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GridMap PRO by TradeAkademiGridMap PRO – Structural Price Mapping Framework GridMap PRO is a price-mapping framework designed to visualize repeatable price reaction zones, based on the observation that price tends to evolve within specific percentage-based bands over time. Despite its name, GridMap PRO is not a traditional grid trading indicator; it does not generate signals, predict direction, or provide automated trade execution. Its purpose is to segment price into logical and structurally consistent zones, offering a map that supports the decision-making process rather than replacing it. This framework is not built on randomly drawn support and resistance levels, but on long-term observations, reverse-engineering studies, and the analysis of recurring price behavior across different market conditions. Core Concept: Percentage-Based Scaling and Structural Bands At the core of GridMap PRO lies a percentage-based scaling model centered around a 33% expansion ratio. This ratio was not selected as a theoretical or mathematical constant. Instead, it emerged empirically through extensive analysis across multiple asset classes (including cryptocurrencies and traditional market instruments), by examining the percentage moves from significant price lows to areas where major price reactions frequently occurred. Long-term observations have highlighted the following patterns: In many upward price movements originating from a low, the first major price reaction often occurs within the 30–35% range The midpoint of this range, 33%, has shown a recurring tendency to produce meaningful price reactions Similar behavior can be observed not only when projecting from local lows, but also when applying the same ratio from the asset’s historical low These findings suggest that the 33% ratio may reflect an aspect of price’s intrinsic scaling behavior, rather than representing a singular or “special” level. Why the Historical Low (All-Time / Structural Low)? GridMap PRO does not rely on dynamic or constantly shifting reference points when performing its calculations. Instead, it uses the historical lowest price as the most objective and indisputable anchor point available. This design choice is intentional: Dynamic lows: introduce visual noise require frequent redrawing of levels reduce long-term structural consistency The historical low: is singular and fixed does not repaint preserves long-term perspective By anchoring calculations to this structural low, GridMap PRO prioritizes stability and consistency over attempting to identify the “perfect” level at every moment. The goal is not precision through constant adjustment, but a coherent and durable price map. Calculation Logic The historical lowest price is used as the reference point From this level, price levels are projected upward using a 33% multiplicative expansion The resulting levels form long-term structural reference zones Calculations are logarithmic, preserving the proportional nature of price scaling Unlike traditional horizontal support and resistance tools, this approach allows price to expand while maintaining consistent relative distances as it grows. Map Resolution: Long Term & Short Term GridMap PRO offers two map resolution options, both derived from the same underlying structure and calculations. Long Term Displays only the primary 33% levels Produces wider, more spaced structural bands Suitable for macro structure analysis, swing trading, and position trading Provides a clean and simplified view in high-volatility environments Short Term Retains the same primary levels Adds logarithmic sub-levels between them Produces denser and more precise reaction zones Suitable for intraday analysis, short-term trade planning, and micro-structure evaluation The underlying calculations remain unchanged; only the visual resolution and level density differ. Visual Context & Supporting Tools GridMap PRO also provides several optional visual tools that are not included in the core level calculations and are intended purely for visual support. These elements are designed to help interpret the price map more clearly and to provide additional contextual awareness. The available visual components may include: Moving Averages (EMA) Used to provide contextual insight into the general price direction. They do not generate any entry or exit signals. RSI Overbought / Oversold Zones Displayed solely as background shading based on RSI values from the current timeframe and, optionally, from higher timeframes (e.g., 4H). RSI Divergence Zones Visual markers used to highlight potential momentum discrepancies, incorporating filters to limit repetitive signals. None of these visual elements affect GridMap PRO’s level calculations, nor are they designed to serve as standalone trading signals. All visual settings are optional and can be enabled or disabled by the user. What GridMap PRO Does – and Does Not Do What It Does Segments price into meaningful structural zones Visualizes areas where price reactions are statistically more likely to occur Provides reference regions for limit orders, grid-based approaches, or DCA planning Helps identify whether price is trading within an active zone or moving through low-interaction space What It Does Not Do Generate long or short trade signals Predict future price direction Provide standalone buy or sell decisions Offer any form of performance or outcome guarantee GridMap PRO is not a signal generator, but a decision-support map. Relationship to DCA and Grid Approaches GridMap PRO is not a grid or DCA strategy by itself. However, when price fails to react at a given level, the next calculated percentage band naturally becomes a potential area of interest, offering a logical framework for DCA or layered position management. In this context, GridMap PRO is particularly suitable for traders who favor process-driven and structured position management, rather than relying on single-point entries. Final Note Although the levels displayed by GridMap PRO have historically produced meaningful price reactions across many markets, no level can guarantee future price behavior. Market conditions, volatility, liquidity, and news flow should always be taken into account. This tool is not designed to suggest that “price will definitely reverse here,” but rather that “price may pause, struggle, or change direction in this area.” Because each market exhibits its own unique dynamics, the relevance of individual levels may vary by asset. Users are encouraged to validate all levels through their own historical observation and analysis.
אינדיקטור Pine Script®
מאת ‎trade_akademi‎
[TehThomas] - Order Blocks█ OVERVIEW This Order Blocks indicator identifies institutional-level support and resistance zones using fractal pattern recognition combined with Fair Value Gap (FVG) filtering. Order blocks represent areas where large institutional orders have been placed, creating significant price reactions when retested. This indicator uses a 5-bar fractal pattern to detect market structure breaks and highlights the last bearish or bullish candle before a strong impulse move. █ KEY FEATURES - Fractal-Based Detection: Uses 5-candle fractal patterns to identify key market structure highs and lows - FVG Filtering: Optional Fair Value Gap confirmation ensures order blocks are followed by true market imbalances - Automatic Mitigation: Order blocks are automatically removed when price breaks through them - Overlap Prevention: Prevents cluttered charts by avoiding overlapping order block zones - Customizable Display: Full control over colors, labels, line heights (body/wick), and maximum blocks shown - Dual Polarity: Detects both bullish (OB+) and bearish (OB-) order blocks independently █ HOW IT WORKS The indicator scans price action for fractal patterns where the middle candle forms a local extreme (highest high or lowest low among 5 bars). When price breaks above a fractal high or below a fractal low, the script identifies the last opposing candle in the impulse move as the order block. For bearish order blocks, it finds the highest bullish candle before a fractal low is broken, marking institutional selling pressure. For bullish order blocks, it locates the lowest bearish candle before a fractal high is breached, indicating institutional buying. When FVG filtering is enabled, the indicator confirms that a Fair Value Gap (a 3-candle imbalance where price leaves an unfilled gap) occurred within the specified distance from the order block. This combination increases the probability that institutional traders are present in these zones. █ SETTINGS Bullish Order Block Settings - Show/hide bullish order blocks - Customize fill color and border color - Toggle OB+ label display Bearish Order Block Settings - Show/hide bearish order blocks - Customize fill color and border color - Toggle OB- label display Label Settings - Label size: Tiny, Small, Normal, or Large - Label text color customization General Settings - Bars Back to Check (10-200): Lookback period for order block detection - Filter by FVG: Requires Fair Value Gap confirmation - Max Bars Between OB and FVG (1-6): Distance tolerance for FVG filtering - Line Height: Choose between Body or Wick for order block boundaries - Prevent Overlapping OBs: Avoids drawing overlapping zones - Max Order Blocks to Display (1-50): Limits active blocks on chart - Length of Boxes (10-100): Horizontal projection length █ HOW TO USE 1. Add the indicator to your TradingView chart 2. Configure settings based on your trading timeframe and style 3. Watch for OB+ labels (bullish order blocks) as potential support zones where price may bounce 4. Watch for OB- labels (bearish order blocks) as potential resistance zones where price may reverse 5. Wait for price retracement to the order block zone before taking entries 6. Use confirmation signals like volume spikes or reversal patterns at the order block 7. Place stop loss just outside the order block boundary to manage risk 8. Monitor mitigation: Order blocks disappear when price breaks through them completely █ TRADING STRATEGY EXAMPLES Bullish Order Block Strategy Wait for a market structure shift from bearish to bullish. When price creates a bullish impulse breaking a fractal high, identify the OB+ zone. Enter long positions when price retraces to test the bullish order block, placing stop loss 10-20 pips below the zone's low. Target previous highs or resistance levels. Bearish Order Block Strategy Monitor for market structure shift from bullish to bearish. After price creates a bearish impulse breaking a fractal low, locate the OB- zone. Enter short positions when price retraces to test the bearish order block, placing stop loss 10-20 pips above the zone's high. Target previous lows or support levels. FVG-Confirmed Entries Enable FVG filtering to only display order blocks validated by Fair Value Gaps. These aligned setups increase probability as they combine institutional order placement with market inefficiencies. Trade retracements to these high-confluence zones for better risk-reward ratios. █ IDEAL FOR - ICT Traders: Follows Inner Circle Trader methodology for institutional order flow - Smart Money Concepts: Tracks where large players place orders - Swing Traders: Identifies key support/resistance for multi-day holds - Price Action Traders: Pure chart-based approach without lagging indicators - Breakout Traders: Confirms structure breaks with fractal patterns - Forex, Crypto, and Stock Markets: Works on all liquid markets and timeframes █ TECHNICAL SPECIFICATIONS - Max Boxes: 500 - Max Labels: 500 - Detection Method: 5-bar fractal pattern recognition - Mitigation Logic: Automatic removal when price breaks order block boundaries - Time Projection: Uses time offset calculations for box extension - Array Management: Dynamic array cleanup to prevent memory issues █ NOTES & DISCLAIMERS - Order blocks work best when combined with overall market context and trend analysis - Not all order blocks result in price reversals; use proper risk management - FVG filtering may reduce the number of signals but increases quality - Fractal patterns require 5 bars to form, causing a 2-bar delay in detection - Works optimally on higher timeframes (4H, Daily) for institutional footprints - This indicator does not guarantee profitable trades; always use stop losses - Past performance of order blocks does not predict future results - Compatible with other ICT concepts like liquidity sweeps and market structure
אינדיקטור Pine Script®
מאת ‎TehThomas‎
10
Bitcoin Macro Trend IndicatorBitcoin Macro Trend Indicator: A Multi-Timeframe Confirmation System for Strategic Positioning Introduction The Bitcoin Macro Trend Indicator is a comprehensive technical analysis tool designed for cryptocurrency traders and investors seeking to navigate Bitcoin's volatile cycles. It integrates multiple exponential moving averages (EMAs) and MACD variations into a unified system that identifies long-term accumulation zones, bull market tops, and strategic re-entry points. This document outlines the logical foundation of this integration, explains the synergistic operation of its components, and provides practical guidance for its application. Rationale for Multi-Indicator Integration Bitcoin's market behavior exhibits distinct cyclical patterns characterized by extended accumulation periods, parabolic advances, and sharp corrections. Single indicators often generate false signals during volatile conditions. This system employs a layered confirmation approach where: Ultra-long-term EMAs establish the primary trend context Medium-term EMA crossovers identify trend transitions Multiple MACD configurations detect momentum shifts across different time horizons This multi-timeframe methodology reduces noise and increases signal reliability by requiring convergence across independent but complementary technical elements. Component Synergy and Operational Mechanism 1. EMA Framework: The Trend Foundation 700-period EMA: Serves as the primary trend baseline. Prices below this line suggest long-term undervaluation (accumulation territory), while sustained positions above indicate established bull markets. 18/63-period EMA Pair: Functions as the core trend transition system. The golden cross (18 above 63) confirms bullish momentum, while the death cross signals potential trend exhaustion. 12/52-period EMA Pair: Specialized for identifying renewed momentum after corrections within ongoing trends, reducing premature re-entry during false recoveries. 12-period EMA (Auxiliary): Provides early warning of short-term trend deterioration that may precede larger corrections. 2. MACD Ensemble: Momentum Verification Bottom MACD (168/364/6): With exceptionally slow parameters, this configuration filters out short-term noise to identify genuine long-term momentum shifts characteristic of market bottoms. Top MACD (63/133/1): Optimized for detecting momentum divergence at potential market tops, where traditional MACD settings often lag. Local Top Warning MACD (30/65/4): Balanced to capture intermediate-term momentum deterioration that frequently precedes significant pullbacks. Early Bull MACD (9/19/6): Sensitive to initial momentum surges following accumulation periods, providing early confirmation of trend initiation. 3. Signal Hierarchy and Progressive Confirmation The indicator employs a cascading confirmation logic: Stage 1 (Accumulation): Requires both long-term MACD improvement AND price position below the 700-period EMA. Strong accumulation signals add Early Bull MACD confirmation. Stage 2 (Warning): Local top warnings activate only when multiple conditions align: medium-term trend remains bullish, ultra-long-term trend confirms strength, AND specialized MACDs show momentum deterioration. Stage 3 (Re-entry): Requires both EMA crossover confirmation AND momentum recovery in the warning MACD, reducing false continuation signals. Stage 4 (Top Confirmation): The most stringent criteria, demanding convergence across long-term, medium-term, and momentum indicators before signaling major trend reversal. Practical Application and Interpretation Signal Classification System Accumulation Zones (Green): Areas where long-term indicators suggest undervaluation. These represent strategic buying opportunities for patient investors. Strong Accumulation Signals (Dark Green): Enhanced accumulation zones with additional momentum confirmation, suggesting higher-probability entry points. Local Top Warnings (Orange/Red): Progressive warnings of increasing risk, with red zones indicating conditions historically associated with more severe corrections. Re-entry Opportunities (Blue): Post-correction zones where momentum recovery aligns with trend resumption signals. Bull Market Termination (Purple): Signals suggesting completion of major advance cycles, prompting defensive positioning. Top Confirmation (Dark Red): High-confidence reversal signals with multi-timeframe confirmation. Usage Guidelines Timeframe Recommendation: Designed primarily for daily and weekly charts where macroeconomic trends are most evident. Position Sizing: Accumulation signals support gradual position building, while warning signals suggest reducing exposure rather than immediate liquidation. Corroboration: Although self-contained, the indicator performs best when combined with volume analysis and fundamental considerations. Historical Validation: Users should review signal performance across multiple market cycles to understand characteristic behaviors. Limitations and Considerations No technical indicator predicts market movements with absolute certainty. This tool provides probabilistic assessments based on historical patterns. Extraordinary market events or fundamental shifts may override technical signals. The indicator's parameters, while optimized for Bitcoin's historical behavior, may require adjustment for unprecedented market conditions. Signals should be interpreted in context of overall market structure and trader/investor time horizon. Originality and Differentiation This system represents a novel synthesis of established technical concepts through: Parameter Optimization: Specific EMA and MACD periods calibrated to Bitcoin's characteristic volatility and cycle duration. Conditional Layering: Unlike single-criterion systems, signals require convergence across independent technical dimensions. Progressive Warning System: Multi-stage alerts that distinguish between routine corrections and potential trend reversals. Macro-Micro Integration: Simultaneous analysis of ultra-long-term trends and short-term momentum shifts. Empirical Foundation The indicator's design incorporates observations from Bitcoin's market behavior since 2010, particularly: The tendency for major bottoms to form during extended periods below long-term moving averages Characteristic momentum patterns preceding significant tops The predictive value of specific EMA relationships during different market phases Historical performance of multi-timeframe confirmation versus single indicators Conclusion The Bitcoin Macro Trend Indicator provides a structured framework for identifying high-probability turning points in Bitcoin's market cycles. By integrating multiple technical perspectives into a confirmation hierarchy, it reduces reaction to market noise while maintaining sensitivity to genuine trend changes. Users should employ this tool as part of a comprehensive trading plan that includes risk management protocols and consideration of external market factors. The system's greatest utility emerges when understood not as a predictive oracle but as a systematic method for identifying favorable risk-reward scenarios based on multi-timeframe technical convergence.
אינדיקטור Pine Script®
מאת ‎neeson1987‎
Crypto MMFCrypto MMF Indicator: The Crypto Money Flow (MMF) indicator represents an advanced technical analysis tool specifically designed for cryptocurrency markets. This document outlines the logical foundation for its component integration, explains the synergistic mechanisms between its constituent elements, and provides practical implementation guidance without making unrealistic performance claims. Integration Rationale Volume-Weighted Momentum Analysis The primary integration rationale combines price momentum with trading volume—two fundamental market dimensions frequently analyzed in isolation. Traditional momentum oscillators like RSI measure price velocity but ignore transaction volume, potentially misrepresenting conviction behind price movements. By multiplying price changes by corresponding volume, the indicator creates a conviction-weighted momentum measure that distinguishes between high-volume breakouts and low-volume price fluctuations. The theoretical foundation for this integration stems from market microstructure theory, which posits that volume accompanies informed trading. In cryptocurrency markets—where volatility is pronounced and manipulation attempts occur—volume confirmation provides valuable filtering of meaningful price movements from noise. Multi-Timeframe Momentum Convergence The second integration layer incorporates higher timeframe analysis, acknowledging that markets function across temporal hierarchies. While shorter timeframes offer precision for entry and exit timing, longer timeframes establish directional bias and filter out insignificant counter-trend movements. This multi-timeframe approach follows established technical analysis principles that prioritize trend alignment across time horizons. This integration is particularly relevant for cryptocurrency traders, as these markets exhibit strong momentum characteristics where higher timeframe trends often dominate shorter-term fluctuations. The higher timeframe component serves as both a trend filter and early warning system for momentum divergences. Component Synergy Mechanism Core Calculation Components Price-Volume Integration Engine The indicator begins by calculating the average of open, high, low, and close prices (OHLC4), providing a balanced price representation less susceptible to intra-period anomalies. This value undergoes differencing to establish direction, then multiplies by volume to create volume-weighted momentum values. This transformation produces two separate data streams: upward volume-weighted momentum and downward volume-weighted momentum. Exponential Smoothing Application Both momentum streams undergo exponential smoothing using Wilder's Relative Moving Average methodology. This approach applies greater weight to recent observations while maintaining memory of historical patterns, striking an optimal balance between responsiveness and noise reduction. The smoothed upward and downward momentum values create a ratio representing the relative strength between buying and selling pressure. Normalization Process The momentum ratio undergoes mathematical normalization to produce a bounded oscillator ranging from 0 to 100. This normalization enables consistent interpretation across different market conditions, timeframes, and cryptocurrency pairs, establishing standardized overbought and oversold thresholds. Multi-Timeframe Synchronization System Hierarchical Timeframe Calculation The indicator dynamically determines appropriate higher timeframes based on user-defined multipliers and current chart intervals. This automated calculation eliminates manual timeframe selection errors while ensuring logical temporal relationships between analyzed periods. Cross-Timeframe Data Retrieval A secure data retrieval mechanism accesses higher timeframe momentum calculations without introducing future bias or repainting. This process maintains data integrity while enabling direct comparison between current and higher timeframe momentum conditions. Higher Timeframe Smoothing Layer An additional exponential moving average smooths the higher timeframe data, reducing noise and creating a stable reference signal for divergence analysis. This smoothing parameter is independently adjustable, allowing users to balance sensitivity and stability according to their trading style. Signal Generation Framework Threshold-Based Zone Analysis The indicator establishes three operational zones based on statistical observations of momentum extremes: Neutral zone (25-75): Represents balanced market conditions Lower extreme zone (0-25): Indicates potential oversold conditions Upper extreme zone (75-100): Indicates potential overbought conditions These threshold levels derive from empirical observations of momentum oscillator behavior in trending and ranging cryptocurrency markets, though optimal values may vary across different market regimes. Conditional Signal Categorization The system monitors four distinct momentum conditions: Initial extreme readings: Momentum enters extreme zones without confirmation Confirmed extremes: Smoothed momentum follows into extreme zones Multi-timeframe alignment: Current and higher timeframe momentum move in concert Multi-timeframe divergence: Current and higher timeframe momentum diverge Each condition category carries different interpretive implications, with stronger signals emerging when multiple conditions converge. Practical Implementation Guidelines Functional Applications Trend Confirmation Protocol When price trends directionally with momentum maintaining consistent readings above or below the midpoint (50), and higher timeframe momentum confirms the direction, this suggests sustainable trend conditions. The volume-weighting component further validates whether significant trading activity supports the price movement. Divergence Detection Methodology Three divergence types merit monitoring: Classic divergence: Price reaches new extremes while momentum fails to confirm Hidden divergence: Price retraces within a trend while momentum suggests trend continuation Timeframe divergence: Momentum moves opposite directions across timeframes Divergence analysis proves most reliable when occurring in conjunction with other technical factors such as support/resistance levels or chart patterns. Zone-Based Risk Assessment The oscillator's bounded nature facilitates structured risk assessment: Extreme zone entries: Higher potential reward but require confirmation Neutral zone movements: Lower signal clarity but potentially favorable risk-reward ratios Zone transitions: Often precede accelerated price movements Parameter Configuration Philosophy Core Parameter Settings The default parameters balance responsiveness and reliability across diverse cryptocurrency market conditions. The 14-period calculation length aligns with conventional momentum oscillator standards, providing sufficient data for meaningful smoothing while maintaining sensitivity to recent market developments. Multi-Timeframe Multiplier Selection The default 3x multiplier creates meaningful temporal separation without introducing excessive lag. This multiplier proves particularly effective for swing trading horizons, though position traders may benefit from larger multipliers while shorter-term traders might reduce this value. Smoothing Parameter Considerations Dual smoothing parameters (primary and higher timeframe) allow independent adjustment of sensitivity. More volatile cryptocurrency pairs typically benefit from increased smoothing, while less volatile conditions may permit reduced smoothing for earlier signal generation. Interpretation Protocol Step 1: Momentum Context Assessment Begin analysis by determining the current momentum context: Absolute level relative to threshold zones Direction and velocity of recent momentum changes Relationship to the midpoint (50) level Step 2: Timeframe Alignment Evaluation Compare current and higher timeframe momentum: Confirm directional alignment for trend trading Identify divergences for potential reversal scenarios Assess convergence strength for position sizing decisions Step 3: Volume Confirmation Analysis Evaluate whether recent volume patterns support momentum readings: Extreme momentum with declining volume: Caution warranted Neutral momentum with increasing volume: Potential breakout precursor Confirmed momentum with expanding volume: Higher conviction signal Step 4: Market Context Integration Correlate momentum readings with broader market context: Correlated cryptocurrency movements Overall market capitalization trends Relevant news or fundamental developments Originality and Differentiation Innovative Design Elements Volume-Integrated Momentum Calculation Unlike conventional momentum oscillators that analyze price in isolation, this indicator integrates volume as a conviction multiplier. This integration follows logical market principles where volume validates price movements, creating a more robust momentum assessment particularly valuable in cryptocurrency markets where volume manipulation attempts occasionally occur. Dynamic Timeframe Adaptation The automated timeframe calculation system eliminates manual timeframe selection while ensuring logical temporal relationships. This approach reduces user error and maintains consistency across different charting intervals and trading instruments. Multi-Layer Confirmation Framework The indicator employs three analytical layers: raw momentum, smoothed momentum, and higher timeframe momentum. This layered approach provides graduated confirmation levels, allowing traders to distinguish between preliminary signals and confirmed conditions. Theoretical Foundations The indicator's design incorporates elements from multiple technical analysis disciplines: Momentum analysis principles from oscillator theory Volume-price relationships from market microstructure Multi-timeframe analysis from hierarchical trend theory Statistical normalization from quantitative analysis This interdisciplinary approach creates a comprehensive tool addressing multiple dimensions of market analysis rather than focusing on isolated phenomena. Risk Management Integration Signal Quality Assessment The indicator facilitates signal quality evaluation through multiple confirmation requirements: Primary momentum extreme reading Smoothed momentum confirmation Higher timeframe alignment or constructive divergence Supporting volume characteristics Signal strength varies with the number of confirmed elements, enabling proportionate position sizing and risk allocation. False Signal Mitigation Several design elements reduce false signal susceptibility: Volume-weighting filters low-conviction price movements Exponential smoothing reduces noise-induced fluctuations Multi-timeframe analysis filters counter-trend movements Graduated confirmation requirements prevent premature action These mechanisms collectively improve signal reliability while acknowledging that no technical indicator eliminates false signals entirely. Implementation Considerations Cryptocurrency Market Specificity The indicator incorporates design elements particularly relevant to cryptocurrency markets: 24/7 market operation accommodation High volatility regime compatibility Volume data availability considerations Cross-market correlation awareness These adaptations enhance effectiveness in cryptocurrency trading environments while maintaining applicability to traditional financial markets. Customization Guidelines Users may adjust parameters based on: Trading timeframe (scalping, day trading, swing trading) Cryptocurrency pair characteristics (volatility, volume profile) Risk tolerance and trading style Market regime (trending, ranging, transitional) Empirical testing across different parameter sets and market conditions provides the most reliable customization guidance. Conclusion The Crypto MMF indicator represents a logically integrated analytical tool combining volume-weighted momentum analysis with multi-timeframe perspective. Its component synergy creates a comprehensive market assessment framework while maintaining practical implementation feasibility. Users should integrate this tool within broader trading methodologies, combining its signals with additional technical, fundamental, and risk management considerations. The indicator's value derives from its structured approach to market analysis rather than predictive capabilities. By providing organized information about momentum, volume relationships, and timeframe interactions, it supports informed trading decisions within appropriate risk parameters.
אינדיקטור Pine Script®
מאת ‎neeson1987‎
Smart Trader, Episode 03, by Ata Sabanci, Candles and TradelinesA volume-based multi-block analysis system designed for educational purposes. This indicator helps traders understand their current market situation through aggregated block analysis, volumetric calculations, trend detection, and an AI-style narrative engine. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ DESIGN PHILOSOPHY: CLEAN CHART, RICH DASHBOARD Traditional indicators often clutter charts with dozens of support/resistance lines, making it difficult to see price action clearly. This indicator takes a different approach: The Chart: Displays only the most meaningful, nearest levels (1 up, 1 down) that have not been consumed by price. This keeps your chart clean and focused on what matters right now. The Dashboard: Contains all detailed metrics, calculations, and analysis. Instead of drawing 20 lines on your chart, you get comprehensive data in an organized table format. Why this approach? • A clean chart allows you to see price action without visual noise • Fewer but more meaningful levels help focus attention on immediate reference points • The dashboard provides depth without sacrificing chart clarity • Beginners can learn chart reading with an uncluttered view while accessing detailed analysis when needed ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 1. BLOCK SEGMENTATION What it does: Divides the analysis window into fixed-size blocks. Each block contains multiple bars that are analyzed as a single unit. Why: Individual bars contain noise. A single red candle in an uptrend might cause unnecessary concern, but when you view 5-10 bars as one block, the overall direction becomes clear. Block segmentation filters out bar-to-bar noise and reveals the underlying structure. Benefit: • Clearer view of market structure at a higher aggregation level • Enables comparison between time periods (Block 1 vs Block 2 vs Block 3) • Creates the foundation for composite candles and trend detection • Reduces emotional reaction to single-bar movements ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2. COMPOSITE CANDLES (FRACTAL CONCEPT) What it does: Each block generates a "ghost candle" representing aggregated OHLC: • Open: First bar's open in the block • High: Highest high across all bars in the block • Low: Lowest low across all bars in the block • Close: Last bar's close in the block Why: This is essentially a FRACTAL view of the market. The same candlestick patterns that appear on a daily chart also appear on hourly charts, and on 5-minute charts. By aggregating bars into composite candles, you create a synthetic higher timeframe view without changing your actual timeframe. Benefit: • See higher timeframe patterns while staying on your preferred timeframe • Identify block-level candlestick patterns (Doji, Hammer, Marubozu, Engulfing, etc.) • Compare composite candle relationships: Does Block 1 engulf Block 2? Is Block 1 an inside bar relative to Block 2? • Recognize patterns that individual bars obscure due to noise Fractal Nature: A hammer pattern means the same thing whether it appears on a 1-minute chart or a weekly chart: price tested lower levels and was rejected. Composite candles let you see these patterns at your chosen aggregation level, providing a multi-scale view of market behavior. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 3. VOLUME ENGINE What it does: This indicator is 100% VOLUME-BASED. It separates total volume into buying volume and selling volume using two methods: Method 1 - Geometric (Approximation): • Buy Volume = Total Volume × ((Close - Low) / Range) • Sell Volume = Total Volume × ((High - Close) / Range) Method 2 - Intrabar LTF (Precise): Uses actual tick-level or lower timeframe data to determine real buy/sell distribution. Why: Raw volume tells you HOW MUCH was traded, but not WHO was aggressive. A large volume bar could mean heavy buying, heavy selling, or both. By separating buy and sell volume, you can identify which side is driving the market. Benefit: • Identify whether buyers or sellers are more aggressive • Detect when volume contradicts price direction (divergence) • Measure accumulation (buying into weakness) vs distribution (selling into strength) • Quantify the delta (buy minus sell) to see net pressure Why Delta Matters: If price is rising but delta is negative, sellers are actually more aggressive despite the price increase. This divergence often precedes reversals because the price movement lacks volume confirmation. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 4. PIN ANALYSIS (WICK MEASUREMENT) What it does: Calculates average upper pin (wick) and lower pin sizes for each block, then tracks how these change across consecutive blocks. Why: Upper pins represent price levels that were tested but rejected by sellers. Lower pins represent price levels that were tested but rejected by buyers. The size and direction of pins reveal rejection strength at specific price zones. Benefit: • Large upper pins = strong selling pressure at higher levels • Large lower pins = strong buying support at lower levels • Increasing upper pins across blocks = intensifying selling pressure • Decreasing lower pins across blocks = weakening buying support Why Track Pin Changes: Pin behavior often changes before price direction changes. If lower pins are shrinking while price is still rising, the buying support that was defending dips is weakening. This is observable data, not prediction. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 5. TREND CHANNEL DETECTION What it does: Identifies trend direction using block-level price structure: • UPTREND: Block highs are higher than previous block highs, AND block lows are higher than previous block lows (HH/HL pattern) • DOWNTREND: Block highs are lower than previous block highs, AND block lows are lower than previous block lows (LH/LL pattern) • RANGE: No consistent directional pattern Once detected, the system draws upper and lower channel boundaries by connecting extreme points within each trend segment. Why: HH/HL and LH/LL are the classical definitions of trend. By applying this logic to composite candles (blocks) rather than individual bars, the trend detection becomes more stable and less prone to whipsaws from single-bar noise. Benefit: • Clear visual boundaries showing the current trend channel • Upper channel line = dynamic resistance based on actual price structure • Lower channel line = dynamic support based on actual price structure • Channel angle indicates trend strength (steeper = stronger) • Channel width indicates volatility Why Lock Trend States: Once a block's trend classification is determined, it locks and does not change on subsequent recalculations. Without locking, the same block could flip between UP and DOWN repeatedly, creating inconsistent analysis. Locking ensures stability. Why Project Lines Forward: Channel lines can be projected into the future to show where support/resistance would be if the current trend continues at the same angle. This is not a prediction; it is a visual reference showing the trend's trajectory. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 6. CORE LEVELS: POC, MAX BUY, MAX SELL What it does: Identifies key price levels within each block based on volume data: POC (Point of Control): The price level where the highest total volume occurred within the block. MAX BUY Level: The bar with the highest buying volume. The HIGH of this bar marks the level. MAX SELL Level: The bar with the highest selling volume. The LOW of this bar marks the level. MIN BUY/SELL Levels: Optional levels showing where minimum buy/sell volume occurred. Why: High volume at a specific price means many participants entered positions there. These participants have a vested interest in that price level. If price returns to that area, those same participants may act to defend their positions. Benefit: • POC acts as a volume-based magnet; price tends to revisit high-volume areas • MAX BUY level shows where buyers committed most aggressively • MAX SELL level shows where sellers committed most aggressively • These levels are based on actual transaction data, not arbitrary calculations Why Consumed Levels Disappear: When price crosses through a level, that level has been "tested." Keeping consumed levels on the chart creates visual clutter and suggests they are still relevant when they may no longer be. Removing them keeps focus on levels that have not yet been tested. Why Show Only Nearest Levels: If you have 20 blocks, you could have 60+ potential levels (POC, MAX BUY, MAX SELL for each). Displaying all of them makes the chart unreadable. Showing only the nearest untested level above and below current price keeps the chart clean while providing immediate reference points. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 7. QUALITY SCORE AND TREND INTELLIGENCE What it does: Calculates a quality score (0-100) for the current trend based on multiple factors: • Angle steepness (stronger trends have steeper angles) • Delta consistency (does volume support the trend direction?) • Volume momentum (is participation increasing or decreasing?) • Body expansion (are candle bodies growing or shrinking?) • Pin alignment (do pins support the trend direction?) • Contradiction count (how many factors disagree?) Why: Not all trends are equal. A trend with consistent volume support, expanding bodies, and aligned pins is healthier than a trend with contradicting signals. The quality score quantifies this. Benefit: • HIGH quality (80+): Multiple factors confirm the trend • MEDIUM quality (60-79): Some factors confirm, some neutral • LOW quality (below 60): Multiple contradictions exist • Strength rating based on channel angle: VERY STRONG, STRONG, MODERATE, WEAK ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 8. NARRATIVE ENGINE What it does: Generates a text-based market analysis by synthesizing all calculated data into readable sentences. How it works: 1. Analyzes current candle: pattern type (Doji, Hammer, Marubozu, etc.), body/wick ratios, range vs ATR 2. Analyzes composite candle: Block 1 pattern and relationship to Block 2 (Engulfing, Inside, Outside) 3. Evaluates trend context: direction, duration, quality, transitions 4. Examines volume data: delta, dominance, momentum direction 5. Checks proximity to key levels: channel boundaries, POC, core levels 6. Identifies divergences: when price and volume directions contradict 7. Produces a coherent narrative describing the current situation Why: Numbers and charts require interpretation. The narrative engine translates calculated data into plain language, helping traders understand what the data means in context. This is especially valuable for beginners learning to read charts. Benefit: • Synthesizes multiple data points into a coherent story • Explicitly flags divergences and contradictions • Describes the current situation without making predictions • Educational: shows how different factors relate to each other What the Narrative Does NOT Do: The narrative describes what IS, not what WILL BE. It does not predict future price movement. It reports the current candle pattern, the current trend state, the current volume situation, and the current proximity to levels. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 9. SMART DASHBOARD What it does: Displays all metrics in an organized table with multiple sections. Sections: • Volume Engine: Calculation method, data availability, current candle buy/sell/delta • Trend Volumetrics: Aggregated buy/sell/delta across the current trend, trend type • Pressure and Momentum: Average pins, pin change percentages, body expansion status • Trend Channel Boundaries: Upper/lower levels with exact prices, distances, percentages • Trend Intelligence: Quality score, confidence level, strength rating, volume momentum Why: All the detailed calculations need to live somewhere without cluttering the chart. The dashboard provides comprehensive data in a structured format. Benefit: • All metrics in one place • Organized by category for easy reference • Hover over any label to see a tooltip explaining that metric • No need to draw dozens of lines on the chart TIP: Hover over dashboard headers and labels to see tooltips explaining each metric. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 10. LANGUAGE SUPPORT The indicator supports three languages: • English • Türkçe (Turkish) • हिन्दी (Hindi) Why only three languages? Each additional language requires duplicate strings throughout the code, increasing memory usage and compilation time. To keep the script optimized and responsive, language options are limited to these three. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 11. DATA ACCURACY AND LIMITATIONS This indicator is 100% VOLUME-BASED and requires Lower Timeframe (LTF) intrabar data for accurate calculations. DATA ACCURACY LEVELS: • 1T (Tick): Most accurate, real volume distribution per tick • 1S (1 Second): Reasonably accurate approximation • 15S (15 Seconds): Good approximation, longer historical data available • 1M (1 Minute): Rough approximation, maximum historical data range BACKTEST AND REPLAY LIMITATIONS: • Replay mode results may differ from live trading due to data availability • For longer backtest periods, use higher LTF settings (15S or 1M) • Not all symbols/exchanges support tick-level data • Crypto and Forex typically have better LTF data availability than stocks A NOTE ON DATA ACCESS: Higher TradingView plans provide access to more historical intrabar data, which directly impacts the accuracy of volume-based calculations. More precise volume data leads to more reliable calculations. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 12. SETTINGS OVERVIEW Main Settings: • Window Bars: Total bars to analyze • Group Count: Number of blocks to create • Calculation Basis: Current bar (live updates) or Closed bar (stable, no repaint) Block Analytics: • Show Composite Candle: Toggle ghost candles on/off • Composite Candle Transparency: Adjust visibility • Dim Original Candles: Fade original candles when composites are shown Volume Engine: • Calculation Method: Geometric (approx) or Intrabar (precise) • Lower Timeframe: Select LTF for intrabar calculations Multi-Segment Trend: • Enable Trend Detection: Toggle trend channels on/off • Range Angle Threshold: Angle below which trend is classified as RANGE • Line colors, width, and style • Project to Future: Extend trend lines forward Core Calculation: • Enable Core Calculation: Toggle POC and core levels • Show POC Nearest Up/Down: Display nearest untested POC levels • Include MAX/MIN Buy/Sell Levels: Toggle extremes display • Nearest Only: Show only the closest level above and below price Market Narrative: • Enable Market Narrative: Toggle narrative text • Language selection • Show Educational Disclaimer: Toggle disclaimer in dashboard ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ EDUCATIONAL PURPOSE This indicator is designed to help traders: 1. Understand their current market situation at a glance 2. Learn chart reading through block analysis and composite candles 3. See how volume relates to price movement 4. Recognize when technical factors align or contradict 5. Focus on meaningful levels without chart clutter Whether you are a beginner learning to read charts or an experienced trader seeking a cleaner analytical view, this tool provides structured data to support your analysis. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ IMPORTANT DISCLAIMER This indicator is for EDUCATIONAL PURPOSES ONLY and does not constitute investment advice. Always conduct your own research and consult with a qualified financial advisor before making investment decisions. This disclaimer is also displayed within the indicator itself. If you prefer a cleaner chart, you can disable it in Settings under Market Narrative by unchecking Show Educational Disclaimer.
אינדיקטור Pine Script®
מאת ‎ata_sabanci‎
29
Levels With Touch Color (Dotted Touch)Engulfing Candles — Levels with Touch & Liquidity Sweep This indicator detects bullish and bearish engulfing candlestick patterns and plots support/resistance levels based on these patterns. It also highlights touch points where price interacts with these levels and visualizes liquidity areas for potential buy and sell zones. Features: Detects bullish and bearish engulfing patterns Plots fixed levels at the high or low of the engulfing candle Pointed touch lines: Level changes color when price touches the level without breaking it Green for bullish touches, red for bearish touches Liquidity visualization: Buy-side liquidity displayed as a line below the touched bullish level Sell-side liquidity displayed as a line above the touched bearish level Clean visual design with no background boxes, keeping the chart uncluttered Automatic management of historical lines to prevent chart overload Fully customizable liquidity offset and max number of historical levels How to use: Look for engulfing candle levels forming on the chart. Watch the touch lines (green/red) for potential price reaction areas. Identify zones where stop-hunts or market liquidity might appear. Combine with your strategy or price action tools to find entries or exits. Inputs: Max history lines — Limits how many historical levels are kept on the chart Liquidity offset — Adjusts distance of liquidity lines from the original level Notes: Touch lines turn colored only when price interacts with the level but does not break it. Liquidity lines extend a few bars forward for visual clarity. Works on all timeframes.
אינדיקטור Pine Script®
מאת ‎GatisA‎
2
Inside Bar False Breakout (IBFB)The Inside Bar False Breakout (IBFB) is a price action tool that identifies high-probability reversal setups by detecting false breakouts from inside bar patterns. This strategy is widely used by traders to catch market traps and potential trend reversals. What is an Inside Bar False Breakout? An Inside Bar occurs when a candle's high and low are completely contained within the previous candle's range. A False Breakout happens when price initially breaks above or below this range but then closes back inside it, indicating a failed breakout and potential reversal. How It Works Step 1: Inside Bar Detection Identifies candles where high < previous high AND low > previous low Marks consolidation zones where market indecision occurs Step 2: False Breakout Recognition Bullish IBFB: Price breaks below the inside bar's low but closes back inside the range (bullish reversal signal) Bearish IBFB: Price breaks above the inside bar's high but closes back inside the range (bearish reversal signal) Step 3: Signal Confirmation Applies a cooldown period (default 5 bars) to filter out noise and prevent signal clustering Key Features ✅ Visual Signals Color-coded bars (green for bullish, red for bearish IBFB) Free-floating arrow markers (⬆ bullish, ⬇ bearish) without label boxes Clean, minimalist design that doesn't clutter your chart ✅ Signal History Table Displays the last 5 IBFB signals in real-time Shows date/time, signal type, and price level Color-coded for quick reference ✅ Customizable Settings Enable/disable bullish or bearish signals independently Adjustable cooldown period (1-100 bars) to control signal frequency Customizable colors for both signal types Toggle arrows and history table on/off ✅ Alert System Built-in alert conditions for both bullish and bearish IBFB patterns Fires once per bar close to avoid false alarms Perfect for automated trading or notifications ✅ Universal Compatibility Works on ANY timeframe (1m to 1M) Lightweight and efficient - won't slow down your charts No repainting - signals appear only on confirmed bar close Best Use Cases a.Scalping & Day Trading: Catch intraday reversals on lower timeframes (5m, 15m) b.Swing Trading: Identify multi-day reversal patterns on higher timeframes (4H, D) c.Trend Confirmation: Combine with trend indicators to filter trades in the direction of the main trend d.Support/Resistance: Works exceptionally well near key S/R levels where false breakouts are common Trading Tips Confluence is Key: Combine IBFB signals with support/resistance zones, trendlines, or Fibonacci levels Volume Matters: Look for decreasing volume on the false breakout for stronger confirmation Risk Management: Place stop-loss just beyond the false breakout wick; target the opposite side of the inside bar range Trend Alignment: Best results when trading in the direction of the higher timeframe trend Cooldown Period: Increase the cooldown on lower timeframes to reduce noise; decrease on higher timeframes for more signals Settings Explained Signal Settings Show Bullish/Bearish IBFB: Toggle each signal type independently Cooldown Period: Minimum bars between signals (prevents over-trading) Visual Settings Show Arrows: Display ⬆⬇ markers on chart Show Last 5 Signals Table: Display signal history panel Bullish/Bearish Color: Customize signal colors Alert Settings Enable Alerts: Turn on/off automatic alert notifications Why This Indicator? Unlike many indicators that lag behind price action, the IBFB indicator identifies real-time market manipulation and traps. False breakouts often indicate: Stop-loss hunting by institutional traders Exhaustion of buying/selling pressure Potential trend reversals or strong counter-moves This makes it an excellent tool for contrarian traders and those looking to fade false moves. Performance Notes Signals confirm at bar close (no repainting) Optimized for speed and efficiency Works alongside other indicators without conflicts Suitable for manual and automated trading strategies Suitable for any instrument & market Disclaimer: This indicator is for educational purposes only. Always practice proper risk management and combine with your own analysis before making trading decisions. Happy trading.
אינדיקטור Pine Script®
מאת ‎kingshukghosh71‎
Smart Money Flow Cloud [BOSWaves]Smart Money Flow Cloud - Volume-Weighted Trend Detection with Adaptive Volatility Bands Overview Smart Money Flow Cloud is a volume flow-aware trend detection system that identifies directional market regimes through money flow analysis, constructing adaptive volatility bands that expand and contract based on institutional pressure intensity. Instead of relying on traditional moving average crossovers or fixed-width channels, trend direction, band width, and signal generation are determined through volume-weighted money flow calculation, nonlinear flow strength modulation, and volatility-adaptive band construction. This creates dynamic trend boundaries that reflect actual institutional buying and selling pressure rather than price momentum alone - tightening during periods of weak flow conviction, expanding during strong directional moves, and incorporating flow strength statistics to reveal whether regimes formed under accumulation or distribution conditions. Price is therefore evaluated relative to adaptive bands anchored at a flow-informed baseline rather than conventional trend-following indicators. Conceptual Framework Smart Money Flow Cloud is founded on the principle that sustainable trends emerge where volume-weighted money flow confirms directional price movement rather than where price alone creates patterns. Traditional trend indicators identify regime changes through price crossovers or slope analysis, which often ignore the underlying volume dynamics that validate or contradict those movements.This framework replaces price-centric logic with flow-driven regime detection informed by actual buying and selling volume. Three core principles guide the design: Trend direction should correspond to volume-weighted flow dominance, not price movement alone. Band width must adapt dynamically to current flow strength and volatility conditions. Flow intensity context reveals whether regimes formed under conviction or uncertainty. This shifts trend analysis from static moving averages into adaptive, flow-anchored regime boundaries. Theoretical Foundation The indicator combines adaptive baseline smoothing, close location value (CLV) methodology, volume-weighted flow tracking, and nonlinear strength amplification. A smoothed trend baseline (EMA or ALMA) establishes the core directional reference, while close location value measures where price settled within each bar's range. Volume weighting applies directional magnitude to flow calculation, which accumulates into a normalized money flow ratio. Flow strength undergoes nonlinear power transformation to amplify strong conviction periods and dampen weak flow environments. Average True Range (ATR) provides volatility-responsive band sizing, with final width determined by the interaction between base volatility and flow-modulated multipliers. Four internal systems operate in tandem: Adaptive Baseline Engine : Computes smoothed trend reference using either EMA or ALMA methodology with configurable secondary smoothing. Money Flow Calculation System : Measures volume-weighted directional pressure through CLV analysis and ratio normalization. Nonlinear Flow Strength Modulation : Applies power transformation to flow intensity, creating dynamic sensitivity scaling. Volatility-Adaptive Band Construction : Scales band width using ATR measurement combined with flow-strength multipliers that range from minimum (calm) to maximum (strong flow) expansion. This design allows bands to reflect actual institutional behavior rather than reacting mechanically to price volatility alone. How It Works Smart Money Flow Cloud evaluates price through a sequence of flow-aware processes: Close Location Value (CLV) Calculation : Each bar's closing position within its high-low range is measured, creating a directional bias indicator ranging from -1 (closed at low) to +1 (closed at high). Volume-Weighted Flow Tracking : CLV is multiplied by bar volume, then accumulated and normalized over a configurable flow window to produce a money flow ratio between -1 and +1. Flow Smoothing and Strength Extraction : The raw money flow ratio undergoes optional smoothing, then nonlinear power transformation to amplify strong flow periods and compress weak flow environments. Adaptive Baseline Construction : Price (both open and close) is smoothed using either EMA or ALMA methodology with optional secondary smoothing to create a stable trend reference. Dynamic Band Sizing : ATR measurement is multiplied by a flow-strength-modulated factor that interpolates between minimum (tight) and maximum (wide) multipliers based on current flow conviction. Regime Detection and Visualization : Price crossing above the upper band triggers bullish regime, crossing below the lower band triggers bearish regime. The baseline cloud visualizes open-close relationship within the current trend. Retest Signal Generation : Price touching the baseline from within an established regime generates retest signals with configurable cooldown periods to prevent noise. Together, these elements form a continuously updating trend framework anchored in volume flow reality. Interpretation Smart Money Flow Cloud should be interpreted as flow-confirmed trend boundaries: Bullish Regime (Blue) : Activated when price crosses above the upper adaptive band, indicating volume-confirmed buying pressure exceeding volatility-adjusted resistance. Bearish Regime (Red) : Established when price crosses below the lower adaptive band, identifying volume-confirmed selling pressure breaking volatility-adjusted support. Baseline Cloud : The gap between smoothed open and smoothed close within the baseline visualizes intrabar directional bias - wider clouds indicate stronger intrabar momentum. Adaptive Band Width : Reflects combined volatility and flow strength - wider bands during high-conviction institutional activity, tighter bands during consolidation or weak flow periods. Buy/Sell Labels : Appear at regime switches when price crosses from one band to the other, marking potential trend inception points. Retest Signals (✦) : Diamond markers indicate price touching the baseline within an established regime, often occurring during healthy pullbacks in trending markets. Trend Strength Gauge : Visual meter displays current regime strength as a percentage, calculated from price position within the active band relative to baseline. Background Gradient : Optional coloring intensity reflects flow strength magnitude, darkening during high-conviction periods. Flow strength, band width adaptation, and baseline relationship outweigh isolated price fluctuations. Signal Logic & Visual Cues Smart Money Flow Cloud presents three primary interaction signals: Regime Switch - Buy : Blue "Buy" label appears when price crosses above the upper band after previously being in a bearish regime, suggesting volume-confirmed bullish transition. Regime Switch - Sell : Red "Sell" label displays when price crosses below the lower band after previously being in a bullish regime, indicating volume-confirmed bearish transition. Trend Retest : Diamond (✦) markers appear when price touches the baseline within an established regime, with configurable cooldown periods to filter noise. Alert generation covers regime switches and retest events for systematic monitoring. Strategy Integration Smart Money Flow Cloud fits within volume-informed and institutional flow trading approaches: Flow-Confirmed Entry : Use regime switches as primary trend inception signals where volume validates directional breakouts. Retest-Based Refinement : Enter on baseline retest signals within established regimes for improved risk-reward positioning during pullbacks. Band Width Context : Expect wider price swings when bands expand (high flow strength), tighter ranges when bands contract (weak flow). Baseline Cloud Confirmation : Favor trades where baseline cloud width confirms intrabar momentum alignment with regime direction. Strength Gauge Filtering : Use trend strength percentage to gauge continuation probability - higher readings suggest stronger institutional conviction. Multi-Timeframe Regime Alignment : Apply higher-timeframe regime context to filter lower-timeframe entries, taking only setups aligned with dominant flow direction. Technical Implementation Details Core Engine : Configurable EMA or ALMA baseline with secondary smoothing Flow Model : Close Location Value (CLV) with volume weighting and ratio normalization Strength Transformation : Configurable power function for nonlinear flow amplification Band Construction : ATR-scaled width with flow-strength-interpolated multipliers Visualization : Dual-line baseline cloud with gradient fills, regime-colored bands, and embedded strength gauge Signal Logic : Band crossover detection with baseline retest identification and cooldown management Performance Profile : Optimized for real-time execution with minimal computational overhead Optimal Application Parameters Timeframe Guidance: 1 - 5 min : Micro-structure regime detection for scalping and intraday reversals 15 - 60 min : Intraday trend identification with flow-validated swings 4H - Daily : Swing and position-level regime analysis with institutional flow context Suggested Baseline Configuration: Trend Length : 34 Trend Engine : EMA Trend Smoothing : 3 Flow Window : 24 Flow Smoothing : 5 Flow Boost : 1.2 ATR Length : 14 Band Tightness (Calm) : 0.9 Band Expansion (Strong Flow) : 2.2 Reset Cooldown : 12 These suggested parameters should be used as a baseline; their effectiveness depends on the asset's volume profile, volatility characteristics, and preferred signal frequency, so fine-tuning is expected for optimal performance. Parameter Calibration Notes Use the following adjustments to refine behavior without altering the core logic: Bands too wide/frequent whipsaws : Reduce "Band Expansion (Strong Flow)" to limit maximum band width, or increase "Band Tightness (Calm)" to widen minimum bands and reduce noise sensitivity. Trend baseline too choppy : Increase "Trend Length" for smoother baseline, or increase "Trend Smoothing" for additional filtering. Flow readings unstable : Increase "Flow Smoothing" to reduce bar-to-bar noise in money flow calculation. Missing legitimate regime changes : Decrease "Trend Length" for faster baseline response, or reduce "Band Tightness (Calm)" for earlier breakout detection. Too many retest signals : Increase "Reset Cooldown" to space out retest markers, or disable retest signals entirely if not using pullback entries. Flow strength not responding : Increase "Flow Boost" (power factor) to amplify strong flow differentiation, or decrease "Flow Window" to emphasize recent volume activity. Prefer different smoothing characteristics : Switch "Trend Engine" to ALMA and adjust "ALMA Offset" (higher = more recent weighting) and "ALMA Sigma" (higher = smoother) for alternative baseline behavior. Adjustments should be incremental and evaluated across multiple session types rather than isolated market conditions. Performance Characteristics High Effectiveness: Markets with consistent volume participation and institutional flow Instruments where volume accurately reflects true liquidity and conviction Trending environments where flow confirms directional price movement Mean-reversion strategies using retest signals within established regimes Reduced Effectiveness: Extremely low volume environments where flow calculations become unreliable News-driven or gapped markets with discontinuous volume patterns Highly manipulated or thinly traded instruments with erratic volume distribution Ranging markets where price oscillates within bands without conviction Integration Guidelines Confluence : Combine with BOSWaves structure, order flow analysis, or traditional volume profile Flow Validation : Trust regime switches accompanied by strong flow readings and wide band expansion Context Awareness : Consider whether current market regime matches historical flow patterns Retest Discipline : Use baseline retest signals as confirmation within trends, not standalone entries Breach Management : Exit regime-aligned positions when price crosses opposing band with volume confirmation Disclaimer Smart Money Flow Cloud is a professional-grade volume flow and trend analysis tool. Results depend on market conditions, volume reliability, parameter selection, and disciplined execution. BOSWaves recommends deploying this indicator within a broader analytical framework that incorporates price structure, market context, and comprehensive risk management.
אינדיקטור Pine Script®
מאת ‎BOSWaves‎
6
Delta Reaction Zones [BOSWaves]Delta Reaction Zones - Cumulative Delta-Based Supply and Demand Identification with Flow-Weighted Zone Construction Overview Delta Reaction Zones is a volume flow-aware supply and demand detection system that identifies price levels where significant buying or selling pressure accumulated, constructing adaptive zones around cumulative delta extremes with intelligent flow composition analysis. Instead of relying on traditional price-based support and resistance or fixed pivot structures, zone placement, thickness, and directional characterization are determined through delta accumulation patterns, volatility-adaptive sizing, and the proportional composition of positive versus negative volume flow. This creates dynamic reaction boundaries that reflect actual order flow imbalances rather than arbitrary price levels - contracting during low volatility environments, expanding during elevated volatility periods, and incorporating flow composition statistics to reveal whether zones formed under buying or selling dominance. Price is therefore evaluated relative to zones anchored at delta extremes rather than conventional technical levels. Conceptual Framework Delta Reaction Zones is founded on the principle that meaningful support and resistance emerge where cumulative volume flow reaches local extremes rather than where price alone forms patterns. Traditional support and resistance methods identify turning points through price structure, which often ignores the underlying order flow dynamics that drive those reversals. This framework replaces price-centric logic with delta-driven zone construction informed by actual buying and selling pressure. Three core principles guide the design: Zone placement should correspond to cumulative delta extremes, not price pivots alone. Zone thickness must adapt to current market volatility conditions. Flow composition context reveals whether zones formed under accumulation or distribution. This shifts supply and demand analysis from static price levels into adaptive, flow-anchored reaction boundaries. Theoretical Foundation The indicator combines delta proxy methodology, cumulative volume tracking, adaptive volatility measurement, and flow decomposition analysis. A signed volume delta proxy estimates directional order flow on each bar, which accumulates into a running cumulative delta series. Pivot detection identifies local extremes in either cumulative delta or its rate of change, marking levels where flow momentum reached inflection points. Average True Range (ATR) provides volatility-responsive zone sizing, while impulse window analysis decomposes recent flow into positive and negative components with percentage weighting. Four internal systems operate in tandem: Delta Accumulation Engine : Computes smoothed signed volume and maintains cumulative delta tracking for directional flow measurement. Pivot Detection System : Identifies significant turning points in cumulative delta or delta rate of change to anchor zone placement. Adaptive Zone Construction : Scales zone thickness dynamically using ATR-based volatility measurement around pivot anchors. Flow Composition Analysis : Calculates positive and negative flow percentages over a configurable impulse window to characterize zone formation context. This design allows zones to reflect actual order flow behavior rather than reacting mechanically to price formations. How It Works Delta Reaction Zones evaluates price through a sequence of flow-aware processes: Signed Volume Delta Calculation : Each bar's volume is directionally signed based on close-open relationship, creating a proxy for buying versus selling pressure. Cumulative Delta Tracking : Signed volume accumulates into a running total, revealing sustained directional flow over time. Pivot Identification : Local highs and lows in cumulative delta (or its rate of change) mark significant flow inflection points where zones anchor. Volatility-Adaptive Sizing : ATR multiplier determines zone half-width, automatically adjusting thickness to current market conditions. Flow Decomposition : Positive and negative volume components are separated and percentage-weighted over the impulse window to reveal dominant flow direction. Intelligent Zone Merging : Overlapping zones of the same type automatically merge into broader reaction areas, with flow statistics blended proportionally. Dynamic Extension and Visualization : Zones extend forward with gradient-filled composition segments showing buy versus sell flow proportions. Breach Detection and Cleanup : Zones invalidate automatically when price closes beyond their boundaries, maintaining chart clarity. Together, these elements form a continuously updating supply and demand framework anchored in order flow reality. Interpretation Delta Reaction Zones should be interpreted as flow-anchored supply and demand boundaries: Support Zones (Green) : Form at cumulative delta lows, marking levels where selling exhaustion or buying accumulation occurred. Resistance Zones (Red) : Establish at cumulative delta highs, identifying areas where buying exhaustion or selling distribution dominated. Flow Composition Segments : Visual gradient within each zone reveals the buy/sell flow proportion during zone formation. The upper segment (red tint) represents negative (selling) flow percentage while the lower segment (green tint) represents positive (buying) flow percentage. BUY FLOW / SELL FLOW / MIXED Labels : Indicate dominant flow character when one direction exceeds 60% of total impulse window activity. Net Delta Statistics : Display cumulative flow totals (Δ) alongside percentage breakdowns for immediate context. Zone Thickness : Reflects current volatility environment - wider zones in volatile conditions, tighter zones in calm markets. Zone Merging : Multiple nearby pivots consolidate into broader reaction areas, weighted by their respective flow magnitudes. Flow composition, volatility context, and delta magnitude outweigh isolated price reactions. Signal Logic & Visual Cues Delta Reaction Zones presents two primary interaction signals: Support Reclaim (RC) : Green label appears when price crosses back above a support zone's midline after trading below it, suggesting renewed buying interest. Resistance Re-enter (RE) : Red label displays when price crosses back below a resistance zone's midline after trading above it, indicating resumed selling pressure. Alert generation covers zone creation and midline reclaim/re-entry events for systematic monitoring. Strategy Integration Delta Reaction Zones fits within order flow-informed and supply/demand trading approaches: Flow-Anchored Entry Zones : Use zones as high-probability reaction areas where historical order flow imbalances occurred. Composition-Based Bias : Favor trades aligning with dominant flow character - long setups near zones formed under buying dominance, short setups near selling-dominated zones. Volatility-Aware Targeting : Expect wider reaction ranges when ATR expands zones, tighter ranges when ATR contracts them. Merge-Informed Conviction : Broader merged zones represent multiple flow inflection points, potentially offering stronger support/resistance. Midline Reclaim Validation : Use RC/RE signals as confirmation of zone respect rather than standalone entry triggers. Multi-Timeframe Flow Context : Apply higher-timeframe delta zones to inform lower-timeframe entry precision. Technical Implementation Details Core Engine : Signed volume delta proxy with EMA smoothing Accumulation Model : Persistent cumulative delta tracking with optional rate-of-change pivot detection Zone Construction : ATR-scaled thickness around pivot anchors Flow Analysis : Positive/negative decomposition over configurable impulse window Visualization : Gradient-filled zones with embedded flow statistics and percentage segments Signal Logic : Midline crossover detection with breach-based invalidation Merge System : Proximity-based consolidation with weighted flow blending Performance Profile : Optimized for real-time execution with configurable zone limits Optimal Application Parameters Timeframe Guidance: 1 - 5 min : Micro-structure flow zones for scalping and short-term reversals 15 - 60 min : Intraday supply/demand identification with flow context 4H - Daily : Swing-level reaction zones with macro flow characterization Suggested Baseline Configuration: Delta Smoothing Length : 3 Pivot Length : 12 Pivot Source : Cumulative Delta Impulse Window : 100 ATR Length : 14 ATR Multiplier : 0.35 (reduce for lower timeframes) Maximum Zones : 8 Merge Overlapping Zones : Enabled Merge Gap : 20 ticks These suggested parameters should be used as a baseline; their effectiveness depends on the asset's volume profile, tick structure, and preferred zone density, so fine-tuning is expected for optimal performance. Parameter Calibration Notes Use the following adjustments to refine behavior without altering the core logic: Zones appearing oversized : Reduce ATR Multiplier to tighten zone thickness, especially on lower timeframes. Excessive zone clutter : Increase Pivot Length to demand stronger delta extremes before zone creation. Unstable delta readings : Increase Delta Smoothing Length to reduce bar-to-bar noise in flow calculation. Missing significant levels : Decrease Pivot Length or switch Pivot Source to "Cumulative Delta RoC" for flow acceleration sensitivity. Flow percentages feel stale : Reduce Impulse Window Length to emphasize more recent buying/selling composition. Too many merged zones : Decrease Merge Gap (ticks) or disable merging to preserve individual pivot zones. Adjustments should be incremental and evaluated across multiple session types rather than isolated market conditions. Performance Characteristics High Effectiveness: Markets with consistent volume and order flow characteristics Instruments where delta proxy correlates well with actual tape reading Mean-reversion strategies targeting flow exhaustion zones Trend continuation entries at zones aligned with dominant flow direction Reduced Effectiveness: Extremely low volume environments where delta proxy becomes unreliable News-driven or gapped markets with discontinuous flow Highly manipulated or illiquid instruments with erratic volume patterns Integration Guidelines Confluence : Combine with BOSWaves structure, market profile, or traditional supply/demand analysis Flow Respect : Trust zones formed with strong net delta magnitude and clear flow dominance Context Awareness : Consider whether current market regime matches zone formation conditions Merge Recognition : Treat merged zones as higher-conviction areas due to multiple flow inflections Breach Discipline : Exit zone-based setups cleanly when price invalidates boundaries Disclaimer Delta Reaction Zones is a professional-grade order flow and supply/demand analysis tool. It uses a volume-based delta proxy that estimates directional pressure but does not access true order book data. Results depend on market conditions, volume reliability, parameter selection, and disciplined execution. BOSWaves recommends deploying this indicator within a broader analytical framework that incorporates price structure, volatility context, and comprehensive risk management.
אינדיקטור Pine Script®
מאת ‎BOSWaves‎
17
VMDivergences◈ DIVERGENCE DETECTION SYSTEM ◈ ════════════════════════════════════════════════════════════ ▀▀▀▀▀▀▀▀▀▀▀▀▀▀▀▀▀▀▀▀▀▀▀▀▀▀▀▀▀▀▀▀▀▀▀▀▀▀▀▀▀▀▀▀▀▀▀▀▀▀▀▀▀▀▀▀▀ █ 🎯 OVERVIEW █ ▄▄▄▄▄▄▄▄▄▄▄▄▄▄▄▄▄▄▄▄▄▄▄▄▄▄▄▄▄▄▄▄▄▄▄▄▄▄▄▄▄▄▄▄▄▄▄▄▄▄▄▄▄▄▄▄▄ VMDiv is a professional-grade divergence detection system built on a unique hybrid oscillator that combines the best of momentum analysis and mean-reversion theory. Unlike standard divergence indicators that rely on RSI or MACD, this system uses a custom Volume Momentum oscillator with adjustable characteristics. ═══════════════════════════════════════════════════════════ 🔧 THE VM OSCILLATOR ENGINE ═════════════════════════════════════════════════════════════ The core innovation is a hybrid oscillator combining TWO analytical approaches: ┌──────────────────────────────────────────────────────┐ │ COMPONENT 1: EMA MOMENTUM │ │ ════════════════════════ │ │ • Fast EMA minus Slow EMA (similar to MACD) │ │ • Normalized by standard deviation for consistency │ │ • Captures trend strength and directional momentum │ ├─────────────────────────────────────────────────────────┤ │ COMPONENT 2: BOLLINGER BAND DISTANCE │ │ ════════════════════════════════════ │ │ • Price distance from Bollinger Band midline │ │ • Normalized to show position within bands (-1 to +1 typically) │ │ • Captures overextension and mean-reversion potential │ ├─────────────────────────────────────────────────────────┤ │ THE BLEND │ │ ════════════ │ │ • "Momentum Blend" parameter controls the mix │ │ • 1.0 = Pure momentum oscillator │ │ • 0.0 = Pure mean-reversion oscillator │ │ • 0.5 = Balanced hybrid (often optimal) │ └───────────────────────────────────────────────────┘ ═══════════════════════════════════════════════════════ 📊 DIVERGENCE TYPES DETECTED ══════════════════════════════════════════════════════ This indicator detects SIX types of divergence patterns: ┌───────────────────────────────────────────────────────┐ │ 🔴 REGULAR BEARISH DIVERGENCE │ │ ══════════════════════════════ │ │ Price: Makes HIGHER HIGH ↗ │ │ Oscillator: Makes LOWER HIGH ↘ │ │ │ │ Interpretation: Momentum is weakening despite higher prices. │ │ Signal: Potential reversal to the DOWNSIDE │ │ Reliability: HIGH - Classic reversal signal at tops │ ├────────────────────────────────────────────────────────┤ │ 🟢 REGULAR BULLISH DIVERGENCE │ │ ══════════════════════════════ │ │ Price: Makes LOWER LOW ↘ │ │ Oscillator: Makes HIGHER LOW ↗ │ │ │ │ Interpretation: Momentum is strengthening despite lower prices. │ │ Signal: Potential reversal to the UPSIDE │ │ Reliability: HIGH - Classic reversal signal at bottoms │ ├──────────────────────────────────────────────────┤ │ 🟠 HIDDEN BEARISH DIVERGENCE │ │ ════════════════════════════ │ │ Price: Makes LOWER HIGH ↘ │ │ Oscillator: Makes HIGHER HIGH ↗ │ │ │ │ Interpretation: Downtrend showing internal strength. │ │ Signal: Trend CONTINUATION - expect further downside │ │ Best used: During confirmed downtrends │ ├──────────────────────────────────────────────────────┤ │ 🟡 HIDDEN BULLISH DIVERGENCE │ │ ════════════════════════════ │ │ Price: Makes HIGHER LOW ↗ │ │ Oscillator: Makes LOWER LOW ↘ │ │ │ │ Interpretation: Uptrend showing internal strength. │ │ Signal: Trend CONTINUATION - expect further upside │ │ Best used: During confirmed uptrends │ ├───────────────────────────────────────────────────┤ │ 🟣 DOUBLE TOP DIVERGENCE │ │ ═════════════════════════ │ │ Price: Two SIMILAR HIGHS (within ATR tolerance) │ │ Oscillator: Second high LOWER than first │ │ │ │ Interpretation: Resistance tested twice with weakening momentum. │ │ Signal: Strong reversal setup - HIGH PROBABILITY bearish │ │ Best used: At major resistance levels │ ├───────────────────────────────────────────────────────────┤ │ 🔵 DOUBLE BOTTOM DIVERGENCE │ │ ═══════════════════════════ │ │ Price: Two SIMILAR LOWS (within ATR tolerance) │ │ Oscillator: Second low HIGHER than first │ │ │ │ Interpretation: Support tested twice with strengthening momentum. │ │ Signal: Strong reversal setup - HIGH PROBABILITY bullish │ │ Best used: At major support levels │ └──────────────────────────────────────────────────┘
אינדיקטור Pine Script®
מאת ‎Making_Trades_Matter‎
Ultimate Lines Statistical Backtest @MaxMaseratiUltimate lines (MAs/MACD/VWAP,DWA etc..) Statistical Backtest This is a comprehensive statistical backtesting tool that allows traders to objectively measure the performance of 27+ different trading lines across multiple timeframes and sessions. Instead of guessing which moving averages, VWAPs, or volume levels actually work for your trading style, this indicator provides hard data showing exactly how price behaves around each line at specific times of day. The indicator solves a critical problem: most lines create whipsaws in choppy markets, but knowing which lines have the highest continuation rates vs reversal rates at specific session times helps you avoid false signals and focus on setups with proven statistical edges. 🎯 LINES YOU CAN TEST MMM Core Lines: Mid MA: Trend velocity tracker using simple moving average MMPD Line: Premium/Discount change-of-direction indicator Fair Value Golden Ratio: 0.618 equilibrium level between premium and discount zones Volume-Based Lines: VWAP Daily/Weekly: Volume-weighted average price (daily and weekly sessions) Volume POC Multi-TF: Multi-timeframe Point of Control (highest volume price level) Volume POC Weekly: Weekly momentum pivot based on volume distribution Range Midpoints: Range Midpoint 50: 50-period high/low midpoint Range Midpoint 14 TF1/TF2: Configurable timeframe range midpoints with smoothing options Moving Averages (10 MA Types): MACD Fast (12) / Signal (26): Standard MACD moving averages Fast MA 20 / Mid MA 50 / Slow MA 200: Classic trend-following averages Available MA Types: SMA, EMA, WMA, HMA, DEMA, TEMA, LSMA, KAMA, ALMA, VWMA Volatility Indicators: MVM Upper/Lower Bands: Momentum-based volatility bands with adaptive option HVC Bullish/Bearish: High Volume Candle support/resistance levels Ultimate Suite Advanced Lines: DWAP (Delta Weighted Average Price): Directional volume-weighted price with upper/lower bands HVN (High Volume Node): High-frequency trading node detection Hybrid Line: Volume-weighted momentum composite Trend Filter: Two-pole smoothing filter for trend clarity STL Lines: iBuSTL / iBeSTL: Internal Bullish/Bearish Structural Trend Liquidity levels ⚙️ HOW TO TEST Select Lines: Check the boxes for lines you want to analyze (Mid MA, VWAP Daily, Volume POC, etc.) Choose Times: Enable tracking for specific session times (default: 8:30 AM, 9:30 AM, 10:00 AM, Daily Close - EST) Set Lookback: Choose how many days of historical data to analyze (default: 60 days) Enable Pattern Analysis: Turn on "Enable Pattern Analysis" in settings Wait for Data: The indicator needs 20 bars after each signal time to complete analysis Review Statistics: Check the statistics table for detailed breakdowns 📈 STATISTICS EXPLAINED For Each Tracked Time, You'll See: 🟢 Above Selected Lines (X samples): Continued↑: Price stayed above the lines = bullish continuation Reversed↓: Price broke below the lines = reversal/rejection →Kept Going↓: After reversing down, price continued lower (bars 11-20) →Stalled: After reversing down, price came back up (consolidation) Neutral: Price didn't make a clear move either way 🔴 Below Selected Lines (X samples): Continued↓: Price stayed below the lines = bearish continuation Reversed↑: Price broke above the lines = reversal/support bounce →Kept Going↑: After reversing up, price continued higher (bars 11-20) →Stalled: After reversing up, price came back down (consolidation) Neutral: No clear directional move ⭐ Star Ratings: Show which outcome happens most frequently (best probability) 🔬 HYBRID DETECTION SYSTEM (ADVANCED) When enabled, the indicator uses a multi-signal composite scoring system that goes beyond simple percentage movements: Signal A - % Movement Direction (40% weight): Measures the strength and direction of price movement. Strong directional moves (>0.8%) score higher, while opposite-direction moves score negatively. Signal B - Inside Candles (30% weight): Detects true consolidation by counting how many candles close within a defined range. High inside-candle counts indicate choppy, stalled price action rather than clean continuation. Signal C - Successive Closes (30% weight): Tracks momentum persistence by counting consecutive closes in the expected direction. Long streaks (6+ bars) indicate strong follow-through, while breaks in the sequence suggest weakness. Composite Score Classification: ⭐⭐⭐ Strong (75-100 points): All three signals align - high-confidence pattern ⭐⭐ Moderate (50-75 points): Two signals agree - reliable pattern ⭐ Weak (25-50 points): Mixed signals - lower confidence ⚠️ Strong Stalled (0-25 points): Signals show consolidation/reversal This provides nuanced pattern detection that identifies not just IF a pattern succeeded, but HOW STRONGLY it performed. 💡 INTERPRETING RESULTS Good Lines Show: High continuation % when price is above/below (>60% is strong) Clean "Kept Going" patterns after reversals (>50% indicates reliable rejection) Low stalled % (less whipsaw/consolidation) Consistent patterns across multiple times (validates the line's reliability) Poor Lines Show: 50/50 continuation vs reversal (coin flip = no edge) High stalled % (lots of whipsaw/false signals) Inconsistent patterns across different times (unreliable) Example Interpretation: 9:30 AM - VWAP Daily (120 samples) 🟢 Above: Continued↑ 75 (62.5%) ⭐ BEST Reversed↓ 30 (25.0%) Meaning: When price is above VWAP Daily at 9:30 AM, it continues higher 62.5% of the time - this is a statistically strong bullish signal for that session time. 🎯 PRACTICAL VALUE Solves the Whipsaw Problem: Most moving averages and lines work beautifully in trending markets but create endless false signals in choppy, range-bound conditions. By analyzing specific session times and continuation vs reversal patterns, you can: Identify high-probability setups: Focus on lines that show >60% continuation at your preferred trading times Avoid weak signals: Skip lines with high stall rates or 50/50 outcomes Time your entries better: Know which session times produce the cleanest patterns Combine complementary lines: Stack multiple high-scoring lines for confluence Adapt to market conditions: Switch to different lines when market structure changes Real-World Application: Instead of blindly trading VWAP crosses or MA bounces, you'll have objective data showing: "At 9:30 AM on ES, when price is above Mid MA + VWAP Daily + Volume POC, it continues higher 68% of the time with strong momentum (⭐⭐⭐)." This transforms discretionary guesswork into data-driven decision making. ⚙️ LINE DEFINITIONS Moving Averages: Smooth price data over X periods to identify trend direction and dynamic support/resistance. VWAP: Anchored average price weighted by volume - institutional traders' benchmark for "fair value." Volume POC (Point of Control): Price level with the most traded volume - represents maximum market acceptance. Fair Value Golden Ratio: Fibonacci 0.618 level between recent premium (high) and discount (low) - equilibrium zone. DWAP (Delta Weighted): Price average weighted by buying vs selling volume delta - shows directional money flow. Range Midpoints: Geometric center of recent high/low range - mean reversion pivot. Volatility Bands: Envelope around momentum lines showing normal price deviation ranges. HVN (High Volume Node): Automated detection of high-volume price clusters - institutional accumulation/distribution zones. Note: This indicator is purely for statistical analysis and backtesting. It does not generate trade signals or provide entry/exit recommendations. Use the statistics to inform your own trading decisions and strategy development.
אינדיקטור Pine Script®
מאת ‎MaxMaserati‎
NY Session Bar Counter & Bar painterThe NY Session Bar Counter is a high-visibility technical utility that provides an automated, sequential count of every candle during the New York session (09:30 to 16:00 EST). Unlike standard session highlighters, this tool numbers each bar starting from the market open, allowing traders to identify specific "time-of-day" windows with surgical precision. This script is specifically engineered for traders who follow setups based on specific bar numbers (e.g., the Bar 17 reversal, the Bar 36 lunch-power-hour, or the final EOD flush). 🚀 Key Features Precision Timing: Automatically resets every day at 09:30 AM New York time, regardless of your local timezone settings. Multi-Timeframe Logic: Optimized to work seamlessly on 1m, 5m, 15m, and 30m charts without breaking the daily count. Historical & Replay Compatibility: Unlike many session tools, this script is fully compatible with Bar Replay and displays historical data across several days (up to 500 labels). Special Bar Highlighting: Includes a "Paint Bar" feature that allows you to choose a specific bar number (e.g., Bar 17) and automatically color the candle body for instant visual recognition. Customizable Display: Filter for Odd/Even numbers to reduce chart clutter and adjust font size, color, and position (Above/Below bar). 💡 Why It Is Useful In the modern trading environment, the market moves in cycles of liquidity and volatility that are often tied to specific times. This script is useful because: Standardization: It provides a common language for traders. Instead of saying "the 10:50 AM candle," traders can refer to "Bar 17" (on a 5m chart), which is faster and more consistent. Backtesting Accuracy: When reviewing past days or using Bar Replay, you can easily identify if your strategy triggers at the same relative time every day. Visual Discipline: By highlighting a "Target Bar," you can train your eyes to wait for specific time windows before looking for a setup, helping to prevent overtrading during low-probability hours. Operational Efficiency: It removes the manual work of counting bars from the open, allowing you to focus entirely on price action and order flow. How to Use Install the script on any intraday timeframe (best on 5m or 15m). Adjust Lookback: Use the settings to determine how many historical days you want to view. Identify Patterns: Use the "Special Bar Highlight" to mark the bar where your strategy most frequently triggers.
אינדיקטור Pine Script®
מאת ‎farimanga87‎
Swing HelperThis script, titled "Swing helper", is a multi-metric dashboard designed to provide a comprehensive snapshot of a security's volatility, relative volume, and price action health directly on the chart. It focuses on Average Daily Range (ADR) relationship and key performance indicators to help traders identify setups like volatility contractions or trend strength. Key Features Dual-ADR Analysis: Calculates and compares Long-Term (LT) and Short-Term (ST) ADR percentages. The ADR Ratio helps identify when volatility is expanding or contracting relative to historical norms. Relative Volume (RVol): Compares current volume to a 20-day moving average, highlighting institutional participation. Dynamic Closing Range: Visualizes where the price is closing relative to the day's true range (the "Closing Range %"), indicating buying or selling pressure. SMA 50 Distance: A unique metric that measures the price's distance from the 50-day Simple Moving Average in "ADR units," helping to gauge how overextended a stock is. Automated Price Projections: Dynamically plots -1x and -2x ADR levels from the current price to provide immediate downside targets or support levels. Custom Bar Coloring: Highlights specific price action patterns: Inside Days (Blue) Upside Reversals (Green) Downside Reversals (Red) Visual Customization The script includes a highly flexible Summary Table with customizable positions, sizes, and colors (including borders and headers), allowing it to fit into any dark or light mode chart layout without obstructing price action. How to Use Volatility Contraction: Watch for the ADR Ratio to drop, indicating a tightening range before a potential breakout. Relative Strength: Look for high RVol combined with a high Closing Range % (e.g., >75%) to confirm strong demand. Mean Reversion: Use the SMA50 Dist metric to identify when a stock is "stretched" too far from its moving average relative to its daily volatility.
אינדיקטור Pine Script®
מאת ‎Lifelessplum‎
Hardwaybets Strat Market Checklist Trading## **Hardwaybets TheStrat Market Checklist Engine** **A Checklist-Driven TheStrat Trading** --- ### **Overview** This script is an **informational market context and permission framework** designed to help users **organize structural and liquidity information** in a clear, checklist-based format. It evaluates **price context only** and displays the results in a table. It does **not** generate trade signals or trading instructions. --- ### **What This Script Does** The indicator evaluates and displays: * Nearest prior **Area of Interest (AOI)** (Previous Day High/Low or Previous Week High/Low) * Higher-timeframe structural bias (Daily & Weekly) * Proximity to liquidity * Liquidity behavior (acceptance vs rejection) * **Strat pattern classification only** (12 canonical patterns) * A final **permission state** based on the above conditions All information is presented as **contextual reference data**, not execution guidance. --- ### **What This Script Does NOT Do** * ❌ No buy or sell signals * ❌ No arrows, markers, or execution prompts * ❌ No entries, exits, stops, or targets * ❌ No performance metrics or profitability claims * ❌ No strategy or backtesting logic The word **“TRADE”** in the dashboard refers to **permission status only**, not a recommendation to trade. --- ### **Dashboard Modes** * **Full Mode**: displays AOI price and distance (points & ticks) * **Compact Mode**: minimal checklist view for reduced screen usage Both modes are **informational only**. --- ### **Pattern Classification** The script identifies and labels Strat candle pattern **types only**, including: * Reversal patterns * Continuation patterns * Compression patterns * Expansion patterns Pattern labels are **descriptive classifications**, not signals or instructions. --- ### **Intended Use** This script is intended to be used as a **contextual reference tool** alongside a user’s own analysis, rules, or education. It may be useful for: * Market structure study * Liquidity behavior observation * Pattern classification review * Educational purposes --- ### **Technical Notes** * Pine Script® v6 * Uses completed candles only * No repainting logic * No future data access * Table-based UI only --- ### **Disclaimer** This indicator is provided **for educational and informational purposes only**. The author does not provide financial advice, trading recommendations, or execution guidance. All trading decisions remain the sole responsibility of the user. --- ### **Conceptual Attribution** This script is inspired by publicly available market structure concepts commonly referred to as “The Strat” methodology. No proprietary or paid content is included. --- ### **Feedback** Constructive feedback and suggestions are welcome. Please note that this script is intentionally **non-signaling by design**.
אינדיקטור Pine Script®
מאת ‎hardwaybets‎
Open Interest Z-Score [BackQuant]Open Interest Z-Score A standardized pressure gauge for futures positioning that turns multi venue open interest into a Z score, so you can see how extreme current positioning is relative to its own history and where leverage is stretched, decompressing, or quietly re loading. What this is This indicator builds a single synthetic open interest series by aggregating futures OI across major derivatives venues, then standardises that aggregated OI into a rolling Z score. Instead of looking at raw OI or a simple change, you get a normalized signal that says "how many standard deviations away from normal is positioning right now", with optional smoothing, reference bands, and divergence detection against price. You can render the Z score in several plotting modes: Line for a clean, classic oscillator. Colored line that encodes both sign and momentum of OI Z. Oscillator histogram that makes impulses and compressions obvious. The script also includes: Aggregated open interest across Binance, Bybit, OKX, Bitget, Kraken, HTX, and Deribit, using multiple contract suffixes where applicable. Choice of OI units, either coin based or converted to USD notional. Standard deviation reference lines and adaptive extreme bands. A flexible smoothing layer with multiple moving average types. Automatic detection of regular and hidden divergences between price and OI Z. Alerts for zero line and ±2 sigma crosses. Aggregated open interest source At the core is the same multi venue OI aggregation engine as in the OI RSI tool, adapted from NoveltyTrade's work and extended for this use case. The indicator: Anchors on the current chart symbol and its base currency. Loops over a set of exchanges, gated by user toggles: Binance. Bybit. OKX. Bitget. Kraken. HTX. Deribit. For each exchange, loops over several contract suffixes such as USDT.P, USD.P, USDC.P, USD.PM to cover the common perp and margin styles. Requests OI candles for each exchange plus suffix pair into a small custom OI type that carries open, high, low and close of open interest. Converts each OI stream into a common unit via the sw method: In COIN mode, OI is normalized relative to the coin. In USD mode, OI is scaled by price to approximate notional. Exchange specific scaling factors are applied where needed to match contract multipliers. Accumulates all valid OI candles into a single combined OI "candle" by summing open, high, low and close across venues. The result is oiClose , a synthetic close for aggregated OI that represents cross venue positioning. If there is no valid OI data for the symbol after this process, the script throws a clear runtime error so you know the market is unsupported rather than quietly plotting nonsense. How the Z score is computed Once the aggregated OI close is available, the indicator computes a rolling Z score over a configurable lookback: Define subject as the aggregated OI close. Compute a rolling mean of this subject with EMA over Z Score Lookback Period . Compute a rolling standard deviation over the same length. Subtract the mean from the current OI and divide by the standard deviation. This gives a raw Z score: oi_z_raw = (subject − mean) ÷ stdDev . Instead of plotting this raw value directly, the script passes it through a smoothing layer: You pick a Smoothing Type and Smoothing Period . Choices include SMA, HMA, EMA, WMA, DEMA, RMA, linear regression, ALMA, TEMA, and T3. The helper ma function applies the chosen smoother to the raw Z score. The result is oi_z , a smoothed Z score of aggregated open interest. A separate EMA with EMA Period is then applied on oi_z to create a signal line ma that can be used for crossovers and trend reads. Plotting modes The Plotting Type input controls how this Z score is rendered: 1) Line In line mode: The smoothed OI Z score is plotted as a single line using Base Line Color . The EMA overlay is optionally plotted if Show EMA is enabled. This is the cleanest view when you want to treat OI Z like a standard oscillator, watching for zero line crosses, swings, and divergences. 2) Colored Line Colored line mode adds conditional color logic to the Z score: If the Z score is above zero and rising, it is bright green, representing positive and strengthening positioning pressure. If the Z score is above zero and falling, it shifts to a cooler cyan, representing positive but weakening pressure. If the Z score is below zero and falling, it is bright red, representing negative and strengthening pressure (growing net de risking or shorting). If the Z score is below zero and rising, it is dark red, representing negative but recovering pressure. This mapping makes it easy to see not only whether OI is above or below its historical mean, but also whether that deviation is intensifying or fading. 3) Oscillator Oscillator mode turns the Z score into a histogram: The smoothed Z score is plotted as vertical columns around zero. Column colors use the same conditional palette as colored line mode, based on sign and change direction. The histogram base is zero, so bars extend up into positive Z and down into negative Z. Oscillator mode is useful when you care about impulses in positioning, for example sharp jumps into positive Z that coincide with fast builds in leverage, or deep spikes into negative Z that show aggressive flushes. 4) None If you only want reference lines, extreme bands, divergences, or alerts without the base oscillator, you can set plotting to None and keep the rest of the tooling active. The EMA overlay respects plotting mode and only appears when a visible Z score line or histogram is present. Reference lines and standard deviation levels The Select Reference Lines input offers two styles: Standard Deviation Levels Plots small markers at zero. Draws thin horizontal lines at +1, +2, −1 and −2 Z. Acts like a classic Z score ladder, zero as mean, ±1 as normal band, ±2 as outer band. This mode is ideal if you want a textbook statistical framing, using ±1 and ±2 sigma as standard levels for "normal" versus "extended" positioning. Extreme Bands Extreme bands build on the same ±1 and ±2 lines, then add: Upper outer band between +3 and +4 Z. Lower outer band between −3 and −4 Z. Dynamic fill colors inside these bands: If the Z score is positive, the upper band fill turns red with an alpha that scales with the magnitude of |Z|, capped at a chosen max strength. Stronger deviations towards +4 produce more opaque red fills. If the Z score is negative, the lower band fill turns green with the same adaptive alpha logic, highlighting deep negative deviations. Opposite side bands remain a faint neutral white when not in use, so they still provide structural context without shouting. This creates a visual "danger zone" for position crowding. When the Z score enters these outer bands, open interest is many standard deviations away from its mean and you are dealing with rare but highly loaded positioning states. Z score as a positioning pressure gauge Because this is a Z score of aggregated open interest, it measures how unusual current positioning is relative to its own recent history, not just whether OI is rising or falling: Z near zero means total OI is roughly in line with normal conditions for your lookback window. Positive Z means OI is above its recent mean. The further above zero, the more "crowded" or extended positioning is. Negative Z means OI is below its recent mean. Deep negatives often mark post flush environments where leverage has been cleared and the market is under positioned. The smoothing options help control how much noise you want in the signal: Short Z score lookback and short smoothing will react quickly, suited for short term traders watching intraday positioning shocks. Longer Z score lookback with smoother MA types (EMA, RMA, T3) give a slower, more structural view of where the crowd sits over days to weeks. Divergences between price and OI Z The indicator includes automatic divergence detection on the Z score versus price, using pivot highs and lows: You configure Pivot Lookback Left and Pivot Lookback Right to control swing sensitivity. Pivots are detected on the OI Z series. For each eligible pivot, the script compares OI Z and price at the last two pivots. It looks for four patterns: Regular Bullish – price makes a lower low, OI Z makes a higher low. This can indicate selling exhaustion in positioning even as price washes out. These are marked with a line and a label "ℝ" below the oscillator, in the bullish color. Hidden Bullish – price makes a higher low, OI Z makes a lower low. This suggests continuation potential where price holds up while positioning resets. Marked with "ℍ" in the bullish color. Regular Bearish – price makes a higher high, OI Z makes a lower high. This is a classic warning sign of trend exhaustion, where price pushes higher while OI Z fails to confirm. Marked with "ℝ" in the bearish color. Hidden Bearish – price makes a lower high, OI Z makes a higher high. This is often seen in pullbacks within downtrends, where price retraces but positioning stretches again in the direction of the prevailing move. Marked with "ℍ" in the bearish color. Each divergence type can be toggled globally via Show Detected Divergences . Internally, the script restricts how far back it will connect pivots, so you do not get stray signals linking very old structures to current bars. Trading applications Crowding and squeeze risk Z scores are a natural way to talk about crowding: High positive Z in aggregated OI means the market is running high leverage compared to its own norm. If price is also extended, the risk of a squeeze or sharp unwind rises. Deep negative Z means leverage has been cleaned out. While it can be painful to sit through, this environment often sets up cleaner new trends, since there is less one sided positioning to unwind. The extreme bands at ±3 to ±4 highlight the rare states where crowding is most intense. You can treat these events as regime markers rather than day to day noise. Trend confirmation and fade selection Combine Z score with price and trend: Bull trends with positive and rising Z are supported by fresh leverage, usually more persistent. Bull trends with flat or falling Z while price keeps grinding up can be more fragile. Divergences and extreme bands can help identify which edges you do not want to fade and which you might. In downtrends, deep negative Z that stays pinned can mean persistent de risking. Once the Z score starts to mean revert back toward zero, it can mark the early stages of stabilization. Event and liquidation context Around major events, you often see: Rapid spikes in Z as traders rush to position. Reversal and overshoot as liquidations and forced de risking clear the book. A move from positive extremes through zero into negative extremes as the market transitions from crowded to under exposed. The Z score makes that path obvious, especially in oscillator mode, where you see a block of high positive bars before the crash, then a slab of deep negative bars after the flush. Settings overview Z Score group Plotting Type – None, Line, Colored Line, Oscillator. Z Score Lookback Period – window used for mean and standard deviation on aggregated OI. Smoothing Type – SMA, HMA, EMA, WMA, DEMA, RMA, linear regression, ALMA, TEMA or T3. Smoothing Period – length for the selected moving average on the raw Z score. Moving Average group Show EMA – toggle EMA overlay on Z score. EMA Period – EMA length for the signal line. EMA Color – color of the EMA line. Thresholds and Reference Lines group Select Reference Lines – None, Standard Deviation Levels, Extreme Bands. Standard deviation lines at 0, ±1, ±2 appear in both modes. Extreme bands add filled zones at ±3 to ±4 with adaptive opacity tied to |Z|. Extra Plotting and UI Base Line Color – default color for the simple line mode. Line Width – thickness of the oscillator line. Positive Color – positive or bullish condition color. Negative Color – negative or bearish condition color. Divergences group Show Detected Divergences – master toggle for divergence plotting. Pivot Lookback Left and Pivot Lookback Right – how many bars left and right to define a pivot, controlling divergence sensitivity. Open Interest Source group OI Units – COIN or USD. Exchange toggles for Binance, Bybit, OKX, Bitget, Kraken, HTX, Deribit. Internally, all enabled exchanges and contract suffixes are aggregated into one synthetic OI series. Alerts included The indicator defines alert conditions for several key events: OI Z Score Positive – Z crosses above zero, aggregated OI moves from below mean to above mean. OI Z Score Negative – Z crosses below zero, aggregated OI moves from above mean to below mean. OI Z Score Enters +2σ – Z enters the +2 band and above, marking extended positive positioning. OI Z Score Enters −2σ – Z enters the −2 band and below, marking extended negative positioning. Tie these into your strategy to be notified when leverage moves from normal to extended states. Notes This indicator does not rely on price based oscillators. It is a statistical lens on cross venue open interest, which makes it a complementary tool rather than a replacement for your existing price or volume signals. Use it to: Quantify how unusual current futures positioning is compared to recent history. Identify crowded leverage phases that can fuel squeezes. Spot structural divergences between price and positioning. Frame risk and opportunity around events and regime shifts. It is not a complete trading system. Combine it with your own entries, exits and risk rules to get the most out of what the Z score is telling you about positioning pressure under the hood of the market.
אינדיקטור Pine Script®
מאת ‎BackQuant‎
4
STRAT - MTF Dashboard + FTFC + Reversals v2.7# STRAT Indicator - Complete Description ## Overview A comprehensive multi-timeframe STRAT trading system indicator that combines market structure analysis, flip levels, Full Timeframe Continuity (FTFC), and reversal pattern detection across 12 timeframes. ## Core Features ### 1. **Multi-Timeframe STRAT Dashboard** - Displays STRAT combos (1, 2u, 2d, 3) across 12 timeframes: 1m, 5m, 15m, 30m, 1H, 4H, 12H, Daily, Weekly, Monthly, Quarterly, Yearly - Color-coded directional bias (green/red/doji) - Inside bars (●) and Outside bars (●) highlighted - Current timeframe marked with ★ ### 2. **HTF Flip Levels with Smart Grouping** - Displays higher timeframe (HTF) flip levels (open prices) as labels on the right side - Automatically groups multiple timeframes at the same price level (e.g., "★ 1H/4H/D") - Current timeframe flip level always displayed with ★ marker - Color-coded: Green (above price) / Red (below price) ### 3. **Full Timeframe Continuity (FTFC)** - User-selectable 4 timeframes for FTFC analysis (default: D, W, M, Q) - Green line: FTFC Up (highest open of 4 timeframes) - Red line: FTFC Down (lowest open of 4 timeframes) - Identifies when price is above/below all 4 timeframe opens ### 4. **Hammer & Shooting Star Detection** - **Hammer Pattern**: Long lower wick (≥2x body), small upper wick, signals potential bottom reversal - **Shooting Star Pattern**: Long upper wick (≥2x body), small lower wick, signals potential top reversal - Scans last 100 bars (adjustable) and marks ALL historical patterns - Chart markers: 🔨 (Hammer) below bars, 🔻 (Shooting Star) above bars - Dashboard column shows reversal patterns for each timeframe - Adjustable wick-to-body ratio sensitivity (1.5 to 5.0) ### 5. **Debug Tables** - **FTFC Debug**: Shows close vs. 4 timeframe opens, confirms all-green/all-red conditions - **Reversal Debug**: Real-time analysis of current bar - body size, wick measurements, ratios, and pattern qualification ## Settings ### Display Settings - Dashboard position (9 options: top-left to bottom-right) - Dashboard text size (tiny to huge) - Label offset and text size - Toggle individual features on/off ### FTFC Settings - Select 4 custom timeframes for continuity analysis - Default: Daily, Weekly, Monthly, Quarterly ### Reversal Settings - **Wick to Body Ratio**: Sensitivity for pattern detection (default 2.0) - **Lookback Bars**: How many historical bars to scan (default 100, max 500) - Show/hide reversal markers on chart - Show/hide reversal debug table ## Use Cases 1. **Momentum Trading**: Identify STRAT setups (2-2, 2-1-2 reversals, 3-bar plays) across multiple timeframes 2. **Swing Trading**: Use HTF flip levels as support/resistance and FTFC for trend confirmation 3. **Reversal Trading**: Catch hammer/shooting star patterns at key levels for counter-trend entries 4. **Multi-Timeframe Analysis**: Confirm alignment across timeframes before entering trades ## How to Use ### For STRAT Traders - Look for 2-1-2 reversal setups in the dashboard - Watch for inside bars (●) at HTF flip levels for breakout trades - Use outside bars (●) to identify potential volatility expansion ### For Reversal Traders - 🔨 Hammers after downtrends = potential long entries - 🔻 Shooting stars after uptrends = potential short entries - Combine with HTF flip levels for high-probability setups ### For Trend Followers - FTFC green line above = bullish structure - FTFC red line below = bearish structure - Enter when price breaks and holds above/below FTFC levels ## Visual Elements - **Green Labels**: HTF flip levels above current price (resistance) - **Red Labels**: HTF flip levels below current price (support) - **Lime Line**: FTFC Up (highest timeframe open) - **Red Line**: FTFC Down (lowest timeframe open) - **🔨 Icon**: Hammer pattern (potential reversal up) - **🔻 Icon**: Shooting Star pattern (potential reversal down) - **★ Symbol**: Current timeframe or multiple timeframes grouped ## Performance Notes This indicator performs 12 multi-timeframe security calls and may take 15-30 seconds to calculate on initial load. This is normal for comprehensive MTF analysis. ## Version v2.7 - Simplified reversal detection, current TF labeling, optimized performance --- **Perfect for**: STRAT traders, multi-timeframe analysts, reversal pattern traders, swing traders looking for high-probability setups with confluence across timeframes.
אינדיקטור Pine Script®
מאת ‎Borsaliz‎
2
MTF VWAP + Candlestick VWAP Reactions (Bounce + Score)It’s an intraday VWAP + candlestick confluence tool that: Draws daily, weekly, monthly, yearly VWAPs. Detects textbook candlestick patterns, classed as BuH/BuM (bullish high/moderate) and BeH/BeM (bearish high/moderate) with colored boxes. Triggers long/short arrows only when price bounces off a VWAP by at least 0.15% AND there’s a recent matching pattern. Grades every signal as A / B / C with a score 1–10: A (8–10) = high-reliability pattern (BuH/BeH) + strong 2-candle body reaction (your A+ setups). B (5–8) = moderate pattern (BuM/BeM) + one solid bounce. C (1–5) = weaker / mixed context (scalpy or gamble).
אינדיקטור Pine Script®
מאת ‎itsCoby4‎
FVG HTF# FVG HTF — Higher‑Timeframe Fair Value Gaps ## Summary - Plots higher‑timeframe Fair Value Gap (FVG) zones directly on your current chart. - Tracks fill progress using four methods: Any Touch, Midpoint Reached, Wick Sweep, Body Beyond. - Shows optional labels with timeframe source and live fill percentage; label text color is configurable. - Designed for clean overlays and efficient rendering with limits on graphics and bars processed. ## What It Does - Detects bullish and bearish FVGs from a chosen timeframe (or the chart timeframe) and renders: - Zone Top/Bottom lines and a dotted midpoint line - Semi‑transparent area fill between the edges - Optional label at the midpoint with a tooltip showing zone prices - Continuously updates zones forward and removes them when the selected fill condition is met. ## Inputs - `Enable FVG` (`fvgSH2`): Toggle detection/plotting on/off. - `Timeframe` (`fvgTF2`): Choose `Chart` or HTFs (`5 Minutes`, `15 Minutes`, `1 Hour`, `4 Hours`, `1 Day`, `1 Week`, `1 Month`). - `Fill Method` (`fvgFill2`): - Any Touch — wick or body touches any part of the zone - Midpoint Reached — price reaches at least the 50% of the zone - Wick Sweep — wick fully travels past the far edge and back inside (conceptually stricter than touch) - Body Beyond — candle body closes beyond the opposite edge (strong confirmation) - `Zones` colors (`fvgCb2`, `fvgCs2`): Bullish/Bearish zone colors. - `Labels` (`fvgLB2`): Show/Hide on‑chart labels. - `Label Color` (`fvgLBc2`): Color picker for label text (default: white). - `Max Bars Back` (`maxBars2`): Limits processing to recent bars for performance. ## Timeframe Rules - The helper `htfTF` prevents selecting a timeframe lower than the chart. If an invalid lower TF is chosen, it falls back to `timeframe.period`. - Supports minute, daily, weekly, and monthly aggregations that are safe for intraday/daily/weekly charts. ## Detection Logic - Uses rolling higher‑timeframe bars constructed on the fly and checks 3‑bar displacement patterns: - Bullish FVG: current HTF low above the high two bars ago AND previous HTF close above that high, with no direct gap condition. - Bearish FVG: current HTF high below the low two bars ago AND previous HTF close below that low, with no direct gap condition. - On detection, the script creates an FVG object with: - Top/Bottom lines (`lnTop`, `lnBtm`) and midpoint line (`lnAvg`) - Midpoint label (`lbTxt`) showing source timeframe and updating fill percentage - Semi‑transparent fill (`linefill`) for visual clarity ## Fill Tracking - Fill threshold depends on selected method: - Any Touch: opposite edge - Midpoint Reached: zone’s midpoint - Wick Sweep: stricter condition conceptually (implemented as an opposite‑edge threshold) - Body Beyond: requires close beyond the opposite edge - Each bar updates label x‑position and line endpoints forward; the label text shows the best fill ratio achieved. - When the threshold is reached, the FVG (label, lines, fill) is removed from the chart. ## Best Practices - Start with `Any Touch` to visualize broad repairs; switch to `Body Beyond` for conservative confirmations. - Use `1 Hour` or `4 Hours` overlays on 5m–15m charts for context; `1 Day` on 1H charts; `1 Week` on daily charts. - Keep labels on when monitoring fills intraday; hide labels for clean higher‑level context. - Adjust `Max Bars Back` if performance is impacted by many zones. ## Repainting Notes - HTF zones are computed on `timeframe.change(tf)` and therefore confirm on HTF bar closes. - Label endpoints extend each bar; detection itself avoids lookahead bias. For strict confirmation, align entries with HTF closes. ## Limitations - “Wick Sweep” is treated as a stricter touch to the far edge; it does not enforce a separate “return inside” bar state. - Label text color applies uniformly to bull/bear labels. If you need separate colors per side, contact the author. ## Credits & Version - Pine Script v6; © rithsilanew2020 ## Quick Start 1. Enable FVG and choose your HTF (e.g., `1 Hour`). 2. Pick a Fill Method (start with `Any Touch`). 3. Select zone colors and label text color. 4. Set `Max Bars Back` as needed for performance. 5. Use labels/tooltip values (Top/Mid/Bottom) to plan entries and manage risk.
אינדיקטור Pine Script®
מאת ‎rithsila‎
Tactical Holding [SwissAlgo]Tactical Holding A visual framework for managing long-term positions across market cycles -------------------------------------------------------------- Purpose Instead of holding a fixed position through all market conditions , you can use this framework to adjust your exposure tactically . By reducing positions during distribution phases and accumulating during favorable accumulation zones, you may end up holding more units of the asset over complete market cycles - even if you temporarily exit or reduce exposure during unfavorable periods. This approach aims to help you compound your holdings by taking advantage of market volatility rather than simply enduring it. -------------------------------------------------------------- Recommended Settings Timeframe : Weekly (1W) chart
 Chart Type : Standard candlesticks (select 'Bar' type Candles) This indicator is designed for higher timeframe analysis. While it can be applied to other timeframes, the logic and signal generation are optimized for weekly charts to filter out short-term noise and focus on major market cycles. -------------------------------------------------------------- Key Features ♦ Market State Classification The indicator aims to categorize potential market conditions into five color-coded states based on technical confluences: * Bull (bright green): Multiple bullish indicators align * Bull Retrace (teal): Bullish structure with temporary weakness * Bull ⇆ Bear Reversal (yellow): Transitional phase between trends * Bear (bright red): Multiple bearish indicators align * Bear Retrace (Pale Red/Maroon): Bearish structure with temporary strength ♦ Visual Elements * Candles change color based on the current market state * A 50-period EMA tracks with the same color coding, providing visual trend context * Small arrow markers appear when specific pattern conditions are met (zones for potential distribution or accumulation) * A legend table (toggle on/off) explains the color system * A label shows the current state name on the chart ♦ Pattern Recognition The system monitors for two types of potential entry/exit zones: 1. State transition patterns after periods of market regime consistency 2. RSI divergence patterns (when price and momentum move in opposite directions) ♦ Customization * Toggle the legend table visibility through settings * All calculations are transparent and use standard technical analysis methods -------------------------------------------------------------- How It Works Think of this indicator as a traffic light system for your portfolio: ♦ Green zones suggest the asset might be in an environment where long-term holders historically have remained invested Bright green (Bull) : Multiple technical indicators align in a potentially strong bullish phase Pale green (Bull Retrace) : Bullish structure remains intact, but momentum shows temporary weakness - often a pullback within an uptrend ♦ Red zones suggest conditions where long-term holders might consider reducing exposure or waiting for better entry points Dark red (Bear) : Multiple technical indicators align in a potentially strong bearish phase Pale red (Bear Retrace) : Bearish structure remains intact but shows temporary strength - often a bounce within a downtrend ♦ Yellow zones indicate the market is in transition between bull and bear regimes - a time for increased attention as the trend direction becomes uncertain The system doesn't predict future prices. Instead, it helps you understand the current technical environment by doing the heavy lifting of analyzing multiple indicators at once and presenting them in a simple visual format. Example: During the 2022 crypto bear market, the indicator would have displayed extended red periods, signaling defensive conditions for holders. When accumulation arrows appeared in late 2022-early 2023, it highlighted potential re-entry zones as the technical regime transitioned back toward green, before the 2024 recovery. -------------------------------------------------------------- Who This Is For ♦ Long-term investors who want to hold assets through cycles but prefer a systematic approach to position sizing and timing rather than buying and never selling . ♦ Portfolio managers looking for a visual tool to help determine when to increase or decrease exposure to specific assets based on technical regime changes. ♦ Swing traders on higher timeframes who want to align their positions with the broader market structure rather than fighting the trend. This is not designed for: * Day traders or scalpers * Those seeking exact entry/exit prices * Automated trading systems (this is a visual decision-support tool) -------------------------------------------------------------- Understanding the Visuals When you apply Tactical Holding to a chart, you'll see: 1. Colored candles - Instantly see what market regime the asset is in 2. Colored EMA line (thick line) - Provides a dynamic support/resistance reference that changes color with market conditions 3. Small arrows (↑ ↓) - Mark bars where specific technical patterns complete 4. State label - Shows current market classification 5. Legend table (top right) - Quick reference guide for the color system 6. Warning banner (top center) - Reminds you to use weekly charts The visual design prioritizes clarity over complexity. You should be able to glance at a chart and immediately understand the current technical environment. -------------------------------------------------------------- Important Limitations This indicator cannot: * Predict future price movements * Guarantee profitable trades * Work equally well on all assets or timeframes * Replace your own research and risk management Technical considerations: * Divergence detection has a 3-bar confirmation lag (by design, to avoid false signals) * State transitions require multiple technical confirmations, which may cause delayed reactions to rapid market changes * The system is reactive, not predictive - it responds to price action after it occurs * Performance varies significantly between trending assets (like Solana) and stable assets (like Apple) -------------------------------------------------------------- Practical Application Consider using this indicator as one component of a broader investment framework: ♦ Understanding Position Context: The color-coded states can help frame your thinking about current holdings: Bull: Technical conditions that have historically been associated with sustained uptrends Bull Retrace: Pullbacks within an overall bullish structure- these periods may offer opportunities to evaluate entry points or reassess existing positions Reversal (Yellow): Transitional phases where the trend direction is unclear - periods that may warrant closer monitoring Bear Retrace: Temporary strength within an overall bearish structure - rallies that historically have often faded Bear: Technical conditions that have historically been associated with sustained downtrends ♦ Interpreting Signal Arrows: Arrow markers indicate when specific technical pattern conditions have been met. These are observation points, not instructions: A signal appearing doesn't mean immediate action is required Treat arrows as prompts for further analysis rather than automatic triggers Consider the broader context: fundamentals, your investment timeline, risk tolerance, and overall market conditions Signals show when historical technical patterns have formed - not whether those patterns will lead to the same outcomes as in the past The framework is designed to organize information visually, not to tell you what to do. Your investment decisions should incorporate this technical perspective alongside other factors relevant to your situation. -------------------------------------------------------------- Technical Methodology For transparency, the indicator uses: * RSI (14) with a 14-period SMA to assess momentum direction * MACD (12,26,9) to confirm trend strength and histogram momentum * Stochastic RSI with K and D line crossovers for additional confirmation * 50-period EMA as the primary trend filter * Linear regression-based slope analysis to detect flat/transitional periods * Pivot-based divergence detection following standard technical analysis principles All calculations use publicly available technical analysis formulas. Nothing is hidden or proprietary beyond the specific combination and weighting of these standard tools. -------------------------------------------------------------- Disclaimer This indicator is an educational and analytical tool only. It is not financial advice. * Trading and investing involve substantial risk of loss * Past performance of any technical system does not indicate future results * No indicator can predict market movements with certainty * Always conduct your own research and consult with qualified financial professionals * Never invest more than you can afford to lose * The creators of this indicator are not responsible for any trading losses * This tool is not affiliated with, endorsed by, or connected to TradingView, 3Commas, or any other trading platform * Use of this indicator is at your own risk Risk Management: Regardless of what any indicator shows, always use proper position sizing, stop losses, and risk management appropriate to your personal financial situation. This indicator provides a framework for analysis. Your decisions, research, and risk management determine your results.
אינדיקטור Pine Script®
מאת ‎SwissAlgo‎
5
Smarter Money Volume Rejection Blocks [PhenLabs]📊 Smarter Money Volume Rejection Blocks – Institutional Rejection Zone Detection The Smarter Money Volume Rejection Blocks indicator combines high-volume analysis with statistical confidence intervals to identify where institutional traders are actively defending price levels through volume spikes and rejection patterns. 🔥 Core Methodology Volume Spike Detection analyzes when current volume exceeds moving average by configurable multipliers (1.0-5.0x) to identify institutional activity Rejection Candle Analysis uses dual-ratio system measuring wick percentage (30-90%) and maximum body ratio (10-60%) to confirm genuine rejections Statistical Confidence Channels create three-level zones (upper, center, lower) based on ATR or Standard Deviation calculations Smart Invalidation Logic automatically clears zones when price significantly breaches confidence levels to maintain relevance Dynamic Channel Projection extends confidence intervals forward up to 200 bars with customizable length Support Zone Identification detects bullish rejections where smart money absorbs selling pressure with high volume and strong lower wicks Resistance Zone Mapping identifies bearish rejections where institutions defend price levels with volume spikes and pronounced upper wicks Visual Information Dashboard displays real-time status table showing volume spike conditions and active support/resistance zones ⚙️ Technical Configuration Dual Confidence Interval Methods: Choose between ATR-Based for trend-following environments or StdDev-Based for range-bound statistical precision Volume Moving Average: Configurable period (default 20) for baseline volume comparison calculations Volume Spike Multiplier: Adjustable threshold from 1.0 to 5.0 times average volume to filter institutional activity Rejection Wick Percentage: Set minimum wick size from 30% to 90% of candle range for valid rejection detection Maximum Body Ratio: Configure body-to-range ratio from 10% to 60% to ensure genuine rejection structures Confidence Multiplier: Statistical multiplier (default 1.96) for 95% confidence interval calculations Channel Projection Length: Extend confidence zones forward from 10 to 200 bars for anticipatory analysis ATR Period: Customize Average True Range lookback from 5 to 50 bars for volatility-based calculations StdDev Period: Adjust Standard Deviation period from 10 to 100 bars for statistical precision 🎯 Real-World Trading Applications Identify high-probability support zones where institutional buyers have historically defended price with significant volume Map resistance levels where smart money sellers consistently reject higher prices with volume confirmation Combine with price action analysis to confirm breakout validity when price approaches confidence channel boundaries Use invalidation signals to exit positions when smart money zones are definitively breached Monitor the real-time dashboard to quickly assess current market structure and active rejection zones Adapt strategy based on calculation method: ATR for trending markets, StdDev for ranging conditions Set alerts on confidence level breaches to catch potential trend reversals or continuation patterns 📈 Visual Interpretation Guide Green Zones indicate bullish rejection blocks where buyers defended with high volume and lower wicks Red Zones indicate bearish rejection blocks where sellers defended with high volume and upper wicks Solid Center Lines represent the core rejection price level where maximum volume activity occurred Dashed Confidence Boundaries show upper and lower statistical limits based on volatility calculations Zone Opacity decreases as channels extend forward to indicate decreasing confidence over time Dashboard Color Coding provides instant visual feedback on active volume spike and zone conditions ⚠️ Important Considerations Volume-based indicators identify historical rejection zones but cannot predict future price action with certainty Market conditions change rapidly and institutional activity patterns evolve continuously High volume does not guarantee level defense as market structure can shift without warning Confidence intervals represent statistical probabilities, not guaranteed price boundaries
אינדיקטור Pine Script®
מאת ‎PhenLabs‎
Geometric Price-Time Triangle Calculator═══════════════════════════════════════════════════ GEOMETRIC PRICE-TIME TRIANGLE CALCULATOR ═══════════════════════════════════════════════════ Calculates Point C of a geometric triangle using different rotation angles from any selected price swing. Based on Bradley F. Cowan's Price-Time Vector (PTV) methods from "Four-Dimensional Stock Market Structures and Cycles." 📐 WHAT IT DOES ──────────────────────────────────────────────────── Select two points (A and B) on any swing, choose an angle, and the indicator calculates where Point C would be mathematically. It's just vector rotation applied to price charts. This shows you where Point C lands in both price AND time based on pure geometry - not a prediction, just a calculation. 🎯 FEATURES ──────────────────────────────────────────────────── ✓ 10 Different Angles • Gann ratios: 18.435° (1x3), 26.565° (1x2), 45° (1x1), 63.435° (2x1), 71.565° (3x1) • Other angles: 30°, 60°, 90°, 120°, 150° ✓ Visual Triangle • Adjustable colors and opacity for points A, B, C • Line styles: Solid, Dashed, Dotted • Extend lines: None, Left, Right, Both ✓ Crosshair at Point C • Shows where Point C is located • Vertical line = bar position • Horizontal line = price level ✓ Data Table • Shows all calculations • Price-to-Bar ratio • Point C location (price and bars from A/B) • Toggle on/off 🔧 HOW TO USE ──────────────────────────────────────────────────── 1. Pick your swing start date (Point A) 2. Pick your swing end date (Point B) - make sure these dates capture the actual high/low of your swing 3. Choose an angle from the dropdown 4. Look at Point C - that's where the geometry puts it Different angles = different Point C locations. Whether price actually goes there is up to the market. 📊 THE ANGLES ──────────────────────────────────────────────────── - 18.435° (1x3) - Shallow rotation - 26.565° (1x2) - Moderate rotation - 45° (1x1) - Gann's balanced ratio - 60° - Equilateral triangle (default) - 63.435° (2x1) - Steeper rotation - 71.565° (3x1) - Very steep rotation - 90° - Right angle - 120°-150° - Obtuse angles 💡 PRACTICAL USE ──────────────────────────────────────────────────── → See where geometric patterns would complete → Test if your market respects certain angles → Find where multiple angles converge → Compare projected Point C to actual price action → Use 90° to see symmetrical price/time relationships → Backtest historical swings to see what worked ⚙️ HOW IT WORKS ──────────────────────────────────────────────────── 1. Takes your AB swing 2. Calculates the BA vector (reverse direction) 3. Normalizes price and time using Price-to-Bar ratio 4. Rotates the vector by your selected angle 5. Converts back to chart coordinates Basic trigonometry. That's all it is. 📚 BACKGROUND ──────────────────────────────────────────────────── Based on Bradley F. Cowan's Price-Time Vector (PTV) concept from "Four-Dimensional Stock Market Structures and Cycles" and W.D. Gann's geometric angle analysis. Cowan observed that markets sometimes complete geometric patterns. This tool calculates where those patterns would complete mathematically. Whether price actually respects these geometric relationships is something you need to test yourself. ⚠️ IMPORTANT ──────────────────────────────────────────────────── - This is geometric calculation, not prediction - Point C shows where the math puts it, not where price will go - Some angles might work for your market, some won't - Test it yourself on historical data - Price-to-Bar Ratio stays constant regardless of angle - Don't trade based on this alone - Works on all timeframes and assets 🎨 CUSTOMIZATION ──────────────────────────────────────────────────── - Show/hide triangle - Individual colors for A, B, C points - Adjust opacity (0-100) - Line styles for each triangle side - Extend lines left/right/both/none - Show/hide data table - Crosshair color and width - Customizable table colors ═══════════════════════════════════════════════════
אינדיקטור Pine Script®
מאת ‎geneclash‎
7
Buying Climax + Spring [Darwinian]Buying Climax + Spring Indicator Overview Advanced Wyckoff-based indicator that identifies potential market reversals through **Buying Climax** patterns (exhaustion tops) and **Spring** patterns (accumulation bottoms). Designed for traders seeking high-probability reversal signals with strict uptrend validation. --- Method 🔴 Buying Climax Detection Identifies exhaustion patterns at market tops using multi-condition analysis: **Base Buying Climax (Red Triangle)** - Volume spike > 1.8x average - Range expansion > 1.8x average - New 20-bar high reached - Close finishes in lower 30% of bar range - **Strict uptrend validation**: Price must be 30%+ above 20-day low **Enhanced Buying Climax (Maroon Triangle)** - All Base BC conditions PLUS: - Gap up from previous high - Intraday fade (close < open and below midpoint) - **Higher confidence reversal signal** 🟢 Wyckoff Spring Detection Identifies accumulation patterns at support levels: - Price breaks below recent pivot low (false breakdown) - Close recovers above pivot level (rejection) - Occurs at trading range low - Optional volume confirmation (1.5x+ average) - Limited to 3 attempts per pivot (prevents over-signaling) ✅ Uptrend Validation Filter **Four-condition composite filter** prevents false signals in sideways/downtrending markets: 1. Close-to-close rise ≥ 5% over lookback period 2. Price structure: Close > MA(10) > MA(20) 3. Swing low significantly below current price 4. **Primary requirement**: Current high ≥ 30% above 20-day low --- Input Tuning Guide Buying Climax Settings: **Volume & Range Thresholds** - `Volume Spike Threshold`: Default 1.8x - Lower (1.5x) = More signals, more noise - Higher (2.0-2.5x) = Fewer but stronger exhaustion signals - `Range Spike Threshold`: Default 1.8x - Adjust parallel to volume threshold - Higher values = extreme volatility required **Pattern Detection** - `New High Lookback`: Default 20 bars - Shorter (10-15) = Recent highs only - Longer (30-50) = Major breakout detection - `Close Off High Fraction`: Default 0.3 (30%) - Lower (0.2) = Stricter rejection requirement - Higher (0.4-0.5) = Allow weaker intraday fades - `Gap Threshold`: Default 0.002 (0.2%) - Increase (0.005-0.01) for stocks with wider spreads - Decrease (0.001) for tight-spread instruments - `Confirmation Window`: Default 5 bars - Shorter (3) = Faster confirmation, more false positives - Longer (7-10) = Wait for deeper automatic reaction Uptrend Filter Settings **Critical for Signal Quality** - `Minimum Rise from 20-day Low`: Default 0.30 (30%) - **Most important parameter** - Lower (0.20-0.25) = More signals in moderate uptrends - Higher (0.40-0.50) = Only extreme parabolic moves - `Pole Lookback`: Default 30 bars - Shorter (20) = Recent momentum focus - Longer (40-50) = Longer-term trend validation - `Minimum Rise % for Pole`: Default 0.05 (5%) - Adjust based on market volatility - Higher in strong bull markets (7-10%) Wyckoff Spring Settings - `Pivot Length`: Default 6 bars - Shorter (3-4) = More frequent pivots, more signals - Longer (8-10) = Major support/resistance only - `Volume Threshold`: Default 1.5x - Higher (1.8-2.0x) = Stronger conviction required - Disable volume requirement for low-volume stocks - `Trading Range Period`: Default 20 bars - Match to consolidation timeframe being traded - Shorter (10-15) for intraday patterns - Longer (30-40) for weekly consolidations --- Recommended Workflow 1. **Start with defaults** on daily timeframe 2. **Adjust uptrend filter** first (30% rise parameter) - Too many signals? Increase to 35-40% - Too few? Decrease to 25% 3. **Fine-tune volume/range multipliers** based on instrument volatility 4. **Enable alerts** for real-time monitoring: - Base BC → Initial warning - Enhanced BC → High-priority reversal - Confirmed BC (AR) → Strong follow-through - Spring → Accumulation opportunity --- Alert System - **Base Buying Climax**: Standard exhaustion pattern detected - **Enhanced BC (Gap+Fade)**: Higher confidence reversal setup - **Confirmed BC (AR)**: Automatic reaction validated (price drops below BC midline) - **Wyckoff Spring**: Accumulation pattern at support --- Best Practices - Combine with support/resistance analysis - Watch for BC clusters (multiple timeframes) - Spring patterns work best after Buying Climax distribution - Backtest parameters on your specific instruments - Higher timeframes (daily/weekly) = higher reliability --- Technical Notes - Built with Pine Script v6 - No repainting (signals finalize on bar close) - Minimal CPU usage (optimized calculations) - Works on all timeframes and instruments - Overlay indicator (displays on price chart) --- *Indicator follows classical Wyckoff methodology with modern volatility filters*
אינדיקטור Pine Script®
מאת ‎DarwinDarma‎
6
T3 [DCAUT]█ T3 📊 INDICATOR OVERVIEW The T3 Moving Average is a smoothing indicator developed by Tim Tillson and published in Technical Analysis of Stocks & Commodities magazine (January 1998). The algorithm applies Generalized DEMA (Double Exponential Moving Average) recursively three times, creating a six-pole filtering effect that aims to balance noise reduction with responsiveness while minimizing lag relative to price changes. 📐 MATHEMATICAL FOUNDATION Generalized DEMA (GD) Function: The core building block is the Generalized DEMA function, which combines two exponential moving averages with weights controlled by the volume factor: GD(input, v) = EMA(input) × (1 + v) - EMA(EMA(input)) × v Where v is the volume factor parameter (default 0.7). This weighted combination reduces lag while maintaining smoothness by extrapolating beyond the first EMA using the double-smoothed EMA as a reference. T3 Calculation Process: T3 applies the GD function three times recursively: T3 = GD(GD(GD(Price, v), v), v) This triple nesting creates a six-pole smoothing effect (each GD applies two EMA operations, resulting in 2 × 3 = 6 total EMA calculations). The cascading refinement progressively filters noise while preserving trend information. Step-by-Step Breakdown: First GD application: GD1 = EMA(Price) × (1 + v) - EMA(EMA(Price)) × v - Creates initial smoothed series with lag reduction Second GD application: GD2 = EMA(GD1) × (1 + v) - EMA(EMA(GD1)) × v - Further refines the smoothing while maintaining responsiveness Third GD application: T3 = EMA(GD2) × (1 + v) - EMA(EMA(GD2)) × v - Final refinement produces the T3 output Volume Factor Impact: The volume factor (v) is the key parameter controlling the balance between smoothness and responsiveness. Tim Tillson recommended v = 0.7 as the optimal default value. Lower volume factors (v closer to 0.0): Increase the extrapolation effect, making T3 more responsive to price changes but potentially more sensitive to noise. Higher volume factors (v closer to 1.0): Reduce the extrapolation effect, producing smoother output with less sensitivity to short-term fluctuations but slightly more lag. The recursive application of the volume factor through three GD stages creates a nonlinear filtering effect that achieves superior lag reduction compared to traditional moving averages of equivalent smoothness. 📊 SIGNAL INTERPRETATION Trend Direction Signals: Green Line (T3 Rising): Smoothed trend line is rising, may indicate uptrend, consider bullish opportunities when confirmed by other factors Red Line (T3 Falling): Smoothed trend line is falling, may indicate downtrend, consider bearish opportunities when confirmed by other factors Gray Line (T3 Flat): Smoothed trend line is flat, indicates unclear trend or consolidation phase Price Crossover Signals: Price Crosses Above T3: Price breaks above smoothed trend line, may be bullish signal, requires confirmation from other indicators Price Crosses Below T3: Price breaks below smoothed trend line, may be bearish signal, requires confirmation from other indicators Price Position Relative to T3: Price sustained above T3 may indicate uptrend, sustained below may indicate downtrend Supporting Analysis Signals: T3 Slope Angle: Steeper slopes indicate stronger trend momentum, flatter slopes suggest weakening trends Price Deviation: Significant price separation from T3 may indicate overextension, watch for pullback or reversal Dynamic Support/Resistance: T3 line can serve as dynamic support (in uptrends) or resistance (in downtrends) reference 🎯 STRATEGIC APPLICATIONS Common Usage Patterns: The T3 Moving Average can be incorporated into trading analysis in various ways. These represent common approaches used by market participants, though effectiveness varies by market conditions and requires individual testing: Trend Filtering: T3 can be used as a trend filter by observing the relationship between price and the T3 line. The color-coded slope (green for rising, red for falling, gray for sideways) provides visual feedback about the current trend direction of the smoothed series. Price Crossover Analysis: Some traders monitor crossovers between price and the T3 line as potential indication points. When price crosses the T3 line, it may suggest a change in the relationship between current price action and the smoothed trend. Multi-Timeframe Observation: T3 can be applied to multiple timeframes simultaneously. Observing alignment or divergence between different timeframe T3 indicators may provide context about trend consistency across time scales. Dynamic Reference Level: The T3 line can serve as a dynamic reference level for price action analysis. Price distance from T3, price reactions when approaching T3, and the behavior of price relative to the T3 line can all be incorporated into market analysis frameworks. Application Considerations: Any trading application should be thoroughly tested on historical data before implementation T3 performance characteristics vary across different market conditions and asset types The indicator provides smoothed trend information but does not predict future price movements Combining T3 with other analytical tools and market context improves analysis quality Risk management practices remain essential regardless of the analytical approach used 📋 DETAILED PARAMETER CONFIGURATION Source Selection: Close Price (Default): Standard choice for end-of-period trend analysis, reduces intrabar noise HL2 (High+Low)/2: Provides balanced view of price action, considers full bar range HLC3 or OHLC4: Incorporates more price information, may provide smoother results Selection Impact: Different sources affect signal timing and smoothness characteristics Length Configuration: Shorter periods: More responsive, faster reaction, frequent signals, but higher false signal risk in choppy markets Longer periods: Smoother output, fewer signals, better for long-term trends, but slower response Default 14 periods is a common baseline, but optimal length varies by asset, timeframe, and market conditions Parameter selection should be determined through backtesting rather than general recommendations Volume Factor Configuration: Lower values (closer to 0.0): Increase responsiveness but also noise sensitivity Higher values (closer to 1.0): Increase smoothness but slightly more lag Default 0.7 (Tim Tillson's recommendation) provides good balance for most applications Optimal value depends on signal frequency versus reliability preference, test for specific use case Parameter Optimization Approach: There are no universal "best" parameter values - optimal settings depend on the specific asset, timeframe, market regime, and trading strategy Start with default values (Length: 14, Volume Factor: 0.7) and adjust based on observed performance in your target market Conduct systematic backtesting across different market conditions to evaluate parameter sensitivity Consider that parameters optimized for historical data may not perform identically in future market conditions Monitor performance and be prepared to adjust parameters as market characteristics evolve 📈 DESIGN FEATURES & MARKET ADAPTATION Algorithm Design Features: Simple Moving Average (SMA): Equal weighting across lookback period Exponential Moving Average (EMA): Exponentially decreasing weights on historical prices T3 Moving Average: Recursive Generalized DEMA with adjustable volume factor Market Condition Adaptation: Trending markets: Smoothed indicators generally align more closely with sustained directional movement Ranging markets: All moving averages may generate more crossover signals during non-trending periods Volatile conditions: Higher smoothing parameters reduce short-term sensitivity but increase lag Indicator behavior relative to market conditions should be evaluated for specific applications USAGE NOTES This indicator is designed for technical analysis and educational purposes. The T3 Moving Average has limitations and should not be used as the sole basis for trading decisions. Like all trend-following indicators, its performance varies with market conditions, and past signal characteristics do not guarantee future results. Key Points: T3 is a lagging indicator that responds to price changes rather than predicting future movements Signals should be confirmed with other technical tools and market context Parameters should be optimized for specific market and timeframe Risk management and position sizing are essential Market regime changes can affect indicator effectiveness Test strategies thoroughly on historical data before live implementation Consider broader market context and fundamental factors
אינדיקטור Pine Script®
מאת ‎DCAUT‎