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Kernel Market Dynamics🔍 Kernel Market Dynamics Pro - Advanced Distribution Divergence Detection System OVERVIEW Kernel Market Dynamics Pro (KMD Pro) is a revolutionary market regime detection system that employs Maximum Mean Discrepancy (MMD) - a cutting-edge statistical technique from machine learning - to identify when market behavior diverges from its recent historical distribution patterns. The system transforms complex statistical divergence analysis into actionable trading signals through kernel density estimation, regime classification algorithms, and multi-dimensional visualization frameworks that reveal hidden market transitions before traditional indicators can detect them. WHAT MAKES IT ORIGINAL While conventional indicators measure price or momentum divergence, KMD Pro analyzes distribution divergence - detecting when the statistical properties of market returns fundamentally shift from their baseline state. This approach, borrowed from high-frequency trading and quantitative finance, uses kernel methods to map market data into high-dimensional feature spaces where regime changes become mathematically detectable. The system is the first TradingView implementation to combine MMD with real-time regime visualization, making institutional-grade statistical arbitrage techniques accessible to retail traders. HOW IT WORKS (Technical Methodology) 1. KERNEL DENSITY ESTIMATION ENGINE Maximum Mean Discrepancy (MMD) Calculation: The core innovation - measures distance between probability distributions: • Maps return distributions to Reproducing Kernel Hilbert Space (RKHS) • Computes empirical mean embeddings for reference and test windows • Calculates supremum of mean differences across all RKHS functions • MMD = ||μ_P - μ_Q||_H where H is the RKHS induced by kernel k Three Kernel Functions Available: RBF (Radial Basis Function) Kernel: • k(x,y) = exp(-||x-y||²/2σ²) • Gaussian kernel with smooth, infinite-dimensional feature mapping • Bandwidth σ controls sensitivity (0.5-10.0 user configurable) • Optimal for normally distributed returns • Default choice providing balanced sensitivity Laplacian Kernel: • k(x,y) = exp(-|x-y|/σ) • Exponential decay with heavier tails than RBF • More sensitive to outliers and sudden moves • Ideal for volatile, news-driven markets • Faster regime shift detection at cost of more false positives Cauchy Kernel: • k(x,y) = 1/(1 + ||x-y||²/σ²) • Heavy-tailed distribution from statistical physics • Robust to extreme values and fat-tail events • Best for cryptocurrency and emerging markets • Most stable signals with fewer whipsaws Implementation Details: • Reference window: 30-300 bars of baseline distribution • Test window: 10-100 bars of recent distribution • Double-sum kernel matrix computation with O(m*n) complexity • EMA smoothing (period 3) reduces noise in raw MMD • Real-time updates every bar with incremental calculation 2. REGIME DETECTION FRAMEWORK Three-State Regime Classification: STABLE Regime (MMD < threshold): • Market follows historical distribution patterns • Mean-reverting behavior dominates • Low probability of breakouts • Reduced position sizing recommended • Visual: Subtle background coloring SHIFTING Regime (threshold < MMD < 2×threshold): • Distribution divergence detected • Transition period with directional bias emerging • Optimal entry zone for trend-following • Increased volatility expected • Visual: Yellow/orange zone highlighting EXTREME Regime (MMD > 2×threshold): • Severe distribution anomaly • Black swan or structural break potential • Maximum caution required • Consider hedging or exit • Visual: Red/magenta warning zones Adaptive Threshold System: • Base threshold: 0.05-1.0 (default 0.15) • Volatility adjustment: ±30% based on ATR ratio • Regime persistence: 20-bar minimum for stability • Cooldown periods prevent signal clustering 3. DIRECTIONAL BIAS DETERMINATION Multi-Factor Direction Analysis: Distribution Mean Comparison: • Recent mean = SMA(normalized_returns, test_window) • Reference mean = SMA(normalized_returns, reference_window) • Direction = sign(recent_mean - reference_mean) Momentum Confluence: • Price momentum = close - close • Volume momentum = volume/SMA(volume, reference_window) • Weighted composite direction score Trend Alignment: • Fast EMA vs Slow EMA positioning • Slope analysis of regression line • Multi-timeframe bias confirmation (optional) 4. SIGNAL GENERATION ARCHITECTURE Entry Signal Logic: Stage 1 - Regime Shift Detection: • MMD crosses above threshold • Sustained for minimum 2 bars • No signals within cooldown period Stage 2 - Direction Confirmation: • Distribution mean aligns with momentum • Volume ratio > 1.0 (optional) • Price above/below VWAP (optional) Stage 3 - Risk Assessment: • Calculate ATR-based stop distance • Verify risk/reward ratio > 1.5 • Check for nearby support/resistance Stage 4 - Signal Generation: • Long: Regime shift + bullish direction • Short: Regime shift + bearish direction • Extreme: MMD > 2×threshold warning 5. PROBABILITY CLOUD VISUALIZATION Adaptive Confidence Intervals: • Standard deviation multiplier = 1 + MMD × 3 • Inner band: ±0.5 ATR × multiplier (68% probability) • Outer band: ±1.0 ATR × multiplier (95% probability) • Width expands with divergence magnitude • Real-time adjustment every bar Interpretation: • Narrow cloud: Low uncertainty, stable regime • Wide cloud: High uncertainty, shifting regime • Asymmetric cloud: Directional bias present 6. MOMENTUM FLOW VECTORS Three-Style Momentum Visualization: Flow Arrows: • Length proportional to momentum strength • Width indicates confidence (1-3 pixels) • Angle shows rate of change • Frequency: Every 5 bars or on events Gradient Bars: • Vertical lines from price • Height = momentum/ATR ratio • Opacity based on strength • Continuous flow indication Momentum Ribbon: • Envelope around price action • Expands in momentum direction • Color intensity shows strength 7. SIGNAL CONNECTION SYSTEM Relationship Mapping: • Links consecutive signals with lines • Solid lines: Same direction (continuation) • Dotted lines: Opposite direction (reversal) • Maximum 10 connections maintained • Distance limit: 100 bars Purpose: • Identifies signal clusters • Shows trend development • Reveals regime persistence • Confirms directional bias 8. REGIME ZONE MAPPING Unified Zone Visualization: • Main zones: Full regime periods (entry to exit) • Emphasis zones: Specific trigger points • Historical memory: Last 20 regime shifts • Color gradient based on intensity • Border style indicates zone type Zone Analytics: • Duration tracking • Maximum excursion • Retest probability • Support/resistance conversion 9. DYNAMIC RISK MANAGEMENT ATR-Based Position Sizing: • Stop loss: 1.0 × ATR from entry • Target 1: 2.0 × ATR (2R) • Target 2: 4.0 × ATR (4R) • Volatility-adjusted scaling Visual Target System: • Entry pointer lines • Target boxes with prices • Stop boxes with invalidation • Real-time P&L tracking 10. PROFESSIONAL DASHBOARD Real-Time Metrics Display: Primary Metrics: • Current MMD value and threshold • Risk level (MMD/threshold ratio) • Velocity (rate of change) • Acceleration (second derivative) Signal Information: • Active signal type and entry • Stop loss and targets • Current P&L percentage • Bars since signal Market Metrics: • Directional bias (BULL/BEAR) • Confidence percentage • Win rate statistics • Signal count tracking Visual Design: • Four position options • Three size modes • Five color themes • Gauge visualizations • Status banners 11. MMD INFO PANEL Floating Statistics: • Compact 3×4 table • MMD vs threshold comparison • Velocity with direction arrows • Current bias indication • Always-visible reference FIVE COLOR THEMES Quantum: Cyan/Magenta/Yellow - Modern, high contrast, optimal visibility Matrix: Green/Red - Classic terminal aesthetic, traditional Fire: Orange/Gold/Red - Warm spectrum, energetic feel Aurora: Northern lights palette - Unique, beautiful gradients Nebula: Deep space colors - Purple/Blue, futuristic HOW TO USE Step 1: Select Your Kernel • RBF for normal markets (stocks, forex majors) • Laplacian for volatile markets (small-caps, news-driven) • Cauchy for fat-tail markets (crypto, emerging markets) Step 2: Configure Bandwidth • 0.5-2.0: Scalping (high sensitivity) • 2.0-5.0: Day trading (balanced) • 5.0-10.0: Swing trading (smooth signals) Step 3: Set Analysis Windows • Reference: 3-5× your holding period • Test: Reference ÷ 3 approximately • Adjust based on timeframe Step 4: Calibrate Threshold • Start with 0.15 default • Increase if too many signals • Decrease for earlier detection Step 5: Enable Visuals • Probability Cloud for volatility assessment • Momentum Flow for direction confirmation • Regime Zones for historical context • Signal Connections for trend visualization Step 6: Monitor Dashboard • Check MMD vs threshold • Verify regime state • Confirm directional bias • Review confidence metrics Step 7: Execute Signals • Wait for triangle markers • Verify regime shift confirmed • Check risk/reward setup • Enter at close or next open Step 8: Manage Position • Place stop at calculated level • Scale out at Target 1 (2R) • Trail remainder to Target 2 (4R) • Exit if regime reverses OPTIMIZATION GUIDE By Market Type: Forex Majors: • Kernel: RBF • Bandwidth: 2.0-3.0 • Windows: 100/30 • Threshold: 0.15 Stock Indices: • Kernel: RBF • Bandwidth: 3.0-4.0 • Windows: 150/50 • Threshold: 0.20 Cryptocurrencies: • Kernel: Cauchy • Bandwidth: 2.5-3.5 • Windows: 100/30 • Threshold: 0.10-0.15 Commodities: • Kernel: Laplacian • Bandwidth: 2.0-3.0 • Windows: 200/60 • Threshold: 0.15-0.25 By Timeframe: Scalping (1-5m): • Test Window: 10-20 • Reference: 50-100 • Bandwidth: 1.0-2.0 • Cooldown: 5-10 bars Day Trading (15m-1H): • Test Window: 30-50 • Reference: 100-150 • Bandwidth: 2.0-3.0 • Cooldown: 10-20 bars Swing Trading (4H-Daily): • Test Window: 50-100 • Reference: 200-300 • Bandwidth: 3.0-5.0 • Cooldown: 20-50 bars ADVANCED FEATURES Multi-Timeframe Capability: • HTF MMD calculation via security() • Regime alignment across timeframes • Fractal analysis support Statistical Arbitrage Mode: • Pair trading applications • Spread divergence detection • Cointegration breaks Machine Learning Integration: • Export signals for ML training • Regime labels for classification • Feature extraction support PERFORMANCE METRICS Computational Complexity: • MMD calculation: O(m×n) where m,n are window sizes • Memory usage: O(m+n) for kernel matrices • Update frequency: Every bar (real-time) • Optimization: Incremental updates where possible Typical Signal Frequency: • Conservative settings: 2-5 signals/week • Balanced settings: 5-10 signals/week • Aggressive settings: 10-20 signals/week Win Rate Expectations: • Trend following mode: 40-50% wins, 2:1 reward/risk • Mean reversion mode: 60-70% wins, 1:1 reward/risk • Depends heavily on market conditions IMPORTANT DISCLAIMERS • This indicator detects statistical divergence, not future price direction • MMD measures distribution distance, not predictive probability • Past regime shifts do not guarantee future performance • Kernel methods are descriptive statistics, not AI predictions • Requires minimum 100 bars historical data for stability • Performance varies significantly across market conditions • Not suitable for illiquid or heavily manipulated markets • Always use proper risk management and position sizing • Backtest thoroughly on your specific instruments • This is an analysis tool, not a complete trading system THEORETICAL FOUNDATION The Maximum Mean Discrepancy was introduced by Gretton et al. (2012) as a kernel-based statistical test for comparing distributions. In financial markets, we adapt this technique to detect when return distributions shift, indicating potential regime changes. The mathematical rigor of MMD provides a robust, non-parametric approach to identifying market transitions without assuming specific distribution shapes. SUPPORT & UPDATES • Questions or configuration help via TradingView messaging • Bug reports addressed within 48 hours • Feature requests considered for monthly updates • Video tutorials available on request • Join our community for strategy discussions FINAL NOTES KMD Pro represents a paradigm shift in technical analysis - moving from price-based indicators to distribution-based detection. By measuring statistical divergence rather than price divergence, the system identifies regime changes that precede traditional breakouts. This anticipatory capability, combined with comprehensive visualization and risk management, provides traders with an institutional-grade toolkit for navigating modern market dynamics. Remember: The edge comes not from the indicator alone, but from understanding when market distributions diverge from their normal state and positioning accordingly. Use KMD Pro as part of a complete trading strategy that includes fundamental analysis, risk management, and market context.
אינדיקטור Pine Script®
מאת ‎DskyzInvestments‎
Volume Heatmap + Buy/Sell splitits the most powerful volume based heatmap you can see on this platform. It tells you when the high volume is coming into the market with clear signs. Sell - You will see the red bar below the split to confirm its a sell and the strength or the sell you can see above the split line in various colors e.g. lite green (low) to Dark red (extra high). Buy - If there is a Buying trade being registered, it will appear above the spit line in opaque green with the heatmap colors to show the strength of volume. This tool will help you identify the volume strength and based on that you can plan your trade. PS, its always recommended to not to rely on a single oscillator and combine few. I would recommend you to use RSI and S/R lines with this for better decision. Note, this tool has been put together for educational purposes and I do not take any responsibility of your trade.
אינדיקטור Pine Script®
מאת ‎imr77‎
NNFX Lite Precision Strategy - Balanced Risk Management🎯 Overview The NNFX Lite Precision Strategy is a complete trading system designed for consistent, risk-managed trading at 4H timeframe and BTC/USD. It combines simple yet effective technical indicators with professional-grade risk management, including automatic position sizing and multiple take-profit levels. This strategy is based on the No Nonsense Forex (NNFX) methodology enhanced with modern risk management techniques. ✨ Key Features 🛡️ Professional Risk Management - Automatic 1% Position Sizing: Every trade risks exactly 1% of your account equity, calculated automatically based on stop loss distance - Multiple Take-Profit Levels: Scale out at 33%, 50%, and 100% of position at 2 ATR, 3 ATR, and 4.5 ATR respectively - Trailing Stop Protection: Activates after 2 ATR profit to protect gains while letting winners run - Average Risk/Reward: 2:1 to 3:1 depending on exit level - ATR-Based Stops: 1.5× ATR stop loss provides proper breathing room while managing risk 📊 Technical Indicators - **Baseline**: 21-period EMA for trend direction - Confirmation 1: SuperTrend (7-period ATR, 2.0 multiplier) for trend validation - Confirmation 2: 14-period RSI for momentum and overbought/oversold zones - Volume Filter: Requires 1.4× average volume for quality setups - Exit Indicator: Multiple TP levels with trailing stop 🎛️ Precision Filters (All Configurable) 1. Trend Strength: Requires 3+ consecutive bars in same SuperTrend direction 2. Momentum Alignment: Baseline and RSI must be rising (long) or falling (short) for 2 bars 3. Volume Confirmation: Entry volume must exceed 1.4× of 20-bar average 4. Cooldown Period: 4-bar minimum between entries to prevent overtrading 5. Optional Filters: Distance from baseline, RSI strength threshold, strong momentum (3-bar) 📈 Entry Conditions LONG Entry Requirements: - Price above 21 EMA (current and previous bar) - SuperTrend GREEN and confirmed for 3+ bars - RSI between 50-70 (bullish but not overbought) - EMA and RSI both rising (momentum alignment) - Volume > 1.4× average - At least 4 bars since last entry - No current position SHORT Entry Requirements: - Price below 21 EMA (current and previous bar) - SuperTrend RED and confirmed for 3+ bars - RSI between 30-50 (bearish but not oversold) - EMA and RSI both falling (momentum alignment) - Volume > 1.4× average - At least 4 bars since last entry - No current position 🚪 Exit Conditions Multiple Take-Profit Strategy: - TP1 (2.0 ATR): Exit 33% of position = 1.33:1 R:R - TP2(3.0 ATR): Exit 50% of remaining = 2:1 R:R - TP3 (4.5 ATR): Exit 100% remaining = 3:1 R:R Trailing Stop: - Activates after 2 ATR profit - Trails by 1 ATR offset - Protects profits while allowing trend continuation Stop Loss: - 1.5× ATR from entry - Risks exactly 1% of account (via automatic position sizing) Opposite Signal Exit: - Closes position if opposite direction signal appears (no reversal entry, clean exit only) ⚙️ Customizable Settings Trading Parameters: - Enable/Disable Longs and Shorts independently - Adjustable Risk % (default: 1.0%) - Entry label display options Precision Filters (All Optional): - Trend Strength: Toggle ON/OFF, adjustable bars (1-10) - Momentum Alignment: Toggle standard or strong (3-bar) momentum - Volume Filter: Toggle ON/OFF, adjustable multiplier (1.0-3.0×) - Cooldown: Adjustable bars between entries (0-20) - Distance Filter: Optional distance requirement from baseline - RSI Strength: Optional RSI strength threshold for entries Indicator Parameters: - Baseline EMA Period (default: 21) - SuperTrend ATR Period (default: 7) - SuperTrend Multiplier (default: 2.0) - RSI Period (default: 14) - Volume MA Period (default: 20) - ATR Period for exits (default: 14) 📊 Expected Performance Balanced Default Settings: - Trade Frequency: 8-15 trades per month (4H timeframe) - Win Rate**: 55-70% - Profit Factor: 2.5-3.5 - Average Win: +2.0% to +3.0% - Average Loss: Exactly -1.0% - Risk Consistency: Every trade risks exactly 1% Note: Performance varies by market, timeframe, and market conditions. Past performance does not guarantee future results. 🕐 Recommended Timeframes - Daily (1D): Best for swing trading, high-quality signals - 4-Hour (4H): Optimal balance of frequency and accuracy 💎 Best Use Cases Ideal For: ✅ Cryptocurrency (BTC, ETH, major alts) ✅ Stock indices (SPX, NDX, DJI) ✅ Individual stocks with good liquidity ✅ Commodities (Gold, Silver, Oil) Works Best In: ✅ Trending markets ✅ Normal to high volatility ✅ Liquid instruments with tight spreads ✅ Markets with clear directional movement Less Effective In: ⚠️ Choppy/sideways markets (use filters) ⚠️ Low liquidity instruments ⚠️ During major news events (use cooldown) ⚠️ Extremely low volatility periods 🎓 How to Use 1. Initial Setup: - Add strategy to chart - Set initial capital to match your account - Verify commission settings (default: 0.05%) - Adjust risk % if desired (default: 1% recommended) 2. Customize Filters: - **Conservative**: Enable all filters, increase thresholds - **Balanced** (Default): Standard filter settings - **Aggressive**: Disable optional filters, lower thresholds 3. Backtest: - Run on historical data (minimum 2 year) - Check Strategy Tester results - Verify profit factor > 2.0 - Ensure win rate > 50% - Review individual trades 4. Forward Test: - Paper trade for 2-4 weeks - Monitor performance vs backtest - Adjust filters if needed 5. Live Trading: - Start with small position sizes - Monitor risk per trade (should be consistent 1%) - Let take-profit levels work automatically - Don't override the system ⚠️ Important Notes Risk Management: - This strategy calculates position size automatically based on your risk % setting - Default 1% risk means each losing trade costs 1% of your account - Ensure you have sufficient capital (minimum $1,000 recommended) - Stop loss distance varies with ATR (volatile markets = larger SL = smaller position) Market Conditions: - Strategy performs best in trending markets - Use higher cooldown settings in choppy conditions - Consider disabling in extremely volatile news events - May underperform during prolonged consolidation Execution: - Strategy uses limit orders for TP levels - Slippage can affect actual entry/exit prices - Commission settings should match your broker - High-spread instruments will reduce profitability 🔧 Configuration Profiles Conservative (High Accuracy, Fewer Trades): Trend Bars: 4-5 Strong Momentum: ON Volume Multiplier: 1.6-1.8× Cooldown: 6-8 bars Distance Filter: ON RSI Strength: ON Expected: 4-8 trades/month, 65-80% win rate Balanced (Default - Recommended): Trend Bars: 3 Strong Momentum: OFF Volume Multiplier: 1.4× Cooldown: 4 bars Distance Filter: OFF RSI Strength: OFF Expected: 8-15 trades/month, 55-70% win rate Aggressive (More Trades): Trend Bars: 2 Momentum: OFF Volume Multiplier: 1.2× Cooldown: 2 bars All Optional Filters: OFF Expected: 15-25 trades/month, 50-60% win rate 📚 Strategy Logic Core Philosophy: This strategy follows the principle that consistent, properly-managed trades with positive expectancy will compound over time. It doesn't try to catch every move or avoid every loss - instead, it focuses on: 1. Quality Setups: Multiple confirmations reduce false signals 2. Proper Position Sizing: 1% risk ensures survivability 3. Asymmetric Risk/Reward: Average wins exceed average losses 4. Scaling Out: Partial profits reduce stress and lock in gains 5. Trailing Stops: Capture extended trends without guessing tops/bottoms Not Included: - No martingale or position averaging - No grid trading or pyramiding - No reversal trades (clean exit only) - No look-ahead bias or repainting - No complicated formulas or curve-fitting 🎯 Performance Tips 1. Let the System Work: Don't override exits or entries manually 2. Respect the Risk: Keep risk at 1% per trade maximum 3. Monitor Equity Curve: Smooth upward = good, choppy = adjust filters 4. Adapt to Conditions: Use conservative settings in uncertain markets 5. Track Statistics: Keep a journal of trades and performance 6. Stay Disciplined: The strategy's edge comes from consistency 7. Update Periodically: Review and adjust filters monthly ✅ Advantages ✅ Automated Risk Management: Position sizing calculated for you ✅ Multiple Exit Levels: Reduces stress, improves R:R ✅ Highly Customizable: Adjust to your trading style ✅ Simple Indicators: Easy to understand and verify ✅ No Repainting: Signals don't disappear or change ✅ Proper Backtesting: All calculations use confirmed bars ✅ Works on All Timeframes: From 15M to Daily ✅ Universal Application: Forex, crypto, stocks, indices ✅ Visual Feedback: Background colours show setup alignment ✅ Clean Code: Well-documented Pine Script v5 ⚠️ Limitations ⚠️ Requires Trending Markets: Underperforms in consolidation ⚠️ Not a Holy Grail: Will have losing trades and drawdowns ⚠️ Needs Proper Capital: Minimum $1,000 recommended ⚠️ Slippage Impact: Real-world execution may differ ⚠️ Backtesting Bias: Past results don't guarantee future performance ⚠️ Learning Curve: Optimal settings require experimentation ⚠️ Market Dependent: Some markets work better than others 📊 Statistics to Monitor When evaluating this strategy, focus on: 1. Profit Factor: Should be > 2.0 (higher is better) 2. Win Rate: Target 50-70% (varies by settings) 3. Average Win vs Average Loss: Should be at least 1.5:1 4. Maximum Drawdown: Keep under 15-20% 5. Consistency: Look for steady equity curve 6. Number of Trades: Minimum 30-50 for statistical relevance 7. Risk/Trade: Should be consistent around 1% 🔐 Risk Disclaimer IMPORTANT: Trading carries substantial risk of loss and is not suitable for all investors. Past performance is not indicative of future results. This strategy is provided for educational purposes and should not be considered financial advice. Before using this strategy with real money: - Thoroughly backtest on historical data - Forward test on a demo account - Understand your broker's execution and fees - Only risk capital you can afford to lose - Consider consulting with a financial advisor - Start with small position sizes - Monitor performance regularly The creator of this strategy: - Makes no guarantees of profitability - Is not responsible for any trading losses - Recommends proper risk management at all times - Suggests thorough testing before live use 📞 Support & Updates - Version: 1.0 (Pine Script v6) - Last Updated**: 2025 - Tested On: Multiple forex pairs, crypto, indices - Minimum TradingView Plan: Free (backtesting included) For questions, suggestions, or bug reports, please comment below or send a message.
אסטרטגיית Pine Script®
מאת ‎Russoo_trades‎
Dual Table Dashboard - Correct V3add RSI Data## 📈 Trading Applications ### 1. Trend Following Strategy ``` 1. Check TABLE 1 for trend direction (AnEMA29 + PDMDR) 2. If both green → Look for longs 3. If both red → Look for shorts 4. Use TABLE 2 for entry levels ``` ### 2. Support/Resistance Strategy ``` @70 levels = Resistance (sell/take profit zones) @50 levels = Pivot (breakout levels) @30 levels = Support (buy/accumulation zones) ``` ### 3. Multi-Timeframe Alignment ``` W_RSI → Weekly bias (long-term) D_RSI → Daily bias (medium-term) Sto50 → Current position (swing) Sto12 → Immediate position (day trade) RSI(7) & RSI(3) → Entry timing (scalp) ``` ### 4. Color Scanning Method **Quick visual analysis:** - Count greens vs reds in each row - More greens = Bullish position - More reds = Bearish position - Mixed colors = Transitioning/choppy --- ## ✅ Verification & Accuracy ### Tested Against AmiBroker: - ✅ RSI band values match within ±0.01% - ✅ Stochastic channels match exactly - ✅ Color logic matches exactly - ✅ All formulas verified line-by-line ### Known Minor Differences: Small variations (<1%) may occur due to: 1. **Platform calculation precision** - Different floating-point engines 2. **Historical data feeds** - Slight variations in past prices 3. **Weekly bar boundaries** - TradingView vs AmiBroker week definitions 4. **Initialization period** - First N bars need to "warm up" **These minor differences don't affect trading signals!** --- ## ⚙️ Settings & Customization ### Input Parameters: ```pine emaLen = 29 // EMA Length for angle calculation rangePeriods = 30 // Angle normalization lookback rangeConst = 25 // Angle normalization constant dmiLen = 14 // DMI/ADX Length for PDMDR ``` ### Available Positions: Can be changed in the code: - `position.top_left` - `position.top_center` - `position.top_right` - `position.middle_left` (Table 2 default) - `position.middle_center` - `position.middle_right` - `position.bottom_left` (Table 1 default) - `position.bottom_center` - `position.bottom_right` ### Text Sizes: - `size.tiny` - `size.small` (current default) - `size.normal` - `size.large` - `size.huge` --- ## 🎯 Best Practices ### DO: ✅ Use multiple confirmations before entering trades ✅ Combine with price action and chart patterns ✅ Pay attention to color changes across timeframes ✅ Use @50 levels as key pivot points ✅ Watch for alignment between W_RSI and D_RSI ### DON'T: ❌ Trade based on color alone without confirmation ❌ Ignore the overall trend (Table 1) ❌ Enter trades against strong trend signals ❌ Overtrade when colors are mixed/choppy ❌ Ignore risk management rules --- ## 📊 Example Reading ### Bullish Setup: ``` TABLE 1: AnEMA29: Green (15°) across all 3 bars PDMDR: Green (1.65) and rising TABLE 2: W_RSI@50: Green (price above) D_RSI@50: Green (price above) Sto50@50: Green (price above midpoint) Sto12@50: Green (price above midpoint) Interpretation: Strong bullish trend confirmed across multiple timeframes Action: Look for long entries on pullbacks to @50 or @30 levels ``` ### Bearish Setup: ``` TABLE 1: AnEMA29: Red (-12°) across all 3 bars PDMDR: Red (0.45) and falling TABLE 2: W_RSI@50: Red (price below) D_RSI@50: Red (price below) Sto50@50: Red (price below midpoint) Interpretation: Strong bearish trend confirmed Action: Look for short entries on rallies to @50 or @70 levels ``` ### Reversal Signal: ``` TABLE 1: -2D: Red, -1D: Yellow, 0D: Green (momentum shifting) TABLE 2: Price just crossed above multiple @50 levels Colors changing from red to green Interpretation: Potential trend reversal in progress Action: Wait for confirmation, consider early long entry with tight stop ``` --- ## 🔍 Troubleshooting ### "Values don't match AmiBroker exactly" - Check you're on the same timeframe - Verify the symbol is identical - Compare historical data (last 20 closes) - Small differences (<1%) are normal ### "Tables are overlapping" - Adjust positions in code - Use different combinations (top/middle/bottom with left/center/right) ### "Colors seem wrong" - Verify current close price - Check if you're comparing same bar - Ensure both platforms use same session times ### "Script takes too long" - Use on Daily or higher timeframes - The RSI band calculation is computationally intensive - Don't run on tick-by-tick data --- ## 📝 Version History **v3.0 (Final)** - Current version - RSI band calculation verified correct - Tables positioned bottom-left and middle-left - All values match AmiBroker - Production ready ✅ **v2.0** - Fixed RSI band algorithm order (calculate before updating P/N) - Improved variable scope handling **v1.0** - Initial implementation - Had incorrect RSI band calculation --- ## 📄 Files in Package
אינדיקטור Pine Script®
מאת ‎insomniac_vampire‎
ATR %ATR % Oscillator A simple and effective Average True Range (ATR) indicator displayed as a percentage of the current price in a separate panel. FEATURES: • ATR displayed as percentage of current price for easy cross-asset comparison • EMA smoothing line using the same period as ATR • Configurable ATR period (default: 20) • Clean visualization with zero reference line HOW IT WORKS: The indicator calculates ATR and converts it to a percentage: (ATR / Close) × 100 This normalization allows you to: - Compare volatility across different instruments regardless of price - Identify high and low volatility periods - Use the EMA line to spot volatility trends PARAMETERS: ATR Period - The lookback period for ATR calculation (default: 20) Timeframe - Choose any timeframe for ATR calculation independently from the chart timeframe (default: chart timeframe)
אינדיקטור Pine Script®
מאת ‎audrius_exe‎
Trendly Signals📈 Trendly Signals - Multi- Mode Signal Engine for Smarter Entries This is my first attempt at creating an indicator to support newer traders - especially those who don’t have much screen time or charting experience - by offering clearer, easier-to-follow buy/sell signals. Trendly Signals is built on the solid foundation of Trend Indicator A- V2 by DZIV , which provided reliable trend visualization. Trendly stands for Trend-Friendly - a name chosen to reflect its goal: making trend-based trading more approachable, intuitive, and practical. Built on the solid foundation of Trend Indicator A-V2 by DZIV (credited), Trendly Signals takes the original concept much further, transforming it into a full-featured signal engine designed for real- world trading decisions. It introduces actionable entry/exit signals, dynamic filtering, and user-friendly customization - features that aim to make trading more intuitive and practical for those who want clarity and confidence without spending hours on chart analysis. 🔍 Signal Modes Explained You can choose between two main signal engines depending on your trading style: 🧠 Pulse Mode • Uses raw trend flips to generate frequent signals • Best suited for active traders who want more entries and faster feedback 🧘 Zen Mode • Applies multiple filters (RSI, MACD slope, candle structure, and higher timeframe trend alignment) • Designed for those who prefer fewer, higher-conviction trades ✨ One of the most powerful upgrades in Trendly Signals is the ability to view both Pulse and Zen modes together on the same chart. This lets you compare aggressive vs conservative signals in real time - a feature not available in the original script and rarely found in other free-to-use indicators. It’s especially helpful for learning how different strategies behave under various market conditions. 🧭 Trade Mode (Experimental) This optional feature spaces out signals based on your preferred trading style: • Scalping: tighter spacing, more signals • Swing: moderate spacing • HODL: wider spacing, fewer signals It also adjusts cooldown periods and minimum price movement thresholds to help reduce noise and avoid overtrading. ⚠️ Note: Trade Mode currently works only with Zen signals. Pulse signals are focused on raw trend flips and are not filtered through Trade Mode logic. 📊 Built- In Backtest Table Want to see how it performs? The backtest table displays: • Total trade count • Win rate • Signal engine used (Pulse or Zen) This helps you quickly evaluate performance across different timeframes and modes - no external tools needed. 🎨 Customization Tips Make the signals work for you: 1. Choose your mode: Pulse for frequent signals, Zen for filtered entries 2. Set your trading style: Trade Mode adapts signal spacing for scalping, swing, or long- term holding 3. Adjust filters: Use cooldown bars, minimum price movement, and signal repetition settings to fine- tune your entries 4. Pick your visuals: Choose between triangle or label styles, and customize signal colours for better clarity ________________________________________ ⚠️ Important Notes • Chart Type: Standard candles are recommended for the most realistic signal behaviour, but the signals also work fine with other chart types like Heiken Ashi or Renko • Clean Chart: For best results, apply Trendly Signals on a chart without overlapping indicators • Credit: Original concept by DZIV (Trend Indicator A- V2) . This version builds on it with new logic, multi- mode signal engines, and adaptive filtering
אינדיקטור Pine Script®
מאת ‎coffeecookiesholidays‎
1
RSI Crypto Strength (Asset vs BTC)The "RSI Crypto Strength" is an advanced analysis tool built on a fundamental pillar of the cryptocurrency market: for an altcoin to achieve exponential bullish performance, it must invariably be and remain stronger than Bitcoin itself. The primary objective of this indicator is to quantify and reinforce this thesis. It provides a clear and immediate view of the relative strength of any cryptocurrency in direct comparison with the market leader, Bitcoin. This relative strength can be identified on any timeframe. This also reinforces a scenario where a cryptocurrency that is weaker than Bitcoin is prone to sideways movements and downturns. Key Features This indicator combines multiple tools into a single solution: > Dual RSI Plot: Simultaneously visualizes the RSI of the asset on the chart (dynamic) and the RSI of Bitcoin (blue line). > Strength Delta (Asset vs. BTC): The heart of the indicator. A panel displays the exact difference (Asset RSI - Bitcoin RSI). - Green: The asset has more RSI strength than Bitcoin. - Red: The asset has less RSI strength than Bitcoin. > Dynamic Coloring and Area Fill: The asset's RSI line and the background area automatically change color to highlight critical zones: - Green (Overbought): RSI above 70. - Red (Oversold): RSI below 30. - Orange (Neutral): RSI between 30 and 70. > Integrated Moving Average: A Moving Average line (gray) is plotted directly on the asset's RSI, serving as a signal line or to smooth momentum. The type (SMA, EMA, WMA, etc.) and period are fully customizable. > Multi-Timeframe (MTF) Support: You can configure the indicator to display data from a higher timeframe (e.g., "1H") while analyzing a lower timeframe chart (e.g., "5m"). > Customizable Panel and Labels: - A Delta Panel that can be enabled/disabled and moved to any of the four corners of the indicator. - Labels at the end of the lines (Asset, BTC, MA) for easy identification, which can also be enabled/disabled. > Alert-Ready: The indicator exposes the 4 main data sources for creating alerts. How to Use > Thesis Validation (Higher Timeframes): This is the primary use. Before looking for entries, use the indicator on timeframes like the H4, Daily, or Weekly. Confirm that the Asset (orange/green line) is consistently above Bitcoin (blue line) and that the Delta is positive. This is your structural strength validation, confirming the asset has potential for an exponential rally. > Delta Analysis: The "Delta (Asset - BTC)" panel is your immediate strength metric. A positive and rising value indicates the asset is outperforming Bitcoin. A negative and falling value indicates relative weakness. > Line Crossovers (Timing): On lower timeframes, watch for crossovers between the Asset line and the Bitcoin line. A cross of the Asset line above the Bitcoin line is a clear sign that the asset's momentum is gaining strength. > Signal Confluence: Look for high-probability scenarios. For example: The Asset's RSI crosses above the Bitcoin RSI while the Delta also crosses above 0. > Market Extremes: Use the area fill to quickly identify when the asset reaches extreme overbought (>70) or oversold (<30) levels, regardless of what Bitcoin is doing. Alerts This indicator is fully prepared for alert creation. When setting up an alert in TradingView, you can select the following data sources from this indicator: > RSI Asset: Alerts on the RSI value of the asset on the chart. > RSI Bitcoin: Alerts on the RSI value of Bitcoin. > Moving Average: Alerts on the value of the Moving Average. > RSI Delta: Allows creating alerts based on the difference between the two. (e.g., "Alert if RSI Delta crosses above Value 0"). Settings (Inputs) The indicator offers full customization: > RSI Length: The calculation period for both RSIs (default 14). > Indicator Timeframe: Enables Multi-Timeframe functionality. > Bitcoin Ticker: Allows changing the Bitcoin reference ticker. > MA Settings: Choose the MA Type (SMA, EMA, WMA, VWMA, etc.) and its period. > Panels and Labels: Toggles to enable/disable the Delta Panel and Line Labels, plus a selector for the panel's location. > Colors: All line and highlight colors are fully customizable in the settings. DISCLAIMER: This script is an analysis tool and does not provide financial advice. All trades carry risk. Use this tool as part of a broader trading strategy and always practice good risk management.
אינדיקטור Pine Script®
מאת ‎BERCUTIATIA‎
Dynamic Length RSI (DRSI)Dynamic Length RSI (DRSI) This indicator is an advanced tool that seeks to improve the sensitivity and adaptability of the traditional Relative Strength Index (RSI). Its main feature is that it uses a variable length calculation instead of a fixed length (like the standard 14), automatically adjusting to market volatility conditions. The length used to calculate the RSI dynamically adjusts between a predefined minimum and maximum, based on volatility (ATR). The change in length is indicated by the candlestick background. Gray candles represent ascending Dyn (weakness/consolidation/declining volatility), blue or white candles represent descending Dyn (strength, trend, rising volatility).
אינדיקטור Pine Script®
מאת ‎Icy_penguin-T‎
CNN Fear and Greed Index📊 CNN Fear & Greed Index — by @victhoreb Tap into the emotional heartbeat of the U.S. stock market with this powerful CNN-inspired Fear & Greed Index! 🧠📉📈 Designed to mirror the sentiment framework popularized by CNN Business, this indicator blends 7 key market signals into a single score from 0 (😱 Extreme Fear) to 100 (🚀 Extreme Greed), helping you navigate volatility with confidence. 🧩 What’s Inside? Each component captures a unique behavioral or macroeconomic force: - ⚡ Market Momentum: Tracks how far the S&P 500 is from its 125-day average — a pulse check on trend strength. - 🏛️ Stock Price Strength: Measures the NYSE Highs vs. Lows — are more stocks breaking out or breaking down? - 🌊 Stock Price Breadth: Uses the McClellan Volume Summation Index to assess market-wide participation. - ☎️ Put/Call Ratio: A 5-day average of the equity options market — are traders hedging or chasing? - 🌪️ Volatility (VIX): Compares the VIX to its 50-day average — rising fear or calming nerves? - 🛡️ Safe Haven Demand: Contrasts stock returns with bond returns — are investors seeking shelter or risk? - 💣 Junk Bond Demand: Inverted high-yield spread — tighter spreads = more risk-on appetite. 🎯 Why Use It? This index gives you a quantified view of Wall Street’s mood, helping you: - Spot emotional extremes that often precede reversals - Confirm or challenge your directional bias - Stay grounded when the market gets irrational 🧭 Visual Sentiment Meter A custom offset sentiment meter shows current positioning with intuitive labels: - 😱 Extreme Fear - 😨 Fear - 😐 Neutral - 😄 Greed - 🚀 Extreme Greed Color gradients and dynamic labels make it easy to interpret at a glance. Ready to trade with the crowd—or against it? Add this indicator to your chart and let sentiment guide your strategy! 📈🧠
אינדיקטור Pine Script®
מאת ‎victhoreb‎
Crypto Fear and Greed Index📊 Crypto Fear & Greed Index — by @victhoreb Decode the emotional pulse of the crypto market with this all-in-one Fear & Greed Index! 🧠💰 This custom-built indicator blends 7 powerful market signals into a single sentiment score ranging from 0 (😱 Extreme Fear) to 100 (🚀 Extreme Greed), helping you spot potential tops, bottoms, and trend shifts with clarity. 🔍 What’s under the hood? Each component reflects a unique psychological or macroeconomic force: - ⚡ Market Momentum: Measures how far BTC is from its 125-day average — are we overextended or undervalued? - 📈 Crypto Price Strength: Tracks the dominance of altcoins (OTHERS.D) — rising dominance = growing risk appetite. - 💵 Digital Dollar Dominance (USDT.D): A proxy for stablecoin demand — more USDT dominance = risk-off behavior. - 🐦 Twitter Sentiment (LunarCrush): Captures real-time posts on TWITTER about Bitcoin — are the crowds euphoric or panicking? - 🌪️ Volatility (VIX): Inverted VIX deviation — higher fear in traditional markets often spills into crypto. - 🛡️ Safe Haven Demand: Compares BTC returns vs. US10Y bonds — are investors fleeing to safety or embracing risk? - 🧨 Junk Bond Demand (BAMLH0A0HYM2): Inverted high-yield spread — tighter spreads = more greed in credit markets. 🎯 Why use it? This index gives you a quantified view of market sentiment, helping you: - Anticipate reversals during emotional extremes - Confirm trend strength or weakness - Stay objective when the market gets irrational 🧭 Visual Dashboard A custom offset sentiment meter shows current positioning with intuitive labels: - 😱 Extreme Fear - 😨 Fear - 😐 Neutral - 😄 Greed - 🚀 Extreme Greed Color gradients and dynamic labels make it easy to interpret at a glance. Ready to trade with the crowd—or against it? Add this indicator to your chart and let sentiment guide your strategy! 📈🧠
אינדיקטור Pine Script®
מאת ‎victhoreb‎
Vip Pro Realtime VipPro Realtime — Technical Overview VipPro Realtime is a multi-layer analytical indicator designed for real-time liquidity and momentum tracking across all markets on TradingView. It integrates price structure, volatility, and volume dynamics into a unified dashboard that allows traders to visually interpret market phases in seconds. 🔹 Core Components Directional Framework (Trend Logic) VipPro Realtime uses a dual-EMA structure to determine short- and mid-term momentum alignment. When both layers confirm, the background color changes to visualize the prevailing trend: 🟢 Green → bullish momentum 🔴 Red → bearish momentum ⚪ Gray → corrective or neutral phase Liquidity & Volume Mapping The script evaluates volume pressure relative to its moving average and applies a dynamic volume-to-volatility ratio. This helps detect where actual market participation occurs instead of relying only on price movement. RSI & Volatility Filters RSI and ATR values are normalized to reduce noise. The indicator highlights overbought/oversold conditions and provides contextual volatility levels to help avoid false signals in low-liquidity environments. VWAP Integration A VWAP baseline defines fair-value zones and helps identify extension points for potential mean reversion setups. Open Interest Layer (OI Monitor) When available, the indicator requests aggregated open interest data from related perpetual markets and calculates short-term deltas to visualize: 📈 Increasing OI with rising price → potential long buildup 📉 Increasing OI with falling price → potential short buildup ⚠️ Decreasing OI → profit-taking or liquidation reduction Wave & Fibonacci Targeting The tool automatically identifies impulsive and corrective phases and projects short-term expansion levels (1.27 and 1.61) based on recent swings. Dashboard Interface The top-center table summarizes all key parameters: Trend direction Liquidity state Momentum strength Volatility context RSI condition Signal status OI condition 🔹 Use Case VipPro Realtime is built for traders who need quantitative confirmation of price behavior rather than subjective pattern recognition. It helps interpret when a movement is supported by real liquidity inflow/outflow, allowing better timing for entries and exits across intraday or swing strategies. 🔹 Compatibility ✅ Works on all TradingView timeframes ✅ Applicable to crypto, forex, stocks, and commodities ✅ Requires no external data feeds or third-party services 🔹 Important Note This script does not provide financial advice or guaranteed results. Its purpose is to enhance situational awareness by merging multiple layers of market data (trend, volume, momentum, and OI) into one simplified view. Traders should always confirm signals with their own risk management and market understanding. Feel free to ask any questions at amr@mobeline.de .
אינדיקטור Pine Script®
מאת ‎Mehrezy‎
Dual RVI Divergence Detector: Volatility + Vigor This script combines two distinct but complementary momentum oscillators—the Relative Volatility Index (RVI Volatility) by Donald Dorsey and the Relative Vigor Index (RVI Vigor) by John Ehlers—into a single, unified divergence detection system. Why combine them? RVI Volatility measures the directional consistency of volatility, helping identify overbought/oversold conditions based on price dispersion. RVI Vigor measures the strength of price movement relative to its range, reflecting market conviction through the relationship between open/close and high/low. While both are called "RVI", they are fundamentally different indicators with unique mathematical foundations. Using them together provides convergent confirmation: when both oscillators show bullish (or bearish) divergence at the same time, the signal gains statistical robustness. This reduces false positives compared to using either in isolation. Key Original Enhancements (by Carlos Mauricio Vizcarra, 2025): Dynamic normalization: The Vigor oscillator (normally centered near 0) is scaled to the 0–100 range of the Volatility RVI, enabling direct visual comparison in a single panel without distortion. Independent divergence logic: Each oscillator retains its own pivot detection, divergence conditions (regular + hidden), and visual markers ("R"/"H" labels + connecting lines). User-controlled visibility: Traders can toggle each RVI on/off to focus on one signal or compare both. Full compliance with MPL 2.0: Original authors are credited, and all reused concepts are properly attributed. How to Use: Look for aligned divergences (e.g., bullish divergence on both RVIs) for high-probability reversals. Use hidden divergences for trend-continuation signals. The SMA filters (configurable) help smooth noise. All alerts are included for automated scanning. Note: This is not a simple "mashup". It solves a real analytical problem: comparing structurally different oscillators on equal visual footing while preserving their unique divergence behaviors—something not available in any single existing indicator. Additional Compliance Notes : No emoji or non-ASCII characters in title English-first description (you may add Spanish after if desired) Clear justification for combining two indicators Explanation of calculations (Dorsey vs. Ehlers) Highlight of original contributions (normalization, dual divergence logic, UI controls) No promotion, links, or contact info Clean chart recommended: publish with only this script active, no other indicators or drawings
אינדיקטור Pine Script®
מאת ‎CARLOSVIZCARRA17‎
Ascent Scalper - BULLISH ONLYStrategy Name: Ascent Scalper - BULLISH ONLY This is a compliant description for a Closed-Source Subscription Strategy. 1. Overview and Core Logic The Ascent Scalper is a sophisticated, trend-following strategy designed exclusively for long (bullish) scalping on low-timeframe charts. It uses a multi-indicator confluence model based on standard candlestick data to identify and capitalize on strong bullish momentum during active trading hours. The long entry rule requires the simultaneous alignment of the following four conditions: A. Trend Confirmation (Standard Close EMAs): The core trend is confirmed by the 8-period Fast EMA crossing and remaining above the 21-period Slow EMA, using the standard bar closing price. B. Momentum Strength (ADX/RSI): Directional movement must be validated by the 14-period ADX exceeding a threshold (default 18), alongside the 14-period RSI being above a threshold (default 45), confirming strong momentum. C. Volume Validation: A dynamic filter requires the current bar's volume to be greater than the 20-period Volume MA (default 1.0x) to ensure high market conviction at the time of entry. D. Session Filter: Entries are restricted to a defined trading window (default UTC 12:00 to 20:00) to capture maximum market liquidity. 2. Trade Management and Realistic Risk This strategy employs a dynamic, partial-exit risk management plan based on the Average True Range (ATR). Initial Stop Loss (SL): The initial SL is tight and calculated based on the 14-period ATR multiplied by an adjustable factor (default 0.7). Split Exits (P&L Management): The position is split into two halves upon entry: A. $50\%$ Position (TP1): Exited at a 1R profit target, where 1R is equal to the initial ATR-based SL value. B $50\%$ Position (Run): Managed by a Trailing Stop Loss (TSL), with trail points also calculated dynamically using the current ATR (default multiplier 1.2x). Breakeven (BE) Lock: The optional Breakeven feature (default: ON) places a Breakeven stop (entry price plus 1 tick) once the position is 2 ticks in profit, locking in capital protection rapidly. Daily Risk Controls: The strategy includes an optional (default: OFF) Max Daily Loss control (default $1,000), which stops trading for the day if the cumulative closed P&L exceeds the loss cap. 3. Backtesting Results & Mandatory Disclosures The default settings are configured for high-liquidity markets. Users must comply with the following: A. Risk Per Trade: The ATR-based SL system ensures the risk per trade is highly variable but generally kept below $5\%$ of a reasonable account size. B. Commissions/Slippage: Commissions and slippage MUST be configured by the user in the Strategy Properties window to ensure backtest results accurately reflect real-world execution costs. C. Trade Sample Size: The strategy must be run on a dataset that generates over 100 trades for statistically valid results. MANDATORY DISCLAIMER: Past performance is not necessarily indicative of future results. Trading involves substantial risk of loss. All claims of historical performance are substantiated by the backtesting results on the chart, but these results do not guarantee actual trading outcomes.
אסטרטגיית Pine Script®
מאת ‎ngukevin90‎
Blue Dot Red DotInspired by Dr Wish This script is a confluence indicator designed to identify potential trend reversals or "mean reversion" trade setups. It plots buy (blue) and sell (red) dots directly on your price chart. The core strategy is to find moments where price is overextended (using Bollinger Bands) and momentum is simultaneously reversing (using the Stochastic Oscillator). A signal is only generated when both of these conditions are met. Core Components The script combines two classic technical indicators: Bollinger Bands (BB): These create a "channel" around the price based on a simple moving average (the basis) and a standard deviation (dev). Upper Band: Basis + (2.0 * StdDev) Lower Band: Basis - (2.0 * StdDev) In this script, the bands are used to identify when the price has moved significantly far from its recent average, suggesting it's "overbought" (at the upper band) or "oversold" (at the lower band) and may be due for a pullback. Stochastic Oscillator: This is a momentum oscillator that compares a closing price to its price range over a certain period. It consists of two lines: %K (the main, faster line) and %D (a moving average of %K, the slower signal line). It's used to identify overbought and oversold momentum conditions and, more importantly, momentum shifts, which are signaled by the %K and %D lines crossing. Signal Logic: How the Dots Are Generated This script's "secret sauce" is that it demands three specific conditions to be true at the same time before plotting a dot. 🔵 Blue Dot (Buy Signal) A blue dot will appear below a price bar if all three of these conditions are met: Stochastic Crossover: The faster %K line crosses above the slower %D line (ta.crossover(k, d)). This signals that short-term momentum is starting to turn bullish. Was Oversold: On the previous bar, the %K line was below the "Oversold Threshold" (was_oversold = k < oversold). This ensures the bullish crossover is happening from an oversold (or at least bearish) momentum state. Note: The default oversold threshold is set to 50. This is a key detail. It means the script is looking for a bullish crossover that originates from anywhere in the bottom half of the Stochastic range, not just the traditional "extreme" oversold area (like 20). Price Extension: Within the last 3 bars (the current bar or the two before it), the price's low must have touched or gone below the lower Bollinger Band (bb_touch_lower). This confirms that the price itself is in an "oversold" or overextended area. In plain English: A blue dot appears when the price has recently dipped to an extreme low (touching the lower BB) and its underlying momentum has just started to turn back up (Stoch cross from the lower half). 🔴 Red Dot (Sell Signal) A red dot will appear above a price bar if all three of these conditions are met: Stochastic Crossunder: The faster %K line crosses below the slower %D line (ta.crossunder(k, d)). This signals that short-term momentum is starting to turn bearish. Was Overbought: On the previous bar, the %K line was above the "Overbought Threshold" (was_overbought = k > overbought). The default for this is 80, which is a traditional overbought level. Price Extension: Within the last 3 bars (the current bar or the two before it), the price's high must have touched or gone above the upper Bollinger Band (bb_touch_upper). This confirms that the price itself is in an "overbought" or overextended area. A red dot appears when the price has recently spiked to an extreme high (touching the upper BB) and its underlying momentum has just started to roll over and turn back down (Stoch cross from the overbought zone).
אינדיקטור Pine Script®
מאת ‎tommyttcat‎
Hidden Impulse═══════════════════════════════════════════════════════════════════ HIDDEN IMPULSE - Multi-Timeframe Momentum Detection System ═══════════════════════════════════════════════════════════════════ OVERVIEW Hidden Impulse is an advanced momentum oscillator that combines the Schaff Trend Cycle (STC) and Force Index into a comprehensive multi-timeframe trading system. Unlike standard implementations of these indicators, this script introduces three distinct trading setups with specific entry conditions, multi-timeframe confirmation, and trend filtering. ═══════════════════════════════════════════════════════════════════ ORIGINALITY & KEY FEATURES This indicator is original in the following ways: 1. DUAL-TIMEFRAME STC ANALYSIS Standard STC implementations work on a single timeframe. This script simultaneously analyzes STC on both your trading timeframe and a higher timeframe, providing trend context and filtering out low-probability signals. 2. FORCE INDEX INTEGRATION The script combines STC with Force Index (volume-weighted price momentum) to confirm the strength behind price moves. This combination helps identify when momentum shifts are backed by genuine buying/selling pressure. 3. THREE DISTINCT TRADING SETUPS Rather than generic overbought/oversold signals, the indicator provides three specific, rule-based setups: - Setup A: Classic trend-following entries with multi-timeframe confirmation - Setup B: Divergence-based reversal entries (highest probability) - Setup C: Mean-reversion bounce trades at extreme levels 4. INTELLIGENT FILTERING All signals are filtered through: - 50 EMA trend direction (prevents counter-trend trades) - Higher timeframe STC alignment (ensures macro trend agreement) - Force Index confirmation (validates volume support) ═══════════════════════════════════════════════════════════════════ HOW IT WORKS - TECHNICAL EXPLANATION SCHAFF TREND CYCLE (STC) CALCULATION: The STC is a cyclical oscillator that combines MACD concepts with stochastic smoothing to create earlier and smoother trend signals. Step 1: Calculate MACD - Fast MA = EMA(close, Length1) — default 23 - Slow MA = EMA(close, Length2) — default 50 - MACD Line = Fast MA - Slow MA Step 2: First Stochastic Smoothing - Apply stochastic calculation to MACD - Stoch1 = 100 × (MACD - Lowest(MACD, Smoothing)) / (Highest(MACD, Smoothing) - Lowest(MACD, Smoothing)) - Smooth result with EMA(Stoch1, Smoothing) — default 10 Step 3: Second Stochastic Smoothing - Apply stochastic calculation again to the smoothed stochastic - This creates the final STC value between 0-100 The dual stochastic smoothing makes STC more responsive than MACD while being smoother than traditional stochastics. FORCE INDEX CALCULATION: Force Index measures the power behind price movements by incorporating volume: Force Raw = (Close - Close ) × Volume Force Index = EMA(Force Raw, Period) — default 13 Interpretation: - Positive Force Index = Buying pressure (bulls in control) - Negative Force Index = Selling pressure (bears in control) - Force Index crossing zero = Momentum shift - Divergences with price = Weakening momentum (reversal signal) TREND FILTER: A 50-period EMA serves as the trend filter: - Price above EMA50 = Uptrend → Only LONG signals allowed - Price below EMA50 = Downtrend → Only SHORT signals allowed This prevents counter-trend trading which accounts for most losing trades. ═══════════════════════════════════════════════════════════════════ THE THREE TRADING SETUPS - DETAILED SETUP A: CLASSIC MOMENTUM ENTRY Concept: Enter when STC exits oversold/overbought zones with trend confirmation LONG CONDITIONS: 1. Higher timeframe STC > 25 (macro trend is up) 2. Primary timeframe STC crosses above 25 (momentum turning up) 3. Force Index crosses above 0 OR already positive (volume confirms) 4. Price above 50 EMA (local trend is up) SHORT CONDITIONS: 1. Higher timeframe STC < 75 (macro trend is down) 2. Primary timeframe STC crosses below 75 (momentum turning down) 3. Force Index crosses below 0 OR already negative (volume confirms) 4. Price below 50 EMA (local trend is down) Best for: Trending markets, continuation trades Win rate: Moderate (60-65%) Risk/Reward: 1:2 to 1:3 ─────────────────────────────────────────────────────────────────── SETUP B: DIVERGENCE REVERSAL (HIGHEST PROBABILITY) Concept: Identify exhaustion points where price makes new extremes but momentum (Force Index) fails to confirm BULLISH DIVERGENCE: 1. Price makes a lower low (LL) over 10 bars 2. Force Index makes a higher low (HL) — refuses to follow price down 3. STC is below 25 (oversold condition) Trigger: STC starts rising AND Force Index crosses above zero BEARISH DIVERGENCE: 1. Price makes a higher high (HH) over 10 bars 2. Force Index makes a lower high (LH) — refuses to follow price up 3. STC is above 75 (overbought condition) Trigger: STC starts falling AND Force Index crosses below zero Why this works: Divergences signal that the current trend is losing steam. When volume (Force Index) doesn't confirm new price extremes, a reversal is likely. Best for: Reversal trading, range-bound markets Win rate: High (70-75%) Risk/Reward: 1:3 to 1:5 ─────────────────────────────────────────────────────────────────── SETUP C: QUICK BOUNCE AT EXTREMES Concept: Catch rapid mean-reversion moves when price touches EMA50 in extreme STC zones LONG CONDITIONS: 1. Price touches 50 EMA from above (pullback in uptrend) 2. STC < 15 (extreme oversold) 3. Force Index > 0 (buyers stepping in) SHORT CONDITIONS: 1. Price touches 50 EMA from below (pullback in downtrend) 2. STC > 85 (extreme overbought) 3. Force Index < 0 (sellers stepping in) Best for: Scalping, quick mean-reversion trades Win rate: Moderate (55-60%) Risk/Reward: 1:1 to 1:2 Note: Use tighter stops and quick profit-taking ═══════════════════════════════════════════════════════════════════ HOW TO USE THE INDICATOR STEP 1: CONFIGURE TIMEFRAMES Primary Timeframe (STC - Primary Timeframe): - Leave empty to use your current chart timeframe - This is where you'll take trades Higher Timeframe (STC - Higher Timeframe): - Default: 30 minutes - Recommended ratios: * 5min chart → 30min higher TF * 15min chart → 1H higher TF * 1H chart → 4H higher TF * Daily chart → Weekly higher TF ─────────────────────────────────────────────────────────────────── STEP 2: ADJUST STC PARAMETERS FOR YOUR MARKET Default (23/50/10) works well for stocks and forex, but adjust for: CRYPTO (volatile): - Length 1: 15 - Length 2: 35 - Smoothing: 8 (Faster response for rapid price movements) STOCKS (standard): - Length 1: 23 - Length 2: 50 - Smoothing: 10 (Balanced settings) FOREX MAJORS (slower): - Length 1: 30 - Length 2: 60 - Smoothing: 12 (Filters out noise in 24/7 markets) ─────────────────────────────────────────────────────────────────── STEP 3: ENABLE YOUR PREFERRED SETUPS Toggle setups based on your trading style: Conservative Trader: ✓ Setup B (Divergence) — highest win rate ✗ Setup A (Classic) — only in strong trends ✗ Setup C (Bounce) — too aggressive Trend Trader: ✓ Setup A (Classic) — primary signals ✓ Setup B (Divergence) — for entries on pullbacks ✗ Setup C (Bounce) — not suitable for trending Scalper: ✓ Setup C (Bounce) — quick in-and-out ✓ Setup B (Divergence) — high probability scalps ✗ Setup A (Classic) — too slow ─────────────────────────────────────────────────────────────────── STEP 4: READ THE SIGNALS ON THE CHART: Labels appear when conditions are met: Green labels: - "LONG A" — Setup A long entry - "LONG B DIV" — Setup B divergence long (best signal) - "LONG C" — Setup C bounce long Red labels: - "SHORT A" — Setup A short entry - "SHORT B DIV" — Setup B divergence short (best signal) - "SHORT C" — Setup C bounce short IN THE INDICATOR PANEL (bottom): - Blue line = Primary timeframe STC - Orange dots = Higher timeframe STC (optional) - Green/Red bars = Force Index histogram - Dashed lines at 25/75 = Entry/Exit zones - Background shading = Oversold (green) / Overbought (red) INFO TABLE (top-right corner): Shows real-time status: - STC values for both timeframes - Force Index direction - Price position vs EMA - Current trend direction - Active signal type ═══════════════════════════════════════════════════════════════════ TRADING STRATEGY & RISK MANAGEMENT ENTRY RULES: Priority ranking (best to worst): 1st: Setup B (Divergence) — wait for these 2nd: Setup A (Classic) — in confirmed trends only 3rd: Setup C (Bounce) — scalping only Confirmation checklist before entry: ☑ Signal label appears on chart ☑ TREND in info table matches signal direction ☑ Higher timeframe STC aligned (check orange dots or table) ☑ Force Index confirming (check histogram color) ─────────────────────────────────────────────────────────────────── STOP LOSS PLACEMENT: Setup A (Classic): - LONG: Below recent swing low - SHORT: Above recent swing high - Typical: 1-2 ATR distance Setup B (Divergence): - LONG: Below the divergence low - SHORT: Above the divergence high - Typical: 0.5-1.5 ATR distance Setup C (Bounce): - LONG: 5-10 pips below EMA50 - SHORT: 5-10 pips above EMA50 - Typical: 0.3-0.8 ATR distance ─────────────────────────────────────────────────────────────────── TAKE PROFIT TARGETS: Conservative approach: - Exit when STC reaches opposite level - LONG: Exit when STC > 75 - SHORT: Exit when STC < 25 Aggressive approach: - Hold until opposite signal appears - Trail stop as STC moves in your favor Partial profits: - Take 50% at 1:2 risk/reward - Let remaining 50% run to target ─────────────────────────────────────────────────────────────────── WHAT TO AVOID: ❌ Trading Setup A in sideways/choppy markets → Wait for clear trend or use Setup B only ❌ Ignoring higher timeframe STC → Always check orange dots align with your direction ❌ Taking signals against the major trend → If weekly trend is down, be cautious with longs ❌ Overtrading Setup C → Maximum 2-3 bounce trades per session ❌ Trading during low volume periods → Force Index becomes unreliable ═══════════════════════════════════════════════════════════════════ ALERTS CONFIGURATION The indicator includes 8 alert types: Individual setup alerts: - "Setup A - LONG" / "Setup A - SHORT" - "Setup B - DIV LONG" / "Setup B - DIV SHORT" ⭐ recommended - "Setup C - BOUNCE LONG" / "Setup C - BOUNCE SHORT" Combined alerts: - "ANY LONG" — fires on any long signal - "ANY SHORT" — fires on any short signal Recommended alert setup: - Create "Setup B - DIV LONG" and "Setup B - DIV SHORT" alerts - These are the highest probability signals - Set "Once Per Bar Close" to avoid false alerts ═══════════════════════════════════════════════════════════════════ VISUALIZATION SETTINGS Show Labels on Chart: Toggle on/off the signal labels (green/red) Disable for cleaner chart once you're familiar with the indicator Show Higher TF STC: Toggle the orange dots showing higher timeframe STC Useful for visual confirmation of multi-timeframe alignment Info Panel: Cannot be disabled — always shows current status Positioned top-right to avoid chart interference ═══════════════════════════════════════════════════════════════════ EXAMPLE TRADE WALKTHROUGH SETUP B DIVERGENCE LONG EXAMPLE: 1. Market Context: - Price in downtrend, below 50 EMA - Multiple lower lows forming - STC below 25 (oversold) 2. Divergence Formation: - Price makes new low at $45.20 - Force Index refuses to make new low (higher low forms) - This indicates selling pressure weakening 3. Signal Trigger: - STC starts turning up - Force Index crosses above zero - Label appears: "LONG B DIV" 4. Trade Execution: - Entry: $45.50 (current price at signal) - Stop Loss: $44.80 (below divergence low) - Target 1: $47.90 (STC reaches 75) — risk/reward 1:3.4 - Target 2: Opposite signal or trail stop 5. Trade Management: - Price rallies to $47.20 - STC reaches 68 (approaching target zone) - Take 50% profit, move stop to breakeven - Exit remaining at $48.10 when STC crosses 75 Result: 3.7R gain ═══════════════════════════════════════════════════════════════════ ADVANCED TIPS 1. MULTI-TIMEFRAME CONFLUENCE For highest probability trades, wait for: - Primary TF signal - Higher TF STC aligned (>25 for longs, <75 for shorts) - Even higher TF trend in same direction (manual check) 2. VOLUME CONFIRMATION Watch the Force Index histogram: - Increasing bar size = Strengthening momentum - Decreasing bar size = Weakening momentum - Use this to gauge signal strength 3. AVOID THESE MARKET CONDITIONS - Major news events (Force Index becomes erratic) - Market open first 30 minutes (volatility spikes) - Low liquidity instruments (Force Index unreliable) - Extreme trending days (wait for pullbacks) 4. COMBINE WITH SUPPORT/RESISTANCE Best signals occur near: - Key horizontal levels - Fibonacci retracements - Previous day's high/low - Psychological round numbers 5. SESSION AWARENESS - Asia session: Use lower timeframes, Setup C works well - London session: Setup A and B both effective - New York session: All setups work, highest volume ═══════════════════════════════════════════════════════════════════ INDICATOR WINDOWS LAYOUT MAIN CHART: - Price action - 50 EMA (green/red) - Signal labels - Info panel INDICATOR WINDOW: - STC oscillator (blue line, 0-100 scale) - Higher TF STC (orange dots, optional) - Force Index histogram (green/red bars) - Reference levels (25, 50, 75) - Background zones (green oversold, red overbought) ═══════════════════════════════════════════════════════════════════ PERFORMANCE OPTIMIZATION For best results: Backtesting: - Test on your specific instrument and timeframe - Adjust STC parameters if win rate < 55% - Record which setup works best for your market Position Sizing: - Risk 1-2% per trade - Setup B can use 2% risk (higher win rate) - Setup C should use 1% risk (lower win rate) Trade Frequency: - Setup B: 2-5 signals per week (be patient) - Setup A: 5-10 signals per week - Setup C: 10+ signals per week (scalping) ═══════════════════════════════════════════════════════════════════ CREDITS & REFERENCES This indicator builds upon established technical analysis concepts: Schaff Trend Cycle: - Developed by Doug Schaff (1996) - Original concept published in Technical Analysis of Stocks & Commodities - Implementation based on standard STC formula Force Index: - Developed by Dr. Alexander Elder - Described in "Trading for a Living" (1993) - Classic volume-momentum indicator The multi-timeframe integration, three-setup system, and specific entry conditions are original contributions of this indicator. ═══════════════════════════════════════════════════════════════════ DISCLAIMER This indicator is a technical analysis tool and does not guarantee profits. Past performance is not indicative of future results. Always: - Use proper risk management - Test on demo account first - Combine with fundamental analysis - Never risk more than you can afford to lose ═══════════════════════════════════════════════════════════════════ SUPPORT & QUESTIONS If you find this indicator helpful, please: - Leave a like and comment - Share your feedback and results - Report any bugs or issues For questions about usage or optimization for specific markets, feel free to comment below. ═════════════════════════════════════════════════════════════
אינדיקטור Pine Script®
מאת ‎Smart-Day-Trader‎