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ANTLER (AERGO M5)This is a trading strategy called "ANTLER (AERGO M5)" created by Ronald Claro founder of fb groupchat 'League Of Petmalu' ## Key Components of the Strategy. 1. **Wave Indicators**: The strategy uses "wave" calculations based on price changes and volume to determine market momentum. 2. **Volume-Based Channel**: It creates a price channel based on volume-weighted price data to identify trading ranges. 3. **Multi-timeframe Analysis**: It compares signals from the current timeframe with a higher timeframe to confirm trends. 4. **VWAP (Volume Weighted Average Price)**: Used for profit targets and trailing stops. 5. **Position Management**: Implements partial position closing at different profit targets and trailing stops. 6. **Leverage**: Allows setting leverage from 1-10x to amplify returns (and risk). ## Trading Logic The strategy enters positions when: - Both timeframes show aligned momentum (same direction wave) - Current wave strength exceeds higher timeframe strength - Market conditions meet specific criteria (trending, ranging, or breakout) It uses three market condition types to determine entries: - **Trending**: When price momentum is significantly higher than average - **Ranging**: When price stays close to the channel's basis - **Breakout**: When price moves far from the channel's basis ## Risk Management Features 1. **VWAP-based Partial Closes**: Can close portions of positions at two different profit targets 2. **Trailing Stops**: Based on VWAP with a percentage offset 3. **Counter-Trend Exits**: Exits when wave indicators reverse direction ## Visualization The script plots: - VWAP line and bands for profit targets - Volume-based price channel - Trailing stop levels - Entry signals as triangles above/below price bars ## Notable Parameters - Customizable wave lengths (fast=11, slow=23) - Volume channel length (14) - Configurable profit target percentages - Adjustable trailing stop percentage - Leverage setting (default=3) This is a fairly sophisticated algorithmic trading strategy that combines multiple technical indicators and risk management techniques to identify trading opportunities across different market conditions.
Pine Script® strategy
من ‎petrarocks250‎
Hamid Double RSIRSI with Moving Average and Another RSI This script combines two Relative Strength Index (RSI) indicators with configurable moving averages. It allows traders to track momentum and market strength with adjustable periods for both the RSI and moving averages. The script also allows you to choose different data sources for each RSI, offering flexibility in analysis. Features: Two RSIs: One with a shorter period and another with a longer period . Moving Averages: Each RSI has its own configurable moving average . The moving averages help smooth out the RSI and provide clearer trends. Customizable Inputs: Adjust the RSI period and the length of the moving averages. You can also choose different sources for each RSI (e.g., close, open, high, low). Mid Line: A horizontal line at 50, which is commonly used as the neutral level for the RSI. It helps identify whether the RSI is above or below neutral, indicating bullish or bearish conditions. Overbought and Oversold Levels: Horizontal lines at 70 (overbought) and 30 (oversold) to highlight when the asset might be overbought or oversold according to the RSI. How it works: RSI Calculation: The script calculates two RSIs using different lengths Moving Averages: A Simple Moving Average (SMA) is applied to both RSIs to smooth their values and help identify trends. Overbought/Oversold Indicators: The script includes horizontal lines at 70 and 30 to show overbought and oversold conditions. The mid line is plotted at 50 to highlight neutral levels. This indicator is useful for traders who want to compare the behavior of two RSIs over different time periods and use the moving averages to filter out noise. The ability to customize the source data for each RSI makes this script adaptable to different trading strategies.
Pine Script® indicator
من ‎Ham13870id‎
Donchian Breakout Strategy📈 Donchian Breakout Strategy (Inspired by Way of the Turtle) This strategy is a modern adaptation of the legendary Turtle Trading system as taught in Way of the Turtle by Curtis Faith — re-engineered for the crypto market’s volatility, 24/7 nature, and frequent fakeouts. ⸻ 🐢 Original Inspiration The original Turtle system, created by Richard Dennis and William Eckhardt, used: • Breakouts of Donchian Channels (20-day for entry, 10-day for exit) • Volatility-based position sizing using ATR (N) • Simple rules, big trend exposure, and pyramiding to grow winners It was built for futures and commodities, trading daily bars, assuming stable trading hours and regulated markets. ⸻ 🚀 What’s Different in This Strategy? ✅ Optimized for Crypto • Adapts to constant volatility and price manipulation common in crypto • Adds commission modeling for realistic results (0.045% default) ✅ Improved Entry Filtering • Uses EMA filter to align with trend direction • Adds RSI momentum check to avoid early or weak breakouts • Optional volatility and volume filters to reduce false signals ✅ Smarter Exits • ATR-based volatility stop loss, not just Donchian reversal • Avoids pyramiding to reduce risk from sudden reversals ✅ Backtest-Friendly • Default backtest window starts from 2025-01-01 • Fully configurable: long/short toggle, filter control, stop loss multiplier ⸻ 🧪 Use Case • Best on trending coins with strong directional moves • Avoids chop via filters, preserving capital • Can be tuned for aggressive or conservative setups with just a few tweaks
Pine Script® strategy
من ‎feliperazeek‎
FiBB + 5 EMA + AlertsIndicator: FiBB + 5 EMA + Alerts Advanced Technical Analysis Tool for TradingView Key Features: Fibonacci Bollinger Bands 6 dynamic levels using Fibonacci ratios (1.618, 2.618, 4.236) Enhanced middle line with customizable color/thickness Semi-transparent outer bands for cleaner chart visualization 5 EMA System 5 independent Exponential Moving Averages Fully customizable: Periods (10/20/50/100/200 default) Colors (default rainbow scheme) Visibility toggles Designed for multi-timeframe trend analysis Smart Alert System Big Candle Detection: Identifies abnormally large candles (2σ deviation from average) Visual markers (triangles below/above candles) Separate alerts for bullish/bearish candles Customizable parameters: Lookback period (300 default) Deviation multiplier (2.0 default) Technical Specifications: Overlay visualization for direct price action comparison Customizable aesthetics: 8 color parameters 3 line width settings 5 visibility toggles Optimized performance with max_lines_count=500 Multi-timeframe compatible (works on all chart intervals) Ideal For: Trend identification using EMA confluence Volatility analysis via Fibonacci-expanded bands Breakout trading with big candle alerts Support/resistance level tracking Unique Advantages: Combines volatility indicators (BB) with trend indicators (EMA) Adaptive alert system based on statistical deviation Non-lagging components for real-time analysis Professional-grade visualization without chart clutter Version: 5.0+ (Pine Script v5 required) This description highlights the indicator's technical capabilities while emphasizing its practical trading applications. It maintains professional terminology suitable for both novice traders and technical analysis professionals.
Pine Script® indicator
من ‎InvesT_Go2P‎
S/R Close Break SignalsS/R Close Break Signals is a lightweight breakout detection indicator that generates clear buy and sell signals when price breaks above a confirmed support level or below a confirmed resistance level. Built using pivot logic, this script waits for support and resistance levels to form and confirm, then tracks price action relative to those levels: 🟢 Buy Signal: Price closes above a confirmed support level after being at/below it 🔴 Sell Signal: Price closes below a confirmed resistance level after being at/above it 🔧 Features: Customizable pivot parameters (Left Bars, Right Bars) Signals displayed directly on chart with BUY/SELL labels Alert conditions included for automation or popup notifications 🧠 Ideal for: Breakout traders Trend-followers who wait for structure shifts Scalpers looking for micro S/R reversals or continuations
Pine Script® indicator
من ‎mdjordjanova‎
SMC Volumetric Blocks + ATR Bands [SDTrades]SMC Volumetric Blocks + ATR Bands Indicator Overview This advanced trading system combines Smart Money Concepts (SMC) with quantitative trend analysis, featuring: Volumetric Order Blocks - Identifies institutional-level supply/demand zones ATR Trend Bands - Dynamic support/resistance levels with trend-color coding Break/Retest Signals - Clear "BUY"/"SELL" labels at key levels Key Features 1. Volumetric Order Blocks Detects swing highs/lows using configurable swing length (default: 8) Plots two types of order blocks: Breaker Blocks (Teal/Red): Recent significant rejection zones Order Blocks (Semi-transparent): Historical high-volume areas Volume-weighted strength calculation for block validity Auto-removal of violated blocks (Wick/Close basis) 2. Smart ATR Bands Adaptive bands using 3-layer trend confirmation: RSI momentum (15-85 normalized) SuperTrend trend direction EMA crossover strength Golden Ratio multiplier (1.618) for band spacing Auto-coloring: Bearish (Red) > Neutral (Gray) > Bullish (Green) 3. Trading Signals BUY: Retest of lower ATR band + Bullish block confirmation SELL: Retest of upper ATR band + Bearish block violation BE (Break Even): Price closes beyond bands Minimum 2-bar spacing between signals Input Settings Category Parameters Core Swing Length (8) Blocks Show Last X Blocks (4), Violation Check (Wick/Close), Hide Overlap ATR Length (10), Multiplier (1.618), Trend Smoothing (10) Visual 8 Color Options, Label Sizes, Transparency Levels Usage Notes Bullish Scenario Look for "BUY" labels near bullish order blocks Confirm with ATR band turning green Bearish Scenario Watch for "SELL" labels near bearish blocks Verify with ATR band turning red Risk Management Use block boundaries as natural stop levels BE signals indicate potential trend exhaustion Style Customization Blocks: Adjust teal/red colors and opacity Bands: Modify gradient colors and fill transparency Labels: Customize text colors/sizes for BUY/SELL/BE Trading Philosophy This indicator combines: Order Flow Analysis (Block zones) Volatility-adjusted Levels (ATR bands) Algorithmic Trend Scoring (RSI+EMA+SuperTrend fusion) Ideal for swing trading and institutional-level price analysis. 17 hours ago Release Notes SMC Volumetric Blocks + ATR Bands Indicator Overview This advanced trading system combines Smart Money Concepts (SMC) with quantitative trend analysis, featuring: Volumetric Order Blocks - Identifies institutional-level supply/demand zones ATR Trend Bands - Dynamic support/resistance levels with trend-color coding Break/Retest Signals - Clear "BUY"/"SELL" labels at key levels Key Features 1. Volumetric Order Blocks Detects swing highs/lows using configurable swing length (default: 8) Plots two types of order blocks: Breaker Blocks (Teal/Red): Recent significant rejection zones Order Blocks (Semi-transparent): Historical high-volume areas Volume-weighted strength calculation for block validity Auto-removal of violated blocks (Wick/Close basis) 2. Smart ATR Bands Adaptive bands using 3-layer trend confirmation: RSI momentum (15-85 normalized) SuperTrend trend direction EMA crossover strength Golden Ratio multiplier (1.618) for band spacing Auto-coloring: Bearish (Red) > Neutral (Gray) > Bullish (Green) 3. Trading Signals BUY: Retest of lower ATR band + Bullish block confirmation SELL: Retest of upper ATR band + Bearish block violation BE (Break Even): Price closes beyond bands Minimum 2-bar spacing between signals Input Settings Category Parameters Core Swing Length (8) Blocks Show Last X Blocks (4), Violation Check (Wick/Close), Hide Overlap ATR Length (10), Multiplier (1.618), Trend Smoothing (10) Visual 8 Color Options, Label Sizes, Transparency Levels Usage Notes Bullish Scenario Look for "BUY" labels near bullish order blocks Confirm with ATR band turning green Bearish Scenario Watch for "SELL" labels near bearish blocks Verify with ATR band turning red Risk Management Use block boundaries as natural stop levels BE signals indicate potential trend exhaustion Style Customization Blocks: Adjust teal/red colors and opacity Bands: Modify gradient colors and fill transparency Labels: Customize text colors/sizes for BUY/SELL/BE Trading Philosophy This indicator combines: Order Flow Analysis (Block zones) Volatility-adjusted Levels (ATR bands) Algorithmic Trend Scoring (RSI+EMA+SuperTrend fusion)
Pine Script® indicator
من ‎apaut1995‎
1
SmartTrend Indicator @tradingbauhausOverview "SmartTrend Indicator @tradingbauhaus" is a technical indicator designed to identify buy and sell signals in trending markets, filtering out ranging conditions through a trend strength analysis. It combines multiple technical analysis tools, including moving averages, RSI, and candlestick patterns, to generate precise entry and exit signals, along with take-profit markers. Additionally, it features a visual trend cloud and a metrics table to provide a comprehensive market analysis. Purpose and Differentiation This indicator is tailored for traders looking to trade in markets with clear trends, avoiding false signals during ranging conditions. Unlike traditional indicators that rely solely on moving average crossovers or RSI levels, "SmartTrend Indicator @tradingbauhaus" uses a trend strength filter based on RSI to ensure signals are only generated in markets with sufficient momentum. It also includes confirmation levels (2, 3, 4) to indicate signal strength and primary/secondary take-profit markers for more effective risk management. How It Works: Detailed Explanation 1. Trend Calculation -Utilizes two Simple Moving Averages (SMAs): a short SMA (default: 9 periods) and a long SMA (default: 21 periods). -An uptrend is identified when the short SMA is above the long SMA (trend_up = ma_short > ma_long). -A downtrend is identified when the short SMA is below the long SMA (trend_down = ma_short < ma_long). -A trend cloud is plotted between the two SMAs, colored green for uptrends and red for downtrends, providing a clear visual representation of market direction. 2. Trend Strength -Trend strength is calculated using the Relative Strength Index (RSI) with an adjustable period (default: 14). -RSI is normalized between -1 and 1: trend_strength = (rsi - 50) / 50. -Signals are only generated if the trend strength exceeds a user-defined threshold (trend_strength_threshold, default: 0.5), filtering out ranging markets and reducing false signals. 3. Signal Logic -Buy Signal: Generated when the price crosses above the short SMA (ta.crossover(close, ma_short)), the trend is bullish, RSI is not overbought (rsi < rsi_overbought), and the trend strength is sufficient (strong_trend). -Sell Signal: Generated when the price crosses below the short SMA (ta.crossunder(close, ma_short)), the trend is bearish, RSI is not oversold (rsi > rsi_oversold), and the trend strength is sufficient. -Signals are represented by triangles: green below bars for buys and red above bars for sells. 4. Confirmation Levels -Each signal is assigned a confirmation level (2, 3, or 4) based on RSI levels: Level 2: Base signal (minimum conditions met). Level 3: More favorable RSI (below 40 for buys, above 60 for sells). Level 4: Extreme RSI (below 30 for buys, above 70 for sells). These levels are displayed as numbers near the signals to indicate their strength. 5. Take-Profit Markers -Primary (Blue): Generated when the price crosses the long SMA in the opposite direction of the trend (ta.crossunder(close, ma_long) for buys, ta.crossover(close, ma_long) for sells), indicating a potential trend reversal. -Secondary (Orange): Generated when RSI reaches overbought/oversold levels (ta.crossunder(rsi, rsi_overbought) for buys, ta.crossover(rsi, rsi_oversold) for sells), suggesting a potential correction. These markers are represented by blue or orange "X" symbols on the chart. 6. Metrics Table A table in the top-right corner displays key metrics: Trend Strength: Percentage based on normalized RSI. Volatility: High or Low, based on the 14-period Average True Range (ATR). Squeeze: Yes or No, based on the 20-period standard deviation of prices. Volume Sentiment: Bullish or Bearish, comparing current volume to a 20-period SMA of volume. Settings Short MA Length: Default 9. Adjusts the sensitivity of the short SMA. Long MA Length: Default 21. Adjusts the long SMA for the trend cloud. RSI Length: Default 14. Sets the period for RSI to measure trend strength. RSI Overbought/Oversold: Default 70 and 30, respectively. Adjusts levels for signals and secondary markers. Trend Strength Threshold: Default 0.5. Defines the minimum trend strength for signal generation. Usage Guidelines Markets and Timeframes: Suitable for stocks, forex, cryptocurrencies, and futures. Recommended for 5-minute to 1-hour timeframes for day trading, and 4-hour to daily for swing trading. Entry Strategy: Use buy signals (green triangle) and sell signals (red triangle) as entry points. Pay attention to the confirmation level (2, 3, 4) to gauge signal strength. Exit Strategy: Use primary take-profit markers (blue) for exits based on potential trend changes. Use secondary markers (orange) for partial exits or corrections. Additional Analysis: Check the metrics table for trend strength, volatility, and volume sentiment before trading. Combine with other indicators (e.g., support/resistance levels) for additional confirmation. Disclaimer Disclaimer: This indicator is for informational and educational purposes only and is not financial advice. Trading carries a high risk of loss, and past price movements do not guarantee future results. Always do your own research and consider consulting a financial advisor before making trading decisions. The creator of this indicator is not responsible for any financial losses you may experience while using it.
Pine Script® indicator
من ‎tradingbauhaus‎
Larsson Line Replica (Yellow = Bullish, Blue = Bearish)📘 Interpretation with Flipped Colors 🟨 Yellow Zones – Bullish Trend • Signals uptrend confirmation. • SMMA(15) > SMMA(29) indicates upward momentum. • Ideal for: • Holding or adding to long positions • Buying pullbacks within or near the band • Ignoring short setups on lower timeframes unless reversal signals show up 🟦 Blue Zones – Bearish Trend • SMMA(15) < SMMA(29) confirms a downtrend. • Useful for: • Risk-off posture: take profits, reduce exposure • Considering short trades • Waiting out until trend flips yellow again before longing 🩶 Gray Zones – Transition / Unclear • Represents possible trend change or indecision. • Appears around crossovers. • Great time to be cautious — wait for confirmation (either yellow or blue) • Often coincides with low-volatility consolidation zones or false breakouts 📊 Timeframe Interpretation Tips (with Updated Colors) 🕰️ Weekly – Macro Regime Filter • 🟨 Yellow = Swing longs allowed • 🟦 Blue = Risk-off, short setups more reliable • Use this timeframe as your macro bias anchor • Combine with higher timeframe market structure, moving averages, or on-chain trends ⸻ 📅 Daily – Tactical Entry & Position Management • Use the slope of the bands for early momentum detection • 🟦 Blue to Yellow flips = potential trend reversal to the upside → re-enter longs, cut shorts • 🟨 Yellow to Blue flips = trend weakness or downtrend return → consider profit-taking or short setups • Great timeframe for: • Refining entries • Managing exits • Spotting trend shifts before weekly confirms ⸻ ⏱ Lower Timeframes (4H, 1H) – Execution • Treat the band like a dynamic trend channel • Enter trades in direction of the current color: • 🟨 Yellow → Buy pullbacks to the midline • 🟦 Blue → Sell bounces into the midline • Avoid trading against the band unless clear structure or divergence forms • Pair with RSI/MACD for confluence
Pine Script® indicator
من ‎paiuniversum‎
Indicateur Swing GMMA Pro v8.0.2 (Rentabilité+)GMMA Pro v8.0.2 Indicator Description This TradingView Pine Script indicator, titled "Indicateur Swing GMMA Pro v8.0.2 (Rentabilité+)", is a comprehensive tool designed for swing trading based on the Guppy Multiple Moving Averages (GMMA) concept, enhanced with numerous filters and risk management features. Core Strategy: GMMA Trend: The primary signals are derived from the relationship between a group of short-term (fast) Exponential Moving Averages (EMAs) and a group of long-term (slow) EMAs. A potential long signal occurs when the average of the fast EMAs crosses above the average of the slow EMAs, or when a bullish trend (fast > slow, slow EMAs aligned upwards) is already established. A potential short signal occurs when the average of the fast EMAs crosses below the average of the slow EMAs, or when a bearish trend (fast < slow, slow EMAs aligned downwards) is already established. Entry Trigger Refinement: An entry is further confirmed only if the closing price is decisively beyond the average of the fast EMAs (above for longs, below for shorts). Configurable Filters: The indicator includes a wide array of optional filters to refine entry signals: Long EMA Filter (Current Timeframe): Requires the price to be above a long-period EMA (e.g., 200 EMA) for longs, and below for shorts. MTF Filter: Confirms the trend by checking the price position relative to a long EMA on a selected Higher Timeframe (HTF). ADX Filter: Validates trend strength using the Average Directional Index (ADX) and checks if the Directional Movement Index (DMI) aligns with the trade direction (+DI > -DI for longs, -DI > +DI for shorts). Strict GMMA Filter: Enforces a stricter condition where slow EMAs must be fully aligned (all rising for longs, all falling for shorts). S/R Proximity Filter: Prevents entries if the price is too close to a recently formed pivot-based Support (for shorts) or Resistance (for longs) zone. Zone height can be ATR-based or tick-based. Risk/Reward Filter: Only allows trades where the potential reward (based on the calculated Take Profit) versus the potential risk (based on the initial Stop Loss) meets a minimum required ratio. Volatility Filter (ATR %): Filters out trades during periods of low volatility by requiring the ATR to be above a minimum percentage of the current price. Momentum Filter (RSI): Uses the Relative Strength Index (RSI) to confirm momentum, requiring RSI to be above a certain level for longs and below for shorts. Risk Management & Exits: Initial Stop Loss (SL): Can be calculated using a multiple of the Average True Range (ATR) or a fixed percentage from the entry price. Take Profit (TP): Can be set using an ATR multiple, a fixed percentage, or by targeting the nearest valid pivot S/R level. Trailing Stop Loss (TSL): Optional ATR-based trailing stop that follows the price once a trade is active (unless Break-Even is activated). Break-Even (BE) Stop: Optional feature to move the Stop Loss to the entry price after the trade has moved a specified ATR multiple in profit, protecting the position from turning into a loss. Exit Conditions: A trade can be closed by: Hitting the Take Profit level. Hitting the current Stop Loss (which could be the initial SL, TSL, or BE SL). A reversal signal (fast GMMA average crossing back over the slow GMMA average). Visual Elements: Plots the fast and slow GMMA groups (configurable as lines or filled bands). Plots the long EMA filter line. Draws S/R zones based on detected pivot highs and lows. Displays Entry Price, Take Profit, and Current Stop Loss lines on the chart when a trade is active. Includes an optional Dashboard summarizing the status of all filters, potential signals, current position details (including BE status), potential R/R, and TP/SL levels. Alerts: Configurable alerts are available for: Buy and Sell Short entry signals. Take Profit hits (long/short). Stop Loss hits (distinguishing between initial/trailing SL and BE SL). Trend-based exits. Break-Even Stop activation. Purpose: This indicator aims to provide a flexible and robust framework for GMMA-based swing trading, allowing users to layer multiple confirmation filters and utilize various risk management techniques to suit their strategy and market conditions. Thorough backtesting and parameter optimization are recommended before live trading.
Pine Script® indicator
من ‎Evil2Root‎
Hash Rate to Market Cap ChannelWe can visualize market sentiment towards security of the Bitcoin network by dividing the Marketcap by Hashrate. This can determine under and overvaluation of the network itself per dollar. The value is then normalized over the lookback period to create an oscillating channel. SETTINGS Lookback Period - used for calculating the normalization and how far back to look for highs and lows. HMA Smoothing Length - Faster moving average to smooth out the curves Channel Width - visually change the channel scale Bear/Bull Value - Under and Overvaluation Use Log Scaling - adjusts the channel visuals for log scaled charts
Pine Script® indicator
من ‎OrionAlgo‎
3
Multi-Timeframe Anchored VWAP Valuation# Multi-Timeframe Anchored VWAP Valuation ## Overview This indicator provides a unique perspective on potential price valuation by comparing the current price to the Volume Weighted Average Price (VWAP) anchored to the start of multiple timeframes: Weekly, Monthly, Quarterly, and Yearly. It synthesizes these comparisons into a single oscillator value, helping traders gauge if the current price is potentially extended relative to significant volume-weighted levels. ## Core Concept & Calculation 1. **Anchored VWAP:** The script calculates the VWAP separately for the current Week, Month, Quarter (3 Months), and Year (12 Months), starting the calculation from the first bar of each period. 2. **Price Deviation:** It measures how far the current `close` price is from each of these anchored VWAPs. This distance is measured in terms of standard deviations calculated *within* that specific anchor period (e.g., how many weekly standard deviations the price is away from the weekly VWAP). 3. **Deviation Score (Multiplier):** Based on this standard deviation distance, a score is assigned. The further the price is from the VWAP (in terms of standard deviations), the higher the absolute score. The indicator uses linear interpolation to determine scores between the standard deviation levels (defaulted at 1, 2, and 3 standard deviations corresponding to scores of +/-2, +/-3, +/-4, with a score of 1 at the VWAP). 4. **Timeframe Weighting:** Longer timeframes are considered more significant. The deviation scores are multiplied by fixed scalars: Weekly (x1), Monthly (x2), Quarterly (x3), Yearly (x4). 5. **Final Valuation Metric:** The weighted scores from all four timeframes are summed up to produce the final oscillator value plotted in the indicator pane. ## How to Interpret and Use * **Histogram (Indicator Pane):** * The main output is the histogram representing the `Final Valuation Metric`. * **Positive Values:** Suggest the price is generally trading above its volume-weighted averages across the timeframes, potentially indicating strength or relative "overvaluation." * **Negative Values:** Suggest the price is generally trading below its volume-weighted averages, potentially indicating weakness or relative "undervaluation." * **Values Near Zero:** Indicate the price is relatively close to its volume-weighted averages. * **Histogram Color:** * The color of the histogram bars provides context based on the metric's *own recent history*. * **Green (Positive Color):** The metric is currently *above* its recent average plus a standard deviation band (dynamic upper threshold). This highlights potentially significant "overvalued" readings relative to its normal range. * **Red (Negative Color):** The metric is currently *below* its recent average minus a standard deviation band (dynamic lower threshold). This highlights potentially significant "undervalued" readings relative to its normal range. * **Gray (Neutral Color):** The metric is within its typical recent range (between the dynamic upper and lower thresholds). * **Orange Line:** Plots the moving average of the `Final Valuation Metric` itself (based on the "Threshold Lookback Period"), serving as the centerline for the dynamic thresholds. * **On-Chart Table:** * Provides a detailed breakdown for transparency. * Shows the calculated VWAP, the raw deviation multiplier score, and the final weighted (adjusted) metric for each individual timeframe (W, M, Q, Y). * Displays the current price, the final combined metric value, and a textual interpretation ("Overvalued", "Undervalued", "Neutral") based on the dynamic thresholds. ## Potential Use Cases * Identifying potential exhaustion points when the indicator reaches statistically high (green) or low (red) levels relative to its recent history. * Assessing whether price trends are supported by underlying volume-weighted average prices across multiple timeframes. * Can be used alongside other technical analysis tools for confirmation. ## Settings * **Calculation Settings:** * `STDEV Level 1`: Adjusts the 1st standard deviation level (default 1.0). * `STDEV Level 2`: Adjusts the 2nd standard deviation level (default 2.0). * `STDEV Level 3`: Adjusts the 3rd standard deviation level (default 3.0). * **Interpretation Settings:** * `Threshold Lookback Period`: Defines the number of bars used to calculate the average and standard deviation of the final metric for dynamic thresholds (default 200). * `Threshold StDev Multiplier`: Controls how many standard deviations above/below the metric's average are used to set the "Overvalued"/"Undervalued" thresholds (default 1.0). * **Table Settings:** Customize the position and colors of the data table displayed on the chart. ## Important Considerations * This indicator measures price deviation relative to *anchored* VWAPs and its *own historical range*. It is not a standalone trading system. * The interpretation of "Overvalued" and "Undervalued" is relative to the indicator's logic and calculations; it does not guarantee future price movement. * Like all indicators, past performance is not indicative of future results. Use this tool as part of a comprehensive analysis and risk management strategy. * The anchored VWAP and Standard Deviation values reset at the beginning of each respective period (Week, Month, Quarter, Year).
Pine Script® indicator
من ‎Sickist‎
Scalping 15min: EMA + MACD + RSI + ATR-based SL/TPThis is a multi-indicator scalping strategy optimized for 15-minute charts that combines trend, momentum, and volatility indicators for high-probability trades with automated risk management. Core Trading Logic The strategy identifies market opportunities using three powerful technical indicators: EMA (50): Acts as a trend filter to determine overall market direction MACD (12, 26, 9): Measures momentum and confirms trend direction RSI (14): Identifies potential reversal zones and avoids overbought/oversold traps Entry Conditions Long (Buy) Signal: Price above EMA + positive MACD histogram + RSI between 50-70 Short (Sell) Signal: Price below EMA + negative MACD histogram + RSI between 30-50 Dynamic Risk Management What sets this strategy apart is its adaptive risk management using ATR (Average True Range): Stop Loss: Automatically calculated at 1x ATR from entry price Take Profit: Set at 2x ATR, creating a consistent 1:2 risk-to-reward ratio Position Sizing: Defaults to 10% of equity per trade for conservative account growth
Pine Script® strategy
من ‎Anonx01‎
ATR Delta Slippage EstimatorIndicator Description: ATR Delta Slippage Estimator Overview The "ATR Delta Slippage Estimator" is a practical Pine Script v5 indicator designed for traders who want to dynamically estimate and adjust their stop-loss levels by factoring in potential slippage based on market volatility. Built as an overlay indicator, it uses the Average True Range (ATR) and its rate of change (ATR Delta) to calculate slippage in ticks, adding it to a user-defined base stop-loss. The results are displayed in a concise table on the chart, making it easy to assess risk in real-time. This tool is particularly valuable for traders in fast-moving markets or those trading instruments with variable liquidity. Key Features Volatility-Based Slippage Calculation: Uses ATR Delta (change in ATR from the previous bar) to estimate slippage as volatility shifts. Converts slippage into ticks based on the instrument’s tick size for precision. Customizable Stop-Loss: Starts with a user-defined base stop-loss (in ticks). Adds estimated slippage to provide a total stop-loss that adapts to market conditions. Visual Table Display: A top-right table shows: Base Stop-Loss (static input). Estimated Slippage (dynamic, volatility-driven). Total Stop-Loss (sum of base and slippage). Overlay Integration: Runs directly on the price chart, keeping your workspace uncluttered while providing actionable data. Inputs and Customization ATR Length (default: 14): Number of bars used to calculate the ATR, affecting volatility sensitivity. Base Stop-Loss (Ticks) (default: 100): Fixed stop-loss level in ticks before slippage adjustment. Slippage Multiplier (default: 2.0): Scales the ATR Delta to estimate slippage (higher values increase slippage impact). How to Use the Indicator Setup: Add the indicator to your TradingView chart. Adjust the ATR Length to match your trading horizon (e.g., 14 for daily, 5 for intraday). Set the Base Stop-Loss (Ticks) to your preferred initial risk level (e.g., 50 ticks for a tight stop). Tune the Slippage Multiplier based on your instrument’s typical slippage (e.g., 1.5 for low-volatility stocks, 3.0 for futures). Reading the Table: The table updates on the last bar and includes: Base Stop-Loss: Your static input (white text). Estimated Slippage: Volatility-driven addition in ticks (yellow text). Total Stop-Loss: Combined value (orange text). Example: If Base = 100 ticks, Slippage = 20 ticks, Total = 120 ticks. Applying to Trades: Use the Total Stop-Loss as your adjusted stop-loss level when placing orders. In high-volatility scenarios (larger Estimated Slippage), widen your stop to avoid premature exits due to slippage. Improving Trading Performance Risk Management: The indicator prevents underestimating slippage, a common pitfall in volatile markets. By adding a dynamic buffer to your stop-loss, you reduce the risk of being stopped out prematurely. Example: In a breakout trade on "ES1!", a sudden ATR Delta spike increases slippage from 5 to 15 ticks, adjusting your stop from 100 to 115 ticks for better protection. Volatility Adaptation: Adjust your position sizing based on the Total Stop-Loss. If slippage doubles your expected risk (e.g., 100 to 200 ticks), reduce your position size to maintain your risk percentage. Example: With a $500 risk limit and a 200-tick stop, trade 2.5 contracts instead of 5. Entry Timing: Monitor the Estimated Slippage for low-volatility periods (smaller values) to enter trades with tighter stops, maximizing reward-to-risk ratios. Example: If slippage drops to 5 ticks on "AAPL", enter with a 105-tick stop instead of 120 ticks during a spike. Instrument Selection: Use the indicator across multiple assets to identify those with lower slippage in current conditions. Favor instruments with smaller Estimated Slippage for cost efficiency. Example: Compare "SPY" (10 ticks slippage) vs. "QQQ" (25 ticks slippage) and trade the former. Backtesting and Optimization: Test different ATR Length and Slippage Multiplier settings on historical data to find the sweet spot for your market. A shorter ATR (e.g., 5) reacts faster to intraday swings, while a higher multiplier (e.g., 3.0) prepares for illiquid conditions. Tips for Optimization Match ATR Length to Strategy: Use a shorter ATR (e.g., 5-10) for scalping, longer (e.g., 20-50) for swing trading. Calibrate Slippage Multiplier: Increase it for thin markets (e.g., pre-market futures) or decrease it for high-liquidity stocks. Combine with Volatility Filters: Pair with Bollinger Bands or VIX to confirm when slippage estimates align with broader market conditions. Monitor Tick Size: For instruments with larger tick sizes (e.g., futures vs. stocks), expect smaller tick-based slippage values—adjust the multiplier accordingly. Example Scenario Setup: Trading "ES1!" (S&P 500 futures), ATR Length = 14, Base Stop-Loss = 50 ticks, Slippage Multiplier = 2.0. Observation: ATR Delta increases due to a news event, yielding Estimated Slippage = 10 ticks. Table: Base = 50 ticks (white), Slippage = 10 ticks (yellow), Total = 60 ticks (orange). Action: Set your stop-loss at 60 ticks instead of 50, ensuring you account for the volatility spike and avoid slippage-related losses. Conclusion The "ATR Delta Slippage Estimator" is a must-have tool for traders aiming to refine their risk management and adapt to changing market conditions. By integrating volatility-driven slippage into your stop-loss strategy, it helps you avoid unexpected exits, optimize position sizing, and improve trade execution. Whether you’re scalping futures, day trading stocks, or managing a portfolio, this indicator provides a clear, actionable way to stay ahead of slippage risks and enhance your trading performance.
Pine Script® indicator
من ‎viorel8‎
Liquidity Compression Coil (6 Lines, 8‑Bar Breakout)TL;DR: 🔍 Pivot Detection: Scans for swing highs and lows (using a customizable lookback) to mark key support/resistance levels. 🧱 Zone Calculations: Anchor Range (🧱): Base zone (gray) defined by historical pivots, with its label always at the top. Projection Bracket (🎯): Active zone (black) that forecasts immediate breakout areas, with its label centered. Volatility Span (🌪️): Overall range (purple) that captures the market's full movement, with its label fixed at the bottom. 📊 Dynamic Tracker: Displays the current price as a percentage of the projection bracket—mimicking Fibonacci extensions (e.g., 120%, 200%, or -20% when breaking below). ⚠️ Alerts: Breakout (above 100%) and breakdown (below 0%) alerts pop up dynamically, following the position metric so they never overlap. 🐂/🐻 Sentiment Tags: Adds bullish (🐂) or bearish (🐻) emojis based on price position relative to the projection bracket. 🔄 Composite Bars & Volume: Visually stacks the three zones in a fixed order (purple behind, gray in the middle, black on top) and optionally accumulates volume for enhanced context. This indicator provides a human-friendly, emoji-enhanced snapshot of liquidity compression and potential breakout moves with nuanced visual layers and dynamic alerts.
Pine Script® indicator
من ‎Kyle_Booth‎
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