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Trend Momentum Channel Viprasol## Overview The Adaptive Trend Momentum Channel (ATMC) is a comprehensive trend-following overlay that measures not just trend direction, but trend velocity — how fast and aggressively price is moving in a given direction. Unlike simple moving average crossovers that only tell you "up or down," ATMC quantifies the acceleration of a trend and adapts its sensitivity to current market conditions. Designed for swing traders and intraday traders across all markets (stocks, crypto, forex, futures), this indicator combines an adaptive momentum engine with a visual channel, multi-timeframe dashboard, divergence detection, volume confirmation, and risk management overlay — all in a single tool. ## How It Works ### Core Methodology: Momentum Measurement ATMC measures the gap between a fast-reacting double-smoothed average and a slower exponential average, then normalizes this gap by the Average True Range (ATR). This produces a volatility-adjusted momentum reading that is comparable across different assets and timeframes. - When the fast line pulls away from the slow line, the trend is accelerating - When the gap compresses, the trend is losing energy (potential reversal ahead) - The momentum reading is mapped to a 0-100% strength scale relative to recent history ### Adaptive Period Engine Rather than using fixed smoothing periods, ATMC employs the Kaufman Efficiency Ratio to measure how "clean" the current price movement is: - In strong directional trends (high efficiency): the indicator uses shorter periods for faster response - In choppy/ranging markets (low efficiency): it automatically switches to longer periods to filter noise - This dramatically reduces whipsaw signals in sideways markets while maintaining responsiveness in trends ### Channel Construction The channel is asymmetric by design: - Inner edge: the fast double-smoothed line (leading price estimate) - Outer edge: the slow average pushed outward by ATR-scaled padding - Channel width represents trend strength — wider channels = stronger trends - A three-layer graduated fill provides visual depth ### Volume Confirmation An optional volume filter suppresses trend signals that occur on below-average volume. This is critical for avoiding false breakouts in thin markets. When enabled, signals require volume to be at or above the user-defined threshold before confirming. ### Divergence Detection The indicator automatically scans for disagreements between price and momentum: - Bullish divergence: price makes a lower low, but momentum makes a higher low (early reversal warning) - Bearish divergence: price makes a higher high, but momentum makes a lower high (trend exhaustion warning) Divergences appear as labeled markers on the chart. ### Reversal Level System When a trend flip occurs, the indicator records the price level where the flip happened and draws a dashed line forward. It then monitors for retests of these levels — when price returns to within 0.25 ATR of a reversal level, a "Retest" marker appears. Levels are automatically removed if price invalidates them by moving too far beyond. ## Key Features - Adaptive smoothing engine (auto-adjusts to market conditions) - Volatility-normalized momentum measurement (works on any asset/timeframe) - Visual momentum glow that pulses with trend strength - Volume confirmation filter to reduce false signals - Bullish and bearish divergence detection - Reversal level tracking with retest monitoring - Multi-timeframe dashboard showing trend state across 5 timeframes - Risk management overlay with SL/TP visualization (3 stop methods: Channel Edge, ATR Multiple, Swing High/Low) - 8 distinct alert conditions with detailed dynamic messages - Fully customizable colors, toggles for every visual element - Clean, organized input groups with explanatory tooltips ## How to Use ### Trend Following 1. Look for a confirmed trend flip signal (LONG/SHORT label) 2. Check the MTF dashboard — stronger signals align with higher timeframes 3. Enter in the direction of the signal, using the channel edge as your dynamic stop ### Momentum Fading - When momentum strength reaches >85% (Peak Momentum alert), the trend may be near exhaustion - Look for divergences as confirmation of a potential reversal - Consider tightening stops or taking partial profits at peak momentum ### Reversal Trading - Watch for reversal levels to be retested - A retest of a level combined with a divergence signal is a high-confluence setup ### Signal Quality Assessment - "LONG/SHORT Vol OK" = Full confirmation (trend + volume) - "Weak Bull/Bear" = Trend flipped but volume did not confirm — proceed with caution ## Settings ### Core Settings - **Price Source**: Close (default). Recommended for most use cases - **Base Smoothing Period** (18): Primary period for the fast average. Lower = more responsive - **Momentum Smoothing** (5): Smoothing on the momentum reading - **Volatility Period** (14): ATR period for normalization ### Adaptive Engine - **Enable Adaptive Period**: Toggle auto-adjustment on/off - **Adaptive Min/Max Period** (8/40): Range for the adaptive engine - **Efficiency Lookback** (10): Kaufman efficiency calculation period ### Volume Filter - **Enable Volume Filter**: Toggle volume confirmation - **Volume Threshold** (1.0x): Minimum volume relative to average ### Divergence Detection - **Pivot Lookback** (5): Sensitivity for finding price pivots - **Max Bars Between Pivots** (60): Maximum gap for valid divergences ### Risk Management - **Stop-Loss Method**: Channel Edge (dynamic), ATR Multiple (fixed), or Swing High/Low - **Target Risk:Reward** (2.0): Take-profit as multiple of stop distance ## Alerts 1. **Bullish Trend Flip** — Confirmed bullish trend change 2. **Bearish Trend Flip** — Confirmed bearish trend change 3. **Peak Momentum** — Momentum strength exceeds 85% (potential exhaustion) 4. **Momentum Fading** — Momentum drops below 15% (trend losing energy) 5. **Bullish Divergence** — Price vs momentum disagreement (bullish) 6. **Bearish Divergence** — Price vs momentum disagreement (bearish) 7. **Any Trend Flip** — Either direction (for automation/webhooks) 8. **MTF Alignment** — Multiple higher timeframes confirm current trend All alerts include ticker, price, and timeframe in the message for webhook/bot compatibility. ## Limitations and Disclaimer - Like all trend-following indicators, ATMC will lag actual turning points. The adaptive engine reduces this but cannot eliminate it - Divergence detection works with a delay equal to the pivot lookback period - Volume data may not be available or reliable on all instruments (especially forex spot) - The MTF dashboard uses end-of-bar data from higher timeframes and may not update intra-bar - This indicator is a tool for analysis, not a standalone trading system. Always use proper risk management - Past performance does not guarantee future results. This is not financial advice ## Credits This indicator builds upon the trend velocity channel concept originally explored by BackQuant. The Viprasol version significantly extends the original with an adaptive period engine, multi-timeframe analysis, divergence detection, volume confirmation, and risk management overlay. --- (c) Viprasol viprasol.com
אינדיקטור Pine Script®
מאת ‎viprasol‎
Trend Break + Structure + Range FilterThis strategy focuses on trading continuation moves after price breaks recent structure, while filtering out low-momentum conditions. The goal is to participate in directional markets and reduce entries during sideways activity. Concept Behind the Strategy Markets tend to alternate between consolidation and expansion. Instead of reacting to every price movement, this approach waits for a clear break of recent highs or lows, aligned with the prevailing trend. By combining structure, trend bias, and range filtering, the strategy aims to improve trade selection quality. How It Works 1. Trend Direction (EMA Filter) A moving average defines the primary market bias. Price above the EMA → bullish bias Price below the EMA → bearish bias Trades are only taken in the direction of this bias. 2. Structure Break The system monitors the highest high and lowest low over a defined lookback period. A trade is triggered when price breaks beyond that recent structure. 3. Range Filter (Bollinger Logic) If price is moving inside a compressed range, entries are avoided. This helps reduce signals during low-momentum conditions. 4. Risk Management Stop-loss and take-profit levels are based on ATR (Average True Range), which adapts to current volatility. A configurable risk-to-reward ratio determines the target distance. 5. Realistic Backtesting Setup Commission and slippage are included to simulate more practical conditions. Key Characteristics Non-repainting logic Breakout-based entries Trend-aligned trade direction Volatility-adjusted exits Designed for structured testing When It May Perform Better Markets with sustained directional movement Volatility expansion phases Instruments that respect breakout behavior It may underperform during prolonged sideways or low-volatility environments. Important Note This strategy is intended for research and testing purposes. Performance can vary across assets and timeframes. It should be evaluated across different market conditions before considering live use.
אסטרטגיית Pine Script®
מאת ‎AIScripts‎
Improved EMA Trend + ATR Strategy with ArrowsThis strategy is built around a simple idea: strong directional moves often begin after periods of low volatility. Instead of chasing trends late, it waits for price compression and then trades the breakout when expansion begins. The approach combines volatility structure and trend alignment to reduce random entries. Core Concept Markets cycle between quiet phases and expansion phases. When volatility contracts, it often leads to a stronger move once price breaks out of that range. This strategy attempts to capture that transition. How It Works 1. Volatility Compression Detection A squeeze condition is identified when Bollinger Bands contract inside Keltner Channels. This signals reduced volatility. 2. Squeeze Release The strategy waits for volatility to expand again. Trades are only considered when the squeeze ends. 3. Breakout Confirmation Entries occur when price breaks above or below the Bollinger Bands after the squeeze release. 4. Trend Alignment A long-term EMA is used to filter direction: Above EMA → bullish bias Below EMA → bearish bias This helps reduce counter-trend trades. 5. Risk Management Stop-loss and take-profit levels are based on ATR. This allows exits to adapt to current market volatility. A configurable risk-to-reward ratio defines profit targets. Key Features Structured volatility-based entries Trend confirmation filter ATR-based dynamic risk control Commission and slippage included for realistic testing No repainting logic Best Conditions This type of strategy tends to perform better during: Volatility expansion phases Strong directional markets Assets that experience compression before breakouts It may underperform in slow, range-bound environments. Important Notes This strategy is designed for research and backtesting purposes. Performance will vary across different markets and timeframes. Always evaluate across multiple conditions before considering live deployment.
אסטרטגיית Pine Script®
מאת ‎AIScripts‎
Risk Management & Position size calculator (FinPip)# Risk Management & Position size calculator (FinPip) **Size your trades by risk.** Set your capital, risk %, entry and stop-loss — the indicator gives you position size in units, a take-profit level from your reward:risk ratio, and a clear summary on the chart. Works on any symbol (stocks, forex, crypto, futures). Pine Script v6 · Mozilla Public License 2.0 --- ## How to add to your chart 1. In TradingView, open **Indicators** (or search **“Risk Management”** / **“Finpip Risk Manager”**). 2. Select **Risk Management & Position size calculator (FinPip)** and add it to the chart. 3. Open **Settings** (gear on the indicator label) to set your capital, risk %, entry price, and stop-loss price. --- ## What you get - **Entry, Stop-Loss & Take-Profit** — Drawn as horizontal lines on the chart (direction is Long if Entry > SL, Short if Entry < SL). - **Position size** — Number of units (shares, lots, contracts) so that if price hits your SL, you lose only your chosen risk amount. - **Info panel** — Capital, Risk %, Risk $, Reward $, R:R, Size (units), Risk/Unit, Entry/SL/TP prices, and direction. You can move the panel to any corner and change text size. --- ## Settings (inputs) **Risk & Capital** - **Total Account Capital ($)** — Capital used for risk (default 10000). - **Risk per Trade (%)** — % of capital to risk on this trade (default 2.5%). **Trade Levels** - **Entry Price** — Your planned or actual entry. - **Stop-Loss Price** — Exit price if the trade goes against you. **Profit Target** - **Reward:Risk Ratio** — Target as multiple of risk (e.g. 4 = 4R). TP is placed at Entry ± (SL distance × R:R). **Display** - **Show Info Panel** — On/off for the metrics table. - **Round to Whole Shares/Units** — On for stocks/shares (whole numbers); off for forex/fractional. - **Panel Position** — Top Left, Top Right, Bottom Left, Bottom Right. - **Text Size** — Tiny / Small / Normal / Large. - **Show Level Labels** — Price labels for Entry, SL, TP on the right. **Colors** — Customize Entry, SL, TP lines and panel colors. --- ## How it’s calculated - **Risk $** = Capital × (Risk % ÷ 100) - **Risk per unit** = |Entry − Stop-Loss| - **Position size** = Risk $ ÷ Risk per unit (optionally rounded down to whole units) - **Take-profit** = Entry + (Risk per unit × R:R) for Long, or Entry − (…) for Short - **Reward $** = Risk $ × R:R --- ## If something looks wrong - **“Invalid setup — Entry and SL must be different prices”** — Your Entry and Stop-Loss are the same; change one of them. - **“0 units (rounds to 0)”** — Risk $ is too small for the distance to SL with whole units. Increase capital or risk %, or turn off **Round to Whole Shares/Units** to see fractional size. --- *Published on TradingView. Open source (MPL 2.0).*
אינדיקטור Pine Script®
מאת ‎finpipcom‎
Block-Based Visual Logic Builder FrameworkThis strategy demonstrates a modular, block-based approach to strategy design in Pine Script. While TradingView does not support true drag-and-drop strategy builders, this script is structured to simulate a visual logic builder by separating trading logic into independent, configurable blocks. Each block represents a conceptual component (trend, momentum, volatility, session, and risk), allowing users to enable, disable, or modify individual modules for testing and experimentation. Visual Logic Builder Concept The strategy is organized into distinct logic blocks: Session Block - controls when trades are allowed Trend Block - defines directional bias Momentum Block - confirms directional strength Volatility Block - filters for sufficient market movement Risk Block - standardized ATR-based stop and target logic This structure mirrors how visual trading systems and drag-and-drop interfaces organize logic into reusable components. How It Works Market conditions are evaluated through separate logic blocks. Each block can be enabled or disabled using inputs. Final entry decisions are based on the combined output of active blocks. All exits are managed through a centralized risk block using ATR-based stops and fixed risk-reward. Purpose This script is intended as a structural template for building and testing modular trading systems. It emphasizes clarity, execution realism, and repeatable logic rather than optimization or signal density. Usage Notes Results depend on symbol, timeframe, volatility regime, and selected block settings. Users are encouraged to experiment with different combinations of blocks and validate behavior across multiple markets before relying on any configuration.
אסטרטגיית Pine Script®
מאת ‎AIScripts‎
ATR Trailing Stop + Alert (Long Mode)ATR Trailing Stop (Long Mode) is a volatility-adaptive exit tool designed to protect profits while allowing strong trends to develop. By combining the Average True Range (ATR) with a highest-value trailing mechanism, the stop dynamically adjusts to market conditions and only moves upward during active long trades. This structure helps reduce emotional decision-making and enforces disciplined risk management. As volatility expands, the stop automatically widens to avoid premature exits. As price continues trending higher, the stop locks in gains by trailing behind price action in a systematic way. Key advantages: Volatility-based dynamic stop distance Non-decreasing trailing logic (long-only mode) Clear visual stop levels and break signals Built-in alert for stop hits Ideal for trend followers, swing traders, and systematic traders who want a structured and reliable method for managing long positions without second-guessing exits.
אינדיקטור Pine Script®
מאת ‎tk56301‎
Geopbytech Risk Based Lots Calculator📊 Geopbytech – Risk Based Lots Calculator Built by Juan C. Delgado A lightweight and fast position size calculator designed to help traders determine optimal lot size directly from the TradingView chart. No more switching to external websites during live execution. Simply input: Account Size (USD) Risk Ratio % Stop-Loss distance (pips or points) The tool instantly calculates the correct lot size based on proper risk management. 🔹 How It Works The calculator determines: Risk ($) = Account Size × Risk % Lot Size = Risk ($) ÷ (Stop-Loss Units × $ Value per Unit per 1 Lot) Everything updates instantly as you change values. 🔹 Example Account Size Risk % Stop Loss Result $10,000 1% 20 pips 0.50 lots $5,000 1% 15 pips 0.33 lots $8,000 2% 30 pips 0.53 lots 🔹 Default Configuration (Forex – EURUSD) By default, the script is optimized for standard Forex pairs like EURUSD. You only need to: Enter Account Size Enter Risk % Enter Stop-Loss in pips The script automatically calculates pip value using standard 100,000 contract size. 🔹 Trading Gold (XAUUSD) If you are trading Gold: Enable: ✔ Override $ per unit (non-FX) Then adjust: • Override $ per 1 unit per 1 lot (or use Custom Unit Size if needed depending on broker specification) Because gold brokers may use different contract sizes. 🔹 Trading Indices For indices (NAS100, US30, SPX, etc.): You can: • Leave override OFF (if TradingView provides correct point value) OR • Enable Override and manually define $ value per point per lot Depends on your broker's contract specification. 🔹 Trading Cross Pairs (GBPJPY, EURJPY, etc.) For Forex crosses: Leave override OFF. If calculation warning appears: Adjust "Custom Unit Size" to match correct pip structure. Example: GBPJPY may require adjusting unit size depending on feed. 🔹 Inputs Explained Account Size (USD) Your total trading account balance. Risk Ratio % Percentage of account you are willing to lose per trade. (Example: 1% = disciplined risk management) Stop-Loss (pips / points) Distance from entry to stop loss. This must match what you use in the TradingView position tool. Custom Unit Size (price) Advanced setting. Used when your symbol does not follow standard pip or tick logic. You define how much price movement equals 1 unit. FX Contract Size Default: 100,000 (standard lot in Forex). Only change if your broker uses non-standard contract sizes. 🎨 UI Customization You can customize: • Theme (Dark / Light / Midnight) • Dashboard Position • Transparency • Text Size • Warning visibility ⚠️ Important Notes This tool calculates position size based on TradingView symbol specifications. Broker contract sizes may vary. Always verify: Pip value Contract size Margin requirements Final order size Before placing a live trade. ⚠️ Disclaimer This tool is provided for educational and informational purposes only. It does not constitute financial advice, investment advice, or trading recommendations. Trading involves substantial risk and may result in loss of capital. Use at your own risk. 👤 Author Built by Juan C. Delgado Geopbytech
אינדיקטור Pine Script®
מאת ‎Geopbytech‎
Risk Command CenterRisk Command Center Concept & Philosophy Trading psychology is the hardest edge to master. The "Risk Command Center" is designed to act as a visual accountability partner for day traders. It tackles the common problem of "Tilt" (emotional trading) by forcing you to confront your P&L and Risk Limits visually before you reach a breaking point. Unlike automated trackers, this tool relies on Manual Accountability. By manually inputting your P&L after every trade, you engage your prefrontal cortex (logic), breaking the "trance" of emotional trading. This script visualizes your Daily Loss Limit not as a number, but as "Ammo"—a resource bar that depletes as you take risks. Key Features Visual Risk Bar: A health-bar style display that fills up as you approach your Max Daily Loss. Adaptive Environment: The chart background changes color subtly (Yellow -> Orange -> Red) as your risk increases, giving you subconscious cues to slow down. The "Tilt Guard": If you breach your Max Loss limit or hit your max "Consecutive Loss" streak, the screen locks down with a "TRADING STOPPED" enforcement label. Session Timer: Automatically greys out the dashboard and background when the market session is closed, helping you avoid low-probability trading hours. Strike Counter: Tracks consecutive losses to prevent "revenge trading" spirals. How It Works This indicator does not connect to your broker (Pine Script security limitation). It operates as a Heads-Up Display (HUD) that you control: Input: You set your Max Daily Loss (e.g., $500). Process: As you trade, you update your Current Session P&L in the settings. Calculation: The script calculates your % Risk Used and updates the dashboard. Alerts: If Net P&L <= -Max Limit OR Consecutive Losses >= Max Streak, the visual alarms trigger. How to Use This Tool Pre-Market: Open the settings and define your Max Daily Loss Limit (e.g., $600) and Allowed Trading Session (e.g., 0930-1600). During Trading: Keep the settings window accessible. After every closed trade, type your P&L into the Current Session P&L field. Example: If you lose $150, type -150. If you win $300 next, change it to +150 (net). Monitoring: Watch the "Ammo Left" and the "Risk Level" bar. Green: Safe Zone. Orange: Caution (75% of limit used). Red: Breach. Walk away. Settings Breakdown Max Daily Loss Limit: Your hard stop for the day. Current Session P&L: The input field for your running total. Max Consecutive Losses: The number of losses in a row allowed before a forced break. Allowed Trading Session: The time window where the dashboard is "Active." Outside this window, it shows "CLOSED." Disclaimer This tool is for educational and risk-management purposes only. It cannot physically prevent you from placing trades on your broker. It is a visual aid to support disciplined trading habits.
אינדיקטור Pine Script®
מאת ‎DivergentTrades‎
Market Regime AnalyzerStatistical regime detection with forward-looking transition probabilities. Combines drift testing, variance ratios, and volume delta to classify markets into 5 regimes and quantify transition probabilities. What Regime Are We In, and What's Likely Next? That's the question this indicator answers with statistical rigor and forward-looking probabilities. The Problem: Most traders classify regimes arbitrarily: "Bull if price > 200 MA" or "Bear if RSI < 30." These rules ignore statistical significance, volume confirmation, and mean reversion patterns. The result? Late entries, false signals, and confusion when markets transition. The Solution: Market Regime Analyzer combines drift detection, variance ratio testing, and volume delta analysis to classify markets into 5 distinct regimes. Then it calculates the probability of transitioning to each regime based on historical patterns. The Benefit: Know not just where you are, but where you're likely going - with probabilities, not guesses. The Five Market Regimes 🟢 Strong Bull (Regime 1) - Statistically significant upward drift (t-stat > 1.96) - Strong buying pressure (volume delta > 0.3) - No mean reversion detected - **Trade:** Trend-following strategies, ride the momentum 🟢 Weak Bull (Regime 2) - Upward drift present - BUT weak volume OR mean reversion detected - **Trade:** Reduce position size, tighten stops, prepare for consolidation ⚪ Consolidation (Regime 3) - No statistically significant drift - Mixed volume signals - Mean reversion likely present - **Trade:** Range-trading, avoid trend-following systems 🔴 Weak Bear (Regime 4) - Downward drift present - BUT weak volume pressure - **Trade:** Cautious shorts, reduce exposure, prepare for bounce 🔴 Strong Bear (Regime 5) - Statistically significant downward drift (t-stat < -1.96) - Strong selling pressure (volume delta < -0.3) - No mean reversion detected - **Trade:** Trend-following shorts, protective puts The Statistical Framework 1. Drift Detection with T-Statistics Instead of guessing if there's a trend, we test it statistically. How it works: - Calculates mean return over lookback period - Standardizes by volatility - Compares to significance threshold (default 1.96 = 95% confidence) What it tells you: - T-stat > 1.96: Statistically significant uptrend - T-stat < -1.96: Statistically significant downtrend - In between: No significant trend (consolidation) Why it matters: Only trades trends that are statistically validated, not just visually apparent. 2. Mean Reversion Testing (Variance Ratio) Based on Lo & MacKinlay (1988) research, this detects when markets are range-bound. How it works: - Compares variance at different time scales - Variance Ratio < 0.8 indicates mean reversion What it tells you: - Mean reversion = NO: Trends can continue - Mean reversion = YES: Expect price to return to mean, not breakout Why it matters: Prevents chasing breakouts in range-bound markets. 3. Volume Delta Analysis Total volume tells you HOW MUCH traded. Volume delta tells you WHO won. How it works: - Buying pressure - Selling pressure = Volume Delta - Normalized to show relative strength What it tells you: - Strong positive delta (>0.3): Buyers in control - Strong negative delta (<-0.3): Sellers in control - Weak delta: No clear winner Why it matters: Price can move up on weak buying or down on weak selling. Volume delta reveals the truth. 4. Transition Probability Matrix Historical regime changes predict future regime changes. How it works: - Tracks every regime transition over last 100 bars (configurable) - Builds probability distribution for next regime - Updates continuously Example: Current: Strong Bull Historical transitions from Strong Bull: - Stayed Strong Bull: 45% - Became Weak Bull: 30% - Became Consolidation: 20% - Became Weak Bear: 4% - Became Strong Bear: 1% What it tells you: Strong Bull has 75% chance of staying bullish (45% + 30%), only 5% chance of bearish turn. Why it matters: Adapts to your specific market's behavior patterns. How to Use This Indicator Strategy Adaptation In Strong Bull/Bear Regimes: - Use trend-following strategies - Wider stops, let winners run - Add to positions on pullbacks - High confidence in directional trades In Weak Bull/Bear Regimes: - Reduce position sizes by 50% - Tighter stops - Take profits earlier - Prepare for regime change In Consolidation: - Switch to range-trading strategies - Avoid trend-following systems - Sell resistance, buy support - Wait for regime change before trend trades Risk Management Position Sizing: - Strong regime + high continuation probability (>60%) = Normal size - Weak regime OR high transition probability = Half size - Consolidation = Quarter size or skip Stop Loss Placement: - Strong regime: Use wider stops (2x ATR) - Weak regime: Tighter stops (1x ATR) - Consolidation: Very tight stops (0.5x ATR) Entry Timing Best entries: - Regime just changed to Strong Bull/Bear - High probability (>50%) of staying in current regime - No divergence signals present - Drift and volume delta aligned Avoid entries: - High probability of regime change - Divergence signals appearing - Mean reversion detected in trending regime - Weak volume despite price movement Reading the Dashboard Current Regime Color-coded for instant recognition: - Dark Green = Strong Bull - Light Green = Weak Bull - Gray = Consolidation - Light Red = Weak Bear - Dark Red = Strong Bear Annualized Drift Expected annual return based on recent trend. - Positive = Upward bias - Negative = Downward bias - Near zero = No directional edge T-Statistic Measures statistical significance of drift. - > 1.96 = 95% confident in uptrend - < -1.96 = 95% confident in downtrend - Between = Not statistically significant Mean Reversion - Yes = Expect price to return to mean (range-bound) - No = Trends can continue (trending market) Volume Pressure Normalized volume delta strength. - > 0.3 = Strong buying - < -0.3 = Strong selling - Near 0 = Balanced Transition Probabilities Shows most likely next regime. - Highest probability = Most likely outcome - Evenly distributed = High uncertainty - Concentrated = High confidence in direction Practical Examples Example 1: Strong Bull with High Continuation Dashboard shows: Current Regime: Strong Bull Drift: +22% annualized T-Stat: 3.2 Mean Reversion: No Volume Pressure: +0.45 Probabilities: → Strong Bull: 50% → Weak Bull: 25% → Consolidation: 20% → Bears: 5% Interpretation: - Strong uptrend (t-stat 3.2 >> 1.96) - No mean reversion = trends can continue - Strong buying pressure (0.45 > 0.3) - 75% chance stays bullish (50% + 25%) Action: - Full position size on long setups - Use trend-following entries - Wider stops (2x ATR) - High conviction trades Example 2: Weak Bull Before Consolidation Dashboard shows: Current Regime: Weak Bull Drift: +8% annualized T-Stat: 1.2 Mean Reversion: Yes Volume Pressure: +0.15 Probabilities: → Strong Bull: 10% → Weak Bull: 30% → Consolidation: 50% → Weak Bear: 10% Interpretation: - Weak drift (t-stat 1.2 < 1.96) - Mean reversion detected = range-bound likely - Weak volume (0.15 < 0.3) - 50% chance of consolidation Action: - Reduce long positions - Tighten stops - Prepare for range-bound trading - Avoid new trend trades Example 3: Regime Transition Alert Previous: Weak Bull Current: Consolidation Volume divergence signal appeared: Price made new high, volume delta weakened Interpretation: - Trend exhausted - Buyers losing control - Regime confirmed the transition Action: - Exit trend-following longs - Switch to range-trading approach - Wait for new regime before new directional trades Settings Guide ### Regime Detection Period (50) Number of bars for statistical calculations. - **30-40:** More responsive, catches changes faster, more regime switches - **50 (default):** Balanced for daily/4H charts - **75-100:** More stable, fewer false regime changes, slower to adapt Transition History Depth (100) How much history to use for probabilities. - **50-75:** Adapts quickly to recent behavior - **100 (default):** Balanced robustness - **150-200:** More stable probabilities, slower to adapt Volume Delta Period (14) Period for volume calculations. - **7-10:** More sensitive to volume shifts - **14 (default):** Standard period - **20-30:** Smoother, less noise Significance Threshold (1.96) T-statistic required for trend classification. - **1.64:** 90% confidence, more trend regimes detected - **1.96 (default):** 95% confidence, balanced - **2.58:** 99% confidence, very conservative, mostly consolidation Best Practices Do: - Wait for regime confirmation (at least 3-5 bars in new regime) - Use probabilities to size positions appropriately - Combine with support/resistance for entries - Respect mean reversion signals - Adapt strategy to current regime Don't: - Trade every regime change immediately - Ignore high transition probabilities - Use trend strategies in consolidation - Override statistical signals with gut feel - Trade against Strong regimes without clear setup Timeframe Recommendations Daily Charts: - Default settings work well - Most reliable regime detection - Best for swing trading 4H Charts: - Use default or slightly higher lookback (60-75) - Good for active swing trading - More regime changes than daily 1H Charts: - Reduce lookback to 30-40 - More noise, use with caution - Better for intraday position trading 15M and below: - Not recommended - Too much noise for statistical validity - Regimes change too frequently Combining with Other Indicators Works Well With: Moving Averages - Use regime for directional bias - MAs for specific entry/exit points Support/Resistance - Regime shows context - S/R shows specific levels - High probability at confluence Volume Profile - Regime shows regime - Profile shows where volume is - Target high-volume nodes RSI/MACD - Regime provides context - Momentum shows entry timing - Combine for higher probability Example Combined Setup Regime: Strong Bull Price: Above 200 MA Level: Pullback to support RSI: Oversold (30) Volume Delta: Still positive Setup: Long entry Reason: Trend intact, healthy pullback, buyers still present Divergence Signals The indicator shows volume divergence warnings: Bearish Divergence (Red Triangle Down) - Price makes new high - Volume delta makes lower high - Warning: Buyers weakening, potential reversal Bullish Divergence (Green Triangle Up) - Price makes new low - Volume delta makes higher low - Warning: Sellers weakening, potential reversal How to use: - Divergence in Strong regime = early warning of regime change - Confirms when regime actually transitions - Don't trade divergence alone, wait for regime confirmation Limitations This Indicator Cannot: **Predict black swan events** - Unexpected news overrides all technical regimes **Work in all markets** - Needs liquid markets with reliable volume data **Guarantee profits** - Probabilities are not certainties **Replace fundamental analysis** - Technical regimes can diverge from fundamentals Works Best: - Liquid markets (major indices, forex, crypto, large-cap stocks) - Daily and 4H timeframes - Combined with other analysis - With proper risk management - In normal market conditions Common Questions "Why did the regime stay consolidation despite strong price move?" The indicator detected mean reversion (variance ratio < 0.8), indicating the move will likely reverse. Or the move wasn't statistically significant (t-stat < 1.96). Trust the statistics over visual appearance. "Probabilities show 30% for each regime. What does that mean?" High uncertainty. The market is at an inflection point. Reduce position sizes and wait for clearer regime formation. "Can I use this for day trading?" Not recommended on timeframes below 1H. Statistical tests need sufficient data. Better suited for swing trading. "Why does this show Strong Bull when my momentum indicators show weakness?" Momentum can weaken while the trend remains statistically significant. The indicator focuses on drift and volume, not momentum. Consider it a different perspective. Technical Notes Volume Delta Approximation Uses OHLCV data to approximate order flow: - Buy volume ≈ Volume on up-closes - Sell volume ≈ Volume on down-closes - Delta = Buy - Sell **Note:** Real order flow (from futures or Level 2) is more precise. This approximation works well on liquid markets. Statistical Tests Drift T-Test: - Null hypothesis: No drift (mean return = 0) - Reject if |t-stat| > threshold - Based on standard hypothesis testing Variance Ratio: - Compares 2-period variance to 1-period variance - Ratio = 1 for random walk - Ratio < 1 for mean reversion - Threshold of 0.8 based on empirical testing Transition Probability Implementation Due to Pine Script v5 limitations (no native 2D arrays), the 5×5 transition matrix is stored as a flat 1D array of 25 elements: - Position maps to index: `row × 5 + col` - Example: Transition from Regime 2 to Regime 4 is at index `1 × 5 + 3 = 8` - Laplace smoothing (0.1) prevents zero probabilities - Row sums normalized to calculate probabilities This approach is computationally efficient and maintains statistical accuracy. No Repainting All calculations confirmed on bar close. Regime changes appear when the bar closes, not during formation. Historical analysis is accurate. Alert Conditions Regime Change - Triggers when regime transitions to any new state - Message shows new regime number (1-5) Bearish Divergence - Triggers when price makes new high but volume delta doesn't confirm Bullish Divergence - Triggers when price makes new low but volume delta doesn't confirm Disclaimer FOR EDUCATIONAL PURPOSES ONLY This indicator uses statistical methods to analyze market regimes. It does not predict the future or guarantee trading success. Markets are probabilistic, not deterministic. A 70% probability of staying bullish means 30% chance of regime change. Always use proper risk management. Past regime transitions do not guarantee future transitions. Market structure can change. Statistical relationships can break down. Never risk more than you can afford to lose. Use stop losses on every trade. Test thoroughly before live trading. Consult a qualified financial advisor. © 2026 | Open Source Statistical rigor meets practical application
אינדיקטור Pine Script®
מאת ‎DavidEH‎
Fixed Risk + Contracts 2.0This is the upgraded version of my Contracts/Risk indicator, released in January 2026. Users will trade responsibly (and never overleverage again!) 1. Pre-Select Your Ticker MES ES NQ MNQ MYM YM M2K MCL MGC GC SIL SI 2. Input Current Account Balance and Risk % Each Trade To Grow Your Account 3. Input Stop Amount In Ticks (Use Position Tool for ease) 4. Contract Risk Is Calculated Automatically! Add to your favourites and comment below if you have any suggestions :)
אינדיקטור Pine Script®
מאת ‎tradeina‎
ADR**Overview** This indicator displays the **Average Daily Range (ADR)** and **ADR Percentage** in a customizable table on your chart. While the standard ATR (Average True Range) is a popular metric for volatility, it accounts for price gaps (e.g., overnight moves). **ADR**, on the other hand, strictly measures the average distance between the **High** and **Low** of price bars, completely ignoring gaps. **Why use ADR instead of ATR?** * **Day Trading:** For intraday traders (Forex, Crypto, Futures), ADR is often preferred because it calculates the "tradable" range of the day. It answers the question: *"On average, how much does this asset move from High to Low?"* * **Target Setting:** ADR is excellent for projecting daily highs and lows. If price has already moved 100% of its ADR, the statistical probability of further extension decreases. * **Pure Volatility:** It filters out the noise of overnight gaps to show pure intraday volatility. **Calculation Logic** * **ADR:** Calculated using a Simple Moving Average (SMA) of the `High - Low` range over the specified length. * Formula: `SMA(High - Low, Length)` * **ADR%:** Shows the ADR relative to the current price. * Formula: `(ADR / Current Close) * 100` **Features** * **Clean Dashboard:** A minimalist table displays the ADR value and the ADR %. * **Customizable:** You can change the calculation length (default is 14) and move the table to any corner of the chart (Top/Bottom, Left/Right) to fit your workspace. **Settings** * **ADR Length:** The lookback period for the average (Default: 14). * **Display Position:** Choose where the table appears on your screen.
אינדיקטור Pine Script®
מאת ‎echanxyz‎
[Saga Trading] Liquidation Leverages ProThis indicator is designed to provide context on leverage-related market risk, not trading signals. Its purpose is to help traders visualize price areas where leveraged positions become vulnerable due to increased exposure, rather than to predict forced events. By mapping zones where leverage sensitivity increases, the script highlights areas of potential instability, where price reactions may accelerate due to risk management constraints, margin pressure, or position adjustment. These zones do not imply direction and should not be interpreted as targets. Instead, they offer risk awareness, helping traders assess where market movement may become less stable or more reactive. This tool is intended as a contextual risk-mapping indicator, allowing traders to better evaluate exposure when price approaches leverage-sensitive areas. It does not provide buy or sell signals and should be used in conjunction with price action and market structure analysis.
אינדיקטור Pine Script®
מאת ‎KevSagaT‎
Position Size RulerThis script is designed for day traders who need to visualize contract sizing based on stop loss size instantly without manual calculations. It bridges the gap between a trader's defined risk and the fast-moving price action of assets like NQ or MNQ. The tool operates by creating a "position size ruler" that projects contract-specific zones based on a draggable Stop Loss anchor. Draggable Stop Loss: In settings, you will first need to enter a value for the stop loss. This value should be near the current price value so that the ruler can be seen on your chart. Once that is done, you can click and drag the "blue dot" handle—anchored to the left edge of the stop loss—to align it with your anticipated stop loss location.
אינדיקטור Pine Script®
מאת ‎blissfulDirectorea6e9‎
4
Risk & Lot Calculator PanelFXMANS Risk & Lot Panel Smart Risk Management Tool for TradingView - Overview FXMANS Risk & Lot Panel is a lightweight and professional risk management tool designed to help traders calculate position size (lot) and take-profit levels directly on the chart, without cluttering the screen. The panel is displayed as a minimal table in the top-right corner of the chart and automatically adapts to the currently opened symbol. This tool focuses on clarity, precision, and usability, making it suitable for scalpers, day traders, and swing traders. - Key Features Automatic Direction Detection The script can automatically determine BUY or SELL direction based on: Entry Price Stop Loss Price Logic: Stop Loss below Entry → BUY Stop Loss above Entry → SELL Manual override is available if auto direction is disabled. Risk-Based Lot Size Calculation Calculates position size based on: User-defined risk amount in USD Distance between Entry and Stop Loss Symbol-specific tick size and point value Ensures consistent risk management across all markets. Automatic Take Profit (RR Based) Take Profit is calculated automatically using a predefined Risk / Reward (RR) ratio. Supports both BUY and SELL scenarios. - Symbol-Aware Calculation Uses TradingView’s built-in symbol properties: syminfo.mintick syminfo.pointvalue Works correctly on: Forex Indices Metals Crypto - Minimal & Non-Intrusive UI Small, fixed panel located at the top-right corner Designed to avoid covering price action Clean FXMANS-style color palette - Safe Panel Size Control Panel size can be adjusted from settings: Small Medium Large Size changes are handled without modifying layout geometry, preventing UI bugs. - How It Works Enter your Entry Price and Stop Loss Price Define your Risk Amount ($) Set your desired Risk / Reward ratio The script automatically calculates: Trade Direction (BUY / SELL) Lot Size Take Profit Level All results are displayed instantly in the panel - Example Use Case Risk: $100 Entry: 1.0850 Stop Loss: 1.0800 RR: 2.0 - The panel will automatically display: Direction: BUY Lot Size adjusted to risk exactly $100 Take Profit at 2R - Important Notes Entry and Stop Loss prices must be valid (greater than zero). The tool does not place trades automatically. Calculations are for position sizing only and may vary slightly depending on broker specifications. - Disclaimer This script is intended for educational and analytical purposes only. Trading involves risk, and users are responsible for their own trading decisions. - Ideal For Traders who follow strict risk management rules Forex, crypto, and index traders Scalpers and intraday traders Anyone who wants clean and fast position sizing on TradingView
אינדיקטור Pine Script®
מאת ‎FXmans‎
Top 40 Best Performing Nasdaq Stocks with Advanced Stats ScreenWelcome to the CustomQuantLabs Advanced Stats Screener. This dashboard is designed for traders who need more than just price action—it provides a comprehensive, institutional-grade view of the "Top 40" performing assets in the Nasdaq (or any watchlist of your choice) at a single glance. Instead of flipping through 40 different charts, this screener aggregates Performance Metrics and Advanced Statistical Risk Models into one clean, heatmap-style dashboard. It helps you instantly identify outliers, trend leaders, and potential mean-reversion setups. Key Features 1. Multi-Timeframe Performance Heatmap Instantly spot momentum. The dashboard tracks returns across 5 key timeframes, color-coded with a dynamic heatmap (Bright Green for leaders, Bright Red for laggards): Week% (Short-term momentum) Month% & Quarter% (Medium-term trend) 6M% & 12M% (Long-term secular trend) 2. Institutional Risk Metrics (Advanced Stats) We go beyond simple percentage changes. This screener calculates complex statistical formulas for every single ticker in real-time: Kelly Criterion (%): A money management formula used to determine optimal position size based on win probability and return ratio. A higher Kelly % suggests a statistically stronger "edge" based on recent history. Sharpe Ratio: Measures risk-adjusted return. How much return are you getting for every unit of risk? (Values > 1.0 are generally considered good). Sortino Ratio: Similar to Sharpe, but only penalizes downside volatility. This is crucial for distinguishing between "good volatility" (upside pumps) and "bad volatility" (crashes). Z-Score: A mean-reversion metric. It measures how many standard deviations the current price is from its 20-day mean. High Positive Z-Score (>2): Price may be overextended to the upside. Low Negative Z-Score (<-2): Price may be oversold. Volatility (%): A dynamic measure of the asset's daily range, helping you gauge the "personality" of the stock before entering. Customization & Settings Fully Customizable Watchlist: While pre-loaded with top Nasdaq performers (like NVDA, AMD, PLTR, MU), you can easily edit the "Symbols" input in the settings to track Crypto, Forex, or your own custom stock portfolio. Smart Theme Detection: Includes a toggle for Dark Mode (ProjectSyndicate style) and Light Mode (Clean white style). Compact Mode: You can toggle specific columns on or off to fit the table on smaller screens. How to Use Add the script to your chart. Open Settings (Gear Icon). Paste your list of 40 tickers into the "Ticker List" text area (separated by commas). Use the Z-Score to find overbought/oversold setups and the Relative Strength (Week/Month) to find breakout candidates. Disclaimer: This tool is for informational purposes only. The "Top 40" list requires manual updating if the market leaders change. All statistical metrics (Kelly, Sharpe, etc.) are based on historical data and do not guarantee future performance. Built by CustomQuantLabs.
אינדיקטור Pine Script®
מאת ‎CustomQuantLabs‎
Maor Beniash | Pro DashboardMB-PRO | Smart Info & Risk Dashboard Description The MB-PRO indicator is a minimalist dashboard designed to provide traders with rapid situational awareness and critical risk management data, without cluttering the chart. This tool consolidates fundamental and technical data into one organized corner, helping avoid common errors such as entering a trade right before an earnings report or incorrect stop-loss calculations. Key Features: Full Company Name: Displays the complete name of the entity. Market Cap: Shows the current market capitalization. Sector & Industry: Quickly identifies the sector and industry classification. Risk Management (ATR): Displays the Average True Range (14) in both absolute value and percentage (crucial for stop-loss sizing). Earnings Alert: A smart warning mechanism where the text automatically turns orange when the report date is approaching (default: 21 days, adjustable). This helps prevent holding positions during high-risk periods.
אינדיקטור Pine Script®
מאת ‎maorbeniash‎
DkS Market Structure Breakout Strategy Crypto & ForexDkS Market Structure Breakout Strategy Crypto & Forex 🔍 Overview DkSPro – Universal Market Analysis is a structure-based trading strategy designed for Crypto and Forex markets, focused on trend alignment, breakout confirmation, and volume validation. This strategy is built to filter low-quality trades, avoid ranging conditions, and reduce false breakouts by requiring multiple layers of confirmation before any trade is executed. It is intended for scalping and intraday trading, prioritizing consistency and risk control over trade frequency. 🧠 Strategy Logic (How It Works) DkSPro follows a sequential decision process, not a single-indicator signal: Trend Bias (EMA Structure) A fast and slow EMA define the directional bias. Long trades are only allowed during bullish EMA alignment. Short trades are only allowed during bearish EMA alignment. This prevents counter-trend and ranging-market entries. Market Structure & Breakout Validation The strategy identifies recent swing highs and lows. Trades are triggered only after a confirmed breakout of structure, not during consolidation. This avoids early entries and false momentum moves. Volume Confirmation Volume must exceed its moving average by a defined multiplier. This ensures participation and filters out low-liquidity breakouts. Volume thresholds adapt depending on the selected trading mode. Momentum Confirmation (RSI) RSI is used strictly as a momentum filter, not as a standalone signal. It confirms that price movement aligns with the breakout direction. Risk Management (Mandatory) Every position includes a predefined Stop Loss and Take Profit. Position sizing is based on a fixed percentage of equity, keeping risk per trade within sustainable limits. All conditions must align simultaneously; otherwise, no trade is executed. ⚙️ Trading Modes SAFE Mode Stronger volume and RSI thresholds Fewer trades, higher selectivity Designed for risk control and consistency AGGRESSIVE Mode Slightly relaxed filters Higher trade frequency during strong momentum Intended for experienced users only 📊 Markets & Assets This strategy has been actively used and tested on: 🟢 Crypto (Binance / Binance.US) SOL-USDT XRP-USDT Other high-liquidity pairs (BTC, ETH) Crypto mode benefits from stronger volume confirmation to adapt to higher volatility. 🔵 Forex Major pairs such as EURUSD, GBPUSD, USDJPY Optimized for liquid markets with lower relative volume The same structural logic applies to both markets, with volume behavior naturally adapting to each asset class. ⏱ Recommended Timeframes Crypto: 5m – 15m Forex: 15m – 1H Lower timeframes (1m) are not recommended due to noise and unreliable volume behavior. 🧪 Backtesting & Settings Transparency Default strategy properties are intentionally conservative to reflect realistic conditions: Initial capital: $20,000 Position size: 2% of equity Commission: 0.08% Slippage: 1 tick Fixed Stop Loss and Take Profit on every trade Backtests should be performed on sufficient historical data (ideally 6–12 months) to ensure a statistically meaningful sample size (100+ trades). 📈 Originality & Usefulness DkSPro is not a simple indicator mashup. Each component serves a specific role in a layered confirmation system: EMAs define direction Structure defines timing Volume validates participation RSI confirms momentum Risk management controls exposure Removing any layer significantly reduces signal quality. The strategy is designed as a complete decision framework, not a signal generator. ⚠️ Important Notes This script is an analysis and execution tool, not financial advice. Market conditions change, and no strategy performs well in all environments. Users are encouraged to backtest, forward test, and adjust position sizing according to their own risk tolerance. 🧩 Version Notice This publication represents a consolidated and refined version of an internal experimental script. No parallel or duplicate versions are intended. All future improvements will be released exclusively using TradingView’s Update feature. 🇪🇸 Descripción en Español (Resumen) DkSPro es una estrategia basada en estructura de mercado, diseñada para Crypto y Forex, que combina tendencia, ruptura de estructura, volumen y control de riesgo. Solo opera cuando todas las condiciones se alinean, evitando rangos, falsas rupturas y sobreoperar. Ha sido utilizada en Binance con pares como SOL-USDT y XRP-USDT, así como en Forex, siempre con gestión de riesgo fija y condiciones realistas.
אסטרטגיית Pine Script®
מאת ‎dksniewieders‎
XAUUSD Lot Size Calculator1. What This Indicator Does This tool is a Visual Risk Management System. Instead of using a calculator on your phone or switching tabs, it allows you to calculate the exact lot size for your trade directly on the TradingView chart by dragging lines. It automates the math for: Lot Size: How big your position should be to risk exactly X% of your account. Take Profit: Where your target should be based on your Risk-to-Reward ratio. Safety Checks: It warns you if your stop loss is too tight for the minimum lot size (0.01). 2. Visual Features 🔴 The Red Line (Stop Loss): This is your interactive line. You can grab it with your mouse and drag it to your desired invalidation point (e.g., below a support wick). 🟢 The Green Line (Take Profit): This line moves automatically. You cannot drag it. It calculates where your Take Profit must be to satisfy your Risk:Reward ratio (Default 1:1) based on where you placed the Red line. ⚫ The Info Table: A high-contrast black box in the corner that displays your calculated Lot Size, Risk amount, and Trade direction (Long/Short). 3. How to Use It (Step-by-Step) Step 1: Initial Setup When you first add the indicator to the chart, you need to tell it about your account: Double-click the Black Table (or the Red Line) to open Settings. Inputs Tab: Account Balance: Enter your current trading balance (e.g., 10,000). Risk %: Enter how much you want to lose per trade (e.g., 1.0%). Contract Size: Keep this at 100 for Gold (XAUUSD) or standard Forex pairs. Risk : Reward Ratio: Set your target (e.g., 1.0 for 1:1, or 2.0 for 1:2). Step 2: Planning a Trade Look at the chart and identify where you want to enter (current price) and where you want your Stop Loss. Find the Red Line on your chart. (If you don't see it, go to Settings and change "Stop Loss Level" to a price near the current candle). Click and Drag the Red Line to your specific Stop Loss price. Step 3: Reading the Signals Direction: If you drag the Red Line below the price, the table shows LONG. If you drag it above, it shows SHORT. Lot Size: Read the big green number in the table (e.g., 0.55). This is the exact lot size you should enter in your broker. TP Target: Look at the Green Line on the chart. That is your exit price. Step 4: The "Orange Warning" If you place your Stop Loss very close to the entry, or if your account is small, the math might suggest a lot size smaller than is possible (e.g., 0.004). The table text will turn ORANGE. The Lot Size will stick to 0.01 (the minimum). The "Risk ($)" row will show you the actual risk. (Example: Instead of risking your desired $100, you might be forced to risk $105 because you can't trade smaller than 0.01 lots).
אינדיקטור Pine Script®
מאת ‎Zeeshan_Miran‎
Quality-Controlled Trend StrategyOverview This strategy demonstrates a clean, execution-aware trend framework with fully isolated risk management. Entry conditions and risk logic are intentionally separated so risk parameters can be adjusted without altering signal behavior. All calculations are evaluated on confirmed bars to ensure backtest behavior reflects real-time execution. Design intent Many scripts mix entries and exits in ways that make results fragile or misleading. This strategy focuses on structural clarity by enforcing: confirmed-bar logic only fixed and transparent risk handling consistent indicator calculations one position at a time It is intended as a baseline framework rather than an optimized system. Trading logic (high level) Trend context EMA 50 vs EMA 200 defines directional bias Entry Price alignment with EMA 50 RSI used as a momentum confirmation, not as an overbought/oversold signal Risk management Stop-loss based on ATR Fixed risk–reward structure Risk logic is isolated from entry logic Editing risk without affecting signals All stop-loss and take-profit calculations are handled in a dedicated block. Users can adjust: ATR length stop-loss multiplier risk–reward ratio without modifying entry conditions. This allows controlled experimentation while preserving signal integrity. Usage notes Results vary by market, timeframe, and volatility conditions. This script is provided for testing and educational purposes and should be validated across multiple symbols and forward-tested before use in live environments.
אסטרטגיית Pine Script®
מאת ‎AIScripts‎
Z Score FilterComposite Risk Filter This indicator works because it aggregates several independent but structurally important stress channels (currency strength, rates, equity volatility, bond volatility, and credit conditions) into a single normalized measure. Each input is transformed into a z-score, meaning the composite does not care about absolute levels, narratives, or regimes; it only measures whether conditions are tightening or easing relative to what has been normal recently. That makes the output robust to inflation, secular trends, and structural shifts that break simpler correlations. What the indicator captures is not direction but constraint. Markets do not move because risk is “on” or “off”; they move because certain behaviors are more or less permitted under prevailing financial conditions. By identifying when systemic pressure is elevated, relaxed, or neutral, the indicator helps align trade expectations with the environment price is operating in. When used as a filter — not a signal — it reduces false confidence, improves expectancy selection, and keeps price in the primary role where it belongs.
אינדיקטור Pine Script®
מאת ‎BLKMonk‎