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BPS BB-Expansion (Simplified for Bull-Put-Spreads)
#BPS BB-Expansion (Simplyfied)
1. Detects Bollinger Band breakouts on the current timeframe and focuses on moments of band expansion rather than compression.
2. Confirms bullish conditions using a positive EMA slope, filtering trades to align with short-term trend direction.
3. Prevents repeated signals during the same move via a signal lock mechanism, only re-arming after price falls back below the Bollinger basis.
4. Uses confirmed bar closes only, avoiding repainting and premature signals.
5. Calculates annualized volatility using three selectable methods: ATR-based, Parkinson volatility, or a hybrid of both.
6. Applies a dynamic volatility buffer that adapts to current market conditions by comparing current ATR to its historical average.
7. Adjusts volatility expectations upward during high-volatility regimes, producing a buffered volatility estimate suitable for risk-aware decisions.
8. Displays BUY signals visually on the chart with ATR-based label spacing to maintain chart clarity.
9. Maintains a rolling history of the last five buy signals, including entry price and buffered annualized volatility.
10. Provides a configurable on-chart information table summarizing Bollinger expansion status, current dynamic volatility, and recent signal history for real-time decision support.
1. Detects Bollinger Band breakouts on the current timeframe and focuses on moments of band expansion rather than compression.
2. Confirms bullish conditions using a positive EMA slope, filtering trades to align with short-term trend direction.
3. Prevents repeated signals during the same move via a signal lock mechanism, only re-arming after price falls back below the Bollinger basis.
4. Uses confirmed bar closes only, avoiding repainting and premature signals.
5. Calculates annualized volatility using three selectable methods: ATR-based, Parkinson volatility, or a hybrid of both.
6. Applies a dynamic volatility buffer that adapts to current market conditions by comparing current ATR to its historical average.
7. Adjusts volatility expectations upward during high-volatility regimes, producing a buffered volatility estimate suitable for risk-aware decisions.
8. Displays BUY signals visually on the chart with ATR-based label spacing to maintain chart clarity.
9. Maintains a rolling history of the last five buy signals, including entry price and buffered annualized volatility.
10. Provides a configurable on-chart information table summarizing Bollinger expansion status, current dynamic volatility, and recent signal history for real-time decision support.
نص برمجي محمي
تم نشر هذا النص البرمجي كمصدر مغلق. ومع ذلك، يمكنك استخدامه بحرية ودون أي قيود - تعرف على المزيد هنا.
إخلاء المسؤولية
لا يُقصد بالمعلومات والمنشورات أن تكون، أو تشكل، أي نصيحة مالية أو استثمارية أو تجارية أو أنواع أخرى من النصائح أو التوصيات المقدمة أو المعتمدة من TradingView. اقرأ المزيد في شروط الاستخدام.
نص برمجي محمي
تم نشر هذا النص البرمجي كمصدر مغلق. ومع ذلك، يمكنك استخدامه بحرية ودون أي قيود - تعرف على المزيد هنا.
إخلاء المسؤولية
لا يُقصد بالمعلومات والمنشورات أن تكون، أو تشكل، أي نصيحة مالية أو استثمارية أو تجارية أو أنواع أخرى من النصائح أو التوصيات المقدمة أو المعتمدة من TradingView. اقرأ المزيد في شروط الاستخدام.