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Core Market Levels [UkutaLabs]█ OVERVIEW Core Market Levels is a precision trading indicator designed to identify the most important price levels where the market consistently makes decisions. Rather than flooding the chart with unnecessary lines, this indicator focuses on core reference levels derived from recent price structure and market balance. These levels often act as high-probability areas of reaction, where price may stall, reverse, or accelerate. The goal of Core Market Levels is to simplify decision-making by highlighting the prices that matter most, allowing traders to better understand market context, bias, and potential turning points. █ PURPOSE Markets spend the majority of their time reacting around key reference prices, not trending endlessly. Core Market Levels helps traders: Identify important decision zones Anticipate areas of support, resistance, and liquidity Improve entries, targets, and risk management Reduce chart noise and over-analysis This indicator is designed to work across all markets and timeframes, making it suitable for both intraday and swing traders. █ HOW IT WORKS Core Market Levels dynamically plots a set of key price levels based on recent market behavior. These levels often represent: Areas of prior acceptance or rejection Zones where price frequently changes direction Levels institutions are likely to reference for execution When price approaches a Core Market Level, traders should expect increased interaction and watch for confirmation before entering trades. █ USAGE Core Market Levels can be used in several ways: As support and resistance As entry and exit reference points For stop-loss and take-profit placement To define market bias (above vs below key levels) For best results, combine Core Market Levels with: Price action Candlestick patterns Volume or momentum tools Market structure analysis █ BEST PRACTICES Avoid treating levels as exact prices — think of them as zones of interest Look for confluence with other forms of analysis Higher timeframe Core Market Levels tend to carry more weight Let price confirm before taking trades █ FINAL NOTES Core Market Levels is not a signal generator. It is a market framework tool designed to help traders read price more clearly and make better, more informed decisions. Used correctly, it provides a clean, objective way to stay aligned with the market’s most important levels.
אינדיקטור Pine Script®
מאת ‎UkutaLabs‎
Blockcircle Price Gaps (PG)I got tired of price gap indicators that dump every zone on the chart and leave you to figure out which ones actually matter. I have tried every single one imaginable. Therefore, I built this one to score each gap automatically based on how close it is, how it formed, and whether it aligns with the trend. Instead of cryptic numbers, it just tells you: Strong, Moderate, or Weak, plus how far away it is. You see what matters, skip what doesn't. Hopefully, you find it helpful! If you have other ideas to improve it even further, please let me know, and I can integrate them. WHAT MAKES IT ORIGINAL AND DIFFERENT Standard gap indicators display every detected imbalance with identical visual treatment, leaving traders to manually assess which zones matter. This creates cluttered charts and analysis paralysis. This BLOCKCIRCLE PRICE GAPS (PG) indicator solves that problem with a Relevance Engine that automatically scores each gap from 0 to 100 and translates scores into plain language: Strong, Moderate, or Weak. Each zone displays its strength rating and distance from the current price, so you instantly know which gaps deserve attention and how far the price must travel to reach them. The scoring combines four factors that research shows correlate with zone effectiveness: Proximity: Gaps closer to the current price score higher because nearby zones influence immediate price action more than distant ones. Formation Volume: Gaps created during above-average volume suggest institutional activity rather than random price movement. Impulse Strength: Gaps formed by strong moves (measured against ATR) indicate genuine supply/demand imbalance rather than noise. Trend Alignment: Support gaps in uptrends and resistance gaps in downtrends receive bonus points for trading with momentum. Visual intensity reflects strength automatically. Strong zones appear darker and more prominent. Weak zones fade into the background. You see what matters without decoding numbers. HOW IT WORKS Price Gaps form when aggressive buying or selling creates an imbalance, leaving unfilled space between candles. These zones often act as support (bullish gaps below price) or resistance (bearish gaps above price) when the price returns to them. Detection uses the standard three-candle method: a bullish gap exists when the current low exceeds the high from two bars prior. A bearish gap exists when the current high falls below the low from two bars prior. What makes this implementation different is continuous relevance tracking . Each bar, every gap receives an updated score based on current conditions . As the price moves away, the proximity scores decrease. As gaps age, time decay gradually reduces their overall relevance. When capacity limits are reached, the lowest-scoring gap is removed first, ensuring your chart always shows the most actionable zones. Labels show practical information: Strength rating (Strong, Moderate, or Weak) Zone type (Support or Resistance) Distance from current price with direction (+12% means above, -8% means below) FEATURES Relevance scoring with automatic strength classification Plain-language labels showing strength and distance Color intensity that reflects zone importance Retest detection when price returns to unfilled gaps Proximity filtering to hide distant zones Age filtering to remove stale gaps Size filtering for minimum and maximum gap thresholds Relevance-based capacity management Information panel with zone counts and trend context Multiple label style options HOW THE COMPONENTS WORK TOGETHER The system operates as a filtering pipeline: Size filters remove gaps that are too small (market noise) or too large (extreme events unlikely to fill). The Relevance Engine scores qualifying gaps based on proximity, volume, impulse, and trend. Gaps below the minimum score threshold are hidden. Proximity and age filters remove distant or stale gaps. When at capacity, the lowest-scoring gap is removed to make room for new detections. This layered approach ensures only the most relevant gaps appear on your chart. CONFIGURABLE SETTINGS Display Settings control how many zones appear and how they are displayed. Label Style lets you choose what information displays: Strength plus Distance (default), Strength Only, Distance Only, Score Only, or None. Relevance Engine settings include the master toggle and minimum score threshold. The Scoring Weights section allows advanced users to adjust how much each factor contributes. Filters control size thresholds, maximum distance from price, and maximum age in bars. Retest Alerts notify you when the price returns to an unfilled gap with three sensitivity options. Zone Behavior controls whether filled gaps are removed and what counts as a filled gap. HOW TO USE The default settings work well for most timeframes and markets. Strong zones (shown in brighter colors with yellow text) have multiple factors aligned and deserve the most attention. Moderate zones are worth watching. Weak zones provide context but may not produce reliable reactions. For active trading, focus on Strong and Moderate zones within 10% of the current price. These are the most likely to influence near-term price action. For swing trading, expand the Maximum Distance setting to see zones further from the price that may become relevant as trends develop. When the Retest alert fires, the price is returning to an unfilled gap. Evaluate the zone strength, look for price reaction at the zone boundary, and consider whether the move aligns with the broader trend before trading. The information panel shows: Support: Count of bullish gaps (potential buying zones) Resistance: Count of bearish gaps (potential selling zones) Unfilled: Zones not yet touched by price Avg Strength: Overall quality of visible zones Trend: Current direction based on EMA alignment LIMITATIONS Relevance scoring is probabilistic, not predictive. A Strong gap is more likely to produce a reaction based on historical patterns, but any zone can fail. The trend component uses EMA crossovers (20/50/200), which may lag in choppy markets. Distance calculations update each bar. During volatile moves, labels may briefly show different values as price swings. DEFAULTS These are the defaults, but you would adjust and calibrate it to a specific asset, as needed: Maximum Zones: 12 Label Style: Strength + Distance Minimum Score: 20 Maximum Distance: 25% Maximum Age: 300 bars If you have any questions at all, please ask away!
אינדיקטור Pine Script®
מאת ‎blockcircle‎
High Breakout PRO Huy Hoang Trader High Breakout PRO - Strategy Description ## 🚀 Overview **High Breakout PRO** is a professional-grade Trend Following strategy designed to capture major market moves while strictly managing risk. Built on the core philosophy of "Price Action Breakouts," this script enhances the classic Donchian Channel breakout method with modern risk management tools like the **Hybrid Exit** and **EMA Trend Filter**. This strategy is optimized for **Gold (XAUUSD)**, **Bitcoin (BTC)**, and **Major Stocks (AAPL, AMZN)** on **H4 and Daily** timeframes. ## 💎 Key Features 1. **Trend Filter (EMA):** Only takes long positions when the price is above the 200-period EMA. This filters out counter-trend noise and significantly improves winning probability. 2. **Hybrid Exit Mechanism ("Holy Grail"):** A unique dynamic trailing stop that combines: * **Price Structure:** Uses the lowest low of the last Y bars (Donchian Support). * **Volatility:** Uses ATR-based trailing (Chandelier Exit logic). * *Logic:* The system automatically chooses the **tighter** (higher) stop level between the two, ensuring you lock in profits rapidly during strong volatility while giving the trade room to breathe during accumulation. 3. **Professional Visuals:** A refined "Wealth & Earth" themes (Gold/Silver/Brown) specifically designed to reduce eye strain and provide clear, professional signal visibility without chart clutter. ## 🛠 Strategy Logic ### entry rules * **Breakout:** Price closes above the Highest High of the last `X` bars (Default: 20). * **Trend Confirmation:** Closing Price > EMA 200 (Configurable). ### Exit Rules * **Dynamic Stop Loss:** The trade is closed when price breaches the **Hybrid Trailing Stop**. * The Trailing Stop never moves down. It only moves up as price increases. * It effectively adapts to both slow-grinding trends and explosive spikes. ## ⚙️ Best Settings (Recommended) * **Timeframe:** H4 (Swing Trading) or Daily (Position Trading). * **Entry Period (X):** 20 * **Exit Period (Y):** 10 * **Trend Filter:** ON (EMA 200) * **Risk Management:** Hybrid Mode (ATR Multiplier 3.0) ## ⚠️ Disclaimer This strategy follows trends. It may experience drawdowns during choppy/sideways markets. Always use proper risk management (position sizing) and backtest on your specific asset before live trading. --- *Developed by Huy Hoang Trader. Empowering traders with institutional-grade tools.* Contact for work: www.facebook.com
אסטרטגיית Pine Script®
מאת ‎ngohuyhoanghcm‎
SMC: Multi-TF Bias & HTF BOS with SessionsOverview The HTF BOS (Session) - Precision Lines is a comprehensive trading tool designed for Smart Money Concepts (SMC) and price action traders. It identifies Higher Timeframe (HTF) Break of Structure (BOS) levels while filtering them based on specific trading sessions. Additionally, it features a built-in Bias Dashboard that tracks trend alignment across three different timeframes to help you stay on the right side of the market. Key Features 1. Precision HTF BOS Tracking Unlike standard indicators that only mark the breakout candle, this script uses high-precision pivot detection to identify the exact origin of a structural high or low. Tam Yapışık Çizgiler (Precise Lines): The BOS lines are drawn exactly from the pivot point to the breakout point, providing a clean and professional look on your chart. HTF Integration: You can track structure from a higher timeframe (e.g., 4H) while trading on a lower timeframe (e.g., 15m or 5m). 2. Session Filtering (Time Sensitivity) Structural breaks are most reliable when they happen during high-volume periods. The script includes a Session Filter (London & New York). If enabled, the indicator will only plot BOS levels that occur during your specified trading hours, helping you avoid "fake-outs" or noise during low-liquidity periods (Asian session/After-hours). 3. Multi-Timeframe Bias Dashboard Stay aware of the "Big Picture" without constantly switching charts. The dashboard monitors three custom timeframes (e.g., Daily, 4H, 1H) and determines if the structure is Bullish or Bearish. Strong Buy/Sell Signals: When all three timeframes align, the status cell highlights as "BUY" or "SELL." Wait Status: If timeframes are in conflict, the dashboard suggests "WAIT," encouraging disciplined trading. How to Use Define Your Bias: Set your three Bias Timeframes in the settings to match your higher-level strategy. Set Your BOS TF: Choose the timeframe you want structural breaks to be calculated from (usually one or two steps above your entry chart). Adjust Sensitivity: Use the "Pivot Sensitivity" setting to filter between minor and major structural points. Confirm with Session: Enable the session filter to ensure you are only trading breaks that occur during the NY or London sessions. Settings Bias Dashboard Settings: Customize the TFs and pivot sensitivity for trend analysis. BOS & Session Settings: Set your target HTF for drawings and define your trading window (NY Timezone supported). Visual Settings: Full control over colors (Bullish/Bearish), table positioning, and text sizes.
אינדיקטור Pine Script®
מאת ‎FXmans‎
Volume Weighted Intra Bar LR KurtosisThis indicator analyzes market character by decomposing total Excess Kurtosis ("Fat Tails") of a SINGLE BAR into four distinct, interpretable components based on a Linear Regression model. Key Features: 1. **Intra-Bar LR Kurtosis Decomposition:** For each bar on the chart, the indicator analyzes the underlying price action on a smaller timeframe ('Intra-Bar Timeframe'). It fits a Linear Regression line through the intra-bar data to decompose the 4th Moment: - **Trend Kurtosis (Gold):** Peakedness of the regression line itself. High values indicate the price path within the bar moves in sudden jumps, steps, or gaps (discontinuous path). - **Residual Kurtosis (Red):** Excess Kurtosis of the noise around the regression line. Captures "Hidden Tail Risk" or extreme outliers within the bar relative to the trend. - **Within-Bar Kurtosis (Blue):** Fat tails derived from the microstructure of individual intra-bar candles. - **Interaction Variance (Dark Grey):** The comovement of variance and mean deviations (volatility clustering relative to trend). - **Interaction Skewness (Darker Grey):** The comovement of skewness and mean deviations (asymmetry relative to trend). 2. **Visual Decomposition Logic:** Total Excess Kurtosis is the primary metric displayed. Since statistical moments are additive, this indicator calculates the *exact* Total Kurtosis and partitions the columns based on the Law of Total Moments. 3. **Dual Display Modes:** The indicator offers two modes to visualize this decomposition: - **Absolute Mode:** Plots the *total* kurtosis as a stacked column chart. Stacking logic groups components to ensure visual clarity of the magnitude. - **Relative Mode:** Plots the direct *contribution ratio* (proportion) of each component relative to the total sum, ideal for identifying the dominant driver (Trend vs. Noise). 4. **Calculation Options:** - **Normalization:** An optional 'Normalize' setting transforms inputs into logarithmic space, analyzing the kurtosis of *returns* rather than absolute prices. - **Volume Weighting:** An option (`Volume weighted`) applies volume weighting to all regression and moment calculations, emphasizing high-participation moves. 5. **Kurtosis Cycle Analysis:** - **Pivot Detection:** Includes a built-in pivot detector that identifies significant turning points (peaks/valleys) in the *total* kurtosis line. (Note: This is only visible in 'Absolute Mode'). - **Flexible Pivot Algorithms:** Supports various underlying mathematical models for pivot detection provided by the core library. 6. **Note on Confirmation (Lag):** Pivot signals are confirmed using a lookback method. A pivot is only plotted *after* the `Pivot Right Bars` input has passed, which introduces an inherent lag. 7. **Multi-Timeframe (MTF) Capability:** - **MTF Analysis Lines:** The entire intra-bar analysis can be run on a higher timeframe (using the `Timeframe` input), with standard options to handle gaps (`Fill Gaps`) and prevent repainting (`Wait for...`). - **Limitation:** The Pivot detection (`Calculate Pivots`) is **disabled** if a Higher Timeframe (HTF) is selected. 8. **Integrated Alerts:** Includes comprehensive alerts for: - Kurtosis magnitude (High Positive / High Negative). - Character changes (Trend Jumps vs. Noise Outliers). - Total Kurtosis pivot (High/Low) detection. **Caution: Real-Time Data Behavior (Intra-Bar Repainting)** This indicator uses high-resolution intra-bar data. As a result, the values on the **current, unclosed bar** (the real-time bar) will update dynamically as new intra-bar data arrives. This behavior is normal and necessary for this type of analysis. Signals should only be considered final **after the main chart bar has closed.** --- **DISCLAIMER** 1. **For Informational/Educational Use Only:** This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset. 2. **Use at Your Own Risk:** All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk. 3. **No Guarantee of Performance:** Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability. 4. **No Liability:** The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator. 5. **Signals Are Not Recommendations:** The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
אינדיקטור Pine Script®
מאת ‎AustrianTradingMachine‎
Smart SafeZone Stops [MarkitTick]💡 This script represents a sophisticated evolution of volatility-based trailing stop methodologies. It is designed to assist traders in managing trend-following positions by dynamically adjusting stop-loss levels based on market noise, directional momentum, and volume flows. Unlike static trailing stops that move by a fixed percentage or simple ATR multiples, this tool calculates the "safe zone" by analyzing how far price has penetrated against the trend over a specific lookback period, offering a granular approach to risk management that adapts to changing market conditions. ✨ Originality and Utility The primary utility of this indicator lies in its ability to filter out market noise while remaining tight enough to protect profits during strong trends. While the classic SafeZone concept (popularized by Dr. Alexander Elder) is effective, this script introduces several modern enhancements that increase its robustness: ● Dynamic ADX Integration Standard SafeZone stops use a fixed multiplier. This script integrates the Average Directional Index (ADX) to gauge trend strength. When the trend is strong, the stop tightens (Aggressive Multiplier) to lock in profits rapidly. When the trend is weak or choppy, the stop widens (Conservative Multiplier) to prevent premature shakeouts. ● Volume-Weighted Noise Price movement on low volume is often considered "noise," while high-volume movement signifies conviction. This script optionally weights the noise calculation by Relative Volume. A downward spike on low volume will affect the stop level less than a downward spike on high volume. ● 3-Day Smoothing Mechanism To prevent the stop line from becoming too jagged or reacting to single-bar anomalies, the script applies a 3-day smoothing algorithm. It utilizes the "worst-case" scenario of the last three calculated stop levels, ensuring the stop only moves when the trend structure genuinely shifts. 🔬 Methodology and Concepts The underlying logic operates on a "Ratchet" mechanism, meaning the stop line can only move in the direction of the trade (up for longs, down for shorts) and never retraces until a trend reversal occurs. ● Directional Noise Calculation The script separates market noise into two components: Downside Penetration (for Longs): The distance the price dips below the previous bar's low. Upside Penetration (for Shorts): The distance the price spikes above the previous bar's high. The average of these penetrations is calculated over the Noise Lookback Period . ● The SafeZone Formula The raw stop level is derived as follows: Long Stop = Previous Low - (Average Downside Noise × Multiplier) Short Stop = Previous High + (Average Upside Noise × Multiplier) ● Adaptive Multiplier Logic If Dynamic ADX is enabled: If ADX > Strong Threshold: Use Aggressive Multiplier (e.g., 1.5x). If ADX < Weak Threshold: Use Conservative Multiplier (e.g., 3.5x). Otherwise: Use the Base Safety Coefficient. ● Exhaustion Detection The script calculates the distance between the current Close price and the Active Stop. If this distance exceeds a specific multiple of the ATR (Average True Range), it flags a "Mean Reversion" or "Exhaustion" warning, suggesting price has extended too far from equilibrium. 🎨 Visual Guide The indicator plots distinct visual elements to guide decision-making without cluttering the chart excessively. ● Trailing Stop Lines Green Line (Solid): Represents the SafeZone Long Stop. This line appears below price during an uptrend. As long as price closes above this line, the bullish bias is intact. Red Line (Solid): Represents the SafeZone Short Stop. This line appears above price during a downtrend. A close above this line signals a potential short exit or reversal. ● Trend Signals Green Triangle (Below Bar): Marks the "Bull Start." This occurs when the price crosses above the Trend Filter EMA and the trend logic flips to bullish. Red Triangle (Above Bar): Marks the "Bear Start." Indicates the start of a downtrend sequence. ● Exhaustion Warnings Yellow Labels (⚠️): These appear when price has extended significantly away from the stop line (based on the ATR Exhaustion Multiplier). This is not an immediate sell signal but a warning that the trend may be overextended and a pullback is probable. ● MTF Consensus Cloud Background Color: If enabled, the chart background changes color to reflect the Higher Timeframe (HTF) trend. Green Background: Current trend matches HTF Uptrend. Red Background: Current trend matches HTF Downtrend. Gray Background: Trends are mismatched (Consolidation/Conflict). ● Quantitative Dashboard A table located in the top-right corner displays real-time statistics: Trend: Current state (BULLISH/BEARISH). Age: Number of bars since the trend began. Stop Price: Exact price level of the trailing stop. Risk %: The percentage distance from the current Close to the Stop. If this exceeds 3%, the text turns red to highlight elevated risk. Active Mult: The current multiplier being used (Dynamic or Fixed). ADX State: Shows if the trend is Strong, Weak, or Normal. 📖 How to Use 1. Entry Timing Wait for a Trend Switch signal (Triangle). For a long entry (Green Triangle), ensure the price is above the Trend Baseline (EMA). Ideally, look for confluence with the MTF Cloud (Green Background). 2. Position Management Once in a trade, use the Trailing Stop Line as your hard exit or invalidation point. Do not manually move the stop away from price; the script automatically "ratchets" the stop tighter as the trend progresses. 3. Taking Profits Use the "Exhaustion Warnings" (⚠️) as opportunities to scale out of positions. When price moves parabolically away from the stop line, the probability of a snap-back increases. 4. Managing Chop If the dashboard shows "ADX State: WEAK," expect the stop line to remain wider. This allows the asset "room to breathe" without stopping you out on random volatility. ⚙️ Inputs and Settings The script is highly customizable to fit different asset classes (Crypto, Forex, Stocks). ● Trend Definitions Trend Filter (EMA Length): Determines the baseline trend bias (Default: 22). Price must be above this EMA to initiate a long calculation. ● Noise Calculation Noise Lookback Period: The number of bars used to calculate average penetration (Default: 10). Base Safety Coefficient: The standard multiplier applied to the noise average (Default: 2.5). Higher values = wider stops. Use Volume Weighting: Enables the volume-adjustment logic. Use 3-Day Smoothing: Recommended keeping this TRUE to avoid stop-hunts. ● Dynamic Multiplier (ADX) Enable Dynamic ADX: Toggles the adaptive multiplier. Strong/Weak Thresholds: The ADX levels that trigger aggressive or conservative multipliers. ● Multi-Timeframe Consensus Higher Timeframe: Select the TF for the cloud background (e.g., Daily or Weekly). ● Exhaustion Warning ATR Multiplier: Defines how far price must be from the stop to trigger a warning (Default: 3.0). 🔍 Deconstruction of the Underlying Scientific and Academic Framework The "Smart SafeZone" indicator is grounded in the statistical analysis of market noise versus signal. ● Theory of Noise Penetration Conventional stops often use Standard Deviation (Bollinger Bands) or Average True Range (Keltner Channels/Chandelier Stops). While effective, these measures assume volatility is symmetrical. This script adopts the view that directional volatility matters more. In an uptrend, upside volatility is "good" signal, while downside volatility is "noise." By explicitly calculating the average downside penetration (Low - Low), the script isolates the specific counter-trend force acting on the asset. ● Volume-Weighted Price Analysis (VWPA) The inclusion of volume weighting draws upon Dow Theory principles, which state that volume must confirm the trend. Math: Penetration × (Volume / AverageVolume) This formula asserts that a price drop on low volume is statistically less significant than a drop on high volume. By dampening the impact of low-volume moves, the stop becomes more resistant to liquidity vacuums and algorithmic stop-hunts. ● Trend Efficiency (ADX) The integration of J. Welles Wilder’s ADX (Average Directional Index) adds a dimension of Trend Efficiency. High ADX values indicate a highly efficient trend with little retracement. Mathematically, this justifies a lower standard deviation (or noise multiplier) for the stop, as the probability of a deep retracement without a trend change is lower in high-momentum environments. ⚠️ Disclaimer All provided scripts and indicators are strictly for educational exploration and must not be interpreted as financial advice or a recommendation to execute trades. I expressly disclaim all liability for any financial losses or damages that may result, directly or indirectly, from the reliance on or application of these tools. Market participation carries inherent risk where past performance never guarantees future returns, leaving all investment decisions and due diligence solely at your own discretion.
אינדיקטור Pine Script®
מאת ‎MarkitTick‎
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Volume Weighted LR KurtosisThis indicator analyzes market character by decomposing total Excess Kurtosis ("Fat Tails") into four distinct, interpretable components based on a Linear Regression model. Key Features: 1. **Four-Component Kurtosis Decomposition:** The indicator separates market tail risk based on the 'Estimate Bar Statistics' option. It leverages the Law of Total Moments to provide an additive breakdown of the 4th Statistical Moment: - **Trend Kurtosis (Gold):** Peakedness of the regression line itself. High values indicate the trend moves in sudden jumps, steps, or gaps (discontinuous path). - **Residual Kurtosis (Red):** Excess Kurtosis of the noise around the regression line. This captures the "Hidden Tail Risk" (extreme outliers relative to the trend). - **Within-Bar Kurtosis (Blue):** Fat tails derived from the microstructure of individual bars (requires 'Estimate Bar Statistics'). - **Interaction Variance (Dark Grey):** The comovement of variance and mean deviations (volatility clustering relative to trend). - **Interaction Skewness (Darker Grey):** The comovement of skewness and mean deviations (asymmetry relative to trend). 2. **Visual Decomposition Logic:** Total Excess Kurtosis is the primary metric displayed. Since statistical moments are additive, this indicator calculates the *exact* Total Kurtosis and partitions the area to visualize the contribution (weight) of each structural source to the overall tail risk. 3. **Dual Display Modes:** The indicator offers two modes to visualize this decomposition: - **Absolute Mode:** Displays the *total* kurtosis as a stacked area chart, allowing to see the magnitude of tail risk. Stacking logic groups components to ensure visual clarity. - **Relative Mode:** Displays the direct *contribution ratio* (proportion) of each component relative to the total sum, ideal for identifying the dominant driver of the risk. 4. **Calculation Options:** - **Normalization:** An optional 'Normalize' setting transforms inputs into logarithmic space, analyzing the kurtosis of *returns* rather than absolute prices. - **Volume Weighting:** An option (`Volume weighted`) applies volume weighting to all regression and moment calculations, emphasizing high-participation moves. 5. **Kurtosis Cycle Analysis:** - **Pivot Detection:** Includes a built-in pivot detector that identifies significant turning points (peaks/valleys) in the *total* kurtosis line. This helps identify extremes in market fragility or structural changes. - **Flexible Pivot Algorithms:** Supports various underlying mathematical models for pivot detection provided by the core library. 6. **Note on Confirmation (Lag):** Pivot signals are confirmed using a lookback method. A pivot is only plotted *after* the `Pivot Right Bars` input has passed, which introduces an inherent lag. 7. **Multi-Timeframe (MTF) Capability:** - **MTF Kurtosis Lines:** The kurtosis lines can be calculated on a higher timeframe, with standard options to handle gaps (`Fill Gaps`) and prevent repainting (`Wait for...`). - **Limitation:** The Pivot detection (`Calculate Pivots`) is **disabled** if a Higher Timeframe (HTF) is selected. 8. **Integrated Alerts:** Includes comprehensive alerts for: - Kurtosis magnitude (High Positive / High Negative). - Kurtosis character changes/emerging/fading. - Total Kurtosis pivot (High/Low) detection. --- **DISCLAIMER** 1. **For Informational/Educational Use Only:** This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset. 2. **Use at Your Own Risk:** All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk. 3. **No Guarantee of Performance:** Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability. 4. **No Liability:** The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator. 5. **Signals Are Not Recommendations:** The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
אינדיקטור Pine Script®
מאת ‎AustrianTradingMachine‎
Volume Weighted Intra Bar LR SkewnessThis indicator analyzes market character by decomposing total skewness (asymmetry) of a SINGLE BAR into four distinct, interpretable components based on a Linear Regression model. Key Features: 1. **Intra-Bar LR Skewness Decomposition:** For each bar on the chart, the indicator analyzes the underlying price action on a smaller timeframe ('Intra-Bar Timeframe'). It fits a Linear Regression line through the intra-bar data to decompose the 3rd Moment: - **Trend Skewness (Green/Red):** Asymmetry originating from the slope of the intra-bar regression line. Indicates if the price path within the bar is geometrically trend-driven. - **Residual Skewness (Yellow):** Asymmetry of the noise around the regression line. Captures "Tail Risk" or sudden shocks within the bar that deviate from the main path. - **Within-Bar Skewness (Blue):** Asymmetry derived from the microstructure of individual intra-bar candles. - **Interaction Skewness (Dark Grey):** Asymmetry caused by the correlation between price levels and volatility within the bar (e.g., volatility expanding as price drops). 2. **Visual Decomposition Logic:** Total Skewness is the primary metric displayed. Since statistical moments are additive, this indicator calculates the *exact* Total Skewness and partitions the columns based on the Law of Total Moments. 3. **Dual Display Modes:** The indicator offers two modes to visualize this decomposition: - **Absolute Mode:** Plots the *total* skewness as a stacked column chart. Stacking logic groups components with the same sign to ensure visual clarity. - **Relative Mode:** Plots the direct *contribution ratio* (proportion) of each component relative to the total sum, ideal for identifying the dominant driver (Trend vs. Noise). 4. **Calculation Options:** - **Normalization:** An optional 'Normalize' setting transforms inputs into logarithmic space, analyzing the skewness of *returns* rather than absolute prices. - **Volume Weighting:** An option (`Volume weighted`) applies volume weighting to all regression and moment calculations, emphasizing high-participation moves. 5. **Skewness Cycle Analysis:** - **Pivot Detection:** Includes a built-in pivot detector that identifies significant turning points (peaks/valleys) in the *total* skewness line. (Note: This is only visible in 'Absolute Mode'). - **Flexible Pivot Algorithms:** Supports various underlying mathematical models for pivot detection provided by the core library. 6. **Note on Confirmation (Lag):** Pivot signals are confirmed using a lookback method. A pivot is only plotted *after* the `Pivot Right Bars` input has passed, which introduces an inherent lag. 7. **Multi-Timeframe (MTF) Capability:** - **MTF Analysis Lines:** The entire intra-bar analysis can be run on a higher timeframe (using the `Timeframe` input), with standard options to handle gaps (`Fill Gaps`) and prevent repainting (`Wait for...`). - **Limitation:** The Pivot detection (`Calculate Pivots`) is **disabled** if a Higher Timeframe (HTF) is selected. 8. **Integrated Alerts:** Includes comprehensive alerts for: - Skewness magnitude (High Positive / High Negative). - Character changes (Trend vs. Noise dominance). - Total Skewness pivot (High/Low) detection. **Caution: Real-Time Data Behavior (Intra-Bar Repainting)** This indicator uses high-resolution intra-bar data. As a result, the values on the **current, unclosed bar** (the real-time bar) will update dynamically as new intra-bar data arrives. This behavior is normal and necessary for this type of analysis. Signals should only be considered final **after the main chart bar has closed.** --- **DISCLAIMER** 1. **For Informational/Educational Use Only:** This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset. 2. **Use at Your Own Risk:** All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk. 3. **No Guarantee of Performance:** Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability. 4. **No Liability:** The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator. 5. **Signals Are Not Recommendations:** The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
אינדיקטור Pine Script®
מאת ‎AustrianTradingMachine‎
Volume Weighted LR SkewnessThis indicator analyzes market character by decomposing total skewness (asymmetry) into four distinct, interpretable components based on a Linear Regression model. Key Features: 1. **Four-Component Skewness Decomposition:** The indicator separates market asymmetry based on the 'Estimate Bar Statistics' option. It leverages the Law of Total Moments to provide an additive breakdown of the 3rd Statistical Moment: - **Trend Skewness (Green/Red):** Asymmetry originating from the slope of the regression line itself. Indicates if the trend path is geometrically skewed. - **Residual Skewness (Yellow):** Asymmetry of the noise around the regression line. Captures "Tail Risk" (e.g., sudden spikes against the trend). - **Within-Bar Skewness (Blue):** Asymmetry derived from the microstructure of individual bars (requires 'Estimate Bar Statistics'). - **Interaction Skewness (Dark Grey):** Asymmetry caused by the correlation between price levels and volatility (e.g., volatility expanding as price moves in one direction). *Dominance of this component indicates an unstable, emotional market.* 2. **Visual Decomposition Logic:** Total Skewness is the primary metric displayed. Since statistical moments are additive, this indicator calculates the *exact* Total Skewness and partitions the area to visualize the contribution (weight) of each structural source to the overall market bias. 3. **Dual Display Modes:** The indicator offers two modes to visualize this decomposition: - **Absolute Mode:** Displays the *total* skewness as a stacked area chart, allowing to see the magnitude of tail risk. Stacking logic groups components with the same sign to ensure visual clarity. - **Relative Mode:** Displays the direct *contribution ratio* (proportion) of each component relative to the total sum, ideal for identifying the dominant driver of asymmetry. 4. **Calculation Options:** - **Normalization:** An optional 'Normalize' setting transforms inputs into logarithmic space, analyzing the skewness of *returns* rather than absolute prices. - **Volume Weighting:** An option (`Volume weighted`) applies volume weighting to all regression and moment calculations, emphasizing high-participation moves. 5. **Skewness Cycle Analysis:** - **Pivot Detection:** Includes a built-in pivot detector that identifies significant turning points (peaks/valleys) in the *total* skewness line. This helps identify extremes in market sentiment or structural bias. - **Flexible Pivot Algorithms:** Supports various underlying mathematical models for pivot detection provided by the core library. 6. **Note on Confirmation (Lag):** Pivot signals are confirmed using a lookback method. A pivot is only plotted *after* the `Pivot Right Bars` input has passed, which introduces an inherent lag. 7. **Multi-Timeframe (MTF) Capability:** - **MTF Skewness Lines:** The skewness lines can be calculated on a higher timeframe, with standard options to handle gaps (`Fill Gaps`) and prevent repainting (`Wait for...`). - **Limitation:** The Pivot detection (`Calculate Pivots`) is **disabled** if a Higher Timeframe (HTF) is selected. 8. **Integrated Alerts:** Includes comprehensive alerts for: - Skewness magnitude (High Positive / High Negative). - Skewness character changes/emerging/fading. - Total Skewness pivot (High/Low) detection. --- **DISCLAIMER** 1. **For Informational/Educational Use Only:** This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset. 2. **Use at Your Own Risk:** All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk. 3. **No Guarantee of Performance:** Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability. 4. **No Liability:** The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator. 5. **Signals Are Not Recommendations:** The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
אינדיקטור Pine Script®
מאת ‎AustrianTradingMachine‎
SMC Pro: Institutional Bias & Liquidity Sweep EngineOverview This script is a high-confluence technical analysis tool designed for traders following Smart Money Concepts (SMC) and Price Action methodologies. Its primary objective is to filter trend-based signals (EMA 9/21 crossovers) by integrating two critical institutional filters: HTF Bias (Higher Timeframe Sentiment) and Directional Liquidity Sweeps. Key Features & Technical Originality Unlike standard crossover indicators, this script introduces a multi-layered institutional validation logic: Real-Time HTF Bias Dashboard: The indicator automatically calculates the Daily Bias based on the previous close's position relative to the "Equilibrium" (the 50% mark of the previous day's range). This sentiment is displayed via a clean UI dashboard in the top-right corner, ensuring traders stay aligned with the higher timeframe flow. Directional Liquidity Sweeps: The engine identifies local highs and lows within a dynamic lookback period. A "BUY" signal is only triggered if the price has first performed a "Sweep Low" (raiding sell-side liquidity), and a "SELL" signal only follows a "Sweep High" (raiding buy-side liquidity). This effectively filters out "Bull/Bear Traps." Adaptive Memory Logic: The signal engine "remembers" a liquidity raid for a configurable number of bars. This allows for natural price development before confirming the entry with the EMA cross, capturing the expansion phase of the move. Weekly NWOG Anchor: Includes an automated New Week Opening Gap (NWOG) tracker. Following institutional liquidity principles, this box anchors from Friday’s close to the new week’s open. Per user-defined constraints, the projection is limited strictly to the current trading week to maintain chart clarity and relevance. How to Use Confluence: Look for "BUY" signals when the Dashboard displays a "BULLISH" Bias and a recent sweep of lows has occurred. Context: Use the NWOG levels as institutional magnets; price often gravitates toward or rebalances these gaps before continuing its expansion. Optimized Timeframes: Best suited for M1, M5, and M15 intraday scalping. Disclaimer This indicator is a visual aid for technical analysis and does not constitute financial advice. Past performance does not guarantee future results.
אינדיקטור Pine Script®
מאת ‎fasiares‎
Volume Weighted Intra Bar LR CorrelationThis indicator analyzes market character by providing a detailed view of correlation. It applies a Linear Regression model to intra-bar price action, dissecting the total correlation of each bar into three distinct components. Key Features: 1. **Three-Component Correlation Decomposition:** The indicator separates correlation based on the 'Estimate Bar Statistics' option. - **Standard Mode (`Estimate Bar Statistics` = OFF):** Calculates correlation based on the selected `Source` (this results mainly in 'Trend' and 'Residual' correlation). - **Decomposition Mode (`Estimate Bar Statistics` = ON):** The indicator uses a statistical model ('Estimator') to calculate *within-bar* correlation. (Assumption: In this mode, the `Source` input is **ignored**, and an estimated mean for each bar is used instead). This separates correlation into: - **Trend Correlation (Green/Red):** Correlation explained by the regression's slope (Directional Alignment). - **Residual Correlation (Yellow):** Correlation from price oscillating around the regression line (Mean-Reversion/Cointegration). - **Within-Bar Correlation (Blue):** Correlation from the high-low range of each bar (Microstructure/Noise). 2. **Visual Decomposition Logic:** Total Correlation is the primary metric displayed. Since Correlation Coefficients are not linearly additive, this indicator plots the *exact* Total Correlation and partitions the area underneath based on the Covariance Ratio. This ensures the displayed total correlation remains mathematically accurate while showing relative composition. 3. **Dual Display Modes:** The indicator offers two modes to visualize this decomposition: - **Absolute Mode:** Displays the *total* correlation as a stacked area chart, partitioned by the ratio of the three components. - **Relative Mode:** Displays the direct *energy ratio* (proportion) of each component relative to the total (0-1), ideal for identifying the dominant market character. 4. **Calculation Options:** - **Normalization:** An optional 'Normalize' setting calculates an **Exponential Regression Curve** (log-space), making the analysis suitable for growth assets. - **Volume Weighting:** An option (`Volume weighted`) applies volume weighting to all regression and correlation calculations. 5. **Correlation Cycle Analysis:** - **Pivot Detection:** Includes a built-in pivot detector that identifies significant turning points (highs and lows) in the *total* correlation line. (Note: This is only visible in 'Absolute Mode'). - **Flexible Pivot Algorithms:** Supports various underlying mathematical models for pivot detection provided by the core library. 6. **Note on Confirmation (Lag):** Pivot signals are confirmed using a lookback method. A pivot is only plotted *after* the `Pivot Right Bars` input has passed, which introduces an inherent lag. 7. **Multi-Timeframe (MTF) Capability:** - **MTF Correlation Lines:** The correlation lines can be calculated on a higher timeframe, with standard options to handle gaps (`Fill Gaps`) and prevent repainting (`Wait for...`). - **Limitation:** The Pivot detection (`Calculate Pivots`) is **disabled** if a Higher Timeframe (HTF) is selected. 8. **Integrated Alerts:** Includes comprehensive alerts for: - Correlation magnitude (High Positive / High Inverse). - Correlation character changes/emerging/fading. - Total Correlation pivot (High/Low) detection. **Caution! Real-Time Data Behavior (Intra-Bar Repainting)** This indicator uses high-resolution intra-bar data. As a result, the values on the **current, unclosed bar** (the real-time bar) will update dynamically as new intra-bar data arrives. This behavior is normal and necessary for this type of analysis. Signals should only be considered final **after the main chart bar has closed.** --- **DISCLAIMER** 1. **For Informational/Educational Use Only:** This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset. 2. **Use at Your Own Risk:** All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk. 3. **No Guarantee of Performance:** Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability. 4. **No Liability:** The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator. 5. **Signals Are Not Recommendations:** The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
אינדיקטור Pine Script®
מאת ‎AustrianTradingMachine‎
Scalping V5 - Strongest S/R & Predictive PanelScalping V5: Predictive Momentum & Institutional S/R by Herman Sangivera ( Papua ) Overview Scalping V5 is a high-precision momentum indicator designed for lower timeframe traders (1m, 5m, 15m) who require a blend of trend-following logic and real-time structural analysis. Unlike standard indicators that only look at price action, this script utilizes a Dual-EMA Ribbon for momentum, a 200-period Filter for institutional bias, and a Predictive Probability Panel to gauge the strength of a potential move. Key Features 1. Smart Momentum Ribbon (EMA 12/36) The core of the strategy uses a dynamic ribbon. Blue Ribbon: Indicates aggressive bullish momentum. Red Ribbon: Indicates aggressive bearish momentum. Traders should look for "Value Area" entries when the price retraces into the ribbon before continuing the trend. 2. Institutional Trend Guard (EMA 200) To avoid "choppy" markets and counter-trend traps, the script plots a thick white baseline. Above 200 EMA: Only Long setups are prioritized. Below 200 EMA: Only Short setups are prioritized. 3. Dynamic Support & Resistance (S/R) The script automatically calculates the Strongest Resistance (Highest High) and Strongest Support (Lowest Low) based on a 50-period lookback. This helps scalpers identify immediate "walls" in the market to set realistic Take Profit (TP) and Stop Loss (SL) levels. 4. Predictive Analytics Dashboard The real-time panel in the top right provides: Strategy State: Detects if the market is breaking out or consolidating. Probability Score: A weighted calculation (smoothed by SMA) that determines the likelihood of the next move based on trend alignment. Actionable Recommendation: Flashes "STRONG BUY" or "STRONG SELL" only when momentum and distance-to-target are optimal. How to Trade with Scalping V5 Long Entry: Price must be above the EMA 200. Wait for the Ribbon to turn Blue and the Dashboard to display a Probability Up > 65%. Ensure there is enough "room" to the Red Resistance line. Short Entry: Price must be below the EMA 200. Wait for the Ribbon to turn Red and the Dashboard to display a Probability Down > 65%. Ensure there is room to the Green Support line. Exit Strategy: Take profits at the S/R levels or when the price closes back inside the EMA Ribbon. Settings & Optimization EMA 12/36: Optimized for Scalping. Increase to 20/50 for Day Trading. Lookback S/R: Set to 50 for intraday levels; increase to 100 for more "significant" swing levels. Overlay: This indicator is designed to be used directly on the price chart. Disclaimer: Scalping involves significant risk. This tool is designed to assist your analysis and should be used in conjunction with proper risk management and price action confirmation.
אינדיקטור Pine Script®
מאת ‎hermanwomsiwor‎
Compression Dashboard & EMA Tracker by Herman Sangivera (Papua)Compression & EMA Probability Tracker By Herman Sangivera ( Papua ) Overview The Compression & EMA Probability Tracker is a specialized price action tool designed to identify "Compression" (CP) zones—areas where price volatility narrows, and liquidity is systematically cleared. These zones often precede explosive breakouts or sharp reversals. By integrating EMA 9 (Fast) and EMA 21 (Slow), this indicator analyzes the current trend momentum within the compression box and provides a real-time probability assessment of whether the market is likely to continue its trend or undergo a reversal. How It Works Compression Detection: Using a lookback period and an ATR-based threshold, the script automatically highlights periods of low volatility with a gray background box. This represents the "coiling" effect of the market. Trend Alignment (EMA 9/21): * If EMA 9 > EMA 21 and price remains above them, the trend is considered bullish. If EMA 9 < EMA 21 and price remains below them, the trend is considered bearish. Real-Time Dashboard: A sleek on-chart panel displays: Current Status: Identifies Rally, Drop, or Reversal warnings. Continuation Probability (%): Likelihood of the current trend resuming after the breakout. Reversal Probability (%): Likelihood of a trend change based on EMA crossovers inside the box. Key Features Automatic Box Plotting: Visually defines the range of the compression. Dynamic Dashboard: High-visibility panel showing trend strength and probabilities. Highly Customizable: Adjust EMA lengths, ATR sensitivity, and dashboard position to fit your trading style. How to Trade with this Indicator Trend Continuation: Look for a breakout in the direction of the EMA alignment (e.g., price breaks above the box while EMA 9 is above EMA 21). This is high-probability when the dashboard shows >70% Trend Probability. Reversal: Watch for the price to cross back into the box and for the EMA 9 to cross the EMA 21. This shift in momentum often signals a trap or a trend exhaustion. Disclaimer: This indicator is for educational and analytical purposes only. Trading involves significant risk, and past performance (probabilities) does not guarantee future results. Always use proper stop-loss management.
אינדיקטור Pine Script®
מאת ‎hermanwomsiwor‎
Malaysian SnR and Decision Levels [DoN] Features This script implements a specific Malaysian SnR (Support and Resistance) strategy combined with Decision Levels based on gap analysis. It is designed to help traders identify key reaction levels across multiple timeframes. How it Works SnR Levels (Current & Higher Timeframe) The script calculates Support ("V" shape) and Resistance ("A" shape) based on fractal geometry. It uses a configurable Pivot Depth (default: 3) to confirm peaks and valleys. When a High or Low is confirmed by the subsequent bars, a horizontal level is drawn. Fresh vs. History: The script distinguishes between "Fresh" levels (untouched) and "History" levels. When a level is broken, it converts into a "Role Reversal" line (Support Becomes Resistance - SBR, or Resistance Becomes Support - RBS). Decision Levels (Gap Analysis) The script identifies "Decision Levels" derived from specific H4 price action gaps. A Bullish Decision Level is formed when consecutive bullish candles create a gap structure. A Bearish Decision Level is formed by consecutive bearish candles. These levels often act as significant liquidity zones where price may react. How to Use Trend Following: Look for price to retrace to a "Fresh" SnR level or Decision Level. Confluence: The strongest signals occur when a current timeframe SnR level overlaps with a Higher Timeframe (HTF) level or a Decision Level. Alerts: Users can set alerts for price touching active SnR lines or retesting broken history lines (Role Reversal). Settings Current Timeframe SnR: Adjust the pivot depth and colors for local support/resistance. Decision Levels: Toggle H4 gap analysis. Higher Timeframe Overlay: display daily/weekly levels on your current chart. このスクリプトは、マレーシア式SnR（サポレジ）戦略とディシジョン・レベル（ギャップ分析）を組み合わせたツールです。 機能とロジック SnRレベル（V字/A字） フラクタル幾何学に基づき、一定期間（Depth）の高値・安値が確定したポイントにラインを引きます。 Fresh（新規）: まだブレイクされていないライン。 History（履歴）: ブレイクされたラインは、ロールリバーサル（サポレジ転換）ラインとして点線で表示されます（SBR/RBS）。 ディシジョン・レベル 主にH4（4時間足）のローソク足の形成パターンに基づき、強い売り買いのギャップが発生した地点を「Decision Level」として表示します。 使い方 上位足のラインやディシジョン・レベルが重なるポイント（コンフルエンス）でのプライスアクションに注目してください。アラートを設定することで、ラインへのタッチやリテストを通知することが可能です。
אינדיקטור Pine Script®
מאת ‎DoN_JCT‎
Cumulative Volume Delta[MIT]Cumulative Volume Delta Depth This indicator provides a simplified approximation of Cumulative Volume Delta based on candlestick structure, helping to estimate short-term aggressive buying vs. selling pressure. Core Calculation Logic: Delta ≈ Volume × (Close - Open) / (High - Low) - Positive Delta when the candle has a strong bullish body (more aggressive buying) - Negative Delta when the candle has a strong bearish body (more aggressive selling) - Near zero when the body is very small (indecision / balanced pressure) Key Features: - Column chart shows cumulative Delta (resets on new day by default) - Orange line = smoothed Delta (default 5-period SMA) - Teal tint for positive values, maroon tint for negative values - Zero line for easy visual reference of net buying/selling shifts Use Cases: - Identify short-term buying/selling dominance - Spot divergences (e.g. price makes new high but Delta fails to confirm → potential exhaustion) - Works best on high-volume instruments (futures, crypto, liquid stocks) Limitations: - This is an approximation based on OHLC structure, NOT real tick-by-tick order flow - Long shadows, small bodies, gaps, or low-volume bars may distort the result - Best used in combination with other volume/price tools (VWAP, OBV, volume spikes, etc.) Parameters: - Cumulative Period: Controls lookback/reset logic (default 200 bars) - Smoothing Period: Length of Delta moving average (default 5) - Show MA: Toggle orange smoothed line on/off 这是一个基于K线形态粗估的累计成交量Delta指标，用于近似判断短期内主动买方与主动卖方的力量对比。 核心计算逻辑： Delta ≈ Volume × (Close - Open) / (High - Low) - 当阳线实体较长时，Delta为正值（偏向买方主动） - 当阴线实体较长时，Delta为负值（偏向卖方主动） - 小实体或十字星时Delta接近0 指标特点： - 柱状图显示累计Delta（可每日重置） - 橙色线为Delta的平滑均线（默认5周期，可调） - 正值区域用青色系着色，负值区域用酒红色系着色 - 零轴辅助线，便于观察多空转折 适用场景： - 辅助判断日内/短线多空力量变化 - 结合价格走势观察是否有背离（价格创新高但Delta不创新高，可能见顶） - 适合期货、加密货币、活跃股票等成交量较大的品种 局限性： - 这只是基于K线结构的近似估算，并非真实逐笔方向分类 - 对长影线、小实体K线或跳空行情可能失真 - 建议结合其他量价指标（如VWAP、OBV、成交量放大）一起使用 参数说明： - 累计周期：控制Delta是否每日/每周重置（默认200根，建议设大值保持连续性） - 平滑周期：Delta平滑均线的长度（默认5） - 显示均线：是否显示橙色平滑线
אינדיקטור Pine Script®
מאת ‎MITAlphaLibrary‎
Cyberpunk Hyper-Linear ChannelCyberpunk Hyper-Linear Channel is a next-generation linear regression channel designed to visualize trend direction, volatility, and price positioning with high clarity and minimal noise. Unlike traditional regression channels, this indicator applies EMA smoothing to both slope and intercept, significantly reducing sudden angle shifts and visual jitter. The result is a stable, latency-controlled trend channel that adapts smoothly to market structure. 🔹 Core Concept ・Linear regression defines the trend axis ・Standard deviation determines dynamic channel width ・Slope & intercept smoothing improves structural stability ・Neon zones highlight bullish / bearish pressure in real time 🔹 Key Features ・Smoothed Linear Regression Channel (trend-focused, low noise) ・Volatility-based adaptive upper & lower boundaries ・Dynamic neon fill that reacts to price position ・Clear trend bias visualization without repainting clutter ・Cyberpunk-inspired, clean and modern aesthetic 🔹 How to Use ・Price near center line → Mean reversion / equilibrium zone ・Price approaching channel edges → Volatility expansion ・Upper zone dominance → Bullish trend pressure ・Lower zone dominance → Bearish trend pressure ・Breakouts beyond the channel may signal trend acceleration or exhaustion 🔹 Best Use Cases ・Trend-following confirmation ・Dynamic support & resistance mapping ・Market structure visualization across all assets Cyberpunk Hyper-Linear Channel は、 トレンド方向・ボラティリティ・価格の位置関係を ノイズを極力排除して可視化する次世代線形回帰チャネルです。 従来の線形回帰チャネルと異なり、 傾き（Slope）と切片（Intercept）の両方にEMAスムージングを適用。 これにより、角度の急変や視覚的ブレを抑えた 安定性の高いトレンド構造を描画します。 🔹 コンセプト ・線形回帰によるトレンド軸の定義 ・標準偏差による動的チャネル幅 ・スムージングで構造ノイズを低減 ・価格位置に応じたネオンゾーンの動的強調表示 🔹 特徴 ・低ノイズ・高安定な線形回帰チャネル ・ボラティリティ連動型の上下バンド ・価格位置に反応するダイナミックな発色 ・リペイント感のないクリーンな描画 ・サイバーパンク調の洗練されたデザイン 🔹 使い方 ・中央線付近 → 平衡・持ち合いゾーン ・チャネル上限 / 下限付近 → ボラ拡大・圧力増加 ・上部ゾーン優勢 → 上昇トレンド圧力 ・下部ゾーン優勢 → 下降トレンド圧力 ・チャネル外へのブレイクは加速 or 行き過ぎの兆候として注視 🔹 想定用途 ・トレンドフォローの補助 ・動的サポート / レジスタンスの把握 ・相場構造の視覚的理解
אינדיקטור Pine Script®
מאת ‎ken5_5489‎
Cyberpunk Vortex IndicatorCyberpunk Vortex Indicator is a visually enhanced Vortex-based momentum indicator designed to clearly capture trend strength and directional dominance. This indicator calculates VI+ (bullish pressure) and VI− (bearish pressure) using the classic Vortex methodology, then renders them with a layered neon cyberpunk-style glow for maximum readability and impact. 🔹 Key Features ・Vortex Indicator (VI+ / VI−) with SMA smoothing ・Multi-layer laser-style glow (outer / inner / core lines) ・Clear visual distinction between bullish and bearish momentum ・Subtle background and fill effects for intuitive trend recognition ・Clean, modern design without clutter 🔹 How to Use ・VI+ above VI− → Bullish momentum dominates ・VI− above VI+ → Bearish momentum dominates ・The 1.0 baseline helps identify strengthening or weakening trends ・Best used as a trend confirmation tool, not a standalone signal 🔹 Recommended Timeframes Works well across multiple timeframes. Commonly effective on 15m, 1H, 4H, and higher. This indicator focuses on clarity, aesthetics, and momentum visualization, making it ideal for traders who value both performance and design. Cyberpunk Vortex Indicator は、トレンドの強さと方向性を直感的に把握するために設計された、視認性とデザイン性を重視したボルテックス系モメンタム指標です。 クラシックな Vortex Indicator（VI+ / VI−）をベースに、サイバーパンク調のネオン発光レイヤーで描画することで、買い圧力・売り圧力の優位性を一目で判断できます。 🔹 特徴 ・Vortex Indicator（VI+ / VI−）をSMAでスムージング ・外側・内側・芯の3層レーザー風グロー表現 ・上昇 / 下降モメンタムの視認性を大幅に向上 ・控えめな背景・塗りつぶしで相場の空気感を演出 ・ノイズの少ない、洗練されたデザイン 🔹 使い方 ・VI+ が VI− を上回る → 上昇トレンド優勢 ・VI− が VI+ を上回る → 下降トレンド優勢 ・1.0 の基準線でトレンドの勢いを確認 ・単体判断ではなく、トレンド確認用としての使用を推奨 🔹 推奨時間足 マルチタイムフレーム対応。 特に 15分足 / 1時間足 / 4時間足以上で安定。 本インジケーターは 「見やすさ」「美しさ」「モメンタムの可視化」を重視しており、 デザインと実用性の両立を求めるトレーダー向けです。
אינדיקטור Pine Script®
מאת ‎ken5_5489‎
Kinetic Regression VectorKinetic Regression Vector (KRV) is a non-repainting direction and compression indicator designed for one job: help you avoid low-quality markets and catch high-quality expansion moves when the odds improve. Most “prediction” tools either repaint, lag, or pretend they can call exact future prices. KRV doesn’t do that. Instead, it focuses on what actually improves trading outcomes: regime quality, directional bias, and compression-to-expansion timing — all shown visually and locked on closed candles. What goes into it (what it’s built from) KRV fits a smooth model to the last N bars of price action and projects that structure forward as a “vector tunnel.” It uses three core ideas: Weighted Least Squares (WLS) regression Recent candles matter more than older ones. That means the model reacts faster when conditions change (important for sector shifts and fast ETF rotations), without using lagging moving averages. Quality gating with R² The indicator measures whether the market has been clean and structured recently. If structure is weak (chop/noise), KRV effectively turns itself “off” so you’re not trading randomness. Model-based uncertainty bands (SEE) with a volatility fallback Instead of sizing the tunnel only by volatility, KRV can size it by how consistent the model has been. When the model is unreliable, the tunnel widens. When it’s reliable, the tunnel tightens. If you prefer classic behavior, ATR-based band sizing is available as a fallback. What makes it different (why it stands out) KRV stands out because it combines features that are usually not together in one tool: Adaptive, model-driven tunnel width (based on model error when SEE is enabled), instead of a fixed volatility channel that can look “confident” even in messy regimes. Directional bias that is not a moving-average lag (it’s based on the fitted structure’s slope). A compression trigger that is self-relative (pinch compares current band width to its own historical baseline, not an arbitrary threshold). Strict non-repaint design (signals are computed from closed candles so the chart doesn’t lie after the fact). Forward visualization (the tunnel projects into the future as a reference map, with uncertainty naturally increasing forward). What you see on the chart Vector Tunnel: the projected path and the expected noise range around it. Color: bullish or bearish bias based on the current slope of the model. Pinch: compression detected (band width unusually tight versus its baseline). Bull/Bear Bullets: confirmed pinch signals aligned with directional bias. Target Marker: a forward reference point based on the current structure (not a guarantee, but a useful reference level). How to use it (simple, repeatable) Use it as a three-step decision tool: Gate (participate or stand down): If the model is not “on” (quality is weak), treat it as a “stay out” signal. This is the most important feature for avoiding bad trades. Direction (bias): When the model is on, follow the bias. Bull bias means your edge is on longs. Bear bias means you avoid longs (or only take bearish setups if you trade that way). Pinch + confirmation (timing): A pinch means pressure is building. The bullet marks “compression + bias.” For best results, act after you see expansion confirmation (breakout candle / range expansion / level break) rather than treating the bullet as a blind entry. Best features (why traders keep it) Non-repainting signals locked to closed bars Clear “stay out” logic during chop Direction bias that responds faster than classic lagging tools Compression detection designed to highlight expansion windows Forward tunnel for planning risk, entries, and exits visually Best markets and timeframes KRV performs best on liquid ETFs and liquid large-cap stocks, and on sector themes like energy where regime shifts matter. Recommended timeframes: 4H: best for timing entries and avoiding noise Daily: best for swing direction and higher-quality setups Weekly: best for big-picture regime filtering (stay out vs participate) Monthly can be used for macro regime, but not for timing. What to expect (honest expectations) KRV is not a guaranteed predictor of exact prices. Its edge comes from: filtering out weak/noisy regimes, identifying compression that often precedes expansion, and aligning that setup with a directional bias, without repainting.
אינדיקטור Pine Script®
מאת ‎Finntech1‎
Trend Signal GridTrend Signal Grid Based on Trend Direction & Force Index - TDFI by Causecelebre, the TDFI Grid is a multi-timeframe momentum indicator that builds on the original TDFI concept. It calculates TDFI across three user-selectable timeframes using three different lookback periods, creating a 3×3 consensus grid (9 readings total). Each cell is classified as bullish, bearish, or neutral based on configurable upper and lower thresholds. When a majority of the 9 readings align in the same direction (default 65%), the indicator triggers a directional signal — either GRID UP or GRID DOWN. Alerts fire automatically on new signals so you never miss a shift. How it works The indicator uses a smoothed EMA-based momentum calculation, normalises the output against its recent highest absolute value, and then maps it across your chosen timeframes and lookback lengths. The results are displayed in a clean on-chart table showing the state of each timeframe/lookback combination at a glance. Settings: Timeframe 1, 2, 3 — Choose any three timeframes (defaults to 1m, 5m, 15m). LB1, LB2, LB3 — Lookback periods for each TDFI calculation. UP / DOWN thresholds — Controls how far the TDFI must move before a cell registers as bullish or bearish. Majority — The percentage of the 9 cells that must agree to trigger a signal. Table position — Place the grid anywhere on your chart. Best used for Trading setups where you need to confirm momentum alignment across multiple timeframes before entering or scaling a position. Works well on forex and metals.
אינדיקטור Pine Script®
מאת ‎JaneAutomates‎
Inside Bar Zones by AAK (V6)📦 Smart Inside Bar Zones Smart Inside Bar Zones is a price-action–based indicator designed to automatically detect, track, and visualize inside bar consolidation zones with full historical context. Instead of marking single inside candles, this indicator groups consecutive inside bars into structured zones, locking the original mother candle range and extending it until price breaks out. This allows traders to clearly identify areas of compression, balance, and potential expansion. 🔍 Key Features Automatic Inside Bar Detection Identifies inside bars using candle bodies within the mother candle range, with an optional tick buffer. Smart Zone Creation Consecutive inside bars are grouped into a single zone, anchored to the original mother candle. Unlimited Historical Storage (Data) All previous inside bar zones are stored internally, enabling long-term analysis and backtesting. Safe & Optimized Drawing Zones are drawn using recyclable boxes to respect TradingView object limits while maintaining performance. Highlight Inside Bars Optional candle coloring for quick and clear visual confirmation. Flexible Display Options Show only the latest zone Or display multiple zones with automatic recycling 📈 How Traders Use It Identify consolidation before expansion Spot compression zones for breakout or fakeout scenarios Combine with SMC, order flow, support & resistance, or liquidity concepts Use higher-timeframe zones for directional bias Use lower-timeframe zones for entries and scalps ⚠️ Important Notes This indicator does not predict direction — it highlights structure Zones represent price balance, not buy or sell signals Best used in confluence with your trading strategy and risk management 🧠 Designed For Price action traders SMC / market structure traders Forex, crypto, indices, and futures Any timeframe ⚠️ Risk Disclaimer This indicator is for educational purposes only and is not financial advice. Trading involves significant risk, and losses may exceed expectations. Past performance does not guarantee future results. Always use proper risk management and trade at your own discretion.
אינדיקטור Pine Script®
מאת ‎AAK_‎
SMA Multi-Sync Granville & MTF CounterSMA Multi-Sync Granville & MTF Counter Overview This indicator is an environmental awareness tool that identifies when and to what level moving averages (SMAs) across multiple time frames align in the same direction, visualizing the timing and freshness of the trend. Its greatest feature is that it does not simply determine synchronization; rather, it precisely distinguishes the time frame upon which synchronization is completed using the number of stars (★). Key Features 1. Calculation of "Stars" Based on Confirmed Time Frame Trigger The number of stars displayed upon synchronization completion indicates the signal's "temporal weight." ★ (1): Synchronization is completed upon confirmation of the displayed time frame. ★★ (2): Synchronization is completed upon confirmation of the next higher time frame (e.g., 15 minutes). ★★★ (3): Synchronization is completed upon confirmation of the next higher time frame (e.g., 1 hour). The more higher the time frame is confirmed, the more powerful the trend reversal or regression it acts as. 2. MTF Sync Panel The table on the right side of the screen displays the price position (background) and MA direction (text) for each level (displayed to daily) in real time. By watching the background and text colors match, you can understand the accumulation of energy before a star appears. 3. Cross Counter The number of bars elapsed from the synchronization starting point (MA crossover, etc.) to the current bar is displayed numerically in the lower right corner. The closer to "0" the number, the more likely it is the beginning of a trend, while the higher the number, the more likely it is the end of the trend (expiration date). Usability of Input Settings Min Stars (1-5) This sets the signal cutoff. Setting it to "2" eliminates noise caused by the displayed bar being confirmed and narrows down to only the moment when the higher bar is confirmed (★2 or higher). Cancel Alert if MA Slope Same If the MA of the displayed time frame is already leaning in the same direction (leading), the confirmation (★1) on that time frame will be considered "not an initial move" and excluded. 5m TF: Use 30m SMA When using 5-minute time frames, this physically changes the ★2 trigger from the confirmation on the 15-minute chart to the confirmation on the 30-minute chart. This is effective when targeting milestones on larger time frames. *If you have any questions about how to use this, please ask in the comments. SMA Multi-Sync Granville & MTF Counter 概要 本インジケーターは、複数の時間足の移動平均線（SMA）が「いつ、どの階層まで同じ方向に揃ったか」を特定し、そのトレンドの**「確定タイミング」と「鮮度」**を可視化する環境認識ツールです。 最大の特徴は、単なる同調判定ではなく、**「どの時間足の確定（Close）によって同期が完成したか」**を星（★）の数で厳密に区別する点にあります。 主な機能 1. 確定足トリガーによる「星」の算出 同期が完成した瞬間に表示される星の数は、そのシグナルの「時間的な重み」を示します。 ★（1つ）：表示足の確定により同期が完成。 ★★（2つ）：1つ上の上位足（15分等）の確定により同期が完成。 ★★★（3つ）：2つ上の上位足（1時間等）の確定により同期が完成。 上位の足が確定する節目ほど、より強力なトレンドの転換・回帰として機能します。 2. MTF同期パネル 画面右側のテーブルで、各階層（表示足〜日足）の「価格の位置（背景）」と「MAの向き（文字）」をリアルタイムに表示します。 背景色と文字色が一致していく過程を見ることで、星が出る前の**「エネルギーの蓄積」**を把握できます。 3. クロスカウンター 同期の起点（MAクロス等）から、現在の足まで何本経過したかを右下に数値で表示します。 「0」に近いほど初動であり、数値が大きくなるほどトレンドの終盤（賞味期限切れ）である可能性を論理的に示唆します。 インプット設定の使い勝手 Min Stars (1-5) シグナルの足切り設定です。「2」に設定すれば、表示足の確定によるノイズを排除し、**上位足の確定が伴った瞬間（★2以上）**のみに絞り込めます。 Cancel Alert if MA Slope Same 表示足のMAがすでに同方向へ傾いている（先行している）場合、その足での確定（★1）を「初動ではない」とみなして除外します。 5m TF: Use 30m SMA 5分足運用時、★2のトリガーを「15分足」から「30分足」の確定に物理的に変更します。より大きな時間軸の節目を狙う場合に有効です。 ※使い方が不明なところはコメントで聞いてください。
אינדיקטור Pine Script®
מאת ‎hmp5below‎