Barstatistics — אינדיקטורים ואסטרטגיות

Volume Weighted Volatility Regime The Volume-Weighted Volatility Regime (VWVR) is a market analysis tool that dissects total volatility to classify the current market 'character' or 'regime'. Using a Linear Regression model, it decomposes volatility into Trend, Residual (mean-reversion), and Within-Bar (noise) components. Key Features: Seven-Stage Regime Classification: The indicator's primary output is a regime value from -3 to +3, identifying the market state: +3 (Strong Bull Trend): High directional, upward volatility. +2 (Choppy Bull): Moderate upward trend with noise. +1 (Quiet Bull): Low volatility, slight upward drift. 0 (Neutral): No clear directional bias. -1 (Quiet Bear): Low volatility, slight downward drift. -2 (Choppy Bear): Moderate downward trend with noise. -3 (Strong Bear Trend): High directional, downward volatility. Advanced Volatility Decomposition: The regime is derived from a three-component volatility model that separates price action into Trend (momentum), Residual (mean-reversion), and Within-Bar (noise) variance. The classification is determined by comparing the 'Trend' ratio against the user-defined 'Trend Threshold' and 'Quiet Threshold'. Dual-Level Analysis: The indicator analyzes market character on two levels simultaneously: Inter-Bar Regime (Background Color): Based on the main StdDev Length, showing the overall market character. Intra-Bar Regime (Column Color): Based on a high-resolution analysis within each single bar ('Intra-Bar Timeframe'), showing the micro-structural character. Calculation Options: Statistical Model: The 'Estimate Bar Statistics' option (enabled by default) uses a statistical model ('Estimator') to perform the decomposition. (Assumption: In this mode, the Source input is ignored, and an estimated mean for each bar is used instead). Normalization: An optional 'Normalize Volatility' setting calculates an Exponential Regression Curve (log-space). Volume Weighting: An option (Volume weighted) applies volume weighting to all volatility calculations. Multi-Timeframe (MTF) Capability: The entire dual-level analysis can be run on a higher timeframe (using the Timeframe input), with standard options to handle gaps (Fill Gaps) and prevent repainting (Wait for...). Integrated Alerts: Includes 22 comprehensive alerts that trigger whenever the 'Inter-Bar Regime' or the 'Intra-Bar Regime' crosses one of the key thresholds (e.g., 'Regime crosses above Neutral Line'), or when the 'Intra-Bar Dominance' crosses the 50% mark. Caution: Real-Time Data Behavior (Intra-Bar Repainting) This indicator uses high-resolution intra-bar data. As a result, the values on the current, unclosed bar (the real-time bar) will update dynamically as new intra-bar data arrives. This behavior is normal and necessary for this type of analysis. Signals should only be considered final after the main chart bar has closed. DISCLAIMER 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. 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. 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. 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. 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.

Volume Weighted Intra Bar Standard Deviation This indicator provides a high-resolution analysis of market volatility by dissecting each bar on the chart into its fundamental components. It uses data from a lower, intra-bar timeframe to separate the total volatility of a single bar into its 'directional' and 'non-directional' parts. Key Features: Intra-Bar Volatility Decomposition: For each bar on the chart, the indicator analyzes the underlying price action on a smaller timeframe ('Intra-Bar Timeframe') and quantifies two types of volatility: Between-Bar Volatility (Directional): Calculated from price movements between the intra-bar candles. This component represents the directional, trending price action within the main bar. Within-Bar Volatility (Non-Directional): Calculated from price fluctuations inside each intra-bar candle. This component represents the choppy, noisy, or ranging price action. Dual Display Modes: The indicator offers two modes to visualize this information: Absolute Mode: Plots the total standard deviation as a stacked column chart, showing the absolute magnitude of volatility and the contribution of each component. Normalized Mode: Plots the components as a 100% stacked column chart (scaled from 0 to 1), focusing purely on the percentage ratio of 'between-bar' (trending) and 'within-bar' (choppy) volatility. Calculation Options: Statistical Model: The 'Estimate Bar Statistics' option (enabled by default) uses a statistical model ('Estimator') to perform the decomposition. (Assumption: In this mode, the Source input is ignored, and an estimated mean for each bar is used instead). Normalization: An optional 'Normalize Volatility' setting calculates volatility in percentage terms (log-space). Volume Weighting: An option (Volume weighted) applies volume weighting to all intra-bar volatility calculations. Volatility Pivot Detection: Includes a built-in pivot detector that identifies significant turning points (highs and lows) in the total volatility line. (Note: This is only visible in 'Absolute Mode'). Note on Confirmation (Lag): Pivot signals are confirmed using a lookback method. A pivot is only plotted after the Pivot Right Bars input has passed, which introduces an inherent lag. Multi-Timeframe (MTF) Capability: MTF Analysis Lines: The entire intra-bar analysis can be run on a higher timeframe (using the Timeframe input), with standard options to handle gaps (Fill Gaps) and prevent repainting (Wait for...). Limitation: The Pivot detection (Calculate Pivots) is disabled if a Higher Timeframe (HTF) is selected. Integrated Alerts: Includes 6 alerts for: Volatility character changes (e.g., 'Character Change from Choppy to Trend'). Dominant character emerging (e.g., 'Trend Character Emerging'). Total Volatility pivot (High/Low) detection. Caution: Real-Time Data Behavior (Intra-Bar Repainting) This indicator uses high-resolution intra-bar data. As a result, the values on the current, unclosed bar (the real-time bar) will update dynamically as new intra-bar data arrives. This behavior is normal and necessary for this type of analysis. Signals should only be considered final after the main chart bar has closed. DISCLAIMER 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. 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. 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. 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. 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.

Volume Weighted LR Standard Deviation This indicator analyzes market character by decomposing total volatility into three distinct, interpretable components based on a Linear Regression model. Key Features: Three-Component Volatility Decomposition: The indicator separates volatility based on the 'Estimate Bar Statistics' option. Standard Mode (Estimate Bar Statistics = OFF): Calculates volatility based on the selected Source (dies führt hauptsächlich zu 'Trend'- und 'Residual'-Volatilität). Decomposition Mode (Estimate Bar Statistics = ON): The indicator uses a statistical model ('Estimator') to calculate within-bar volatility. (Assumption: In this mode, the Source input is ignored, and an estimated mean for each bar is used instead). This separates volatility into: Trend Volatility (Green/Red): Volatility explained by the regression's slope (Momentum). Residual Volatility (Yellow): Volatility from price oscillating around the regression line (Mean-Reversion). Within-Bar Volatility (Blue): Volatility from the high-low range of each bar (Noise/Choppiness). Dual Display Modes: The indicator offers two modes to visualize this decomposition: Absolute Mode: Displays the total standard deviation as a stacked area chart, partitioned by the variance ratio of the three components. Normalized Mode: Displays the direct variance ratio (proportion) of each component relative to the total (0-1), ideal for identifying the dominant market character. Calculation Options: Normalization: An optional 'Normalize Volatility' setting calculates an Exponential Regression Curve (log-space), making the analysis suitable for growth assets. Volume Weighting: An option (Volume weighted) applies volume weighting to all regression and volatility calculations. Multi-Component Pivot Detection: Includes a pivot detector that identifies significant turning points (highs and lows) in both the Total Volatility and the Trend Volatility Ratio. (Note: These pivots are only plotted when 'Plot Mode' is set to 'Absolute'). Note on Confirmation (Lag): Pivot signals are confirmed using a lookback method. A pivot is only plotted after the Pivot Right Bars input has passed, which introduces an inherent lag. Multi-Timeframe (MTF) Capability: MTF Volatility Lines: The volatility lines can be calculated on a higher timeframe, with standard options to handle gaps (Fill Gaps) and prevent repainting (Wait for...). Limitation: The Pivot detection (Calculate Pivots) is disabled if a Higher Timeframe (HTF) is selected. Integrated Alerts: Includes 9 comprehensive alerts for: Volatility character changes (e.g., 'Character Change from Noise to Trend'). Dominant character emerging (e.g., 'Bullish Trend Character Emerging'). Total Volatility pivot (High/Low) detection. Trend Volatility pivot (High/Low) detection. DISCLAIMER 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. 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. 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. 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. 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.

Volume Weighted Standard Deviation This indicator calculates the Standard Deviation and decomposes total volatility into its core components, allowing to analyze the underlying character of the market. Key Features: 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 of the selected Source. Decomposition Mode (Estimate Bar Statistics = ON): The indicator uses a statistical model ('Estimator') to calculate within-bar volatility (choppiness, noise) and between-bar volatility (trending moves). (Assumption: In this mode, the Source input is ignored, and an estimated mean for each bar is used instead). Dual Display Modes: The indicator offers two modes to visualize this information: Absolute Mode: Plots the total standard deviation as a stacked area chart, showing the proportional contribution of the 'Between' and 'Within' components. Normalized Mode: Plots the direct ratio of each component's variance (from 0 to 1), making it easy to identify which character is dominant. Calculation Options: The volatility calculation can be optionally Volume weighted. An optional Normalize Volatility setting performs the calculation in logarithmic space, making volatility comparable across different price scales. Volatility Pivot Detection: Includes a built-in pivot detector that identifies significant turning points (highs and lows) in the total volatility line. (Note: This is only visible in 'Absolute Mode'). Note on Confirmation (Lag): Pivot signals are confirmed using a lookback method. A pivot is only plotted after the Pivot Right Bars input has passed, which introduces an inherent lag. Multi-Timeframe (MTF) Capability: MTF Volatility Lines: The volatility lines can be calculated on a higher timeframe, with standard options to handle gaps (Fill Gaps) and prevent repainting (Wait for...). Limitation: The Pivot detection (Calculate Pivots) is disabled if a Higher Timeframe (HTF) is selected. Integrated Alerts: Includes 6 alerts for: Volatility character changes (e.g., 'Trend Character Emerging', 'Character Change from Trend to Choppy'). Volatility pivot (high or low) detection. DISCLAIMER 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. 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. 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. 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. 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.

Volume Weighted Average Price This indicator provides an implementation of the Volume Weighted Average Price (VWAP), extended with layered standard deviation bands that decompose total market volatility relative to the VWAP anchor period. Key Features: Volatility Decomposition: The indicator's primary feature is its ability to separate volatility, controlled by the 'Estimate Bar Statistics' option. Standard Mode (Estimate Bar Statistics = OFF): Plots a single set of bands representing the standard deviation of the Source price relative to the VWAP. Decomposition Mode (Estimate Bar Statistics = ON): The indicator uses a statistical model ('Estimator') to calculate within-bar volatility. (Assumption: In this mode, the Source input is ignored, and an estimated mean for each bar is used instead). This mode displays two sets of bands: Inner Bands: Show only the contribution of the 'between-bar' volatility. Outer Bands: Show the total volatility (the sum of between-bar and within-bar components). Periodic & Customizable Anchor: The VWAP calculation is session-based and resets at the beginning of a new period. The anchor timeframe (Anchor Timeframe) can be detected automatically (e.g., 'Session', 'Week') or specified manually. Weighting Mechanism: The indicator has two levels of weighting: The baseline is always a VWAP (Volume-Weighted Average Price). The Volume weighted input additionally applies volume weighting to the volatility (standard deviation) calculation for the bands. Multi-Timeframe (MTF) Engine: The indicator includes an MTF conversion block. When a Higher Timeframe (HTF) is selected, advanced options become available: Fill Gaps handles data gaps, and Wait for timeframe to close prevents repainting by ensuring the indicator only updates when the HTF bar closes. Integrated Alerts: Includes a full set of built-in alerts for the source price crossing over or under the central VWAP line and the outermost calculated volatility band. DISCLAIMER 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. 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. 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. 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. 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.

Volume Weighted Linear Regression Band The Volume-Weighted Linear Regression Band (VWLRBd) is a volatility channel that uses a Linear Regression line as its dynamic baseline. Its primary feature is the decomposition of total volatility into two distinct components, visualized as layered bands. Key Features: Volatility Decomposition: The indicator separates volatility based on the 'Estimate Bar Statistics' option. Standard Mode (Estimate Bar Statistics = OFF): The indicator functions as a standard (Volume-Weighted) Linear Regression Channel. It plots a single set of bands based on the standard deviation of the residuals (the error between the Source price and the regression line). Decomposition Mode (Estimate Bar Statistics = ON): The indicator uses a statistical model ('Estimator') to calculate within-bar volatility. (Assumption: In this mode, the Source input is ignored, and an estimated mean for each bar is used for the regression). This mode displays two sets of bands: Inner Bands: Show only the contribution of the 'residual' (trend noise) volatility, calculated proportionally. Outer Bands: Show the total volatility (the sum of residual and within-bar components). Regression Baseline (Linear / Exponential): The central line is a (Volume-Weighted) Linear Regression curve. An optional 'Normalize' mode performs all calculations in logarithmic space, transforming the baseline into an Exponential Regression Curve and the bands into constant percentage deviations, suitable for analyzing growth assets. Volume Weighting: An option (Volume weighted) allows for volume to be incorporated into the calculation of both the regression baseline and the volatility decomposition, giving more influence to high-participation bars. Multi-Timeframe (MTF) Engine: The indicator includes an MTF conversion block. When a Higher Timeframe (HTF) is selected, advanced options become available: Fill Gaps handles data gaps, and Wait for timeframe to close prevents repainting by ensuring the indicator only updates when the HTF bar closes. Integrated Alerts: Includes a full set of built-in alerts for the source price crossing over or under the central regression line and the outermost calculated volatility band. DISCLAIM_ 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. 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. 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. 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. 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.

Volume Weighted Linear Regression Channel This indicator plots a dynamic channel around a Linear Regression trendline. It provides a framework for identifying the prevailing trend and assessing price extremes based on volatility. Key Features: Linear Regression Baseline: The channel's centerline is a (Volume-Weighted) Linear Regression line. This line represents the 'best fit' for the recent price action, serving as a responsive baseline for the trend. Volatility Decomposition: The indicator's primary feature is its ability to decompose volatility, controlled by the 'Estimate Bar Statistics' option. Standard Mode (Estimate Bar Statistics = OFF): Calculates a standard linear regression channel. The bands represent the standard deviation of the residuals (the error) between the Source price and the regression line. Decomposition Mode (Estimate Bar Statistics = ON): The indicator uses a statistical model ('Estimator') to calculate within-bar volatility. (Assumption: In this mode, the Source input is ignored, and an estimated mean for each bar is used for the regression). This mode displays two sets of bands: Inner Bands: Show only the contribution of the 'residual' (trend noise) volatility, calculated proportionally. Outer Bands: Show the total volatility (the sum of residual and within-bar components). Volume Weighting: An option (Volume weighted) allows for volume to be incorporated into the calculation of both the linear regression and the volatility decomposition, giving more influence to high-participation bars. Trend Projection: The calculated channel is plotted as a projection, which can be extended forward (Extend Forward) and backward (Extend Backward) in time to provide a visual guide for potential support and resistance. Integrated Alerts: Includes a full set of built-in alerts for the Source price crossing over or under the calculated upper band, lower band, and the central regression line. DISCLAIMER 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. 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. 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. 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. 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.

Volume Weighted Bollinger Bands This indicator provides a customizable version of Bollinger Bands, enhanced with optional volume weighting and a method for decomposing market volatility. Key Features: Volatility Decomposition: The indicator's primary feature is its ability to separate total volatility, controlled by the 'Estimate Bar Statistics' option. Standard Mode (Estimate Bar Statistics = OFF): The indicator functions as a customizable Bollinger Band. It calculates the standard deviation of the user-selected Source and plots a single set of bands. Decomposition Mode (Estimate Bar Statistics = ON): The indicator uses a statistical model ('Estimator') to calculate within-bar volatility. (Assumption: In this mode, the Source input is ignored, and an estimated mean for each bar is used instead). This mode displays two sets of bands: Inner Bands: Show only the contribution of the 'between-bar' volatility. Outer Bands: Show the total volatility (the sum of between-bar and within-bar components). Customizable Construction: The indicator is a hybrid: Basis Line: The central line is calculated using a selectable Moving Average type (e.g., EMA, SMA, WMA). Volume Weighting: An option (Volume weighted) allows for volume to be incorporated into the calculation of both the basis MA and the volatility decomposition. Logarithmic Scaling: An optional 'Normalize' mode calculates the bands on a logarithmic scale. This results in bands that maintain a constant percentage distance from the basis, suitable for analyzing exponential markets. Multi-Timeframe (MTF) Engine: The indicator includes an MTF conversion block. When a Higher Timeframe (HTF) is selected, advanced options become available: Fill Gaps handles data gaps, and Wait for timeframe to close prevents repainting by ensuring the indicator only updates when the HTF bar closes. Integrated Alerts: Includes a full set of built-in alerts for the source price crossing over or under the central MA line and the outermost calculated volatility band. DISCLAIMER 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. 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. 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. 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. 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.