Smart Breakout with ATR Stop-LossThe Smart Breakout indicator combines a classic 20-day Donchian channel breakout with a tight trailing stop, drawing green lines and “ENTRY” labels at the bar after a valid breakout, and red lines and “EXIT” label at the bar after a stop-loss breach.
By default it uses the chart’s timeframe to compute ATR and stops, but you can flip on Daily lock to freeze both ATR and price reads at the daily resolution—so your stops stay the same whether you view at 1s, 15 m, 4h or lower frequency bars.
Key features:
20-day Donchian breakout: entry when price closes above the highest high of the previous 20 bars
2 × ATR(14) trailing stop: initialized at entry and raised only when the new (close – 2 × ATR) exceeds the prior stop
Daily lock option: Ensures all ATR and close values are calculated on the daily timeframe, keeping stop levels consistent across resolutions
חפש סקריפטים עבור "Trailing stop"
Heiken Ashi Supertrend ADXHeiken Ashi Supertrend ADX Indicator
Overview
This indicator combines the power of Heiken Ashi candles, Supertrend indicator, and ADX filter to identify strong trend movements across multiple timeframes. Designed primarily for the cryptocurrency market but adaptable to any tradable asset, this system focuses on capturing momentum in established trends while employing a sophisticated triple-layer stop loss mechanism to protect capital and secure profits.
Strategy Mechanics
Entry Signals
The strategy uses a unique blend of technical signals to identify high-probability trade entries:
Heiken Ashi Candles: Looks specifically for Heiken Ashi candles with minimal or no wicks, which signal strong momentum and trend continuation. These "full-bodied" candles represent periods where price moved decisively in one direction with minimal retracement. These are overlayed onto normal candes for more accuarte signalling and plotting
Supertrend Filter: Confirms the underlying trend direction using the Supertrend indicator (default factor: 3.0, ATR period: 10). Entries are aligned with the prevailing Supertrend direction.
ADX Filter (Optional) : Can be enabled to focus only on stronger trending conditions, filtering out choppy or ranging markets. When enabled, trades only trigger when ADX is above the specified threshold (default: 25).
Exit Signals
Positions are closed when either:
An opposing signal appears (Heiken Ashi candle with no wick in the opposite direction)
Any of the three stop loss mechanisms are triggered
Triple-Layer Stop Loss System
The strategy employs a sophisticated three-tier stop loss approach:
ATR Trailing Stop: Adapts to market volatility and locks in profits as the trend extends. This stop moves in the direction of the trade, capturing profit without exiting too early during normal price fluctuations.
Swing Point Stop: Uses natural market structure (recent highs/lows over a lookback period) to place stops at logical support/resistance levels, honoring the market's own rhythm.
Insurance Stop: A percentage-based safety net that protects against sudden adverse moves immediately after entry. This is particularly valuable when the swing point stop might be positioned too far from entry, providing immediate capital protection.
Optimization Features
Customizable Filters : All components (Supertrend, ADX) can be enabled/disabled to adapt to different market conditions
Adjustable Parameters : Fine-tune ATR periods, Supertrend factors, and ADX thresholds
Flexible Stop Loss Settings : Each of the three stop loss mechanisms can be individually enabled/disabled with customizable parameters
Best Practices for Implementation
[Recommended Timeframes : Works best on 4-hour charts and above, where trends develop more reliably
Market Conditions: Performs well across various market conditions due to the ADX filter's ability to identify meaningful trends
Performance Characteristics
When properly optimized, this has demonstrated profit factors exceeding 3 in backtesting. The approach typically produces generous winners while limiting losses through its multi-layered stop loss system. The ATR trailing stop is particularly effective at capturing extended trends, while the insurance stop provides immediate protection against adverse moves.
The visual components on the chart make it easy to follow the strategy's logic, with position status, entry prices, and current stop levels clearly displayed.
This indicator represents a complete trading system with clearly defined entry and exit rules, adaptive stop loss mechanisms, and built-in risk management through position sizing.
Heiken Ashi Supertrend ADX - StrategyHeiken Ashi Supertrend ADX Strategy
Overview
This strategy combines the power of Heiken Ashi candles, Supertrend indicator, and ADX filter to identify strong trend movements across multiple timeframes. Designed primarily for the cryptocurrency market but adaptable to any tradable asset, this system focuses on capturing momentum in established trends while employing a sophisticated triple-layer stop loss mechanism to protect capital and secure profits.
Strategy Mechanics
Entry Signals
The strategy uses a unique blend of technical signals to identify high-probability trade entries:
Heiken Ashi Candles: Looks specifically for Heiken Ashi candles with minimal or no wicks, which signal strong momentum and trend continuation. These "full-bodied" candles represent periods where price moved decisively in one direction with minimal retracement.
Supertrend Filter : Confirms the underlying trend direction using the Supertrend indicator (default factor: 3.0, ATR period: 10). Entries are aligned with the prevailing Supertrend direction.
ADX Filter (Optional) : Can be enabled to focus only on stronger trending conditions, filtering out choppy or ranging markets. When enabled, trades only trigger when ADX is above the specified threshold (default: 25).
Exit Signals
Positions are closed when either:
An opposing signal appears (Heiken Ashi candle with no wick in the opposite direction)
Any of the three stop loss mechanisms are triggered
Triple-Layer Stop Loss System
The strategy employs a sophisticated three-tier stop loss approach:
ATR Trailing Stop: Adapts to market volatility and locks in profits as the trend extends. This stop moves in the direction of the trade, capturing profit without exiting too early during normal price fluctuations.
Swing Point Stop : Uses natural market structure (recent highs/lows over a lookback period) to place stops at logical support/resistance levels, honoring the market's own rhythm.
Insurance Stop: A percentage-based safety net that protects against sudden adverse moves immediately after entry. This is particularly valuable when the swing point stop might be positioned too far from entry, providing immediate capital protection.
Optimization Features
Customizable Filters: All components (Supertrend, ADX) can be enabled/disabled to adapt to different market conditions
Adjustable Parameters: Fine-tune ATR periods, Supertrend factors, and ADX thresholds
Flexible Stop Loss Settings: Each of the three stop loss mechanisms can be individually enabled/disabled with customizable parameters
Best Practices for Implementation
Recommended Timeframes: Works best on 4-hour charts and above, where trends develop more reliably
Market Conditions: Performs well across various market conditions due to the ADX filter's ability to identify meaningful trends
Position Sizing: The strategy uses a percentage of equity approach (default: 3%) for position sizing
Performance Characteristics
When properly optimized, this strategy has demonstrated profit factors exceeding 3 in backtesting. The approach typically produces generous winners while limiting losses through its multi-layered stop loss system. The ATR trailing stop is particularly effective at capturing extended trends, while the insurance stop provides immediate protection against adverse moves.
The visual components on the chart make it easy to follow the strategy's logic, with position status, entry prices, and current stop levels clearly displayed.
This strategy represents a complete trading system with clearly defined entry and exit rules, adaptive stop loss mechanisms, and built-in risk management through position sizing.
FlexATRFlexATR: A Dynamic Multi-Timeframe Trading Strategy
Overview: FlexATR is a versatile trading strategy that dynamically adapts its key parameters based on the timeframe being used. It combines technical signals from exponential moving averages (EMAs) and the Relative Strength Index (RSI) with volatility-based risk management via the Average True Range (ATR). This approach helps filter out false signals while adjusting to varying market conditions — whether you’re trading on a daily chart, intraday charts (30m, 60m, or 5m), or even on higher timeframes like the 4-hour or weekly charts.
How It Works:
Multi-Timeframe Parameter Adaptation: FlexATR is designed to automatically adjust its indicator settings depending on the timeframe:
Daily and Weekly: On higher timeframes, the strategy uses longer periods for the fast and slow EMAs and standard periods for RSI and ATR to capture more meaningful trend confirmations while minimizing noise.
Intraday (e.g., 30m, 60m, 5m, 4h): The parameters are converted from “days” into the corresponding number of bars. For instance, on a 30-minute chart, a “day” might equal 48 bars. The preset values for a 30-minute chart have been slightly reduced (e.g., a fast EMA is set at 0.35 days instead of 0.4) to improve reactivity while maintaining robust filtering.
Signal Generation:
Entry Signals: The strategy enters long positions when the fast EMA crosses above the slow EMA and the RSI is above 50, and it enters short positions when the fast EMA crosses below the slow EMA with the RSI below 50. This dual confirmation helps ensure that signals are reliable.
Risk Management: The ATR is used to compute dynamic levels for stop loss and profit target:
Stop Loss: For a long position, the stop loss is placed at Price - (ATR × Stop Loss Multiplier). For a short position, it is at Price + (ATR × Stop Loss Multiplier).
Profit Target: The profit target is similarly set using the ATR multiplied by a designated profit multiplier.
Dynamic Trailing Stop: FlexATR further incorporates a dynamic trailing stop (if enabled) that adjusts according to the ATR. This trailing stop follows favorable price movements at a distance defined by a multiplier, locking in gains as the trend develops. The use of a trailing stop helps protect profits without requiring a fixed exit point.
Capital Allocation: Each trade is sized at 10% of the total equity. This percentage-based position sizing allows the strategy to scale with your account size. While the current setup assumes no leverage (a 1:1 exposure), the inherent design of the strategy means you can adjust the leverage externally if desired, with risk metrics scaling accordingly.
Visual Representation: For clarity and accessibility (especially for those with color vision deficiencies), FlexATR employs a color-blind friendly palette (the Okabe-Ito palette):
EMA Fast: Displayed in blue.
EMA Slow: Displayed in orange.
Stop Loss Levels: Rendered in vermilion.
Profit Target Levels: Shown in a distinct azzurro (light blue).
Benefits and Considerations:
Reliability: By requiring both EMA crossovers and an RSI confirmation, FlexATR filters out a significant amount of market noise, which reduces false signals at the expense of some delayed entries.
Adaptability: The automatic conversion of “day-based” parameters into bar counts for intraday charts means the strategy remains consistent across different timeframes.
Risk Management: Using the ATR for both fixed and trailing stops allows the strategy to adapt to changing market volatility, helping to protect your capital.
Flexibility: The strategy’s inputs are customizable via the input panel, allowing traders to fine-tune the parameters for different assets or market conditions.
Conclusion: FlexATR is designed as a balanced, adaptive strategy that emphasizes reliability and robust risk management across a variety of timeframes. While it may sometimes enter trades slightly later due to its filtering mechanism, its focus on confirming trends helps reduce the likelihood of false signals. This makes it particularly attractive for traders who prioritize a disciplined, multi-timeframe approach to capturing market trends.
Profit Hunter @DaviddTechProfit Hunter @DaviddTech is an advanced multi-strategy indicator designed to give traders a significant edge in identifying high-probability trading opportunities across all market conditions. By combining the power of T3 adaptive moving averages, ADX-based trend strength analysis, SuperTrend trailing stops, and dynamic support/resistance detection, this indicator delivers a complete trading system in one powerful package.
## 📊 Recommended Usage
Timeframes: Most effective on 1H, 4H, and Daily charts for swing trading; 5M and 15M for day trading
Markets: Works across all markets including Forex, Crypto, Indices, and Stocks
Setup Guidelines: Look for T3 crossovers with strong ADX readings (>25) coinciding with breakout signals (yellow dots/red crosses) near key support/resistance levels for highest probability entries
## 🔥 Key Features:
### T3 Adaptive Trend Detection:
Utilizes premium T3 adaptive indicators instead of standard EMAs for superior smoothing and accuracy
Dynamic color-shifting cloud formation between fast and slow T3 lines reveals immediate trend direction
Proprietary transparency algorithm intensifies cloud colors during strong trends based on real-time ADX readings
### Advanced Support & Resistance Mapping:
Automatically identifies and marks key market structure levels during T3 crossovers
Dynamic horizontal level plotting with optional extension for monitoring future price interactions
Intelligent level validation - converts to dotted lines when price breaks through, maintaining visual clarity
### SuperTrend Trailing Stoploss System:
Professional-grade white trailing stop indicator adapts to market volatility using ATR calculations
Generates precise entry and exit signals with optional buy/sell labels at critical reversal points
Visual trend state highlighting for immediate assessment of current market position
### Breakout Detection & Confirmation:
Sophisticated dual-algorithm breakout system combining Bollinger Bands and Keltner Channels
Visual breakout alerts with yellow dots (bullish) and red crosses (bearish) for instant pattern recognition
Validates breakouts against T3 trend direction to minimize false signals
### Alpha Edge Color System:
Utilizes DaviddTech's signature color scheme with bullish green and bearish pink
Revolutionary transparency algorithm translates ADX readings into precise visual intensity
Higher ADX values produce more vivid colors, instantly communicating trend strength without additional indicators
## 💰 Trading Applications:
Alpha Discovery: Identify emerging trends before the majority of market participants
Precision Entry/Exit: Use SuperTrend signals combined with support/resistance levels for optimal trade execution
Risk Management: Set stops based on the white trailing stoploss line for mathematically-optimized protection
Trend Confirmation: Validate setups using the T3 cloud direction and ADX-based intensity
Breakout Trading: Capture explosive moves with confirmed Bollinger/Keltner breakout signals
Swing Position Management: Monitor extended support/resistance levels for multi-day positioning
## ✨ Strategy Example
As shown in the chart image, ideal entries occur when:
The T3 cloud turns bullish (green) or bearish (pink) with strong color intensity
A yellow dot (bullish) or red cross (bearish) breakout signal appears
Price respects the white SuperTrend line as support/resistance
The trade aligns with key horizontal support/resistance levels identified by the indicator
## 📝 Attribution
This indicator builds upon and enhances concepts from:
Market Trend Levels Detector by BigBeluga (support/resistance detection framework)
T3 indicator implementation by DaviddTech (adaptive moving average system)
Average Directional Index (ADX) methodology for trend strength measurement
Profit Hunter @DaviddTech represents the culmination of advanced technical analysis methodologies in one seamless system.
Sunil High-Frequency Strategy with Simple MACD & RSISunil High-Frequency Strategy with Simple MACD & RSI
This high-frequency trading strategy uses a combination of MACD and RSI to identify quick market opportunities. By leveraging these indicators, combined with dynamic risk management using ATR, it aims to capture small but frequent price movements while ensuring tight control over risk.
Key Features:
Indicators Used:
MACD (Moving Average Convergence Divergence): The strategy uses a shorter MACD configuration (Fast Length of 6 and Slow Length of 12) to capture quick price momentum shifts. A MACD crossover above the signal line triggers a buy signal, while a crossover below the signal line triggers a sell signal.
RSI (Relative Strength Index): A shorter RSI length of 7 is used to gauge overbought and oversold market conditions. The strategy looks for RSI confirmation, with a long trade initiated when RSI is below the overbought level (70) and a short trade initiated when RSI is above the oversold level (30).
Risk Management:
Dynamic Stop Loss and Take Profit: The strategy uses ATR (Average True Range) to calculate dynamic stop loss and take profit levels based on market volatility.
Stop Loss is set at 0.5x ATR to limit risk.
Take Profit is set at 1.5x ATR to capture reasonable price moves.
Trailing Stop: As the market moves in the strategy’s favor, the position is protected by a trailing stop set at 0.5x ATR, allowing the strategy to lock in profits as the price moves further.
Entry & Exit Signals:
Long Entry: Triggered when the MACD crosses above the signal line (bullish crossover) and RSI is below the overbought level (70).
Short Entry: Triggered when the MACD crosses below the signal line (bearish crossover) and RSI is above the oversold level (30).
Exit Conditions: The strategy exits long or short positions based on the stop loss, take profit, or trailing stop activation.
Frequent Trades:
This strategy is designed for high-frequency trading, with trade signals occurring frequently as the MACD and RSI indicators react quickly to price movements. It works best on lower timeframes such as 1-minute, 5-minute, or 15-minute charts, but can be adjusted for different timeframes based on the asset’s volatility.
Customizable Parameters:
MACD Settings: Adjust the Fast Length, Slow Length, and Signal Length to tune the MACD’s sensitivity.
RSI Settings: Customize the RSI Length, Overbought, and Oversold levels to better match your trading style.
ATR Settings: Modify the ATR Length and multipliers for Stop Loss, Take Profit, and Trailing Stop to optimize risk management according to market volatility.
Important Notes:
Market Conditions: This strategy is designed to capture smaller, quicker moves in trending markets. It may not perform well during choppy or sideways markets.
Optimizing for Asset Volatility: Adjust the ATR multipliers based on the asset’s volatility to suit the risk-reward profile that fits your trading goals.
Backtesting: It's recommended to backtest the strategy on different assets and timeframes to ensure optimal performance.
Summary:
The Sunil High-Frequency Strategy leverages a simple combination of MACD and RSI with dynamic risk management (using ATR) to trade small but frequent price movements. The strategy ensures tight stop losses and reasonable take profits, with trailing stops to lock in profits as the price moves in favor of the trade. It is ideal for scalping or intraday trading on lower timeframes, aiming for quick entries and exits with controlled risk.
Dual Strategy Selector V2 - CryptogyaniOverview:
This script provides traders with a dual-strategy system that they can toggle between using a simple dropdown menu in the input settings. It is designed to cater to different trading styles and needs, offering both simplicity and advanced filtering techniques. The strategies are built around moving average crossovers, enhanced by configurable risk management tools like take profit levels, trailing stops, and ATR-based stop-loss.
Key Features:
Two Strategies in One Script:
Strategy 1: A classic moving average crossover strategy for identifying entry signals based on trend reversals. Includes user-defined take profit and trailing stop-loss options for profit locking.
Strategy 2: An advanced trend-following system that incorporates:
A higher timeframe trend filter to confirm entry signals.
ATR-based stop-loss for dynamic risk management.
Configurable partial take profit to secure gains while letting the trade run.
Highly Customizable:
All key parameters such as SMA lengths, take profit levels, ATR multiplier, and timeframe for the trend filter are adjustable via the input settings.
Dynamic Toggle:
Traders can switch between Strategy 1 and Strategy 2 with a single dropdown, allowing them to adapt the strategy to market conditions.
How It Works:
Strategy 1:
Entry Logic: A long trade is triggered when the fast SMA crosses above the slow SMA.
Exit Logic: The trade exits at either a user-defined take profit level (percentage or pips) or via an optional trailing stop that dynamically adjusts based on price movement.
Strategy 2:
Entry Logic: Builds on the SMA crossover logic but adds a higher timeframe trend filter to align trades with the broader market direction.
Risk Management:
ATR-Based Stop-Loss: Protects against adverse moves with a volatility-adjusted stop-loss.
Partial Take Profit: Allows traders to secure a percentage of gains while keeping some exposure for extended trends.
How to Use:
Select Your Strategy:
Use the dropdown in the input settings to choose Strategy 1 or Strategy 2.
Configure Parameters:
Adjust SMA lengths, take profit, and risk management settings to align with your trading style.
For Strategy 2, specify the higher timeframe for trend filtering.
Deploy and Monitor:
Apply the script to your preferred asset and timeframe.
Use the backtest results to fine-tune settings for optimal performance.
Why Choose This Script?:
This script stands out due to its dual-strategy flexibility and enhanced features:
For beginners: Strategy 1 provides a simple yet effective trend-following system with minimal setup.
For advanced traders: Strategy 2 includes powerful tools like trend filters and ATR-based stop-loss, making it ideal for challenging market conditions.
By combining simplicity with advanced features, this script offers something for everyone while maintaining full transparency and user customization.
Default Settings:
Strategy 1:
Fast SMA: 21, Slow SMA: 49
Take Profit: 7% or 50 pips
Trailing Stop: Optional (disabled by default)
Strategy 2:
Fast SMA: 20, Slow SMA: 50
ATR Multiplier: 1.5
Partial Take Profit: 50%
Higher Timeframe: 1 Day (1D)
Options Series - P_SAR And Supertrend
The provided PineScript combines two well-known indicators—Parabolic SAR (P_SAR) and Supertrend—to create a comprehensive trading tool. Here are some powerful insights and the importance of this script:
⭐ 1. Supertrend Indicator:
What it does: The Supertrend indicator is based on the Average True Range (ATR) and is used to identify trend direction. When the price is above the Supertrend line, it suggests an uptrend, and when below, a downtrend.
Insights:
Trend Following: By adjusting the ATR length (atrPeriod) and the multiplier (factor), you can fine-tune the sensitivity of the Supertrend. A smaller ATR or factor results in more frequent trend changes, whereas larger values make the indicator more robust but slower to react.
Trend Visualization: The script highlights trends with the help of green and red lines, offering a clear visual cue for traders. The uptrend is filled with a translucent green and the downtrend with red, allowing quick identification of market momentum.
⭐ 2. Parabolic SAR (P_SAR):
What it does: The Parabolic SAR is a time/price-based indicator that helps identify potential reversals in the market. The dots (SAR) follow the price and move closer to it as the trend progresses.
Insights:
Trailing Stops: This is commonly used by traders to trail stop losses, as the SAR moves closer to price as the trend strengthens.
Combining with Supertrend: The SAR dots in this script act as an additional confirmation for trend direction. For instance, when the price is above both the SAR and Supertrend, it strongly suggests an uptrend.
⭐ 3. Bar Coloring Based on Trend Confirmation:
What it does: The script calculates conditions based on whether the price is above or below both the Supertrend and SAR values.
Insights:
Bullish/Bearish Confirmation: The combination of these two indicators provides a stronger confirmation of trend direction compared to using either one alone. For example:
Green Bars: If the price is above both the Supertrend and SAR, it signals a strong uptrend (bullish).
Red Bars: If the price is below both, it suggests a strong downtrend (bearish).
Visual Alerts: The candle colors are adjusted based on these conditions, providing a quick visual alert for traders to take action.
⭐ 4. Importance of Using Both Supertrend and P_SAR:
Multiple Confirmations: Combining the Supertrend and Parabolic SAR increases the accuracy of trend-following strategies. Each indicator has its strengths: Supertrend is good for identifying the overall trend, while the SAR excels at identifying potential reversals.
Risk Management: This script can help you not only identify trends but also manage your positions more effectively. The Parabolic SAR, for example, can serve as a dynamic stop-loss level, while the Supertrend can help you stay in trades longer by smoothing out noise in the market.
⭐ 5. Customizable Inputs:
Adaptability: The user can adjust the ATR period, factor, start, increment, and maximum values, tailoring the script to different market conditions and timeframes. This flexibility is essential, as each asset class or market may require different parameter settings.
⭐ 6. Practical Application in Trading:
Entry and Exit Signals: The script can be used to generate entry and exit signals. For instance:
Buy Signal: When the bar turns green (price is above Supertrend and SAR), it could be a signal to go long.
Sell Signal: When the bar turns red (price is below Supertrend and SAR), it could be a signal to go short or exit a long position.
Stop-Loss Placement: The Parabolic SAR dots can act as trailing stop-loss levels, helping traders lock in profits as trends progress.
Trend Continuation vs. Reversal: The Supertrend provides a broader view of the trend, while the Parabolic SAR provides pinpoint entry/exit signals for reversals.
🚀 Conclusion:
This script is a robust combination of trend-following and reversal indicators, making it a versatile tool for traders. The dual confirmation from Supertrend and Parabolic SAR reduces false signals, and the color-coded bars provide quick insights into market conditions. When used properly, this can greatly improve your ability to catch trends early, exit at the right moment, and manage risk effectively.
Uptrick: Imbalance MA Trailing System
### **Overview**
The "Uptrick: Imbalance MA Trailing System" is a complex trading indicator designed to help traders identify potential bullish and bearish imbalances in the market, coupled with a trailing stop mechanism to manage trades. The indicator uses a combination of moving averages, Average True Range (ATR), and custom logic to detect trading signals and plot various levels on the chart to assist traders in making informed decisions.
### **Key Components and Functionality**
#### 1. **Inputs and Configuration**
- **Imbalance Filter (`imbalanceFilter`)**: This input sets the filter for detecting imbalances based on the difference between two price points. The value is a float and can be adjusted to fine-tune the sensitivity of imbalance detection. The default value is `0.0`, with a step size of `0.1`.
- **Moving Average Settings (`maLength1`, `maLength2`, `maColor1`, `maColor2`)**:
- `maLength1` and `maLength2` define the lengths of the two moving averages used in the indicator. By default, they are set to `50` and `200` periods, respectively.
- `maColor1` and `maColor2` specify the colors of these moving averages on the chart. The first MA is colored blue, and the second is red.
- **Take Profit and Stop Loss Settings (`displayTP`, `tpMultiplier`, `tpColor`, `displaySL`, `slMultiplier`, `slColor`)**:
- `displayTP` and `displaySL` are boolean inputs that control whether the TP and SL areas are displayed on the chart.
- `tpMultiplier` and `slMultiplier` are multipliers used to calculate the TP and SL levels relative to the detected imbalance level using the ATR value.
- `tpColor` and `slColor` define the colors of these areas. The TP area is green (with a transparency of 50), and the SL area is red (with a transparency of 50).
- **Trailing Stop Settings (`trailMultiplier`)**: This setting determines the multiplier used to calculate the trailing stop level based on the ATR value. The default multiplier is `2.5`.
- **Style Settings (`bullishColor`, `bearishColor`)**:
- `bullishColor` and `bearishColor` set the colors for bullish and bearish zones created when an imbalance is detected. The bullish zone is green, and the bearish zone is red.
- **Signal Label Size (`labelSizeOption`)**: The size of the signal labels displayed on the chart can be adjusted. The options include `Tiny`, `Small`, `Normal`, `Large`, and `Huge`. The selected size affects the visual prominence of the labels.
#### 2. **ATR Calculation (`atrValue`)**
- The ATR value is calculated using a period of 14, which is a standard setting for measuring market volatility. This value is used extensively throughout the indicator to calculate TP, SL, and trailing stop levels.
#### 3. **Imbalance Detection and Zone Creation**
- The indicator detects potential imbalances in the market by comparing certain price points, using a custom function (`imbalanceCondition`).
- **Bullish Imbalance Detection (`bullishSignal`)**:
- A bullish imbalance is detected when the low of three bars ago is higher than the high of one bar ago, and the current close is above the low of three bars ago.
- Additional conditions include checking that the current close is above the calculated average of the two moving averages (`ma1` and `ma2`), and that the imbalance exceeds the threshold set by the `imbalanceFilter`.
- **Bearish Imbalance Detection (`bearishSignal`)**:
- A bearish imbalance is detected under conditions where the low of one bar ago is higher than the high of three bars ago, and the current close is below the high of three bars ago.
- Like the bullish signal, the close must also be below the average of the two moving averages, and the imbalance must exceed the `imbalanceFilter` threshold.
- Upon detection of an imbalance (either bullish or bearish), the indicator creates a zone using `box.new` that highlights the price range of the imbalance. The box color corresponds to the bullish or bearish nature of the signal.
- The center of the imbalance range is marked with a dashed line, and a corresponding label (`🔴` for bearish and `🟢` for bullish) is placed on the chart to indicate the detected signal.
#### 4. **Take Profit and Stop Loss Calculation (`calculateTPSL`)**
- When an imbalance is detected, the indicator calculates potential TP and SL levels based on the ATR value and the respective multipliers.
- If the TP or SL areas are enabled, the indicator plots these areas as colored boxes on the chart.
- The function also tracks whether these levels are hit by subsequent price action, updating the status (`reached`) as appropriate.
#### 5. **Trailing Stop Logic (`applyTrailingStop`)**
- The trailing stop feature is a dynamic mechanism that adjusts the stop level as the price moves in the trader's favor.
- The trailing stop is calculated using the ATR value multiplied by the `trailMultiplier`.
- If the trailing stop is triggered (i.e., the price crosses the trailing stop level), the indicator marks the trade as stopped out.
#### 6. **Plotting and Visualization**
- The indicator plots the two moving averages on the chart with the specified colors and line width.
- If a trailing stop is active, it plots the trailing stop level on the chart, updating as the stop moves.
- The bar color changes based on the status of the current signal and whether the trailing stop or TP/SL levels have been hit.
### **Detailed Execution Flow**
1. **Initialization**: The indicator initializes several variables, including lines, boxes, and the current signal state. This setup ensures that the script can dynamically update these elements as new price data comes in.
2. **Moving Average Calculation**: The moving averages (`ma1` and `ma2`) are calculated using simple moving average (SMA) functions, which are foundational for many of the indicator's conditions.
3. **Imbalance Detection**: The script evaluates price action to detect potential bullish or bearish imbalances, applying filters based on the user-defined `imbalanceFilter`.
4. **Zone Creation and Labeling**: Upon detecting an imbalance, the script creates visual zones on the chart using the `box.new` function and labels the zones for easy identification.
5. **Take Profit and Stop Loss Logic**: The TP and SL areas are calculated and plotted if the relevant settings are enabled. The script continuously checks if these levels are reached as new bars form.
6. **Trailing Stop Calculation**: The script dynamically adjusts the trailing stop level based on the price movement and ATR value. The trailing stop helps lock in profits as the trade progresses.
7. **Plotting**: The moving averages, trailing stop levels, and bar colors are plotted on the chart, providing a visual representation of the indicator's signals and trade management levels.
8. **Final Checks and Updates**: The script concludes each bar's processing by updating the status of various elements, such as whether levels have been reached or if the trailing stop has been triggered.
### **Conclusion**
The "Uptrick: Imbalance MA Trailing System" is a highly versatile indicator designed for traders who want to identify market imbalances and manage their trades effectively using a combination of moving averages, ATR-based calculations, and custom logic. The indicator offers a wide range of customization options, allowing traders to adjust the sensitivity of imbalance detection, the size of the signal labels, and the visibility of various trade management levels (TP, SL, and trailing stop).
The combination of these features makes it a powerful tool for both novice and experienced traders, providing clear visual cues and robust trade management capabilities directly on the chart.
Trend Confirmation StrategyThe profitability and uniqueness of a trading strategy depend on various factors including market conditions, risk management, and the strategy's ability to capitalize on price movements. I'll describe the strategy provided and highlight its potential benefits and differences compared to other strategies:
Strategy Overview:
The provided strategy combines three technical indicators: Supertrend, MACD, and VWAP. It aims to identify potential entry and exit points by confirming trend direction and considering the proximity to the VWAP level. The strategy also incorporates stop-loss and take-profit mechanisms, as well as a trailing stop.
Unique Aspects and Potential Benefits:
Trend Confirmation: The strategy uses both Supertrend and MACD to confirm the trend direction. This dual confirmation can increase the likelihood of accurate trend identification and filter out false signals.
VWAP Confirmation: The strategy considers the proximity of the price to the VWAP level. This dynamic level can act as a support or resistance and provide additional context for entry decisions.
Adaptive Stop Loss: The strategy sets a stop-loss range, which helps provide some tolerance for minor price fluctuations. This adaptive approach considers market volatility and helps prevent premature stop-loss triggers.
Trailing Stop: The strategy incorporates a trailing stop mechanism to lock in profits as the trade moves in the desired direction. This can potentially enhance profitability during strong trends.
Partial Profit Booking: While not explicitly implemented in the provided code, you could consider booking partial profits when the MACD shows a crossover in the opposite direction. This aspect could help secure gains while still keeping exposure to potential further price movements.
Key Differences from Other Strategies:
Dual Indicator Confirmation: The combination of Supertrend and MACD for trend confirmation is a unique aspect of this strategy. It adds an extra layer of filtering to enhance the accuracy of entry signals.
Dynamic VWAP: Incorporating the VWAP level into the decision-making process adds a dynamic element to the strategy. VWAP is often used by institutional traders, and its inclusion can provide insights into the market sentiment.
Adaptive Stop Loss and Trailing: The strategy's use of an adaptive stop-loss range and a trailing stop can help manage risk and protect profits more effectively during changing market conditions.
Partial Profit Booking: The suggestion to consider partial profit booking upon MACD crossovers in the opposite direction is a practical approach to secure gains while staying in the trade.
Caution and Considerations:
Backtesting: Before deploying any strategy in real trading, it's crucial to thoroughly backtest it on historical data to understand its performance under various market conditions.
Risk Management: While the strategy has built-in risk management mechanisms, it's essential to carefully manage position sizes and overall portfolio risk.
Market Conditions: No strategy works well in all market conditions. It's important to be flexible and adjust the strategy or refrain from trading during particularly volatile or unpredictable periods.
Continuous Monitoring: Even though the strategy includes automated components, continuous monitoring of the trades and market conditions is necessary.
Adaptability: Markets can change over time. Traders need to be prepared to adapt the strategy as necessary to stay aligned with evolving market dynamics.
Backtests Are BrokenThis script demonstrates a fatal flaw with Trading View backtests involving trailing stops. Trading View assumes the most optimistic case for trailing stops, always giving you the best case high/low of a bar instead of the worst or average case. Within a bar, the price could reverse against your position after the open and trigger your trailing stop for a loss before the price goes in your favor, but Trading View backtests do not consider this and instead always give you the best case returns. This allows a trivial strategy to appear as though it would perform miracles.
This strategy enters on a random bar and sets a trailing stop triggered one tick better than the current price with 0 trailing distance. Trading View then generously gives this strategy the difference between the open price and best possible wick as a profit. The only way this strategy can lose money in simulation is if the price goes straight down after entry and never retraces. It works on all symbols on all timeframes due to this systematic problem with the Trading View backtester.
My exponential moving averages - Suri's EMAs
It's not an indication of anything here, it's just part of my operating in a simple and summarized way, I hope it helps someone.
Suri's EMA's indicator is nothing more than a set of exponential moving averages (EMA). They are 12, 26, 50 and 200.
Attention to the use of the indicator, it is just an INDICATOR, it should not be taken as the main point of your entry, but to guide you in your entries in favor of the trend, whether intra-day or swing.
Created for clear, monochrome screens. Make your adjustments.
Color condition, candles turn green when their close is above EMA 12 and 26.
Color condition, candles turn red when their close is below EMA 12 and 26.
Condition for colors, MME12,26,50 and 200 will turn green with price working above it.
Condition for colors, MME12, 26, 50 and 200 will turn red with price working below it.
Indication for use in time-frames = 5m, 15m, 60m, 240m. (higher hit rates)
How to use the indicator, MME 12 and 26, are the most important and led you to more entries, but we should not only consider them, we have to analyze the whole context to then make a decision.
Indicator was nicknamed by me by "Pullback Pick", it works in a simple way:
In an uptrend or downtrend, the price usually tends to return in the averages or the averages go up to the price, that being said, it is easy to observe that where the price returns would be a pullback from the last movement, so when returning to the averages, the candle that shows strength in favor of this trend, in the EMA's region, becomes a possible entry, with its stop below or above this "pullback" formed, because the stop goes there, because usually when the price returns on the EMAs they tend to to hold and replay the price in favor of the trend.
My observations:
I like to enter when the price returns to the averages smoothly, without much movement, when it touches the average 12 or 26 it is an entry, but an entry without confirmation, the gain is greater, but the chance of being stopped is higher, I like it when the price is close to the 12 and 26 averages and leaves a small candle or doji on this pullback, my entry goes to the breakout of this candle and the stop behind the candle.
THERE IS NO MIRACLE, THERE IS NO 100% HIT RATE, SO USE STOP.
Aaaaaaaaaa I was forgetting.... and the target???
As it is a trend following setup, it is cool to leave a trailing stop or update the stop as new bottoms or tops are formed.
Targeting in 1v1 is good, setup pays a lot!
Targeting in 2x1 is too good, setup pays well!
Making a target in 3x1 is more than good, setup pays sometimes, then from now on, it depends on where you are entering this "PULLBACK", if it is in the first wave, in the second, if you are going to lateralize, the market is SOVEREIGN, put in the pocket that is no longer on the market, oh it's yours!
That's it, doubts, send it there, suggestion, opinion, whatever you want.
Added a symbol at the crossing of the 12 and 26 moving averages.
I am so sorry, but i dont speak english, use google translate.
Português.
Não se trata de indicação de nada aqui, é apenas parte do meu operacional de maneira simples e resumida, espero que ajude alguém.
Indicador Suri's EMA's, nada mais é do que um conjunto de médias móveis exponenciais(MME). São elas 12, 26, 50 e 200.
Atenção para o uso do indicador, ele é apenas um INDICADOR, não deve ser tomado como o ponto principal de sua entrada, mas sim de te balizar nas suas entradas a favor da tendência, seja ela intra-day ou swing.
Criado para telas claras e monocromáticas. Façam seus ajustes.
Condição para as cores, candles ficam verdes quando o fechamento dele é acima das MME 12 e 26.
Condição para as cores, candles ficam vermelhos quando o fechamento dele é abaixo das MME 12 e 26.
Condição para as cores, MME12,26,50 e 200 ficará verde com preço trabalhando acima dela.
Condição para as cores, MME12, 26, 50 e 200 ficará vermelho com preço trabalhando abaixo dela.
Indicação para uso nos time-frame = 5m, 15m, 60m, 240m.(taxas de acerto maior)
Como utilizar o indicador, MME 12 e 26, são as mais importantes e te levaram a mais entradas, porém não devemos levar apenas elas em consideração, temos que analisar todo o contexto para então tomar decisão.
Indicador foi apelidado por mim por " Pega Pullback", ele funciona de uma maneira simples:
Em tendência de alta ou de baixa, o preço geralmente tende a retornar nas médias ou as médias irem até o preço, dito isso é fácil de se observar que onde o preço retorna seria um pullback do último movimento, portanto ao retornar nas médias, o candle que mostra força a favor dessa tendência, na região das EMA's, se torna uma possível entrada, com o seu stop abaixo ou acima desse "pullback" formado, porque o stop vai nesse local, porque geralmente quando o preço retorna nas EMAs elas tendem a segurar e voltar a jogar o preço a favor da tendência.
Minhas observações:
Eu gosto de entrar quando o preço retorna nas médias de maneira suave, sem muito movimento, quando toca na média 12 ou 26 é uma entrada, porém uma entrada sem confirmação, o ganho é maior, porém a chance de ser stopado é mais alta, eu gosto quando o preço fica perto das médias 12 e 26 e deixa um candle pequeno ou doji nesse pullback, minha entrada vai no rompimento desse candle e o stop atrás do candle.
Não existe MILAGRE, NÃO EXISTE TAXA DE ACERTO DE 100%, POR ISSO USE STOP.
Aaaaaaaaaa ia me esquecendo.... e o alvo???
Por ser um setup seguidor de tendência, o legal é deixar um trailing stop ou ir atualizando o stop conforme novos fundos ou topos são formados.
Realizar alvo no 1x1 é bom, setup paga muito!
Realizar alvo no 2x1 é bom de mais, setup paga bem!
Realizar alvo no 3x1 é mais do que bom, setup paga as vezes, ai daqui pra frente, depende de onde você está entrando nesse "PULLBACK", se é na primeira onda, na segunda, se vai lateralizar, o mercado é SOBERANO, põe no bolso que não é mais do mercado, ai é teu!
É isso, dúvidas, manda ai, sugestão, opinião, o que quiser.
Adicionado um símbolo no cruzamento das médias móveis 12 e 26.
VXD SupercycleVXD is a brand new indicator and still developing. to minimize stop losses and overcome sideways market conditions, Higher Timeframe are recommended
Trend lines
-using Rolling VWAP as trend line to determined if Volume related to a certain price.
-you can switch RVWAP to EMA in the setting
ATR
-trailing 12*ATR and 2.4 Mutiplier
Pivot point and Rejected Block
Pivot show last High and low of a price in past bars
Rejected Block show when that High or Low price are important level to determined if it's Hidden Divergence or Divergence
Symbols on chart show Premium and Discount Prices
X-Cross - show potential reversal trend with weak volume .
O-circle - show potential reversal trend with strong volume .
Setting
Momentum: RSI = 25 , RSI MA = 14
Trend: Rolling VWAP and ATR and Subhag
Trailing STOP: ATR 12 x 2.4
Highlight Bars color when volume is above SMA 6
SMA200 act as TP Line
Risk:Reward Calculation
if Buy your Stoploss will be previous Pivot low
if Sell your Stoploss will be previous Pivot high and will be calculated form there, then show TP in Orange color line
VXD เป็นระบบเทรดที่ผมทดลองเอาหลาย ๆ ไอเดีย ทั้งจาก Youtube facebook และกลุ่มคนต่าง ๆ มารวบรวมไว้ แล้วตกผลึกขึ้นมาเป็นระบบนี้ ใน Timeframe ใหญ่ ๆ สามารถลากได้ทั้ง Cycle กันเลย
Trend lines
-ใช้ Rolling VWAP ของแอพ Tradingview (สามารถตั้งแค่าเป็น EMA ได้)
ATR
-ใช้ค่า ATR 12 Mutiplier 2.4
Pivot point and Rejected Block
Pivot โชว์เส้น High low และมีผลกับออเดอร์ หากแท่งเทียนปิดทะลุเส้นนี้
Rejected Block วาดแนวรับ-ต้าน อัตโนมัติ ใช้ประกอบ RSI ว่ามี Divergence หรือไม่
สัญลักษณ์ต่าง ๆ
X-Cross - แท่งกลืนกิน วอลุ่มน้อย
O-circle - แท่งกลืนกิน มีวอลุ่ม
Setting
Momentum: RSI = 25 , RSI MA = 14
Trend: Rolling VWAP and ATR and Subhag
Trailing STOP: ATR 12 x 2.4
Highlight Bars color when volume is above SMA 6
SMA200 act as TP Line
Risk:Reward Calculation
หาก Buy จุด SL จะอยู่ที่ Pivot low
หาก Sell จุด SL จะอยู่ที่ Pivot high และระบบจะคำนวณจากตรงนั้น จากนั้นแสดงเป็นเส้น TP สีส้ม
This Strategy Combined the following indicators and conditioning by me
ATR , RSI , EMA , SMA
Rolling VWAP - /script/ZU2UUu9T-Rolling-VWAP/
Regression Lines - Subhag form Subhag Ghosh /script/LHHBVpQu-Subhag-Ghosh-Algo-Version-for-banknifty/
Rejection Block , Pivots , High Volume Bars and PPDD form Super OrderBlock / FVG / BoS Tools by makuchaku & eFe /script/aZACDmTC-Super-OrderBlock-FVG-BoS-Tools-by-makuchaku-eFe/
ขอให้รวยครับ.
Supertrend - Ladder ATRThis is a supertrend with slight twisted concept which can be very benefecial in strong trending markets to reduce stop loss distance and exit slightly quicker.
⬜ Concept
▶ When the instrument is trending up, regular ATR shows high values if there are big green candles. This affect the stoploss distance in regular supertrend which leads to wide stops or delayed lagging. When you are in long trade, what matters for stoploss is how much a negative candle can move within bar. Hence, using ATR derived only based on red candles is more beneficial for trailing stops on long signals. Same applies to short trades where using ATR derived from only green candles is more efficient than overall ATR.
▶ ATR will be minimal when the volatility is less and ATR will increase with volatility. That means, once you are in trade, the trailing of stoploss also will vary based on ATR (or volatility). With regular ATR and supertrend, chances of stop loss distance widening is high with increased volatility even though stoploss levels will not move down. This again poses the risk of higher drawdown during trade closure and also keeps in the trade during ranging market. To avoid this, the second trick we are using here is only to reduce the atr stoploss difference when in trade. That is, when in long trade and negative candles ATR is increasing, we will not consider that. We will consider the new ATR only if it is lesser than previous bar ATR.
Effect of these changes on the trending market is quite visual. Lets take example of USDTRY
Settings are quite simple and does not vary much from regular supertrend settings.
Tiger's Stop - Objective Stoploss SettingTrading is a lot about risk management too. I created this script to help with setting and moving a proper stop-loss. It plots an area that is a result of adding and subtracting both average true range and something I call "false range".
►The Average True Range is calculated as the candle's high-low. If there is a gap, it is added to complete the result.
►My own False Range just candle bodies. It is calculated as an absolute value of (close-open).
Then, Rolling Moving Average is applied on both ATR and False Range to get an idea of how far the price tends to extend out of pure randomness. The resulting value is multiplied by a Multiplier.
The next step is an addition of the values to the higher part of the candle for short or a lower part of the candle for long. I prefer a special calculation instead of using Highs and Lows because it allows for more precise observation and stop-loss set up for less wicky symbols.
►►►Additional Functions
• Smoothing - applies moving average to candles from which range distance is calculated. This can achieve good smoothness but higher values will lead to using outdated price in the SL area calculation.
• Enable/Disable - if you know the direction you are going to trade in, it is good to disable either Long Stop-Loss Area or Short Stop-Loss Area. Just untick it in the settings.
►►►Actual Using
Before using the script to set your stop-loss, check the historical data and find a similar set-up. Is it engulfing you use as a trigger? Find a different one and see how effective the stop-loss based on the ATR*multiplier was. This will help you to optimize Multiplier value. A picture shows such research for a double top. You should find more similar situations to find an optimal value.
Ultimately, the indicator still gives you relatively a lot of freedom with your stop-loss settings (at least, that is with the default settings). You need to decide how loose stop-loss you want to set. Average True Range is the furthermost part which will make for a very large stop-loss, on the other hand, False Range might be triggered by a villainous wick unnecessarily. The choice should depend on the specific symbol you trade and perhaps, you will learn to set stops regardless of the indicator.
A little trick : 1. You can set the loosest stop-loss and set a TradingView alert for where the tightest stop-loss would be. When alerted, you will get the opportunity to reconsider the trade and take a loss if needs be or exit if a candle closes there. 2. Mostly for cryptocurrencies, you can set the tightest stop-loss to protect yourself from sudden spikes. If the price approaches it slowly enough, you can move the stop-loss to the further part of the channel. This is not the same as moving stop-loss indefinitely with hopes of reversal if you plan it from the beginning and a smaller stop is meant to protect you from spikes that are not always predictable and drive to both directions.
►►►Advantages of trailing stop-loss
I usually stick with my original stop-loss instead of moving to break even. If my entry area was functional support once, it may work again and is, therefore, still a good entry zone. But an alternative used to preserve as much of the profit as possible is trailing.
Trailing is setting a specific value in ticks or a calculation of how to move the stop-loss whenever the price moves in your favor. Tiger's Stop can be used this way. Whenever there is a new value as the candle closes and that value is closer to price than your current stop-loss, you can update it. However, if it moves further from your price, don't change the stop-loss. This can be a little tiresome if you do it manually but should be worth the effort.
I usually start trailing only after the price moves significantly in my favor that allowing it to return to the entry price would not make any sense.
►►►Feedback and optimization
The preview chart is chosen entirely at random and the values are not optimized for any specific symbol. If you opt to use it, let me know which values work for you the best, I'll add it to the description when I update it.
Furthermore, let me know if you think any sort of alerts would be useful with my script.
Good luck!
On Balance Volume with CrossOBV indicator with a few key changes that can turn it into a filter or trading indicator as-is.
Volume calculation given a look-back to help clarify trends without smoothing lag
Change the source (HLC3 indicates a little faster in backtesting)
Smooth the signal if desired
Moving average (MA) added for crossover indication in trend change
MA can be either EMA or HMA**
** My personal use:
EMA for trend filtering trades: Trade long signals if OBV is above the MA, trade short signals if OBV is below the MA.
HMA for scalping and chop: Normally set the HMA to 20 or 15 and trade the crosses. Works on most time frames and generates a lot of noise. 5 min and 15 min seems best for me in day trading
Example of trend trading using only the OBV-C and no other indicators, stops, or trailing stops:
This could obviously be improved using stops, trailing stops, or other indicators to filter when to enter & exit trades or mitigate loss.
Example of trading using the HMA and lower time frames with Elder's Force Index (EFI) used as a filter. Trade with both cross at or very near the same time. Winning trades in green:
ATR Stoploss Lines - Minimize Risk | Maximize ProfitThe ATR Stoploss is best used as a trailing stop. While actively managing your trades, move your stops up as price increases/decreases.
There is an offset of 1 candle, so the ATR will only be based on closed candles. This prevents you from moving your stop's when you really shouldn't.
The top lines are used for short positions and the bottom lines are used for long positions.
You can adjust the distance of the ATR lines from your candles by changing the multiplier in the settings.
You may want to increase the multiplier to 2-3 on less volatile assets, and keep it ~1.75 for volatile assets like BTC.
Feel free to reach out if you need any tips or more help with using these. Just remember, this indicator should only be used to manage your trades, not enter them.
Complete DashboardPA+AI PRE/GO Trading Dashboard v0.1.2 - Publication Summary
Overview
A comprehensive multi-component trading system that combines technical analysis with an intelligent probability scoring framework to identify high-quality trade setups. The indicator features TTM Squeeze integration, volatility regime adaptation, and professional risk management tools—all presented in an intuitive 4-dashboard interface.
Key Features
🎯 8-Component Probability Scoring System (0-100%)
VWAP Position & Momentum - Price location and directional bias
MACD Alignment - Trend confirmation and momentum strength
EMA Trend Analysis - Multi-timeframe trend validation
Volume Surge Detection - Relative volume analysis (RVOL)
Price Extension Analysis - Distance from VWAP in ATR multiples
TTM Squeeze Status - Volatility compression/expansion cycles
Squeeze Momentum - Directional thrust measurement
Confluence Scoring - Multi-indicator alignment bonus
🔥 TTM Squeeze Integration
Squeeze Detection - Identifies consolidation phases (BB inside KC)
Strength Classification - Distinguishes tight vs. loose squeezes
Fire Signals - Premium entry alerts when squeeze releases
Building Alerts - Early warnings when tight squeezes are coiling
📊 Volatility Regime Adaptation
Dynamic Thresholds - Auto-adjusts based on ATR percentile (100-bar)
Three Regimes - LOW VOL, NORMAL, HIGH VOL classification
Adaptive Parameters - RVOL requirements and distance limits adjust automatically
Context-Aware Scoring - Volume expectations scale with market volatility
💰 Professional Risk Management
Position Sizing Calculator - Risk-based share calculation (% of account)
ATR Trailing Stops - Dynamic stop-loss that tightens with profits
Multiple Entry Strategies - VWAP reversion and pullback entries
Complete Trade Info - Entry, stop, target, and size for every signal
📈 Multi-Timeframe Analysis Dashboard
4 Timeframes - Daily, 4H, 15m, 5m (customizable)
6 Metrics per TF - Price change, MACD, RSI, RVOL, EMA trend
Alignment Visualization - Color-coded bull/bear indicators
HTF Context - Understand broader market structure
🛡️ Reliability Features
Confirm-on-Close - Eliminates intrabar repainting
Minimum Bars Filter - Prevents premature signals on chart load
NA-Safe Calculations - Works reliably on all symbols/timeframes
Zero Division Protection - Bulletproof math across all market conditions
What Makes This Indicator Unique
Intelligent Probability Weighting
Unlike binary "buy/sell" indicators, this system quantifies setup quality from 0-100%, allowing traders to:
Filter by confidence - Only take 70%+ probability setups
Size accordingly - Larger positions on higher probability signals
Understand context - Know exactly why a signal fired
Squeeze-Enhanced Entries
The integration of TTM Squeeze analysis adds a powerful timing dimension:
Premium Signals - 🔥 when squeeze fires + high probability (75%+)
Regular Signals - Standard entries during trending conditions
Avoid Chop - No entries during squeeze consolidation
Strength Matters - Tight squeezes (BB width <20th percentile) get bonus points
Adaptive Intelligence
The volatility regime system ensures the indicator performs across all market conditions:
Dead markets - Tighter thresholds prevent false signals
Volatile markets - Loosened requirements catch real moves
Automatic adjustment - No manual intervention needed
Dashboard-Centric Design
All critical information visible at a glance:
Top-right - Probability breakdown & regime status
Middle-right - Multi-timeframe alignment matrix
Middle-left - RVOL status (volume confirmation)
Bottom-right - Entry strategies with exact prices & sizes
Ideal For
✅ Day Traders - Intraday setups with clear entry/exit
✅ Swing Traders - Multi-timeframe confirmation for position trades
✅ Options Traders - Squeeze timing for volatility expansion plays
✅ Systematic Traders - Quantified probabilities for rule-based systems
✅ Risk Managers - Built-in position sizing & stop placement
Technical Specifications
Indicator Type: Overlay (draws on price chart)
Pine Script Version: v6
Calculation Method: Real-time, confirm-on-close option
Alerts: 8 different alert types (premium entries, exits, squeeze warnings)
Customization: 30+ input parameters
Performance: Optimized for real-time updates
Entry Strategies Included
1. VWAP Reversion
Enter when price bounces off VWAP ± 0.7 ATR
Targets mean reversion moves
Best for range-bound or choppy markets
2. Pullback to Structure
Enter on 50% retracement from swing high/low
Targets trend continuation after healthy pullback
Best for strong trending markets
Both strategies include:
Precise entry levels
ATR-based stop placement
Risk/reward targets
Position size calculation
Alert System
8 Alert Types:
🔥 Premium Long - Squeeze firing + bullish + high probability
🔥 Premium Short - Squeeze firing + bearish + high probability
🟢 High Probability Long - Standard bullish setup (70%+)
🔴 High Probability Short - Standard bearish setup (70%+)
⚡ Squeeze Coiling Long - Tight squeeze building, bullish bias
⚡ Squeeze Coiling Short - Tight squeeze building, bearish bias
Exit Long - Long position exit signal
Exit Short - Short position exit signal
Settings & Customization
Basic Settings
ATR Length (default: 14)
Confirm on Close (default: ON)
Minimum Bars Required (default: 50)
Squeeze Settings
Bollinger Band Length & Multiplier
Keltner Channel Length & Multiplier
Momentum Length
Squeeze strength classification
Probability Settings
MACD Parameters (12, 26, 9)
Volume Surge Multiplier (1.5x)
High/Medium Probability Thresholds (70%/50%)
Volatility Regime Adaptation (ON/OFF)
Risk Management
Account Equity
Risk % per Trade (default: 1%)
ATR Trailing Stop (ON/OFF)
Trail Multiplier (default: 2.0x)
Visual Settings
RVOL Period (20 bars)
Fast/Slow EMA (9/21)
Show/Hide each timeframe
Dashboard positioning
Use Cases
Conservative Trading
Set High Probability Threshold to 75%+
Enable Confirm-on-Close
Only take Premium (🔥) entries
Use 0.5% risk per trade
Aggressive Trading
Set Medium Probability Threshold to 50%
Disable Confirm-on-Close (live signals)
Take all High Probability entries
Use 1.5-2% risk per trade
Squeeze Specialist
Focus exclusively on Premium entries (squeeze firing)
Wait for "TIGHT SQUEEZE" status
Monitor squeeze building alerts
Enter immediately on fire signal
Range Trading
Use VWAP reversion entries only
Lower probability threshold to 60%
Tighter trailing stops (1.5x ATR)
Focus on low volatility regime periods
Performance Expectations
Based on backtesting and design principles:
Signal Quality:
False signals reduced ~20-30% vs. single-indicator systems
Win rate improvement ~5-10% from regime adaptation
Average win size +15-20% from trailing stops
Execution:
Clear entry signals with exact prices
Defined risk on every trade (stop loss)
Consistent position sizing (% of account)
Professional trade management
Adaptability:
Works across stocks, futures, forex, crypto
Performs in trending and ranging markets
Adjusts to changing volatility automatically
Version History
v0.1.2 (Current)
Added squeeze momentum scoring (was calculated but unused)
Implemented volatility regime adaptation
Added confluence scoring (multi-indicator alignment)
Enhanced squeeze strength classification (tight vs. loose)
Improved reliability (confirm-on-close, NA-safe calculations)
Added ATR trailing stops
Added position sizing calculator
Consolidated alert system
v0.1.1
Initial release with 6-component probability system
Basic TTM Squeeze integration
Multi-timeframe analysis
Entry strategy frameworks
Limitations & Disclaimers
⚠️ Not a Holy Grail - No indicator is 100% accurate; losses will occur
⚠️ Requires Judgment - Use probability scores to guide, not replace, decision-making
⚠️ Backtesting Recommended - Test on paper/demo before live trading
⚠️ Market Dependent - Performance varies by asset class and market conditions
⚠️ Risk Management Essential - Always use stops; never risk more than you can afford to lose
Installation & Setup
Copy the Pine Script code
Open TradingView chart
Pine Editor → Paste code → "Add to Chart"
Configure inputs for your trading style
Set up alerts via TradingView alert menu
Paper trade for 20+ signals before going live
Future Development Roadmap
Phase 3 (Planned)
HTF alignment filter (require Daily + 4H confirmation)
Session filters (avoid low-liquidity periods)
Probability decay (signals lose value over time)
Squeeze pre-alert enhancements
Phase 4 (AI Integration)
Feature vector export via webhooks
ML-based parameter optimization
Neural network regime classification
Reinforcement learning for exits
Support & Documentation
Included Documentation:
Complete changelog with implementation details
Technical guide explaining all components
Risk management best practices
Alert configuration guide
Best Practices:
Start with default settings
Enable Confirm-on-Close initially
Use 1% risk per trade or less
Focus on Premium (🔥) entries first
Keep a trade journal to track performance
Credits & Methodology
Indicators Used:
TTM Squeeze (John Carter)
VWAP (Volume-Weighted Average Price)
MACD (Gerald Appel)
Exponential Moving Averages
Average True Range (Wilder)
Relative Volume
Original Contributions:
Multi-component probability weighting system
Volatility regime adaptation framework
Confluence scoring methodology
Integrated risk management calculator
Dashboard-centric visualization
License & Terms
Usage: Free for personal trading
Modification: Open source, modify as needed
Distribution: Credit original author if sharing modified versions
Commercial Use: Contact author for licensing
No Warranty: This indicator is provided "as-is" without guarantees of profitability. Trading involves substantial risk. Past performance does not guarantee future results.
Quick Stats
📊 Components: 8
🎯 Probability Range: 0-100%
📈 Timeframes: 4 (customizable)
🔔 Alert Types: 8
⚙️ Input Parameters: 30+
📱 Dashboards: 4
💰 Entry Strategies: 2 (VWAP + Pullback)
🛡️ Risk Management: Integrated
Status: Production Ready ✅
Version: 0.1.2
Last Updated: November 2025
Pine Script: v6
File Name: PA_AI_PRE_GO_v0.1.2_FIXED.pine
One-Line Summary
A professional-grade trading dashboard combining 8 technical components with TTM Squeeze analysis, volatility-adaptive thresholds, and integrated risk management—delivering quantified probability scores (0-100%) for every trade setup.
Realtime Squeeze Box [CHE] Realtime Squeeze Box — Detects lowvolatility consolidation periods and draws trimmed price range boxes in realtime to highlight potential breakout setups without clutter from outliers.
Summary
This indicator identifies "squeeze" phases where recent price volatility falls below a dynamic baseline threshold, signaling potential energy buildup for directional moves. By requiring a minimum number of consecutive bars in squeeze, it reduces noise from fleeting dips, making signals more reliable than simple threshold crosses. The core innovation is realtime box visualization: during active squeezes, it builds and updates a box capturing the price range while ignoring extreme values via quantile trimming, providing a cleaner view of consolidation bounds. This differs from static volatility bands by focusing on trimmed ranges and suppressing overlapping boxes, which helps traders spot genuine setups amid choppy markets. Overall, it aids in anticipating breakouts by combining volatility filtering with visual containment of price action.
Motivation: Why this design?
Traders often face whipsaws during brief volatility lulls that mimic true consolidations, leading to premature entries, or miss setups because standard volatility measures lag in adapting to changing market regimes. This design addresses that by using a hold requirement on consecutive lowvolatility bars to denoise signals, ensuring only sustained squeezes trigger visuals. The core idea—comparing rolling standard deviation to a smoothed baseline—creates a responsive yet stable filter for lowenergy periods, while the trimmed box approach isolates the core price cluster, making it easier to gauge breakout potential without distortion from spikes.
What’s different vs. standard approaches?
Reference baseline: Traditional squeeze indicators like the Bollinger Band Squeeze or TTM Squeeze rely on fixed multiples of bands or momentum oscillators crossing zero, which can fire on isolated bars or ignore range compression nuances.
Architecture differences:
Realtime box construction that updates barbybar during squeezes, using arrays to track and trim price values.
Quantilebased outlier rejection to define box bounds, focusing on the bulk of prices rather than full range.
Overlap suppression logic that skips redundant boxes if the new range intersects heavily with the prior one.
Hold counter for consecutive bar validation, adding persistence before signaling.
Practical effect: Charts show fewer, more defined orange boxes encapsulating tight price action, with a horizontal line extension marking the midpoint postsqueeze—visibly reducing clutter in sideways markets and highlighting "coiled" ranges that standard plots might blur with full highs/lows. This matters for quicker visual scanning of multitimeframe setups, as boxes selflimit to recent history and avoid piling up.
How it works (technical)
The indicator starts by computing a rolling average and standard deviation over a userdefined length on the chosen source price series. This deviation measure is then smoothed into a baseline using either a simple or exponential average over a longer window, serving as a reference for normal volatility. A squeeze triggers when the current deviation dips below this baseline scaled by a multiplier less than one, but only after a minimum number of consecutive bars confirm it, which resets the counter on breaks.
Upon squeeze start, it clears a buffer and begins collecting source prices barbybar, limited to the first few bars to keep computation light. For visualization, if enabled, it sorts the buffer and finds a quantile threshold, then identifies the minimum value at or below that threshold to set upper and lower box bounds—effectively clamping the range to exclude tails above the quantile. The box draws from the start bar to the current one, updating its right edge and levels dynamically; if the new bounds overlap significantly with the last completed box, it suppresses drawing to avoid redundancy.
Once the hold limit or squeeze ends, the box freezes: its final bounds become the last reference, a midpoint line extends rightward from the end, and a tiny circle label marks the point. Buffers and states reset on new squeezes, with historical boxes and lines capped to prevent overload. All logic runs on every bar but uses confirmed historical data for calculations, with realtime updates only affecting the active box's position—no future peeking occurs. Initialization seeds with null values, building states progressively from the first bars.
Parameter Guide
Source: Selects the price series (e.g., close, hl2) for deviation and box building; influences sensitivity to wicks or bodies. Default: close. Tradeoffs/Tips: Use hl2 for balanced range view in volatile assets; stick to close for pure directional focus—test on your timeframe to avoid oversmoothing trends.
Length (Mean/SD): Sets window for average and deviation calculation; shorter values make detection quicker but noisier. Default: 20. Tradeoffs/Tips: Increase to 30+ for stability in higher timeframes, reducing false starts; below 10 risks overreacting to singlebar noise.
Baseline Length: Defines smoothing window for the deviation baseline; longer periods create a steadier reference, filtering regime shifts. Default: 50. Tradeoffs/Tips: Pair with Length at 1:2 ratio for calm markets; shorten to 30 if baselines lag during fast volatility drops, but watch for added whips.
Squeeze Multiplier (<1.0): Scales the baseline downward to set the squeeze threshold; lower values tighten criteria for rarer, stronger signals. Default: 0.8. Tradeoffs/Tips: Tighten to 0.6 for highvol assets like crypto to cut noise; loosen to 0.9 in forex for more frequent but shallower setups—balances hit rate vs. depth.
Baseline via EMA (instead of SMA): Switches baseline smoothing to exponential for faster adaptation to recent changes vs. equalweighted simple average. Default: false. Tradeoffs/Tips: Enable in trending markets for quicker baseline drops; disable for uniform history weighting in rangebound conditions to avoid overreacting.
SD: Sample (len1) instead of Population (len): Adjusts deviation formula to divide by length minus one for smallsample bias correction, slightly inflating values. Default: false. Tradeoffs/Tips: Use sample in short windows (<20) for more conservative thresholds; population suits long looks where bias is negligible, keeping signals tighter.
Min. Hold Bars in Squeeze: Requires this many consecutive squeeze bars before confirming; higher denoise but may clip early setups. Default: 1. Tradeoffs/Tips: Bump to 35 for intraday to filter ticks; keep at 1 for swings where quick consolidations matter—trades off timeliness for reliability.
Debug: Plot SD & Threshold: Toggles lines showing raw deviation and threshold for visual backtesting of squeeze logic. Default: false. Tradeoffs/Tips: Enable during tuning to eyeball crossovers; disable live to declutter—great for verifying multiplier impact without alerts.
Tint Bars when Squeeze Active: Overlays semitransparent color on bars during open box phases for quick squeeze spotting. Default: false. Tradeoffs/Tips: Pair with low opacity for subtlety; turn off if using boxes alone, as tint can obscure candlesticks in dense charts.
Tint Opacity (0..100): Controls background tint strength during active squeezes; higher values darken for emphasis. Default: 85. Tradeoffs/Tips: Dial to 60 for light touch; max at 100 risks hiding price action—adjust per chart theme for visibility.
Stored Price (during Squeeze): Price series captured in the buffer for box bounds; defaults to source but allows customization. Default: close. Tradeoffs/Tips: Switch to high/low for wider boxes in gappy markets; keep close for midline focus—impacts trim effectiveness on outliers.
Quantile q (0..1): Fraction of sorted prices below which tails are cut; higher q keeps more data but risks including spikes. Default: 0.718. Tradeoffs/Tips: Lower to 0.5 for aggressive trim in noisy assets; raise to 0.8 for fuller ranges—tune via debug to match your consolidation depth.
Box Fill Color: Sets interior shade of squeeze boxes; semitransparent for layering. Default: orange (80% trans.). Tradeoffs/Tips: Soften with more transparency in multiindicator setups; bold for standalone use—ensures boxes pop without overwhelming.
Box Border Color: Defines outline hue and solidity for box edges. Default: orange (0% trans.). Tradeoffs/Tips: Match fill for cohesion or contrast for edges; thin width keeps it clean—helps delineate bounds in zoomed views.
Keep Last N Boxes: Limits historical boxes/lines/labels to this count, deleting oldest for performance. Default: 10. Tradeoffs/Tips: Increase to 50 for weekly reviews; set to 0 for unlimited (risks lag)—balances history vs. speed on long charts.
Draw Box in Realtime (build/update): Enables live extension of boxes during squeezes vs. waiting for end. Default: true. Tradeoffs/Tips: Disable for confirmedonly views to mimic backtests; enable for proactive trading—adds minor repaint on live bars.
Box: Max First N Bars: Caps buffer collection to initial squeeze bars, freezing after for efficiency. Default: 15. Tradeoffs/Tips: Shorten to 510 for fast intraday; extend to 20 in dailies—prevents bloated arrays but may truncate long squeezes.
Reading & Interpretation
Squeeze phases appear as orange boxes encapsulating the trimmed price cluster during lowvolatility holds—narrow boxes signal tight consolidations, while wider ones indicate looser ranges within the threshold. The box's top and bottom represent the quantilecapped high and low of collected prices, with the interior fill shading the containment zone; ignore extremes outside for "true" bounds. Postsqueeze, a solid horizontal line extends right from the box's midpoint, acting as a reference level for potential breakout tests—drifting prices toward or away from it can hint at building momentum. Tiny orange circles at the line's start mark completion points for easy scanning. Debug lines (if on) show deviation hugging or crossing the threshold, confirming hold logic; a persistent hug below suggests prolonged calm, while spikes above reset counters.
Practical Workflows & Combinations
Trend following: Enter long on squeezeend close above the box top (or midpoint line) confirmed by higher high in structure; filter with rising 50period average to avoid countertrend traps. Use boxes as support/resistance proxies—short below bottom in downtrends.
Exits/Stops: Trail stops to the box midpoint during postsqueeze runs for conservative holds; go aggressive by exiting on retest of opposite box side. If debug shows repeated threshold grazes, tighten stops to curb drawdowns in ranging followups.
Multiasset/MultiTF: Defaults work across stocks, forex, and crypto on 15min+ frames; scale Length proportionally (e.g., x2 on hourly). Layer with highertimeframe boxes for confluence—e.g., daily squeeze + 1H box for entry timing. (Unknown/Optional: Specific multiTF scaling recipes beyond proportional adjustment.)
Behavior, Constraints & Performance
Repaint/confirmation: Core calculations use historical closes, confirming on bar close; active boxes repaint their right edge and levels live during squeezes if enabled, but freeze irrevocably on hold limit or end—mitigates via barbybar buffer adds without future leaks. No lookahead indexes.
security()/HTF: None used, so no external timeframe repaints; all native to chart resolution.
Resources: Caps at 300 boxes/lines/labels total; small arrays (up to 20 elements) and short loops in sorting/minfinding keep it light—suitable for 10k+ bar charts without throttling. Persistent variables track state across bars efficiently.
Known limits: May lag on ultrasharp volatility spikes due to baseline smoothing; gaps or thin markets can skew trims if buffer hits cap early; overlaps suppress visuals but might hide chained squeezes—(Unknown/Optional: Edge cases in nonstandard sessions).
Sensible Defaults & Quick Tuning
Start with defaults for most liquid assets on 1Hdaily: Length 20, Multiplier 0.8, Hold 1, Quantile 0.718—yields balanced detection without excess noise. For too many false starts (choppy charts), increase Hold to 3 and Baseline Length to 70 for stricter confirmation, reducing signals by 3050%. If squeezes feel sluggish or miss quick coils, shorten Length to 14 and enable EMA baseline for snappier adaptation, but monitor for added flips. In highvol environments like options, tighten Multiplier to 0.6 and Quantile to 0.6 to focus on core ranges; reverse for calm pairs by loosening to 0.95. Always backtest tweaks on your asset's history.
What this indicator is—and isn’t
This is a volatilityfiltered visualization tool for spotting and bounding consolidation phases, best as a signal layer atop price action and trend filters—not a standalone predictor of direction or strength. It highlights setups but ignores volume, momentum, or news context, so pair with discreteness rules like higher highs/lows. Never use it alone for entries; always layer risk management, such as 12% stops beyond box extremes, and position sizing based on account drawdown tolerance.
Disclaimer
The content provided, including all code and materials, is strictly for educational and informational purposes only. It is not intended as, and should not be interpreted as, financial advice, a recommendation to buy or sell any financial instrument, or an offer of any financial product or service. All strategies, tools, and examples discussed are provided for illustrative purposes to demonstrate coding techniques and the functionality of Pine Script within a trading context.
Any results from strategies or tools provided are hypothetical, and past performance is not indicative of future results. Trading and investing involve high risk, including the potential loss of principal, and may not be suitable for all individuals. Before making any trading decisions, please consult with a qualified financial professional to understand the risks involved.
By using this script, you acknowledge and agree that any trading decisions are made solely at your discretion and risk.
Do not use this indicator on HeikinAshi, Renko, Kagi, PointandFigure, or Range charts, as these chart types can produce unrealistic results for signal markers and alerts.
Best regards and happy trading
Chervolino
DAX ORB Ultimate - ALGO Suite//@version=5
indicator("DAX ORB Ultimate - ALGO Suite", overlay=true, max_labels_count=200, max_lines_count=100)
// ═══════════════════════════════════════════════════════════════════════════════
// DAX OPENING RANGE BREAKOUT - ULTIMATE EDITION
// Real-time ORB building | Multi-timeframe support | Key levels with bias
// Works on ANY timeframe - uses M1 data for ORB construction
// ═══════════════════════════════════════════════════════════════════════════════
// ════════════════════════ INPUTS ════════════════════════
orb_start_h = input.int(7, "Start Hour (UTC)", minval=0, maxval=23, group="ORB Settings")
orb_start_m = input.int(40, "Start Minute", minval=0, maxval=59, group="ORB Settings")
orb_end_h = input.int(8, "End Hour (UTC)", minval=0, maxval=23, group="ORB Settings")
orb_end_m = input.int(0, "End Minute", minval=0, maxval=59, group="ORB Settings")
exclude_wicks = input.bool(true, "Exclude Wicks", group="ORB Settings")
close_hour = input.int(16, "Market Close Hour", minval=0, maxval=23, group="ORB Settings")
use_tf = input.bool(true, "1. Trend Following", group="Strategies")
use_mr = input.bool(true, "2. Mean Reversion", group="Strategies")
use_sa = input.bool(true, "3. Statistical Arb", group="Strategies")
use_mm = input.bool(true, "4. Market Making", group="Strategies")
use_ba = input.bool(true, "5. Basis Arb", group="Strategies")
use_ema = input.bool(true, "EMA Filter", group="Technical Filters")
use_rsi = input.bool(true, "RSI Filter", group="Technical Filters")
use_macd = input.bool(true, "MACD Filter", group="Technical Filters")
use_vol = input.bool(true, "Volume Filter", group="Technical Filters")
use_bb = input.bool(true, "Bollinger Filter", group="Technical Filters")
use_fixed = input.bool(false, "Fixed SL/TP", group="Risk Management")
fixed_sl = input.float(50, "Fixed SL Points", minval=10, group="Risk Management")
fixed_tp = input.float(150, "Fixed TP Points", minval=10, group="Risk Management")
atr_sl = input.float(2.0, "ATR SL Mult", minval=0.5, group="Risk Management")
atr_tp = input.float(3.0, "ATR TP Mult", minval=0.5, group="Risk Management")
min_rr = input.float(2.0, "Min R:R", minval=1.0, group="Risk Management")
show_dash = input.bool(true, "Show Dashboard", group="Display")
show_lines = input.bool(true, "Show Lines", group="Display")
show_levels = input.bool(true, "Show Key Levels", group="Display")
// ════════════════════════ FUNCTIONS ════════════════════════
is_orb_period(_h, _m) =>
start = orb_start_h * 60 + orb_start_m
end = orb_end_h * 60 + orb_end_m
curr = _h * 60 + _m
curr >= start and curr < end
orb_ended(_h, _m) =>
end = orb_end_h * 60 + orb_end_m
curr = _h * 60 + _m
curr == end
is_market_open() =>
h = hour(time)
h >= orb_start_h and h <= close_hour
// ════════════════════════ DATA GATHERING (M1) ════════════════════════
// Get M1 data for ORB construction (works on ANY chart timeframe)
= request.security(syminfo.tickerid, "1", , barmerge.gaps_off, barmerge.lookahead_off)
// Daily data
d_high = request.security(syminfo.tickerid, "D", high, barmerge.gaps_off, barmerge.lookahead_on)
d_low = request.security(syminfo.tickerid, "D", low, barmerge.gaps_off, barmerge.lookahead_on)
d_open = request.security(syminfo.tickerid, "D", open, barmerge.gaps_off, barmerge.lookahead_on)
// Current day high/low (intraday)
var float today_high = na
var float today_low = na
var float prev_day_high = na
var float prev_day_low = na
var float yest_size = 0
if ta.change(time("D")) != 0
prev_day_high := d_high
prev_day_low := d_low
yest_size := d_high - d_low
today_high := high
today_low := low
else
today_high := math.max(na(today_high) ? high : today_high, high)
today_low := math.min(na(today_low) ? low : today_low, low)
// ════════════════════════ ORB CONSTRUCTION (REAL-TIME) ════════════════════════
var float orb_h = na
var float orb_l = na
var bool orb_ready = false
var float orb_building_h = na
var float orb_building_l = na
var bool is_building = false
// Get M1 bar time components
m1_hour = hour(m1_time)
m1_minute = minute(m1_time)
// Reset daily
if ta.change(time("D")) != 0
orb_h := na
orb_l := na
orb_ready := false
orb_building_h := na
orb_building_l := na
is_building := false
// Build ORB using M1 data
if is_orb_period(m1_hour, m1_minute) and not orb_ready
is_building := true
val_h = exclude_wicks ? m1_close : m1_high
val_l = exclude_wicks ? m1_close : m1_low
if na(orb_building_h)
orb_building_h := val_h
orb_building_l := val_l
else
orb_building_h := math.max(orb_building_h, val_h)
orb_building_l := math.min(orb_building_l, val_l)
// FIX #1: Set is_building to false when NOT in ORB period anymore
if not is_orb_period(m1_hour, m1_minute) and is_building and not orb_ready
is_building := false
// Finalize ORB when period ends
if orb_ended(m1_hour, m1_minute) and not orb_ready
orb_h := orb_building_h
orb_l := orb_building_l
orb_ready := true
is_building := false
// Display building values in real-time
current_orb_h = is_building ? orb_building_h : orb_h
current_orb_l = is_building ? orb_building_l : orb_l
// ════════════════════════ INDICATORS ════════════════════════
ema9 = ta.ema(close, 9)
ema21 = ta.ema(close, 21)
ema50 = ta.ema(close, 50)
rsi = ta.rsi(close, 14)
= ta.macd(close, 12, 26, 9)
= ta.bb(close, 20, 2)
atr = ta.atr(14)
vol_ma = ta.sma(volume, 20)
// ════════════════════════ STRATEGY SIGNALS ════════════════════════
// 1. Trend Following
tf_short = ta.sma(close, 10)
tf_long = ta.sma(close, 30)
tf_bull = tf_short > tf_long
tf_bear = tf_short < tf_long
// 2. Mean Reversion
mr_mean = ta.sma(close, 20)
mr_dev = (close - mr_mean) / mr_mean * 100
mr_bull = mr_dev <= -0.5
mr_bear = mr_dev >= 0.5
// 3. Statistical Arb
sa_mean = ta.sma(close, 120)
sa_std = ta.stdev(close, 120)
sa_z = sa_std > 0 ? (close - sa_mean) / sa_std : 0
var string sa_st = "flat"
if sa_st == "flat"
if sa_z <= -2.0
sa_st := "long"
else if sa_z >= 2.0
sa_st := "short"
else if math.abs(sa_z) <= 0.5 or math.abs(sa_z) >= 4.0
sa_st := "flat"
sa_bull = sa_st == "long"
sa_bear = sa_st == "short"
// 4. Market Making
mm_spread = (high - low) / close * 100
mm_mid = (high + low) / 2
mm_bull = close < mm_mid and mm_spread >= 0.5
mm_bear = close > mm_mid and mm_spread >= 0.5
// 5. Basis Arb
ba_fair = ta.sma(close, 50)
ba_bps = ba_fair != 0 ? (close - ba_fair) / ba_fair * 10000 : 0
ba_bull = ba_bps <= -8.0
ba_bear = ba_bps >= 8.0
// Vote counting
bull_v = 0
bear_v = 0
if use_tf
bull_v := bull_v + (tf_bull ? 1 : 0)
bear_v := bear_v + (tf_bear ? 1 : 0)
if use_mr
bull_v := bull_v + (mr_bull ? 1 : 0)
bear_v := bear_v + (mr_bear ? 1 : 0)
if use_sa
bull_v := bull_v + (sa_bull ? 1 : 0)
bear_v := bear_v + (sa_bear ? 1 : 0)
if use_mm
bull_v := bull_v + (mm_bull ? 1 : 0)
bear_v := bear_v + (mm_bear ? 1 : 0)
if use_ba
bull_v := bull_v + (ba_bull ? 1 : 0)
bear_v := bear_v + (ba_bear ? 1 : 0)
// Technical filters - Simplified scoring system
ema_ok_b = not use_ema or (ema9 > ema21 and close > ema50)
ema_ok_s = not use_ema or (ema9 < ema21 and close < ema50)
rsi_ok_b = not use_rsi or (rsi > 40 and rsi < 80) // More lenient
rsi_ok_s = not use_rsi or (rsi < 60 and rsi > 20) // More lenient
macd_ok_b = not use_macd or macd > sig
macd_ok_s = not use_macd or macd < sig
vol_ok = not use_vol or volume > vol_ma * 1.2 // More lenient
bb_ok_b = not use_bb or close > bb_mid
bb_ok_s = not use_bb or close < bb_mid
// Technical score (need at least 2 out of 5 filters)
tech_score_b = (ema_ok_b ? 1 : 0) + (rsi_ok_b ? 1 : 0) + (macd_ok_b ? 1 : 0) + (bb_ok_b ? 1 : 0) + (vol_ok ? 1 : 0)
tech_score_s = (ema_ok_s ? 1 : 0) + (rsi_ok_s ? 1 : 0) + (macd_ok_s ? 1 : 0) + (bb_ok_s ? 1 : 0) + (vol_ok ? 1 : 0)
tech_bull = tech_score_b >= 2
tech_bear = tech_score_s >= 2
// Breakout - SIMPLIFIED (just need close above/below ORB)
brk_bull = orb_ready and close > current_orb_h
brk_bear = orb_ready and close < current_orb_l
// Consensus - At least 2 strategies agree (not majority)
total_st = (use_tf ? 1 : 0) + (use_mr ? 1 : 0) + (use_sa ? 1 : 0) + (use_mm ? 1 : 0) + (use_ba ? 1 : 0)
consensus_b = bull_v >= 2
consensus_s = bear_v >= 2
// Final signals - MUCH MORE LENIENT
daily_ok = yest_size >= 50 // Reduced from 100
buy = brk_bull and consensus_b and tech_bull and is_market_open()
sell = brk_bear and consensus_s and tech_bear and is_market_open()
// ════════════════════════ SL/TP ════════════════════════
// IMMEDIATE SL/TP LEVELS - Calculated as soon as ORB is ready (at 8:00)
var float long_entry = na
var float long_sl = na
var float long_tp = na
var float short_entry = na
var float short_sl = na
var float short_tp = na
// Calculate potential levels immediately when ORB is ready
if orb_ready and not na(orb_h) and not na(orb_l)
// Long scenario: Entry at ORB high breakout
long_entry := orb_h
long_sl := use_fixed ? long_entry - fixed_sl : long_entry - atr * atr_sl
long_tp := use_fixed ? long_entry + fixed_tp : long_entry + atr * atr_tp
// Short scenario: Entry at ORB low breakout
short_entry := orb_l
short_sl := use_fixed ? short_entry + fixed_sl : short_entry + atr * atr_sl
short_tp := use_fixed ? short_entry - fixed_tp : short_entry - atr * atr_tp
// Signal-based entry tracking (for dashboard and alerts)
var float buy_entry = na
var float buy_sl = na
var float buy_tp = na
var float sell_entry = na
var float sell_sl = na
var float sell_tp = na
if buy
buy_entry := close
buy_sl := use_fixed ? buy_entry - fixed_sl : buy_entry - atr * atr_sl
buy_tp := use_fixed ? buy_entry + fixed_tp : buy_entry + atr * atr_tp
if sell
sell_entry := close
sell_sl := use_fixed ? sell_entry + fixed_sl : sell_entry + atr * atr_sl
sell_tp := use_fixed ? sell_entry - fixed_tp : sell_entry - atr * atr_tp
buy_rr = not na(buy_entry) ? (buy_tp - buy_entry) / (buy_entry - buy_sl) : 0
sell_rr = not na(sell_entry) ? (sell_entry - sell_tp) / (sell_sl - sell_entry) : 0
buy_final = buy and buy_rr >= min_rr
sell_final = sell and sell_rr >= min_rr
// ════════════════════════ TRAILING STOPS ════════════════════════
// Trailing Stop Loss and Take Profit Management
var float trailing_sl_long = na
var float trailing_sl_short = na
var float trailing_tp_long = na
var float trailing_tp_short = na
var bool in_long = false
var bool in_short = false
var float highest_since_entry = na
var float lowest_since_entry = na
// Enter long position
if buy_final and not in_long
in_long := true
in_short := false
trailing_sl_long := buy_sl
trailing_tp_long := buy_tp
highest_since_entry := close
// Enter short position
if sell_final and not in_short
in_short := true
in_long := false
trailing_sl_short := sell_sl
trailing_tp_short := sell_tp
lowest_since_entry := close
// Update trailing stops for LONG
if in_long
// Track highest price since entry
highest_since_entry := math.max(highest_since_entry, high)
// Trail stop loss (moves up as price moves up)
// When price moves 1 ATR in profit, move SL to breakeven
// When price moves 2 ATR in profit, move SL to +1 ATR
profit_atr = (highest_since_entry - buy_entry) / atr
if profit_atr >= 2.0
trailing_sl_long := math.max(trailing_sl_long, buy_entry + atr * 1.0)
else if profit_atr >= 1.0
trailing_sl_long := math.max(trailing_sl_long, buy_entry)
// Smart trailing TP - extends TP if strong momentum
if highest_since_entry > trailing_tp_long * 0.9 and rsi > 60 // Within 10% of TP and strong momentum
trailing_tp_long := trailing_tp_long + atr * 0.5 // Extend TP
// Exit conditions
if close <= trailing_sl_long or close >= trailing_tp_long
in_long := false
trailing_sl_long := na
trailing_tp_long := na
highest_since_entry := na
// Update trailing stops for SHORT
if in_short
// Track lowest price since entry
lowest_since_entry := math.min(lowest_since_entry, low)
// Trail stop loss (moves down as price moves down)
profit_atr = (sell_entry - lowest_since_entry) / atr
if profit_atr >= 2.0
trailing_sl_short := math.min(trailing_sl_short, sell_entry - atr * 1.0)
else if profit_atr >= 1.0
trailing_sl_short := math.min(trailing_sl_short, sell_entry)
// Smart trailing TP - extends TP if strong momentum
if lowest_since_entry < trailing_tp_short * 1.1 and rsi < 40 // Within 10% of TP and strong momentum
trailing_tp_short := trailing_tp_short - atr * 0.5 // Extend TP
// Exit conditions
if close >= trailing_sl_short or close <= trailing_tp_short
in_short := false
trailing_sl_short := na
trailing_tp_short := na
lowest_since_entry := na
// ════════════════════════ ANALYTICS ════════════════════════
prob_strat = total_st > 0 ? math.max(bull_v, bear_v) / total_st * 100 : 50
prob_tech = (tech_bull or tech_bear) ? 75 : 35
prob_vol = vol_ok ? 85 : 50
prob_daily = daily_ok ? 85 : 30
prob_orb = orb_ready ? 80 : 20
probability = prob_strat * 0.3 + prob_tech * 0.25 + prob_vol * 0.15 + prob_daily * 0.15 + prob_orb * 0.15
dir_score = 0
dir_score := dir_score + (ema9 > ema21 ? 2 : -2)
dir_score := dir_score + (tf_bull ? 2 : -2)
dir_score := dir_score + (macd > sig ? 1 : -1)
dir_score := dir_score + (rsi > 50 ? 1 : -1)
direction = dir_score >= 2 ? "STRONG BULL" : (dir_score > 0 ? "BULL" : (dir_score <= -2 ? "STRONG BEAR" : (dir_score < 0 ? "BEAR" : "NEUTRAL")))
clean_trend = math.abs(ema9 - ema21) / close * 100
clean_noise = atr / close * 100
clean_struct = close > ema9 and close > ema21 and close > ema50 or close < ema9 and close < ema21 and close < ema50
clean_score = (clean_trend > 0.5 ? 30 : 10) + (clean_noise < 1.5 ? 30 : 10) + (clean_struct ? 40 : 10)
quality = clean_score >= 70 ? "CLEAN" : (clean_score >= 50 ? "GOOD" : (clean_score >= 30 ? "OK" : "CHOPPY"))
mom = ta.mom(close, 10)
mom_str = math.abs(mom) / close * 100
vol_rat = atr / ta.sma(atr, 20)
movement = buy_final or sell_final ? (mom_str > 0.8 and vol_rat > 1.3 ? "STRONG" : (mom_str > 0.5 ? "MODERATE" : "GRADUAL")) : "WAIT"
ok_score = (daily_ok ? 25 : 0) + (orb_ready ? 25 : 0) + (is_market_open() ? 20 : 0) + (clean_score >= 50 ? 20 : 5) + (probability >= 60 ? 10 : 0)
ok_trade = ok_score >= 65
// ════════════════════════ KEY LEVELS WITH BIAS ════════════════════════
// Calculate potential reaction levels with directional bias
var float key_levels = array.new_float(0)
var string key_bias = array.new_string(0)
if barstate.islast and show_levels
array.clear(key_levels)
array.clear(key_bias)
// Add levels with bias
if not na(current_orb_h)
array.push(key_levels, current_orb_h)
array.push(key_bias, consensus_b ? "BULL BREAK" : "RESISTANCE")
if not na(current_orb_l)
array.push(key_levels, current_orb_l)
array.push(key_bias, consensus_s ? "BEAR BREAK" : "SUPPORT")
if not na(prev_day_high)
array.push(key_levels, prev_day_high)
bias_pdh = close > prev_day_high ? "BULLISH" : (close < prev_day_high and close > prev_day_high * 0.995 ? "WATCH" : "RESIST")
array.push(key_bias, bias_pdh)
if not na(prev_day_low)
array.push(key_levels, prev_day_low)
bias_pdl = close < prev_day_low ? "BEARISH" : (close > prev_day_low and close < prev_day_low * 1.005 ? "WATCH" : "SUPPORT")
array.push(key_bias, bias_pdl)
if not na(today_high)
array.push(key_levels, today_high)
array.push(key_bias, "TODAY HIGH")
if not na(today_low)
array.push(key_levels, today_low)
array.push(key_bias, "TODAY LOW")
// Add EMA50 as dynamic level
array.push(key_levels, ema50)
ema_bias = close > ema50 ? "BULL SUPPORT" : "BEAR RESIST"
array.push(key_bias, ema_bias)
// ════════════════════════ VISUALS ════════════════════════
// Previous day lines
plot(show_lines ? prev_day_high : na, "Prev Day H", color.new(color.yellow, 0), 1, plot.style_line)
plot(show_lines ? prev_day_low : na, "Prev Day L", color.new(color.orange, 0), 1, plot.style_line)
// Current day high/low
plot(show_lines ? today_high : na, "Today High", color.new(color.lime, 40), 2, plot.style_circles)
plot(show_lines ? today_low : na, "Today Low", color.new(color.red, 40), 2, plot.style_circles)
// ORB lines (show building values in real-time with separate plots)
// Building phase - circles (orange during building)
plot(show_lines and is_building and not na(current_orb_h) ? current_orb_h : na, "ORB High Building", color.new(color.orange, 30), 3, plot.style_circles)
plot(show_lines and is_building and not na(current_orb_l) ? current_orb_l : na, "ORB Low Building", color.new(color.orange, 30), 3, plot.style_circles)
// Ready phase - ULTRA BRIGHT solid lines
plot(show_lines and not is_building and not na(current_orb_h) ? current_orb_h : na, "ORB High Ready", color.new(color.aqua, 0), 4, plot.style_line)
plot(show_lines and not is_building and not na(current_orb_l) ? current_orb_l : na, "ORB Low Ready", color.new(color.aqua, 0), 4, plot.style_line)
// ORB zone fill
p1 = plot(not na(current_orb_h) ? current_orb_h : na, display=display.none)
p2 = plot(not na(current_orb_l) ? current_orb_l : na, display=display.none)
fill_color = is_building ? color.new(color.blue, 93) : color.new(color.blue, 88)
fill(p1, p2, fill_color, title="ORB Zone")
// FIX #2: Draw ORB rectangle box ONLY ONCE when ready (use var to track if already drawn)
var box orb_box = na
var int orb_start_bar = na
var bool orb_box_drawn = false
// Reset box drawn flag on new day
if ta.change(time("D")) != 0
orb_box_drawn := false
// Capture the bar when ORB becomes ready
if orb_ready and not orb_ready
orb_start_bar := bar_index
orb_box_drawn := false // Allow new box to be drawn
// Draw box ONLY ONCE when ORB first becomes ready
if orb_ready and not orb_box_drawn and not na(orb_h) and not na(orb_l) and show_lines
if not na(orb_box)
box.delete(orb_box)
// Ultra clear rectangle with thick bright borders
box_color = color.new(color.aqua, 85) // Bright aqua fill
border_color = color.new(color.aqua, 0) // Solid bright aqua border
orb_box := box.new(orb_start_bar, orb_h, bar_index + 50, orb_l,
border_color=border_color,
border_width=3, // Thicker border
bgcolor=box_color,
extend=extend.right,
text="ORB ZONE",
text_size=size.normal, // Larger text
text_color=color.new(color.aqua, 0)) // Bright text
orb_box_drawn := true
// Update box right edge on each bar (without creating new box)
if orb_box_drawn and not na(orb_box) and show_lines
box.set_right(orb_box, bar_index)
// EMAs
plot(use_ema ? ema9 : na, "EMA9", color.new(color.blue, 20), 1)
plot(use_ema ? ema21 : na, "EMA21", color.new(color.orange, 20), 1)
plot(use_ema ? ema50 : na, "EMA50", color.new(color.purple, 30), 2)
// Signals
plotshape(buy_final, "BUY", shape.triangleup, location.belowbar, color.new(color.lime, 0), size=size.small, text="BUY")
plotshape(sell_final, "SELL", shape.triangledown, location.abovebar, color.new(color.red, 0), size=size.small, text="SELL")
// Exit signals
plotshape(in_long and not in_long, "EXIT LONG", shape.xcross, location.abovebar, color.new(color.orange, 0), size=size.tiny, text="EXIT")
plotshape(in_short and not in_short, "EXIT SHORT", shape.xcross, location.belowbar, color.new(color.orange, 0), size=size.tiny, text="EXIT")
// Trailing stop lines
plot(in_long and not na(trailing_sl_long) ? trailing_sl_long : na, "Trail SL Long", color.new(color.red, 0), 2, plot.style_cross)
plot(in_long and not na(trailing_tp_long) ? trailing_tp_long : na, "Trail TP Long", color.new(color.lime, 0), 2, plot.style_cross)
plot(in_short and not na(trailing_sl_short) ? trailing_sl_short : na, "Trail SL Short", color.new(color.red, 0), 2, plot.style_cross)
plot(in_short and not na(trailing_tp_short) ? trailing_tp_short : na, "Trail TP Short", color.new(color.lime, 0), 2, plot.style_cross)
// FIX #3: IMMEDIATE SL/TP LINES - Draw ONLY ONCE when ORB is ready
var line long_sl_ln = na
var line long_tp_ln = na
var line short_sl_ln = na
var line short_tp_ln = na
var label long_sl_lbl = na
var label long_tp_lbl = na
var label short_sl_lbl = na
var label short_tp_lbl = na
var bool sltp_lines_drawn = false
// Reset lines drawn flag on new day
if ta.change(time("D")) != 0
sltp_lines_drawn := false
// Draw lines ONLY ONCE when ORB first becomes ready
if orb_ready and not orb_ready and show_lines
sltp_lines_drawn := false // Allow new lines to be drawn
if orb_ready and not sltp_lines_drawn and show_lines
// Delete old lines
if not na(long_sl_ln)
line.delete(long_sl_ln)
line.delete(long_tp_ln)
line.delete(short_sl_ln)
line.delete(short_tp_ln)
label.delete(long_sl_lbl)
label.delete(long_tp_lbl)
label.delete(short_sl_lbl)
label.delete(short_tp_lbl)
// LONG scenario (green - bullish breakout above ORB high)
if not na(long_sl) and not na(long_tp)
long_sl_ln := line.new(bar_index, long_sl, bar_index + 100, long_sl, color=color.new(color.red, 0), width=2, style=line.style_solid, extend=extend.right)
long_tp_ln := line.new(bar_index, long_tp, bar_index + 100, long_tp, color=color.new(color.lime, 0), width=2, style=line.style_solid, extend=extend.right)
long_sl_lbl := label.new(bar_index, long_sl, "LONG SL: " + str.tostring(long_sl, "#.##"), style=label.style_label_left, color=color.new(color.red, 0), textcolor=color.white, size=size.small)
long_tp_lbl := label.new(bar_index, long_tp, "LONG TP: " + str.tostring(long_tp, "#.##"), style=label.style_label_left, color=color.new(color.lime, 0), textcolor=color.black, size=size.small)
// SHORT scenario (red - bearish breakout below ORB low)
if not na(short_sl) and not na(short_tp)
short_sl_ln := line.new(bar_index, short_sl, bar_index + 100, short_sl, color=color.new(color.red, 0), width=2, style=line.style_solid, extend=extend.right)
short_tp_ln := line.new(bar_index, short_tp, bar_index + 100, short_tp, color=color.new(color.lime, 0), width=2, style=line.style_solid, extend=extend.right)
short_sl_lbl := label.new(bar_index, short_sl, "SHORT SL: " + str.tostring(short_sl, "#.##"), style=label.style_label_left, color=color.new(color.red, 0), textcolor=color.white, size=size.small)
short_tp_lbl := label.new(bar_index, short_tp, "SHORT TP: " + str.tostring(short_tp, "#.##"), style=label.style_label_left, color=color.new(color.lime, 0), textcolor=color.black, size=size.small)
sltp_lines_drawn := true
// FIX #4: Key level labels - Track and delete old labels to prevent duplication
var label key_level_labels = array.new_label(0)
// Delete all old key level labels
if array.size(key_level_labels) > 0
for i = 0 to array.size(key_level_labels) - 1
label.delete(array.get(key_level_labels, i))
array.clear(key_level_labels)
// Create key level labels only on last bar
if barstate.islast and show_levels and array.size(key_levels) > 0
for i = 0 to array.size(key_levels) - 1
lvl = array.get(key_levels, i)
bias = array.get(key_bias, i)
// Color based on bias
lbl_color = str.contains(bias, "BULL") ? color.new(color.green, 70) : (str.contains(bias, "BEAR") ? color.new(color.red, 70) : (str.contains(bias, "SUPPORT") ? color.new(color.blue, 70) : (str.contains(bias, "RESIST") ? color.new(color.orange, 70) : color.new(color.gray, 70))))
txt_color = str.contains(bias, "BULL") ? color.green : (str.contains(bias, "BEAR") ? color.red : (str.contains(bias, "SUPPORT") ? color.blue : (str.contains(bias, "RESIST") ? color.orange : color.gray)))
new_lbl = label.new(bar_index + 2, lvl, str.tostring(lvl, "#.##") + "\n" + bias, style=label.style_label_left, color=lbl_color, textcolor=txt_color, size=size.tiny, textalign=text.align_left)
array.push(key_level_labels, new_lbl)
// FIX #5: Compact chart info labels - Track and delete to prevent duplication
var label prob_label = na
var label dir_label = na
if barstate.islast and show_lines
// Delete old labels
if not na(prob_label)
label.delete(prob_label)
if not na(dir_label)
label.delete(dir_label)
// Create new labels
prob_c = probability >= 70 ? color.green : (probability >= 50 ? color.yellow : color.red)
prob_label := label.new(bar_index, high + atr * 1.2, str.tostring(probability, "#") + "%", style=label.style_none, textcolor=prob_c, size=size.small)
dir_c = str.contains(direction, "BULL") ? color.green : (str.contains(direction, "BEAR") ? color.red : color.gray)
dir_label := label.new(bar_index, high + atr * 2, direction, style=label.style_none, textcolor=dir_c, size=size.tiny)
// ════════════════════════ DASHBOARD ════════════════════════
var table dash = table.new(position.top_right, 2, 20, bgcolor=color.new(color.black, 5), border_width=1, border_color=color.new(color.gray, 60))
if barstate.islast and show_dash
r = 0
// Header
table.cell(dash, 0, r, "DAX ORB ULTIMATE", text_color=color.white, bgcolor=color.new(color.blue, 30), text_size=size.small)
table.cell(dash, 1, r, timeframe.period, text_color=color.yellow, bgcolor=color.new(color.blue, 30), text_size=size.tiny)
// Current Day
r += 1
table.cell(dash, 0, r, "TODAY H/L", text_color=color.aqua, text_size=size.tiny)
table.cell(dash, 1, r, "", text_color=color.white)
r += 1
table.cell(dash, 0, r, "High", text_color=color.gray, text_size=size.tiny)
table.cell(dash, 1, r, str.tostring(today_high, "#.##"), text_color=color.lime, text_size=size.tiny)
r += 1
table.cell(dash, 0, r, "Low", text_color=color.gray, text_size=size.tiny)
table.cell(dash, 1, r, str.tostring(today_low, "#.##"), text_color=color.red, text_size=size.tiny)
r += 1
table.cell(dash, 0, r, "Range", text_color=color.gray, text_size=size.tiny)
today_range = today_high - today_low
table.cell(dash, 1, r, str.tostring(today_range, "#") + "p", text_color=color.aqua, text_size=size.tiny)
// Previous Day
r += 1
table.cell(dash, 0, r, "PREV H/L", text_color=color.aqua, text_size=size.tiny)
table.cell(dash, 1, r, str.tostring(yest_size, "#") + "p", text_color=daily_ok ? color.lime : color.red, text_size=size.tiny)
// ORB Status with real-time values
r += 1
table.cell(dash, 0, r, "ORB 7:40-8:00", text_color=color.aqua, text_size=size.tiny)
orb_status = is_building ? "BUILDING" : (orb_ready ? "READY" : "WAIT")
orb_clr = is_building ? color.orange : (orb_ready ? color.lime : color.gray)
table.cell(dash, 1, r, orb_status, text_color=orb_clr, text_size=size.tiny)
r += 1
table.cell(dash, 0, r, "High", text_color=color.gray, text_size=size.tiny)
orb_h_txt = not na(current_orb_h) ? str.tostring(current_orb_h, "#.##") : "---"
table.cell(dash, 1, r, orb_h_txt, text_color=is_building ? color.orange : color.green, text_size=size.tiny)
r += 1
table.cell(dash, 0, r, "Low", text_color=color.gray, text_size=size.tiny)
orb_l_txt = not na(current_orb_l) ? str.tostring(current_orb_l, "#.##") : "---"
table.cell(dash, 1, r, orb_l_txt, text_color=is_building ? color.orange : color.red, text_size=size.tiny)
r += 1
table.cell(dash, 0, r, "Size", text_color=color.gray, text_size=size.tiny)
orb_size = not na(current_orb_h) and not na(current_orb_l) ? current_orb_h - current_orb_l : 0
table.cell(dash, 1, r, str.tostring(orb_size, "#") + "p", text_color=color.yellow, text_size=size.tiny)
// Strategies
r += 1
table.cell(dash, 0, r, "STRATEGIES", text_color=color.aqua, text_size=size.tiny)
table.cell(dash, 1, r, str.tostring(bull_v) + "B " + str.tostring(bear_v) + "S", text_color=color.yellow, text_size=size.tiny)
// Analytics
r += 1
table.cell(dash, 0, r, "PROBABILITY", text_color=color.white, bgcolor=color.new(color.purple, 70), text_size=size.small)
prob_c = probability >= 70 ? color.lime : (probability >= 50 ? color.yellow : color.red)
table.cell(dash, 1, r, str.tostring(probability, "#") + "%", text_color=prob_c, bgcolor=color.new(color.purple, 70), text_size=size.small)
r += 1
table.cell(dash, 0, r, "Direction", text_color=color.gray, text_size=size.tiny)
dir_c = str.contains(direction, "BULL") ? color.lime : (str.contains(direction, "BEAR") ? color.red : color.gray)
table.cell(dash, 1, r, direction, text_color=dir_c, text_size=size.tiny)
r += 1
table.cell(dash, 0, r, "Chart", text_color=color.gray, text_size=size.tiny)
qual_c = quality == "CLEAN" ? color.lime : (quality == "GOOD" ? color.green : (quality == "OK" ? color.yellow : color.red))
table.cell(dash, 1, r, quality, text_color=qual_c, text_size=size.tiny)
r += 1
table.cell(dash, 0, r, "OK Trade?", text_color=color.gray, text_size=size.tiny)
table.cell(dash, 1, r, ok_trade ? "YES" : "NO", text_color=ok_trade ? color.lime : color.red, text_size=size.tiny)
// Position Status
r += 1
pos_txt = in_long ? "IN LONG" : (in_short ? "IN SHORT" : "NO POSITION")
pos_c = in_long ? color.lime : (in_short ? color.red : color.gray)
table.cell(dash, 0, r, "POSITION", text_color=color.white, bgcolor=color.new(color.blue, 50), text_size=size.small)
table.cell(dash, 1, r, pos_txt, text_color=pos_c, bgcolor=color.new(color.blue, 50), text_size=size.small)
// Show trailing stops if in position
if in_long and not na(trailing_sl_long)
r += 1
table.cell(dash, 0, r, "Trail SL", text_color=color.gray, text_size=size.tiny)
table.cell(dash, 1, r, str.tostring(trailing_sl_long, "#.##"), text_color=color.red, text_size=size.tiny)
r += 1
table.cell(dash, 0, r, "Trail TP", text_color=color.gray, text_size=size.tiny)
table.cell(dash, 1, r, str.tostring(trailing_tp_long, "#.##"), text_color=color.lime, text_size=size.tiny)
r += 1
table.cell(dash, 0, r, "Profit", text_color=color.gray, text_size=size.tiny)
pnl = close - buy_entry
pnl_c = pnl > 0 ? color.lime : color.red
table.cell(dash, 1, r, str.tostring(pnl, "#.#") + "p", text_color=pnl_c, text_size=size.tiny)
if in_short and not na(trailing_sl_short)
r += 1
table.cell(dash, 0, r, "Trail SL", text_color=color.gray, text_size=size.tiny)
table.cell(dash, 1, r, str.tostring(trailing_sl_short, "#.##"), text_color=color.red, text_size=size.tiny)
r += 1
table.cell(dash, 0, r, "Trail TP", text_color=color.gray, text_size=size.tiny)
table.cell(dash, 1, r, str.tostring(trailing_tp_short, "#.##"), text_color=color.lime, text_size=size.tiny)
r += 1
table.cell(dash, 0, r, "Profit", text_color=color.gray, text_size=size.tiny)
pnl = sell_entry - close
pnl_c = pnl > 0 ? color.lime : color.red
table.cell(dash, 1, r, str.tostring(pnl, "#.#") + "p", text_color=pnl_c, text_size=size.tiny)
// Signal
r += 1
table.cell(dash, 0, r, "SIGNAL", text_color=color.white, bgcolor=color.new(color.green, 50), text_size=size.small)
sig_txt = buy_final ? "BUY NOW" : (sell_final ? "SELL NOW" : "WAIT")
sig_c = buy_final ? color.lime : (sell_final ? color.red : color.gray)
table.cell(dash, 1, r, sig_txt, text_color=sig_c, bgcolor=color.new(color.green, 50), text_size=size.small)
// IMMEDIATE Trade Levels - Show as soon as ORB is ready
if orb_ready and not na(long_entry) and not na(short_entry)
r += 1
table.cell(dash, 0, r, "LONG LEVELS", text_color=color.lime, bgcolor=color.new(color.green, 70), text_size=size.tiny)
table.cell(dash, 1, r, "", text_color=color.white)
r += 1
table.cell(dash, 0, r, "Entry", text_color=color.gray, text_size=size.tiny)
table.cell(dash, 1, r, str.tostring(long_entry, "#.##"), text_color=color.white, text_size=size.tiny)
r += 1
table.cell(dash, 0, r, "SL", text_color=color.gray, text_size=size.tiny)
table.cell(dash, 1, r, str.tostring(long_sl, "#.##"), text_color=color.red, text_size=size.tiny)
r += 1
table.cell(dash, 0, r, "TP", text_color=color.gray, text_size=size.tiny)
table.cell(dash, 1, r, str.tostring(long_tp, "#.##"), text_color=color.lime, text_size=size.tiny)
r += 1
table.cell(dash, 0, r, "SHORT LEVELS", text_color=color.red, bgcolor=color.new(color.red, 70), text_size=size.tiny)
table.cell(dash, 1, r, "", text_color=color.white)
r += 1
table.cell(dash, 0, r, "Entry", text_color=color.gray, text_size=size.tiny)
table.cell(dash, 1, r, str.tostring(short_entry, "#.##"), text_color=color.white, text_size=size.tiny)
r += 1
table.cell(dash, 0, r, "SL", text_color=color.gray, text_size=size.tiny)
table.cell(dash, 1, r, str.tostring(short_sl, "#.##"), text_color=color.red, text_size=size.tiny)
r += 1
table.cell(dash, 0, r, "TP", text_color=color.gray, text_size=size.tiny)
table.cell(dash, 1, r, str.tostring(short_tp, "#.##"), text_color=color.lime, text_size=size.tiny)
// ════════════════════════ ALERTS ════════════════════════
alertcondition(buy_final, "BUY Signal", "DAX ORB BUY")
alertcondition(sell_final, "SELL Signal", "DAX ORB SELL")
alertcondition(orb_ready and not orb_ready , "ORB Ready", "DAX ORB READY")
alertcondition(is_building and not is_building , "ORB Building", "DAX ORB BUILDING")
alertcondition(ok_trade and not ok_trade , "Ready to Trade", "DAX OK")
Serenity Model VIPI — by yuu_iuHere’s a concise, practical English guide for Serenity Model VIPI (Author: yuu_iu). It covers what it is, how to set it up for daily trading, how to tune it, and how we guarantee non-repainting.
Serenity Model VIPI — User Guide (Daily Close, Non‑Repainting)
Credits
- Author: yuu_iu
- Producer: yuu_iu
- Platform: TradingView (Pine Script v5)
1) What it is
Serenity Model VIPI is a multi‑module, context‑aware trading model that fuses signals from:
- Entry modules: VCP, Flow, Momentum, Mean Reversion, Breakout
- Exit/risk modules: Contrarian, Breakout Sell, Volume Delta Sell, Peak Detector, Overbought Exit, Profit‑Take
- Context/memory: Learns per Ticker/Sector/Market Regime and adjusts weights/aggression
- Learning engine: Runs short “fake trades” to learn safely before scaling real trades
It produces a weighted, context‑adjusted score and a final decision: BUY, SELL, TAKE_PROFIT, or WAIT.
2) How it works (high level)
- Each module computes a score per bar.
- A fusion layer combines module scores using accuracy and base weights, then adjusts by:
- Market regime (Bull/Bear/Sideways) and optional higher‑timeframe (HTF) bias
- Risk control neuron
- Context memory (ticker/sector/regime)
- Optional LLM mode can override marginal cases if context supports it.
- Final decision is taken at bar close only (no intrabar repaint).
3) Non‑repainting guarantee (Daily)
- Close‑only execution: All key actions use barstate.isconfirmed, so signals/entries/exits only finalize after the daily candle closes.
- No lookahead on HTF data: request.security() reads prior‑bar values (series ) for HTF close/EMA/RSI.
- Alerts at bar close: Alerts are fired once per bar close to prevent mid‑bar changes.
What this means: Once the daily bar closes, the decision and alert won’t be repainted.
4) Setup (TradingView)
- Paste the Pine v5 code into Pine Editor, click Add to chart.
- Timeframe: 1D (Daily).
- Optional: enable a date window for training/backtest
- Enable Custom Date Filter: ON
- Set Start Date / End Date
- Create alert (non‑repainting)
- Condition: AI TRADE Signal
- Options: Once Per Bar Close
- Webhook (optional): Paste your URL into “System Webhook URL (for AI events)”
- Watch the UI
- On‑chart markers: AI BUY / AI SELL / AI TAKE PROFIT
- Right‑side table: Trades, Win Rate, Avg Profit, module accuracies, memory source, HTF trend, etc.
- “AI Thoughts” label: brief reasoning and debug lines.
5) Daily trading workflow
- The model evaluates at daily close and may:
- Enter long (BUY) when buy votes + total score exceed thresholds, after context/risk checks
- Exit via trailing stop, hard stop, TAKE_PROFIT, or SELL decision
- Learning mode:
- Triggers short “fake trades” every N bars (default 3) and measures outcome after 5 bars
- Improves module accuracies and adjusts aggression once stable (min fake win% threshold)
- Memory application:
- When you change tickers, the model tries to apply Ticker or Sector memory for the current market regime to pre‑bias module weights/aggression.
6) Tuning (what to adjust and why)
Core controls
- Base Aggression Level (default 1.0): Higher = more trades and stronger decisions; start conservative on Daily (1.0–1.2).
- Learning Speed Multiplier (default 3): Faster adaptation after fake/real trades; too high can overreact.
- Min Fake Win Rate to Exit Learning (%) (default 10–20%): Raises the bar before trusting more real trades.
- Fake Trade Every N Bars (default 3): Frequency of learning attempts.
- Learning Threshold Win Rate (default 0.4): Governs when the learner should keep learning.
- Hard Stop Loss (%) (default 5–8%): Global emergency stop.
Multi‑Timeframe (MTF)
- Enable Multi‑Timeframe Confirmation: ON (recommended for Daily)
- HTF Trend Source: HOSE:VNINDEX for VN equities (or CURRENT_SYMBOL if you prefer)
- HTF Timeframe: D or 240 (for a strong bias)
- MTF Weight Adjustment: 0.2–0.4 (0.3 default is balanced)
Module toggles and base weights
- In strong uptrends: increase VCP, Momentum, Breakout (0.2–0.3 typical)
- In sideways low‑vol regimes: raise MeanRev (0.2–0.3)
- For exits/defense: Contrarian, Peak, Overbought Exit, Profit‑Take (0.1–0.2 each)
- Keep Flow on as a volume‑quality filter (≈0.2)
Memory and control
- Enable Shared Memory Across Tickers: ON to share learning
- Enable Sector‑Based Knowledge Transfer: ON to inherit sector tendencies
- Manual Reset Learning: Use sparingly to reset module accuracies if regime changes drastically
Risk management
- Hard Stop Loss (%): 5–8% typical on Daily
- Trailing Stop: ATR‑ and volatility‑adaptive; tightens faster in Bear/High‑Vol regimes
- Max hold bars: Shorter in Bear or Sideways High‑Vol to cut risk
Alerts and webhook
- Use AI TRADE Signal with Once Per Bar Close
- Webhook payload is JSON, including event type, symbol, time, win rates, equity, aggression, etc.
7) Recommended Daily preset (VN equities)
- MTF: Enable, Source: HOSE:VNINDEX, TF: D, Weight Adj: 0.3
- Aggression: 1.1
- Learning Speed: 3
- Min Fake Win Rate to Exit Learning: 15%
- Hard SL: 6%
- Base Weights:
- VCP 0.25, Momentum 0.25, Breakout 0.15, Flow 0.20
- MeanRev 0.20 (raise in sideways)
- Contrarian/Peak/Overbought/Profit‑Take: 0.10–0.20
- Leave other defaults as is, then fine‑tune by symbol/sector.
8) Reading the UI
- Table highlights: Real Trades, Win Rate, Avg Profit, Fake Actions/Win%, VCP Acc, Aggression, Equity, Score, Status (LEARNING/TRADING/REFLECTION), Last Real, Consec Loss, Best/Worst Trade, Pattern Score, Memory Source, Current Sector, AI Health, HTF Trend, Scheduler, Memory Loaded, Fake Active.
- Shapes: AI BUY (below bar), AI SELL/TAKE PROFIT (above bar)
- “AI Thoughts”: module contributions, context notes, debug lines
9) Troubleshooting
- No trades?
- Ensure timeframe is 1D and the date filter covers the chart range
- Check Scheduler Cooldown (3 bars default) and that barstate.isconfirmed (only at close)
- If MTF is ON and HTF is bearish, buy bias is reduced; relax MTF Weight Adjustment or module weights
- Too many/too few trades?
- Lower/raise Base Aggression Level
- Adjust base weights on key modules (raise entry modules to be more active; raise exit/defense modules to be more selective)
- Learning doesn’t end?
- Increase Min Fake Win Rate to Exit Learning only after it’s consistently stable; otherwise lower it or reduce Fake Trade Every N Bars
10) Important notes
- The strategy is non‑repainting at bar close by design (confirmed bars + HTF series + close‑only alerts).
- Backtest fills may differ from live fills due to slippage and broker rules; this is normal for all TradingView strategies.
- Always validate settings across multiple symbols and regimes before going live.
If you want, I can bundle this guide into a README section in your Pine code and add a small on‑chart signature (Author/Producer: yuu_iu) in the top‑right corner.
Power RSI Segment Runner [CHE] Power RSI Segment Runner — Tracks RSI momentum across higher timeframe segments to detect directional switches for trend confirmation.
Summary
This indicator calculates a running Relative Strength Index adapted to segments defined by changes in a higher timeframe, such as daily closes, providing a smoothed view of momentum within each period. It distinguishes between completed segments, which fix the final RSI value, and ongoing ones, which update in real time with an exponential moving average filter. Directional switches between bullish and bearish momentum trigger visual alerts, including overlay lines and emojis, while a compact table displays current trend strength as a progress bar. This segmented approach reduces noise from intra-period fluctuations, offering clearer signals for trend persistence compared to standard RSI on lower timeframes.
Motivation: Why this design?
Standard RSI often generates erratic signals in choppy markets due to constant recalculation over fixed lookback periods, leading to false reversals that mislead traders during range-bound or volatile phases. By resetting the RSI accumulation at higher timeframe boundaries, this indicator aligns momentum assessment with broader market cycles, capturing sustained directional bias more reliably. It addresses the gap between short-term noise and long-term trends, helping users filter entries without over-relying on absolute overbought or oversold thresholds.
What’s different vs. standard approaches?
- Baseline Reference: Diverges from the classic Wilder RSI, which uses a fixed-length exponential moving average of gains and losses across all bars.
- Architecture Differences:
- Segments momentum resets at higher timeframe changes, isolating calculations per period instead of continuous history.
- Employs persistent sums for ups and downs within segments, with on-the-fly RSI derivation and EMA smoothing.
- Integrates switch detection logic that clears prior visuals on reversal, preventing clutter from outdated alerts.
- Adds overlay projections like horizontal price lines and dynamic percent change trackers for immediate trade context.
- Practical Effect: Charts show discrete RSI endpoints for past segments alongside a curved running trace, making momentum evolution visually intuitive. Switches appear as clean, extendable overlays, reducing alert fatigue and highlighting only confirmed directional shifts, which aids in avoiding whipsaws during minor pullbacks.
How it works (technical)
The indicator begins by detecting changes in the specified higher timeframe, such as a new daily bar, to define segment boundaries. At each boundary, it finalizes the prior segment's RSI by summing positive and negative price changes over that period and derives the value from the ratio of those sums, then applies an exponential moving average for smoothing. Within the active segment, it accumulates ongoing ups and downs from price changes relative to the source, recalculating the running RSI similarly and smoothing it with the same EMA length.
Points for the running RSI are collected into an array starting from the segment's onset, forming a curved polyline once sufficient bars accumulate. Comparisons between the running RSI and the last completed segment's value determine the current direction as long, short, or neutral, with switches triggering deletions of old visuals and creation of new ones: a label at the RSI pane, a vertical dashed line across the RSI range, an emoji positioned via ATR offset on the price chart, a solid horizontal line at the switch price, a dashed line tracking current close, and a midpoint label for percent change from the switch.
Initialization occurs on the first bar by resetting accumulators, and visualization gates behind a minimum bar count since the segment start to avoid early instability. The trend strength table builds vertically with filled cells proportional to the rounded RSI value, colored by direction. All drawing objects update or extend on subsequent bars to reflect live progress.
Parameter Guide
EMA Length — Controls the smoothing applied to the running RSI; higher values increase lag but reduce noise. Default: 10. Trade-offs: Shorter settings heighten sensitivity for fast markets but risk more false switches; longer ones suit trending conditions for stability.
Source — Selects the price data for change calculations, typically close for standard momentum. Default: close. Trade-offs: Open or high/low may emphasize gaps, altering segment intensity.
Segment Timeframe — Defines the higher timeframe for segment resets, like daily for intraday charts. Default: D. Trade-offs: Shorter frames create more frequent but shorter segments; longer ones align with major cycles but delay resets.
Overbought Level — Sets the upper threshold for potential overbought conditions (currently unused in visuals). Default: 70. Trade-offs: Adjust for asset volatility; higher values delay bearish warnings.
Oversold Level — Sets the lower threshold for potential oversold conditions (currently unused in visuals). Default: 30. Trade-offs: Lower values permit deeper dips before signaling bullish potential.
Show Completed Label — Toggles labels at segment ends displaying final RSI. Default: true. Trade-offs: Enables historical review but can crowd charts on dense timeframes.
Plot Running Segment — Enables the curved polyline for live RSI trace. Default: true. Trade-offs: Visualizes intra-segment flow; disable for cleaner panes.
Running RSI as Label — Displays current running RSI as a forward-projected label on the last bar. Default: false. Trade-offs: Useful for quick reads; may overlap in tight scales.
Show Switch Label — Activates RSI pane labels on directional switches. Default: true. Trade-offs: Provides context; omit to minimize pane clutter.
Show Switch Line (RSI) — Draws vertical dashed lines across the RSI range at switches. Default: true. Trade-offs: Marks reversal bars clearly; extends both ways for reference.
Show Solid Overlay Line — Projects a horizontal line from switch price forward. Default: true. Trade-offs: Acts as dynamic support/resistance; wider lines enhance visibility.
Show Dashed Overlay Line — Tracks a dashed line from switch to current close. Default: true. Trade-offs: Shows price deviation; thinner for subtlety.
Show Percent Change Label — Midpoint label tracking percent move from switch. Default: true. Trade-offs: Quantifies progress; centers dynamically.
Show Trend Strength Table — Displays right-side table with direction header and RSI bar. Default: true. Trade-offs: Instant strength gauge; fixed position avoids overlap.
Activate Visualization After N Bars — Delays signals until this many bars into a segment. Default: 3. Trade-offs: Filters immature readings; higher values miss early momentum.
Segment End Label — Color for completed RSI labels. Default: 7E57C2. Trade-offs: Purple tones for finality.
Running RSI — Color for polyline and running elements. Default: yellow. Trade-offs: Bright for live tracking.
Long — Color for bullish switch visuals. Default: green. Trade-offs: Standard for uptrends.
Short — Color for bearish switch visuals. Default: red. Trade-offs: Standard for downtrends.
Solid Line Width — Thickness of horizontal overlay line. Default: 2. Trade-offs: Bolder for emphasis on key levels.
Dashed Line Width — Thickness of tracking and vertical lines. Default: 1. Trade-offs: Finer to avoid dominance.
Reading & Interpretation
Completed segment RSIs appear as static points or labels in purple, indicating the fixed momentum at period close—values drifting toward the upper half suggest building strength, while lower half implies weakness. The yellow curved polyline traces the live smoothed RSI within the current segment, rising for accumulating gains and falling for losses. Directional labels and lines in green or red flag switches: green for running momentum exceeding the prior segment's, signaling potential uptrend continuation; red for the opposite.
The right table's header colors green for long, red for short, or gray for neutral/wait, with filled purple bars scaling from bottom (low RSI) to top (high), topped by the numeric value. Overlay elements project from switch bars: the solid green/red line as a price anchor, dashed tracker showing pullback extent, and percent label quantifying deviation—positive for alignment with direction, negative for counter-moves. Emojis (up arrow for long, down for short) float above/below price via ATR spacing for quick chart scans.
Practical Workflows & Combinations
- Trend Following: Enter long on green switch confirmation after a higher high in structure; filter with table strength above midpoint for conviction. Pair with volume surge for added weight.
- Exits/Stops: Trail stops to the solid overlay line on pullbacks; exit if percent change reverses beyond 2 percent against direction. Use wait bars to confirm without chasing.
- Multi-Asset/Multi-TF: Defaults suit forex/stocks on 1H-4H with daily segments; for crypto, shorten EMA to 5 for volatility. Scale segment TF to weekly for daily charts across indices.
- Combinations: Overlay on EMA clouds for confluence—switch aligning with cloud break strengthens signal. Add volatility filters like ATR bands to debounce in low-volume regimes.
Behavior, Constraints & Performance
Signals confirm on bar close within segments, with running polyline updating live but gated by minimum bars to prevent flicker. Higher timeframe changes may introduce minor repaints on timeframe switches, mitigated by relying on confirmed HTF closes rather than intrabar peeks. Resource limits cap at 500 labels/lines and 50 polylines, pruning old objects on switches to stay efficient; no explicit loops, but array growth ties to segment length—suitable for up to 500-bar histories without lag.
Known limits include delayed visualization in short segments and insensitivity to overbought/oversold levels, as thresholds are inputted but not actively visualized. Gaps in source data reset accumulators prematurely, potentially skewing early RSI.
Sensible Defaults & Quick Tuning
Start with EMA length 10, daily segments, and 3-bar wait for balanced responsiveness on hourly charts. For excessive switches in ranging markets, increase wait bars to 5 or EMA to 14 to dampen noise. If signals lag in trends, drop EMA to 5 and use 1H segments. For stable assets like indices, widen to weekly segments; tune colors for dark/light themes without altering logic.
What this indicator is—and isn’t
This tool serves as a momentum visualization and switch detector layered over price action, aiding trend identification and confirmation in segmented contexts. It is not a standalone trading system, predictive model, or risk calculator—always integrate with broader analysis, position sizing, and stop-loss discipline. View it as an enhancement for discretionary setups, not automated alerts without validation.
Disclaimer
The content provided, including all code and materials, is strictly for educational and informational purposes only. It is not intended as, and should not be interpreted as, financial advice, a recommendation to buy or sell any financial instrument, or an offer of any financial product or service. All strategies, tools, and examples discussed are provided for illustrative purposes to demonstrate coding techniques and the functionality of Pine Script within a trading context.
Any results from strategies or tools provided are hypothetical, and past performance is not indicative of future results. Trading and investing involve high risk, including the potential loss of principal, and may not be suitable for all individuals. Before making any trading decisions, please consult with a qualified financial professional to understand the risks involved.
By using this script, you acknowledge and agree that any trading decisions are made solely at your discretion and risk.
Do not use this indicator on Heikin-Ashi, Renko, Kagi, Point-and-Figure, or Range charts, as these chart types can produce unrealistic results for signal markers and alerts.
Best regards and happy trading
Chervolino
Curved Radius Supertrend [BOSWaves]Curved Radius Supertrend — Adaptive Parabolic Trend Framework with Dynamic Acceleration Geometry
Overview
The Curved Radius Supertrend introduces an evolution of the classic Supertrend indicator - engineered with a dynamic curvature engine that replaces rigid ATR bands with parabolic, radius-based motion. Traditional Supertrend systems rely on static band displacement, reacting linearly to volatility and often lagging behind emerging price acceleration. The Curved Radius Supertend model redefines this by integrating controlled acceleration and curvature geometry, allowing the trend bands to adapt fluidly to both velocity and duration of price movement.
The result is a smoother, more organic trend flow that visually captures the momentum curve of price action - not just its direction. Instead of sharp pivots or whipsaws, traders experience a structurally curved trajectory that mirrors real market inertia. This makes it particularly effective for identifying sustained directional phases, detecting early trend rotations, and filtering out noise that plagues standard Supertrend methodologies.
Unlike conventional band-following systems, the Curved Radius framework is time-reactive and velocity-aware, providing a nuanced signal structure that blends geometric precision with volatility sensitivity.
Theoretical Foundation
The Curved Radius Supertrend draws from the intersection of mathematical curvature dynamics and adaptive volatility processing. Standard Supertrend algorithms extend from Average True Range (ATR) envelopes - a linear measure of volatility that moves proportionally with price deviation. However, markets do not expand or contract linearly. Trend velocity typically accelerates and decelerates in nonlinear arcs, forming natural parabolas across price phases.
By embedding a radius-based acceleration function, the indicator models this natural behavior. The core variable, radiusStrength, controls how aggressively curvature accelerates over time. Instead of simply following price distance, the band now evolves according to temporal acceleration - each bar contributes incremental velocity, bending the trend line into a radius-like curve.
This structural design allows the indicator to anticipate rather than just respond to price action, capturing momentum transitions as curved accelerations rather than binary flips. In practice, this eliminates the stutter effect typical of standard Supertrends and replaces it with fluid directional motion that better reflects actual trend geometry.
How It Works
The Curved Radius Supertrend is constructed through a multi-stage process designed to balance price responsiveness with geometric stability:
1. Baseline Supertrend Core
The framework begins with a standard ATR-derived upper and lower band calculation. These define the volatility envelope that constrains potential price zones. Directional bias is determined through crossover logic - prices above the lower band confirm an uptrend, while prices below the upper band confirm a downtrend.
2. Curvature Acceleration Engine
Once a trend direction is established, a curvature engine is activated. This system uses radiusStrength as a coefficient to simulate acceleration per bar, incrementally increasing velocity over time. The result is a parabolic displacement from the anchor price (the price level at trend change), creating a curved motion path that dynamically widens or tightens as the trend matures.
Mathematically, this acceleration behaves quadratically - each new bar compounds the previous velocity, forming an exponential rate of displacement that resembles curved inertia.
3. Adaptive Smoothing Layer
After the radius curve is applied, a smoothing stage (defined by the smoothness parameter) uses a simple moving average to regulate curve noise. This ensures visual coherence without sacrificing responsiveness, producing flowing arcs rather than jagged band steps.
4. Directional Visualization and Outer Envelope
Directional state (bullish or bearish) dictates both the color gradient and band displacement. An outer envelope is plotted one ATR beyond the curved band, creating a layered trend visualization that shows the extent of volatility expansion.
5. Signal Events and Alerts
Each directional transition triggers a 'BUY' or 'SELL' signal, clearly labeling phase shifts in market structure. Alerts are built in for automation and backtesting.
Interpretation
The Curved Radius Supertrend reframes how traders visualize and confirm trends. Instead of simply plotting a trailing stop, it maps the dynamic curvature of trend development.
Uptrend Phases : The band curves upward with increasing acceleration, reflecting the market’s growing directional velocity. As curvature steepens, conviction strengthens.
Downtrend Phases : The band bends downward in a mirrored acceleration pattern, indicating sustained bearish momentum.
Trend Change Points : When the direction flips and a new anchor point forms, the curve resets - providing a clean, early visual confirmation of structural reversal.
Smoothing and Radius Interplay : A lower radius strength produces a tighter, more reactive curve ideal for scalping or short timeframes. Higher values generate broad, sweeping arcs optimized for swing or positional analysis.
Visually, this curvature system translates market inertia into shape - revealing how trends bend, accelerate, and ultimately exhaust.
Strategy Integration
The Curved Radius Supertrend is versatile enough to integrate seamlessly into multiple trading frameworks:
Trend Following : Use BUY/SELL flips to identify emerging directional bias. Strong curvature continuation confirms sustained momentum.
Momentum Entry Filtering : Combine with oscillators or volume tools to filter entries only when the curve slope accelerates (high momentum conditions).
Pullback and Re-entry Timing : The smooth curvature of the radius band allows traders to identify shallow retracements without premature exits. The band acts as a dynamic, self-adjusting support/resistance arc.
Volatility Compression and Expansion : Flattening curvature indicates volatility compression - a potential pre-breakout zone. Rapid re-steepening signals expansion and directional conviction.
Stop Placement Framework : The curved band can serve as a volatility-adjusted trailing stop. Because the curve reflects acceleration, it adapts naturally to market rhythm - widening during momentum surges and tightening during stagnation.
Technical Implementation Details
Curved Radius Engine : Parabolic acceleration algorithm that applies quadratic velocity based on bar count and radiusStrength.
Anchor Logic : Resets curvature at each trend change, establishing a new reference base for directional acceleration.
Smoothing Layer : SMA-based curve smoothing for noise reduction.
Outer Envelope : ATR-derived band offset visualizing volatility extension.
Directional Coloring : Candle and band coloration tied to current trend state.
Signal Engine : Built-in BUY/SELL markers and alert conditions for automation or script integration.
Optimal Application Parameters
Timeframe Guidance :
1-5 min (Scalping) : 0.08–0.12 radius strength, minimal smoothing for rapid responsiveness.
15 min : 0.12–0.15 radius strength for intraday trends.
1H : 0.15–0.18 radius strength for structured short-term swing setups.
4H : 0.18–0.22 radius strength for macro-trend shaping.
Daily : 0.20–0.25 radius strength for broad directional curves.
Weekly : 0.25–0.30 radius strength for smooth macro-level cycles.
The suggested radius strength ranges provide general structural guidance. Optimal values may vary across assets and volatility regimes, and should be refined through empirical testing to account for instrument-specific behavior and prevailing market conditions.
Asset Guidance :
Cryptocurrency : Higher radius and multiplier values to stabilize high-volatility environments.
Forex : Midrange settings (0.12-0.18) for clean curvature transitions.
Equities : Balanced curvature for trending sectors or momentum rotation setups.
Indices/Futures : Moderate radius values (0.15-0.22) to capture cyclical macro swings.
Performance Characteristics
High Effectiveness :
Trending environments with directional expansion.
Markets exhibiting clean momentum arcs and low structural noise.
Reduced Effectiveness :
Range-bound or low-volatility conditions with repeated false flips.
Ultra-short-term timeframes (<1m) where curvature acceleration overshoots.
Integration Guidelines
Confluence Framework : Combine with structure tools (order blocks, BOS, liquidity zones) for entry validation.
Risk Management : Trail stops along the curved band rather than fixed points to align with adaptive market geometry.
Multi-Timeframe Confirmation : Use higher timeframe curvature as a trend filter and lower timeframe curvature for execution timing.
Curve Compression Awareness : Treat flattening arcs as potential exhaustion zones - ideal for scaling out or reducing exposure.
Disclaimer
The Curved Radius Supertrend is a geometric trend model designed for professional traders and analysts. It is not a predictive system or a guaranteed profit method. Its performance depends on correct parameter calibration and sound risk management. BOSWaves recommends using it as part of a comprehensive analytical framework, incorporating volume, liquidity, and structural context to validate directional signals.
