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EMA21/55/100/200-v1.3EMA21/55/100/200 Multi-Timeframe Trading Indicator for TradingView Overview The EMA21/55/100/200 is a professional-grade TradingView indicator designed for traders who rely on exponential moving averages for trend identification and key level trading. This indicator combines visual clarity with powerful alert functionality, making it suitable for both manual and automated trading strategies. Key Features 1. Four Exponential Moving Averages EMA21 (Orange) - Fast moving average for short-term trend detection EMA55 (Gray) - Medium-term trend filter EMA100 (Gray) - Long-term trend confirmation EMA200 (Gray) - Ultimate trend direction indicator 2. Smart Display Management Lines only appear on the most recent 30 candles - keeps your chart clean and focused Labels show current EMA values only on the last candle with format "E21: 4720.50" Historical EMA lines and labels automatically disappear from view 3. Visual Markers (Last 30 Candles Only) Green upward triangles when price crosses above EMA21 Red downward triangles when price crosses below EMA21 Lime green triangles for EMA21/EMA55 golden cross (bullish) Fuchsia triangles for EMA21/EMA55 death cross (bearish) Semi-transparent background highlights when price approaches any EMA (within 0.3%) 4. Comprehensive Alert System The indicator includes 14 pre-configured alert conditions: Price Breakout Alerts Price crosses above/below EMA21 Moving Average Crossovers EMA21 golden cross / death cross with EMA55 EMA55 golden cross / death cross with EMA200 Key Level Alerts Price approaches EMA21 (within 0.3%) Price approaches EMA55 (within 0.3%) Price approaches EMA100 (within 0.3%) Price approaches EMA200 (within 0.3%) Trend Strength Alerts Price above all four EMAs (strong bullish) Price below all four EMAs (strong bearish) Bullish arrangement (EMA21 > EMA55 > EMA100 > EMA200) Bearish arrangement (EMA21 < EMA55 < EMA100 < EMA200) Customizable Settings When you add this indicator to your chart, you can customize the following parameters: Setting Description Default EMA21 Color Color of the fast EMA line Orange EMA55/100/200 Color Color of slower EMA lines Gray EMA21 Text Color Color of the label text for EMA21 Orange EMA55/100/200 Text Color Color of label text for other EMAs Gray Show Background Color Toggle background highlights True Background Transparency Opacity of background highlights 90 EMA21 Background Color Background color when near EMA21 Orange EMA55/100/200 Background Color Background color when near other EMAs Gray How to Use Installation Open TradingView Pine Editor Copy and paste the complete script Click "Save" and name it "EMA21/55/100/200" Add to chart Setting Up Alerts Right-click on the chart Select "Add Alert" Choose your desired condition from the dropdown (e.g., "价格上穿EMA21" for price crossing above EMA21) Set trigger frequency (once per bar / once per minute) Configure expiration and notifications Click "Create" For Automated Trading (Webhook Setup) The alerts can be sent to a webhook URL, allowing you to: Connect to Bitget or other exchange APIs Automatically execute trades based on EMA crossovers Receive notifications on your mobile device Trading Strategies Strategy 1: Trend Following Entry: Price crosses above EMA21 + EMA21 above EMA55 (bullish) Exit: Price crosses below EMA21 or EMA21 crosses below EMA55 Alert: Use "价格上穿EMA21" + check EMA arrangement visually Strategy 2: Key Level Mean Reversion Entry: Price approaches EMA21/55/100/200 (background highlight appears) Confirmation: Wait for reversal candle pattern Stop Loss: 0.5% - 1% beyond the EMA level Alert: Use "接近EMA21" (Approaching EMA21) Strategy 3: Multi-Timeframe Trend Confirmation Higher timeframe (4H): Check EMA arrangement direction Lower timeframe (30min): Look for EMA21 crossovers in trend direction Entry: Both timeframes align with same trend Complete Script Code pinescript //@version=6 indicator(title="EMA21/55/100/200-v1.0", overlay=true) // ... (full script as provided above) Technical Specifications Parameter Value Platform TradingView Pine Script Version v5 / v6 Indicator Type Overlay (on price chart) EMA Periods 21, 55, 100, 200 Display Range Last 30 candles Alert Conditions 14 Customizable Colors Yes Advantages ✅ Clean Chart - EMAs only appear on recent candles, reducing visual clutter ✅ Real-time Labels - Current EMA values displayed only on the latest candle ✅ Visual Signals - Triangles and background highlights for quick recognition ✅ Comprehensive Alerts - 14 conditions covering all major trading signals ✅ Fully Customizable - All colors and transparency levels adjustable ✅ Automation Ready - Webhook compatible for API trading integration Limitations ❌ Requires TradingView paid plan for more than 1 active alert (free plan limited) ❌ Historical EMAs disappear after 30 candles (intended feature, not a bug) ❌ Best used on higher timeframes (30min+) for EMA55/100/200 to be meaningful Version History v1.0 - Initial release with EMA21/55/100/200, labels, alerts, and markers Support For questions or feature requests, please refer to the Pine Script documentation or TradingView community forums. Disclaimer: This indicator is for educational and informational purposes only. Past performance does not guarantee future results. Always conduct your own analysis before making trading decisions.
مؤشر Pine Script®
من ‎tinysong1226‎
Levels + EMA/VWAP + Alerts📊 Script Description (Brief) This indicator automatically plots key market levels and gives alerts when price crosses them. 🔹 What it shows Pre/Post Market High & Low (PH / PL) Previous & Next Levels for: Hour Day Week Month EMA 9, EMA 21, and VWAP 🔹 What it does Merges overlapping levels into clean single lines Updates all levels automatically (no manual refresh needed) Highlights broken levels with faded colors 🔔 Alerts Triggers alert when price: Crosses above or below any level Crosses EMA or VWAP (optional) Works with “Any alert() function call” Alerts update automatically as levels change 🎯 Use case Identify strong support/resistance zones Trade reversals or breakouts from HTF levels Get alerts for key price reactions without watching charts
مؤشر Pine Script®
من ‎mgrathi_99‎
Automate on Hyperliquid - Strategy Webhook Template [HYPR-run]DESCRIPTION You define the entry signal. The system manages everything after the fill. This is a production-grade trade system for automating strategies on Hyperliquid using TradingView webhooks. Five-level priority chain trade system. Four ATR trailing architectures including volume-weighted ATR with Efficiency Ratio scaling and ratchet floor. Smart stops that exit when a trade is invalidated. Pyramid scaling into winners and a redundant failsafe stop. Three signal systems are included ready to backtest and deploy (EMA crossover, Turtle breakout, SFP - Swing Failure Pattern) that you can toggle on/off independently; replace or extend them with your own logic in three places: the input toggle, the signal condition, and the priority chain entry call. There are clear landmarks in the code to make it as straightforward as possible. This strategy is built for you to hit the ground running backtesting or automating with a systematic framework to execute around your entry logic or the example signals provided. All signals fire on confirmed bar closes only. Entries, exits, pyramids, and stops are evaluated at close, not during the bar, so intrabar wick spikes do not trigger the system. This is by design. No lookahead bias: all highest/lowest references use prior-bar offsets, LinReg is calculated with offset=1, and no security() calls are used. The script does not repaint or compound returns. WHAT THE STRATEGY SYSTEMIZES 1. Five-Level Priority Action Chain Entries fire first. Pyramids fire second and block exits on the same bar. Trailing exits ride winners. Smart stops catch failing trades early. Failsafe stop is the absolute floor. The if/else order is intentional and prevents conflicts so that every action occurs only when it should. 2. Four ATR Trailing Stop Modes Select from a dropdown. All use separate long/short look backs and multipliers because drops are faster than rallies; the defaults reflect this asymmetry. • A3.1: LinReg + plain ATR, no ratchet. Baseline for comparison. • A4.0 (default): LinReg + volume-weighted ATR + Efficiency Ratio + ratchet. VWATR discounts low-volume bars. ER tightens in chop (0.8x), widens in trend (1.2x). Ratchet means the stop only moves in your favor. • A4.1: Chandelier + VWATR + ratchet + first-bar multiplier for tighter initial protection. • A4.2: LinReg + VWATR, no ratchet or ER. Stop moves freely with projection. ***The multipliers determine how much room the stop gives price before triggering. They have the greatest influence on overall system performance and must be tuned to the asset and timeframe being traded. Default values are a starting point, not final settings. • L Multi: 4.0 (long stop distance). Wider because uptrends are slower and require more room. • S Multi: 2.0 (short stop distance). Tighter because drops are faster and corrections are sharper. • Long LB: 14 bars. ATR lookback for long stops. • Short LB: 26 bars. ATR lookback for short stops; longer lookback smooths volatile short-side moves. • LinReg LB: 10 bars. LinReg projection window (A3.1, A4.0, A4.2). • First Bar Mult: 1.5x (A4.1 only). Tighter stop on the entry bar; expands to standard multiplier after. 3. Smart Stops Two trigger paths, both requiring open P&L below threshold (default -3.5%): (1) price crosses under the trailing stop while losing, or (2) price breaks the entry bar’s structure while losing. Either path exits the trade before the failsafe would trigger. The P&L condition on both paths prevents exits on noise when the trade is still within normal range. 4. Pyramid Entries Scales into winning trades on 5-bar extremes. Requires full bar confirmation and must be within 13 bars of the initial entry. 5. Basic Entry Quality Filters Applied automatically to every entry: • Wick nullification: bars with wicks > 38.2% of range block entries in that direction • SFP nullification: active reversal patterns block opposing entries • Full bar filter: candle body must be >= 66.6% of total range • Bar confirmation: entries only fire on confirmed bars THREE SIGNALS INCLUDED (replace or extend) • XO/XU: EMA crossover with four configurable pairs (5/13, 9/26, 12/25, 26/128). Requires price above swing high (longs) or below swing low (shorts) plus volume spike (Dropdown Selection). • Turtle: 13/26 bar breakout with Lost Trade System logic. First breakout after an opposing signal gets priority. • SFP: Swing Failure Pattern. Longs fire on either 5/5 with full-body confirmation or 5/2 with bullish candle confirmation and strong volume spike (1.618x average). Shorts fire on 5/5 with full-body or 13/3 with bearish candle confirmation. Dual-path per direction allows the signal to catch both high-conviction structure failures and high-volume reversals. The function accepts any left/right look back combination, making it straightforward to adapt. (#/# refers to pivot look back left and right) Each has its own toggle. Enable one, combine them, or swap in your own signals. WEBHOOK AUTOMATION Every fill event fires through TradingView’s built-in webhook system when enabled: entries, exits, pyramids, smart stops, and failsafe closes. To execute those webhooks on Hyperliquid, an intermediary service (execution layer) that accepts TradingView webhooks and routes orders to Hyperliquid's API is required. Setup: 1. Create an alert on this strategy 2. Set trigger to "Order fills only" 3. Check Webhook URL, paste your endpoint 4. Message box: {"ticker":"{{ticker}}","position":"{{strategy.market_position}}"} 5. Set expiration to Open-ended The snippet will most likely require customization depending on your execution layer. The {{ticker}} and {{strategy.market_position}} fields are TradingView placeholders that auto-populate when a strategy signal fires. We recommend referencing TradingView’s Strategy Alerts documentation to fully understand placeholder use and function when setting up your snippet for your execution layer: www.tradingview.com BUILDING WITH YOUR OWN SIGNALS The most straightforward path is adding your own entry logic. The ATR module, smart stops, and pyramids can also be edited to preferred logic while still leveraging the systemized structure for clean execution when automating on an exchange. Option 1: Replace an existing signal. Find its section under the SIGNALS header (look for "EXAMPLE 1", "EXAMPLE 2", or "EXAMPLE 3"). Delete the example code and write your condition in its place. Find the matching entry in the STRATEGY CALLS priority chain and swap the condition variable. The toggle still works; rename its label in the input line. Everything downstream works automatically. Option 2: Add a new signal. Three places to touch: 1. Copy a strategy toggle line from the STRATEGIES input group, change the variable name and label 2. Add your signal logic in the SIGNALS section as a boolean 3. Add an else-if block in the STRATEGY CALLS priority chain using your toggle as the gate Two test switches (Tsw1, Tsw2) are reserved in Settings for custom signals. READING THE CHART Candles are colored by direction: black bodies up, gray bodies down (Quant Filter toggle). The trailing stop draws as a colored line following your position: green below price when long, red/orange above price when short. A gradient fill shades the zone between price and the stop; it intensifies as price approaches the exit level. Green dots on the long stop line and red dots on the short stop line are ratchet markers (A4.0 and A4.1 only). Each dot means the stop locked in a new level and will not pull back. Entry labels appear at each fill: "xoL" (EMA long), "xuS" (EMA short), "tL" (Turtle long), "tS" (Turtle short), "sfpL"/"sfpS" (SFP entries), "pyrL"/"pyrS" (pyramid adds). Exit labels: "Cl"/"Cs" (trailing close long/short), "smrtstp" (smart stop), "fstp" (failsafe). SFP candle wicks are color-coded by lookback: 5/5 bull wick = bright green, 5/2 bull wick = dark green, 5/5 bear wick = bright red, 13/3 bear wick = dark red. The shade tells you which configuration triggered — brighter means the more common 5/5 detection, darker means the secondary lookback fired. Horizontal lines extending from entry price are the Late Entry Window: white solid line is entry price, green dashed line is entry + ATR window, red dashed line is entry - ATR window. Visual reference only; does not affect trade logic. Useful when away from the screen to quickly see if a missed entry is still within a safe ATR range. Market structure labels (HH, LH, HL, LL) appear at swing pivots when the Structure toggle is enabled. RISK MATH Order size is fixed at $5,000 (50% of starting capital). That means it's always a flat $5k order, no compounding. With the failsafe at -5.25%, maximum loss per trade is $262.50, or 2.625% of the $10,000 starting balance. *Because order size is fixed in dollars while equity grows, risk as a percentage of equity decreases over time: 2.625% at start, 2.1% at $12,500, 1.75% at $15,000. The smart stop triggers before the failsafe in most cases, reducing average realized loss further. STRATEGY PROPERTIES (What's used in the chart published here) Strategies (all off by default - toggle on to activate): • XO/XU: on • Turtle: on • SFP: on Settings: • Mode: Historical (switch to Bot Mode for live automation - limits calculation depth for speed) • EMA Pair: 9/26 Risk Management: • Smart Stop: on | -3.5% • Failsafe Stop: on | -5.25% • Mech TP/Cls: on ATR Trailing Exits: • Mode: A4.0 • L Multi: 4.0 | S Multi: 2.0 • Lng LB: 14 | Shrt LB: 26 • LinReg: 10 | First Bar: 1.5 (A4.1 only) Backtest Properties: • Initial capital: $10,000 • Commission: 0.05% • Slippage: 2 ticks • Order size: $5,000 (cash, fixed) • Fill limit assumption: 5 ticks • Max risk per trade: $262.50 (2.625% of starting equity) CREDITS ATR: J. Welles Wilder (1978). Efficiency Ratio: Perry Kaufman. Turtle breakout concept: Richard Donchian.
استراتيجية Pine Script®
من ‎HYPR-run‎
Multi-Factor Regime Scoring & Alerts [HYPR-run]DESCRIPTION: Composite regime scoring system that fuses eight independent market dimensions into a single normalized Regime Factor (-1 to +1). The sweet spot is the +/-0.2 zone: when the Regime Factor crosses through this zone (dim white circles on chart), the regime just shifted from one side to the other through neutral. That crossover, with the HMA-smoothed Regime Curve sloping in the same direction, is the highest-conviction entry the composite produces. The alerts are built around this: Regime Pivot fires at +/-0.25 with volatility band confirmation. DISCOVERING EDGE Pursuing a mechanical edge in entry/exit timing, confirmation and conviction sizing led us to developing an oscillating expression of most of the key criteria we use in building automated strategies. We discovered there is a sweet-spot for higher conviction trades in the +/-0.2 - .+/-0.3 zone. For example if a SFP presents, waiting for the REGIME Factor to enter the zone has a higher probability of trending than if taken earlier. In addition, for earlier reversion trades, XO/XU the outer most levels of +/-0.6 are excellent early entries when following a disciplined sizing methodology. EIGHT SCORING DIMENSIONS 1. Macro Pivot (+/-10): ROC regime exhaustion into inflection 2. ROC Filter (+/-9): layered rate of change momentum states 3. ADXVMA (+/-9): adaptive trend direction with regime gradient 4. OBVIX (+/-5): on-balance volume, volatility, and trend composite 5. Convergence (+/-7): multi-timeframe alignment across 7 timeframes 6. Mean Reversion (+/-10): blow-off detection and spike revert signals 7. Levels (+/-8): positioning relative to 50d, 200d, 10w moving averages 8. Mechanical Hold (+/-5): price action hold signals with squeeze detection Macro pivot and mean reversion (+/-10 each) are the heaviest. When both fire in the same direction, they swing the composite by nearly a third of its total range. HOW TO USE Add to chart, adjust ADXVMA and Turtle periods to match your setup. Read the Regime Factor, not the price. Above +0.6 = strong bullish; XO/XU these levels for early starter positions. Below -0.6 = strong bearish. The +/-0.2 zone is the sweet spot: crossovers here (dim white circles) mark high-probability entries or confirmation to other set-ups like an SFP. The Regime Curve shows the trend of the regime itself; when the curve slopes against the score, the regime is decelerating. When the composite is ambiguous (between 0.2 and 0.6), the dashboard tells you why. Macro pivot green but ROC filter yellow = inflection detected, momentum hasn't confirmed. Convergence bright green but ADXVMA yellow = multi-TF aligned but local MA still flat. CROSS-DIMENSIONAL READS The power is reading 2-3 dashboard rows together: - Macro pivot firing while ROC filter still green = earliest warning of trend exhaustion - "Macro Lc confirmed" + convergence at +5 or higher = highest-conviction reversal entry - ADXVMA "Early Bull" + convergence at +5 = trend birth signal - Convergence at +7 = strongest trend confirmation AND trigger for mean reversion detection. Maximum agreement = maximum overextension risk - "Blow-Off" + "Hodl S" = hold confirmed but reversion loading against you; tighten - "Legit Squeeze" + "Chopperoni" + convergence +/-5 = compressed energy, directional break coming - Regime Factor +0.7 but Curve flattening = regime decelerating; leading signal of rollover ALERTS Regime Pivot fires when the Regime Factor crosses +/-0.25 with volatility band confirmation; solid arrows on chart. Built around the sweet spot: fires at the regime shift, not after the move has run. Spike Revert fires on mean reversion after blow-off; counter-trend edge from extreme overextension. Toggle each independently. For notifications without webhooks: condition = this indicator, "Any alert() function call", select push/email/popup. For webhook execution: paste endpoint URL, set Open-ended, create. REGIME FACTOR THRESHOLD ZONES +0.6 to +1.0 strong bullish (solid green hline) +0.2 to +0.6 moderate bullish (dotted line) -0.2 to +0.2 sweet spot entries (dim white circles); XO/XU here -0.6 to -0.2 moderate bearish (dotted line) -1.0 to -0.6 strong bearish (solid red hline) DASHBOARD (9 rows) 1. MACRO PIVOT - Green: Pivoting ↑, Lc ↗ (confirmed), L In Play ↗. Red: inverse. Black: neutral. 2. ROC FILTER - Bright Green: Momentum ↑. Green: Trending ↗ / Rolling Over ↓. Yellow: Continuation / Stage 1 / Reversion. Orange: Exhaustion. White: Sideways. Red/Bright Red: inverse. 3. ADXVMA - Green: D Trend ↗, Trending ↗, Early Bull. Yellow: Pivoting, Consolidation, Chopperoni. Red: inverse. 4. OBVIX - Green: positive. Red: negative. Black: flat. 5. CONVERGENCE - Bright Green: All Lined Up ↑ (7/7). Gradient green: +5 to +6. Dim: +3 to +4. Black: near 0. Red gradient: inverse. 6. MEAN REVERSION - Yellow: Blow-Off, High Potential, Possible. Green: Spike Revert ↑ / MR In Play ↗. Red: inverse. 7. LEVELS - Green: Bouncing key MAs, XO events. Red: Rejecting, XU events. MA combo: above/below 50d, 100d, 200d + 10w anchor. 8. MECHANICAL HOLD - Squeeze gradient: Legit Squeeze / Squeezing. Green: Hodl L. Red: Hodl S. Black: Get Ready / Neutral. 9. REGIME FACTOR - Composite score with gradient color and numeric display. CREDITS ADXVMA: Linnsoft ADX: J. Welles Wilder (1978) VIDYA: Tushar S. Chande, TASC March 1992 Advance/Decline gradient: LucF Turtle breakout concept: Richard Donchian
مؤشر Pine Script®
من ‎HYPR-run‎
Open Interest Flow & Context Overlay [HYPR-run]DESCRIPTION: Reads Binance perpetual open interest and classifies each bar into one of eight context states based on OI direction, price direction, and volume direction. Flow arrows show how open interest is developing bar by bar; the context matrix tells you what it means. OI rising + price rising + volume rising = new longs with conviction. OI rising + price falling + volume rising = new shorts with conviction. OI falling + price falling = long squeeze (liquidation, trend acceleration). OI falling + price rising + volume = short squeeze (covering, trend acceleration). The matrix answers: who is entering, who is exiting, and is volume confirming? DISCOVERING EDGE This indicator classifies every bar into eight context states by combining OI direction, price direction, and volume direction into a single read. In order to gain a persistent, mechanical edge in distinguishing real demand from forced covering and genuine selling from liquidation, we explored a more meaningful expression of open interest flow that resulted in strong confirmation signals that became actual entry/exit signals (Large Outline Triangles on chart) in our latest automated strategies. 8 OI CONTEXT STATES vs RAW OI CANDLES Raw OI rising tells you positions are opening but not who or why. Eight context states (new longs with volume, short squeeze, long liquidation, etc.) answer who is entering, who is exiting, and whether volume confirms, turning a single data stream into actionable positioning context. Arrow color hierarchy gives the instant read: green/bright red = fresh direction flip (highest conviction); cyan/orange = continuation; purple = no volume confirmation (lower conviction but a staple of grinding price action in intermediate trend. Dashboard distinguishes "LONG, New Longs + Volume" from "Short Squeeze, Accumulation"; both show price rising, but one is real demand and the other is forced covering that ends when covering is done. Alerts fire only on strong OI signals (OI + price + volume all aligned) with full bar filter and directional candle confirmation; three layers of filtering before the signal fires. FEATURES - Eight OI context states with color-coded overlay arrows - Two-row dashboard: OI context state + OI flow arrows with color badges - Strong/weak filter: price + volume + OI alignment required for full signals - Direction flip tracking: fresh signals vs continuation (brighter vs dimmer) - ZLEMA-based trend detection (smoother than raw crossovers) - Webhook-ready alerts on strong OI signals with full bar filter - Full bar filter: body >= 66.6% of range (no doji fakeouts) DASHBOARD Two-row display: OI context state and OI flow. Row 1 classifies the current bar from the eight-state matrix. Row 2 shows the active flow arrow state matching the arrows on chart. OI CONTEXT TABLE (Dashboard row 1) OI FLOW TABLE (Dashboard row 2) HOW IT WORKS ZLEMA (zero-lag EMA) detects rising/falling direction on three inputs: open interest, price, and volume. The combination determines the context state. Strong signals require all three aligned. A fixnan state variable tracks direction flips to distinguish fresh entries from continuation. OI data is pulled from Binance perpetual contracts (USDT or coin-margined). Auto-detects the coin from the chart symbol, or enter manually for non-Binance tickers. ALERTS Fires on strong OI long/short signals (all three aligned) with a full directional bar. Fresh direction flips are distinguished from continuation. Alert payload is built into the script; works with any webhook receiver. CREDITS OI data approach: ByzantiumScripts, spacemanbtc
مؤشر Pine Script®
من ‎HYPR-run‎
OBV Linear Regression Multi-Slope [HYPR-run]DESCRIPTION: Three linear regression slopes fitted to On-Balance Volume. Measures whether accumulation or distribution is accelerating, decelerating, or reversing across short, medium, and long lookbacks simultaneously. Raw OBV tells you the cumulative direction of volume flow. Fitting a linear regression to it gives you the rate of change: the slope. Three slopes at different lookbacks show the structure of volume commitment. When all three agree, volume flow is structurally committed in one direction. When they disagree, the timeframes are in conflict. DISCOVERING EDGE Dual and triple slope alignment has proven to be a staple confirmation signal in our most reliable automated strategies for both entries and exits. When two or three independent lookbacks agree on the direction of volume flow, the commitment is structural, not noise. When alignment breaks, the first slope to flip tells you exactly where conviction cracked. We built this indicator to surface that alignment as a first-class signal rather than something you eyeball across separate panes. THREE LR SLOPES vs RAW OBV LINE Three slopes at different lookbacks show whether all timeframes of volume flow agree or conflict. Dual alignment (short + long) is the entry signal; triple (all three) confirms later for pyramids. When triple breaks, that's the exit. Values above 0.3 mean the slope is steeper than one standard deviation per bar (very strong trend). Sigma/bar above 0.1 means the slope is statistically strong; below 0.05 is weak. FEATURES - Three linear regression slope lines on OBV (short 9, medium 26, long 50) - Optional adaptive short lookback (ATR-scaled for low timeframes) - Slope alignment detection: dual (short+long) and triple (all three) - Universal angle normalization (slope/sigma x 45 degrees) - Sigma/Bar ratio: slope strength relative to OBV noise - Auto-adjusts all lookbacks by timeframe (weekly/monthly compress) - Webhook alerts on slope flip or triple alignment - Full bar filter rejects doji/wick-heavy bars - Dashboard with lookback, angle, and sigma/bar for all three lines HOW IT WORKS Linear regression calculates the best-fit line through OBV values over a lookback window. The slope of that line is the rate of volume flow. Positive slope = accumulation accelerating. Negative slope = distribution accelerating. The universal angle normalizes raw slope by OBV standard deviation so the dashboard reads consistently across any asset (BTC's OBV in millions, a low-cap's in thousands, same angle scale). UNIVERSAL ANGLE Slope divided by OBV standard deviation per bar, multiplied by 45. A value of 45 degrees means the slope equals one standard deviation per bar. Makes angle comparable across any asset and timeframe: 30 degrees on BTC means the same relative strength as 30 degrees on SOL. ALERT MODES Slope Flip: fires when selected lookback crosses zero. Negative to positive = accumulation starting (LONG). Positive to negative = distribution starting (SHORT). Triple Alignment: fires when all three slopes agree on direction. Fewer signals, higher conviction. Alert payload is built into the script as JSON; works with any webhook receiver. CREDITS On-Balance Volume: Joseph Granville, Granville's New Key to Stock Market Profits (1963)
مؤشر Pine Script®
من ‎HYPR-run‎
ROC Regime Filter [HYPR-run]DESCRIPTION: A reliable universal regime filter across all assets, all timeframes. Rate of change filter that classifies price action into regime states. A suite of smoothed EMAs feeds a layered ROC engine that detects when fast momentum aligns with, or diverges from, slow structure. The filter measures; it doesn't predict. When all ROC layers stack in the same direction (parallel alignment), the trend is confirmed by arithmetic. When fast ROC diverges from slow, the regime shifts. The lag is the cost of certainty. Sweet spot is 1hr to 1D; lower timeframes get noisy. DISCOVERING EDGE In order to gain a persistent, mechanical edge in which trades are permitted and which are filtered out, we explored a more meaningful expression of regime classification using layered multiple ROC periods to detect when fast momentum aligns with or diverges from slow structure. This resilient regime filter has been the backbone for our automated strategies since 2021. LAYERED ROC vs SINGLE-INDICATOR REGIME A single RSI or ADX reading flattens the market into binary (trending/not trending). Layered ROC alignment separates six distinct states, each with different permissible trade types, so the filter matches the complexity of what the market is actually doing. Six regime states gate every decision; the combination of regime color + ROC slope is the trade filter, not either one alone. Phase transitions (green to yellow, orange to green) are the actionable signals; static states just confirm what's already happening. Webhook alerts fire on macro pivots (accumulation/distribution inflections) at the regime transition, not after the move has run. FEATURES - Six regime states from layered ROC alignment (see color legend below) - Early trend detection when all layers accelerate in parallel - ROC 200 line with regime-colored gradient fill - Macro pivot detection: strong trend exhausting into sideways, scored by where ROC 200 sits relative to its all-time range - Accumulation/distribution context in dashboard - ROC 200 pivot high/low divergence markers on main chart - Consolidation markers with conviction scoring (normal vs extreme) - Gradient candle overlay (ROC Sticks; toggle on/off) - Two-row dashboard: row 1 = macro context (accumulation/distribution), row 2 = current regime state with directional qualifier and slope - Dashboard dark/light theme toggle for any chart background - Full ROC stack in data window for manual analysis - Webhook alerts on macro pivots (accumulation/distribution) HOW IT WORKS ROC alignment is the core signal. When all layers stack in the same direction, that's strong trend territory (green). When fast ROC diverges from the slower layers while slow structure still holds, the engine reclassifies from strong trend to sideways (yellow), flagging a pullback rather than trend failure. Deeper corrections where intermediate layers fall below the structural anchor fire orange, indicating a correction within the primary trend. Macro pivots fire at the inflection: strong trend exhausting into sideways for the first time. The consolidation score layers this with where ROC 200 sits in its all-time range. Consolidation at extreme ROC readings (bright green/red dots) is the highest-conviction signal for reversal. HOW TO USE Read the regime color, not the price. Green = strong trend long, red = strong trend short, orange = deeper correction, yellow = short pullback, white = directionless. Use regimes as a directional gate: longs during green, shorts during red. Yellow flags a pullback within trend; wait for resolution back to green/red before re-entering. Orange is a deeper correction; patience or fade with confirmation from other tools. The highest-edge signals come from regime transitions, not static states. Watch for: green breaking into yellow (macro pivot, potential reversal), extended yellow resolving back to green (continuation re-entry), and the ROC slope within a regime (slope rising in orange = trend about to resume). The data window shows the full ROC stack across all layers. When fast ROC diverges from slow, that signals continuation or reversion. MACRO CONTEXT (Dashboard Row 1) REGIME COLOR LEGEND (Dashboard Row 2) ALERTS Macro pivot long fires when accumulation is detected (bull inflection). Macro pivot short fires when distribution is detected (bear inflection). Create alert: condition = this indicator, "Any alert() function call". Paste your webhook URL, set Open-ended, create. Alert payload is built into the script; works with any webhook receiver. CREDITS Advance/Decline gradient function: LucF
مؤشر Pine Script®
من ‎HYPR-run‎
ATR Trailing Stops for Hyperliquid Spot + Perps [HYPR-run]DESCRIPTION: A drop-in ATR trailing exits module. Four architectures that maximize profit on winning trades using volume weighted volatility instead of fixed levels or plain ATR. Built modular; the trailing logic is self-contained so you can drop it into any existing indicator or strategy as a plug-and-play exits block. Two independent stops (long/short), spot and perps. DISCOVERING EDGE ATR trailing exits are popular, everyone uses them, but this indicator doesn't just trail on volatility, it trails on meaningful volatility that very few people measure. In order to gain a persistent, mechanical edge in how winners run and protect capital on the trades that don't work, we explored a more meaningful expression of ATR trailing exits. VOLUME-WEIGHTED ATR vs PLAIN ATR Plain ATR treats every candle equally. Volume-weighted ATR will only expand stops when volume validates the volatility, preventing premature exits on noise and letting winners run further on real moves. Over hundreds of trades this single difference can compound in the spirit of letting winners run further, losers stay controlled versus fixed levels or vanilla ATR. - Four modes (A3.1, A4.0, A4.1, A4.2) cover different trailing behaviors: ratcheting, chandelier anchor, free-floating, and raw baseline. All size stop distance from volatility, not fixed levels. - Modular engine. The trailing logic is self-contained; drop it into any existing indicator or strategy as a plug-and-play exits block. - Alerts fire built-in JSON webhook payloads. Paste your webhook URL, create the alert, execute on the exchange of your choice. ATR MODES A3.1: LinReg + plain ATR, no ratchet. The baseline. Linear regression projects where price is heading, plain ATR sets the distance. Stop moves freely in both directions. Use as a reference or when you want a raw trailing stop. A4.0: LinReg + VWATR + Efficiency Ratio + ratchet (default). The all-rounder. Volume-weighted ATR discounts low-liquidity candles. The Efficiency Ratio (Kaufman) measures trend quality: in a clean trend it widens the stop to let price run; in chop it tightens. Ratchet floor means the stop only moves in your favor. A4.1: Chandelier + VWATR + ratchet + first-bar multiplier. Anchored to the highest high (longs) or lowest low (shorts). First-bar multiplier sets a tighter initial stop, then the standard multiplier takes over as the ratchet locks in gains. Use when entering off key levels. A4.2: LinReg + VWATR, no ratchet. Same as A4.0 but without ratchet floor or Efficiency Ratio. Stop moves freely with the projection, giving the trade room through consolidation at the cost of less locked profit. FEATURES - Four ATR architectures selectable via dropdown - Volume-weighted ATR: low-liquidity candles contribute less - Efficiency Ratio: tightens in chop, widens in trend (A4.0) - Ratchet floor: stop only moves in your favor (A4.0, A4.1) - First-bar multiplier for tighter initial protection (A4.1) - Separate ATR lookbacks for longs and shorts - Separate multipliers for longs and shorts - Two-bar confirmation prevents single-wick fakeouts - Gradient fill between price and stop (intensifies near danger) - Stop line color shifts with ATR regime (green stable, amber expanding) - Ratchet circles mark each new locked-in level on the stop line - Dashboard: mode, stop price, gap %, ER, VWATR %, regime state - Dark/light theme toggle for any chart background - Independent long/short alert toggles - No JSON snippet needed; close payload is built into the script HOW IT WORKS Volume-weighted ATR scales each bar's true range by its volume relative to the lookback average. High-volume bars contribute more; thin candles contribute less. This prevents low-liquidity spikes from inflating stop distance. Separate lookbacks for longs (default 14) and shorts (default 26) reflect that crypto drops faster than it climbs. The Efficiency Ratio measures directional movement versus noise on a 0-1 scale. It scales the ATR multiplier between 0.8x (choppy) and 1.2x (trending), adapting stop width to market regime. Only active in A4.0. Two-bar confirmation requires a confirmed close beyond the stop level. A single wick does not trigger the exit. The cross must hold for at least one additional bar close. ALERTS Close Long fires as SPOT (sell spot position). Close Short fires as PERPS (close short; spot is long-only). Toggle each independently. Alert payload is built into the script as JSON; works with any webhook receiver that accepts market/ticker/position fields. CREDITS ATR: J. Welles Wilder (1978) Efficiency Ratio: Perry Kaufman
مؤشر Pine Script®
من ‎HYPR-run‎
Multi-Timeframe EMA SMA HMA LR Proximity & Alerts [HYPR-run]DESCRIPTION: Nine moving averages from Weekly down to chart timeframe on one chart. Weekly 10 SMA, Daily 50/100/200 EMA/SMA, 4hr 200 SMA, plus chart-TF 10 EMA, 200 SMA, Hull MA, and Linear Regression. See where price sits relative to every meaningful institutional level without switching timeframes. The proximity filter is the key feature. Enable all nine MAs, set a threshold, and only lines near current price appear. The Daily 200 SMA at 20% away? Hidden. When price drops toward it, the line shows up automatically. Your chart stays clean and the levels that matter are always visible. DISCOVERING EDGE We have found that managing risk in mature assets with the 50d, 100d, 200d, and 10w is highly effective, simple and a methodology shared amongst experienced investors and traders. This indicator interprets that positioning across 16 configurations with a 7-tier color gradient, so you see structural health at a glance. "Oh, it's bouncing on the 50dma right now, there may be a set-up in play..." POSITIONAL CONTEXT vs STATIC MA OVERLAY Static overlays show every MA with no interpretation of what the positioning means. This indicator color-codes 16 above/below configurations weighted by MA significance (200d and 10w are heavyweights), surfaces bounce/reject events ranked by importance, and shows % distance to each curve so you know exactly how much of a move is needed for price to converge. - Events fire independently of display toggles; a hidden 200d SMA that price just bounced off still shows "Bouncing 200d" in the dashboard. - 7-tier positioning gradient weighted by MA significance (200d and 10w are heavyweights) shows structural health in one glance. - Webhook alerts on configurable MA cross (9 options from 10w to linear regression) with full bar filter. FEATURES - 9 moving averages from Weekly down to chart timeframe - Proximity filter: hides irrelevant MAs far from price - Bounce/reject detection at each MA level - Two alert systems: XO/XU cross + bounce/reject on selected MA - Bounce/reject alerts fire when price wicks into selected MA (support/resistance hold) - Dashboard: row 1 positioning context (above/below each MA), row 2 live events (bouncing, rejecting, XO, XU) - Dashboard dark/light theme toggle for any chart background - Polyline rendering (smooth lines, no staircase artifacts) - End-of-line labels with % distance from price - Toggle each MA independently HOW IT WORKS Higher timeframe MAs are pulled via request.security and rendered as polylines for smooth display on any chart timeframe. The proximity check runs on every bar: if the distance between price and a given MA exceeds the threshold %, the polyline is not drawn. When price approaches, the line appears. Alerts fire independently of display toggles. DASHBOARD Two-row dynamic dashboard that updates every bar. - Row 1 (positioning): which MAs price is above or below, grouped with "&" separators. The Weekly 10 SMA is separated as the anchor by a pipe. 7-tier color gradient based on how many of the four key MAs (50d, 100d, 200d, 10w) price is above, with heavyweight distinction (200d and 10w carry more weight than 50d/100d): bright green (all four), green (3/4 with both heavyweights), dark green (3/4 missing a heavyweight), yellow (2/4), dark red (1/4 with a heavyweight), red (1/4 only lightweight), bright red (none) - Row 2 (events): up to 3 simultaneous events, most significant MA first (w10 → d200 → d100 → d50 → 4h200). Bouncing (support holding), rejecting (resistance holding), XO (crossover), XU (crossunder). Color intensity uses a 2D significance matrix: MA weight x event type. Brightgreen for a w10 bounce; yellow for a d200 cross; darkgreen for idle above d50. Dark gray when idle - Runs independently of display toggles; events fire for all MAs even if the line is hidden by the proximity filter DEFAULT CONFIGURATION Weekly 10 SMA (white), Daily 50 EMA (yellow), and Daily 200 SMA (purple) are on by default. Proximity filter on at 5%. These three levels are the most commonly watched institutional reference points. POSITIONING TABLE (row 1, all 16 configurations) BADGE COLOR (header, positioning x event combination) ALERTS Two alert systems. XO/XU fires when price crosses the selected MA with a full bar filter (body >= 66.6% of range, rejects doji/wick-heavy bars). Bounce/Reject fires when price wicks into the selected MA from the correct side and closes confirming support (bounce) or resistance (reject). Both fire JSON payloads; works with any webhook receiver. CREDITS No external libraries or third-party code used.
مؤشر Pine Script®
من ‎HYPR-run‎
Rolling VWAPs Proximity & Alerts [HYPR-run]DESCRIPTION: Rolling VWAPs across six time horizons on one chart. See where volume-weighted fair value sits at chart TF, 7D, 30D, 60D, 90D and 365D without switching timeframes. Unlike session VWAP that resets daily, rolling VWAP uses a fixed window that slides forward continuously, giving you dynamic support/resistance levels that institutional traders watch. The PROXIMITY filter is the key feature. Turn on all six periods, set a threshold, and only RVWAPs near current price appear on chart. Far lines hide automatically; when price approaches, they show up. This keeps charts clean while making sure you never miss a level that matters. DISCOVERING EDGE We have found that the first bounce/reject of a RVWAP is the most reliable and when there is a XO/XU it is a clear sign the boundary is broken. Hence, this indicator has a contextual positioning table of where price is relative to the other lookback periods while highlighting bounces and rejects with XO/XU alert signals. ROLLING VWAP vs SESSION/ANCHORED VWAP Session VWAP resets daily and loses all context beyond today. Anchored VWAP requires picking the "right" date. Rolling VWAP slides forward continuously across 7D to 365D, showing dynamic fair value at every institutional time horizon without manual anchoring. - Proximity filter surfaces only the RVWAPs near current price; far lines hide automatically and appear as price approaches. - Events row catches bounces and rejections ranked by period significance (365D highest); when a key MA and RVWAP sit at the same price and both bounce, that's institutional-grade confluence. - Webhook alerts on configurable RVWAP cross with full bar filter; 30D for frequent signals, 90D for swing-level changes, 365D for the macro signal. FEATURES - Six rolling VWAP periods: Chart TF, 7D, 30D, 60D, 90D, 365D - Proximity filter: only relevant lines appear near price - Bounce/reject detection at each RVWAP level - Webhook alerts on selected RVWAP cross (long/short) - Dashboard: row 1 positioning context (above/below each RVWAP), row 2 live events (bouncing, rejecting, XO, XU) - Polyline labels with proximity % from price - Toggle each period independently - Dashboard dark/light theme toggle for any chart background HOW IT WORKS Rolling VWAP calculates cumulative (price x volume) / cumulative volume over a fixed lookback window. The 30D RVWAP always reflects the last 30 calendar days of volume-weighted price. When price crosses above it, the market is trading above recent fair value; crossing below means price has fallen below where volume concentrated. Bounces confirm support holding; rejects confirm resistance holding. DASHBOARD Two-row dynamic dashboard that updates every bar. - Row 1 (positioning): which RVWAPs price is above or below, grouped with "&" separators. The 365D RVWAP is separated as the anchor by a pipe. 7-tier color gradient based on how many of the four key RVWAPs (30d, 60d, 90d, 365d) price is above, with heavyweight distinction (90d and 365d carry more weight than 30d/60d): bright green (all four), green (3/4 with both heavyweights), dark green (3/4 missing a heavyweight), yellow (2/4), dark red (1/4 with a heavyweight), red (1/4 only lightweight), bright red (none) - Row 2 (events): up to 3 simultaneous events, most significant period first (365D → 90D → 60D → 30D → 7D). Bouncing (support holding), rejecting (resistance holding), XO (crossover), XU (crossunder). Color intensity maps to event significance. Dark gray when idle - Runs independently of display toggles; events fire for all periods even if the line is hidden by the proximity filter ALERTS Two alert systems. XO/XU fires when price crosses the selected RVWAP (default: 30D). Bounce/Reject fires when price wicks into the selected RVWAP from the correct side and closes confirming support (bounce) or resistance (reject). Both fire JSON payloads; works with any webhook receiver. POSITIONING TABLE (row 1, all 16 configurations) BADGE COLOR (header, positioning x event combination) TIMEFRAME RECOMMENDATIONS - 7D: best on 8hr and below - 30D: the default, works on most timeframes - 60D: best on 3-Day and below - 90D: best on Weekly and below - 365D: works on Monthly and below CREDITS Rolling VWAP calculation: PineCoders/ConditionalAverages library
مؤشر Pine Script®
من ‎HYPR-run‎
ADXVMA Multi-TF Overlay & Alerts [HYPR-run]DESCRIPTION: ADXVMA across three lookback periods on one chart. A moving average that uses the ADX (Average Directional Index) as its smoothing factor; fast in trends, flat in chop. Price crossing above or below a selected ADXVMA fires a webhook-ready alert for automated execution. Based on Linnsoft's ADXvma implementation, combining Chande's Variable Moving Average (VIDYA) with Wilder's ADX as the volatility measure. When ADX is high (strong trend), the MA tracks price closely. When ADX is low (choppy), the MA barely moves. This makes it naturally adaptive without manual adjustment. DISCOVERING EDGE Adaptive MAs are popular (KAMA, VIDYA, DEMA), but most still treat every directional change as a trend signal, producing false signals. This indicator adds a fuzzy factor dead zone that creates a third state, "fuzzy flat" that must exceed a noise threshold before registering a directional change. We found the fuzzy flat signal to be a powerful signal for confirming consolidation within a trend on shorter look back periods and with the longer period for identifying ranging distribution/accumulation regimes. Fuzzy ADXVMA vs ADXVMA The fuzzy dead zone forces a consolidation state (yellow flat) where a pivot or trend change would present otherwise. When the MA finally turns green or red, it exceeds the noise floor and considered a more reliable directional commitment, not a minor fluctuation. - Flat duration before the cross determines signal quality; XO after 15+ bars flat = base resolved (high conviction), XO after 3 bars flat = noise (low conviction). - 7-tier regime gradient (D Trend at score 5 down to Potential Chop at 0) shows the trend proving itself bar by bar across multiple lookbacks. - Two alert systems with multi-layer filtering (not vanilla crossovers). Regime-confirmed fires only at early pivots. Volatility-confirmed fires only when bar participation validates the MA shift. FEATURES - Three lookbacks: short, long, weekly - Fuzzy flat detection (dead zone prevents false trend changes in chop) - Optional ATR volatility scaling (shorter period in high-vol regimes) - Dashboard with 7-tier regime gradient and event badge - Two alert systems with multi-layer filtering (not vanilla crossovers) - Regime-confirmed: price vs ADXVMA, only at early pivots (score 1-2) - Volatility-confirmed: ADXVMA momentum shift + ATR bar expansion - Select which lookback triggers regime-confirmed alerts - Color-coded: green (up), red (down), yellow (flat) - Dashboard dark/light theme toggle for any chart background HOW IT WORKS ADX measures trend strength on a 0-1 scale and feeds it directly into the MA smoothing factor. High ADX = MA tracks price. Low ADX = MA holds still. The fuzzy factor adds a dead zone so tiny movements register as flat instead of false trend changes. Three simultaneous lookbacks give you short-term, medium-term, and weekly context without switching charts. DASHBOARD Regime state at a glance. The header row shows a badge that flags conflicting events; the second row shows the current regime label with a 7-tier color gradient; the third row shows direction pivot events. ALERTS Two independent alert systems, both multi-layer filtered. Regime-confirmed: the regime pivot is the signal; price crossing the selected ADXVMA is just the trigger. Only fires at early pivots (score 1-2), ignoring mid-trend crosses entirely. Volatility-confirmed: the ATR bar expansion is the signal; the ADXVMA momentum shift is the trigger. Only fires when the bar shows real participation (high/low extends beyond open +/- ATR), ignoring low-range bars. Both fire JSON payloads; works with any webhook receiver. CREDITS ADXVMA: Linnsoft ADX: J. Welles Wilder (1978) VIDYA: Tushar S. Chande, TASC March 1992
مؤشر Pine Script®
من ‎HYPR-run‎
ATR Volume ROC Acceleration & Alerts [HYPR-run]DESCRIPTION: Rate of change applied to ATR and volume to measure volatility acceleration and participation momentum. ATR ROC catches expanding ranges before the move is obvious on price; volume ROC confirms whether participation backs the expansion. Gradient coloring intensifies with sustained directional momentum and fades on pullbacks. Volume ROC is auto-scaled to ATR ROC's range using the ratio of their standard deviations, so both signals plot in the same visual ballpark without one crushing the other. DISCOVERING EDGE ATR and volume are widely used, but most traders read them as separate panes with different scales. This indicator helps confirm whether participation backs a volatility expansion. Catching range expansion before the big candle prints is a leading confirmation signal we often use for entries and exits in our automated strategies. ATR ROC + VOLUME ROC vs SEPARATE ATR/VOLUME PANES Auto-scaling both ROC signals to the same range using their standard deviation ratio allows confirmation or divergence between volatility and participation signal to be captured and used for confirming entries and exits. - Vol breakout markers flag new 233-bar ATR ROC highs (yellow) and 30-bar range breaks (white); a 233-bar high means ATR hasn't expanded this fast in the entire lookback. - ATR expanding with volume ROC also rising = conviction; ATR expanding with volume flat = thin-market spike, treat with caution. - Webhook alerts on vol breakout (233-bar high, fewest signals) and std dev spike (more frequent) with full bar filter and directional candle confirmation. FEATURES - ATR ROC columns with advance/decline gradient (orange/red) - Volume ROC histogram, auto-scaled to ATR ROC range (cyan/blue gradient) - Vol breakout markers: new 233-bar ATR ROC high (yellow) and 30-bar range break (white) - Standard deviation filter for extreme ATR acceleration events - Structural ATR regime line (RMA baseline, optional) - Webhook-ready alerts with full bar filter - Full bar filter: body >= 66.6% of range (no doji fakeouts) HOW IT WORKS ATR measures range; its ROC measures whether ranges are expanding or contracting. Volume ROC (applied to the range of volume over N bars) measures whether participation is surging or fading. The advance/decline gradient (credit: LucF) tracks consecutive advances and declines relative to their historical max, mapping the ratio to color transparency. Strong sustained moves are vivid; weak or choppy moves are faded. ALERTS Two alert modes: - Vol Breakout: ATR ROC exceeds 233-bar high (fewest signals, highest conviction) - Std Dev Spike: ATR ROC exceeds its standard deviation band (more frequent) Bar direction determines LONG or SHORT. Full bar filter applies to both modes. Alert payload is built into the script; works with any webhook receiver. CREDITS Advance/Decline Gradient function: LucF
مؤشر Pine Script®
من ‎HYPR-run‎
A Reversal Candle Detector (15m)Reversal Candle Detector (15m) Detects potential reversal candles on the 15m timeframe based on wick spike analysis. Works on any lower timeframe chart. A signal triggers when the candle range exceeds the minimum threshold and the upper or lower wick is at least 50% of the total range — a classic rejection pattern. 🔴 Short — long upper wick 🟢 Long — long lower wick Includes target zone rectangles, range % label on every candle, live updates on the forming candle, and alerts before and at candle close. ⚠️ Alerts work correctly only when the chart is set to the 15m timeframe. Settings: Min candle range threshold (separate for upper and lower spike) Min wick % of total range Rectangle height, width and transparency Range % label size and color (yellow if ≥ 1.5%) Price label and arrow symbol toggle Market session lines (London, New York, Tokyo, Sydney)
مؤشر Pine Script®
من ‎al100k‎
Outside Bar & 2-Bar Reversal Alerts + SystemOutside Bar & 2-Bar Reversal — Price Action Reversal Detection with Integrated Trade Management Hello friends and traders! 🔹 Introduction This indicator — Outside Bar & 2-Bar Reversal — automatically identifies two of the most structurally sound price action reversal patterns and overlays a complete trade management system directly on your chart. The patterns this indicator detects are rooted in a simple but powerful idea: momentum exhaustion followed by full absorption. When price makes an aggressive directional push and is then completely engulfed by the opposing side, it often signals that the prevailing move has run out of willing participants. The indicator also includes an optional suite of confluence filters — VWAP, swing sweeps, and time-of-day — so you can isolate the highest-quality setups rather than trading every signal blindly. I'll cover the pattern logic, the trade management system, and all filters in detail throughout this description. 🔹 The Premise 🔸 Why Reversal Candles Work Price moves because of imbalance. When more aggressive buyers than sellers are active, price rises. When more aggressive sellers than buyers are active, price falls. Reversal candle patterns are useful because they attempt to identify the moment that imbalance flips — where one side that was previously dominant is fully overcome by the other. The key word is fully. A simple bearish candle after a bullish candle tells you very little. What's meaningful is when the opposing candle completely engulfs the prior move — taking out its low, closing above its open, and reaching above its high. That's not just a pause. That's a statement. This is the foundation of both patterns this indicator detects. 🔸 What Is an Outside Bar? An outside bar is a candle that completely engulfs the prior candle — its range exceeds the prior candle's range on both sides. But not all outside bars are created equal. A random outside bar on a quiet consolidation bar means very little. The patterns this indicator targets require context and directionality before the signal fires. Bullish Outside Bar — Full Conditions: Candle 1 must be bearish — it closes below its open Candle 1 must close below the prior candle's close — a genuine continuation of selling Candle 1's low must be below the prior candle's low — it must make a lower low, showing directional commitment Candle 2 (signal candle) must have a lower low than Candle 1 — extending the flush Candle 2 must close above Candle 1's open — full absorption of the bearish candle Candle 2 must have a higher high than Candle 1 — completing the engulf The result: a setup where price made a committed bearish push, and then a single candle came in, swept below it, and closed above the entire prior move. Buyers didn't just show up — they overwhelmed every seller from the prior candle. Bearish Outside Bar — Full Conditions: The exact mirror. A committed bullish candle that makes a higher high, followed by a signal candle that sweeps above it and closes below its entire range. Sellers overwhelmed every buyer. 🔸 What Is a 2-Bar Reversal? The 2-Bar Reversal is a related but distinct pattern. Rather than requiring full range engulfment, it focuses on close-to-close extremity. Bullish 2-Bar Reversal: Candle 1 closes entirely below the low of the candle before it — an aggressive, committed flush Candle 2 closes above the open of Candle 1 — a full reclaim of the prior candle's starting point The logic: if price closes below a prior candle's entire range, sellers were aggressive. If the very next candle reclaims all of that, buyers responded even more aggressively. The speed of the reversal is what makes this significant. Bearish 2-Bar Reversal: Candle 1 closes above the prior candle's high. Candle 2 closes below Candle 1's open. Immediate and full rejection of the breakout. 🔹 Integrated Trade Management Every signal automatically places three levels on your chart so you never have to manually calculate a trade again. 🔸 Entry The open of the candle immediately following the signal candle. You're not chasing — you're entering at the next structured open after confirmation is complete. 🔸 Stop Loss The open of the signal candle itself. The reasoning: if price returns to where the signal candle opened, the reversal thesis is structurally compromised. 🔸 Take Profit Fully user-adjustable R multiple. Default is 2R — meaning for every dollar risked, you're targeting two dollars of reward. Adjustable from 0.1R to any value via the settings panel. 🔸 Line Behavior All three lines extend to the right in real time and automatically terminate the moment price hits either the TP or SL level. No manual cleanup. No cluttered leftover lines. Every historical trade remains visible on the chart so you can review setups at a glance. 🔹 Live Performance Table A built-in stats table tracks every closed trade automatically: Total Trades — all resolved trades Wins — trades that reached the TP level Losses — trades that hit the SL level Win Rate — displayed as a percentage, color coded green above 50% and red below Load any chart, any timeframe, any market — the table populates in real time and gives you an instant read on how the patterns have performed under your current filter settings. 🔹 Confluence Filters Each filter is independently toggleable. Use one, all, or none — the indicator works standalone without any filters active. 🔸 VWAP Filter VWAP (Volume Weighted Average Price) is widely used by institutional participants as an intraday benchmark. Price trading above VWAP is generally considered a bullish market structure for the session; below VWAP is bearish. When enabled, this filter requires: Bullish signals: the signal candle must close above VWAP Bearish signals: the signal candle must close below VWAP This keeps you aligned with the intraday institutional bias rather than trading reversals against the dominant order flow of the session. 🔸 Swing Sweep Filter One of the most reliable contexts for a reversal pattern is when it occurs after a liquidity sweep — price briefly trading through a prior swing point before reversing. This is often where stop orders from trapped traders trigger, adding fuel to the reversal. When enabled: Bullish signals only show if the signal candle's low swept below a recent pivot low Bearish signals only show if the signal candle's high swept above a recent pivot high Both the lookback window and the pivot strength (number of bars required on each side to qualify as a swing) are fully adjustable. 🔸 Time Window Filter Not all hours of the trading day are equal. The highest-quality price action signals tend to occur during periods of genuine institutional participation — typically the first few hours of the New York session when volume, spread, and volatility are all at their daily peak. When enabled, signals are restricted to a user-defined time window. Default is 8:00 AM – 11:00 AM EST, covering the New York open. The start and end times are individually adjustable by hour and minute. Uses the America/New_York timezone, so EST/EDT daylight saving transitions are handled automatically. 🔹 Settings Overview SettingDescriptionShow Bullish / Bearish SignalsToggle each direction independentlyShow Outside BarsToggle OB pattern on/offShow 2-Bar ReversalsToggle 2BR pattern on/offTake Profit R MultipleAdjustable TP target (default 2R)Show Trade LinesToggle entry/SL/TP linesLine ColorsIndependently customizableTime Window FilterOn/off + start/end timeVWAP FilterOn/offSwing Sweep FilterOn/off + lookback + pivot strength 🔹 Works On Any Market & Timeframe The patterns are purely price-action based — no volume dependency, no indicator inputs. They apply equally to equities, futures, forex, and crypto. Most effective on intraday timeframes (1m–15m) during high-liquidity sessions, but the logic holds on higher timeframes for swing traders as well. 🔹 Closing Remarks The Outside Bar and 2-Bar Reversal are not new concepts. Traders have been observing these patterns for decades. What this indicator adds is precision in definition — ensuring every signal meets a strict structural checklist rather than firing on any loosely engulfing candle — combined with a fully automated trade management overlay and a real-time performance table. The filters exist because context matters. The same pattern in the middle of a choppy afternoon session, below VWAP, with no liquidity sweep, is a different proposition to the same pattern at the New York open, above VWAP, after a clean sweep of a prior swing low. Use the filters to build a ruleset that matches your edge, and use the performance table to validate it. Drop a comment below with the market and timeframe you're testing this on — always interested to see how different traders apply price action tools.
مؤشر Pine Script®
من ‎Resonant_Trader‎
MA Counter (Multi-Average Counter)This indicator helps traders measure how extended the price is from its moving averages by counting how many bars have passed since the last time price touched each moving average, while also displaying the date of the most recent touch. In addition, you can set a maximum number of bars without touching the moving averages to quickly see possible overextensions . Key Features SMA and EMA Customization Alerts
مؤشر Pine Script®
من ‎danieldelrioroman‎
Precision SPXPrecision SPX — Multi‑Timeframe Levels + Automated Alerts for SPX Traders Precision SPX is a manual‑control Support and Resistance system built for SPX traders who rely on structure, precision, and daily level updates. It plots Monthly, Weekly, Daily, and Daily Range levels to map where price may react, reverse, or consolidate. This version includes a full alert engine that notifies you the moment price interacts with any level. Core Features Multi‑Timeframe Levels The indicator plots a complete structure: Monthly Levels — High & Low Weekly Levels — High & Low Daily Levels — Six total (4 Red, 2 Pink) Daily Range Levels — High & Low All levels are manually entered for maximum precision. Customizable Visuals Adjustable label size Adjustable horizontal label placement Toggle level labels on/off Clean color‑coded hierarchy ES/SPY Conversion Support Optional manual ES spread or SPY ratio input Automatically adjusts SPX levels Lightweight & User‑Friendly No repainting No heavy calculations Easy to integrate into any chart layout How It Works Precision SPX plots manually‑controlled Support and Resistance levels across multiple timeframes. Each level is labeled and color‑coded so you can quickly identify: Higher‑timeframe structure Daily intraday reaction zones Overnight range boundaries Breakout and reversal points How to Use It 1. Apply the Indicator Add Precision SPX to your chart. 2. Enter Your Levels Input your Daily, Daily Range, Weekly, and Monthly levels into the string fields. 3. Trade With Structure Use the plotted levels to identify: Reversals Breakouts Retests Stop‑loss placement High‑probability reaction zones Combine with trendlines, volume profile, or oscillators for confirmation. Built‑In Alerts Precision SPX includes a complete alert engine so you can receive notifications when price crosses any level. Alert Modes Any alert() function call — triggers when price crosses any level, with duplicate‑candle suppression. Individual Level Alerts — choose a specific level such as: R2_Hi, R1_Hi, P_Hi, P_Lo, R1_Lo, R2_Lo, DR_Hi, DR_Lo, W_Hi, W_Lo, M_Hi, M_Lo. Level Categorization Daily Levels: Red: R2_Hi, R1_Hi, R1_Lo, R2_Lo Pink: P_Hi, P_Lo Daily Range: DR_Hi, DR_Lo Weekly Levels: W_Hi, W_Lo Monthly Levels: M_Hi, M_Lo How to Add Alerts Open the TradingView alert panel Select Precision SPX as the condition Choose Any alert() function call or a specific level Set expiration, message, and notification preferences Save Daily Workflow Because SPX levels change daily: Update your daily string values Create a new alert each day (TradingView requires this for updated values) Alerts will trigger based on the conditions you select Release Notes — Precision SPX Feb 2026 — Major Update Full alert engine added “Any alert() function call” support Duplicate‑candle suppression Complete level categorization Daily update workflow Cleaned and reorganized structure Legacy Notes (From Precision Levels) Jun 12, 2025 Added highlighted price labels with adjustable size Added ES/SPY conversion inputs Dragging disabled when conversion is active Jun 28, 2025 Added customizable label placement Reordered string input structure Standardized daily color order Added toggle for level labels Nov 8, 2025 Added Daily Range levels Updated string hierarchy Example structure: Red, Red, Pink, Pink, Red, Red, DR_Hi, DR_Lo, Weekly, Weekly, Monthly, Monthly
مؤشر Pine Script®
من ‎PrecisionLevelsSpx‎
Orderflow GapThis is the **Orderflow Gap (OG)** analyzer. It goes beyond standard price gap detection by integrating **Market Structure (Dow/SMC)** and **Intra-Bar Orderflow** to classify the quality and intent behind price discontinuities. Key Features: 1. **Advanced Gap Detection & Lifecycle:** - **Flexible Definition:** Users can define gaps based on market psychology: - **Body (Open-Close):** Focuses on the "True Gap" between sessions or candles, ignoring wicks. - **Full (High-Low):** Focuses on total price dislocation where no trading occurred at all. - **Lifecycle Tracking:** The indicator persistently tracks open gaps and visually marks them as **Filled** once price mitigates the area by a user-defined percentage. 2. **Intra-Bar Orderflow Profiling (Pre & Post Analysis):** - **Context:** Standard tools treat a gap merely as empty price space. This indicator analyzes the **Micro-Auction** immediately surrounding the event to understand the mechanics of the move. - **Reconstruction:** Using high-resolution lower timeframe data, it builds detailed Volume Profiles for the **Pre-Gap Candle** (The Origin) and the **Post-Gap Candle** (The Reaction). - **Flow Validation:** This allows the user to verify **Orderflow Continuity**: Does the aggressive buying/selling that caused the gap continue immediately after, or is the move fading into absorption? 3. **Statistical Volume Profile Engine:** For each bar in the anchored period, the indicator builds a complete volume profile on a lower 'Intra-Bar Timeframe'. Instead of simple tick counting, it uses **statistical models ('PDF' allocation)** to distribute volume across price levels and **advanced classifiers ('Dynamic' split)** to determine the buy/sell pressure within that profile. 4. **Structural & Volumetric Context:** - **Vacuum (Density):** Calculates the "Volume Density" per tick. A low density indicates a **Liquidity Vacuum** (price slipped due to lack of orders), while high density indicates aggressive fighting. - **Commitment:** Compares the volume surrounding the gap to the historical average to determine if big players are backing the move. - **Trend Alignment:** Filters signals based on the underlying trend using either **Dow Theory** or **Smart Money Concepts**. 5. **Gap Classification Engine:** The indicator automatically classifies gaps into four structural types based on the metrics above: - **Breakaway:** A high-conviction move that breaks structure, showing **Initiative** (breaking previous Value Area) and **Commitment** (High Volume). - **Runaway:** A continuation gap within an established trend, aligned with the Orderflow Delta. - **Exhaustion:** A gap that occurs late in a trend, often characterized by a **Liquidity Vacuum** (low density) despite high volume, signaling potential reversal. - **Common:** Standard volatility gaps lacking significant structural or volumetric backing. **Volume Fallback:** If no volume data is provided by the exchange (e.g., certain CFDs or Indices), the classification logic automatically defaults to **Common** to ensure strict signal integrity without Orderflow verification. 6. **Visual Orderflow Insight:** - **Profile Visualization:** Plots the reconstructed volume profile as a polyline directly adjacent to the gap, allowing you to see the "Injection" of volume that caused the move. - **Color Coding:** Gaps are color-coded based on their classification (Breakaway/Runaway/Exhaustion) and direction (Bullish/Bearish). 7. **Multi-Metric Profiling (Volume, Time, Velocity):** Unlike standard tools, this indicator allows you to switch between three critical dimensions of market activity: - **VOLUME (The "Where"):** Shows standard acceptance levels. - **TIME (The "How Long"):** Measures duration at price (similar to TPO), indicating fair value (High Time) or rejection (Low Time). - **VELOCITY (The "How Fast"):** Measures the speed of trading (Contracts per Second) to reveal intent. **High Velocity** suggests aggression (initiative buying/selling), while **Low Velocity** despite volume indicates absorption (passive limit orders). 8. **Integrated Alerts:** Includes granular alerts for: - Detection of specific gap types (e.g., "Bullish Breakaway Gap"). - General gap formation. **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 includes the values used for real-time alerts in 'Structure' and 'Delta' modes. --- **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.
مؤشر Pine Script®
من ‎AustrianTradingMachine‎
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.
مؤشر Pine Script®
من ‎AustrianTradingMachine‎
Volume Weighted Intra Bar KurtosisThis indicator analyzes market sentiment by providing a detailed view of Excess Kurtosis ("Fat Tails"). It uses data from a lower, intra-bar timeframe to separate the total kurtosis of a single bar into distinct, interpretable components. Key Features: 1. **Intra-Bar Kurtosis Decomposition:** For each bar on the chart, the indicator analyzes the underlying price action on a smaller timeframe ('Intra-Bar Timeframe'). Unlike Variance, the Fourth Central Moment (Kurtosis) decomposes into three parts: - **Between-Bar Kurtosis (Gold):** Peakedness of the price path *between* the intra-bar candles. High values indicate that the macro movement happened in jumps or gaps rather than a smooth progression. - **Within-Bar Kurtosis (Blue):** Fat tails derived from the microstructure (extreme wicks) *inside* the 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 Kurtosis coefficients are not linearly additive, this indicator calculates the *exact* Total Kurtosis and partitions the columns based on the additive Fourth Moment Decomposition (`M4Tot = M4Btw + M4Wtn + M4Int`). 3. **Dual Display Modes:** The indicator offers two modes to visualize this information: - **Absolute Mode:** Plots the *total* kurtosis as a stacked column chart, showing the *absolute magnitude* of tail risk and the contribution of each component. - **Relative Mode:** Plots the components as a 100% stacked column chart (scaled from 0 to 1), focusing purely on the *energy ratio* of the components. 4. **Calculation Options:** - **Normalization:** An optional 'Normalize' setting calculates an **Exponential Regression Curve** (log-space), making the analysis suitable for comparing assets with different scales (e.g., BTC vs EURUSD). - **Volume Weighting:** An option (`Volume weighted`) applies volume weighting to all mean and moment calculations. 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 alerts for: - Kurtosis magnitude (High Positive / High Negative). - Kurtosis character changes/emerging/fading. - 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.
مؤشر Pine Script®
من ‎AustrianTradingMachine‎
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.
مؤشر Pine Script®
من ‎AustrianTradingMachine‎
Volume Weighted KurtosisThis indicator analyzes market sentiment by decomposing total Excess Kurtosis ("Fat Tails") into distinct, interpretable components: "Between-Bar" (Trend Path) and "Within-Bar" (Microstructure). Key Features: 1. **Moment-Based Kurtosis Decomposition:** The indicator separates kurtosis based on the 'Estimate Bar Statistics' option. It leverages the additive property of the Fourth Central Moment (Cumulants) to ensure mathematical rigor: - **Standard Mode (`Estimate Bar Statistics` = OFF):** Calculates simple kurtosis of the selected `Source`. - **Decomposition Mode (`Estimate Bar Statistics` = ON):** The indicator uses a statistical model ('Estimator') to calculate *within-bar* kurtosis. This separates the tail risk into: - **Between-Bar Kurtosis (Gold):** Peakedness of the price path itself. High values indicate the trend moves in jumps or gaps rather than a smooth progression. - **Within-Bar Kurtosis (Blue):** Fat tails within the microstructure. High values imply significant outliers inside the bars (e.g., extreme wicks). - **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 Kurtosis coefficients are not linearly additive, this indicator calculates the *exact* Total Kurtosis and partitions the area/ratios based on the additive Fourth Moment Decomposition (`M4Tot = M4Btw + M4Wtn + M4Int`). This ensures the displayed total kurtosis remains mathematically accurate. 3. **Dual Display Modes:** The indicator offers two modes to visualize this decomposition: - **Absolute Mode:** Displays the *Total Kurtosis* as the main line, with the background filled by the stacked components. Shows the *magnitude* of the tail risk. - **Relative Mode:** Displays the **Contribution Ratios** of each component (-1.0 to 1.0). This isolates the *structure/quality* of the risk (e.g., "Is the risk driven by the trend jumps or by the candle instability?"). 4. **Calculation Options:** - **Normalization:** An optional 'Normalize' setting transforms inputs into logarithmic space, analyzing the kurtosis of *returns* rather than absolute prices. (Essential for correct statistical properties). - **Volume Weighting:** An option (`Volume weighted`) applies volume weighting to all 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 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). - Character changes (Inter-Bar vs. Intra-Bar dominance). - 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.
مؤشر Pine Script®
من ‎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.
مؤشر Pine Script®
من ‎AustrianTradingMachine‎