creating a protective barrier that adapts to market volatility. Finally, trend reversal signals are generated when the ZLEMA crosses the ATR trailing line, indicating a shift in market momentum: bullSignal = trend == 1 and trend == -1 bearSignal = trend == -1 and trend == 1 This creates a volatility-adaptive trend-following system that combines ZLEMA with dynamic support/resistance levels and optional noise filtering, providing traders with responsive directional signals and automatic stop-loss levels that adjust to both price momentum and market volatility conditions. 🟢 Signal Interpretation ▶ Bullish Trend (Green): ZLEMA trading above ATR trailing line with indicator showing bullish color, indicating established upward momentum with zero-lag confirmation = Long/Buy opportunities ▶ Bearish Trend (Red): ZLEMA trading below ATR trailing line with indicator showing bearish color, indicating established downward momentum with zero-lag confirmation = Short/Sell opportunities ▶ ATR Trailing Line as Dynamic Support: In uptrends, the trailing line acts as volatility-adjusted support level that rises with ZLEMA, never declining = Use as potential stop-loss reference for long positions = ZLEMA holding above indicates trend strength and momentum continuation ▶ ATR Trailing Line as Dynamic Resistance: In downtrends, the trailing line acts as volatility-adjusted resistance level that falls with ZLEMA, never rising = Use as potential stop-loss reference for short positions = ZLEMA holding below indicates trend weakness and momentum continuation 🟢 Features ▶ Preconfigured Presets: Three optimized parameter sets for different trading styles and market conditions. "Default" provides balanced configuration suitable for swing trading on daily and 4-hour charts with standard ZLEMA and ATR periods, moderate multiplier, and moderate noise filtering that works across most market conditions. "Fast Response" delivers aggressive configuration designed for intraday trading and scalping on 5-minute to 1-hour charts with shorter ZLEMA period for quick trend detection, reduced ATR period for rapid volatility adaptation, tighter multiplier for early entries/exits, and minimal noise filtering for maximum responsiveness. This is ideal for active traders monitoring positions closely but expect more frequent signals and potential whipsaws in choppy conditions. "Smooth Trend" focuses on conservative configuration for position trading and long-term trend following on daily to weekly charts with extended ZLEMA period for smoother trend identification, longer ATR period for stable volatility measurement, wide multiplier to filter minor corrections, and aggressive noise filtering to ensure only strong sustained trends trigger signals. This is best for patient traders focused on major trend moves with fewer reversals. ▶ Built-in Alerts: Three alert conditions enable comprehensive automated monitoring of trend changes and zero-lag momentum shifts. "Bullish Trend" triggers when the ZLEMA crosses above the ATR trailing line and trend state changes from bearish to bullish, signaling potential long entry opportunities with lag-eliminated confirmation. "Bearish Trend" activates when the ZLEMA crosses below the ATR trailing line and trend state changes from bullish to bearish, signaling potential short entry or long exit points with immediate momentum detection. "Any Trend Change" provides a combined alert for any trend reversal regardless of direction, allowing traders to be notified of all zero-lag momentum shifts without setting up separate alerts. These notifications enable traders to capitalize on trend changes and protect positions without continuous chart monitoring, leveraging the indicator's zero-lag technology for faster trend change alerts. ▶ Color Customization: Six visual themes (Classic, Aqua, Cosmic, Ember, Neon, plus Custom) accommodate different chart backgrounds and visual preferences, ensuring optimal contrast for identifying bullish versus bearish trends across various trading environments. The adjustable cloud fill transparency control (0-100%) allows fine-tuning of the gradient area prominence between the ATR trailing line and ZLEMA, with higher transparency values (70-95) creating subtle background context without overwhelming the chart while lower values (20-40) produce bold, prominent trend zone emphasis for instant recognition. Optional bar coloring with adjustable transparency (0-100%) extends the trend color directly to the price bars themselves based on ZLEMA trend state, providing immediate visual reinforcement of current trend direction without requiring reference to the indicator lines.
Pine Script® 인디케이터
QuantAlgo의
4
25GN-Intraday Reversals and MomentumThe 25GN-Intraday Suite is a high-performance visual interface designed for professional traders on the 5m, 10m, and 15m timeframes. This master version combines two distinct proprietary signal paths into one streamlined overlay. CORE CAPABILITIES Precision Reversal Bubbles (25GN-B / 25GN-S): Identifies significant trend exhaustion and pivot points using a multi-layered validation engine. Trend Momentum Triangles: Real-time identification of high-velocity breakout phases. Price Action Lock: An automated filtering system that invalidates signals during periods of market indecision or low-conviction price action. OPERATIONAL GUIDELINES Strict Timeframe Optimization: Engineered specifically for the 5-minute, 10-minute, and 15-minute charts. Smart Alerts: Fully compatible with TradingView alerts for modular trade automation. Plug-and-Play: Designed to work out of the box with calibrated defaults for the supported timeframes. This script is strictly for educational and informational purposes and does not constitute financial, investment, or trading advice. It is not an investment or trade suggestion. Users must evaluate all signals and execute trades based on their own independent analysis and risk assessment. Past performance is not indicative of future results. Trading involves significant risk of loss.
Pine Script® 인디케이터
JaiSiaRam의
RSI Momentum & Trend Suite - O59 Elite QuantRSI Momentum & Trend Suite – O59 Elite Quant Professional Market Structure & Momentum Analysis Tool RSI Momentum & Trend Suite – O59 Elite Quant is a comprehensive technical analysis indicator designed to help traders better understand market momentum, trend structure, price reactions, and key support & resistance zones directly on the chart. This indicator combines RSI-based momentum analysis, dynamic bar coloring, price action signals, and automatic trend & support/resistance detection into a single, clean visual framework. 🔹 Momentum & Bar Coloring Logic The indicator includes a custom RSI momentum engine that evaluates short-term price changes and momentum strength. Candles are automatically colored when momentum reaches critical zones: Above 70 → Strong bullish momentum Below 30 → Strong bearish momentum This candle coloring helps traders instantly recognize momentum extremes without switching to a separate RSI pane. 🔺 Buy & Sell Triangle Signals The script generates triangle-based buy and sell signals based on a combination of: RSI oversold / overbought conditions Short-term price action behavior Candle structure and confirmation logic These signals are intended to highlight potential reaction zones, not to predict the market. They work best when used together with trend direction and support/resistance levels. 📈 Automatic Trend Detection The indicator automatically identifies ascending and descending trend structures using pivot-based swing analysis. Trendlines are drawn dynamically based on higher lows and lower highs Broken trendlines are automatically removed to keep the chart clean Both bullish and bearish trends are visually distinguished This allows traders to quickly assess whether the market is trending or losing structure. 🟦 Dynamic Support & Resistance Levels Key support and resistance levels are detected using recent pivot points: Levels extend forward in real time Broken levels are removed automatically Helps identify potential reaction, rejection, and liquidity zones These levels are designed to adapt continuously as market structure evolves. 🧾 Information Table & Visual Themes A customizable information table is displayed on the chart, showing: Indicator name Current symbol Active timeframe Author branding Users can choose between multiple visual themes, allowing better readability and personal preference while maintaining a professional appearance. ⚠️ Important Notes & Risk Disclaimer This indicator is designed as a technical analysis support tool only. It does not provide financial advice Signals and visual elements should not be used alone Always confirm signals with your own strategy, risk management, and market context ⚠️ Special caution is advised during: Low-volume sessions Weekend price action High-impact news events Thin liquidity hours Market conditions during these periods may produce false signals or reduced reliability. 📌 Final Disclaimer This indicator is for educational and analytical purposes only. It is not investment advice. All trading decisions remain the sole responsibility of the use
Pine Script® 인디케이터
olcaybilgu32의
Ultimate ORB ArchitectThe Ultimate ORB Architect is a high-precision volatility and range-expansion tool designed for intraday traders. It specializes in the Initial Balance (IB)—the high and low established during the first session of the trading day—and projects mathematically significant expansion levels for price discovery. Unlike standard opening range indicators, this script utilizes a Smart-Swap Calculation Engine, allowing traders to toggle between Standard Deviation and Fibonacci sequences instantly while maintaining a clean, professional chart aesthetic. Key Features 1. Dual Calculation Engines - Standard Deviation Mode: Projects targets based on whole-unit range expansions ($1.0, 2.0, 3.0, 4.0$). Ideal for Mean Reversion and classic IB breakout trading. - Fibonacci Sequence Mode: Projects targets based on the Golden Ratio and its extensions ($0.618, 1.618, 2.618, 4.236$). Perfect for trend exhaustion and harmonic target setting. 2. "Smart-Swap" Internal Levels The script intelligently adapts its internal support and resistance lines based on your selected mode: -In SD Mode: Displays 25% and 75% (Quarters)—the standard institutional "Fair Value" levels within a range. -In Fibonacci Mode: Displays 38.2% and 61.8% (Golden Retracements)—the primary zones for range-bound reversals. 3. Institutional Timing & Projection Time-Locked Execution: Custom sessions allow you to define the ORB window (e.g., the first 30 or 60 minutes). 5:00 PM EST Hard Cutoff: To prevent "infinite lines" that clutter your chart, all projections are hard-coded to terminate at the NYSE close (17:00 EST), providing a clear visual end to the trading day. 4. Professional Visual Suite Adaptive Lookback: Choose to view only today’s action for a "clean" chart or look back up to 5 days to analyze historical range behavior. Customizable Hierarchy: Every level—from the 50% Midpoint to the Level 4 "Runner"—features independent color, style (Solid/Dashed/Dotted), and label size controls. How to Use Define the Session: Set your ORB Session (default is 09:30–10:30). Select Your Mode: Use the Calculation Mode dropdown to switch between Fibonacci or Standard Deviation targets depending on the day’s volatility. Monitor the Midpoint: The 50% line (Mid) acts as the "Pivot of Power." Price holding above the Mid indicates bullish bias; below indicates bearish bias. Target the Runner: Use the Level 4 Runner as your ultimate take-profit on high-momentum trend days. Technical Specifications Language: Pine Script® V6 Compatibility: Works on all intraday timeframes (1m, 5m, 15m). Timezone: Optimized for America/New_York (EST) but adaptable to global sessions via inputs.
Pine Script® 인디케이터
marx_eth의
Relative Strength Leadership Engine v2.0Relative Strength Leadership Engine v2.0OverviewThe Relative Strength Leadership Engine v2.0 is a context-first diagnostic tool designed to identify true market leadership. Instead of simple ratio lines, this script employs a multi-layered scoring model to determine if a symbol is truly outperforming its benchmark (e.g., SPY) or simply riding market beta.The Problem It SolvesMany relative strength indicators fail to distinguish between idiosyncratic leadership and market correlation. A stock might look strong simply because it is a high-beta names moving in lockstep with a rising index. This engine uses Pearson Correlation Filtering and Volatility Normalization to decouple these factors.How It Works (The Math)To ensure full transparency for the TradingView community, the "Leadership Score" (0–100) is calculated based on four proprietary technical pillars:Baseline Alignment (30 pts): Measures if the $Price / Benchmark$ ratio is above its 21-period EMA.Volatility-Normalized Momentum (25 pts): We calculate a Z-score of the RS slope and divide it by the asset's ATR % of price. This ensures momentum is measured by "clean" price action rather than high-beta volatility spikes.Beta-Decoupling (20 pts): Using ta.correlation, the script penalizes "Market Huggers." Points are awarded when a stock shows strength independent of the benchmark's immediate fluctuations.Freshness & Highs (25 pts): Points are awarded for proximity to 252-day relative strength highs, identifying stocks entering a "Power Zone" of leadership.Interpreting the StatesThe dashboard in the bottom-right identifies three distinct permission states:ENGAGE (Score 80+): Full leadership permission. The asset is outperforming with idiosyncratic strength and clean momentum (See FDX example in the gallery).OBSERVE (Score 50–79): Leadership is present but aging or overly correlated to the market (See MU example in the gallery).STAND DOWN (Score <50): Leadership is broken; the asset is a relative laggard (See CBLL example in the gallery).Technical FeaturesMulti-Timeframe Validation: Optional Weekly/Monthly RS confirmation to filter out "noise."Benchmark Timing Filter: A built-in gate that checks if the broader market (Benchmark) is in a "Risk-Off" regime.Non-Repainting: All security calls use lookahead=barmerge.lookahead_off to ensure historical accuracy.Customizable UI: Toggle the dashboard on/off via the "Style" menu for a cleaner workspace.DisclaimerThis script is an informational diagnostic tool and does not generate trade signals, entries, or exits. Educational use only.
Pine Script® 인디케이터
ibotrade의
1
Core IC 2.0 ## 📌 NIFTY Weekly Option Seller — Core Regime & Risk Framework This indicator is designed for **systematic weekly option selling on NIFTY**, focused on **Iron Condors (IC), Put Credit Spreads (PCS), and Call Credit Spreads (CCS)**. It is **not a scalping tool** and **not a signal generator**. Instead, it provides a **structured decision framework** to help option sellers decide: * *What structure to deploy* (IC / PCS / CCS) * *How aggressive to be* (position size & distance) * *When to adjust* (defend / harvest / regime change) --- ## 🔍 What the Indicator Does ### 1️⃣ Market Regime Detection The script continuously evaluates the market and classifies it into one of three regimes: * **IC (Range / Mixed)** – neutral, mean-reverting conditions * **PCS (Trend Up)** – bullish trend continuation * **CCS (Trend Down)** – bearish trend continuation Regime selection is based on: * EMA structure * ADX (trend strength) * VWAP positioning * Higher timeframe (daily) trend alignment --- ### 2️⃣ Independent Conviction Scores The indicator computes **three independent scores (0–5)**: ``` IC / PCS / CCS ``` These scores represent **conviction strength**, not trade signals. * Higher score = stronger suitability for that structure * All three scores are always visible for transparency Only **one active score** (based on the current regime) is used for: * Position sizing * Strike distance suggestions * Risk management logic --- ### 3️⃣ Risk-First Position Guidance Based on the active score, the indicator suggests: * **Position Size** (100% / 50% / 25%) * **Short strike distance** (ATR-based, dynamic) * **Defend / Harvest conditions** * **Regime change alerts** This helps traders remain **consistent and disciplined**, especially during volatile weeks. --- ### 4️⃣ Visual Decision Panel A compact panel displays all key information at a glance: * Regime (IC / PCS / CCS) * ATR & ADX * Suggested size * Suggested short distance * IC / PCS / CCS scores * Key reference levels (H3 / L3, VWAP) No guesswork, no over-trading. --- ## 🕒 Recommended Usage * **Best timeframe:** 1H or 4H * **Ideal style:** End-of-day or limited-check traders * **Designed for:** Weekly option sellers (not intraday scalpers) Adjustments are intended to be made **at fixed checkpoints**, not every candle. --- ## ⚠️ Important Notes * This is **not financial advice** * The indicator does **not place trades** * Works best when combined with: * Defined stop-loss rules * Fixed risk-reward discipline * Proper position sizing --- ## 🎯 Who This Is For ✔ Rule-based option sellers ✔ Traders focused on consistency over excitement ✔ Professionals who value structure and risk control ❌ Not for discretionary scalpers ❌ Not for beginners without options knowledge
Pine Script® 인디케이터
distinctSeahor20287의
ORB System Builder v1.5TradeX ORB System Builder v1.5 — Configurable Opening Range Breakout Framework TradeX ORB System Builder is a configurable Opening Range Breakout (ORB) strategy framework designed to allow users to construct, test, and evaluate their own ORB-based rule sets. This is not a single preset trading strategy. Instead, it functions as a system-building tool that allows users to define how entries, exits, and risk logic are applied around an opening range using a structured and repeatable rule engine. All logic is developed in-house and operates under a unified internal framework to ensure consistent behavior across instruments and timeframes. Core Concept & Originality The script is built around a modular ORB engine that separates: • range construction • breakout detection • execution method • risk logic • trade limits Rather than using a fixed ORB template, the framework allows users to study how different breakout definitions and risk models behave under the same structured logic. This differs from standard ORB scripts by allowing users to modify execution behavior and risk management rules without altering the underlying range logic, enabling controlled experimentation inside one framework. Entry Logic Users can select between two internally coded breakout execution methods: Entry on Cross of the Range A trade is triggered when price crosses the defined opening range boundary intrabar. Entry on Close Outside the Range A trade is triggered only when a candle closes fully outside the defined range. Both methods follow the same internal range calculation rules, allowing users to compare breakout behavior while preserving a consistent structure. Range & Session Configuration The framework provides precise control over how the opening range and trading session are defined: • Range start time (hour, minute, second) • Range end time (hour, minute, second) • Trade start time (hour and minute) • Trade end time (hour and minute) • End-of-day cutoff time • Time zone selection An optional setting allows users to include or exclude U.S. market holidays from testing to prevent distorted datasets. These controls allow users to define exactly which market session is being tested and ensure reproducible backtesting conditions. Risk & Trade Management Logic Trade behavior is governed by user-defined risk parameters, including: • Risk allocation per trade • Stop loss placement based on candle structure or as a percentage of the opening range • Take profit targets defined using risk-to-reward multiples • Optional break-even adjustment based on achieved risk-to-reward • Maximum long trades per day • Maximum short trades per day • Maximum winning trades per day • Maximum losing trades per day This structure allows users to study how different risk models interact with the same breakout logic while enforcing controlled exposure and trade frequency. Visualization & Diagnostic Tools The script includes optional visual and diagnostic components to assist configuration and testing: • Debug panel displaying active input settings • Adjustable panel position and text size • Customizable opening range line color, width, and style Position fills can be enabled or disabled, with adjustable: • Profit fill color • Loss fill color • Transparency • Label size These tools are intended to help users visually verify system behavior and ensure inputs are being applied as intended. Strategy Properties & Backtesting This script is published as a strategy for structured backtesting and evaluation. Users should: • Use realistic account sizes • Apply realistic commission and slippage • Select datasets that generate sufficient trade samples (ideally more than 100 trades) • Avoid excessive risk per trade Default settings are provided for demonstration and framework testing only. Users are responsible for configuring position sizing, commissions, slippage, and session parameters appropriate to their market and timeframe. Development Process The ORB System Builder was initially prototyped using Python-based simulations to evaluate variations in: • breakout execution logic • timing rules • session structure • risk management behavior The most consistent and stable rule sets were then implemented in Pine Script as a configurable framework rather than a single fixed strategy. Intended Use This script is designed for: • strategy research • ORB rule development • controlled backtesting • comparative model testing It is not intended as a pre-optimized trading system. Disclaimer TradeX ORB System Builder is a proprietary TradeX Labs system-building framework. It is provided for educational and research purposes only. It does not guarantee profitability and is not financial advice. Default configurations are illustrative only. Users must adjust the system based on their own instruments, sessions, and risk tolerance. This script enables users to define their own ORB-based logic and does not represent a pre-optimized or preset trading strategy.
Pine Script™ 전략
tradexictsmc의
TradeX ORB SniperTradeX ORB Sniper — Multi-Range Opening Breakout Framework TradeX ORB Sniper is a closed-source analytical framework designed to study how price interacts with structured opening ranges across different market regimes. It is not a simple ORB line tool and is not a mashup of existing indicators. All logic is developed in-house and operates under a unified internal rule engine. The script’s purpose is to standardize how opening ranges are defined, measured, and visualized so traders can objectively evaluate breakout behavior across multiple session models. Core Concept ORB Sniper implements four internally coded range definitions. Each mode calculates its range differently based on time, session structure, and market behavior: • Pre-market session range • 5-minute opening range • 15-minute opening range • Volume-adaptive range model Rather than using generic fixed boxes, each range model applies a consistent internal rule set so breakout behavior can be studied within a controlled and repeatable structure. This allows users to compare how price reacts to different opening range constructions without changing tools or visual logic. Breakout Detection Logic A breakout is defined only when a candle closes outside the active range. When this occurs, the framework highlights that candle as a visual event marker (“Get Ready Candle”). This highlight is informational only. It does not generate trade signals and does not imply entry or exit instructions. Its purpose is to clearly identify when price has structurally exited the defined range area according to the framework’s rules. Range-Based Projection Zones To provide contextual structure after a breakout, the framework projects two calculated zones: Risk Zone Derived directly from the size and structure of the selected opening range. Continuation Zone Projected from the same range logic using proportional displacement. These zones are not random drawings or static multipliers. They are mathematically linked to the internally calculated range and update dynamically based on the active mode. The purpose of these zones is to visually map potential expansion and retracement behavior relative to the opening range, allowing users to study how price behaves after range resolution. Customization & Inputs All visual components can be adjusted through user inputs: • Range Mode (V1–V4) • Risk zone color • Continuation zone color • Breakout candle highlight color • Optional status line display This allows traders to adapt the framework to different chart layouts while preserving the underlying logic. Development Methodology The range models and projection logic were originally prototyped and tested in Python using historical market data. Variations in volume behavior, volatility structure, and session timing were iterated to refine how ranges are defined and how post-range behavior is measured. The most stable rule sets were then implemented into Pine Script as a closed-source framework to ensure consistency and prevent discretionary reinterpretation of the model. Intended Use This script is designed for visual and structural market analysis only. It does not: • generate trade signals • execute trades • claim profitability • provide automated entries or exits It is intended to help users objectively observe how price behaves around different opening range definitions under a unified framework. Default settings are provided for demonstration purposes only. Users should adjust configurations based on their own instruments, sessions, and timeframes. Originality Statement TradeX ORB Sniper is a proprietary TradeX Labs framework. While it utilizes well-known market concepts such as opening ranges and volume behavior, it applies them through an original internal rule structure governing: • how ranges are calculated • how breakouts are defined • how projections are derived • how all modes remain behaviorally consistent It is not a mashup of public indicators and does not rely on built-in strategy templates or public-domain scripts.
Pine Script® 인디케이터
tradexictsmc의
OB/OS Environment MTFThis indicator identifies overbought and oversold price environments — not reversal signals — using a multi-timeframe regime filter combined with volatility-adjusted stretch and confluence logic. The goal is to highlight when price is objectively extended relative to trend, so traders can: reduce chasing, size appropriately, manage risk, or look for mean-reversion / pause scenarios without assuming a top or bottom. How it works 1. Higher-Timeframe Regime (Stable) Intraday charts → Daily regime Daily charts → Weekly regime Weekly charts → Monthly regime Monthly charts → Monthly regime Regime is determined using HTF close vs HTF EMA (optionally slope-filtered). This keeps environments stable and avoids intrabar regime flipping. 2. Volatility-Adjusted Stretch Price extension is measured as: distance from EMA normalized by ATR (z = (price − EMA) / ATR) This allows the same logic to work across: 5m / 30m / 1h Daily / Weekly / Monthly 3. Confluence Scoring (N-of-M) An OB/OS environment only triggers when stretch and a minimum number of confirmations are present: RSI extreme Bollinger %B excursion Stretch percentile vs its own history Large candle relative to ATR User-configurable confirmation count helps reduce noise. 4. Environment State (Sticky) Once an overbought or oversold environment is detected: the state persists until price decompresses or regime breaks optional background shading visualizes the environment arrows mark entry into the environment (not exits) What this is / is not This is: an environment/context tool multi-timeframe aware volatility-normalized designed to work across assets and timeframes This is NOT: a buy/sell signal a reversal system predictive of timing tops or bottoms Strong trends can remain overbought/oversold for extended periods — by design. Best use cases: Risk management in strong trends Avoiding late entries Scaling decisions Mean-reversion setups with confirmation Context for options traders (IV, spreads, diagonals) Feedback welcome This is an early public release. I’m specifically interested in feedback on: confluence logic regime behavior parameter defaults by timeframe false positives vs missed environments If you have ideas or improvements, please comment — especially if you test across multiple markets or higher timeframes.
Pine Script® 인디케이터
tommyb12의
Volume Weighted LR Z ScoreThis indicator calculates the Volume Weighted Linear Regression Z-Score (VWLRZS). Unlike a standard Z-Score which measures deviation from a static mean, this oscillator measures the statistical distance of price from a dynamic Volume-Weighted Linear Regression Line (Analysis of Residuals). Key Features: 1. **Volatility Decomposition:** The indicator separates volatility based on the 'Estimate Bar Statistics' option. - **Standard Mode (`Estimate Bar Statistics` = OFF):** Calculates standard Regression Residuals using the selected `Source` for both the regression line (baseline) and the signal. - **Decomposition Mode (`Estimate Bar Statistics` = ON):** Uses a hybrid statistical approach: a) **The Model (Baseline):** Uses an estimator to calculate the 'within-bar' mean and fits the Linear Regression through these statistical centers. This creates a stable, trend-following expectation model. b) **The Signal (Observation):** Compares the actual `Source` (e.g., Close) against this regression line. (Result: A Z-Score that measures deviations from the current trend slope rather than a flat average). 2. **Visual Decomposition Logic:** Total Standard Deviation (of Residuals) is the primary metric displayed. Since Standard Deviations are not linearly additive (sqrt(a+b) != sqrt(a)+sqrt(b)), this indicator calculates the *exact* Total Z-Score and partitions the area underneath based on the Variance Ratio. This ensures the displayed total volatility remains mathematically accurate while showing relative composition. 3. **Normalization (Exponential Regression):** Includes an optional 'Normalize' mode. When enabled, the indicator calculates the Linear Regression on logarithmic data. Mathematically, this transforms the baseline into an **Exponential Regression Curve**, making it ideal for analyzing assets with compounding growth characteristics (constant percentage trend). 4. **Full Divergence Suite (Class A, B, C):** The indicator's primary feature is its integrated divergence engine. It automatically detects and plots all three major divergence classes between price and the Z-Score: - Regular (A): Signals potential trend exhaustion and reversals. - Hidden (B): Signals potential trend continuations during pullbacks. - Exaggerated (C): Signals weakness at double tops/bottoms. 5. **Divergence Filtering and Visualization:** - **Price Tolerance Filter:** Divergence detection is enhanced with a percentage-based price tolerance (`pivPrcTol`) to filter out insignificant market noise, leading to more robust signals. - **Persistent Visualization:** Divergence markers are plotted for the entire duration of the signal and are visually anchored to the oscillator level of the confirming pivot. - **Flexible Pivot Algorithms:** Supports various underlying mathematical models for pivot detection provided by the core library 6. **Note on Confirmation (Lag):** Divergence signals rely on a pivot confirmation method to ensure they do not repaint. - The **Start** of a divergence is only detected *after* the confirming pivot is fully formed (a delay based on `Pivot Right Bars`). - The **End** of a divergence is detected either instantly (if the signal is invalidated by price action) or with a delay (when a new, non-divergent pivot is confirmed). 7. **Multi-Timeframe (MTF) Capability:** - **MTF Calculation:** The Z-Score line *itself* can be calculated on a higher timeframe, with standard options to handle gaps (`Fill Gaps`) and prevent repainting (`Wait for...`). - **Limitation:** The Divergence detection engine (`pivDiv`) is designed for the active timeframe. Using it in MTF mode is not recommended as step-data can lead to inaccurate pivot detection. 8. **Integrated Alerts:** Includes a comprehensive set of built-in alerts for the Z-Score crossing the neutral line, the configured Threshold levels, and the start/end of all divergence types. --- **DISCLAIMER** 1. **For Informational/Educational Use Only:** This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset. 2. **Use at Your Own Risk:** All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk. 3. **No Guarantee of Performance:** Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability. 4. **No Liability:** The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator. 5. **Signals Are Not Recommendations:** The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
Pine Script® 인디케이터
AustrianTradingMachine의
Volume Weighted Z ScoreThis indicator calculates the Volume Weighted Z-Score (VWZS), a statistical oscillator that measures the number of standard deviations the price is removed from its mean. It combines robust volatility decomposition with advanced divergence detection. Key Features: 1. **Volatility Decomposition:** The indicator separates volatility based on the 'Estimate Bar Statistics' option. - **Standard Mode (`Estimate Bar Statistics` = OFF):** Calculates a simple (Volume-Weighted) Standard Deviation using the selected `Source` for both the baseline and the signal. - **Decomposition Mode (`Estimate Bar Statistics` = ON):** Uses a hybrid statistical approach: a) **The Model (Baseline):** Uses an estimator to calculate the 'within-bar' mean and volatility. This creates a stable, mathematically idealized expectation value (mu). b) **The Signal (Observation):** Compares the actual `Source` (e.g., Close) against this statistical baseline. (Result: A Z-Score that combines a noise-filtered trend baseline with a highly reactive price signal). 2. **Visual Decomposition Logic:** Total Standard Deviation is the primary metric displayed. Since Standard Deviations are not linearly additive (sqrt(a+b) != sqrt(a)+sqrt(b)), this indicator plots the *exact* Total StdDev and partitions the area underneath based on the Variance Ratio. This ensures the displayed total volatility remains mathematically accurate while showing relative composition. 3. **Normalization (Geometric Average):** Includes an optional 'Normalize' mode. When enabled, the indicator uses a Geometric Moving Average (GMA) as its baseline and applies a statistical correction for the log-normal distribution ensuring symmetry between upside and downside movements. 4. **Full Divergence Suite (Class A, B, C):** The indicator's primary feature is its integrated divergence engine. It automatically detects and plots all three major divergence classes between price and the Z-Score: - Regular (A): Signals potential trend exhaustion and reversals. - Hidden (B): Signals potential trend continuations during pullbacks. - Exaggerated (C): Signals weakness at double tops/bottoms. 5. **Divergence Filtering and Visualization:** - **Price Tolerance Filter:** Divergence detection is enhanced with a percentage-based price tolerance (`pivPrcTol`) to filter out insignificant market noise, leading to more robust signals. - **Persistent Visualization:** Divergence markers are plotted for the entire duration of the signal and are visually anchored to the oscillator level of the confirming pivot. - **Flexible Pivot Algorithms:** Supports various underlying mathematical models for pivot detection provided by the core library 6. **Note on Confirmation (Lag):** Divergence signals rely on a pivot confirmation method to ensure they do not repaint. - The **Start** of a divergence is only detected *after* the confirming pivot is fully formed (a delay based on `Pivot Right Bars`). - The **End** of a divergence is detected either instantly (if the signal is invalidated by price action) or with a delay (when a new, non-divergent pivot is confirmed). 7. **Multi-Timeframe (MTF) Capability:** - **MTF Calculation:** The Z-Score line *itself* can be calculated on a higher timeframe, with standard options to handle gaps (`Fill Gaps`) and prevent repainting (`Wait for...`). - **Limitation:** The Divergence detection engine (`pivDiv`) is designed for the active timeframe. Using it in MTF mode is not recommended as step-data can lead to inaccurate pivot detection. 8. **Integrated Alerts:** Includes a comprehensive set of built-in alerts for the Z-Score crossing the neutral line, the configured Threshold levels, and the start/end of all divergence types. --- **DISCLAIMER** 1. **For Informational/Educational Use Only:** This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset. 2. **Use at Your Own Risk:** All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk. 3. **No Guarantee of Performance:** Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability. 4. **No Liability:** The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator. 5. **Signals Are Not Recommendations:** The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
Pine Script® 인디케이터
AustrianTradingMachine의