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nOI + Funding + CVD • strategynOI + Funding + CVD Strategy Overview This strategy is designed for cryptocurrency trading on platforms like TradingView, focusing on perpetual futures markets. It combines three key indicators—Normalized Open Interest (nOI), Funding Rate, and Cumulative Volume Delta (CVD)—to generate buy and sell signals for long and short positions. The strategy aims to capitalize on market imbalances, such as overextended open interest, funding rate extremes, and volume deltas, which often signal potential reversals or continuations in trending markets. The script supports pyramiding (up to 10 positions), uses percentage-based position sizing (default 10% of equity per trade), and allows customization of trade directions (longs and shorts can be enabled/disabled independently). It includes multiple signal systems for entries, various exit mechanisms (including stop-loss, take-profit, time-based exits, and conditional closes based on indicators), a Martingale add-on system for averaging positions during drawdowns, and handling of opposite signals (ignore, close, or reverse). This strategy is not financial advice; backtest thoroughly and use at your own risk. It requires data sources for Open Interest (OI) and Funding Rates, which are fetched via TradingView's security functions (e.g., from Binance for funding premiums). Key Indicators 1. Normalized Open Interest (nOI) Group: Open Interest Purpose: Measures the relative level of open interest over a lookback window to identify overbought (high OI) or oversold (low OI) conditions, which can indicate potential exhaustion in trends. Calculation: Fetches OI data (close) from the symbol's standard ticker (e.g., "{symbol}_OI"). Normalizes OI within a user-defined window (default: 500 bars) using min-max scaling: (OI - min_OI) / (max_OI - min_OI) * 100. Upper threshold (default: 70%): Signals potential short opportunities when crossed from above. Lower threshold (default: 30%): Signals potential long opportunities when crossed from below. Visualization: Plotted as a line (teal above upper, red below lower, gray in between). Horizontal lines at upper, mid (50%), lower, and a separator at 102%. Notes: Handles non-crypto symbols by adjusting timeframe to daily if intraday. Errors if no OI data available. 2. Funding Rate Group: Funding Rate Purpose: Tracks the average funding rate (premium index) to detect market sentiment extremes. Positive funding suggests bull bias (longs pay shorts), negative suggests bear bias. Calculation: Fetches premium index data from Binance (e.g., "binance:{base}usdt_premium"). Supports lower timeframe aggregation (default: enabled, using 1-min TF) for smoother data. Averages open and close premiums, clamps values, and scales/shifts for plotting (base: 150, scale: 1000x). Upper threshold (default: 1.0%): Overheat for shorts. Lower threshold (default: 1.0%): Overcool for longs. Ultra level (default: 1.8%): Extreme for additional short signals. Smoothing: Uses inverse weighted moving average (IWMA) or lower-TF aggregation to reduce noise. Visualization: Shifted plot (green positive, red negative) with filled areas. Horizontal lines for overheat, overcool, base (0%), and ultra. Notes: Custom ticker option for non-standard symbols. 3. Cumulative Volume Delta (CVD) Group: CVD (Cumulative Volume Delta) Purpose: Measures net buying/selling pressure via volume delta, normalized to identify divergences or confirmations with price. Calculation: Delta: +volume if close > open, -volume if close < open. Cumulative: Rolling cumsum over a window (default: 500 bars), smoothed with EMA (default: 20). Normalized: Scaled by absolute max in window (-1 to 1 range). Scaled/shifted for plotting (base: 300 or 0 if anchored, scale: 120x). Upper threshold (default: 1.0%): Over for shorts. Lower threshold (default: 1.0%): Under for longs. Visualization: Shifted plot (aqua positive, purple negative) with filled areas. Horizontal lines for over, under, and separator (default: 252). Filter Options (for Signal A): Enable filter (default: false). Require sign match (Long ≥0, Short ≤0). Require extreme zones. Require momentum (rising/falling over N bars, default: 3). Signal Logics for Entries Entries are triggered by buy/sell signals from multiple systems (A, B, C, D), filtered by direction toggles and entry conditions. Signal System A: OI + Funding (with optional CVD filter) Enabled: Default true. Sell (Short): nOI > upper threshold, falling over N bars (default: 3), delta ≥ threshold (default: 3%), funding > overheat, and CVD filter OK. Buy (Long): nOI < lower threshold, rising over N bars (default: 3), delta ≥ threshold (default: 3%), funding < overcool, and CVD filter OK. Signal System B: Short - Funding Crossunder + Filters Enabled: Default true. Sell (Short): Funding crosses under overheat level, optional: CVD > over, nOI < upper. Signal System C: Short - Ultra Funding Enabled: Default false. Sell (Short): Funding crosses ultra level (up or down, both default true). Signal System D: Long - Funding Crossover + Filters Enabled: Default true. Buy (Long): Funding crosses over overcool level, optional: CVD < under, nOI > lower. Combined: Sell if A/B/C active; Buy if A/D active. Entry Filters Cooldown: Optional pause between entries (default: false, 3 bars). Max Entries: Limit pyramiding (default: true, 6 max). Entries only if both filters pass and direction allowed. Opposite Signal Handling Mode: Ignore (default), Reverse (close and enter opposite), or Close (exit only). Processed before regular entries. Position Management Martingale (3 Steps): Enabled per step (default: all true). Triggers add-ons at loss levels (defaults: 5%, 8%, 11%) by adding % to position (default: 100% each). Resets on position close. Break Even: Enabled (default: true). Activates at profit threshold (default: 5%), sets SL better by offset (default: 0.1%). Exit Systems Multiple exits checked in sequence. Exit 1: SL/TP Enabled: Separate for long/short (default: true). SL: % from avg price (defaults: 1% long/short). TP: % from avg price (defaults: 2% long/short). Exit 2: Funding Enabled: Separate for long (up) / short (down) (default: true). Long Exit: Funding > upper exit threshold (default: 0.8%). Short Exit: Funding < lower exit threshold (default: 0.8%). Exit 3: nOI Enabled: Separate for long (up) / short (down) (default: true). Long Exit: nOI > upper exit (default: 85%). Short Exit: nOI < lower exit (default: 15%). Exit 4: Global SL Enabled: Default true. Exit: If position loss ≥ % (default: 7%). Exit 5: Break Even (integrated in position block) Exit 6: Time Limit Enabled: Separate for long/short (default: true). Exit: After N bars in trade (defaults: 30 each). Timer updates on add-ons if enabled (default: true). Visual Elements Buy/Sell Labels: Small labels ("BUY"/"SELL") on bars with signals, limited to last 30. All indicators plotted on a separate pane (overlay=false). Usage Notes Backtesting: Adjust parameters based on asset/timeframe. Test on historical data. Data Requirements: Works best on crypto perps with OI and funding data. Risk Management: Incorporates SL/TP and global SL; monitor drawdowns with Martingale. Customization: All thresholds, enables, and scales are inputs for fine-tuning. Version: Pine Script v6. For questions or improvements, contact the author. Happy trading!
Pine Script™ 전략
RezzoRedPriest의
Trading Blueprint v7 Pro — VWAP-CVD, cPOC Trend MomentumTBv7 Pro is the advanced release of the Trading Blueprint framework — engineered for institutional-style intraday analysis that fuses VWAP location, CVD orderflow, composite profile bias, and momentum curvature into one cohesive system. Core Framework VWAP Structure → Adaptive mean anchored to session VWAP with ±1σ / ±2σ deviation envelopes for dynamic equilibrium detection. vPOC per bar by ruckard () Anchored Volume Profile by DGT () CVD Orderflow Divergence → Smoothed delta histogram with fractal pivots identifying hidden absorption and exhaustion (patterns (Bull / Bear Div). Cumulative Volume Delta by AustrianTradingMachine ) cPOC Integration (2-Day Composite) by poopsnag (me :)→ Confirms true acceptance or rejection zones across sessions for precision bias alignment. TMI (Trend Momentum Indicator by TradingRiot()) → Quantifies slope + mean crossover strength, providing actionable momentum confirmation (bullish / bearish support / divergence). Bias Dashboard → Displays VWAP bias, numerical score, and dynamic color feedback for at-a-glance trade orientation. Usage Context Designed for professionals trading 15 m execution inside 1 h / 4 h context. Ideal for VWAP-cPOC location setups, reversion / continuation scalps, and orderflow confirmation using cumulative delta behavior. 🔧 Modules such as RSI / AO are pre-wired and easily activated for full Trading Blueprint confluence mapping.
Pine Script® 인디케이터
poopsnag의
cPOC 2 DayIt’s perfect for your 2-Day cPOC since: It derives from volume distribution data. It highlights market structure, value area, and composite volume behavior. Traders searching for “cPOC,” “volume profile,” or “market profile” will find it here. Use this if your indicator’s main function is showing POCs, VAH/VAL, or composite volume balance zones. If your cPOC script is part of a broader system: Trend Analysis — if it’s used for directional bias and context with VWAP/EMAs. Support/Resistance — if the tool primarily highlights POC/VAH/VAL as static levels to trade from. Other — only if your indicator mixes data from multiple frameworks (e.g., combines orderflow, delta, VWAP, and TPO).
Pine Script® 인디케이터
poopsnag의
Indicator Overview主力籌碼預判買賣力道 (JUMBO)Pro+ 2.0主力預判買賣力道 Pro+ 是一個先進的多維度交易分析系統，專為台灣股市投資者設計。本指標整合了趨勢、成交量、動量、價格位置和波動率五大維度，通過加權評分系統生成綜合的「Power指標」，精準預判主力資金動向。 🔧 核心技術架構 1. 多維度評分系統 趨勢維度 (30%)：雙EMA系統 + MACD + ADX趨勢強度 成交量維度 (25%)：OBV能量潮 + 成交量比率分析 動量維度 (20%)：RSI + MFI資金流量指標 價格位置維度 (20%)：VWAP + 布林通道位置分析 波動率維度 (5%)：ATR波動率調整 2. 多重確認機制 趨勢確認：EMA金叉/死叉 + 超級趨勢方向 成交量確認：成交量脈衝檢測 + OBV趨勢確認 動量確認：RSI超買超賣 + MFI資金流向 位置確認：布林通道位置 + VWAP相對位置 📊 主要功能特色 訊號系統 主力佈局訊號 🟥 趨勢多頭確認 + Power > 35 成交量放大 + 動量指標多頭 RSI未超買 + 價格突破基準 主力出貨訊號 🟩 趨勢空頭確認 + Power < -35 成交量異常 + 動量指標空頭 RSI未超賣 + 價格跌破基準 Power交叉訊號 🟠🔵 黃金交叉：Power線向上穿越Power MA線 死亡交叉：Power線向下穿越Power MA線 視覺化系統 台灣股市顏色標準：紅色上漲/多頭，綠色下跌/空頭 多層級K線著色：強力訊號→普通訊號→偏多偏空→盤整 智能資訊面板：實時顯示8大關鍵指標狀態 ⚙️ 參數設定說明 主要參數 EMA週期：13/55（短期/長期） Power閾值：35（靈敏度調整） 成交量濾波：1.2倍（異常成交量檢測） 超級趨勢：10週期/3倍數（趨勢過濾） 進階參數 布林通道：20週期/2倍標準差 波動率設定：14週期ATR 動量指標：14週期RSI/MFI 🎯 交易應用策略 進場時機 強力買入：🔥標記 + Power黃金交叉 常規買入：紅色向上箭頭 + Power > 35 確認買入：多重條件同時滿足 出場時機 強力賣出：💧標記 + Power死亡交叉 常規賣出：綠色向下箭頭 + Power < -35 風險控制：趨勢反轉 + 動量減弱 風險管理 止損設定：ATR波動率參考 倉位控制：Power數值強度分級 訊號過濾：ADX趨勢強度確認 📈 指標優勢 高準確率：多重條件過濾，減少假訊號 及時性：領先指標預判主力動向 完整性：涵蓋技術分析主要維度 用戶友好：直觀的視覺化設計 自定義：參數可調適應不同交易風格 🎯 Indicator Overview Main Force Prediction Buying/Selling Strength Pro+ is an advanced multi-dimensional trading analysis system specifically designed for Taiwan stock market investors. This indicator integrates five key dimensions: trend, volume, momentum, price position, and volatility, generating a comprehensive "Power Indicator" through a weighted scoring system to accurately predict institutional fund movements. 🔧 Core Technical Architecture 1. Multi-Dimensional Scoring System Trend Dimension (30%): Dual EMA system + MACD + ADX trend strength Volume Dimension (25%): OBV accumulation + Volume ratio analysis Momentum Dimension (20%): RSI + MFI money flow index Price Position Dimension (20%): VWAP + Bollinger Bands position analysis Volatility Dimension (5%): ATR volatility adjustment 2. Multi-Confirmation Mechanism Trend Confirmation: EMA golden/death cross + SuperTrend direction Volume Confirmation: Volume spike detection + OBV trend confirmation Momentum Confirmation: RSI overbought/oversold + MFI money flow Position Confirmation: Bollinger Bands position + VWAP relative position 📊 Key Features Signal System Institutional Accumulation Signals 🟥 Bullish trend confirmation + Power > 35 Volume expansion + Momentum indicators bullish RSI not overbought + Price breakthrough baseline Institutional Distribution Signals 🟩 Bearish trend confirmation + Power < -35 Abnormal volume + Momentum indicators bearish RSI not oversold + Price breakdown below baseline Power Cross Signals 🟠🔵 Golden Cross: Power line crosses above Power MA line Death Cross: Power line crosses below Power MA line Visualization System Taiwan Market Color Standard: Red for uptrend/bullish, Green for downtrend/bearish Multi-level Candlestick Coloring: Strong signals → Regular signals → Bias signals → Consolidation Smart Info Panel: Real-time display of 8 key indicator statuses ⚙️ Parameter Settings Main Parameters EMA Periods: 13/55 (Short-term/Long-term) Power Threshold: 35 (Sensitivity adjustment) Volume Filter: 1.2x (Abnormal volume detection) SuperTrend: 10 period/3 multiplier (Trend filtering) Advanced Parameters Bollinger Bands: 20 period/2 standard deviations Volatility Settings: 14 period ATR Momentum Indicators: 14 period RSI/MFI 🎯 Trading Application Strategies Entry Timing Strong Buy: 🔥 Mark + Power Golden Cross Regular Buy: Red upward arrow + Power > 35 Confirmed Buy: Multiple conditions simultaneously met Exit Timing Strong Sell: 💧 Mark + Power Death Cross Regular Sell: Green downward arrow + Power < -35 Risk Control: Trend reversal + Momentum weakening Risk Management Stop Loss Setting: ATR volatility reference Position Sizing: Power value strength grading Signal Filtering: ADX trend strength confirmation 📈 Indicator Advantages High Accuracy: Multiple condition filtering reduces false signals Timeliness: Leading indicators predict institutional movements Completeness: Covers main dimensions of technical analysis User-Friendly: Intuitive visualization design Customizable: Adjustable parameters adapt to different trading styles 🔍 Professional Usage Tips Trend Confirmation: Use in conjunction with major trend direction Volume Validation: Ensure volume confirms price movements Risk Management: Always use appropriate position sizing Timeframe Analysis: Apply across multiple timeframes for confirmation Market Context: Consider overall market conditions and sector rotation 版本: Pro+ 2.0 適用市場: 台股、亞股、全球股市 最佳時間框架: 日線、4小時線、1小時線 開發者: JUMBO Trading System 更新日期: 2025版本
Pine Script® 인디케이터
jumbozip의
1BullBear™ StatisticsOverview 1BullBear™ Statistics is a comprehensive volume delta analysis tool that transforms raw order flow data into actionable visual insights. This indicator displays seven key metrics in a clean, gradient-based heatmap format below your price chart, helping you identify significant buying and selling pressure in real-time. Key Features: Seven Essential Metrics Volume - Total volume per bar with threshold highlighting Delta - Net buying/selling pressure (Buy Volume - Sell Volume) Cumulative Delta - Session-based running total of delta Delta Ratio - Delta expressed as a percentage of total volume Minimum - Lowest delta value within the bar's timeframe Maximum - Highest delta value within the bar's timeframe Standard Deviation - Statistical measure of delta volatility within the session Intelligent Gradient Visualization Dynamic color intensity based on historical significance Adaptive scaling using configurable lookback periods (10-200 bars) Threshold-based highlighting to immediately spot extreme values Separate bull/bear coloring for directional clarity Customizable transparency for optimal chart integration Flexible Configuration Toggle any metric on/off to focus on what matters Custom labels - rename metrics to your preference Independent color schemes for each row Adjustable thresholds for highlighting significant values Multiple text sizes from tiny to huge Session-aware calculations that reset at market open Real-Time Updates Confirmed bars display permanent historical data Current bar updates in real-time as price action develops Efficient rendering with automatic cleanup of previous bars Handles up to 500 boxes for extensive historical analysis How It Works The indicator uses TradingView's native volume delta data (sourced from lower timeframe aggregation) to calculate order flow statistics. Each metric is displayed as a colored box below the chart, with gradient intensity representing the value's significance relative to recent history. Gradient Logic: Stronger colors = more significant values relative to the lookback period Transparent backgrounds = values below threshold (filtered out) Color saturation scales from 0% to your set maximum opacity Session Management: Cumulative Delta and Standard Deviation reset at each new trading session Session detection uses exchange timezone for accurate daily calculations Historical lookback maintains a rolling window for gradient intensity I deal Use Cases Scalping & Day Trading - Identify aggressive buying/selling in real-time Order Flow Analysis - Understand market participant behavior Divergence Detection - Spot when price and delta disagree Volume Profile Context - Complement VP analysis with granular delta data Breakout Confirmation - Verify price moves with volume delta agreement Default Thresholds The indicator comes pre-configured with sensible defaults for futures trading: Volume: Highlights bars above 1,500 contracts Delta: Flags extremes beyond ±500 Delta Ratio: Alerts on imbalances beyond ±70% Min/Max: Range filter of ±10 for precision Std Dev: Highlights outliers beyond ±0.7 standard deviations Adjust these values based on your instrument and timeframe. Technical Notes Requires real-time volume delta data from your broker Works best on instruments with strong volume (futures, major stocks, crypto) Lower timeframe aggregation defaults to 1-second or 1-minute depending on chart timeframe Optimized performance with efficient array management and conditional rendering Compatibility Pine Script™ v6 All timeframes supported Best results on liquid instruments with reliable volume data Integrates seamlessly with other TradingView indicators Created by KweeBoss_ | Licensed under Mozilla Public License 2.0 Note: This indicator analyzes historical and real-time volume data. Past performance does not guarantee future results. Always combine with other forms of analysis and proper risk management.
Pine Script® 인디케이터
KweeBoss_의
2
GTI TrendThe GTI Trend is a trend-detection indicator that highlights potential market direction by coloring candles based on internal analysis of higher timeframe momentum and price action behavior. Unlike simple moving average crossovers or RSI thresholds, GTI Trend uses a proprietary blend of price positioning logic and multi-timeframe validation. Specifically, it evaluates candle structures and key breakout zones from larger timeframes to determine whether short-term movements align with higher timeframe momentum — helping traders avoid false breakouts and identify real trend continuation zones. The result is a real-time visual cue: green candles for bullish bias and red candles for bearish bias — tuned for lower timeframes like 1m, 3m, and 5m. This helps scalpers and short-term traders align entries with broader market structure. How It Works GTI Trend is built around the concept of directional alignment. It compares short-term price action against higher timeframe swing zones and dynamic reference levels. When price confirms breakout behavior while staying within those zones, the candle turns green or red accordingly. This avoids the lag often seen in classic indicators. The system dynamically adapts to market volatility, making it particularly effective in fast-moving sessions like the New York Open (typically from 10:30 AM GMT -3). Confluence Strategy The GTI Trend is most effective when combined with a 38-period short-term moving average. If the candle is green and the price is above the MA, this confirms a bullish continuation. Conversely, a red candle below the MA may suggest a bearish reversal. Pairing it with VWAP is also recommended, especially in index markets, as this highlights possible support/resistance zones to validate the signal. Recommended Markets The GTI Trend performs best on high-volatility assets such as NASDAQ, US30, SP500, Gold (XAUUSD), and the Brazilian mini index. However, it can be applied to any asset with sufficient price movement.
Pine Script® 인디케이터
rafaelgti의
VWAP Kalman FilterOverview This indicator applies Kalman filtering techniques to Volume Weighted Average Price (VWAP) calculations, providing a statistically optimized approach to VWAP analysis. The Kalman filter reduces noise while maintaining responsiveness to genuine price movements, addressing common VWAP limitations in volatile or low-volume conditions. Technical Implementation Kalman Filter Mathematics The indicator implements a state-space model for VWAP estimation: - Prediction Step: x̂(k|k-1) = x̂(k-1|k-1) + v(k-1) - Update Step: x̂(k|k) = x̂(k|k-1) + K(k) - Kalman Gain: K(k) = P(k|k-1) / (P(k|k-1) + R) Where: - x̂ = estimated VWAP state - K = Kalman gain (adaptive weighting factor) - P = error covariance - R = measurement noise - Q = process noise - v = optional velocity component Core Components Dual VWAP System - Standard VWAP: Traditional volume-weighted calculation - Kalman-filtered VWAP: Noise-reduced estimation with optional velocity tracking - Real-time divergence measurement between filtered and unfiltered values Adaptive Filtering - Process Noise (Q): Controls adaptation to price changes (0.001-1.0) - Measurement Noise (R): Determines smoothing intensity (0.01-5.0) - Optional velocity tracking for momentum-based filtering Multi-Timeframe Anchoring - Session, Weekly, Monthly, Quarterly, and Yearly anchor periods - Automatic Kalman state reset on anchor changes - Maintains VWAP integrity across timeframes Features Visual Components - Dual VWAP Lines: Compare filtered vs. unfiltered in real-time - Dynamic Bands: Three-level deviation bands (1σ, 2σ, 3σ) - Trend Coloring: Automatic color adaptation based on price position - Cloud Visualization: Highlights divergence between standard and Kalman VWAP - Signal Markers: Crossover and band-touch indicators Trading Signals - VWAP crossover detection with Kalman filtering - Band touch alerts at multiple standard deviation levels - Velocity-based momentum confirmation (optional) - Divergence warnings when filtered/unfiltered values separate Information Display - Real-time VWAP values (both standard and filtered) - Trend direction indicator - Velocity/momentum reading (when enabled) - Divergence percentage calculation - Anchor period display Input Parameters VWAP Settings - Anchor Period: Choose calculation reset period - Band Multipliers: Customize deviation band distances - Display Options: Toggle standard VWAP and bands Kalman Parameters - Length: Base period for calculations (5-200) - Process Noise (Q: Higher values increase responsiveness - Measurement Noise (R): Higher values increase smoothing - Velocity Tracking: Enable momentum-based filtering Visual Controls - Toggle filtered/unfiltered VWAP display - Band visibility options - Signal markers on/off - Cloud fill between VWAPs - Bar coloring by trend Use Cases Noise Reduction Particularly effective during: - Low volume periods (pre-market, lunch hours) - Volatile market conditions - Fast-moving markets where standard VWAP whipsaws Trend Identification - Cleaner trend signals with reduced false crosses - Earlier trend detection through velocity component - Confirmation through divergence analysis Support/Resistance - Filtered VWAP provides more stable S/R levels - Bands adapt to filtered values for better zone identification - Reduced false breakout signals Technical Advantages 1. Optimal Estimation: Mathematically optimal under Gaussian noise assumptions 2. Adaptive Response: Self-adjusting to market conditions 3. Predictive Element: Velocity component provides forward-looking insight 4. Noise Immunity: Superior noise rejection vs. simple moving average smoothing Limitations - Assumes linear price dynamics - Requires parameter optimization for different instruments - May lag during sudden volatility regime changes - Not suitable as standalone trading system Mathematical Background Based on control systems theory, the Kalman filter provides recursive Bayesian estimation originally developed for aerospace applications. This implementation adapts the algorithm specifically for financial time series, maintaining VWAP's volume-weighted properties while adding statistical filtering. Comparison with Standard VWAP Standard VWAP Issues Addressed: - Choppy behavior in low volume - Whipsaws around VWAP line - Lag in trend identification - Noise in deviation bands Kalman VWAP Benefits: - Smooth yet responsive line - Fewer false signals - Optional momentum tracking - Statistically optimized filtering Alert Conditions The indicator includes several pre-configured alert conditions: - Bullish/Bearish VWAP crosses - Upper/Lower band touches - High divergence warnings - Velocity shifts (if enabled) --- This open-source indicator is provided as-is for educational and trading purposes. No guarantees are made regarding trading performance. Users should conduct their own testing and validation before using in live trading.
Pine Script® 인디케이터
yundore의
Smart Liquidity 📊 # 💎 Smart Liquidity Indicator - User Guide ## 📋 Overview **Smart Liquidity Indicator** is an advanced technical analysis tool for analyzing liquidity and volume in financial markets. It combines several powerful analytical tools to help you make informed trading decisions. --- ## 🎯 Main Components ### 1. 📊 Volume Profile - **Function**: Displays volume distribution across different price levels - **Benefit**: Identify strong support and resistance zones based on trading activity - **Elements**: - Colored boxes representing volume density at each level - Labels showing HIGH/LOW of the price range - PEAK FLOW line indicating the strongest volume level ### 2. 📦 Order Blocks - **Function**: Identify bullish and bearish Order Block zones - **Benefit**: Potential areas for price reversal or trend continuation - **Displayed Information**: - Delta %: Zone strength (difference between buying and selling pressure) - Liquidity: Accumulated liquidity in the zone - Buy/Sell ratios within the zone ### 3. 📈 SuperTrend (Market Direction) - **Two lines for confirmation**: - **🎯 Current SuperTrend** (Green/Red): Current timeframe direction - **🔄 MTF SuperTrend** (Light Green/Red): Higher timeframe direction (4H default) - **Benefit**: Trade with the overall market trend ### 4. 📊 Dashboard (Information Panel) - Display current market status - Trend and momentum information - Active Order Blocks statistics --- ## 🚀 How to Use ### 1️⃣ **Reading Volume Profile** - **Dense boxes** = High volume accumulation areas = Strong support/resistance - **PEAK FLOW line** = Strongest price level (POC - Point of Control) - **HIGH/LOW Labels** = Boundaries of the analyzed price range ### 2️⃣ **Analyzing Order Blocks** - **Positive Delta (+)** = Strong buying pressure → Reliable bullish zone - **Negative Delta (-)** = Strong selling pressure → Reliable bearish zone - **Delta near 0** = Balance → Weak zone, avoid it ### 3️⃣ **Using SuperTrend** - **Current TF (Green bullish / Red bearish)**: Current timeframe direction - **MTF (Light Green bullish / Light Red bearish)**: Higher timeframe direction - **Best Trading**: When both lines agree on the same direction ### 4️⃣ **Suggested Strategy** ``` ✅ Strong Entry Signal: 1. Order Block with strong Delta (>30% or <-30%) 2. Current SuperTrend and MTF in the same direction 3. Volume Profile confirms the level (dense box or PEAK) 4. Price tests the zone for the first time ❌ Avoid Entry When: - Weak Delta (between -10% and +10%) - Conflict between Current and MTF SuperTrend - Zone tested multiple times (weakened) ``` --- ## 🎨 Understanding Colors ### Order Blocks - 🟢 **Green**: Bullish Order Block - 🔴 **Red**: Bearish Order Block ### SuperTrend - 🟢 **Green**: Current SuperTrend bullish (same color as Order Blocks) - 🔴 **Red**: Current SuperTrend bearish (same color as Order Blocks) - 🟢 **Light Green**: MTF SuperTrend bullish - 🔴 **Light Red**: MTF SuperTrend bearish **Note**: Each SuperTrend has different transparency levels based on trend strength ### Volume Profile - **Gradient from light to dark**: Represents volume density (darker = higher volume) --- ## ⚡ Performance Tips ### For Maximum Speed (Current Settings): ✅ **Enabled**: - Order Blocks: 2 zones per side - Volume Profile: 20 levels - SuperTrends: Both active - Strength Delta: Displayed ❌ **Disabled** (for speed): - Gradient Fill - Predictive Zones - Background Fill - MTF Calculations (in internal calculations) ### If Indicator is Slow: 1. Reduce `Profile Rows` from 20 → 15 2. Reduce `Lookback Period` from 50 → 40 3. Reduce `Max Zones` from 2 → 1 4. Turn off `Show OB Labels` if not needed --- ## 🔄 Additional Tools ### ♻️ Reset Now - **Location**: Visual Tweaks - **Usage**: If Volume Profile is cluttered, enable it to redraw - **Note**: Disable after use ### 🎯 Draw Mode - **Live**: Direct drawing on the last candle - **Confirmed**: Draw only on closed candles (more stable) --- ## ⚠️ Disclaimer ### 🚨 Important Notice **This indicator is a technical analysis tool only and is not considered financial advice or a trading recommendation.** #### 📌 Please Note: 1. **Just an Analytical Tool**: - The indicator provides technical information based on historical data - Past results do not guarantee future results 2. **Personal Responsibility**: - You are solely responsible for your own trading decisions - Conduct your own research before making any investment decision - Use appropriate risk management (Stop Loss, Position Sizing) 3. **No Guarantees**: - There is no guarantee of profit or success in trading - Financial markets carry high risks - You may lose your entire invested capital 4. **Consult a Professional**: - Consult a licensed financial advisor before making important investment decisions - Ensure you fully understand the risks associated with trading 5. **Proper Use**: - The indicator is designed as an assistive tool, not an automated trading system - Preferably combine it with your own analysis and other tools - Do not rely on a single signal alone #### ⚖️ Acceptance: By using this indicator, you acknowledge and agree that: - The indicator developer is not responsible for any financial losses - All trading decisions are your personal responsibility - You understand the risks associated with trading in financial markets --- ## 💡 Final Advice **"The best traders use tools wisely, not blindly"** - Learn how the indicator works before relying on it - Test settings on a demo account first - Always use Stop Loss - Don't risk more than you can afford to lose --- ## 📞 Contact and Support **If you need any help or have any questions, feel free to contact me.** I'm here to help you understand and use the indicator correctly! 🤝 --- **Good Luck & Trade Safe! 🚀📈**
Pine Script® 인디케이터
Al_Nuaimi의
2
Liquidation Reversal Signals [AlgoAlpha]🟠 OVERVIEW This tool detects potential liquidation-driven reversals by combining z-score analysis of up/down volume with the classic Supertrend. It watches for abnormal surges in directional volume (on a lower timeframe) and links them to trend flips on the main chart. When both align within a short window, it flags a probable reversal caused by forced liquidations. The goal is to help traders identify exhaustion points where aggressive liquidation moves may mark the end of a trend leg. 🟠 CONCEPTS The logic revolves around Z-score normalization of up and down volume to locate statistical extremes. When up-volume z-scores exceed a threshold during a bearish Supertrend, it implies trapped shorts being squeezed; the opposite applies for long liquidations. The script tracks these liquidation spikes and monitors whether a Supertrend regime change follows soon after. If confirmed within the allowed timeout, a colored signal marks the event. In essence: Z-score outliers = potential forced liquidations. Supertrend = structural regime context. Combined = statistically confirmed reversal signals, not random flips. This pairing reduces false positives by ensuring that both volatility structure and order-flow extremes agree before flagging a reversal. 🟠 FEATURES Z-score detection for liquidation spikes with adjustable lookback and threshold. Confirmation logic linking liquidations to Supertrend flips. Alerts for liquidation spikes and confirmed reversal starts. On-chart “No Volume” warning to avoid misreads on illiquid assets. 🟠 USAGE Setup : Add the script to your main chart. Choose a lower timeframe (default 15m) to capture more granular liquidation flows. Adjust Z-Score Length to control how far back the script measures normal behavior and Threshold to decide what counts as extreme. Keep Timeout Bars low (e.g. 20–50) for faster reversals, or higher for slower markets. Read the chart :  • Circles appear below bars when long liquidations occur; above bars for short liquidations.  • A Supertrend flip with a recent liquidation spike will display an arrow and color shift.  • Fills between candles and trend lines show which side dominates: green for bullish reversal, red for bearish.  • Candle color fades based on the magnitude of liquidation pressure. Settings that matter :  • Z-Score Length : Longer smooths noise but delays signal; shorter reacts faster.  • Z-Score Threshold : Higher means only extreme liquidations trigger; lower finds smaller squeezes.  • Timeout Bars : Defines how long after a liquidation the Supertrend flip remains valid.  • Lower Timeframe : Determines the precision of volume readings; too low may increase noise.
Pine Script® 인디케이터
AlgoAlpha의
18
SMC Clean: Structure + LiquidityThis indicator provides Smart Money Concepts (SMC) tools designed to help traders analyze market structure, liquidity pools, and institutional trading zones. It combines several popular SMC methods into one powerful, customizable tool, with a clean and controlled chart display. Features and How it Works: Swing Highs and Lows: The indicator identifies confirmed swing highs and swing lows using a lookback period (default: 15 bars). These points form the basis for market structure analysis. Equal Highs/Equal Lows (EQH/EQL): When price action creates repeated swing highs or lows within a defined tolerance, the tool automatically marks these areas as potential liquidity pools. These are levels where multiple stop orders may accumulate, sometimes leading to significant market moves. Liquidity Lines & Sweeps: Liquidity lines highlight unswept highs and lows, making it easy to see where price may hunt liquidity. When price crosses a swing high/low and closes back, a sweep label is shown (optional). BOS/CHOCH Detection: Break of Structure (BOS): Signals a continuation of the current trend if price closes beyond the previous swing point. Change of Character (CHOCH): Highlights when price reverses and breaks a key swing from the opposite direction, hinting at a potential trend change or shift in market regime. Only confirmed swing points are considered to avoid repainting. Premium & Discount Zones Explained: After a new confirmed swing high and swing low, the area between them forms a “range.” The premium zone is the upper half (from midpoint to swing high): this is typically considered where price is “expensive” or overvalued for the current swing, and is often watched for potential sell setups. The discount zone is the lower half (from swing low to midpoint): this is where price is “cheap” or undervalued for the current swing, commonly monitored for potential buy setups. Colored boxes mark these zones on your chart for instant reference. Dashboard (Movable Position): A visually enhanced dark-themed dashboard shows the current market structure (Bullish/Bearish), liquidity bias (Buy-Side, Sell-Side, or Balanced, based on unswept levels), and last swept side (i.e., which liquidity pool was last taken by price). Dashboard position can be set anywhere on your chart for best visibility. Customization Options: Enable/disable any feature individually for a cleaner chart. Control colors, transparency, and swing sensitivity via user settings. How to Use: Add the indicator to your chart and adjust settings to fit your trading style. Use swing lines and dashboard to determine current market structure and bias. Watch equal highs/lows and liquidity lines for possible sweep events. Use the premium/discount zones to locate optimal areas for trade entries—with institutional logic, buy when price reaches the discount (lower) zone, and look for sales in the premium (upper) zone. Use BOS/CHOCH signals as objective confirmations of trend or regime changes. Always interpret signals in context of broader price action. Important Notes: This indicator is educational and analytical—NO signals are guaranteed. All calculations are non-repainting and use only confirmed price data (no lookahead). No claims of predicting future price movement or performance are made. Disclaimer: This tool is for technical analysis education only. It is not a financial advice nor a guaranteed trading system. Please test all signals and concepts before using in live markets.
Pine Script® 인디케이터
darshakssc의
Pulsar Trading System-LITE📡 Pulsar Trading System OVERVIEW Pulsar is a comprehensive breakout trading system that combines dynamic support/resistance detection, trend filtering, and volume confirmation to identify high-probability entry opportunities. Unlike simple breakout indicators, Pulsar uses multi-timeframe analysis and adaptive ATR-based calculations to filter false signals and provide complete trade management from entry to exit. WHAT MAKES THIS ORIGINAL This indicator is unique in its integration of multiple complementary systems: -Adaptive ATR Zones: Support and resistance levels are not static—they dynamically adjust based on current market volatility (ATR), creating entry zones that expand and contract with market conditions rather than using fixed price levels. -Multi-Timeframe SuperTrend Filter: The trend filter operates on a higher timeframe than the chart (e.g., 5-minute SuperTrend on a 1-minute chart) to prevent counter-trend trades while maintaining granular entry precision. The visual ribbon with humorous warning text ("🚫 Don't Short - Trend is Your Friend! 📈") provides immediate trend awareness. -Intelligent Cooldown System: After any trade exit (stop loss or take profit), the system enters a configurable cooldown period, preventing overtrading during choppy or consolidating market conditions—a critical feature often missing in breakout systems. -Dynamic Trailing Stops: The trailing stop uses ATR multipliers to lock in profits while adapting to volatility, moving only in the favorable direction and never loosening. -Comprehensive Dashboard: Real-time analysis displays trade status, entry prices, distances to targets in both points and ATR multiples, volume confirmation status, and cooldown countdown. HOW IT WORKS Core Detection Logic: Pulsar identifies breakout opportunities by monitoring price interaction with dynamically calculated support and resistance levels: Support/Resistance Calculation: Uses ta.lowest() and ta.highest() over a configurable lookback period to identify key levels, then adds ATR-based buffers (0.5 × ATR) to create entry zones. Breakout Conditions: Long Entry: Price closes above support buffer AND recent low touched support AND volume exceeds threshold Short Entry: Price closes below resistance buffer AND recent high touched resistance AND volume exceeds threshold SuperTrend Filter: A separate higher-timeframe SuperTrend calculation determines overall trend direction. Entries only trigger when breakout direction aligns with SuperTrend (bullish breakout + bullish trend, or bearish breakout + bearish trend). Volume Confirmation: Current volume must exceed a configurable multiple of the 14-period SMA (default 1.0×) to confirm genuine interest in the breakout. Cooldown Mechanism: After exit, the system tracks bars elapsed and blocks new signals until the cooldown period completes, preventing rapid-fire entries in ranging markets. Trade Management: Stop Loss: Calculated as entry zone ± (ATR × SL Multiplier) Take Profit 1: Entry zone ± (ATR × TP1 Multiplier) Take Profit 2: Entry zone ± (ATR × TP2 Multiplier) Trailing Stop (optional): Updates every bar, moving the stop closer by maintaining distance of (ATR × Trailing Multiplier) from current price, but only in favorable direction SuperTrend Calculation: The SuperTrend uses standard methodology: Upper Band = (High + Low) / 2 + (Multiplier × ATR) Lower Band = (High + Low) / 2 - (Multiplier × ATR) Direction changes when price crosses opposite band The ribbon visualization adds a width offset (ATR × Ribbon Width) to create a filled zone rather than a single line. HOW TO USE Setup: Add Pulsar to your chart (works best on liquid instruments like NQ, ES, CL) Configure timeframe-specific settings (see recommendations below) Enable SuperTrend Filter for trend-following mode, or disable for pure breakout mode Set up alerts for Entry, TP1, TP2, and Stop Loss events Recommended Settings by Timeframe: 1-Minute Charts: Lookback Period: 10-15 SuperTrend Timeframe: 5 min ATR Timeframe: 5 min (for stability) Cooldown: 8-12 bars Trailing Stop: Enabled with 0.8-1.0 multiplier 5-Minute Charts: Lookback Period: 15-20 SuperTrend Timeframe: 15 min ATR Timeframe: current chart Cooldown: 5-8 bars Trailing Stop: Optional 15-Minute+ Charts: Lookback Period: 20-30 SuperTrend Timeframe: 1 hour ATR Timeframe: current chart Cooldown: 3-5 bars Trailing Stop: Optional Interpreting Signals: Long/Short Zone Box: Green (long) or red (short) box appears when breakout conditions are met Blue Entry Line: Shows your entry price Red/Orange SL Line: Red = fixed stop, Orange = trailing stop (moves in real-time) Green TP Lines: TP1 (closer) and TP2 (further) targets SuperTrend Ribbon: Green = bullish trend (favor longs), Red = bearish trend (favor shorts) Dashboard Status: Monitor trade state, distances, volume confirmation, and cooldown Best Practices: Use SuperTrend Filter: Significantly reduces false signals by avoiding counter-trend trades Enable Cooldown on Fast Timeframes: Prevents overtrading on 1-5 minute charts Volume Confirmation is Critical: Don't lower volume multiplier below 0.9 on futures Use Higher Timeframe ATR: On 1-minute charts, use 5-minute ATR for stability Avoid Major News Events: Disable during FOMC, NFP, CPI releases Scale Out Strategy: Consider taking partial profits at TP1, letting remainder run to TP2 Parameter Optimization: Start conservative and adjust based on results: Too many stop-outs: Increase SL multiplier or SuperTrend multiplier Missing good trades: Decrease volume multiplier or cooldown period Too many false signals: Increase volume multiplier, lookback period, or cooldown Profits not protected: Enable trailing stop or reduce trailing multiplier KEY FEATURES ✅ Dynamic ATR-Based Zones: Entry, stop loss, and take profit levels automatically adjust to market volatility ✅ Multi-Timeframe Trend Filter: Uses higher timeframe SuperTrend to eliminate counter-trend trades ✅ Volume Confirmation: Filters low-volume false breakouts ✅ Intelligent Cooldown: Prevents overtrading with configurable post-trade waiting period ✅ Trailing Stop System: Optional dynamic stops that lock in profits using ATR distance ✅ Real-Time Dashboard: 13-row analysis showing trade status, targets, distances, volume, and cooldown ✅ Visual Ribbon Warnings: Humorous trend-following reminders on SuperTrend ribbon ✅ Complete Alert System: Notifications for entries, TP1, TP2, fixed stops, and trailing stops ✅ Customizable Visuals: Adjustable colors, dashboard position, text size, and line lengths ✅ Non-Repainting: Uses lookahead = barmerge.lookahead_off for all multi-timeframe calculations SETTINGS EXPLAINED SuperTrend Filter: Enable: Toggle trend filtering on/off Timeframe: Higher timeframe for trend analysis (recommended 3-5x chart timeframe) ATR Period: Period for ATR calculation in SuperTrend (10-14 standard) Multiplier: Distance from center band (2.5-3.5 for most markets) Ribbon Width: Visual thickness of trend ribbon (0.2-0.5) Core Parameters: Lookback Period: Bars used to identify support/resistance (lower = more sensitive) ATR Period: Bars for Average True Range calculation (14 is standard) ATR Timeframe: Use higher timeframe ATR for smoother calculations on fast charts Volume Multiplier: Required volume vs average (1.0 = average, 1.5 = 50% above average) TP/SL: SL Multiplier: Stop loss distance in ATR units (1.0-2.0 typical) TP1 Multiplier: First target in ATR units (1.5-2.5 typical) TP2 Multiplier: Second target in ATR units (2.0-3.5 typical) Trailing Stop: Enable: Activate dynamic trailing stop Multiplier: Distance from current price in ATR units (0.8-1.5 typical) Cooldown: Enable: Prevent new signals after trade exit Bars: Number of bars to wait before allowing next trade (higher on fast timeframes) IMPORTANT NOTES ⚠️ Not a Holy Grail: No indicator is perfect. Pulsar is a tool that requires proper risk management, position sizing, and trading discipline. ⚠️ Backtest First: Test settings on historical data before live trading. Results vary by instrument, timeframe, and market conditions. ⚠️ Market Conditions Matter: Breakout systems perform best in trending markets. Consider reducing size or disabling during known choppy periods. ⚠️ Stop Loss is Mandatory: Always use the provided stop loss levels. Markets can move against you rapidly. ⚠️ Volume Data Required: This indicator requires volume data to function properly. It will display a warning if volume is unavailable. ⚠️ No Repainting: All multi-timeframe calls use non-repainting settings. What you see in real-time is what will be plotted historically. TECHNICAL SPECIFICATIONS Version: Pine Script v6 Type: Indicator (overlay = true) Max Boxes: 500 (for zone visualization) Max Lines: 500 (for TP/SL levels) Max Labels: Unlimited (for annotations) Repainting: None (uses lookahead = barmerge.lookahead_off) COMPATIBLE INSTRUMENTS Works best on liquid instruments with reliable volume data: ✅ Futures: NQ, MNQ, ES, MES, YM, MYM, RTY, M2K, CL, GC ✅ Forex: Major pairs (EUR/USD, GBP/USD, etc.) ✅ Stocks: Large-cap stocks with high volume ⚠️ Crypto: Works but requires higher ATR multipliers ❌ Low Volume Stocks: May produce unreliable signals SUPPORT For questions, suggestions, or to report issues, please comment below. I actively maintain this indicator and appreciate feedback from the community. Enjoy trading with Pulsar! 🌟
Pine Script® 인디케이터
TradeManager_PRO의
Information-Geometric Market Dynamics + MLInformation-Geometric Market Dynamics + ML (IGMD-ML) Foreword: Beyond the Shadows on the Wall If you have traded for any length of time, you understand the frustration of a perfect setup that fails, the whipsaw that stops you out just before a major move, or the persistent feeling that the price chart is only telling you half the story. For decades, technical analysis has focused on interpreting the shadows—the patterns left behind by price. We draw lines, apply indicators, and hope to derive future movement from this historical data. But what if we could stop analyzing the shadows and instead measure the object casting them? This script, Information-Geometric Market Dynamics (IGMD), introduces a new paradigm for market analysis. Its core premise is that the price chart is merely a one-dimensional projection of a much richer, higher-dimensional reality—an "information field" generated by the collective actions, beliefs, and emotions of all market participants. This is not just another collection of indicators. It is a unified framework for measuring the geometry of this information field—its memory, its complexity, its uncertainty, its causal flows—and making high-probability decisions based on that deeper reality. The IGMD Framework: A Multi-Kernel Approach At the heart of IGMD are mathematical "kernels"—specialized engines that transform raw price data into meaningful measurements of abstract market properties. The framework's power lies in its ability to fuse the outputs of five distinct kernels, synthesizing their diverse perspectives into a single, coherent picture of the market's state. The Five Core Kernels of Market Dynamics: 1. The Wavelet Kernel (The "Microscope"): Decomposes price into different frequency scales, separating short-term noise from the underlying market "thesis." 2. The Hurst Exponent Kernel (The "Memory Gauge"): Measures the market's "long-term memory" to determine if it is in a trending, mean-reverting, or random state. 3. The Fractal Dimension Kernel (The "Complexity Compass"): Quantifies the geometric complexity of the price path, acting as a primary filter for tradable vs. untradable conditions. 4. The Shannon Entropy Kernel (The "Uncertainty Meter"): Provides a pure measure of information and uncertainty, gauging market conviction and predictability. 5. The Transfer Entropy Kernel (The "Causality Probe"): Moves beyond correlation to measure the directed flow of information, assessing if a driver (like volume) is genuinely leading price. Major Update: The Intelligence Layer & Machine Learning Integration This version of IGMD introduces a significant advancement: an integrated machine learning (ML) engine that acts as an intelligent decision-making layer on top of the core five-kernel analysis. This is not a "black box" system but a transparent, adaptive filter designed to improve signal quality by learning from the market in real time. How the ML Engine Works The ML model processes the outputs from all five IGMD kernels and other market variables (like RSI and Volume) to build a comprehensive, multi-dimensional understanding of the current market state. Core Technology: The engine uses an online logistic regression model. "Online" means it learns and updates its parameters with every new bar of data, allowing it to adapt continuously to changing market dynamics without needing to be retrained. Non-Linear Pattern Recognition: To capture the market's complex behavior, the model projects the kernel data into a higher-dimensional space using Random Fourier Features (RFF) . This technique allows a linear model to recognize highly intricate patterns that would otherwise be invisible. Probabilistic Filtering: The ML engine’s primary function is to act as a final confirmation filter. For every signal generated by the core IGMD system, the ML model calculates a probability score—its confidence that the price will move in the predicted direction. Signals are only displayed if they pass this confidence check. Key Features of the ML Engine Automated Regime Filter: The ML engine uses the Fractal Dimension and Shannon Entropy kernels to identify choppy, unpredictable markets. During these periods, the system automatically pauses new signal generation to help preserve capital. Adaptive Confidence Threshold: To optimize performance, the ML engine features an optional self-adjusting confidence threshold. This system tracks its own rolling accuracy and adjusts its selectivity accordingly, becoming more cautious in uncertain periods and more opportunistic when its accuracy is high. Feature Importance Monitoring: The dashboard displays which of the core IGMD features (e.g., Wave, Hurst, Entropy) the ML model is currently relying on most. This provides valuable insight into the market's character and what is driving the model's decisions. Advanced Adaptation: The Reinforcement Learning Bandit (Experimental) For advanced users, this version includes an experimental feature based on a Multi-Armed Bandit , a concept from reinforcement learning. When enabled, this system can automatically switch between different parameter presets (e.g., Conservative, Balanced, Aggressive) based on the current market regime. It learns over time which preset performs best under specific conditions by balancing the exploitation of known successful strategies with the exploration of others. Fusion & Interpretation: The Field Score & Enhanced Dashboard The Field Score: The outputs of the five kernels are fused into a single, comprehensive "Field Score" ranging from -1 (maximum bearish alignment) to +1 (maximum bullish alignment). This remains the ultimate at-a-glance metric for the market's net state. The Enhanced Dashboard: Your mission control has been upgraded to include the ML engine's analysis. Alongside the core kernel readouts, you can now monitor: ML Status: See if the model is active, warming up, or disabled. ML Probability: View the model's real-time confidence for a bullish move. Regime Status: Instantly know if the market is "Trending," "Normal," or "Choppy (Paused)." Top Feature: Identify the most influential IGMD kernel according to the ML model. Signal Status: See the final, ML-vetted signal. Mastering the Controls: A Guide to the Inputs The inputs menu gives you full control over the IGMD and ML engines. 🤖 Machine Learning Engine: Enable ML Probability Model: The master switch for the entire ML layer. Prediction Horizon: Set how many bars ahead you want the ML model to predict. This should align with your trading style. ML Confidence Threshold: The minimum probability required for the ML model to approve a signal. This is your primary tool for adjusting signal quality versus frequency. Pause in Choppy Regimes: Enable or disable the automated filter that stops trading in unfavorable conditions. Auto-Adjust Threshold: Allow the system to self-optimize its confidence threshold based on recent accuracy. 🎰 Adaptive Parameter Bandit: Enable Parameter Bandit: Activate the experimental reinforcement learning agent to manage strategy presets automatically. Reading the Battlefield: On-Chart Visuals In addition to the established pattern boxes, RR rails, and signal markers, a new visual element has been added: ML Rejection Markers (✗): An orange '✗' will appear on the chart when the core IGMD system identifies a potential setup, but the ML model's confidence is below your defined threshold. This provides crucial feedback, showing you which signals were intelligently filtered out by the intelligence layer for having a lower probability of success. A Methodological Distinction: What Sets IGMD Apart ** What sets this framework apart is its foundational approach. Instead of relying on traditional technical indicators, IGMD is architected as a multi-disciplinary engine that fuses concepts from signal processing, chaos theory, and information theory. It moves beyond analyzing simple price action to measure the market's underlying "information field"—quantifying its memory, complexity, and causal flows into a single, unified score. The integrated machine learning layer builds on this foundation, creating a transparent, adaptive filter that learns from market conditions in real-time. This combination of a fused, multi-dimensional analysis with a live, probabilistic intelligence layer offers a more dynamic and nuanced perspective than static, single-purpose indicators. Development Philosophy & A Final Word This script was designed to answer a single question: "What is the market *really* doing?" The addition of a transparent, adaptive machine learning layer is the next logical step in this pursuit—using computational intelligence to navigate the vast amount of information the core kernels provide. This tool is offered for educational and analytical purposes and does not constitute financial advice. Its goal is to elevate market analysis from interpreting flat shadows to measuring the rich, geometric reality of the market's information field. As the great mathematician Benoit Mandelbrot, father of fractal geometry, noted: "Clouds are not spheres, mountains are not cones, coastlines are not circles, and bark is not smooth, nor does lightning travel in a straight line." Neither does the market. IGMD is a tool designed to help navigate that beautiful, complex, and fractal reality. — Dskyz, Trade with insight. Trade with anticipation.
Pine Script® 인디케이터
DskyzInvestments의
2
Dashboard — Vol & PriceDashboard for traders Indicator Description 1. Prev Day High What it shows: the previous trading day's high. Why it shows: a resistance level. Many traders watch to see if the price will hold above or below this level. A breakout can signal buying strength. 2. Prev Day Low What it shows: the previous day's low. Why it shows: a support level. If the price breaks downwards, it signals weakness and a possible continuation of the decline. 3. Today What it shows: The difference between the current price and yesterday's close (in absolute values ​​and as a percentage). Color: green for an increase, red for a decrease. Why it shows: immediately shows how strong a gap or movement is today relative to yesterday. This is an indicator of current momentum. 4. ADR, % (Average Daily Range) What it shows: Average daily range (High – Low), expressed as a percentage of the closing price, for the selected period (default 7 days). Why it's useful: To understand the "normal" volatility of an instrument. For example, if the ADR is 3%, then a 1% move is small, while a 6% move is very large. 5. ATR (Average True Range) What it shows: Average fluctuation range (including gaps), in absolute points, for the specified period (default 7 days). Why it's useful: A classic volatility indicator. Useful for setting stops, calculating position sizes, and identifying "noise" movements. 6. ATR (Today), % What it shows: How much the current movement today (from yesterday's close to the current price) represents in % of the average ATR. Why it shows: Shows whether the instrument has "played out" its average range. If the value is already >100%, there is a high probability that the movement will begin to slow. 7. Vol (Today) What it shows: Current trading volume for the day (in millions/billions). Comparison with yesterday as a percentage (for example: 77.32M (-52.78%)). Color: green if the volume is higher than yesterday; red if lower. Why it shows:Quickly shows whether the market is active today. Volume = fuel for price movement. 8. Avg Vol (20d) What it shows: Average daily volume over the last 20 trading days. Why it's useful:"normal" activity level. It's a convenient backdrop for assessing today's turnover. 9. Rel. Vol (Today), % (Relative Volume) What it shows: Deviation of the current volume from the average (20 days). Formula: `(today / average - 1)` * 100`. +30% = volume 30% above average, -40% = 40% below average. Color: green for +, red for –. Why it's useful:A key indicator for a trader. If RelVol > 100% (green), the market is "charged," and the movement is more significant. If low, activity is weak and movements are less reliable. 10. Normalized RS (Relative Strength) What it shows: the relative strength of a stock to a selected benchmark (e.g., SPY), normalized by the period (default 7 days). 100 = same result as the market. > 100 = the stock is stronger than the index. <100 = weaker than the index. Why it's needed: filtering ideas. Strong stocks rise faster when the market rises, weak stocks fall more sharply. This helps trade in the direction of the trend and select the best candidates. In summary: Prev High / Low — key support and resistance levels. Today — an instant understanding of the current momentum. ADR and ATR — volatility and potential movement. ATR (Today) — how much the instrument has already "run." Vol + Rel.Vol — activity and confirmation of the movement's strength. RS — selecting strong/weak leaders against the market.
Pine Script® 인디케이터
finrangecom의
[FS] Pivot Measurements# Pivot Measurements An advanced TradingView indicator that combines LuxAlgo's pivot point detection algorithm with automatic measurement calculations between consecutive pivots. ## Features ### Pivot Detection - **Regular Pivots**: Detects standard pivot highs and lows using configurable pivot length - **Missed Pivots**: Identifies missed reversal levels that occurred between regular pivots - **Visual Indicators**: - Regular pivot highs: Red downward triangle (▼) - Regular pivot lows: Teal upward triangle (▲) - Missed pivots: Ghost emoji (👻) - **Zigzag Lines**: Connects pivots with colored lines (solid for regular, dashed for missed) - **Ghost Levels**: Horizontal lines indicating missed pivot levels ### Measurement System - **Automatic Measurements**: Calculates price movements between consecutive pivots - **Visual Display**: - Transparent colored boxes (blue for upward, red for downward movements) - Measurement labels showing: - Price change (absolute and percentage) - Duration (bars, days, hours, minutes) - Volume approximation - **Smart Positioning**: Labels positioned outside boxes (above for upward, below for downward) - **Color Coding**: Blue for positive movements, red for negative movements ## Parameters ### Pivot Detection - **Pivot Length** (default: 50): Number of bars on each side to identify a pivot point - **Regular Pivots**: Toggle and colors for regular pivot highs and lows - **Missed Pivots**: Toggle and colors for missed pivot detection ### Measurements - **Number of Measurements** (1-10, default: 10): Maximum number of measurements to display - **Show Measurement Boxes**: Toggle to show/hide measurement boxes and labels - **Box Transparency** (0-100, default: 90): Transparency level for measurement boxes - **Border Transparency** (0-100, default: 50): Transparency level for box borders - **Label Background Transparency** (0-100, default: 30): Transparency level for label backgrounds - **Label Size**: Size of measurement labels (tiny, small, normal, large) ## Usage 1. Add the indicator to your chart 2. Configure the **Pivot Length** based on your timeframe: - Lower values for shorter timeframes (e.g., 10-20 for 1-5 min) - Higher values for longer timeframes (e.g., 50-100 for daily) 3. Adjust pivot colors and visibility as needed 4. Customize measurement display settings: - Set the number of measurements to display - Adjust transparency levels for boxes, borders, and labels - Choose label size ## Technical Details - **Pine Script Version**: v6 - **Pivot Detection**: Based on () algorithm for detecting regular and missed pivots - **Measurement Calculation**: - Measures between consecutive pivots (from most recent to older) - Calculates price change, percentage change, duration, and approximate volume - Automatically sorts pivots chronologically - **Performance**: Optimized with helper functions to reduce code duplication ## Notes - The indicator automatically limits the number of stored pivots to optimize performance - Measurements are only created when there are at least 2 pivots detected - All measurements are recalculated on each bar update - The indicator uses `max_bars_back=5000` to ensure sufficient historical data ## License This indicator uses LuxAlgo's pivot detection algorithm from (). Please refer to the original LuxAlgo license for pivot detection components.
Pine Script® 인디케이터
SF_Trade의
14
Bubbles VolumeBubbles Volume Indicator Overview The Bubbles Volume Indicator is an advanced volume visualization tool that transforms traditional volume analysis into an intuitive, visual experience. By representing volume as dynamically-sized bubbles directly on your price chart, this indicator helps traders quickly identify significant volume events, potential support/resistance levels, and shifts in market sentiment. Key Features 🔵 Visual Volume Representation Displays volume as circular bubbles at the midpoint of each candle Bubble size scales proportionally to volume significance Instant visual identification of unusual volume activity Clean, uncluttered chart presentation 📊 Dual Volume Modes Total Volume Mode: Displays complete trading volume for each bar Volume Delta Mode: Shows the difference between buying and selling pressure, helping identify market direction and strength 🎨 Advanced Coloring Systems Simple Mode: Clear green/red coloring for buy/sell pressure HeatMap Mode: Gradient coloring that intensifies with volume strength, providing instant visual feedback on volume intensity 📍 Significant Level Detection Automatically identifies and marks price levels with exceptional volume These levels often act as future support or resistance zones Historical volume levels remain visible for reference How to Use For Day Traders Identify volume climaxes that may signal reversals Spot accumulation/distribution patterns through Volume Delta Confirm breakouts with significant volume bubbles For Swing Traders Mark important support/resistance levels based on historical high-volume areas Identify institutional activity through unusual volume patterns Validate trend strength using volume confirmation For Scalpers Quick visual identification of liquidity pockets Real-time volume delta for order flow analysis Filter out low-volume noise with minimum contract settings Parameter Settings Volume Settings Volume Type Total Volume: Shows all traded volume for each bar - ideal for general volume analysis Volume Delta: Displays the difference between buying and selling pressure - perfect for order flow analysis Minimum Contracts Filters out bubbles below a specified volume threshold Set to 0 to disable filtering Helps remove noise during low-volume periods For Volume Delta: Filters based on absolute delta value Bubble Display Show Bubbles Toggle the visibility of volume bubbles on/off Bubbles appear at the middle price point (HL2) of each bar Threshold Statistical threshold measured in standard deviations Controls sensitivity of volume significance detection: 1.0 = Shows top ~32% of volumes (more bubbles, common events) 2.0 = Shows top ~5% of volumes (significant events) 3.0 = Shows top ~0.3% of volumes (rare, extreme events) Higher values display only the most significant volume spikes HeatMap OFF: Simple coloring scheme (green for buying, red for selling in Delta mode) ON: Gradient coloring that intensifies with volume strength Provides additional visual dimension to volume analysis Volume Levels Significant Levels Draws horizontal lines at price levels where extreme volume occurred Volume must exceed 3x the threshold setting to qualify These levels often become important support/resistance zones Levels Qty Maximum number of significant volume level lines to display Older lines are automatically removed when limit is exceeded Keeps chart clean while maintaining relevant historical levels Visual Indicators Bubble Sizes (in order of significance) Tiny: Minimal volume above baseline Small: Low significant volume Normal: Moderate volume activity Medium: Above-average volume Large: High volume activity Huge: Exceptional volume Labeled: Extreme volume with numeric display Color Coding Green: Buying pressure (in Volume Delta mode) or rising prices Red: Selling pressure (in Volume Delta mode) or falling prices Gradient Intensity: Stronger colors indicate higher relative volume Information Display The indicator includes a real-time information table showing: Current operating mode (Total Volume or Volume Delta) Live delta values with directional arrows (in Volume Delta mode) Active minimum contracts filter setting Best Practices Start with default settings to familiarize yourself with the indicator Adjust threshold based on your trading timeframe (lower for scalping, higher for position trading) Use Volume Delta mode when analyzing order flow and market sentiment Enable Significant Levels for swing trading to identify key support/resistance Apply Minimum Contracts filter to reduce noise in low-volume markets Technical Notes The indicator requires volume data to function (not available on all symbols) Volume Delta calculations use intrabar data for enhanced accuracy Historical significant levels are preserved for technical analysis Optimized for both light and dark chart themes Trading Applications Breakout Confirmation: Large bubbles during breakouts confirm strength Reversal Detection: Extreme volume at tops/bottoms may signal reversals Trend Analysis: Increasing bubble sizes confirm trend strength Support/Resistance: High-volume levels often become future pivots Order Flow: Volume Delta reveals real-time buying/selling pressure
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ClickNull의
1
ONLY LONG – 4H Breakout → 1H EMA(12/21) [Signals]🔹 ONLY LONG – 4H Breakout → 1H EMA(12/21) Author: SystemsOverFeelings Type: Signal-only indicator (non-repainting) Timeframe: Designed for the 1H chart Markets: BTCUSDT perpetual& major pairs 📖 Concept A high-timeframe confirmation model for trend-continuation longs. It detects: A 4-Hour breakout candle closing above recent range highs, With very-high volume confirmation, and Then waits for a 1-Hour pullback into the EMA(12/21) band or a Break of Structure (BOS) to re-enter. No repainting — all 4H logic uses request.security(..., lookahead_off) for confirmed data. 🧩 Signal Logic ✅ 4H Trigger: Breakout candle with volume > SMA(20) × user multiplier. ✅ Armed Regime: Green background = system ready for 1H entries. 🟢 LONG Signal: 1H candle consolidates inside or touches the EMA band, or shows BOS confirmation. ❌ EXIT Signal: 4H EMA(12) crosses below EMA(21). All signals are visually marked and alert-ready. ⚙️ Adjustable Parameters 4H volume multiplier Range lookback days Pullback strictness (inside/touch) 1H BOS pivot length & mode Expiry time for invalidated setups 🔔 Alerts Built-in alerts for: 4H breakout trigger 1H long entry signal 4H band exit Use them directly via “Create Alert → Condition → This Script → Choose Signal.” 💡 Notes Works best on BTC/ETH 1H chart. Non-repainting, multi-timeframe logic. Use for directional bias or entry timing — not financial advice.
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SystemsOverFeelings의
Quantura - Supply & Demand Zone DetectionIntroduction “Quantura – Supply & Demand Zone Detection” is an advanced indicator designed to automatically detect and visualize institutional supply and demand zones, as well as breaker blocks, directly on the chart. The tool helps traders identify key areas of market imbalance and potential reversal or continuation zones, based on price structure, volume, and ATR dynamics. Originality & Value This indicator provides a unique and adaptive method of zone detection that goes beyond simple pivot or candle-based logic. It merges multiple layers of confirmation—volume sensitivity, ATR filters, and swing structure—while dynamically tracking how zones evolve as the market progresses. Unlike traditional supply and demand indicators, this script also detects and plots Breaker Zones when previous imbalances are violated, giving traders an extra layer of market context. The key values of this tool include: Automated detection of high-probability supply and demand zones. Integration of both volume and ATR filters for precision and adaptability. Dynamic zone merging and updating based on price evolution. Identification of breaker blocks (invalidated zones) to visualize market structure shifts. Optional bullish and bearish trade signals when zones are retested. Clear, visually optimized plotting for efficient chart interpretation. Functionality & Core Logic The indicator continuously scans recent price data for swing highs/lows and combines them with optional volume and ATR conditions to validate potential zones. Demand Zones are formed when price action indicates accumulation or a strong bullish rejection from a low area. Supply Zones are created when distribution or strong bearish rejection occurs near local highs. Breaker Blocks appear when existing zones are invalidated by price, helping traders visualize potential market structure shifts. Bullish and bearish signals appear when price re-enters an active zone or breaks through a breaker block. Parameters & Customization Demand Zones / Supply Zones: Enable or disable each individually. Breaker Zones: Activate breaker block detection for invalidated zones. Volume Filter: Optional filter to only confirm zones when volume exceeds its long-term average by a user-defined multiplier. ATR Filter: Optional filter for volatility confirmation, ensuring zones form under strong momentum conditions. Swing Length: Controls the number of bars used to detect structural pivots. Sensitivity Controls: Adjustable ATR and volume multipliers to fine-tune detection responsiveness. Signals: Toggle for on-chart bullish (▲) and bearish (▼) signal plotting when price interacts with zones. Color Customization: User-defined bullish and bearish colors for both standard and breaker zones. Core Calculations Zones are detected using pivot highs and lows with a defined lookback and lookahead period. Additional filters apply if ATR and volume are enabled, requiring conditions like “ATR > average * multiplier” and “Volume > average * multiplier.” Detected zones are merged if overlapping, keeping the chart clean and logical. When price breaks through a zone, the original box is closed, and a new breaker zone is plotted automatically. Bullish and bearish markers appear when zones are retested from the opposite side. Visualization & Display Demand zones are shaded in semi-transparent bullish color (default: blue). Supply zones are shaded in semi-transparent bearish color (default: red). Breaker zones appear when previous imbalances are broken, helping to spot structural shifts. Optional arrows (▲ / ▼) indicate potential buy or sell reactions on zone interaction. Use Cases Identify institutional areas of accumulation (demand) or distribution (supply). Detect potential breakout traps and market structure shifts using breaker zones. Combine with other tools such as volume profile, EMA, or liquidity indicators for deeper confirmation. Observe retests and reactions of zones to anticipate possible reversals or continuations. Apply multi-timeframe analysis to align higher timeframe zones with lower timeframe entries. Limitations & Recommendations The indicator does not predict future price movement; it highlights structural imbalances only. Performance depends on chosen swing length and sensitivity—users should optimize parameters for each market. Works best in volatile markets where supply and demand imbalances are clearly expressed. Should be used as part of a broader trading framework, not as a standalone signal generator. Markets & Timeframes The “Quantura – Supply & Demand Zone Detection” indicator is suitable for all asset classes including cryptocurrencies, Forex, indices, commodities, and equities. It performs reliably across multiple timeframes, from intraday scalping to higher timeframe swing analysis. Author & Access Developed 100% by Quantura. Published as a Open-source script indicator. Access is free. Important This description complies with TradingView’s Script Publishing and House Rules. It clearly explains the indicator’s originality, underlying logic, functionality, and intended use without unrealistic claims or performance guarantees.
Pine Script® 인디케이터
Quantura의
2
Quantura - Fair Value GapIntroduction “Quantura – Fair Value Gap” is a precision-engineered institutional concept indicator designed to automatically identify, visualize, and manage Fair Value Gaps (FVGs) across any market or timeframe. It enables traders to observe price inefficiencies, potential liquidity voids, and retracement areas that often act as magnets for price rebalancing. Originality & Value Unlike many public FVG scripts that only highlight candle gaps, this indicator integrates dynamic filters and adaptive logic to determine the strength and reliability of each gap. It merges overlapping zones intelligently and optionally extends valid imbalances forward for ongoing reference. Its value lies in: Dynamic statistical filtering based on gap standard deviation. Optional volume confirmation for high-confidence FVGs. Automatic merging of overlapping or adjacent gaps for clean visualization. Support for both bullish and bearish imbalances. Signal alerts when gaps are filled or rebalanced by price. Functionality & Core Logic Detects Fair Value Gaps by comparing candle-to-candle price displacement. Applies a Gap Filter (standard deviation-based) to qualify valid gaps. Optionally validates gaps formed under significant volume conditions. Draws color-coded boxes to mark bullish (discount) and bearish (premium) inefficiencies. Monitors each FVG until price fills the gap, at which point the box is visually closed. Provides optional signal markers (“▲” or “▼”) when rebalancing occurs. Parameters & Customization Gap Filter: Sets the minimum statistical deviation required for a valid FVG. Higher values detect fewer, stronger gaps. Volume Filter: Toggles additional validation using relative volume strength. Volume Sensitivity: Adjusts how much above-average volume must be present to confirm a gap. Bullish/Bearish Colors: Customize color schemes for imbalance zones. Extend Gaps: Optionally extend open gaps forward for better confluence tracking. Signals: Enables or disables gap-fill signal markers. Visualization & Display Bullish FVGs: Appear in blue-tinted boxes, indicating potential demand-side inefficiencies. Bearish FVGs: Appear in red-tinted boxes, representing potential supply-side inefficiencies. Overlapping zones are merged automatically to maintain clarity. Filled gaps remain visible for historical context, allowing for post-event analysis. Optional signal arrows display when price returns to rebalance an FVG. Use Cases Identify institutional inefficiencies and liquidity voids. Detect premium and discount levels in trending markets. Combine with market structure or order block indicators for confluence. Track when price rebalances inefficiencies to refine entry/exit points. Build FVG-based algorithmic strategies that rely on structural imbalance resolution. Limitations & Recommendations The indicator detects structural imbalances but does not predict future direction or guarantee profitability. Volume filters may behave differently across brokers due to data-source differences. Use alongside structure or liquidity tools for enhanced decision-making. Extreme volatility or illiquid assets may generate temporary invalid gaps. Markets & Timeframes Compatible with all markets (crypto, forex, equities, indices, futures) and all timeframes. Recommended for multi-timeframe confluence analysis — e.g., detecting higher-timeframe FVGs and refining lower-timeframe entries. Author & Access Developed 100% by Quantura. Published as a Open-source script indicator. Access is free. Compliance Note This description adheres fully to TradingView’s House Rules and Script Publishing Requirements . It provides a detailed explanation of originality, core logic, limitations, and appropriate use — with no unrealistic or misleading performance claims.
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Quantura의