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Volume Delta & Divergence (VDD) by CoryP1990 – Quant ToolkitVolume Delta & Divergence (VDD) visualizes directional order flow by tracking session-aware Cumulative Volume Delta (CVD) and highlighting structural mismatches between price pivots and CVD. It’s designed to catch persistent buying/selling pressure and to flag divergences where price moves without supporting order flow. How it works Per-bar delta: classify ticks as uptick or downtick using price change inside each bar; compute delta = uptickVol − downtickVol. Cumulative Delta (CVD): sum delta across the session (optional continuous mode available). Smooth: apply an EMA to the CVD (CVD-EMA) to reduce noise and reveal structural shifts. Divergence detection: detect price pivots (left/right = X bars); sample the CVD-EMA at the exact pivot bars and compare the last two price pivots vs the corresponding CVD-EMA values. Bear divergence: price makes a higher high while CVD-EMA makes a lower high → fading buy pressure at the top. Bull divergence: price makes a lower low while CVD-EMA makes a higher low → improving buying pressure into the lows. Markers: non-repainting pivot confirmation requirement (markers appear only after pivots are confirmed) and markers are placed on the actual pivot bar for clarity. Visuals / legend Teal line: CVD-EMA (smoothed cumulative delta). Rising → net buying pressure; falling → net selling pressure. Red triangle (above): Bear divergence - price HH vs CVD LH. Green triangle (below): Bull divergence - price LL vs CVD HL. No background tint - VDD is a structural order flow tool (markers + CVD line only). Use the VWMA / trend overlays to provide directional context. Use cases Detect hidden exhaustion at highs (fade setups) and hidden accumulation at lows (bounce setups). Confirm or invalidate momentum moves: price rising but CVD falling warns the move lacks order flow support. Spot campaign-style pressure across a session (session reset) versus multi-day campaigns (disable reset). Combine with VWMA(50) or higher-TF alignment to filter signals and increase quality. Defaults CVD EMA length = 34 Pivot left/right = 5 Reset CVD at session start = ON (recommended for intraday) Show raw CVD = OFF Marker size = small (use normal for screenshots) Example — META (5m, 5-day view) The 5-day time range 5-minute interval on META shows the pattern VDD is built for: a midday bear divergence (price ticks to a marginal high while the CVD-EMA flattens and then rolls lower) that precedes a multi-hour drift lower, and later bull divergences near intraday lows where the CVD-EMA prints higher lows as price prints lower lows, followed by constructive bounces. With resetSession=ON you can see these flows replay across sessions and judge whether a divergence is isolated or repeated (higher-quality). Practical tips Default demo: 5-minute chart on liquid names (META, AAPL, SPY) - lenEMA=34, pivot=5, resetSession=ON. Scalp: 1m with shorter EMA (e.g., 13) and pivot=3. Swing / campaign: 4H/Daily with resetSession=OFF and longer EMA (e.g., 89). Filter with VWMA(50) and require above-average volume at the pivot region for higher-probability signals. Use alerts (script exposes bear/bull alertconditions) to monitor divergences in real time. Limitations / disclaimers Markers are confirmation-based (non-repainting), i.e. they appear after the pivot completes, not as a predictive tick. No single divergence equals a trade; combine with trend, volume, and risk management. Part of the Quant Toolkit — transparent, open-source indicators for modern quantitative analysis. Built by CoryP1990.
אינדיקטור Pine Script®
מאת ‎CoryP1990‎
TREND 123### TREND - Wave Trend Oscillator (Optimized) This indicator is an optimized version of the classic Wave Trend Oscillator, a powerful tool for identifying market momentum, overbought/oversold conditions, and potential trend shifts. Built on the foundational work of LazyBear, this script has been refined for clarity and enhanced with key features to provide a more comprehensive trading view. #### Key Features and Functionality The indicator plots two primary lines, WT1 (Wave Trend 1) and WT2 (Wave Trend 2), in a separate pane below the price chart. , Momentum and Trend Identification: , WT1 (Blue Line): Represents the faster-moving component, reflecting immediate market momentum. , WT2 (Orange Line): Acts as a signal line, a smoothed version of WT1. , Crossovers: A cross of WT1 above WT2 is typically interpreted as a bullish signal, while a cross below WT2 suggests a bearish signal. , Overbought and Oversold Zones: The script includes four configurable horizontal lines to define critical zones: two for , Overbought (e.g., +60 and +53) and two for Oversold (e.g., -60 and -53). When the WT lines enter the Overbought zone, it signals that the asset may be due for a pullback. Conversely, entering the Oversold zone suggests a potential bounce., , Sensitivity Control: A unique , Sensitivity Factor input allows users to fine-tune the oscillator's responsiveness to price changes. A lower factor makes the indicator more sensitive, while a higher factor provides smoother, less volatile readings. , Visual Enhancements (Configurable): , Histogram: An optional histogram plots the difference between WT1 and WT2. This visual aid helps gauge the strength of the current momentum—the larger the bar, the stronger the trend in that direction. , Information Table: An optional, dynamic table is displayed on the chart, providing a quick, real-time summary of the indicator's status, including: , Current State: Neutral, Overbought (), or Oversold (). , Trend: Bullish () or Bearish (), based on the WT1/WT2 crossover. The current values of WT1 and WT2., #### How to Use It This indicator is best used as a confirmation tool alongside price action or other trend-following indicators.
אינדיקטור Pine Script®
מאת ‎llanodavid002‎
Fractal Directional Bias: HH/HL vs LL/LHThis indicator is to help user to identify Directional Bias based on William Fractal. It allows user to input the Fractal Depth. For example of Fractal Depth = 3 Swing High: Current Candle High is higher than both the previous and the next Candle High Swing Low: Current Candle Low is lower than both the previous and the next Candle Low With Swing High and Swing Low identified, the indicator further categorised it into HH, HL, LH, LL. The indicator plot the background: Green: When the first HH or HL detected Red: When the first LL or LH detected Note: The change of colour seems like have 2 candles delayed (for fractal depth 3) because it need 3 candles to detect the swing high and swing low.
אינדיקטור Pine Script®
מאת ‎glennleekg‎
Acl//@version=5 indicator("Breakout Momentum (LONG)", overlay=true) // --- Conditions --- rsiValue = ta.rsi(close, 14) ema20 = ta.ema(close, 20) volSMA10 = ta.sma(volume, 10) highest20 = ta.highest(high, 20) longCondition = close > highest20 and volume > 2 * volSMA10 and rsiValue > 55 and close > ema20 and close > 50 and volume > 100000 // --- Plot signals on chart --- plotshape(longCondition, title="Breakout Momentum", location=location.belowbar, color=color.new(color.green, 0), style=shape.triangleup, size=size.large, text="LONG") // --- Alerts --- if (longCondition) alert("📈 Breakout Momentum (LONG) signal detected!", alert.freq_once_per_bar_close)
אינדיקטור Pine Script®
מאת ‎Hirennhk‎
RSI LE Helper SL & Targets (stable v5)//@version=5 indicator("RSI LE Helper SL & Targets (stable v5)", overlay=true) // ---- Inputs ---- lenRSI = input.int(14, "RSI Length") rsiBuyLvl = input.int(30, "RSI Cross Above Level") atrMultSL = input.float(1.5, "ATR SL x", step=0.1) pivotLeft = input.int(2, "Pivot Left") pivotRight = input.int(2, "Pivot Right") bufPct = input.float(0.006, "SL Buffer % (0.6%)", step=0.001) showEMATrl = input.bool(true, "Show EMA-20 Trail") // ---- Signal (example rule: RSI crosses up from oversold) ---- rsiVal = ta.rsi(close, lenRSI) longSig = ta.crossover(rsiVal, rsiBuyLvl) // ---- Persistent vars to hold last computed values (optional) ---- var float entry = na var float sl = na var float t1 = na var float t2 = na var float t3 = na if longSig // Entry = close of signal bar entry := close // --- SL candidates --- float pivLow = ta.pivotlow(low, pivotLeft, pivotRight) // may be na on the signal bar float sl_pivot = na(pivLow) ? na : (pivLow * (1 - bufPct)) float atrVal = ta.atr(14) float sl_atr = close - atrMultSL * atrVal // --- choose stricter (higher) SL with NA safety (if/else only) --- if na(sl_pivot) and na(sl_atr) sl := na else if na(sl_pivot) sl := sl_atr else if na(sl_atr) sl := sl_pivot else sl := math.max(sl_pivot, sl_atr) // --- Targets (R multiples) --- float rRisk = (na(entry) or na(sl)) ? na : (entry - sl) if na(rRisk) t1 := na t2 := na t3 := na else t1 := entry + 1.0 * rRisk t2 := entry + 1.5 * rRisk t3 := entry + 2.0 * rRisk // --- Labels on the signal bar --- if not na(entry) label.new(bar_index, entry, "ENTRY", style=label.style_label_up, textcolor=color.white) if not na(sl) label.new(bar_index, sl, "SL", style=label.style_label_down, textcolor=color.white) if not na(t1) label.new(bar_index, t1, "T1 (1R)", style=label.style_label_up, textcolor=color.white) if not na(t2) label.new(bar_index, t2, "T2 (1.5R)", style=label.style_label_up, textcolor=color.white) if not na(t3) label.new(bar_index, t3, "T3 (2R)", style=label.style_label_up, textcolor=color.white) // ---- Optional EMA-20 trail ---- ema20 = ta.ema(close, 20) plot(showEMATrl ? ema20 : na, title="EMA-20", linewidth=1)
אינדיקטור Pine Script®
מאת ‎cmarora‎
Multi-Sigma Bands [fmb]Multi-Sigma Bands What It Is Multi-Sigma Bands is a volatility-based statistical channel that visualizes how far price deviates from its long-term mean in standard deviation (σ) units. It offers a high-signal, low-noise view of trend strength, volatility regimes, and statistical extremes directly on price, keeping the chart clean and focused without any secondary pane. What It Does The indicator calculates a central basis line—using SMA, EMA, RMA, or Linear Regression—and surrounds it with multi-sigma envelopes, typically at ±1σ, ±2σ, and ±3σ. These bands represent the statistically expected ranges of price movement. The blue zone (±1σ) reflects normal volatility where roughly two-thirds of price activity occurs. The yellow zone (±2σ) captures moderate extensions that account for most of the remaining moves, while the red zone (±3σ) marks rare extremes that fall outside the 99% probability boundary. Each region is color-coded for immediate visual interpretation, allowing you to see at a glance when price is trading in calm, stretched, or extreme conditions. Why It Was Built Conventional Bollinger Bands tend to compress and expand too aggressively over short windows, making it difficult to read structural volatility changes. Multi-Sigma Bands addresses this by providing a longer statistical view. It helps distinguish mean reversion from sustained breakouts, quantifies trend acceleration or exhaustion, and highlights when markets move into statistically unusual zones that often precede reversals or volatility resets. It is particularly effective on monthly or weekly charts for assessing where a market sits within its long-term distribution. For instance, when the S&P 500 trades above +2σ for several months, risk-reward conditions often tighten. How It Works You can choose your preferred basis type—SMA, EMA, RMA, or Linear Regression—and decide whether to force monthly data even on lower timeframes for consistent macro analysis. Adjustable parameters include length, sigma multipliers, and standard deviation smoothing for fine-tuning sensitivity. The script automatically fills the space between the bands, creating a layered color map that clearly shows each volatility zone. How To Use When price remains above +1σ, it often confirms strong upside momentum. Consistent rejections at ±2σ or ±3σ zones can suggest exhaustion and potential mean reversion. Narrowing bands often precede volatility expansion, signaling that a breakout or trend change may be near. Multi-Sigma Bands can be used on its own for macro context or as an overlay with directional systems to refine entries and exits. Credits Created by Fullym0bile Enhanced with leading trend detection logic. www.fullymobile.ca
אינדיקטור Pine Script®
מאת ‎Fullymobile‎
RSI Level Candles [fmb]RSI Level Candles What it is RSI Level Candles is a minimal, high-signal overlay that keeps your attention on price. It paints candles by RSI regime and adds tiny edge dots to highlight extreme momentum. The design goal is speed and clarity with no clutter. Why it was built Most RSI tools sit in a separate pane and introduce noise with extra lines, labels, and overlapping thresholds. This indicator moves the information onto price itself. You see regime directly on the candles and only the most important alerts when RSI is in extreme territory. What it does Candles change color according to RSI. Above the neutral high (default 60) they turn green. At the high extreme (default 70, or 80 if you prefer) they turn lime. Between 40 and 60 you may show a soft yellow neutral band or leave candles unpainted. Below the neutral low (default 40) candles turn red, and at or below the low extreme (default 30, or 20 if you prefer) they turn maroon. The indicator also prints small dots at the top and bottom of the pane to spotlight extremes. A green dot appears at the top on any bar with RSI at or above the high extreme. A red dot appears at the bottom on any bar with RSI at or below the low extreme. How this helps You get an instant read on momentum regime without leaving the price chart. Extremes are easy to spot which helps manage chase or exhaustion risk. The neutral band behavior helps distinguish trend days from range days and supports cleaner add or trim decisions within an existing trend. Best practices Treat 60 and 40 as momentum gates. Above 60 favors a long bias and additive entries on pullbacks. Below 40 favors a defensive posture on longs or a short bias. Use extremes for management rather than automatic reversal calls. In strong trends RSI can remain extreme for extended periods. Look for a change in market structure or a clear reclaim of 60 or 40 before shifting bias. Combine this overlay with simple structure and trend filters such as support and resistance, a 20 or 50 period moving average, and volume or volatility context. Inputs You can set RSI source and length, choose neutral low and high, and choose extreme low and high. The neutral band can be shown in soft yellow between 40 and 60 or turned off entirely. You can also toggle candle painting on or off if you only want the extreme dots. Reading the colors Lime indicates the extreme bullish zone. Green indicates bullish momentum. Yellow indicates the optional neutral band. Red indicates bearish momentum. Maroon indicates the extreme bearish zone. A small green dot at the top means the bar is in the high extreme. A small red dot at the bottom means the bar is in the low extreme. Use cases For trend following, stay aligned with the prevailing regime while avoiding overreactions to small fluctuations. For swing entries, buy pullbacks while RSI holds above 40 in uptrends, and fade bounces that stall under 60 in downtrends. For risk control, trim strength that pushes into extremes and stalls, then re-add on momentum reclaims. Limitations RSI measures momentum, not direction by itself. Do not use it in isolation. Extremes can persist during strong trends, so wait for structure or momentum re-tests before changing bias. Very illiquid symbols can create noisy signals. Notes Dots are designed to appear on every bar that sits inside the extreme zones. If you prefer single entry dots, change the logic to look for crosses rather than conditions. There is no separate RSI pane, no text labels, and no cross markers. The objective is simplicity and speed. Credits and license © Fullymobile. RSI Level Candles . Licensed under the Mozilla Public License 2.0. www.fullymobile.ca
אינדיקטור Pine Script®
מאת ‎Fullymobile‎
MPI Burst Regime by CoryP1990 – Quant ToolkitThe Microstructure Pressure Index (MPI) Burst Regime indicator detects rare, clustered volume bursts (Percentile + Z-score), converts them into an MPI (% of bursts over a rolling window), then signals and shades short-term up-pressure regimes only when structural filters (VWMA slope, Close > VWMA / Bollinger Upper) align. Includes Anchored VWAP end-detector to spot regime neutralization. Microstructure Pressure Index (MPI) — Burst → Cluster → Regime Why this is different Most volume tools flag single high-volume bars. MPI requires repeated bursts within a cluster window and then promotes them into a persistent regime (MPI%). This reduces noise and signals regime or campaign-style pressure rather than one-off spikes. How it works Burst gate: bar is a candidate if volume ≥ Xth percentile of recent history and/or Z-score ≥ threshold (user selectable). Clustering: require ≥ minBursts within a clusWin window to avoid lone spikes. MPI: percent of burst bars within lenMPI via SMA% or EMA%. RegimeUp: MPI ≥ mpiTrig + cluster OK + structural filters (VWMA slope, Close > VW/BB) + optional session filter. End detector: optional Session/Anchored VWAP + pin/flat/slope/volume collapse + IIP neutralization triggers regime end. Recommended settings Start: 5-minute charts. Auto-tune: ON (recommended) - script adapts windows to timeframe. If you want more sensitivity: lower mpiTrig or shorten lenMPI. To be stricter/rarer: raise pctVol and zThr, increase minBursts. Inputs Auto-adapt - toggle timeframe auto-tuning. MPI window, Percentrank lookback, Volume percentile, Z-score lookback, Z threshold, MPI trigger Bollinger (len, mult), VWMA length Structural filters: Close>VW, Close>UB, VWMA slope requirement Clustering: minBursts, clusWin and SMA% / EMA% choice for MPI Visualization: markers, shading, cooldown, confirm on close VWAP: Session / Anchored (auto/manual) and end-detector thresholds Alerts Use the built-in alerts: MPI Burst Trigger (Up), MPI Regime Active (Up), MPI Regime END (VWAP), Single Burst Bar. The indicator supports “Confirm on close” gating to avoid intrabar noise. Example - (BYND, 5min) On BYND, MPI flagged multiple clustered volume bursts hours before the vertical move and maintained a shaded up-regime as price rode the Bollinger upper band and VWMA sloped up. The regime reliably ended as VWMA flattened, volume collapsed and VWAP neutralized. What you’re looking at (walkthrough): Pre-run clustering: several green MPI markers appear before the large gap/rally... these are clustered percentile+Z bursts (not one-offs). Regime persistence: once MPI% crosses the threshold and structural filters (VWMA slope, Close>VWMA) hold, the indicator shades the regime (lime). This shading persisted through the main thrust. Price structure confirmation: price tracks the BB upper band during the push - classic accumulation → expansion behavior. Regime END: after the top, VWMA slopes down, volume collapses and VWAP conditions trend toward neutralization - end detector flags the regime end. Settings used in this demo (recommended start): Chart: 5-min (demo) Auto-Tune: ON (recommended) lenMPI = 60, lenRank = 300, pctVol = 98, zLen = 300, zThr = 1.96, mpiTrig = 25 minBursts = 3, clusWin = 10, mpiMode = SMA% confirmOnClose = true, session only = true for the screenshot Why this matters: Most volume tools flag single prints. MPI requires repeated bursts within a window and converts that density into an MPI% regime. That reduces false positives and surfaces regime or campaign-style pressure you can act upon or study. Part of the Quant Toolkit — transparent, open-source indicators for modern quantitative analysis. Built by CoryP1990.
אינדיקטור Pine Script®
מאת ‎CoryP1990‎
Triple RSI Multi-Timeframe This indicator shows three RSI lines together so you can read market momentum on multiple timeframes at once. Each RSI has its own period, timeframe, and color, so you can quickly tell which line is fast, medium, or slow. What it helps with Spot overbought and oversold zones using the 70 and 30 levels, plus an optional midline at 50 for trend bias. Align signals across timeframes: when two or three RSIs agree, the move is usually stronger. Time entries and exits: use the shorter‑timeframe RSI for precise timing and the higher‑timeframe RSI for direction. How to use Choose the period and timeframe for RSI 1, 2, and 3 based on your style (e.g., 14 on current TF, 21 on 5m, 50 on 15m). Pick distinct colors so you can recognize each line easily. Turn on alerts to get notified when any RSI crosses into overbought or oversold.
אינדיקטור Pine Script®
מאת ‎deepak26101973‎
KATIK Anchor Levels1. This Pine Script, "KATIK Anchor Levels", automatically identifies recent swing highs and lows to define an active anchor zone on the chart. 2. It accepts three user inputs: `leftBars` and `rightBars` (pivot sensitivity) and `lookback` (how far to consider anchors). 3. Pivot points are detected with `ta.pivothigh()` and `ta.pivotlow()`, which confirm a pivot after the specified left/right bars. 4. The most recent confirmed pivot values are saved into `lastHigh` and `lastLow` (persisting across bars). 5. The script plots the recent swing high as a red line and the recent swing low as a green line for immediate visual reference. 6. It shades the area between those two lines with a yellow fill to highlight the current **anchor zone**. 7. Logical conditions `insideZone`, `breakAbove`, and `breakBelow` determine whether price is neutral, bullish, or bearish relative to the anchor. 8. Three `alertcondition()` calls let you create alerts for price entering the zone, breaking above, or breaking below the anchor. 9. Best used on intraday (15–60 min) or higher timeframes with `leftBars/rightBars` tuned (smaller values = more pivots, larger = stronger pivots). 10. Limitations: pivots require sufficient bars to confirm (so anchors can lag) and the simple method doesn’t use volume/VWAP—adjust sensitivity or combine with other indicators for higher confidence.
אינדיקטור Pine Script®
מאת ‎Katik143‎
Position Size & Drawdown ManagerThis tool is designed to help traders dynamically adjust their position size and drawdown expectations as their trading capital changes over time. It provides a simple and intuitive way to translate backtest results into real-world position sizing decisions. Purpose and Functionality The indicator uses your original backtest parameters — including base capital, base drawdown percentage, and base position size — and your current account balance to calculate how your risk profile changes. It presents two main scenarios: Lock Drawdown %: Keeps your original drawdown percentage fixed and calculates the new position size required. Lock Position Size: Keeps your position size unchanged and shows how your drawdown percentage will shift. Why it’s useful Many traders face the challenge of scaling their strategies as their account grows or shrinks. This tool makes it easy to visualize the relationship between position sizing, capital, and drawdown. It’s particularly valuable for risk management, portfolio rebalancing, and maintaining consistent exposure when transitioning from backtest conditions to live trading. How it works The calculations are displayed in a clean, color-coded table that updates dynamically. This allows you to instantly see how capital fluctuations impact your expected drawdown or position size. You can toggle between light and dark themes and highlight important cells for clarity. Practical use case Combine this tool with your TradingView strategy results to better interpret your backtests and adjust your real-world trade sizes accordingly. It bridges the gap between simulated performance and actual account management. Chart example The chart included focuses only on this indicator, showing the output table and visual layout clearly without additional scripts or overlays.
אינדיקטור Pine Script®
מאת ‎tranholenguyen‎
LONG SETUP → 8/13/48 EMA + BoSMarks a perfect ENTRY (green "LONG") the exact candle where: 8 EMA crosses above BOTH 13 & 200 EMA Price is above 200 EMA Price breaks the most recent swing high (Break of Structure) Keeps you IN the trade as long as price stays above the 8,13, 48 EMA Plots EXIT signals: Red "STOP" label under the last swing low Orange "EXIT" when price closes below 13 EMA Purple "EXIT" when price closes below 48 EMA Use daily timeframe
אינדיקטור Pine Script®
מאת ‎jeffreykgibson3‎
OmniTraderOmniTrader — What It Does A pragmatic intraday toolkit that keeps your chart readable while surfacing the levels traders actually use: EMAs across timeframes, VWAP, yesterday’s high/low, Asian/London/NY session ranges, and a configurable Opening Range Breakout (ORB). Multi-Timeframe EMAs (EMA 1 & 2) — Pick any TF per EMA (e.g., 5m EMA on a 1m chart). VWAP — Toggle on/off for quick mean/flow context. Session High/Low (live → frozen) Tracks Asian / London / New York in your chart/exchange timezone. Rays auto-extend; labels optional. Previous Day High/Low — Daily levels with optional labels; auto-resets each new day. Opening Range Breakout (ORB) Choose session (NY/London/Asian) and 15m or 30m window. Levels update live during the window, then lock. Separate colors for ORB High & ORB Low + labels. Style & Clarity Controls — Per-group color pickers, line width/style, label size & visibility. Designed to minimize clutter while keeping essentials visible.
אינדיקטור Pine Script®
מאת ‎hankthuhtank‎