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ATR + ADX Expansion This script plots in real time a shorter period ATR compared to a longer period ATR allowing one to see if the market has above or below average volatility. This helps avoid choppy sideways markets. Secondly, the table shows whether ADX is expanding above its signal line, or contracting below it's signal line further identifying a market in expansion or contraction. Any set up must be deployed in a healthy market environment, this indicator measures core statistics in real time to allow you see at a glance what state the market is in.
אינדיקטור Pine Script®
מאת ‎ChartSmartTrading‎
CGI - Option Premium Tracker [CE vs PE]## ⚡ CGI - Nifty Option Premium Tracker **"Stop Switching Tabs. Decode the Institutional Battle."** Trading Options in Nifty & BankNifty requires speed and clarity. Retail traders lose money because they look at the Spot Chart, but Big Players manipulate the **Premium Chart**. The **CGI Premium Tracker** solves this. It plots both the **CALL (CE)** and **PUT (PE)** premium charts directly on a single screen, allowing you to spot the real winner in real-time. --- ### 🎯 Key Features (Free Version) #### 1. ⚡ Dual-Chart Technology * Visualize the **CE (Green Candles)** and **PE (Red Candles)** side-by-side. * **The Logic:** If Spot is moving up, but the Call Premium isn't following (Divergence), it's a trap. This tool helps you see that instantly. #### 2. 🐋 Operator Candle Detection * **Blue Candles:** Highlight massive volume spikes (1.5x Average). This usually indicates "Smart Money" entering positions. * **Yellow Candles:** Indicate extreme churn/panic. #### 3. 🛡️ Institutional Anchors (Fresh AVWAP) * Standard VWAP lags. Our **Fresh AVWAP** resets daily or at the first 15-minute close, showing you the *true* intraday average price where institutions defend their positions. #### 4. 🚀 Scalper's EMA * Includes the classic 8-EMA setup. A visual guide to stay in the trend as long as momentum holds. --- ### 🛠️ How to Use This Tool 1. **Select Your Strikes:** Go to settings and simply type the Strike name (e.g., `NIFTY24FEB26000CE`). 2. **Watch the Flow:** When Green Candles (CE) dominate Red Candles (PE) above the Anchors, the trend is real. 3. **Spot the Operator:** Watch for **Blue Candle** breakouts to identify where the momentum is starting. --- ### 🔓 Unlock Institutional Intelligence This is the **Basic Visualization** tool. Our **CGI Titanium Engine** (Invite-Only) is designed for professional analysis, adding: * ✅ **Institutional Flow Ribbon:** Visualizes the dominant trend without the noise. * ✅ **Trap Zone Detection:** Automatically highlights "Judas Swings" and fake-outs. * ✅ **Market Consensus:** Advanced geometry to find high-probability reversal zones. **👉 Check the Author Profile below to join the CGI Community!** 👇 **Drop a BOOST (Like) if this tool improved your screen setup!** 🚀
אינדיקטור Pine Script®
מאת ‎RaghunanddanBarrve‎
Borna High/Low📌 Borna High/Low Borna High/Low is a clean and precise indicator that automatically plots the Asian session High and Low levels on GER40 (DAX) directly on the price chart. It is designed for traders who use the Asian range as a liquidity zone and as a key reference for Frankfurt and London open trading strategies. 🔍 What this indicator does Automatically calculates Asia High and Asia Low Draws levels directly on the price chart (overlay) Optional line extension to the right or both sides Optional mid-line between High and Low Session-end labels for clear visual reference Stable plotting that does not shift when zooming ⏰ Session Settings Default Asian session: 00:00 – 07:00 Fully customizable time window (e.g. 00:30 – 07:00) Timezone support (recommended: Europe/Berlin for GER40) ⚙️ Customization Line style: Solid / Dashed / Dotted Line width Extend mode: Right / Both / None Toggle mid-line Toggle session labels 📈 How to use Use Asia High / Low as: Liquidity targets Range boundaries for London breakouts Premium / Discount reference levels Ideal for scalping and intraday trading on GER40
אינדיקטור Pine Script®
מאת ‎Borna_trading‎
ETF-CFD Ratio Bridge This indicator helps traders visualize the relationship between ETFs and their corresponding CFD/Spot instruments. It allows you to trade on one chart while monitoring the equivalent price levels of the other instrument without mental math or switching screens. Features 1. Ratio Table A customizable table displayed on the chart (default: Top Right) that shows: - Pair : The ETF and CFD pair being monitored. - Ratio : The calculated price ratio (ETF / CFD). - Prices : Real-time prices for both instruments. 2. Companion Price Label A dynamic label that moves with the current price candle. - Displays the equivalent price of the paired instrument. - Example : If you are viewing SPY , the label shows the equivalent US500 price next to the candle. 3. Left Virtual Scale A custom vertical axis drawn on the left side of the chart. - Shows price levels for the companion instrument corresponding to the current visible chart range. - Allows you to read "CFD prices" directly on an "ETF chart" (and vice versa) via the Y-axis. 4. Historical Levels lines Visualizes recent market structure converted to the companion price. - HH(x) : Highest High of the last X bars (default: 20). - LL(x) : Lowest Low of the last X bars. - Dashed lines extend to the right with labels showing the converted price at those key levels. 5. Closed Market Handling Ensures the indicator remains useful even when the ETF market is closed (e.g., after hours) while the Futures/CFD market is open. - Automatic Detection : The script detects if the ETF market is closed based on the timestamp. - Fixed Ratio : Automatically switches to a user-defined "Fixed Ratio" when the ETF is closed. - Continuous Updates : Prevents values from freezing, calculating a synthetic "Shadow Price" for the closed asset so you can continue to see projected levels based on the live CFD market. Technical Explanation (The Math) The indicator functions by calculating a dynamic ratio between the two instruments and using it to convert price levels. Formulas 1. Calculate Ratio : Ratio = Price(ETF) / Price(CFD) 2. Conversion : - ETF Chart → CFD Price : Equivalent CFD Price = Current ETF Price / Ratio - CFD Chart → ETF Price : Equivalent ETF Price = Current CFD Price × Ratio Example (SPY vs US500) - Scenario : You are trading on the SPY chart. - Current Prices : - SPY (ETF) = $500 - US500 (CFD) = $5000 - Step 1 : Calculate Ratio - 500 / 5000 = 0.10 - Step 2 : Calculate Equivalent Price - If SPY moves to $505 , what is the US500 equivalent? - 505 / 0.10 = 5050 - The indicator will display "US500: 5050" on the label and scale. Supported Pairs SPY (AMEX) = US500 GLD (AMEX) = XAUUSD SLV (AMEX) = XAGUSD IWM (AMEX) = US2000 QQQ (NASDAQ) = NAS100 IBIT (NASDAQ) = BTCUSD Settings - Symbols : Customize the ticker symbols for each pair if your broker uses different names. - Fixed Ratio (Closed) : Manually adjust the fallback ratio used when the ETF market is closed (default values provided). - Visuals : - Toggle Table, Labels, Scale, and Historical Lines on/off. - Customize colors, text sizes, and positions. - Right Offset (Bars from Current) : Adjusts how far back (from the current live bar) the Left Virtual Scale is drawn. Increasing this moves the scale further to the left. - Historical Levels : - Lookback Length : Number of bars to check for High/Low calculations (Default: 20).
אינדיקטור Pine Script®
מאת ‎bulentgercek‎
Top-Down Market Bias ChecklistThis script allows users, to select whether a market is Bullish or Bearish on different timeframes. It simplifies the process of opening a textbox every time and writing in the values manually, it also simplifies on having to move the textbox every time when switching timeframes. There is a Color Customization section at the bottom on the inputs when you open settings, where each user can change his colors depending on their preferences.
אינדיקטור Pine Script®
מאת ‎tonyr06‎
Multi-Sector Scanner [DYNAMC HOLDING COLORS]Multi-Sector Scanner This professional-grade Pine Script indicator provides a comprehensive, real-time dashboard for monitoring 25 critical market sectors and their top-performing ETFs. It is designed for traders who need a "bird's-eye view" of market rotation, relative strength, and volume flow without flipping through dozens of charts. The script identifies high-probability entries and exits by tracking consecutive price action and momentum thresholds, organizing the data into a clean, scannable table. Key Features Real-Time Sector Tracking: Monitors 25 diverse sectors including Tech (XLK), Semi (SOXX), Uranium (URA), Crypto (BLOK), and Traditional Finance (XLF). Dynamic Visual Heatmap: * 🔥 BUY Signals: Triggered when a sector meets your strength and consecutive day requirements. The entire Top 5 Holdings cell and Signal column light up in vibrant green. 💀 SELL Signals: Triggered during multi-day weakness. These rows light up in deep red for immediate recognition. ⚠️ WATCH Signals: Highlights sectors starting to show momentum (amber/orange) but haven't yet met the "Consecutive Days" confirmation. Smart Sorting: The table automatically pushes "BUY" signals to the top and "SELL" signals to the bottom, ensuring the most actionable data is always at eye level. Relative Volume (RVOL): Displays volume flow relative to the 5-day average. Seeing 1.5x+ RVOL during a "WATCH" phase often front-runs a major sector breakout. End-User Timezone Support: Includes a built-in selector for PST, EST, CET, and more, ensuring the "Last Update" timestamp reflects your local clock rather than exchange time.
אינדיקטור Pine Script®
מאת ‎Coulisnosaj‎
CMO Checklist (MHM)CMO Checklist is a manual trading checklist indicator designed to help traders confirm market conditions step by step. This tool is fully manual and does NOT generate signals. It is intended for discretionary traders who follow structured setups such as ICT / CMO-style execution models. Features: • Clean and compact checklist table • Manual check / uncheck via inputs • Fixed position (top-right) • No repaint • Pine Script v6 compatible This indicator does not generate trading signals. It is a visual checklist only. • Manual • Checklist • No signals • Educational / Trading tool
אינדיקטור Pine Script®
מאת ‎Mohammad_MarketMavericks‎
ISM Manufacturing PMIDescription The ISM Manufacturing PMI (Purchasing Managers' Index) is a key economic indicator derived from monthly surveys of private sector companies. It provides insight into the health of the US manufacturing sector. Above 50.0: Indicates Expansion. Below 50.0: Indicates Contraction. This script visualizes the ISM Manufacturing PMI using TradingView's available economic data (ECONOMICS:USBCOI), providing traders and analysts with a clear view of macroeconomic trends directly on their charts. Key Features Intuitive Visualization: Dynamic Color Coding: The line turns Green during expansion (>50) and Red during contraction (<50). Baseline Fill: Optional shading between the data line and the 50.0 baseline emphasizes the current economic state. Histogram Mode: Toggle a histogram view to easily spot momentum shifts. Customizable Data Source: Defaults to ECONOMICS:USBCOI but can be configured to use other tickers (e.g., FRED:NAPM) if preferred. Smoothing: Built-in SMA, EMA, RMA, or WMA smoothing to filter out noise and see the longer-term trend. Alerts: Set alerts for significant crossovers (Expansion/Contraction start) or extreme levels. How to Use Add to Chart: Apply the indicator to any chart. It works best on higher timeframes but pulls monthly data automatically. Interpret the Trend: Look for the line crossing the 50.0 level. A cross above suggests the manufacturing sector is growing (Bullish for economy). A cross below suggests slowing down or contraction (Bearish for economy). Watch for extreme readings (above 60 or below 40) which often mark economic peaks or troughs. Adjust Settings: Style: Toggle the Line, Histogram, or Fill visibility in the settings. Smoothing: If the raw data is too jagged, increase the "Smoothing Length" to 3 or 6 months. Settings PMI Ticker: Default is ECONOMICS:USBCOI. Timeframe: Default is 1M (Monthly). Show Line / Histogram: Toggle visualization modes. Smoothing: Type and Length of the moving average applied to the data. Colors: Customize the colors for Expansion (Grow), Contraction (Fall), and Neutral. Indicator by: iCD_creator Version: 1.0 --- Updates & Support For questions, suggestions, or bug reports, please comment below or message the author. **Like this indicator? Leave a 👍 and share your feedback!**
אינדיקטור Pine Script®
מאת ‎iCD_creator‎
Adaptive ATR Trend FollowerDESCRIPTION: A practical educational tool for learning volatility-based trend following. This indicator demonstrates how to use ATR-adjusted trailing stops to adapt to changing market conditions. It shows traders how to dynamically adjust stop distances based on market volatility rather than using fixed price levels. WHAT MAKES IT UNIQUE: • Three preset trading modes (Fast/Balanced/Smooth) optimized for different market environments • ATR-based dynamic stops that automatically widen during high volatility and tighten during calm periods • Clear visual trend zones with adjustable transparency for better chart readability • Educational focus on risk management concepts and adaptive position sizing • Signal markers that highlight exact trend change points for precise analysis HOW IT WORKS: 1. Calculates Average True Range (ATR) to measure current market volatility 2. Creates dynamic trailing stops using: Current Price ± (ATR × Multiplier) 3. Automatically switches trend direction when price crosses the trailing stop level 4. Provides continuous visual feedback through colored zones, signal markers, and bar coloring 5. Updates stop levels in real-time as market conditions change EDUCATIONAL VALUE: This indicator serves as a learning tool for understanding: - How to use ATR for dynamic position and risk management - The importance of adapting trading systems to current volatility conditions - Trend-following principles with immediate visual feedback - Risk management techniques through adaptive stop placement - The relationship between volatility and optimal stop distances SETTINGS EXPLAINED: • ATR Period (14): The lookback period for volatility measurement. Higher values give smoother readings. • ATR Multiplier (3.0): Determines stop distance from price. Higher = wider stops, Lower = tighter stops. • Trading Style: Fast (tight stops for active trading), Balanced (default settings), Smooth (wide stops for volatile markets) • Price Smoothing (1): EMA period applied to price. Reduces noise for cleaner trend detection. • Trend Fill Transparency (80%): Controls visibility of the colored trend zone between price and stop line. RISK WARNING & DISCLAIMER: This is an educational trend-following tool designed for learning purposes. Important considerations: • May produce whipsaw signals during sideways/consolidating markets • Works best in clearly trending market environments • Always combine with other analysis techniques for confirmation • Practice proper risk management - never risk more than you can afford to lose • Past performance does not guarantee future results • This is NOT financial advice. Use at your own risk and discretion. USE CASES: - Learning about volatility-based trading systems and concepts - Identifying potential trend direction changes with visual confirmation - Setting adaptive stop-loss levels that adjust to market conditions - Educational tool for understanding how ATR affects position management - Visual study of how volatility impacts trend-following strategies COMPATIBILITY: • Works on all markets: Forex, Stocks, Crypto, Commodities, Indices • Effective on multiple timeframes (5-minute to daily charts recommended) • Compatible with other indicators for multi-factor analysis INSTALLATION & USAGE: 1. Add indicator to your chart 2. Start with "Balanced" mode for most markets 3. Adjust ATR multiplier based on your risk tolerance 4. Use signals as potential entry/exit points (with confirmation) 5. Observe how stops adapt to changing volatility conditions EDUCATIONAL TIP: Try switching between Fast/Balanced/Smooth modes to see how different settings perform in various market conditions. Notice how wider stops (Smooth mode) can prevent premature exits during volatile trends, while tighter stops (Fast mode) may work better in calm, steady trends.
אינדיקטור Pine Script®
מאת ‎JaxonJackFX‎
bezgincan_BPA Integrated Market Analyzer (V6) - Why? This is an advanced oscillator powered by the v6 engine that combines the four main pillars of technical analysis —Volume, Trend, Volatility , and Momentum —into a single mathematical model. It eliminates chart clutter, allowing you to monitor market strength, speed, and saturation from a single panel. Fourfold Analysis Logic: Trend: Calculates the main direction and slope of the price using linear regression slope. Momentum: Measures the strength of price movement using RSI-based normalized momentum data. Volatility: Compares current volatility to historical averages via the ATR ratio. Volume: By relating volume increases to momentum, it confirms the reality of the motion. How to Use? The display operates on a fixed, normalized scale between -100 and +100 : Zero Line Intersections: When the BPA line crosses above 0 (Green Area) , it indicates increased buying pressure, and when it crosses below 0 (Red Area), it indicates increased selling pressure. Extremes (Yellow Background): When the indicator rises above +70 or falls below -70 , it means the market is "overheated". These zones signal that the trend is exhausted and a correction (or profit-taking) may be imminent. Signal Labels: The triangles on the chart represent zero-line intersections (trend reversal confirmation). Why this indicator? Normalized Scale: Unlike classic indicators, it always stays within the -100/+100 range, providing visual consistency. Filtered Data: It doesn't just look at price; it incorporates volume and volatility to help filter out "fake" patterns. Pine Script v6: Performs fast and optimized calculations with the latest Pine Script engine.
אינדיקטור Pine Script®
מאת ‎mehmetbezgincan‎
White Core Trend [wjdtks255] White Core Trend is a trend-following indicator designed to strip away market noise and visualize the "Core Trend" of price action. It focuses on the essential relationship between price and a dynamic baseline to provide clear trading decisions. White Core Line: Built on a responsive HMA (Hull Moving Average) logic, this line acts as the definitive trend filter. It reacts swiftly to price changes while maintaining a smooth trajectory to reduce false signals. Intuitive Visual Signals: The indicator identifies trend exhaustion and reversal points by plotting triangle labels (▲/▼). These signals help traders maintain discipline and avoid emotional decision-making. Minimalist Design: Optimized for clarity, the indicator eliminates unnecessary clutter like background colors or complex data overlays, keeping the focus strictly on the trend and entry levels. As a core technical tool, this indicator is used to identify the market's direction and establish precise entry/exit benchmarks. 1. Entry Strategy Long Entry: Enter when the price crosses above the White Core Line and a green triangle appears. Short Entry: Enter when the price crosses below the White Core Line and a red triangle appears. Note: Ensure the candle body closes decisively across the line to confirm the signal. 2. Position Management Trend Following: Stay in the trade as long as the price remains on the correct side of the White Core Line. Reference Point: Use the horizontal white "Entry" line as a visual anchor for your current position. 3. Exit & Stop Loss Stop Loss: Exit immediately if the price crosses back over the White Core Line against your position. Take Profit: Secure profits when the price reaches your target or when the trend starts to flatten out (sideways movement) near the core line.
אינדיקטור Pine Script®
מאת ‎wjdtks255‎
Sequential - Heatmap [R2D2]The Professional Edge in Trend Exhaustion In a market environment saturated with noise, the most valuable tool for a trader is clarity. Standard trend-following indicators often lag, and traditional reversal markers can be premature. The Sequential: Heatmap is a sophisticated trend-exhaustion indicator designed to identify precise market inflection points where a trend has reached its mathematical limit. By focusing on the Exhaustion Phase (counts 7, 8, and 9) and integrating Perfection Logic, this tool filters out "weak" setups, highlighting only the high-probability price flips that professional institutional traders watch. How It Works: The Logic of Exhaustion The Sequential operates on the principle of price symmetry. A "Setup" occurs when a series of at least nine consecutive bars close higher (for a Sell Setup) or lower (for a Buy Setup) than the close of the bar four periods prior. The "Perfected" Difference A standard 9-count is often not enough for a high-conviction entry. This publication-ready script includes Perfection Logic: Perfected Buy (9★) : The low of bar 8 or 9 must be lower than the lows of both bars 6 and 7. Perfected Sell (9★) : The high of bar 8 or 9 must be higher than the highs of both bars 6 and 7. This ensures that the final move in the sequence is a true "climax" before the reversal begins. Step-by-Step Usage Guide Step 1: Monitor the Heatmap As a trend develops, the bars will remain standard. Once the sequence hits count 7, the Heatmap Gradient activates. Faint Color: Momentum is beginning to stretch. Deep Saturated Color: The trend is entering the danger zone for a reversal. Step 2: Identify the 9★ Completion Wait for the number 9 to appear. If a star (★) is attached, the setup is "Perfected". This is your primary signal that the current move is mathematically overextended. Step 3: Define Your Risk with Risk Lines Upon completion of a 9-count, the script draws a solid thin horizontal line: Green Line (Resistance) : The ceiling of the move. Use this as a profit target for longs or a hard stop for shorts. Red Line (Support) : The floor of the move. Use this as a profit target for shorts or a hard stop for longs. Trading Like a Pro: Strategies for Success To use this tool effectively at a professional level, follow these three core tenets: Don’t Front-Run the 9 : Amateur traders often try to "guess" the reversal at count 5 or 6. Professionals wait for the Perfected 9 to close. The heatmap is designed to keep you patient. The "Risk Line" Breaker : If price closes beyond a Risk Line (e.g., closes above the green resistance line), the exhaustion has failed, and a "Setup Trend Extension" is occurring. In this case, exit your reversal trade immediately; the trend is stronger than the exhaustion. Confluence with Higher Timeframes : A Perfected 9 on a 15-minute chart is strong; a Perfected 9 on a 15-minute chart that aligns with a 4-hour Risk Line is institutional grade.
אינדיקטור Pine Script®
מאת ‎R2D2_4Life‎
TSM: Time-Series Momentum & Volatility Targeting [Moskowitz]TSM: Institutional Time-Series Momentum & Volatility Targeting (Moskowitz) SUMMARY TSM is a trend and risk-sizing indicator designed to convert price movement into a risk-adjusted regime signal and a single Recommended Exposure output. It addresses a common trend problem: direction can be correct while sizing is wrong during volatility expansions. Recommended Exposure is a signed value where positive indicates bullish bias and negative indicates bearish bias. The magnitude reflects confidence after the volatility and quality filters are applied. The engine combines volatility-scaled time-series momentum across multiple horizons with optional volatility targeting and an optional efficiency filter to reduce noise sensitivity and improve sizing discipline. WHAT THIS INDICATOR GIVES YOU A risk-adjusted momentum signal that is scaled by realized volatility rather than raw returns, so high-volatility noise is less likely to look like strong trend. An optional volatility targeting layer that mechanically scales Recommended Exposure down when realized volatility rises and up when it falls, capped by Max Leverage. An ensemble approach using fast, medium, and slow horizons with configurable weights, reducing dependence on a single lookback and lowering curve-fitting risk. An optional R-squared efficiency filter that reduces exposure in choppy, low-quality trends, with a floor to avoid over-suppressing exposure. Optional workflow features including a dashboard, trend cloud bands, threshold-based signals with cooldown, and alerts. SCIENTIFIC FOUNDATION (PLAIN ENGLISH) Time-Series Momentum (Moskowitz, Ooi, Pedersen 2012) describes the empirical tendency for an asset’s own past returns to predict its future returns in expectation, distinct from cross-sectional momentum which compares assets to each other. Volatility clustering means markets alternate between calm and violent regimes; many traditional trend tools misread volatility shocks as sustainable trend. This indicator normalizes momentum by realized volatility to express trend significance relative to the regime. Volatility targeting (Harvey et al. 2018) scales exposure inversely to realized volatility to stabilize risk. When volatility rises, recommended exposure is reduced mechanically; when volatility falls, exposure can increase, subject to a max leverage cap. DATA AND SOURCES This indicator uses only the chart symbol’s OHLC data. No external feeds, no COT libraries, and no third-party data sources are required. It supports multi-timeframe calculation. You can compute the signal on the current chart timeframe, or use a fixed timeframe such as Daily to keep volatility math consistent when viewing intraday charts. HOW THE ENGINE WORKS (HIGH LEVEL) Step 1 estimates realized volatility from log returns over a chosen lookback. Step 2 computes a volatility-scaled momentum statistic for three horizons (fast, medium, slow) to measure how meaningful the move is relative to volatility. Step 3 clamps extreme values so outliers do not dominate. Step 4 combines the horizons into a weighted ensemble. Step 5 optionally applies an efficiency filter to reduce exposure in choppy trends. Step 6 optionally applies volatility targeting to scale exposure inversely with realized annualized volatility, capped by Max Leverage. The final output is Recommended Exposure as the combined result of direction, risk scaling, and quality filtering. OUTPUTS AND HOW USERS SHOULD APPLY THEM Recommended Exposure is the primary output. Positive values indicate bullish regime bias, negative values indicate bearish regime bias, and larger magnitude indicates higher risk-adjusted conviction after filters. Typical use is as a position-sizing overlay: keep your own entry method and use Recommended Exposure to decide how aggressive or defensive sizing should be in the current regime. Signals are optional and trigger when Recommended Exposure crosses user-defined thresholds. A cooldown reduces repeated triggers during consolidations, and direction can be restricted to long only, short only, or both. The dashboard is optional and displays realized volatility versus target, ensemble momentum, the efficiency metric, the volatility scalar, the quality multiplier, and final Recommended Exposure, including the fast/medium/slow breakdown. Trend cloud bands are optional and provide range context; they are not the signal and are intended as visual regime support. SETTINGS GUIDE (WHAT MATTERS MOST) Fixed Timeframe mode is recommended for consistent volatility math across chart timeframes; Current Chart mode is more sensitive to the displayed timeframe. Momentum horizons control responsiveness versus stability. Shorter lookbacks react faster but whipsaw more; longer lookbacks are smoother but slower. Weights allow emphasizing fast responsiveness or slow regime confirmation. Volatility targeting turns the tool into a sizing engine by scaling exposure inversely to realized volatility. Target annualized volatility sets the risk budget, and the annualization basis (365 vs 252) aligns conventions for crypto versus traditional markets. Max Leverage caps the scalar in very low-volatility regimes. The efficiency filter reduces exposure in choppy conditions; the floor controls how harshly exposure is reduced. Threshold and cooldown control how selective discrete signals are. LIMITATIONS (IMPORTANT FOR USERS) This is a trend-following framework, so it will lag turning points by design. Sideways markets can still cause whipsaws; cooldown and the efficiency filter may reduce but cannot eliminate this. Volatility targeting can reduce drawdowns during volatility expansions but may reduce participation during sharp V-shaped reversals after volatility increases. The efficiency metric is a practical proxy for trend straightness and can misclassify certain price paths. REFERENCES Moskowitz, T. J., Ooi, Y. H., and Pedersen, L. H. (2012). Time series momentum. Journal of Financial Economics, 104(2), 228-250. Harvey, C. R., Rattray, S., Sinclair, A., and Van Hemert, O. (2018). The impact of volatility targeting. Journal of Portfolio Management, 45(1), 14-33. Hurst, B., Ooi, Y. H., and Pedersen, L. H. (2017). A century of evidence on trend-following investing. Journal of Portfolio Management, 44(1), 15-29. DISCLAIMER Educational and informational purposes only. Not financial advice. Trading involves risk. Past performance is not indicative of future results.
אינדיקטור Pine Script®
מאת ‎Robinhodl21‎
Chande Momentum Oscillator - CMO🎯 Overview This is a sophisticated Chande Momentum Oscillator indicator that combines traditional momentum analysis with dynamic moving average filtering. Unlike basic CMO implementations, this version features gradient visualization, multiple color themes, and a clear signal dashboard for precise momentum identification. 🧩 Core Components 1. ⚙️ Technical Foundation 📊 Primary Calculation: Uses TradingView's built-in ta.cmo() function with customizable source and period length 📈 Dual Analysis Components: CMO Line: Pure momentum oscillator ranging from -100 to +100 MA Filter: Customizable moving average that acts as dynamic signal line Gradient Zones: Visual fill between CMO and MA showing momentum intensity ⚡ Dynamic Comparison: Creates clear bullish/bearish signals based on CMO vs MA position 2. 🎛️ Configuration Parameters 📏 CMO Length: Default 14 periods (standard momentum setting) 🔄 MA Filter Settings: Length: Customizable (default 365 periods) Type: 6 options available (EMA, SMA, RMA, WMA, VWMA, HMA) 🎨 Color Themes: 5 visual schemes consistent with your indicator suite: Classic, Modern, Robust, Accented, Monochrome 📊 Signal Interpretation: 🟢 BULLISH: CMO > MA Filter (momentum above trend) 🔴 BEARISH: CMO < MA Filter (momentum below trend) 3. 🎨 Visual Elements 🚨 Gradient Zones: Upper zone (CMO > MA): Green gradient showing bullish momentum intensity Lower zone (CMO < MA): Red gradient showing bearish momentum intensity 📋 Dashboard Display: Top-right status indicator showing "⬆️ Bullish" or "⬇️ Bearish" 📊 Dynamic Coloring: CMO line changes color based on position relative to MA ⚡ Trading Applications 📈 Primary Uses: 🎯 Momentum Direction Identification: CMO > MA = Bullish momentum regime CMO < MA = Bearish momentum regime 💪 Momentum Strength Assessment: CMO > +50 = Strong bullish momentum CMO < -50 = Strong bearish momentum Between -50 and +50 = Moderate momentum 🚨 Crossover Signals: Bull Signal: CMO crosses above MA Bear Signal: CMO crosses below MA 📊 Zone Analysis: 🟢 Bullish Zones: Light to dark green gradient as CMO rises Strongest color at highest CMO values 🔴 Bearish Zones: Light to dark red gradient as CMO falls Strongest color at lowest CMO values 🟡 Equilibrium: Yellow MA line acts as dynamic pivot 🎨 Customization Options 👁️ Display Features: 📊 Dual Components: Always shows both CMO line and MA filter 🎨 Gradient Visualization: Automatic fill between lines showing momentum intensity 📋 Status Dashboard: Clear bullish/bearish indication 📈 Customizable MA: Choose from 6 different moving average types 🎨 Visual Themes: (Consistent suite) 🎨 Classic: Green/Red (traditional momentum colors) 🚀 Modern: Cyan/Purple (contemporary) 💪 Robust: Amber/Deep Purple (high contrast) 🌈 Accented: Purple/Magenta (vibrant) ⚫⚪ Monochrome: Light Gray/Dark Gray (minimalist) 🔔 Alert System 🟢 LONG Alert: Triggers when CMO crosses above MA 🔴 SHORT Alert: Triggers when CMO crosses below MA 📧 Format: Includes ticker symbol for tracking ⚡ Key Advantages ✅ Strengths: 🎯 Clear Momentum Signals: Direct comparison between CMO and MA provides unambiguous entries/exits 💪 Trend Filter: MA acts as dynamic support/resistance for momentum 👁️ Visual Clarity: Gradient zones show momentum intensity at a glance 🔄 Flexible Configuration: Multiple MA types for different trading styles 📊 Professional Dashboard: Immediate status recognition 📊 Optimal Settings: ⚡ Short-term Trading: CMO Length 9-14, MA Length 20-50 📊 Medium-term Trading: CMO Length 14-20, MA Length 50-100 📈 Long-term Trading: CMO Length 20-30, MA Length 100-365 🏆 Unique Features: 🎯 Gradient Visualization: Color intensity reflects momentum strength 📊 MA Filter Flexibility: 6 different moving average types 🎨 Consistent Design: Matches your indicator family aesthetics 📋 Status Dashboard: Quick visual confirmation of regime 🔧 Dual Analysis: Combines momentum oscillator with trend filter 🔄 Trading Strategies 1. Basic Momentum Strategy: Go LONG when CMO crosses above MA Go SHORT when CMO crosses below MA Use extreme readings (>+80 or <-80) for overbought/oversold conditions 2. Momentum Strength Strategy: Strong bullish: CMO > MA AND CMO > +50 Strong bearish: CMO < MA AND CMO < -50 Weak signals: Between -50 and +50 3. Divergence Detection: Price makes higher high, CMO makes lower high → Bearish divergence Price makes lower low, CMO makes higher low → Bullish divergence 📈 Performance Tips Combine with Trend: Use in trending markets (avoid ranging periods) Confirmation: Wait for candle close after MA crossover Extreme Readings: +80/-80 often precede reversals MA Selection: EMA for responsiveness, SMA for smoothness Multiple Timeframes: Check higher timeframe CMO alignment This enhanced CMO indicator provides professional-grade momentum analysis with intuitive visualization, allowing traders to quickly identify momentum regimes and strength while filtering out market noise through the customizable moving average filter! 📊🎯
אינדיקטור Pine Script®
מאת ‎Tiagorocha1989‎
Gamma Regime Indicator [Eloni] ╔══════════════════════════════════════════════════════════════════════════════════════════════╗ ║ GAMMA REGIME / VWAP FLOW ENGINE ║ ╚══════════════════════════════════════════════════════════════════════════════════════════════╝ ┌──────────────────────┬─────────────────────────────┬────────────────────────────┬──────────────┐ │ MARKET STRUCTURE │ FLOW / SENTIMENT │ VOLATILITY / IV │ POSITION │ ├──────────────────────┼─────────────────────────────┼────────────────────────────┼──────────────┤ │ • VWAP Distance │ • Call / Put / Total Vol │ • VIX / IV Level │ • Hold Bars │ │ • Round Levels │ • Z-Score Normalization │ • IV Slope (Up/Down) │ • Entry ≥ 5 │ │ • Prev Close │ • Flow Hot / Flow Cold │ • ATR Compress / Expand │ • Exit ≤ 2 │ │ • ATR % │ • PCR Ratio & Slope │ • Regime Shift Alert │ • Buffer │ │ • Near / Far Zones │ • Extremes Detection │ • Volatility Cycles │ • Reset │ └──────────────────────┴─────────────────────────────┴────────────────────────────┴──────────────┘ =============================================================================== PINNING REGIME (MEAN REVERSION ZONE) =============================================================================== ┌─────────────┐ ┌──────────────┐ ┌──────────────┐ │ LOCATION │ ----> │ CONFIRM │ ----> │ EXECUTE │ └─────────────┘ └──────────────┘ └──────────────┘ Near VWAP / Level Flow = Cold Fade Extremes Near Prev Close ATR = Compress Sell High / Buy Low IV = Down Scalps / Short DTE PCR = Extreme ------------------------------------------------------------------------------- WHERE ----- - VWAP ± Threshold - Gamma Walls - Round Numbers - Prior Day Close INDICATORS ---------- - VWAP - Volume Z-Score - ATR Percent - PCR - VIX STRATEGIES ---------- - VWAP Fade - Range Scalping - Iron Condors - Credit Spreads - Mean Reversion Options AVOID ----- - Expanding Range - High Volume Breaks - Rising IV - News Events =============================================================================== TREND / BREAKOUT REGIME (MOMENTUM ZONE) =============================================================================== ┌─────────────┐ ┌──────────────┐ ┌──────────────┐ │ LOCATION │ ----> │ CONFIRM │ ----> │ EXECUTE │ └─────────────┘ └──────────────┘ └──────────────┘ Far from VWAP Flow = Hot Buy Pullbacks Outside Range ATR = Expand Break and Retest IV = Rising Ride Momentum PCR = Trending ------------------------------------------------------------------------------- WHERE ----- - Range High / Low - VWAP Break - Value Area Break - Opening Range INDICATORS ---------- - VWAP Bands - Flow Z - ATR Expansion - IV Slope - Volume Profile STRATEGIES ---------- - Opening Range Breakout - Trend Pullbacks - Debit Spreads - Futures Momentum - Directional Options AVOID ----- - Fading Strength - Weak Volume Moves - Flat Volatility - Midday Chop =============================================================================== NO EDGE / BUFFER ZONE =============================================================================== VWAP Reset | Session Open | Post-News | Low Volume - Reduce Size - Observe Only - Wait for Alignment - Capital Preservation =============================================================================== REGIME DECISION MATRIX =============================================================================== ┌──────────────┬──────────────┬──────────────┬──────────────┬──────────────┐ │ STRUCTURE │ FLOW │ IV │ PCR │ REGIME │ ├──────────────┼──────────────┼──────────────┼──────────────┼──────────────┤ │ Near │ Cold │ Down │ Extreme │ Pinning │ │ Far │ Hot │ Up │ Trending │ Trend │ │ Mixed │ Neutral │ Flat │ Neutral │ No Edge │ └──────────────┴──────────────┴──────────────┴──────────────┴──────────────┘ =============================================================================== EXECUTION PLAYBOOK =============================================================================== PIN MODE -------- Entry : VWAP / Level Touch + Flow Cold Stop : VWAP Break + ATR Expansion TP : Mid-Range / Mean Reversion Size : Medium to High TREND MODE ---------- Entry : Pullback to VWAP / EMA Stop : Range Reclaim TP : ATR Trail / Structure Size : Scale In NO EDGE ------- Entry : None Goal : Preservation Focus : Patience =============================================================================== CORE SYSTEM LOGIC =============================================================================== PINNING = Liquidity Absorption -> Mean Reversion -> Sell Volatility TREND = Momentum Expansion -> Directional Flow -> Buy Volatility NO EDGE = Regime Unclear -> Capital Protection
אינדיקטור Pine Script®
מאת ‎EloniThe‎
1
Commodity Channel Index - CCIOverview This enhanced Commodity Channel Index (CCI) indicator provides traders with a sophisticated visualization of market momentum and trend direction. By combining the classic CCI oscillator with customizable moving averages and advanced visual features, it offers clear signals for identifying bullish and bearish market conditions. Core Functionality Indicator Components CCI Oscillator - Measures how far current price deviates from its statistical average Moving Average Filter - Smooths CCI values using your choice of 7 MA types Visual Zones - Color-coded overbought/oversold areas with gradient fills Market Bias Display - Prominent bullish/bearish label for quick interpretation Key Features 📊 Customizable Calculations Adjust CCI period (default: 55) for sensitivity tuning Select MA type (EMA, SMA, WMA, HMA, etc.) and period (default: 30) for smoothing Flexible moving average system supporting multiple calculation methods 🎨 Advanced Visualization Dynamic Color Coding: CCI line turns green when bullish (>50), red when bearish (≤50) Gradient Fill Zones: Green gradient between CCI and midline for overbought region (200 to 0) Red gradient between CCI and midline for oversold region (0 to -100) Multiple Plot Layers: CCI line, MA line, midline, and fill areas for comprehensive view 🔍 Clear Signal Interpretation Bullish Condition: CCI > 50 (green zone) Bearish Condition: CCI ≤ 50 (red zone) Overbought Warning: CCI in upper gradient zone Oversold Opportunity: CCI in lower gradient zone 📱 User-Friendly Display Large "⬆️ Bullish" or "⬇️ Bearish" label in corner for immediate bias assessment Thick CCI line (width 3) for easy visibility Yellow MA line for trend direction confirmation Trading Applications Trend Identification Use CCI position relative to 50 midline for trend bias MA line confirms trend strength and direction Long periods (110/30) optimized for capturing sustained trends Potential Reversal Zones Gradient fills highlight overbought/oversold extremes Watch for CCI crossing the 50 level for trend change signals Combine with MA line crosses for confirmation Market Sentiment Assessment Quick visual scan of color reveals current market bias Label provides unambiguous bullish/bearish classification Multiple timeframes supported through adjustable periods Usage Recommendations 📈 For Trend Following: Trade in direction indicated by CCI > 50 (bullish) or ≤ 50 (bearish) Use MA line as dynamic support/resistance for CCI Consider entries when CCI pulls back toward 50 in trend direction 🔄 For Mean Reversion: Watch for extremes in gradient zones for potential reversals Monitor for CCI crossing back through 50 after reaching extremes Use MA line as confirmation for reversal validity ⚖️ For Confirmation: Pair with other indicators for signal confirmation Use as secondary tool to validate primary trading system signals Adjust periods to match your trading timeframe Customization Options CCI Length: Adjust sensitivity (higher = smoother, lower = more responsive) MA Type & Length: Choose smoothing method and period Visual Elements: All colors and fills are built-in but based on logic conditions Unique Advantages Immediate Clarity: Color-coding and label remove interpretation ambiguity Enhanced Visualization: Gradient fills provide intuitive overbought/oversold zones Dual Analysis: Combines oscillator (CCI) with trend tool (MA) in one view Flexible Configuration: Multiple MA types accommodate different trading styles This indicator transforms the traditional CCI into a comprehensive trading tool that provides clear visual cues for market direction, momentum extremes, and trend confirmation—all in a single, customizable package.
אינדיקטור Pine Script®
מאת ‎Tiagorocha1989‎