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Options Max Pain Calculator [BackQuant]Options Max Pain Calculator A visualization tool that models option expiry dynamics by calculating "max pain" levels, displaying synthetic open interest curves, gamma exposure profiles, and pin-risk zones to help identify where market makers have the least payout exposure. What is Max Pain? Max Pain is the theoretical expiration price where the total dollar value of outstanding options would be minimized. At this price level, option holders collectively experience maximum losses while option writers (typically market makers) have minimal payout obligations. This creates a natural gravitational pull as expiration approaches. Core Features Visual Analysis Components: Max Pain Line: Horizontal line showing the calculated minimum pain level Strike Level Grid: Major support and resistance levels at key option strikes Pin Zone: Highlighted area around max pain where price may gravitate Pain Heatmap: Color-coded visualization showing pain distribution across prices Gamma Exposure Profile: Bar chart displaying net gamma at each strike level Real-time Dashboard: Summary statistics and risk metrics Synthetic Market Modeling** Since Pine Script cannot access live options data, the indicator creates realistic synthetic open interest distributions based on configurable market parameters including volume patterns, put/call ratios, and market maker positioning. How It Works Strike Generation: The tool creates a grid of option strikes centered around the current price. You can control the range, density, and whether strikes snap to realistic market increments. Open Interest Modeling: Using your inputs for average volume, put/call ratios, and market maker behavior, the indicator generates synthetic open interest that mirrors real market dynamics: Higher volume at-the-money with decay as strikes move further out Adjustable put/call bias to reflect current market sentiment Market maker inventory effects and typical short-gamma positioning Weekly options boost for near-term expirations Pain Calculation: For each potential expiry price, the tool calculates total option payouts: Call options contribute pain when finishing in-the-money Put options contribute pain when finishing in-the-money The strike with minimum total pain becomes the Max Pain level Gamma Analysis: Net gamma exposure is calculated at each strike using standard option pricing models, showing where hedging flows may be most intense. Positive gamma creates price support while negative gamma can amplify moves. Key Settings Basic Configuration: Number of Strikes: Controls grid density (recommended: 15-25) Days to Expiration: Time until option expiry Strike Range: Price range around current level (recommended: 8-15%) Strike Increment: Spacing between strikes Market Parameters: Average Daily Volume: Baseline for synthetic open interest Put/Call Volume Ratio: Market sentiment bias (>1.0 = bearish, <1.0 = bullish) It does not work if set to 1.0 Implied Volatility: Current option volatility estimate Market Maker Factors: Dealer positioning and hedging intensity Display Options: Model Complexity: Simple (line only), Standard (+ zones), Advanced (+ heatmap/gamma) Visual Elements: Toggle individual components on/off Theme: Dark/Light mode Update Frequency: Real-time or daily calculation Reading the Display Dashboard Table (Top Right): Current Price vs Max Pain Level Distance to Pain: Percentage gap (smaller = higher pin risk) Pin Risk Assessment: HIGH/MEDIUM/LOW based on proximity and time Days to Expiry and Strike Count Model complexity level Visual Elements: Red Line: Max Pain level where payout is minimized Colored Zone: Pin risk area around max pain Dotted Lines: Major strike levels (green = support, orange = resistance) Color Bar: Pain heatmap (blue = high pain, red = low pain/max pain zones) Horizontal Bars: Gamma exposure (green = positive, red = negative) Yellow Dotted Line: Gamma flip level where hedging behavior changes Trading Applications Expiration Pinning: When price is near max pain with limited time remaining, there's increased probability of gravitating toward that level as market makers hedge their positions. Support and Resistance: High open interest strikes often act as magnets, with max pain representing the strongest gravitational pull. Volatility Expectations: Above gamma flip: Expect dampened volatility (long gamma environment) Below gamma flip: Expect amplified moves (short gamma environment) Risk Assessment: The pin risk indicator helps gauge likelihood of price manipulation near expiry, with HIGH risk suggesting potential range-bound action. Best Practices Setup Recommendations Start with Model Complexity set to "Standard" Use realistic strike ranges (8-12% for most assets) Set put/call ratio based on current market sentiment Adjust implied volatility to match current levels Interpretation Guidelines: Small distance to pain + short time = high pin probability Large gamma bars indicate key hedging levels to monitor Heatmap intensity shows strength of pain concentration Multiple nearby strikes can create wider pin zones Update Strategy: Use "Daily" updates for cleaner visuals during trading hours Switch to "Every Bar" for real-time analysis near expiration Monitor changes in max pain level as new options activity emerges Important Disclaimers This is a modeling tool using synthetic data, not live market information. While the calculations are mathematically sound and the modeling realistic, actual market dynamics involve numerous factors not captured in any single indicator. Max pain represents theoretical minimum payout levels and suggests where natural market forces may create gravitational pull, but it does not guarantee price movement or predict exact expiration levels. Market gaps, news events, and changing volatility can override these dynamics. Use this tool as additional context for your analysis, not as a standalone trading signal. The synthetic nature of the data makes it most valuable for understanding market structure and potential zones of interest rather than precise price prediction. Technical Notes The indicator uses established option pricing principles with simplified implementations optimized for Pine Script performance. Gamma calculations use standard financial models while pain calculations follow the industry-standard definition of minimized option payouts. All visual elements use fixed positioning to prevent movement when scrolling charts, and the tool includes performance optimizations to handle real-time calculation without timeout errors.
אינדיקטור Pine Script®
מאת ‎BackQuant‎
4
Jaxon007 Trend Cloud StrategyThe Jaxon007 Trend Cloud Strategy is a trend-following trading system that combines custom moving averages with ATR-based volatility zones to generate high-quality entries and exits. It is designed for traders who want to visualize trend strength and participate in retests during strong directional moves. 🔍 How It Works: Trend Direction is determined by comparing a fast and slow moving average. The selected moving average is adjusted using the Average True Range (ATR) to create dynamic volatility bands. When price crosses above the adjusted band in an uptrend, it triggers a long entry. When price crosses below the band in a downtrend, it triggers a short entry. Exits occur when the trend reverses or when price crosses the band in the opposite direction. ⚙ Customizable Parameters: MA Length – base moving average period. MA Type – choose from SMA, EMA, SMMA (RMA), WMA, or VWMA. ATR Length – fixed at 200 (can be made adjustable if needed). Cloud Colors – customizable for uptrend and downtrend visuals. Visual Features: Trend Cloud formed between the base MA and ATR-adjusted band. Buy/Sell Labels appear at valid entry points. Clear color-coded lines for quick trend recognition.
אסטרטגיית Pine Script®
מאת ‎Jaxon007‎
Universal Gann Square & Cube LevelsUniversal Gann Square & Cube Levels - Dynamic Support/Resistance Description: 📊 UNIVERSAL GANN LEVELS INDICATOR This powerful indicator automatically plots Gann Square and Cube levels around the current stock price, providing dynamic support and resistance levels based on W.D. Gann's mathematical theories. 🎯 KEY FEATURES: ✅ Auto-Adaptive: Works for ANY stock price (₹20 to ₹100,000+) ✅ Real-time Detection: Uses current close price automatically ✅ Dual Level System: Square levels (black) + Cube levels (red) ✅ Customizable Range: Adjust percentage range (5% to 50%) ✅ Clean Display: Toggle square/cube lines independently ✅ Universal Compatibility: Works on all timeframes and instruments 📈 HOW IT WORKS: Square Levels (Black Lines): Based on perfect squares (n²) around current price Cube Levels (Red Lines): Based on perfect cubes (n³) around current price Smart Range: Automatically calculates relevant levels within your specified percentage range Info Display: Shows current price and level counts ⚙️ SETTINGS: Price Range %: Control how many levels appear (default: 15%) Show Square Levels: Toggle black square lines on/off Show Cube Levels: Toggle red cube lines on/off 🔥 PERFECT FOR: Day traders seeking precise entry/exit points Swing traders identifying key support/resistance zones Gann theory practitioners and students Multi-timeframe analysis across all instruments 💡 USAGE TIPS: Use 10-20% range for active day trading Use 30-50% range for swing trading analysis Watch for price reactions at square/cube intersections Combine with volume analysis for confirmation 🌟 WHY THIS INDICATOR? Unlike fixed Gann calculators, this indicator dynamically adapts to ANY price level, making it truly universal for Indian stocks, crypto, forex, and commodities. ⚠️ DISCLAIMER: This indicator is for educational and informational purposes only. It is not financial advice and should not be considered as a recommendation to buy or sell any security. Trading involves significant risk of loss and may not be suitable for all investors. Past performance does not guarantee future results. Always conduct your own research and consult with a qualified financial advisor before making any investment decisions. The developer assumes no responsibility for any trading losses incurred through the use of this indicator. 📋 COMPATIBILITY: All TradingView plans All timeframes (1m to 1M) Stocks, Crypto, Forex, Commodities Mobile and desktop platforms
אינדיקטור Pine Script®
מאת ‎ranadeashish1971‎
m1scfx Key Open LevelsICT Key Opens plots the most important session opening prices used in ICT concepts. These levels serve as key reference points for intraday bias, liquidity grabs, and market structure shifts. The indicator automatically marks the Midnight Open, London Open, and New York Open (with options for additional opens such as Weekly or Asian), so you never need to plot them manually. Each level is customizable with colors and styles, making it easy to track how price reacts around them. Perfect for traders who follow ICT concepts, this tool helps you quickly identify bias, anticipate liquidity hunts, and align your setups with institutional order flow.
אינדיקטור Pine Script®
מאת ‎m1scfx‎
Squeeze Divergence Catalyst RCTqueeze Divergence Catalyst RCT The "Squeeze Divergence Catalyst RCT" is an advanced Pine Script indicator designed to identify potential trend reversals by pinpointing classic and hidden divergences on the Squeeze Momentum oscillator. Building upon the foundational Squeeze Momentum concept, this tool integrates robust divergence detection algorithms to highlight discrepancies between price action and momentum, which often signal weakening trends or emerging opportunities. Core Features: Squeeze Momentum Oscillator (sz): Calculates and displays the core Squeeze Momentum histogram, representing the difference between price and its moving average relative to market range, smoothed by a linear regression. Squeeze State Detection: Visualizes different market compression levels (High, Mid, Low Squeeze) using configurable Bollinger Bands and Keltner Channels, indicating periods of consolidation or potential breakout. Advanced Divergence Detection: Employs sophisticated logic to automatically identify both regular (classic) and hidden divergences between the Squeeze Momentum oscillator (sz) and the price (highs/lows). It includes options for using data from two pivot points for more robust signals. Visual Clarity: Divergences are clearly marked on the chart with colored lines connecting the price and oscillator pivots, accompanied by labels ("R" for regular, "H" for hidden) for easy identification. Configurable Parameters: Offers extensive customization for divergence detection, including pivot lookback periods, minimum/maximum range for pivot detection, and toggles for plotting different types of divergences (bullish, bearish, hidden). Repainting Control: Includes an option to delay the plotting of divergence signals until the candle is closed, reducing the chance of repainting and increasing reliability. Built-in Alerts: Generates alerts when regular or hidden bullish/bearish divergences are detected, allowing for automated notification. Purpose: The indicator aims to act as a "catalyst" for traders by providing early warning signals (divergences) within the context of Squeeze Momentum analysis. It helps traders spot potential turning points where the underlying momentum (as measured by the Squeeze oscillator) fails to confirm new price extremes, potentially indicating a loss of trend strength and an opportunity for a reversal or pullback.
אינדיקטור Pine Script®
מאת ‎CARLOSVIZCARRA17‎
RCT FUSION PRO CMRCT FUSION PRO - Trading Strategy Description Complete Trading System for Rafael Cepeda Trader's Community STRATEGY CONCEPTUAL BASIS Rafael Cepeda Trader's strategy is based on the synergistic combination of multiple indicators to identify optimal market entry and exit moments. It's a multitimeframe and multifactorial methodology that seeks convergent confirmations. MAIN STRATEGY COMPONENTS 1. SQUEEZE MOMENTUM (Strategy Core) Purpose: Detect market compression periods that precede explosive movements. Key Signals: Squeeze ON (Compression): Market consolidating, preparing for significant movement Squeeze OFF (Expansion): Market begins directional movement Histogram Colors: Green/Lime: Bullish momentum Red: Bearish momentum Blue: Neutral market, no active squeeze 2. ADX + DM+ / DM- (Trend Confirmation) Purpose: Measure trend strength and direction. Interpretation: ADX > 23: Strong trend (adjustable key level) DM+ > DM-: Confirmed bullish trend DM- > DM+: Confirmed bearish trend ADX below 23: Range-bound market or weak trend 3. TTM WAVES A, B, C (Multitimeframe Analysis) Purpose: Identify market structure across different timeframes. Waves and Meaning: Wave A (55 periods): Medium-term trend Wave B (144 periods): Long-term trend Wave C (233 periods): Primary or "macro" trend SIGNAL AND CONFIRMATION SYSTEM BUY SIGNAL (BULLISH SETUP) Squeeze: Must be in expansion process (recent Squeeze OFF) Momentum: Squeeze histogram in green/lime Trend: ADX > 23 and DM+ > DM- Confirmation: TTM Waves aligned bullishly (optional) SELL SIGNAL (BEARISH SETUP) Squeeze: Recent expansion after compression Momentum: Squeeze histogram in red Trend: ADX > 23 and DM- > DM+ Confirmation: TTM Waves showing bearish structure WAIT OR EXIT SIGNAL Active Squeeze ON: Market in compression, avoid entries ADX < 23: Weak trend, higher probability of false breakouts Frequent DM+ and DM- crosses: Volatile market without clear direction RISK MANAGEMENT AND MONEY MANAGEMENT ENTRY POINTS Enter on the first or second candle after signal confirmation Look for pullbacks toward moving averages or support/resistance levels STOP LOSS Place below recent low (for buys) or above recent high (for sells) Use ATR (Average True Range) to determine stop distance TAKE PROFIT Target 1: 1:1 risk-reward ratio Target 2: When Squeeze returns to compression Target 3: When ADX begins weakening (< 23) RECOMMENDED TIMEFRAME SETTINGS INTRADAY (1-15 minutes) Squeeze with standard parameters (20, 2.0, 20, 1.5) ADX at 14 periods Key Level at 20-23 SWING TRADING (1H-4H-Daily) Squeeze with longer parameters (20-30 periods) ADX at 14-20 periods Key Level at 23-25 STRATEGY ADVANTAGES ✅ Multiple confirmations reduce false signals ✅ Identifies high-probability moments (post-squeeze) ✅ Works across multiple timeframes and markets ✅ Combines momentum and trend in one system ✅ Visually clear signals for quick decision making IMPORTANT CONSIDERATIONS ⚠️ Requires practice to master combined interpretation ⚠️ Not a 100% winning system (none exists) ⚠️ Risk management is fundamental ⚠️ Recommended paper trading before using real capital ⚠️ Adapt parameters to each market and timeframe RAFAEL CEPEDA TRADER'S PHILOSOPHY The essence of this strategy is "trading less, but better". It focuses on quality over quantity, waiting for the highest probability setups where multiple indicators converge. Patience and discipline are the fundamental pillars. "Money is made by waiting, not by trading" - Rafael Cepeda INDICATOR COMPONENTS OVERVIEW RCT FUSION PRO INCLUDES: LazyBear's Squeeze Momentum (core oscillator) Complete ADX System (ADX, DM+, DM-) TTM Waves A, B, C (multitimeframe analysis) Squeeze Compression Levels (momentum intensity) Customizable Key Levels and parameters Visual Alert System through color coding UNIQUE FEATURES: Integrated System: All components in one indicator Community-Tested: Developed for Rafael Cepeda's trading community Multi-Market: Works on stocks, forex, crypto, and commodities User-Friendly: Clear visual signals for quick analysis
אינדיקטור Pine Script®
מאת ‎CARLOSVIZCARRA17‎
MOMENTUM FUSION PRO RCTMOMENTUM FUSION PRO - Technical Indicator Description Overview MOMENTUM FUSION PRO is a sophisticated trading indicator that combines the power of the Awesome Oscillator (AO) with the Average Directional Index (ADX) to provide comprehensive momentum and trend analysis in a single, unified tool. Key Features 🎯 Dual Indicator Integration Awesome Oscillator: Tracks market momentum with customizable EMA/SMA periods ADX with DM+/DM-: Measures trend strength and directional movement Key Level -7: Unique threshold for enhanced signal accuracy 🔍 Advanced Divergence Detection Regular Bullish/Bearish Divergences: Early reversal signals Hidden Bullish/Bearish Divergences: Trend continuation patterns Smart Pivot Recognition: Automated swing point identification ⚡ Real-Time Alerts Color Change Alerts: Momentum shifts in AO Divergence Alerts: All four divergence types Customizable Parameters: Adjustable sensitivity and timeframes Technical Specifications Core Components text - Awesome Oscillator (5,34 periods default) - ADX (14 periods default) - DM+ and DM- lines - Key Level: -7 (customizable) - Divergence Lookback: 5-60 bars Visual Features Color-Coded Columns: AO momentum visualization Label Markers: Clear divergence identification Multi-Line Display: ADX, DM+, DM- integrated scaling Professional Layout: Clean, non-cluttered interface Trading Applications 📈 Momentum Trading Identify momentum shifts with AO color changes Confirm trend strength with ADX above key levels Spot entry/exit points with divergence signals 📊 Trend Analysis Gauge trend direction with DM+ vs DM- Assess trend strength with ADX values Filter trades using momentum-trend alignment 🎯 Signal Confirmation High-Probability Setups: AO divergence + ADX confirmation Risk Management: Multiple timeframe alignment Strategy Validation: Combined momentum and trend analysis Unique Selling Points 🌟 All-in-One Solution Replaces multiple separate indicators Reduces chart clutter Streamlines analysis process 🚀 Professional Grade Advanced algorithm for accurate signals Customizable for all trading styles Suitable for all market conditions 💡 Intelligent Fusion Seamless integration of momentum and trend Smart scaling for optimal visualization Adaptive to different instruments and timeframes Ideal For Day Traders - Quick momentum and trend assessment Swing Traders - Reliable divergence and trend signals Position Traders - Long-term momentum and trend alignment Algorithmic Trading - Clear, programmable signals Performance Benefits Faster Analysis: Single indicator does the work of multiple tools Higher Accuracy: Combined signals reduce false positives Better Timing: Early divergence detection with trend confirmation Enhanced Confidence: Multi-factor validation for trade decisions "Where Momentum Meets Trend Strength - Trade with Professional Precision"
אינדיקטור Pine Script®
מאת ‎CARLOSVIZCARRA17‎
RMA EMA Crossover | MisinkoMasterThe RMA EMA Crossover (REMAC) is a trend-following overlay indicator designed to detect shifts in market momentum using the interaction between a smoothed RMA (Relative Moving Average) and its EMA (Exponential Moving Average) counterpart. This combination provides fast, adaptive signals while reducing noise, making it suitable for a wide range of markets and timeframes. 🔎 Methodology RMA Calculation The Relative Moving Average (RMA) is calculated over the user-defined length. RMA is a type of smoothed moving average that reacts more gradually than a standard EMA, providing a stable baseline. EMA of RMA An Exponential Moving Average (EMA) is then applied to the RMA, creating a dual-layer moving average system. This combination amplifies trend signals while reducing false crossovers. Trend Detection (Crossover Logic) Bullish Signal (Trend Up) → When RMA crosses above EMA. Bearish Signal (Trend Down) → When EMA crosses above RMA. This simple crossover system identifies the direction of momentum shifts efficiently. 📈 Visualization RMA and EMA are plotted directly on the chart. Colors adapt dynamically to the current trend: Cyan / Green hues → RMA above EMA (bullish momentum). Magenta / Red hues → EMA above RMA (bearish momentum). Filled areas between the two lines highlight zones of trend alignment or divergence, making it easier to spot reversals at a glance. ⚡ Features Adjustable length parameter for RMA and EMA. Overlay format allows for direct integration with price charts. Visual trend scoring via color and fill for rapid assessment. Works well across all asset classes: crypto, forex, stocks, indices. ✅ Use Cases Trend Following → Stay on the right side of the market by following momentum shifts. Reversal Detection → Crossovers highlight early trend changes. Filter for Trading Systems → Use as a confirmation overlay for other indicators or strategies. Visual Market Insight → Filled zones provide immediate context for trend strength.
אינדיקטור Pine Script®
מאת ‎MisinkoMaster‎
RSI + MACD Combined with Volume Alert (Compact)"All-in-one momentum, timing, and conviction — built for serious day traders." RSI + MACD Combined with Volume Alert (Compact) This custom indicator is designed for traders who need precision and clarity across multiple timeframes (4H, 1H, 15M). 🔹 RSI (Yellow Line): Tracks momentum and overbought/oversold levels. The 50 midline is emphasized as a directional bias filter — above favors long setups, below favors short setups. 🔹 MACD (Orange & Blue Lines): Normalized to align with RSI’s scale for easy comparison. Provides crossover timing for entries/exits without clutter. 🔹 MACD Histogram (Red/Green Bars): Shows impulse strength and divergence confirmation. 🔹 Volume Alerts (Purple Highlights): High-volume conditions are marked when current volume exceeds 1.5× the 20-period average. This helps confirm valid breakouts/retracements and avoid low-liquidity traps. 🔹 Background Highlights: Red when RSI > Overbought (70) → possible reversal zone. Green when RSI < Oversold (30) → possible bounce zone. ✅ Why this indicator? Combines momentum (RSI), timing (MACD), and conviction (Volume) in one panel. Compact and color-coded for fast decision-making in day trading. Optimized for gold (XAUUSD) and high-volatility assets, but adaptable to all markets. Recommended Use: 4H → Confirm higher-timeframe bias. 1H → Identify actionable setups. 15M → Fine-tune entries at zones.
אינדיקטור Pine Script®
מאת ‎abenezersmetaferiya‎
Simple Turnover (Enhanced v2)📊 Simple Turnover (Enhanced) 🔹 Overview The Simple Turnover Indicator calculates a stock’s turnover by combining both price and volume, and then compares it against quarterly highs. This helps traders quickly gauge whether market participation in a move is strong enough to confirm a breakout, or weak and likely to be false. Unlike volume alone, turnover considers both traded volume and price level, giving a truer reflection of capital flow in/out of a stock. ________________________________________ 🔹 Formulae Used 1. Average Price (SMA) AvgPrice=SMA(Close,n) 2. Average Volume (SMA) AvgVol=SMA(Volume,n) 3. Turnover (Raw) Turnover raw=AvgPrice × AvgVol 4. Unit Adjustment • If Millions → Turnover = Turnover raw × 10^−6 • If Crores → Turnover = Turnover raw × 10^−7 • If Raw → Turnover = Turnover raw 5. Quarterly High Turnover (qHigh) Within each calendar quarter (Jan–Mar, Apr–Jun, Jul–Sep, Oct–Dec), we track the maximum turnover seen: qHigh=max (Turnover within current quarter) ________________________________________ 🔹 Visualization • Bars → Color follows price candle: o Green if Close ≥ Open o Red if Close < Open • Blue Line → Rolling Quarterly High Turnover (qHigh) ________________________________________ 🔹 Strategy Use Case The Simple Turnover Indicator is most effective for confirming true vs false breakouts. • A true breakout should be supported by increasing turnover, showing real capital backing the move. • A false breakout often occurs with weak or declining turnover, suggesting lack of conviction. 📌 Example Strategy (3H timeframe): 1. Identify a demand zone using your preferred supply-demand indicator. 2. From this demand zone, monitor turnover bars. 3. A potential long entry is validated when: o The current turnover bar is at least 20% higher than the previous one or two bars. o Example setting: SMA length = 5 (i.e., turnover = 5-bar average close × 5-bar average volume). 4. This confirms strong participation in the move, increasing probability of a sustained breakout. ________________________________________ 🔹 Disclaimer ⚠️ This indicator/strategy does not guarantee 100% accurate results. It is intended to improve the probability of identifying true breakouts. The actual success of the strategy will depend on price action, market momentum, and prevailing market conditions. Always use this as a supporting tool along with broader trading analysis and risk management.
אינדיקטור Pine Script®
מאת ‎IndianCamel‎
2
Volume-Weighted RSI & Multi-Normalized MACD### Description for Publishing: Volume-Weighted RSI & Multi-Normalized MACD **Overview** The "Volume-Weighted RSI & Multi-Normalized MACD" indicator is a powerful and versatile tool designed for traders seeking enhanced momentum and trend analysis. Combining a volume-weighted Relative Strength Index (VW-RSI) with a customizable Moving Average Convergence Divergence (MACD) featuring multiple normalization methods, this indicator provides deep insights into market dynamics. It supports multi-timeframe (MTF) analysis and includes an optional stepped plotting mode for discrete signal visualization, making it ideal for both trend-following and mean-reversion strategies across various markets (stocks, forex, crypto, etc.). **Key Features** 1. **Volume-Weighted RSI (VW-RSI)**: - A modified RSI that incorporates trading volume for greater sensitivity to market activity. - Normalized to a user-defined range (default: -50 to +50) for consistent analysis. - Optional smoothing with multiple moving average types (SMA, EMA, WMA, VWMA, SMMA, or SMA with Bollinger Bands) to reduce noise and highlight trends. - Overbought (+20) and oversold (-20) levels for quick reference. 2. **Multi-Normalized MACD**: - Offers six normalization methods for MACD, allowing traders to tailor the output to their strategy: - Normalized Volume Weighted MACD (unbounded). - Min-Max Normalization (bounded). - Volatility Normalization (unbounded, volatility-adjusted). - Volatility Normalization with Min-Max (bounded). - Hyperbolic Tangent Normalization (bounded). - Arctangent Normalization (bounded). - Min-Max with Smoothing (bounded). - All bounded methods scale to the user-defined range (default: -50 to +50), ensuring comparability with VW-RSI. - Dynamic color changes for MACD line (lime/red) and histogram (aqua/blue/red/maroon) based on momentum and signal line crosses. 3. **Stepped Plotting Mode**: - Optional mode to plot RSI and MACD as discrete, stepped lines, reducing noise by only updating when values change significantly (configurable thresholds). - Ideal for traders focusing on clear, actionable signal changes. 4. **Multi-Timeframe Support**: - Configurable timeframe input (default: chart timeframe) for analyzing RSI and MACD on higher or lower timeframes, enhancing cross-timeframe strategies. 5. **Customizable Display**: - Toggle options to show/hide MACD line, signal line, histogram, and cross dots. - Bollinger Bands for RSI smoothing (optional) with adjustable standard deviation multiplier. - Clear visual cues with horizontal lines for overbought/oversold levels, midline, and MACD bounds. **Usage Instructions** 1. **Add to Chart**: Apply the indicator to any symbol (e.g., BTCUSD, SPY) on any timeframe (1H, 1D, etc.). 2. **Configure Settings**: - **General**: Adjust `Lower Bound` (-50 default) and `Upper Bound` (+50 default) for the output range. Set `Timeframe` for MTF analysis. Enable `Stepped?` for discrete plotting. - **RSI**: Choose `Price Source` (default: ohlc4), `RSI Length` (default: 9), and smoothing options (e.g., EMA, Bollinger Bands). Adjust `RSI Diff Threshold` for stepped mode. - **MACD**: Select `Price Source`, `Fast Length` (9), `Slow Length` (21), `Signal Length` (9), and a normalization method (default: Volatility Min-Max). Adjust `MACD Diff Threshold` for stepped mode. - **Display Options**: Toggle MACD components and histogram colors for clarity. 3. **Interpretation**: - **VW-RSI**: Watch for crosses above +20 (overbought) or below -20 (oversold) for potential reversals. Use smoothed RSI or Bollinger Bands for trend confirmation. - **MACD**: Look for MACD/Signal line crosses (dots indicate crossings) and histogram changes for momentum shifts. Bounded normalizations align with RSI for unified analysis. - **Stepped Mode**: Focus on significant changes in RSI/MACD for clearer signals. 4. **Companion Overlay**: For visualization on the main price chart, use the companion script "VW-RSI & MACD Price Overlay" (available separately, requires this script to be published). It plots RSI and MACD as price-scaled echo lines, with toggles to show/hide and customizable scaling (high/low or ATR). **Who Is This For?** - **Trend Traders**: Use MACD normalizations and MTF to identify momentum shifts across timeframes. - **Mean-Reversion Traders**: Leverage VW-RSI’s overbought/oversold signals for entry/exit points. - **Technical Analysts**: Customize normalization and smoothing to match specific market conditions. - **All Markets**: Works on stocks, forex, cryptocurrencies, and more, with any timeframe. **Notes** - Unbounded MACD normalizations (`enable_nvw`, `enable_vol`) may produce values outside -50/+50, suitable for volatility-focused strategies. - For price chart overlay, publish this script and use its ID in the companion script’s `request.security` call. - Adjust scaling inputs in the companion script for optimal visualization on volatile or stable assets. **Author’s Note** Developed by NEPOLIX, this indicator combines volume-weighted precision with flexible normalization for robust technical analysis. Feedback and suggestions are welcome to enhance future versions!
אינדיקטור Pine Script®
מאת ‎nepolix‎
VWAP + 20 EMA Decision Guide Table🔍 VWAP + 20 EMA Decision Guide This is just a guide to trade in intraday based on the Price , EMA and Vwap relative position . Its not a trading signal for Buy and Sell Step 1: Where is Price relative to VWAP? ├── Price ABOVE VWAP → Potential bullish bias └── Price BELOW VWAP → Potential bearish bias Step 2: Where is 20 EMA relative to VWAP? ├── 20 EMA ABOVE VWAP │ ├── If Price also ABOVE → Strong Bullish Trend │ │ → Look for VWAP pullback bounce (High-probability Long) │ └── If Price BELOW → Mixed signal │ → Momentum bullish but under VWAP = Caution, Skip │ └── 20 EMA BELOW VWAP ├── If Price also BELOW → Strong Bearish Trend │ → Look for VWAP pullback rejection (High-probability Short) └── If Price ABOVE → Mixed signal → Momentum bearish but above VWAP = Caution, Skip Step 3: Is EMA slope aligned with VWAP direction? ├── Yes → Confidence increases └── No → Market is likely in consolidation → Avoid Step 4: Confirmation check - Volume spike at VWAP test? - Rejection candle pattern? - Higher timeframe trend aligned? If YES → take trade If NO → stay flat
אינדיקטור Pine Script®
מאת ‎theprimedexter‎
AVGO Advanced Day Trading Strategy📈 Overview The AVGO Advanced Day Trading Strategy is a comprehensive, multi-timeframe trading system designed for active day traders seeking consistent performance with robust risk management. Originally optimized for AVGO (Broadcom), this strategy adapts well to other liquid stocks and can be customized for various trading styles. 🎯 Key Features Multiple Entry Methods EMA Crossover: Classic trend-following signals using fast (9) and medium (16) EMAs MACD + RSI Confluence: Momentum-based entries combining MACD crossovers with RSI positioning Price Momentum: Consecutive price action patterns with EMA and RSI confirmation Hybrid System: Advanced multi-trigger approach combining all methodologies Advanced Technical Arsenal When enabled, the strategy analyzes 8+ additional indicators for confluence: Volume Price Trend (VPT): Measures volume-weighted price momentum On-Balance Volume (OBV): Tracks cumulative volume flow Accumulation/Distribution Line: Identifies institutional money flow Williams %R: Momentum oscillator for entry timing Rate of Change Suite: Multi-timeframe momentum analysis (5, 14, 18 periods) Commodity Channel Index (CCI): Cyclical turning points Average Directional Index (ADX): Trend strength measurement Parabolic SAR: Dynamic support/resistance levels 🛡️ Risk Management System Position Sizing Risk-based position sizing (default 1% per trade) Maximum position limits (default 25% of equity) Daily loss limits with automatic position closure Multiple Profit Targets Target 1: 1.5% gain (50% position exit) Target 2: 2.5% gain (30% position exit) Target 3: 3.6% gain (20% position exit) Configurable exit percentages and target levels Stop Loss Protection ATR-based or percentage-based stop losses Optional trailing stops Dynamic stop adjustment based on market volatility 📊 Technical Specifications Primary Indicators EMAs: 9 (Fast), 16 (Medium), 50 (Long) VWAP: Volume-weighted average price filter RSI: 6-period momentum oscillator MACD: 8/13/5 configuration for faster signals Volume Confirmation Volume filter requiring 1.6x average volume 19-period volume moving average baseline Optional volume confirmation bypass Market Structure Analysis Bollinger Bands (20-period, 2.0 multiplier) Squeeze detection for breakout opportunities Fractal and pivot point analysis ⏰ Trading Hours & Filters Time Management Configurable trading hours (default: 9:30 AM - 3:30 PM EST) Weekend and holiday filtering Session-based trade management Market Condition Filters Trend alignment requirements VWAP positioning filters Volatility-based entry conditions 📱 Visual Features Information Dashboard Real-time display of: Current entry method and signals Bullish/bearish signal counts RSI and MACD status Trend direction and strength Position status and P&L Volume and time filter status Chart Visualization EMA plots with customizable colors Entry signal markers Target and stop level lines Background color coding for trends Optional Bollinger Bands and SAR display 🔔 Alert System Entry Alerts Customizable alerts for long and short entries Method-specific alert messages Signal confluence notifications Advanced Alerts Strong confluence threshold alerts Custom alert messages with signal counts Risk management alerts ⚙️ Customization Options Strategy Parameters Enable/disable long or short trades Adjustable risk parameters Multiple entry method selection Advanced indicator on/off toggle Visual Customization Color schemes for all indicators Dashboard position and size options Show/hide various chart elements Background color preferences 📋 Default Settings Initial Capital: $100,000 Commission: 0.1% Default Position Size: 10% of equity Risk Per Trade: 1.0% RSI Length: 6 periods MACD: 8/13/5 configuration Stop Loss: 1.1% or ATR-based 🎯 Best Use Cases Day Trading: Designed for intraday opportunities Swing Trading: Adaptable for longer-term positions Momentum Trading: Excellent for trending markets Risk-Conscious Trading: Built-in risk management protocols ⚠️ Important Notes Paper Trading Recommended: Test thoroughly before live trading Market Conditions: Performance varies with market volatility Customization: Adjust parameters based on your risk tolerance Educational Purpose: Use as a learning tool and customize for your needs 🏆 Performance Features Detailed performance metrics Trade-by-trade analysis capability Customizable risk/reward ratios Comprehensive backtesting support This strategy is for educational purposes. Past performance does not guarantee future results. Always practice proper risk management and consider your financial situation before trading.
אסטרטגיית Pine Script®
מאת ‎r0b3rtcc‎
6
Mongoose Unified Volatility Index (UVI) The Mongoose Unified Volatility Index (UVI) combines multiple volatility measures into a single normalized framework, helping traders track the full volatility cycle at a glance. Methodology UVI blends the following components: Bollinger Band Width% ATR% (Average True Range) Historical Volatility (close-to-close) Parkinson Volatility (high-low log range) Donchian Width% TR% (True Range percent) Each input is normalized into a 0–100 scale and weighted. A smoothed EMA acts as a trend filter. Adaptive percentiles define Quiet / Neutral / Active regimes, making UVI responsive across assets and timeframes. Features Composite Line (UVI) with dynamic coloring Green = volatility expanding above EMA Red = volatility decaying below EMA EMA Baseline (white) for context Regime Shading (Quiet, Neutral, Active) based on adaptive percentiles Expansion Signals (Exp Up / Exp Dn) when volatility crosses EMA around squeeze conditions Compact Stats Table (top-right) showing UVI, Percentile, Squeeze state, and Regime How to Use Quiet → Exp Up: Prime breakout setups. Market energy igniting. Active → Exp Dn: Trend exhaustion. Manage risk or fade extremes. Neutral Regime: Mid-volatility, expect chop and tactical swings. Gradient Fill: Quick bias check — green favors trend trades, red favors patience. UVI is best used as a volatility state detector to time entries/exits around compressions and expansions, rather than a standalone buy/sell tool.
אינדיקטור Pine Script®
מאת ‎TheRealMongoose‎