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BPS BB-Expansion (BPS-Regime with Traffic-Light)
#BPS BB-Expansion (BPS-Regime with Traffic-Light)
1. Identifies bullish Bollinger Band expansions by measuring increasing band width, signaling the transition from consolidation to directional movement.
2. Confirms bullish market direction using a rising EMA, ensuring trades are aligned with the prevailing trend.
3. Detects confirmed bullish breakouts when price closes above the upper Bollinger Band, avoiding repainting signals.
4. Applies a trend-stability filter that requires price to remain above the EMA for a minimum number of bars, reducing false breakouts.
5. Calculates annualized volatility using ATR, Parkinson, or a hybrid method, allowing flexible and realistic volatility estimation.
6. Enhances volatility assessment with a dynamic volatility buffer that adapts to current market regimes via ATR comparison.
7. Filters trades based on minimum buffered volatility, ensuring sufficient option premium for credit-based strategies.
8. Uses a signal-locking mechanism to prevent repeated signals during the same bullish move.
9. Classifies market conditions into a Traffic Light system (GREEN / YELLOW / NO TRADE) to guide Bull Put Spread decisions.
10. Displays an on-chart dashboard and signal history, including regime status, buffered volatility, and recent buy signals for structured decision-making.
1. Identifies bullish Bollinger Band expansions by measuring increasing band width, signaling the transition from consolidation to directional movement.
2. Confirms bullish market direction using a rising EMA, ensuring trades are aligned with the prevailing trend.
3. Detects confirmed bullish breakouts when price closes above the upper Bollinger Band, avoiding repainting signals.
4. Applies a trend-stability filter that requires price to remain above the EMA for a minimum number of bars, reducing false breakouts.
5. Calculates annualized volatility using ATR, Parkinson, or a hybrid method, allowing flexible and realistic volatility estimation.
6. Enhances volatility assessment with a dynamic volatility buffer that adapts to current market regimes via ATR comparison.
7. Filters trades based on minimum buffered volatility, ensuring sufficient option premium for credit-based strategies.
8. Uses a signal-locking mechanism to prevent repeated signals during the same bullish move.
9. Classifies market conditions into a Traffic Light system (GREEN / YELLOW / NO TRADE) to guide Bull Put Spread decisions.
10. Displays an on-chart dashboard and signal history, including regime status, buffered volatility, and recent buy signals for structured decision-making.
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.