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Structural Volatility Expansion StrategyStructural Volatility Expansion Strategy Purpose This strategy studies the relationship between confirmed market structure breaks and volatility regime shifts. Its objective is to participate in directional expansions that occur after structural confirmation, while filtering out low-volatility consolidations and false breakouts. The script is intended for research and systematic evaluation, not predictive claims. Methodology The model combines three interacting components: 1. Confirmed Structural Break Logic Market structure is derived using confirmed pivot highs and pivot lows. A bullish structural break is defined as a close above the most recent confirmed pivot high. A bearish structural break is defined as a close below the most recent confirmed pivot low. Pivots require full bar confirmation, which prevents forward-looking bias and repainting. This approach differs from simple rolling highest/lowest calculations by using structurally validated turning points. 2. Volatility Regime Classification Volatility is measured using ATR relative to its moving average baseline. Two regimes are defined: Compression: ATR below its historical baseline. Expansion: ATR above its historical baseline. Trades are only allowed during expansion phases. This attempts to reduce participation during statistically lower-momentum environments. 3. Liquidity Sweep Filter Breakouts that wick beyond structural levels but fail to close beyond them are treated as liquidity sweeps and are excluded. This reduces exposure to stop-run reversals where structure appears broken intrabar but fails on close. 4. Higher Timeframe Alignment Directional bias is determined using a higher timeframe moving average. Long entries require higher timeframe close above its MA. Short entries require higher timeframe close below its MA. Lookahead is disabled to avoid repainting. This introduces multi-timeframe confirmation without using future data. Risk Management Default strategy properties: Initial capital: 10,000 Position sizing: 2% of equity per trade Commission: 0.04% Slippage: 2 ticks Pyramiding: Disabled Stops are ATR-based and targets use a fixed risk-reward multiple (default 2:1). The position sizing is intentionally conservative and does not exceed commonly accepted sustainable risk thresholds. Backtesting Transparency When evaluating results: Use markets with sufficient liquidity. Ensure a dataset that generates a meaningful number of trades (ideally 100+). Keep default commission and slippage settings unchanged. Avoid optimizing inputs solely to maximize historical performance. Performance results are dependent on instrument, timeframe, and historical period tested. This script does not guarantee profitability and should be forward-tested before any live use. Intended Use This strategy is designed for: Studying structural continuation patterns Researching volatility regime transitions Comparing breakout performance during expansion vs compression Systematic strategy development It is not intended as financial advice. Originality Notes The script: Uses confirmed pivot-based structure rather than raw lookback highs/lows Filters entries by volatility regime classification Excludes wick-only structural violations Applies non-repainting higher timeframe bias Uses realistic transaction cost modeling The logic emphasizes interaction between structure and volatility rather than indicator stacking. Limitations & Responsible Use This strategy has several important limitations: Lag From Pivot Confirmation Structural pivots require confirmation, which introduces delay. Signals may occur after a portion of the move has already developed. ATR Sensitivity Volatility classification depends on ATR relative to its baseline. During regime transitions, expansion signals may appear slightly late or briefly revert to compression. Trend Dependency The strategy performs best during directional market phases. Extended sideways environments may reduce performance even with volatility filtering. Higher Timeframe Influence The higher timeframe moving average is a smoothing mechanism and may not capture sudden macro shifts immediately. Market Specific Behavior Different asset classes (crypto, forex, equities, indices) exhibit different volatility cycles. Parameters may require testing across multiple datasets rather than optimization for a single instrument. Backtest Limitations Historical testing does not account for: Liquidity variations Execution delays Psychological decision-making factors Structural market changes over time Forward testing and risk control are recommended before any real capital deployment. Suggested Evaluation Approach For objective evaluation: Test across multiple years of data. Use instruments with consistent liquidity. Maintain realistic commission and slippage settings. Avoid curve-fitting inputs to a specific historical window. Compare results across trending and ranging environments. Risk Disclaimer This script is provided for research and educational purposes only. It does not constitute investment advice. All trading involves risk, and past performance does not guarantee future results.
אסטרטגיית Pine Script®
מאת ‎JaxonJackFX‎
Position Dashboard + Buy/Sell SignalsPosition Dashboard with Multi-Filter Buy/Sell Signals – A Comprehensive Portfolio Management Tool for TradingView Overview This indicator bridges the gap between your actual cryptocurrency portfolio and real‑time technical analysis on TradingView. Instead of toggling between exchange accounts and charts, you can now visualise your total position value directly on your favourite chart, monitor equivalent amounts in major coins, and receive high‑confidence buy/sell signals based on a robust multi‑condition filter. The tool is designed for traders who want a holistic view of their holdings while making data‑driven entry and exit decisions. Functionality & Purpose The script serves two complementary purposes: Portfolio Dashboard Enter your holdings for BTC, ETH, SOL, DOGE, ADA, AVAX, PEPE, and any other USD‑denominated assets. Live prices are fetched from user‑defined tickers (e.g., BINANCE:BTCUSDT), and the total portfolio value is displayed in both USD and CNY. Equivalent quantities of each coin (e.g., “your total portfolio is worth X BTC”) are calculated, giving you an intuitive sense of purchasing power across different assets. A Bollinger Bands channel is applied to the total USD value, providing dynamic add (lower band) and reduce (upper band) reference levels. A simple text suggestion (“Add” / “Reduce” / “Hold”) summarises the current position relative to these bands. Multi‑Filter Buy/Sell Signals Rather than relying on a single noisy oscillator, the indicator combines several classic concepts to generate signals only when multiple conditions align: Trend filter (price vs. a long‑term EMA) ensures signals align with the dominant direction. EMA cross (price vs. a medium‑term EMA) captures momentum shifts. RSI threshold (above/below 50) prevents counter‑trend entries and avoids overbought/oversold extremes. Volume confirmation (optional) requires volume to exceed its 20‑period average, reducing false signals during low‑activity periods. Confirmation bar count – you can require that all conditions persist for 1–5 consecutive bars before a signal is drawn, effectively filtering out short‑lived spikes. All this information is neatly presented in a table anchored at the bottom centre of the chart, leaving the price action area unobstructed. How It Works (Operational Logic) Portfolio Value Calculation User Inputs – You specify the quantity of each coin you hold (non‑integer values allowed) and optionally a lump sum for “other” USD assets. Price Fetching – For each coin, the script requests the close price from the ticker you provide (e.g., BINANCE:BTCUSDT). The same is done for the USD/CNY exchange rate (primary: FX_IDC:USDCNY, fallback: FX_IDC:USDCNH). Value Aggregation – totalUsd = Σ (quantity × price) + otherUsd. The CNY value is obtained by multiplying totalUsd by the current exchange rate. Equivalent Quantities – totalUsd is divided by each coin’s price to show “your portfolio is worth X of coin Y”. Add/Reduce Reference Lines A simple Bollinger Bands calculation is performed on the totalUsd series over the user‑defined length and multiplier. Because the total value fluctuates with market prices, these bands adapt to volatility and give you objective levels for considering portfolio rebalancing. Buy/Sell Signal Generation (on the main chart symbol) The signal logic operates independently on the price of the symbol the chart is currently showing. It does not use the portfolio values for entries/exits – it only uses the chart’s own price, volume, and derived indicators. The rationale is that you may trade the symbol shown on the chart while still wanting to keep an eye on your overall portfolio in the same workspace. Trend EMA – a long‑term average (default 200) defines the broader trend. Signal EMA – a shorter average (default 50) reacts faster to price changes. Cross Conditions – a golden cross (price crosses above the signal EMA) in an uptrend becomes a buy trigger; a death cross (price crosses below the signal EMA) in a downtrend becomes a sell trigger. RSI Filter – buys are only considered if RSI is below 50 (avoiding overbought entries); sells if RSI is above 50 (avoiding oversold exits). Volume Confirmation – when enabled, the bar’s volume must exceed its 20‑bar average. Confirmation Counter – the composite condition must remain true for a user‑specified number of consecutive bars. This is the key to eliminating the majority of false starts and whip‑saws. Once all criteria are met, a green triangle up (below the bar) or a red triangle down (above the bar) is plotted. Dashboard Table On the last bar, a 2‑column, 12‑row table is drawn. It contains: Total USD value Total CNY value Equivalent quantities for BTC, ETH, SOL, DOGE, ADA, AVAX, PEPE Add level (USD) Reduce level (USD) Current text advice The table’s background is semi‑transparent black, ensuring readability without obscuring the chart. Synergy of Components While the portfolio dashboard and the buy/sell signals are logically independent, they work together to give you a complete picture: The dashboard tells you where you stand – how much capital is deployed, its distribution, and whether the total value is historically high or low relative to its own volatility (via the Bollinger Bands). The signals tell you when to act on the chart symbol – a potential entry or exit point based on proven technical principles. The add/reduce levels offer a macro perspective: if the total portfolio value is far above its upper band, it might be a sensible time to take some profits, even if the chart symbol itself hasn’t generated a sell signal yet. Conversely, a total value below the lower band could encourage bargain hunting. By integrating both views, you avoid the common pitfall of focusing only on a single coin while losing sight of your overall risk exposure. How to Use the Indicator Add the indicator to any TradingView chart (preferably a cryptocurrency pair). Input your holdings in the “Inputs” tab: Enter the exact quantities you own of BTC, ETH, SOL, DOGE, ADA, AVAX, PEPE. If you hold other assets not listed, sum their USD value and enter it under “Other Positions Value (USD)”. Verify price sources – the default tickers point to Binance USDT pairs. Adjust them if your broker uses different symbols (e.g., BITFINOX:BTCUSD). Adjust signal parameters to suit your trading style: EMA lengths, RSI levels, volume confirmation toggle, and confirmation bars. Start with the defaults and experiment on historical data to find settings that match your risk tolerance. Observe the table at the bottom centre of your chart – all portfolio metrics update in real time. Watch for buy/sell arrows – they appear only when the multi‑filter conditions are satisfied, giving you potential trade ideas for the symbol on screen. What Makes This Indicator Original? Unified Dashboard + Signals – Most indicators either track a portfolio or give signals; this one does both in a clean, non‑intrusive layout. Multi‑Layer Filtering – The combination of trend, cross, RSI, volume, and consecutive‑bar confirmation is deliberately chosen to reduce noise without sacrificing responsiveness. The confirmation‑bar parameter alone lets you fine‑tune the trade‑off between timeliness and reliability. Adaptive Add/Reduce Levels – By applying Bollinger Bands to the total portfolio value, the indicator provides a custom rebalancing guide that adjusts to market volatility – a feature rarely seen in public scripts. User‑Configurable Price Sources – You are not locked into a single exchange; the tickers can point to any TradingView‑supported symbol, making the tool exchange‑agnostic. Bottom‑Centred Table – The placement respects your chart real estate while keeping all critical numbers visible at a glance. Important Considerations & Disclaimer No Performance Guarantees – The signals are derived from historical price patterns and common technical indicators. They are not a promise of future profits. Always conduct your own analysis and consider risk management. Data Reliability – The script relies on the availability and accuracy of the price feeds you specify. If a ticker becomes invalid, the corresponding value will show as N/A. Parameter Optimisation – The default values are reasonable starting points, but every trader and market behaves differently. Use the strategy tester or back‑testing features in TradingView to evaluate how the signals would have performed in the past with your chosen settings. Portfolio Values ≠ Trading Capital – The total portfolio value displayed includes all entered holdings, whether or not you intend to trade them. Do not confuse this with your active trading account balance. Use as a Decision‑Support Tool – This indicator is designed to assist, not replace, your own judgment. Markets can be unpredictable; always use stop‑losses and position sizing. By merging real‑time portfolio tracking with technically sound entry/exit signals, this indicator offers a practical solution for traders who want to keep one eye on their overall exposure and the other on the next potential move. Its modular design and extensive configurability make it suitable for both beginners and experienced traders alike.
אינדיקטור Pine Script®
מאת ‎neeson1987‎
FVG Mapper + FilterHTF FVG Mapper — Multi-Timeframe Imbalance Projection For some reason its not showing on the chart above, this site is a buggy mess sometimes, the UI is just the worst. This script detects Fair Value Gaps (FVGs) on a selectable higher timeframe (HTF) and projects them onto lower timeframes (such as 1-minute) as extended zones. While commonly used with the 4-hour chart, the timeframe is fully customizable, allowing traders to map imbalances from any higher timeframe onto their execution chart. What the Script Does Scans a user-defined higher timeframe using the classic 3-candle FVG model Identifies bullish and bearish imbalances (true displacement gaps) Allows full HTF selection (e.g., 1H, 4H, Daily, etc.) Filters out insignificant gaps using HTF ATR (optional size filter) Draws zones on the lower timeframe chart and extends them right Deletes zones once mitigated (if enabled) Limits the total number of active zones to reduce clutter Optionally removes zones far from current price Allows wick-based or body-based mitigation detection How Fair Value Gaps Are Defined Bullish FVG → Low of candle 3 is greater than High of candle 1 Bearish FVG → High of candle 3 is lower than Low of candle 1 This reflects displacement and temporary imbalance in auction delivery. Important: FVGs are confirmed only after the selected HTF candle closes to prevent repainting. Customisation Options Select the higher timeframe to scan (not restricted to 4H) Set maximum number of visible zones Enable/disable automatic deletion after mitigation Enable minimum size filtering using HTF ATR Adjust minimum gap size sensitivity Enable proximity filtering (show only zones near current price) Toggle wick-based vs body-based fill detection Adjust visual styling (colors, transparency) Intended Usage This indicator is designed for traders who: Trade lower timeframes but anchor bias to higher-timeframe structure Use HTF imbalances as reaction or continuation zones Look for confluence between liquidity sweeps and HTF inefficiencies Want structured multi-timeframe context without visual overload Typical Workflow Select a higher timeframe aligned with your bias (e.g., 4H or Daily) Identify active imbalances on your execution timeframe Wait for price to approach an HTF FVG Drop to lower timeframe structure for confirmation Execute with defined invalidation beyond the zone Important Context This indicator does not generate buy/sell signals It does not predict direction It visualizes higher-timeframe inefficiencies only Trade management and bias determination remain trader-dependent It is not a mechanical strategy. It is a multi-timeframe structural context tool designed to improve execution precision within higher-timeframe imbalance zones.
אינדיקטור Pine Script®
מאת ‎alcomeho‎
EMA Multi Background System FIXThis indicator automatically classifies three EMAs (short, mid, long) into high, mid, and low levels, and changes the background color based on the candle’s position relative to them. Above the high EMA → light red background Below the high EMA → light blue background Above/below the mid EMA → aqua/light yellow background Above/below the low EMA → light purple/brown background It provides a clear visual representation of trend conditions and the candle’s position relative to key EMA levels.
אינדיקטור Pine Script®
מאת ‎chamocona7‎
Demo Indicator: AI Pattern Similarity Algorithm [Nexo Mechanics]This is a demo indicator inspired by FAISS-style nearest-neighbour search. It performs a pattern similarity search to find historical windows whose return sequence most closely matches the most recent Pattern Length (L) window, then uses the average forward move after those matches to derive a directional bias with a p-value and confidence score. Pattern Similarity At every confirmed bar, the script builds a query vector from the last Pattern Length (L) bars. It then scans backwards through a historical window (Dataset Size) and builds the same vector for every candidate offset. The algorithm keeps the Top-K closest matches. Prediction Signals For each of the best matches, the script looks Prediction Horizon (H) bars ahead from that match. It computes the future move based on the average move of all matches. When the average move flips, a signal is generated (bearish flip or bullish flip). We decided to use a normal CDF for p-value approximation and approximate confidence using 1 - p. Confidence is used to filter between High Confidence predictions and other predictions. Visuals When a high confidence prediction is triggered, a zone is drawn around the current query window. Zones are drawn around the Top-K matching windows found in history. Metrics The table is meant to show only the most recent valid prediction’s metrics Best match (bars ago): how far back the closest match ends Predicted Move: Avg Move across Top-K (at horizon H) p-value / Confidence: statistical strength (heuristic; normal approx) The indicator is intentionally limited and just for demo purposes. Nothing in this text or in the indicator constitutes financial advice.
אינדיקטור Pine Script®
מאת ‎NexoMechanics‎
Liquidity Confluence TerminalZero-Lag Liquidity Confluence System is a multi-timeframe trend alignment and execution planning indicator designed to highlight high-probability trade opportunities when higher timeframe structure agrees. The script evaluates Daily, Weekly, and Monthly candle bias to determine full directional confluence, only allowing signals when all three timeframes are aligned. A zero-lag EMA model provides responsive trend detection while minimizing delay, acting as the primary trigger mechanism. In addition, the system dynamically identifies volume-backed liquidity breakouts to establish adaptive supply and demand levels, which are then used for intelligent stop placement. When confluence and trigger conditions align, the indicator automatically generates a structured trade plan, including entry, stop loss, and take profit levels based on a configurable risk-to-reward ratio. A real-time dashboard displays higher timeframe bias, while visual glow and background cues emphasize alignment states. This tool is built for traders who prioritize structure, confirmation, and disciplined risk management over reactive signal chasing.
אינדיקטור Pine Script®
מאת ‎Bmillytookprof‎
Session Boxes With Vol//@version=5 indicator("Session Boxes with Small Black Markers (IST)", overlay=true) // -------------------- // Session times (IST) // -------------------- asianStart = 0530 asianEnd = 1130 londonStart = 1230 londonEnd = 1330 nyStart = 1830 nyEnd = 1930 // -------------------- // Helpers: current bar time in IST (hhmm) // -------------------- sessHour = hour(time, "GMT+5:30") sessMinute = minute(time, "GMT+5:30") sessTime = sessHour * 100 + sessMinute inSession(startT, endT) => sessTime >= startT and sessTime < endT // -------------------- // Colors // -------------------- asiaFill = color.new(color.rgb(173, 216, 230), 81) // light blue greyFill = color.new(color.rgb(184, 184, 184), 81) // grey // -------------------- // Persistent variables // -------------------- var box asiaBox = na var label asiaLbl = na var box londonBox = na var box nyBox = na // -------------------- // Utility: small vertical marker (5% of chart height) // -------------------- createMarker() => rng = high - low off = rng * 0.05 line.new(x1 = bar_index, y1 = low - off, x2 = bar_index, y2 = low + off, xloc = xloc.bar_index, color = color.black, width = 2) // -------------------- // Asia session // -------------------- if inSession(asianStart, asianEnd) if na(asiaBox) asiaBox := box.new(left = bar_index, right = bar_index, top = high, bottom = low, bgcolor = asiaFill, border_width = 0) asiaLbl := label.new(x = bar_index, y = high, text = "ASIA", style = label.style_label_left, textcolor = color.black, color = na, size = size.normal) createMarker() // start marker else box.set_right(asiaBox, bar_index) box.set_top(asiaBox, math.max(box.get_top(asiaBox), high)) box.set_bottom(asiaBox, math.min(box.get_bottom(asiaBox), low)) label.set_x(asiaLbl, bar_index) label.set_y(asiaLbl, box.get_top(asiaBox)) else if not na(asiaBox) createMarker() // end marker asiaBox := na asiaLbl := na // -------------------- // London session // -------------------- if inSession(londonStart, londonEnd) if na(londonBox) londonBox := box.new(left = bar_index, right = bar_index, top = high, bottom = low, bgcolor = greyFill, border_width = 0) createMarker() // start marker else box.set_right(londonBox, bar_index) box.set_top(londonBox, math.max(box.get_top(londonBox), high)) box.set_bottom(londonBox, math.min(box.get_bottom(londonBox), low)) else if not na(londonBox) createMarker() // end marker londonBox := na // -------------------- // New York session // -------------------- if inSession(nyStart, nyEnd) if na(nyBox) nyBox := box.new(left = bar_index, right = bar_index, top = high, bottom = low, bgcolor = greyFill, border_width = 0) createMarker() // start marker else box.set_right(nyBox, bar_index) box.set_top(nyBox, math.max(box.get_top(nyBox), high)) box.set_bottom(nyBox, math.min(box.get_bottom(nyBox), low)) else if not na(nyBox) createMarker() // end marker nyBox := na
אינדיקטור Pine Script®
מאת ‎NONFORBUSINESS‎