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FirstStrike Long 200 - Daily Trend Rider [KedArc Quant]Strategy Description FirstStrike Long 200 is a disciplined, long-only momentum strategy designed for daily "strike-first" entries in trending markets. It scans for RSI momentum above a customizable trigger (default 50), confirmed by EMA trend filters, and limits you to *exactly one trade per day* to avoid overtrading. It uses ATR for dynamic risk management (1.5x stop, 2:1 RR target) and optional trailing stops to ride winners. Backtested with realistic commissions and sizing, it prioritizes low drawdowns (<1% max in tests) over aggressive gains—ideal for swing traders seeking quality setups in bull runs. Why It's Different from Other Strategies Unlike generic RSI crossover bots or EMA ribbon mashups that spam signals and bleed in chop, FirstStrike enforces a "one-and-done" daily gate, blending precision momentum (RSI modes with grace/sustain) with robust filters (volume, sessions, rearm dips). How It Helps Traders - Reduces Emotional Trading: One entry/day forces discipline—miss a setup? Wait for tomorrow. Perfect for busy pros avoiding screen fatigue. - Adapts to Regimes: Switch modes for trends ("Cross+Grace") vs. ranges ("Any bar")—boosts win rates 5-10% in backtests on high-beta names like . - Risk-First Design: ATR scales stops to vol capping DD at 0.2% while targeting 2R winners. Trailing option locks +3-5% runs without early exits. - Quick Insights: Labels/alerts flag entries with RSI values; bgcolor highlights signals for visual scanning. Helps spot "first-strike" edges in uptrends, filtering ~60% noise. Why This Is Not a Mashup This isn't a Frankenstein of off-the-shelf indicators—while it uses standard RSI/EMA/ATR (core Pine primitives), the innovation lies in: - Custom Trigger Engine: Switchable modes (e.g., "Cross+Grace+Sustain" requires post-cross hold) prevent perpetual signals, unlike basic `ta.crossover()`. - Daily Rearm Gate: Resets eligibility only after a dip (if enabled), tying momentum to mean-reversion—original logic not found in common scripts. - Per-Day Isolation: `var` vars + `ta.change(time("D"))` ensure zero pyramiding/overlaps, beyond simple session filters. All formulae are derived in-house for "first-strike" (early RSI pops in trends), not copied from public repos. Input Configurations Let's break down every input in the FirstStrike Long 200 strategy. These settings let you tweak the strategy like a dashboard—start with defaults for quick testing, then adjust based on your asset or timeframe (5m for intraday). They're grouped logically to keep things organized, and most have tooltips in the script for quick reminders. RSI / Trigger Group: The Heart of Momentum Detection This is where the magic starts—the strategy hunts for "upward energy" using RSI (Relative Strength Index), a tool that measures if a stock is overbought (too hot) or oversold (too cold) on a 0-100 scale. - RSI Length: How many bars (candles) back to calculate RSI. Default is 14, like a 14-day window for daily charts. Shorter (e.g., 9) makes it snappier for fast markets; longer (21) smooths out noise but misses quick turns. - Trigger Level (RSI >= this): The key RSI value where the strategy says, "Go time!" Default 50 means enter when RSI crosses or holds above the neutral midline. Why is this trigger required? It acts as your "green light" filter—without it, you'd enter on every tiny price wiggle, leading to endless losers. RSI above this shows building buyer power, avoiding weak or sideways moves. It's essential for quality over quantity, especially in one-trade-per-day setups. - Trigger Mode: Picks how strict the RSI signal must be. Options: "Cross only" (exact RSI crossover above trigger—super precise, fewer trades); "Cross+Grace" (crossover or within a grace window after—gives a second chance); "Cross+Grace+Sustain" (crossover/grace plus RSI holding steady for bars—best for steady climbs); "Any bar >= trigger" (looser, any bar above—more opportunities but riskier in chop). Start with "Any bar" for trends, switch to "Cross only" for caution. - Grace Window (bars after cross): If mode allows, how many bars post-RSI-cross you can still enter if RSI dips but recovers. Default 30 (about 2.5 hours on 5m). Zero means no wiggle room—pure precision. - Sustain Bars (RSI >= trigger): In sustain mode, how many straight bars RSI must stay above trigger. Default 3 ensures it's not a fluke spike. - Require RSI Dip Below Rearm Before Any Entry?: A yes/no toggle. If on, the strategy "rearms" only after RSI dips below a low level (like a breather), preventing back-to-back signals in overextended rallies. - Rearm Level (if requireDip=true): The dip threshold for rearming. Default 45—RSI must go below this to reset eligibility. Lower (30) for deeper pullbacks in volatile stocks. For the trigger level itself, presets matter a lot—default 50 is neutral and versatile for broad trends. Bump to 55-60 for "strong momentum only" (fewer but higher-win trades, great in bull runs like tech surges); drop to 40-45 for "early bird" catches in recoveries (more signals but watch for fakes in ranges). The optimize hint (40-60) lets you test these in TradingView to match your risk—higher presets cut noise by 20-30% in backtests. Trend / Filters Group: Keeping You on the Right Side of the Market These EMAs (Exponential Moving Averages) act like guardrails, ensuring you only long in uptrends. - EMA (Fast) Confirmation: Short-term EMA for price action. Default 20 periods—price must be above this for "recent strength." Shorter (10) reacts faster to intraday pops. - EMA (Trend Filter): Long-term EMA for big-picture trend. Default 200 (classic "above the 200-day" rule)—price above it confirms bull market. Minimum 50 to avoid over-smoothing. Optional Hour Window Group: Timing Your Strikes Avoid bad hours like lunch lulls or after-hours tricks. - Restrict by Session?: Yes/no for using exact market hours. Default off. - Session (e.g., 0930-1600 for NYSE): Time string like "0930-1600" for open to close. Auto-skips pre/post-market noise. - Restrict by Hour Range?: Fallback yes/no for simple hours. Default off. - Start Hour / End Hour: Clock times (0-23). Defaults 9-15 ET—focus on peak volume. Volume Filter Group: No Volume, No Party Confirms conviction—big moves need big participation. - Require Volume > SMA?: Yes/no toggle. Default off—only fires on above-average volume. - Volume SMA Length: Periods for the average. Default 20—compares current bar to recent norm. Risk / Exits Group: Protecting and Profiting Smartly Dynamic stops based on volatility (ATR = Average True Range) keep things realistic. - ATR Length: Bars for ATR calc. Default 14—measures recent "wiggle room" in price. - ATR Stop Multiplier: How far below entry for stop-loss. Default 1.5x ATR—gives breathing space without huge risk - Take-Profit R Multiple: Reward target as multiple of risk. Default 2.0 (2:1 ratio)—aims for twice your stop distance. - Use Trailing Stop?: Yes/no for profit-locking trail. Default off—activates after entry. - Trailing ATR Multiplier: Trail distance. Default 2.0x ATR—looser than initial stop to let winners run. These inputs make the strategy plug-and-play: Defaults work out-of-box for trending stocks, but tweak RSI trigger/modes first for your style. Always backtest changes—small shifts can flip a 40% win rate to 50%+! Outputs (Visuals & Alerts): - Plots: Blue EMA200 (trend line), Orange EMA20 (price filter), Green dashed entry price. - Labels: Green "LONG" arrow with RSI value on entries. - Background: Light green highlight on signal bars. - Alerts: "FirstStrike Long Entry" fires on conditions (integrates with TradingView notifications). Entry-Exit Logic Entry (Long Only, One Per Day): 1. Daily Reset: New day clears trade gate and (if required) rearm status. 2. Filters Pass: Time/session OK + Close > EMA200 (trend) + Close > EMA20 (price) + Volume > SMA (if enabled) + Rearmed (dip below rearm if toggled). 3. Trigger Fires: RSI >= trigger via selected mode (e.g., crossover + grace window). 4. Execute: Enter long at close; set daily flag to block repeats. Exit: - Stop-Loss: Entry - (ATR * 1.5) – dynamic, vol-scaled. - Take-Profit: Entry + (Risk * 2.0) – fixed RR. - Trailing (Optional): Activates post-entry; trails at Close - (ATR * 2.0), updating on each bar for trend extension. No shorts or hedging—pure long bias. Formulae Used - RSI: `ta.rsi(close, rsiLen)` – Standard 14-period momentum oscillator (0-100). - EMAs: `ta.ema(close, len)` – Exponential moving averages for trend/price filters. - ATR: `ta.atr(atrLen)` – True range average for stop sizing: Stop = Entry - (ATR * mult). - Volume SMA: `ta.sma(volume, volLen)` – Simple average for relative strength filter. - Grace Window: `bar_index - lastCrossBarIndex <= graceBars` – Counts bars since RSI crossover. - Sustain: `ta.barssince(rsi < trigger) >= sustainBars` – Consecutive bars above threshold. - Session Check: `time(timeframe.period, sessionStr) != 0` – TradingView's built-in session validator. - Risk Distance: `riskPS = entry - stop; TP = entry + (riskPS * RR)` – Asymmetric reward calc. FAQ Q: Why only one trade/day? A: Prevents revenge trading in volatile sessions . Backtests show it cuts losers by 20-30% vs. multi-entry bots. Q: Does it work on all assets/timeframes? A: Best for trending stocks/indices on 5m-1H. Test on crypto/forex with wider ATR mult (2.0+). Q: How to optimize? A: Use TradingView's optimizer on RSI trigger (40-60) and EMA fast (10-30). Aim for PF >1.0 over 1Y data. Q: Alerts don't fire—why? A: Ensure `alertcondition` is enabled in script settings. Test with "Any alert() function calls only." Q: Trailing stop too loose? A: Tune `trailMult` to 1.5 for tighter; it activates alongside fixed TP/SL for hybrid protection. Glossary - Grace Window: Post-RSI-cross period (bars) where entry still allowed if RSI holds trigger. - Rearm Dip: Optional pullback below a low RSI level (e.g., 45) to "reset" eligibility after signals. - Profit Factor (PF): Gross profit / gross loss—>1.0 means winners outweigh losers. - R Multiple: Risk units (e.g., 2R = 2x stop distance as target). - Sustain Bars: Consecutive bars RSI stays >= trigger for mode confirmation. Recommendations - Backtest First: Run on your symbols (/) over 6-12M; tweak RSI to 55 for +5% win rate. - Live Use: Start paper trading with `useSession=true` and `useVol=true` to filter noise. - Pairs Well With: Higher TF (daily) for bias; add ADX (>25) filter for strong trends (code snippet in prior chats). - Risk Note: 10% sizing suits $100k+ accounts; scale down for smaller. Not financial advice—past performance ≠ future. - Publish Tip: Add tags like "momentum," "RSI," "long-only" on TradingView for visibility. Strategy Properties & Backtesting Setup FirstStrike Long 200 is configured with conservative, realistic backtesting parameters to ensure reliable performance simulations. These settings prioritize capital preservation and transparency, making it suitable for both novice and experienced traders testing on stocks. Initial Capital $100,000 Standard starting equity for portfolio-level testing; scales well for retail accounts. Adjust lower (e.g., $10k) for smaller simulations. Base Currency Default (USD) Aligns with most US equities (e.g., NASDAQ symbols); auto-converts for other assets. Order Size 1 (Quantity) Fixed share contracts for simplicity—e.g., buys 1 share per trade. For % of equity, switch to "Percent of Equity" in strategy code. Pyramiding 0 Orders No additional entries on open positions; enforces strict one-trade-per-day discipline to avoid overexposure. Commission 0.1% Realistic broker fee (e.g., Interactive Brokers tier); factors in round-trip costs without over-penalizing winners. Verify Price for Limit Orders 0 Ticks No slippage delay on TPs—assumes ideal fills for historical accuracy. Slippage 0 Ticks Zero assumed slippage for clean backtests; real-world trading may add 1-2 ticks on volatile opens. These defaults yield low drawdowns (<0.3% max in tests) while capturing trend edges. For live trading, enable slippage (1-3 ticks) to mimic execution gaps. Always forward-test before deploying! ⚠️ Disclaimer This script is provided for educational purposes only. Past performance does not guarantee future results. Trading involves risk, and users should exercise caution and use proper risk management when applying this strategy.
استراتيجية Pine Script®
من ‎kedarcquant‎
VWAP Deviation Oscillator [BackQuant]VWAP Deviation Oscillator Introduction The VWAP Deviation Oscillator turns VWAP context into a clean, tradeable oscillator that works across assets and sessions. It adapts to your workflow with four VWAP regimes plus two rolling modes, and three deviation metrics: Percent, Absolute, and Z-Score. Colored zones, optional standard deviation rails, and flexible plot styles make it fast to read for both trend following and mean reversion. What it does This tool measures how far price is from a chosen VWAP and expresses that gap as an oscillator. You can view the deviation as raw price units, percent, or standardized Z-Score. The plot can be a histogram or a line with optional fills and sigma bands, so you can quickly spot polarity shifts, overbought and oversold conditions, and strength of extension. VWAP modes track a session VWAP that resets (4H, Daily, Weekly) or a rolling VWAP that updates continuously over a fixed number of bars or days. Deviation modes let you choose the lens: Percent, Absolute, or Z-Score. Each highlights different aspects of stretch and mean pressure. Visual encoding uses a 10-zone color palette to grade the magnitude of deviation on both sides of zero. Volatility guards compute mode-specific sigma so thresholds are stable even when volatility compresses. Why this works VWAP is a high signal anchor used by institutions to gauge fair participation. Deviations around VWAP cluster in regimes: mild oscillations within a band, decisive pushes that signal imbalance, and standardized extremes that often precede either continuation or snapback. Expressing that distance as a single time series adds clarity: bias is the oscillator’s sign, risk context is its magnitude, and regime is the way it behaves around sigma lines. How to use it Trend following Favor the side of the zero line. Bullish when the oscillator is above zero and making higher swing highs. Bearish when below zero and making lower swing lows. Use +1 sigma and +2 sigma in your mode as strength tiers. Pullbacks that hold above zero in uptrends, or below zero in downtrends, are often continuation entries. Mean reversion Fade stretched readings when structure supports it. Look for tests of +2 sigma to +3 sigma that fail to progress and roll back toward zero, or the mirror on the downside. Z-Score mode is best when you want standardized gates across assets. Percent mode is intuitive for intraday scalps where a given percent stretch tends to mean revert. Session playbook Use Daily or Weekly VWAP for intraday or swing context. Rolling modes help when the asset lacks clean session boundaries or when you want a continuous anchor that adapts to liquidity shifts. Key settings VWAP computation VWAP Mode = 4 Hours, Daily, Weekly, Rolling (Bars), Rolling (Days). Session modes reset the VWAP when a new session begins. Rolling modes compute VWAP over a fixed trailing window. Rolling (Lookback: Bars) controls the trailing bar count when using Rolling (Bars). Rolling (Lookback: Days) converts days to bars at runtime and uses that trailing span. Use Close instead of HLC3 switches the price reference. HLC3 is smoother. Close makes the anchor track settlement more tightly. Deviation measurement Deviation Mode Percent : 100 * (Price / VWAP - 1). Good for uniform scaling across instruments. Absolute : Price - VWAP. Good when price units themselves matter. Z-Score : Standardizes the absolute residual by its own mean and standard deviation over Z/Std Window . Ideal for cross-asset comparability and regime studies. Z/Std Window sets the mean and standard deviation window for Z-Score mode. Volatility controls Percent Mode Volatility Lookback estimates sigma for percent deviations. Absolute Mode Volatility Lookback estimates sigma for absolute deviations. Minimum Sigma Guard (pct pts) prevents the percent sigma from collapsing to near zero in extremely quiet markets. Visualization Plot Type = Histogram or Line. Histogram emphasizes impulse and polarity changes. Line emphasizes trend waves and divergences. Positive Color / Negative Color define the palette for line mode. Histogram uses a 10-bucket gradient automatically. Show Standard Deviations plots symmetric rails at ±1, ±2, ±3 sigma in the current mode’s units. Fill Line Oscillator and Fill Opacity add a soft bias band around zero for line mode. Line Width affects both the oscillator and the sigma rails. Reading the zones The oscillator’s color and height map deviation to nine graded buckets on each side of zero, with deeper greens above and deeper reds below. In Percent and Absolute modes, those buckets are scaled by their mode-specific sigma. In Z-Score mode the bucket edges are fixed at 0.5, 1.0, 2.0, and 2.8. 0 to +1 sigma weak positive bias, usually rotational. +1 to +2 sigma constructive impulse. Pullbacks that hold above zero often continue. +2 to +3 sigma strong expansion. Watch for either trend continuation or exhaustion tells. Beyond +3 sigma statistical extreme. Requires structure to avoid fading too soon. Mirror logic applies on the negative side. Suggested workflows Trend continuation checklist Pick a session VWAP that matches your timeframe, for example Daily for intraday or Weekly for position trades. Wait for the oscillator to hold the correct side of zero and for a sequence of higher swing lows in the oscillator (uptrend) or lower swing highs (downtrend). Buy pullbacks that stabilize between zero and +1 sigma in an uptrend. Sell rallies that stabilize between zero and -1 sigma in a downtrend. Use the next sigma band or a prior price swing as your target reference. Mean reversion checklist Switch to Z-Score mode for standardized thresholds. Identify tests of ±2 sigma to ±3 sigma that fail to extend while price meets support or resistance. Enter on a polarity change through the prior histogram bar or a small hook in line mode. Fade back to zero or to the opposite inner band, then reassess. Notes on the three modes Percent is easy to reason about when you care about proportional stretch. It is well suited to intraday and multi-asset dashboards. Absolute tracks cash distance from VWAP. This is useful when instruments have tight ticks and you plan risk in price units. Z-Score standardizes the residual and is best for quant studies, cross-asset comparisons, and threshold research that must be scale invariant. What the alerts can tell you Polarity changes at zero can mark the start or end of a leg. Crosses of ±1 sigma identify overbought or oversold in the current mode’s units. Zone changes signal an upgrade or downgrade in deviation strength. Troubleshooting and edge cases If your instrument has long flat periods, keep Minimum Sigma Guard above zero in Percent mode so the rails do not vanish. In Rolling modes, very short windows will respond quickly but can whip around. Session modes smooth this by resetting at well known boundaries. If Z-Score looks erratic, increase Z/Std Window to stabilize the estimate of mean and sigma for the residual. Final thoughts VWAP is the anchor. The deviation oscillator is the narrative. By separating bias, magnitude, and regime into a simple stream you can execute faster and review cleaner. Pick the VWAP mode that matches your horizon, choose the deviation lens that matches your risk framework, and let the color graded zones guide your decisions.
مؤشر Pine Script®
من ‎BackQuant‎
r - g Oscillator | Norm + Sigma-BandsThe r–g Oscillator measures the macro-liquidity regime by tracking the gap between real interest rates (r) and nominal GDP growth (g). It approximates real rate pressure using the 10-Year Treasury yield minus the 5-Year/5-Year forward inflation expectation, and compares that to either Real or Nominal U.S. GDP YoY growth. Green (g > r): Expansionary backdrop — growth outpaces real yields; liquidity tailwinds. Red (r > g): Contractionary backdrop — real rates restrictive; liquidity headwinds. The σ-bands (standard-deviation envelopes) highlight statistically extreme expansions or contractions in the r–g spread. The “sweet-spot” shading marks moments when r–g breaks strongly above/below zero — early-cycle thrusts or late-cycle stress. Optional normalization rescales r–g between –1 and +1 to compare across cycles. Use: Track shifts in the macro tide rather than short-term waves. Sustained green phases typically align with bull-market environments; red phases often coincide with tightening cycles or recessions. Combine with faster liquidity or breadth measures (e.g., WRESBAL ROC) for tactical confirmation.
مؤشر Pine Script®
من ‎kWhDealer_‎
WRESBAL ROC Oscillator (Clean)This indicator tracks the rate of change in Federal Reserve reserve balances (WRESBAL) to visualize shifts in systemic liquidity. It measures how quickly reserves are expanding or contracting over a chosen lookback window (default 26 weeks), then smooths the result to highlight durable macro trends rather than short-term noise. Green = expanding reserves → liquidity easing → risk-asset support Red = contracting reserves → liquidity tightening → headwind for risk assets The oscillator is designed for macro context rather than short-term trading. It correlates strongly with major equity and credit cycles, often leading inflection points in the S&P 500 and Nasdaq by several weeks. Use it to identify transitions between QE (quantitative easing) and QT (quantitative tightening) regimes and to gauge the liquidity environment driving broad market behavior.
مؤشر Pine Script®
من ‎kWhDealer_‎
Alt buy signal 1H Entry + 4H Confirm (MACD + Stoch RSI + HMA)This indicator is a multi-timeframe (MTF) analysis tool designed for the ALT trading , capturing entry signals on the 1-hour (1H) timeframe and confirming trends on the 4-hour (4H) timeframe. It combines MACD, Stoch RSI, and Hull Moving Average (HMA) to identify precise buy opportunities, particularly at reversal points after a downtrend or during trend shifts. It visually marks both past and current BUY signals for easy reference. Key Features: 1H Entry Signal (Early Ping): Triggers on a MACD golden cross (below 0) combined with a Stoch RSI oversold cross (below 20), offering an initial buy opportunity. 4H Trend Confirmation (Entry Ready): Validates the trend with a 4H MACD histogram rising (in negative territory) or a golden cross, plus a Stoch RSI turn-up (above 30). Past BUY Display: Labels past data points where these conditions were met as "1H BUY" or "FULL BUY," facilitating backtesting. HMA Filter: Optional HMA(16) to confirm price breakouts, enhancing trend validation. Purpose: Ideal for short-term scalping and swing trading. Supports a two-step strategy: initial partial entry on 1H signals, followed by additional entry on 4H confirmation. Usage Instructions Installation: Add the indicator to an IMX/USDT 1H chart on TradingView. Signal Interpretation: lime "1H BUY": 1H conditions met, consider initial entry (stop-loss: 3-5% below recent low). green "FULL BUY": 1H+4H conditions met, confirm trend for additional entry (take-profit: 10% below recent swing high). Customization: Adjust TF (1H/4H), MACD/Stoch RSI parameters, and HMA usage via the input settings. Alert Setup: Enable alerts for "ENTRY READY" (1H+4H) or "EARLY PING" (1H only) conditions. Advantages Accuracy: Reduces false signals by combining MACD golden cross below 0 with Stoch RSI oversold conditions. Dual Confirmation: 1H for quick timing and 4H for trend validation, improving risk management. Visualization: Past BUY points enable easy backtesting and pattern recognition. Flexibility: 4H confirmation mode adjustable (histogram rise or golden cross). Limitations Timeframe Dependency: Optimized for 1H charts; may not work on other timeframes. Market Conditions: Potential whipsaws in sideways markets; additional filters (e.g., RSI > 50) recommended. Manual Management: Stop-loss and take-profit require user discretion.
مؤشر Pine Script®
من ‎coinmong‎
PTM System v1.8 (PF)PTM System Indicator v1.8: Enhanced Precision and Flexibility The PTM System Indicator is a powerful and comprehensive technical analysis tool designed to help traders make confident and effective trading decisions. By integrating multiple analysis strategies, the PTM System focuses on identifying clear market trends, filtering out noise, and presenting information in an easy-to-understand format, ensuring you don't miss critical market opportunities. Version 1.8 is a significant upgrade from version 1.6, focusing on enhancing trend identification accuracy and analytical flexibility to meet the needs of traders in all market conditions. ## Key Features of PTM System v1.8: ### 1. Multi-Factor Filtering: Intelligent Signal Filtering for Maximum Quality The PTM System features a Multi-Factor Filtering system that combines multi-dimensional analysis to deliver high-quality trading signals and significantly reduce false signals. This system includes: * **Price Action Filter:** Analyzes price behavior to confirm signal strength. * **Trend Filter (EMA):** Uses multiple Exponential Moving Averages (EMA-S, EMA-M, EMA-L) to accurately identify the main market trend. * **Momentum Filter (Stochastic):** Uses the Stochastic Oscillator to measure price momentum and identify Overbought/Oversold conditions. * **Sideway Filter (ADX):** Uses the Average Directional Index (ADX) to detect sideways or trendless market conditions. **Rationale for Integration:** The combination of these filters creates a synergistic system where each filter validates signals from the others, resulting in highly reliable trading signals. This adaptability allows the PTM System to perform effectively in various market conditions. ### 2. Smooth Heikin Ashi: Superior Trend Smoothing for Unmatched Clarity (New in v1.8) To address the common issue of frequent color changes in traditional Heikin Ashi during sideways markets, v1.8 introduces **Smooth Heikin Ashi**. This feature uses an EMA to smooth the Heikin Ashi values, providing a clearer and more continuous representation of the underlying trend. **Value and Benefit:** This feature offers a cleaner, more reliable view of the market trend, helping traders avoid sideways traps and focus on strong, sustained movements. ### 3. Ghost Signals: Unveiling Filtered Opportunities for Deeper Analysis (New in v1.8) **Ghost Signals** display potential trade setups that were filtered out by the Sideway and Trend filters. This provides deeper insight into how market conditions affect signal generation and helps experienced traders identify hidden opportunities. ### 4. Optimized Time Filter Start Time (New in v1.8) The default start time for the Time Filter has been adjusted to **20:00** for greater flexibility and better alignment with major trading session openings. ### 5. Auto RR Box: Disciplined Risk Management The Auto RR Box automatically displays Stop Loss (SL) and Take Profit (TP) levels on the chart, promoting disciplined risk management. ### 6. Comprehensive Customization PTM System is highly customizable, allowing traders to adjust filter settings, visual elements, and trading hours to fit their unique style. ## Why Every Trader Needs PTM System In a volatile and complex market, the PTM System provides a crucial edge. It combines in-depth analysis, intelligent filtering, and intuitive visualization to empower traders of all levels to navigate the market with greater efficiency and confidence. **Value of an Invite-Only Script:** The PTM System is not just a collection of basic indicators; it is a strategically integrated system that delivers high-quality, reliable signals. Its sophisticated filters and unique features like Smooth Heikin Ashi and Ghost Signals provide superior insight and control, justifying its value as a premium, invite-only tool. Upgrade your trading with the PTM System today!
مؤشر Pine Script®
من ‎Thethanaphat‎
Tunç ŞatıroğluTunç Şatıroğlu's Technical Analysis Suite Description: This comprehensive Pine Script indicator, inspired by the technical analysis teachings of Tunç Şatıroğlu, integrates six powerful TradingView indicators into a single, user-friendly suite for robust trend, momentum, and divergence analysis. Each component has been carefully selected and enhanced by beytun to improve functionality, performance, and visual clarity, aligning with Şatıroğlu's approach to technical analysis. The default configuration is meticulously set to match the exact settings of the individual indicators as used by Tunç Şatıroğlu in his training, ensuring authenticity and ease of use for followers of his methodology. Whether you're a beginner or an experienced trader, this suite provides a versatile toolkit for analyzing markets across multiple timeframes. Included Indicators: 1. WaveTrend with Crosses (by LazyBear, modified): A momentum oscillator that identifies overbought/oversold conditions and trend reversals with clear buy/sell signals via crosses and bar color highlights. 2. Kaufman Adaptive Moving Average (KAMA) (by HPotter, modified): A dynamic moving average that adapts to market volatility, offering a smoother trend-following signal. 3. SuperTrend (by Alex Orekhov, modified): A trend-following indicator that plots dynamic support/resistance levels with buy/sell signals and optional wicks for enhanced accuracy. 4. Nadaraya-Watson Envelope (by LuxAlgo, modified): A non-linear envelope that highlights potential reversals with customizable repainting options for smoother outputs. 5. Divergence for Many Indicators v4 (by LonesomeTheBlue, modified): Detects regular and hidden divergences across multiple indicators (MACD, RSI, Stochastic, CCI, Momentum, OBV, VWMA, CMF, MFI, and more) for early reversal signals. 6. Ichimoku Cloud (TradingView built-in, modified): A multi-faceted indicator for trend direction, support/resistance, and momentum, with enhanced visuals for the Kumo Cloud. Key Features: - Authentic Default Settings : Pre-configured to mirror the exact parameters used by Tunç Şatıroğlu for each indicator, ensuring alignment with his proven technical analysis approach. - Customizable Settings : Enable/disable individual indicators and fine-tune parameters to suit your trading style while retaining the option to revert to Şatıroğlu’s defaults. - Enhanced User Experience : Modifications improve visual clarity, performance, and usability, with options like repainting smoothing for Nadaraya-Watson and adjustable Ichimoku projection periods. - Multi-Timeframe Analysis : Combines trend-following, momentum, and divergence tools for a holistic view of market dynamics. - Alert Conditions : Built-in alerts for SuperTrend direction changes, buy/sell signals, and divergence detections to keep you informed. - Visual Clarity : Overlays (KAMA, SuperTrend, Nadaraya-Watson, Ichimoku) and pane-based indicators (WaveTrend, Divergences) are clearly distinguished, with customizable colors and styles. Notes: - The Nadaraya-Watson Envelope and Ichimoku Cloud may repaint in their default modes. Use the "Repainting Smoothing" option for Nadaraya-Watson or adjust Ichimoku settings to mitigate repainting if preferred. - Published under the MIT License, with components licensed under GPL-3.0 (SuperTrend), CC BY-NC-SA 4.0 (Nadaraya-Watson), MPL 2.0 (Divergence), and TradingView's terms (Ichimoku Cloud). Usage: Add this indicator to your TradingView chart to leverage Tunç Şatıroğlu’s exact indicator configurations out of the box. Customize settings as needed to align with your strategy, and use the combined signals to identify trends, reversals, and divergences. Ideal for traders following Şatıroğlu’s methodologies or anyone seeking a powerful, all-in-one technical analysis tool. Credits: Original authors: LazyBear, HPotter, Alex Orekhov, LuxAlgo, LonesomeTheBlue, and TradingView. Modifications and integration by beytun . License: Published under the MIT License, incorporating code under GPL-3.0, CC BY-NC-SA 4.0, MPL 2.0, and TradingView’s terms where applicable.
مؤشر Pine Script®
من ‎beytun‎
5
Nexus Drift | OquantOverview Nexus Drift is a consensus-based trend tool designed to identify potential long opportunities in trending markets by aggregating signals from multiple technical components. It generates a composite score from seven distinct trend-detection methods, triggering a "LONG" allocation when the score meets a predefined threshold, and shifting to "CASH" otherwise. The script also includes optional visualizations such as an equity curve and performance tables displaying key risk-adjusted metrics like Sharpe ratio, Sortino ratio, Omega ratio, maximum drawdown, and others for both the strategy and a buy-and-hold benchmark. This allows users to evaluate historical performance(remember past performance doesn’t guarantee future results) in a structured way. By combining diverse trend filters, the script aims to reduce noise and provide a more robust signal for trend-following approaches. Key Factors/Components The script incorporates seven complementary trend-detection components, each contributing to the overall consensus score: MAD Median LSMA: A least-squares moving average filtered through a median and adjusted with median absolute deviation bands for outlier resistance. Smoothed TEMA SD: A triple exponential moving average smoothed and bounded by standard deviation bands to capture trends without too much noise. Z-Scored ALMA: An Arnaud legoux moving average normalized into a Z-score for trend strength assessment. EMA Cross: A simple crossover between fast and slow exponential moving averages for basic trend direction. RSI MA: A moving average of the Relative Strength Index to confirm bullish momentum in trends on a smoothed basis. SMA SD SuperTrend: A SuperTrend variant using simple moving average and standard deviation for dynamic trailing levels. WMA MAD Bands: A weighted moving average with median absolute deviation bands for weighted trend tracking with volatility adjustment. How It Works The script calculates individual signals from each component, assigning a value of +1 for long conditions, -1 for cash. These are averaged into a composite score, which triggers a long allocation if it meets or exceeds a threshold (0.5), or shifts to cash if equal or below a cash threshold (0). This consensus approach helps filter out conflicting signals, emphasizing agreement across methods to potentially improve reliability in sustained trends. Historical equity is simulated starting from a user-defined date, incorporating daily returns only during long allocations. Performance metrics are computed using standard formulas (e.g., Sharpe as average return over standard deviation, annualized; Sortino focusing on downside deviation; Omega as the ratio of sum positive to sum negative returns). Tables update in real-time on bar close on the chart for quick reference, but all calculations are based on historical data and do not predict future outcomes. Recommended Use Cases This script is best suited for trend-following traders or investors focusing on assets with strong directional moves, such as cryptocurrencies on daily or other timeframes. The tool's design was to work well in different markets and timeframes. It performs optimally in markets exhibiting prolonged trends rather than ranging, where consensus may lag or produce fewer/false signals. It is not ideal for short-term scalping, mean-reversion strategies, or assets with low liquidity, as the components are tuned for trend persistence. Settings and Default Settings The script includes several inputs for customization: Strategy Start Date: Defines the backtesting start point (default: 1 Jan 2018). Use this to align with relevant historical periods, but note that shorter datasets may reduce metric reliability and also past performance doesn’t guarantee future results. Show Strategy Metrics Table: Toggles the display of a table with metrics like max drawdown, intra-trade max drawdown, Sharpe, Sortino, Omega, percent profitable, profit factor, trades, and net profit (default: true). Show Buy & Hold Table: Toggles a benchmark table with similar metrics for a passive buy-and-hold approach (default: true). Plot Equity Curve: Displays the simulated strategy equity line (default: false). Component-specific lengths and multipliers are fixed but chosen to balance responsiveness and smoothness across methods. The long threshold (0.5) requires the majority of the components to agree on a long signal. The script is optimized for daily crypto charts on trending assets, but tested on other timeframes/markets also. Conclusion Nexus Drift offers a structured way to gauge trend consensus through diversified components, providing actionable allocations and transparent metrics to support informed decision-making. By focusing on agreement across methods, it seeks to enhance trend detection while highlighting key performance metrics. ⚠️ Disclaimer: This indicator is intended for educational and informational purposes only. Trading/investing involves risk, and past performance does not guarantee future results. Always test and evaluate indicators/strategies before applying them in live markets. Use at your own risk.
مؤشر Pine Script®
من ‎oquant‎
Trendoman Indicator Trendoman "Trading Signals" indicator This is our first indicator that will give signals for buying and selling (With the possibility of setting (Alert). The indicator is optimized for the senior TF (1D and 4h). Signals are given automatically after the closing of the candle. This indicator combines oscillators (Stochastic, RSI, MACD), adds EMA (50,100,200) to determine the local and medium-term trend, and adds certain conditions (Formulas) to determine entry points and signal generation. This is the first version of the indicator, and it will be improved and updated. This indicator is provided for informational purposes only. Индикатор Trendoman "Торговые сигналы" What does it do and how to use it? This script was written for me, so I made it for my main timeframe, which is 1D. This is the timeframe I tested it on (Russian and US stock market) When adding the indicator to the chart, open the daily timeframe (1D). What will we see? ⚫️BUY or SELL signals on the chart. They appear after the closing of the trading day candlestick, therefore, as soon as you see this signal, you can open a trade (In the settings, you can use (Alert Notification) so that when the signal appears, a notification is triggered on a specific instrument. ⚫️Notification preparation "Prep" on the chart. THIS IS NOT A SIGNAL, it is a regular notification when the price enters the overbought or oversold zone. We use this to set Take-Profit and Stop-lose, as well as to understand that it is dangerous to buy in the overbought zone, and to sell in the oversold zone. If you do not need them, you can disable them in the settings. ⚫️The line in the middle. This is a moving average, which shows the direction of the trend (In the settings Stop-lose and Take-Profit Trying to build into this indicator the ability to automatically set Stop-lose and Take-Profit did not lead to anything. The main problems are completely different situations at the time of the signal (Mathematically it is not calculated). Have to count yourself. To set Stop-lose after the signal. 1. Look at the previous local minimum (If the signal is to buy or local maximum (If the signal is to sell). It can be the body of a candle, the shadow of a candle, or a specific level. The stop is always placed below this level, range, or local minimum or maximum. To set the Take-Profit after the signal is given. There are several options. 1. Mark the levels. Look at an important support or resistance range, fix part of the position at the level, and set the stop for the remainder at breakeven (Entry Price) 2. Make a risk of 1 to 1. If you do not define levels and markup well, then after changing the Stop-lose, you can put the first take on the same%. Example: Stop-lose и Take-Profit When you can't open a position EVEN if the indicator shows a signal. ⚫️ If the indicator shows a signal (BAY or SELL), and the signal candle or the previous one opens with a gap. CANCELLED SIGNAL. ⚫️ If the signal candle has a large impulse (down or up). It's very easy to check, take the last 10 candles, if it's higher than the average, it's better to skip this signal (long stop) ⚫️Illiquid instruments. The second and third echelons are often pumped by market participants. Indicators and candles do not work stably. Do not trade illiquid instruments using this indicator. Risk management. As noted above, it is impossible to calculate the exact Stop-lose and Take-Profit mathematically, as each situation is unique (levels, highs, lows, slopes, etc. differ). If you see that your Take-Profit is less than your Stop-lose, it is best to ignore such a trade (depending on your risk tolerance). Try to open trades where the Take-Profit is greater than the Stop-lose.
مؤشر Pine Script®
من ‎TrendoBIT‎
76
Diabolos Long What the strategy tries to do It looks for RSI dips into oversold, then waits for RSI to recover above a chosen level before placing a limit buy slightly below the current price. If the limit doesn’t fill within a few bars, it cancels it. Once in a trade, it sets a fixed take-profit and stop-loss. It can pyramid up to 3 entries. Step-by-step 1) Inputs you control RSI Length (rsiLen), Oversold level (rsiOS), and a re-entry threshold (rsiEntryLevel) you want RSI to reach after oversold. Entry offset % (entryOffset): how far below the current close to place your limit buy. Cancel after N bars (cancelAfterBars): if still not filled after this many bars, the limit order is canceled. Risk & compounding knobs: initialRisk (% of equity for first order), compoundRate (% to artificially grow the equity base after each signal), plus fixed TP% and SL%. 2) RSI logic (arming the setup) It calculates rsi = ta.rsi(close, rsiLen). If RSI falls below rsiOS, it sets a flag inOversold := true (this “arms” the next potential long). A long signal (longCondition) happens only when: inOversold is true (we were oversold), RSI comes back above rsiOS, and RSI is at least rsiEntryLevel. So: dip into OS → recover above OS and to your threshold → signal fires. 3) Placing the entry order When longCondition is true: It computes a limit price: close * (1 - entryOffset/100) (i.e., below the current bar’s close). It sizes the order as positionRisk / close, where: positionRisk starts as accountEquity * (initialRisk/100). accountEquity was set once at script start to strategy.equity. It places a limit long: strategy.order("Long Entry", strategy.long, qty=..., limit=limitPrice). It then resets inOversold := false (disarms until RSI goes oversold again). It remembers the bar index (orderBarIndex := bar_index) so it can cancel later if unfilled. Important nuance about “compounding” here After signaling, it does: compoundedEquity := compoundedEquity * (1 + compoundRate/100) positionRisk := compoundedEquity * (initialRisk/100) This means your future order sizes grow by a fixed compound rate every time a signal occurs, regardless of whether previous trades won or lost. It’s not tied to actual PnL; it’s an artificial growth curve. Also, accountEquity was captured only once at start, so it doesn’t automatically track live equity changes. 4) Auto-cancel the limit if it doesn’t fill On each bar, if bar_index - orderBarIndex >= cancelAfterBars, it does strategy.cancel("Long Entry") and clears orderBarIndex. If the order already filled, cancel does nothing (there’s nothing pending with that id). Behavioral consequence: Because you set inOversold := false at signal time (not on fill), if a limit order never fills and later gets canceled, the strategy will not fire a new entry until RSI goes below oversold again to re-arm. 5) Managing the open position If strategy.position_size > 0, it reads the avg entry price, then sets: takeProfitPrice = avgEntryPrice * (1 + exitGainPercentage/100) stopLossPrice = avgEntryPrice * (1 - stopLossPercentage/100) It places a combined exit: strategy.exit("TP / SL", from_entry="Long Entry", limit=takeProfitPrice, stop=stopLossPrice) With pyramiding=3, multiple fills can stack into one net long position. Using the same from_entry id ties the TP/SL to that logical entry group (not per-layer). That’s OK in TradingView (it will manage TP/SL for the position), but you don’t get per-layer TP/SL. 6) Visuals & alerts It plots a green triangle under the bar when the long signal condition occurs. It exposes an alert you can hook to: “Покупка при достижении уровня”. A quick example timeline RSI drops below rsiOS → inOversold = true (armed). RSI rises back above rsiOS and reaches rsiEntryLevel → signal. Strategy places a limit buy a bit below current price. 4a) If price dips to fill within cancelAfterBars, you’re long. TP/SL are set as fixed % from avg entry. 4b) If price doesn’t dip enough, after N bars the limit is canceled. The system won’t re-try until RSI becomes oversold again. Key quirks to be aware of Risk sizing isn’t PnL-aware. accountEquity is frozen at start, and compoundedEquity grows on every signal, not on wins. So size doesn’t reflect real equity changes unless you rewrite it to use strategy.equity each time and (optionally) size by stop distance. Disarm on signal, not on fill. If a limit order goes stale and is canceled, the system won’t try again unless RSI re-enters oversold. That’s intentional but can reduce fills. Single TP/SL id for pyramiding. Works, but you can’t manage each add-on with different exits.
استراتيجية Pine Script®
من ‎traderhub‎
RSI: chart overlay This indicator maps RSI thresholds directly onto price. Since the EMA of price aligns with RSI’s 50-line, it draws a volatility-based band around the EMA to reveal levels such as 70 and 30. By converting RSI values into visible price bands, the overlay lets you see exactly where price would have to move to hit traditional RSI boundaries. These bands adapt in real time to both price movement and market volatility, keeping the classic RSI logic intact while presenting it in the context of price action. This approach helps traders interpret RSI signals without leaving the main chart window. The calculation uses the same components as the RSI: alternative derivation script: Wilder’s EMA for smoothing, a volatility-based unit for scaling, and a normalization factor. The result is a dynamic band structure on the chart, representing RSI boundary levels in actual price terms. Key components and calculation breakdown: Wilder’s EMA Used as the anchor point for measuring price position. myEMA = ta.rma(close, Length) Volatility Unit Derived from the EMA of absolute close-to-close price changes. CC_vol = ta.rma(math.abs(close - close ), Length) Normalization Factor Scales the volatility unit to align with the RSI formula’s structure. normalization_factor = 1 / (Length - 1) Upper and Lower Boundaries Defines price bands corresponding to selected RSI threshold values. up_b = myEMA + ((upper - 50) / 50) * (CC_vol / normalization_factor) down_b = myEMA - ((50 - lower) / 50) * (CC_vol / normalization_factor) Inputs RSI length Upper boundary – RSI level above 50 Lower boundary – RSI level below 50 ON/OFF toggle for 50-point line (EMA of close prices) ON/OFF toggle for overbought/oversold coloring (use with line chart) Interpretation: Each band on the chart represents a chosen RSI level. When price touches a band, RSI is at that threshold. The distance between moving average and bands adjusts automatically with volatility and your selected RSI length. All calculations remain fully consistent with standard RSI values. Feedback and code suggestions are welcome, especially regarding implementation efficiency and customization.
مؤشر Pine Script®
من ‎AdaptiveRSI‎
6
LBR 3/10 'Sardine' Oscillator (ATR-Normalized)LBR 3/10 Oscillator - Short-Term Momentum Indicator The LBR 3/10 "Sardine" Oscillator is a short-term momentum indicator developed by Linda Bradford Raschke. This ATR-normalized version provides cross-market comparability and consistent extreme levels across all timeframes and asset classes. What is the LBR 3/10 Oscillator? The LBR 3/10 is designed to capture very short-term momentum shifts by measuring the difference between a 3-period and 10-period moving average. Named after Linda Bradford Raschke's "Trading Sardines" book, this oscillator excels at identifying rapid momentum changes and potential reversal points. Formula: / ATR(10) × 100 Where MA can be either Simple Moving Average (SMA) or Exponential Moving Average (EMA). Why ATR Normalization? Problem with Traditional Oscillators: Traditional momentum oscillators produce values that vary dramatically across different markets and time periods. A reading of 5 might be extreme for one asset but insignificant for another. Solution: ATR normalization divides the raw momentum value by the Average True Range, creating standardized readings that are: Comparable Across Markets: Same interpretation whether analyzing stocks, forex, commodities, or crypto Comparable Across Time: Readings maintain consistent meaning regardless of price levels Universal Extreme Levels: The ±125 levels work consistently across all assets and timeframes Statistical Research Extensive statistical analysis across multiple markets identified the ±125 extreme levels: +125 Level: Reached approximately 4% of the time (extreme bullish momentum) -125 Level: Reached approximately 2% of the time (extreme bearish momentum) These statistically-validated levels provide objective definitions for overbought and oversold conditions, eliminating subjective interpretation. Key Features Core Components LBR 3/10 Line: Main oscillator showing normalized short-term momentum Signal Line: Smoothed moving average of the oscillator (default: 9-period) Extreme Levels: Horizontal lines at ±125 marking statistical extremes Zero Line: Separates bullish and bearish momentum regimes Visual Elements Blue Line: LBR 3/10 oscillator (main momentum line) Red Line: Signal line (smoothed moving average of oscillator) Fill Area: Light blue shaded region between oscillator and signal line Background Zones: Light red (overbought above +125) or light green (oversold below -125) Horizontal Lines: Gray dashed lines at +125, -125, and 0 (zero line solid) Divergence Markers: Green/red circles marking price/oscillator divergences Signal Crosses: Small green/red triangles marking oscillator/signal line crossovers Pullback Markers: Yellow diamond shapes with white "↑PB" or "↓PB" text for first pullback signals Std Dev Bands: Orange circles marking statistical extreme levels (optional, disabled by default) Advanced Features MA Type Selection: Choose between SMA or EMA for both oscillator and signal line Standard Deviation Bands: Optional adaptive extreme levels based on statistical volatility Pullback Detection: Identifies high-probability counter-trend entries during established trends First Pullback Filter: Noise reduction system that highlights initial pullback after trend change Trading Applications 1. Extreme Level Reversals When the oscillator reaches ±125, it indicates stretched momentum conditions: Above +125: Overbought - watch for bearish reversal signals Below -125: Oversold - watch for bullish reversal signals 2. Signal Line Crossovers Bullish Cross: Oscillator crosses above signal line (momentum shift up) Bearish Cross: Oscillator crosses below signal line (momentum shift down) 3. Zero Line Crosses Signal line crossing zero indicates trend regime changes: Cross Above 0: Transition to bullish trend Cross Below 0: Transition to bearish trend 4. Divergence Trading Bullish Divergence: Price makes lower low, oscillator makes higher low Bearish Divergence: Price makes higher high, oscillator makes lower high Best used in combination with other momentum indicators for confirmation 5. Pullback Strategy (High-Probability Setup) Uptrend Pullback: Signal line positive + oscillator crosses below (buy opportunity) Downtrend Pullback: Signal line negative + oscillator crosses above (sell opportunity) First Pullback: Initial counter-trend signal after trend change (highest probability) 6. "Anti" Setup Linda Bradford Raschke's classic setup: Wait for extreme reading (±125) Enter on first pullback signal in opposite direction Captures momentum exhaustion reversals Comprehensive Alert System Extreme Level Alerts Crossed above +125 (overbought) Crossed below -125 (oversold) Divergence Alerts Bullish divergence detected Bearish divergence detected Signal Cross Alerts Bullish cross (oscillator above signal) Bearish cross (oscillator below signal) Trend Change Alerts Signal line crossed above zero (trend change to bullish) Signal line crossed below zero (trend change to bearish) Pullback Alerts Pullback in uptrend (potential buy) Pullback in downtrend (potential sell) FIRST pullback in uptrend (high-probability buy) FIRST pullback in downtrend (high-probability sell) Settings & Parameters LBR 3/10 Settings Fast MA Length: Short-term period (default: 3) Slow MA Length: Baseline period (default: 10) ATR Length: Volatility normalization period (default: 10) MA Type: SMA or EMA selection Extreme High Level: Overbought threshold (default: 125) Extreme Low Level: Oversold threshold (default: -125) Signal Line Show Signal Line: Enable/disable display (default: true) Signal Line Length: Smoothing period (default: 9) Divergence Detection Show Divergences: Enable/disable detection (default: true) Divergence Lookback: Pivot detection period (default: 5) Standard Deviation Bands Show Std Dev Bands: Enable/disable adaptive levels (default: false) Std Dev Multiplier: Band width adjustment (default: 1.5) Std Dev Length: Calculation period (default: 100) Best Practices Trending Markets Focus on pullback signals in direction of trend Use first pullback filter for highest-probability entries Watch for extreme levels as profit-taking zones Ranging Markets Trade reversals at extreme levels (±125) Use divergences with additional momentum indicator confirmation Avoid signal line crosses near zero (low-quality signals) Multi-Timeframe Analysis Higher timeframe: Identify trend direction (signal line above/below zero) Lower timeframe: Time precise entries using pullback signals Confirmation: Use additional momentum indicators for signal validation Risk Management Reduce position size at extreme levels (increased reversal risk) Use ATR-based stops (e.g., 2× ATR from entry) Exit on opposite extreme level or signal line zero cross Chart Legend - Visual Signal Guide Lines and Fills 🔵 Blue Line: LBR 3/10 oscillator value 🔴 Red Line: Signal line (9-period MA of oscillator) 💠 Light Blue Fill: Area between oscillator and signal line (visual momentum gauge) Background Colors 🟥 Light Red Background: Extreme overbought zone (LBR > +125) 🟩 Light Green Background: Extreme oversold zone (LBR < -125) Horizontal Reference Lines ➖ +125 (Gray Dashed): Overbought extreme level ➖ 0 (Gray Solid): Zero line - trend separator ➖ -125 (Gray Dashed): Oversold extreme level Signal Markers 🟢 Green Circle: Bullish divergence detected (price lower low, oscillator higher low) 🔴 Red Circle: Bearish divergence detected (price higher high, oscillator lower high) ▲ Green Triangle Up: Bullish signal cross (oscillator crosses above signal line) ▼ Red Triangle Down: Bearish signal cross (oscillator crosses below signal line) Yellow Diamond "↑PB": First pullback in uptrend (high-probability buy setup) Yellow Diamond "↓PB": First pullback in downtrend (high-probability sell setup) Combining with MACD-V+ Indicator LBR 3/10 and MACD-V+ work together as a powerful two-timeframe momentum system: Indicator Roles MACD-V+: Strategic direction (12-26 period) - identifies market regime and lifecycle state LBR 3/10: Tactical timing (3-10 period) - pinpoints precise entry and exit moments Key Principles Strategic Filter: MACD-V+ determines IF you should trade (market regime) Tactical Timing: LBR 3/10 determines WHEN to enter (precise timing) Confirmation Reduces Risk: Trade only when both indicators agree Respect Lifecycle Changes: Exit when MACD-V+ state changes against your position Methodology The LBR 3/10 indicator implements statistical analysis and volatility normalization techniques to create a universal short-term momentum tool. This approach enables consistent interpretation across all markets and timeframes. The indicator implements: ATR-based normalization for cross-market comparability Statistical extreme level validation (±125 levels) Noise reduction through first pullback filtering Dual MA type support (SMA/EMA) for flexibility Standard deviation bands for adaptive threshold levels LBR 3/10 provides traders with a precise tool for short-term momentum analysis and tactical entry timing. Combined with proper risk management and multi-timeframe analysis, it offers objective signals for both trend-following and reversal trading strategies. This indicator is designed for educational and analytical purposes. Past performance does not guarantee future results. Always conduct thorough research and consider consulting with financial professionals before making investment decisions.
مؤشر Pine Script®
من ‎audrius_exe‎
2
Aggregated Scores Oscillator [Alpha Extract]A sophisticated risk-adjusted performance measurement system that combines Omega Ratio and Sortino Ratio methodologies to create a comprehensive market assessment oscillator. Utilizing advanced statistical band calculations with expanding and rolling window analysis, this indicator delivers institutional-grade overbought/oversold detection based on risk-adjusted returns rather than traditional price movements. The system's dual-ratio aggregation approach provides superior signal accuracy by incorporating both upside potential and downside risk metrics with dynamic threshold adaptation for varying market conditions. 🔶 Advanced Statistical Framework Implements dual statistical methodologies using expanding and rolling window calculations to create adaptive threshold bands that evolve with market conditions. The system calculates cumulative statistics alongside rolling averages to provide both historical context and current market regime sensitivity with configurable window parameters for optimal performance across timeframes. 🔶 Dual Ratio Integration System Combines Omega Ratio analysis measuring excess returns versus deficit returns with Sortino Ratio calculations focusing on downside deviation for comprehensive risk-adjusted performance assessment. The system applies configurable smoothing to both ratios before aggregation, ensuring stable signal generation while maintaining sensitivity to regime changes. // Omega Ratio Calculation Excess_Return = sum((Daily_Return > Target_Return ? Daily_Return - Target_Return : 0), Period) Deficit_Return = sum((Daily_Return < Target_Return ? Target_Return - Daily_Return : 0), Period) Omega_Ratio = Deficit_Return ≠ 0 ? (Excess_Return / Deficit_Return) : na // Sortino Ratio Framework Downside_Deviation = sqrt(sum((Daily_Return < Target_Return ? (Daily_Return - Target_Return)² : 0), Period) / Period) Sortino_Ratio = (Mean_Return / Downside_Deviation) * sqrt(Annualization_Factor) // Aggregated Score Aggregated_Score = SMA(Omega_Ratio, Omega_SMA) + SMA(Sortino_Ratio, Sortino_SMA) 🔶 Dynamic Band Calculation Engine Features sophisticated threshold determination using both expanding historical statistics and rolling window analysis to create adaptive overbought/oversold levels. The system incorporates configurable multipliers and sensitivity adjustments to optimize signal timing across varying market volatility conditions with automatic band convergence logic. 🔶 Signal Generation Framework Generates overbought conditions when aggregated score exceeds adjusted upper threshold and oversold conditions below lower threshold, with neutral zone identification for range-bound markets. The system provides clear binary signal states with background zone highlighting and dynamic oscillator coloring for intuitive market condition assessment. 🔶 Enhanced Visual Architecture Provides modern dark theme visualization with neon color scheme, dynamic oscillator line coloring based on signal states, and gradient band fills for comprehensive market condition visualization. The system includes zero-line reference, statistical band plots, and background zone highlighting with configurable transparency levels. snapshot 🔶 Risk-Adjusted Performance Analysis Utilizes target return parameters for customizable risk assessment baselines, enabling traders to evaluate performance relative to specific return objectives. The system's focus on downside deviation through Sortino analysis provides superior risk-adjusted signals compared to traditional volatility-based oscillators that treat upside and downside movements equally. 🔶 Multi-Timeframe Adaptability Features configurable calculation periods and rolling windows to optimize performance across various timeframes from intraday to long-term analysis. The system's statistical foundation ensures consistent signal quality regardless of timeframe selection while maintaining sensitivity to market regime changes through adaptive band calculations. 🔶 Performance Optimization Framework Implements efficient statistical calculations with optimized variable management and configurable smoothing parameters to balance responsiveness with signal stability. The system includes automatic band adjustment mechanisms and rolling window management for consistent performance across extended analysis periods. This indicator delivers sophisticated risk-adjusted market analysis by combining proven statistical ratios in a unified oscillator framework. Unlike traditional overbought/oversold indicators that rely solely on price movements, the ASO incorporates risk-adjusted performance metrics to identify genuine market extremes based on return quality rather than price volatility alone. The system's adaptive statistical bands and dual-ratio methodology provide institutional-grade signal accuracy suitable for systematic trading approaches across cryptocurrency, forex, and equity markets with comprehensive visual feedback and configurable risk parameters for optimal strategy integration.
مؤشر Pine Script®
من ‎AlphaExtract‎
2
MACD-V+MACD-V+ Indicator - Advanced Momentum Analysis The MACD-V+ indicator is an enhanced version of the volatility-normalized MACD methodology developed by Alex Spiroglou. This approach addresses critical limitations of traditional MACD through ATR-based volatility normalization, providing comparable values across time and markets. What is MACD-V? MACD-V applies Average True Range (ATR) normalization to traditional MACD, creating a universal momentum indicator that works consistently across all markets and timeframes. The methodology was developed through extensive statistical research analyzing multiple markets and timeframes. Formula: × 100 This normalization transforms MACD from price-dependent values into standardized momentum readings. Traditional MACD Limitations Limitation 1: Non-Comparable Values Across Time Traditional MACD values cannot be compared across different time periods due to varying price levels. S&P 500 maximum MACD was 1.56 in 1957-1971, but reached 86.31 in 2019-2021 - not indicating 55x stronger momentum, but simply different price scales. Solution: MACD-V provides comparable historical values where a reading of 100 today has the same mathematical meaning as 100 in any previous period. Limitation 2: Non-Comparable Across Markets Traditional MACD cannot compare momentum between different assets. S&P 500 MACD of 65 versus EUR/USD MACD of -0.5 reflects price differences, not relative strength. Solution: MACD-V creates universal levels that work across all markets. The ±150 extreme levels apply consistently whether analyzing stocks, bonds, commodities, or currencies. Limitation 3: No Objective Momentum System Traditional MACD lacks universal overbought or oversold level definitions, making systematic analysis difficult. Solution: MACD-V provides an objective 7-stage momentum lifecycle system with clearly defined zones and state transitions. Limitation 4: Signal Line False Signals In low momentum environments, traditional MACD generates multiple false signals as the line oscillates near zero. Solution: MACD-V filters signal quality by identifying neutral zones (-50 to +50) where signal reliability is lower. Limitation 5: Signal Line Timing Lag During extreme momentum, traditional MACD signal line lags significantly due to large separation from the MACD line. Solution: MACD-V anticipates timing issues in extreme momentum environments (±150) through zone-based analysis and lifecycle states. Universal Application MACD-V+ works across: Individual Stocks Forex Pairs Commodity Futures Cryptocurrencies All Timeframes Key Features Zone System Overbought Zone: Above +150 (extreme bullish momentum) Rally Zone: +50 to +150 (strong bullish momentum) Ranging Zone: -50 to +50 (neutral/low momentum) Rebound Zone: -50 to -150 (strong bearish momentum) Oversold Zone: Below -150 (extreme bearish momentum) 7-Stage Lifecycle States Ranging: Neutral momentum in -50 to +50 zone Rallying: Rally zone + MACD above Signal + rising momentum Overbought: Extreme zone above +150 Retracing: Rally zone + MACD below Signal (pullback from overbought) Reversing: Rebound zone + MACD below Signal + falling momentum Oversold: Extreme zone below -150 Rebounding: Rebound zone + MACD above Signal (recovery from oversold) Visual Status Display Real-Time State Table: Shows current lifecycle state name Color-Coded States: Blue (Rallying/Rebounding), Red (Overbought/Oversold), Orange (Retracing/Reversing), Gray (Ranging) Strength Multiplier: Live histogram strength indicator (e.g., "x 1.45") Enhanced Features (Plus) Absolute Histogram MA: ATR-length moving average of absolute histogram values for strength measurement Direction-Aware Display: MA line follows histogram sign (positive above 0, negative below 0) Strength Multiplier: Current momentum vs. average strength ratio (always positive value) Histogram Extreme Levels: Short-term overbought/oversold (±40) for pullback detection Chart Legend - Visual Signal Guide Lines and Histogram 🔵 Blue Line: MACD-V value (ATR-normalized momentum) 🟠 Orange Line: Signal line (9-period EMA of MACD-V) 📊 Histogram Bars: MACD-V minus Signal line (momentum differential) Histogram Colors: Green shades (positive momentum), Red shades (negative momentum) 🟡 Yellow Line: Dynamic MA of absolute histogram values (follows histogram sign) Background Colors 🟥 Light Red Background: Extreme overbought zone (MACD-V > +150) 🟩 Light Green Background: Extreme oversold zone (MACD-V < -150) Horizontal Reference Lines ➖ +150 (Gray Dashed): Overbought extreme level ➖ +50 (Gray Dashed): Rally zone entry level ➖ 0 (Gray Solid): Zero line - trend separator ➖ -50 (Gray Dashed): Rebound zone entry level ➖ -150 (Gray Dashed): Oversold extreme level Optional Histogram Levels ➖ +40 (Yellow Dashed): Histogram short-term overbought ➖ -40 (Yellow Dashed): Histogram short-term oversold Status Table 📋 Top-Center Table: Current lifecycle state display State Name: RANGING / RALLYING / OVERBOUGHT / RETRACING / REVERSING / OVERSOLD / REBOUNDING Histogram Warning: Short-term overbought/oversold alerts (±40 levels) State Label 📊 Label at MACD/Signal Midpoint: Current lifecycle state with strength analysis State Name: RANGING / RALLYING / OVERBOUGHT / RETRACING / REVERSING / OVERSOLD / REBOUNDING Strength Multiplier Interpretation: - Strong acceleration (>1.75): Powerful momentum, trend continuation likely - Moderate progression (1.25-1.75): Normal trend strength - Trend continuation (0.75-1.25): Stable momentum near average - Watch for reversal (0.25-0.75): Weakening momentum - Trend exhaustion (<0.25): Very weak momentum, reversal possible Trading Applications 1. Lifecycle State Trading Enter Long: When state changes to "RALLYING" (strong bullish momentum established) Enter Short: When state changes to "REVERSING" (strong bearish momentum established) Exit/Reduce: When state reaches "OVERBOUGHT" or "OVERSOLD" (extreme levels) Avoid Trading: When state is "RANGING" (low momentum, unreliable signals) 2. Zone-Based Trading Rally Zone (+50 to +150): Look for pullback entries (histogram dips) Rebound Zone (-50 to -150): Look for bounce entries (histogram rises) Extreme Zones (±150+): Prepare for reversal or take profits Ranging Zone (-50 to +50): Wait for breakout confirmation 3. Signal Line Crossovers Bullish Cross: MACD-V crosses above Signal line (momentum shift up) Bearish Cross: MACD-V crosses below Signal line (momentum shift down) Quality Filter: Trust crossovers in Rally/Rebound zones, ignore in Ranging zone 4. Zero Line Crosses Cross Above 0: Transition to bullish regime Cross Below 0: Transition to bearish regime Trend Confirmation: Strong trends keep MACD-V on same side of zero 5. Histogram Extreme Strategy Above +40: Short-term overbought - potential pullback Below -40: Short-term oversold - potential bounce Use with Trend: Buy dips to -40 in uptrend, sell rallies to +40 in downtrend 6. Strength Multiplier Analysis > 1.75: Strong acceleration - powerful momentum, trend continuation highly likely 1.25 to 1.75: Moderate progression - normal healthy trend strength 0.75 to 1.25: Trend continuation - stable momentum near average strength 0.25 to 0.75: Watch for reversal - momentum weakening significantly < 0.25: Trend exhaustion - very weak momentum, reversal possible Comprehensive Alert System Lifecycle State Change Alerts Range Entered (low momentum warning) Rally Started (bullish momentum established) Overbought Reached (extreme bullish level) Overbought Exit (leaving extreme zone) Retracing Started (pullback from overbought) Reversal Started (bearish momentum established) Oversold Reached (extreme bearish level) Oversold Exit (leaving extreme zone) Rebounding Started (recovery from oversold) Alert Builder Integration Binary outputs (1/0) for external alert systems: Individual state flags for each of 7 lifecycle states Strength multiplier value for programmatic trend assessment Settings & Parameters MACD Configuration MACD Fast: Fast EMA period (default: 12) MACD Slow: Slow EMA period (default: 26) Signal Line: Signal smoothing period (default: 9) Source: Price source (default: Close) Zone Boundaries Overbought: Extreme bullish level (default: 150) Oversold: Extreme bearish level (default: -150) Rally: Strong bullish zone entry (default: 50) Rebound: Strong bearish zone entry (default: -50) Histogram Bounds Histogram OB: Short-term overbought (default: 40) Histogram OS: Short-term oversold (default: -40) Trend Filters MA Type: Histogram strength MA calculation method (None / SMA / EMA) Show Elder Impulse Plus: Bar color system based on EMA(13) + histogram direction 200 EMA trend: Trend Filter v1 - Bull/Bear classification (adaptive MACD-V levels) 50/200 EMA 6-stage: Trend Filter v2 - Chuck Dukas Diamond 6-stage market classification Best Practices Trending Markets Focus on "RALLYING" or "REVERSING" states for entries Use histogram pullbacks (±40) for position additions Monitor strength multiplier - exit if drops below 0.25 Take profits in extreme zones (±150+) Yellow MA crossing histogram warns of momentum shift Ranging Markets Avoid trading when state is "RANGING" Wait for clear zone entry (Rally/Rebound zone) Use shorter timeframes for precision Reduce position sizes due to lower reliability Multi-Timeframe Analysis Higher timeframe: Identify market regime (lifecycle state) Lower timeframe: Time precise entries (histogram pullbacks) Alignment: Trade only when both timeframes agree on direction Risk Management Reduce position size in extreme zones (±150+) Use lifecycle state changes for stop-loss placement Scale out of positions when strength multiplier < 0.25 Avoid counter-trend trades in strong states (RALLYING/REVERSING) Watch yellow MA - when it crosses below histogram absolute value, momentum weakening Combining with LBR 3/10-V Indicator MACD-V+ and LBR 3/10-V create a powerful two-timeframe momentum system for strategic direction and tactical timing. Strategic Filter: MACD-V+ determines WHETHER to trade (market regime) Tactical Precision: LBR 3/10-V determines WHEN to enter (timing) Double Confirmation: Both indicators must agree on direction Lifecycle Management: Exit when MACD-V+ state changes Strength Validation: Use MACD-V+ multiplier for position sizing Extreme Respect: Both hitting extremes = high reversal probability Methodology MACD-V methodology is based on volatility normalization using Average True Range (ATR). This approach transforms traditional MACD into a universal momentum indicator with statistically-validated zones and objectively-defined states. The indicator implements: ATR-based normalization for cross-market comparability Statistical analysis for universal zone definitions (±150, ±50) Lifecycle state system for objective trend identification Absolute histogram MA with direction-aware visualization (ATR-length period) Strength multiplier: ratio of current to average absolute momentum (always positive) Dynamic status table adapting to active trend filters MACD-V+ transforms momentum analysis from subjective interpretation into objective, quantifiable measurements. Combined with LBR 3/10-V for tactical timing, it provides a complete framework for systematic trading across all financial markets and timeframes. This indicator is designed for educational and analytical purposes. Past performance does not guarantee future results. Always conduct thorough research and consider consulting with financial professionals before making investment decisions.
مؤشر Pine Script®
من ‎audrius_exe‎
1
Trend/Range Composite (Single-Line) v1.4🔹 Step 1: Add it to your chart Copy the whole script. In TradingView → Pine Editor → paste it. Click Add to chart. It will show a white line in a subwindow, plus thresholds at 40 and 60, and a colored background. Optional: You’ll see a status box (top-right of chart) with details like ADX, ATR, slope, etc. 🔹 Step 2: Understand the Score The indicator compresses all signals into a 0–100 “Trend Strength Score”: ≥ 60 = TREND (teal background) → Market is trending, consider trend strategies like vertical spreads, runners, breakouts. ≤ 40 = RANGE (orange background) → Market is choppy/sideways, consider range strategies like butterflies, condors, mean-reversion fades. 40–60 = MIXED (gray background) → Indecision / chop. Best to reduce size or wait for clarity. 🔹 Step 3: Use with Your Trading Plan Intraday (5m, 15m, 30m) Score < 40 → play support/resistance bounces, fade extremes. Score > 60 → play momentum breakouts or pullback continuations. Daily chart Good for swing context (is this month trending or just chopping?). 🔹 Step 4: Alerts You can set TradingView alerts: Cross above 60 → market entering trend mode. Cross below 40 → market entering range mode. Useful if you don’t want to watch constantly. 🔹 Step 5: Confirm with Price Levels The score tells you “trend vs range”, but you still need levels: If score < 40 → mark PDH / PDL (previous day high/low), VAH/VAL, VWAP. Expect rejections/fades. If score > 60 → watch for breakouts beyond PDH/PDL or supply/demand zones.
مؤشر Pine Script®
من ‎somberTruffle15943‎
MFx Radar (Money Flow x-Radar)Description: MFx Radar is a precision-built multi-timeframe analysis tool designed to identify high-probability trend shifts and accumulation/distribution events using a combination of WaveTrend dynamics, normalized money flow, RSI, BBWP, and OBV-based trend biasing. Multi-Timeframe Trend Scanner Analyze trend direction across 5 customizable timeframes using WaveTrend logic to produce a clear trend consensus. Smart Money Flow Detection Adaptive hybrid money flow combines CMF and MFI, normalized across lookback periods, to pinpoint shifts in accumulation or distribution with high sensitivity. Event-Based Labels & Alerts Minimalist "Accum" and "Distr" text labels appear at key inflection points, based on hybrid flow flips — designed to highlight smart money moves without clutter. Trigger & Pattern Recognition Built-in logic detects anchor points, trigger confirmations, and rare "Snake Eye" formations directly on WaveTrend, enhancing trade timing accuracy. Visual Dashboard Table A real-time table provides score-based insight into signal quality, trend direction, and volume behavior, giving you a full picture at a glance. MFx Radar helps streamline discretionary and system-based trading decisions by surfacing key confluences across price, volume, and momentum all while staying out of your way visually. How to Use MFx Radar MFx Radar is a multi-timeframe market intelligence tool designed to help you spot trend direction, momentum shifts, volume strength, and high-probability trade setups using confluence across price, flow, and timeframes. Where to find settings To see the full visual setup: After adding the script, open the Settings gear. Go to the Inputs tab and enable: Show Trigger Diamonds Show WT Cross Circles Show Anchor/Trigger/Snake Eye Labels Show Table Show OBV Divergence Show Multi-TF Confluence Show Signal Score Then, go to the Style tab to adjust colors and fills for the wave plots and hybrid money flow. (Use published chart as a reference.) What the Waves and Colors Mean Blue WaveTrend (WT1 / WT2). These are the main momentum waves. WT1 > WT2 = bullish momentum WT1 < WT2 = bearish momentum Above zero = bullish bias Below zero = bearish bias When WT1 crosses above WT2, it often marks the beginning of a move — these are shown as green trigger diamonds. VWAP-MACD Line The yellow fill helps spot volume-based momentum. Rising = trend acceleration Use together with BBWP (bollinger band width percentile) and hybrid money flow for confirmation. Hybrid Money Flow Combines CMF and MFI, normalized and smoothed. Green = accumulation Red = distribution Transitions are key — especially when price moves up, but money flow stays red (a divergence warning). This is useful for spotting fakeouts or confirming smart money shifts. Orange Vertical Highlights Shows when price is rising, but money flow is still red. Often a sign of hidden distribution or "exit pump" behavior. Table Dashboard (Bottom-Right) BBWP (Volatility Pulse) When BBWP is low (<20), it signals consolidation — a breakout is likely to follow. Use this with ADX and WaveTrend position to anticipate directional breakouts. Trend by ADX Shows whether the market is trending and in which direction. Combined with money flow and RSI, this gives strong confirmation on breakouts. OBV HTF Bias Gives higher timeframe pressure (bullish/bearish/neutral). Helps avoid taking counter-trend trades. Pattern Labels (WT-Based) A = Anchor Wave — WT hitting oversold T = Trigger Wave — WT turning back up after anchor 👀 = Snake Eyes — Rare pattern, usually signaling strong reversal potential These help in timing entries, especially when they align with other signals like BBWP breakouts, confluence, or smart money flow flips. Multi-Timeframe (MTF) Consensus The system checks WaveTrend on 5 different timeframes and gives: Color-coded signals on each TF A final score: “Mostly Up,” “Mostly Down,” or “Mixed” When MTFs align with wave crosses, BBWP expansion, and hybrid money flow shifts, the probability of sustained move is higher. Divergence Spotting (Advanced Tip) Watch for:Price rising while money flow is red → Possible trap / early exit Price dropping while money flow is green → Early accumulation Combine this with anchor-trigger patterns and MTF trend support for spotting bottoms or tops early. Final Tips Use WT trigger crosses as initial signal. Confirm with money flow direction + color flip Look at BBWP for breakout timing. Use table as your decision dashboard Favor trades that align with MTF consensus
مؤشر Pine Script®
من ‎renderingnature1‎
1