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Volume Climax Reversal (VCR) — Catch Exhaustion Tops & Bottoms New! VCR spots exhaustion spikes at highs/lows using volume extremes + price action + VWAP context. If you trade parabolic runners, indices, or mean-reversion edges, VCR helps you time the backside (shorts) and fade capitulation (longs) with clean, rule-based signals. What it does Detects volume climax: current volume > SMA(len) × multiplier and a new volume high in the lookback. Confirms price context: makes a higher high (for tops) or lower low (for bottoms). Filters with VWAP (optional): bearish signals only below VWAP, bullish signals only above VWAP. Optional wick filter: requires an exhaustion wick > body to reduce chop. Why traders like it Clear entries: “VCR↓” (bearish) at exhaustion tops, “VCR↑” (bullish) at washout lows. Fewer false signals: VWAP gating + wick filter focus on true climaxes. Built-in alerts: set once, get notified on your phone/desktop when a setup appears. How I trade it (simple playbook) Bearish reversal (short / puts) Wait for VCR↓ (exhaustion at/near HH). Look for a lower high that fails to reclaim the signal candle high. Enter on the break of that lower-high candle low. Stop above the signal wick high. Covers/targets: VWAP first; then 20–30% fade from the local top / prior demand. Bullish reversal (long / calls) Wait for VCR↑ (capitulation at/near LL). Look for a higher low that holds above the signal candle low. Enter on the break of the HL candle high. Stop below the signal wick low. Targets: VWAP first; then prior supply/MA bands. Tip for small-cap/“Dux” style: VCR pairs perfectly with a gap + high USD-rotation scan. Let them blow off, then use VCR for the timing. Inputs (tune to your market) Volume SMA Length (default 20) Volume Spike Multiplier (default 2.0) Lookback High / Low (default 10 / 10) Require VWAP confirmation? (on) Use wick filter? (on) Works on stocks, indices, futures, crypto. Timeframes: 1–15m for day trading; 1h–4h–D for swing. Alerts Set one (or both) alerts and forget it: Bearish Volume Climax — VCR↓ Bullish Volume Climax — VCR↑ You’ll get instant notifications when a qualified top/bottom prints. Best practices Don’t countertrend the first front-side ramp—wait for the VCR and a lower-high/higher-low. Respect VWAP: it’s your first profit-taking and a bias filter. Size small into volatility; widen stops in fast markets. Combine with your watchlist filters (gap %, float/O/S, USD rotation, session timing). What’s included Clean visual signals (triangles + subtle background shading) Session-anchored VWAP Alert conditions that appear in TradingView’s alert menu Sensible defaults + clear docs (this post) FAQ Q: Does it repaint? No. VCR uses completed-bar data; signals print end-of-bar. Q: Which markets? Anything with volume: US equities, futures, crypto, indices. Q: Can I use it for scalps? Yes—1–5m with wick filter on and VWAP required works well. Get more / upgrades I’m iterating fast (MTF filter, heatmap panel, combined “one-alert” mode). Want the pro template with dashboard & combined alerts? Message me on TV or DM / email you@domain.com . Risk Notice This is educational research, not financial advice. Markets carry risk—always manage position size and use stops. If this helped you, smash the 👍 and ⭐ — it really helps! #volume #vwap #reversal #exhaustion #trendreversal #smallcaps #scalping #daytrading #swingtrading #stocks #futures #crypto #indicator
مؤشر Pine Script®
من ‎Rendon1‎
SMA 50 DerivativeThis approach uses calculus concepts: First Derivative (slope): Rate of change of the SMA → ta.change(sma50) Second Derivative (acceleration): Rate of change of the slope → ta.change(smaSlope) 1. First Derivative (smaSlope) Measures: The instantaneous rate of change between the current bar and previous bar Formula: sma50 - sma50 Interpretation: > 0 = SMA is rising (uptrend) < 0 = SMA is falling (downtrend) = 0 = SMA is flat 2. Second Derivative (smaAcceleration) Measures: How the slope itself is changing Formula: smaSlope - smaSlope = (sma50 - sma50 ) - (sma50 - sma50 ) Interpretation: > 0 = Slope is increasing (trend is accelerating) < 0 = Slope is decreasing (trend is decelerating) = 0 = Slope is constant **For scalping, very short-term signals**
مؤشر Pine Script®
من ‎najitrad‎
Smart Price Projection - Crypto Scalping V3Core Functionality Trend Detection System: Identifies swing highs/lows to detect breakouts Requires 3 confirmations: swing break + volume spike + momentum Uses ADX for trend strength validation Tracks price structure (higher highs, lower lows) Statistical Projection Engine: Stores historical trend data (duration & movement per bar) Filters by volatility regime (HIGH/MED/LOW) Uses exponentially weighted averages to favor recent patterns Projects 3 targets: Conservative (60%), Expected (100%), Aggressive (140%) Applies momentum decay over projection period Key Features: Adaptive: Adjusts projections based on current volatility regime Quality-aware: Compares current momentum to historical average Visual: Shows trend phase (EARLY/MID/LATE), momentum strength, ADX, volume Defensive: Won't project until sufficient sample size builds up Strengths ✅ Multiple confirmation layers reduce false signals ✅ Volatility-adjusted projections ✅ Momentum decay prevents unrealistic targets ✅ Clean visual feedback with emojis and color coding
مؤشر Pine Script®
من ‎Aarcan‎
Supertrend Reverse Logic StrategySupertrend Reverse Logic Strategy – XAUUSD M5 💡 Overview The Supertrend Reverse Logic Strategy is a contrarian version of the classic Supertrend indicator. Instead of following the original buy/sell signals, it does the opposite — buying when Supertrend sells and selling when it buys. It’s built to exploit short-term pullbacks, fakeouts, and reversals that most traders miss. ⚙️ Key Points Based on Supertrend (ATR + factor). Fully reversed logic. Supports TP/SL by percent or pips. Fixed 1:2 Risk:Reward, meaning you don’t need a high win rate to stay profitable. 📈 Real-world Results Backtesting shows this setup performs most effectively on XAUUSD, M5 timeframe, producing steady growth and low drawdowns. With RR = 1:2, even a 40% win rate is enough for long-term profitability. It’s designed not to chase perfect entries, but to survive and grow steadily — ideal for intraday traders who prefer quick scalps with discipline. 📊 Recommended Settings Timeframe: M5 Symbol: XAUUSD Style: Scalping / Day Trading Optional: Add RSI or liquidity zones for signal filtering. 🧠 Trading Philosophy The edge lies not in following the crowd — but in knowing when to go the other way.
استراتيجية Pine Script®
من ‎PhamTam_04‎
Algorithm Predator - ML-liteAlgorithm Predator - ML-lite This indicator combines four specialized trading agents with an adaptive multi-armed bandit selection system to identify high-probability trade setups. It is designed for swing and intraday traders who want systematic signal generation based on institutional order flow patterns , momentum exhaustion , liquidity dynamics , and statistical mean reversion . Core Architecture Why These Components Are Combined: The script addresses a fundamental challenge in algorithmic trading: no single detection method works consistently across all market conditions. By deploying four independent agents and using reinforcement learning algorithms to select or blend their outputs, the system adapts to changing market regimes without manual intervention. The Four Trading Agents 1. Spoofing Detector Agent 🎭 Detects iceberg orders through persistent volume at similar price levels over 5 bars Identifies spoofing patterns via asymmetric wick analysis (wicks exceeding 60% of bar range with volume >1.8× average) Monitors order clustering using simplified Hawkes process intensity tracking (exponential decay model) Signal Logic: Contrarian—fades false breakouts caused by institutional manipulation Best Markets: Consolidations, institutional trading windows, low-liquidity hours 2. Exhaustion Detector Agent ⚡ Calculates RSI divergence between price movement and momentum indicator over 5-bar window Detects VWAP exhaustion (price at 2σ bands with declining volume) Uses VPIN reversals (volume-based toxic flow dissipation) to identify momentum failure Signal Logic: Counter-trend—enters when momentum extreme shows weakness Best Markets: Trending markets reaching climax points, over-extended moves 3. Liquidity Void Detector Agent 💧 Measures Bollinger Band squeeze (width <60% of 50-period average) Identifies stop hunts via 20-bar high/low penetration with immediate reversal and volume spike Detects hidden liquidity absorption (volume >2× average with range <0.3× ATR) Signal Logic: Breakout anticipation—enters after liquidity grab but before main move Best Markets: Range-bound pre-breakout, volatility compression zones 4. Mean Reversion Agent 📊 Calculates price z-scores relative to 50-period SMA and standard deviation (triggers at ±2σ) Implements Ornstein-Uhlenbeck process scoring (mean-reverting stochastic model) Uses entropy analysis to detect algorithmic trading patterns (low entropy <0.25 = high predictability) Signal Logic: Statistical reversion—enters when price deviates significantly from statistical equilibrium Best Markets: Range-bound, low-volatility, algorithmically-dominated instruments Adaptive Selection: Multi-Armed Bandit System The script implements four reinforcement learning algorithms to dynamically select or blend agents based on performance: Thompson Sampling (Default - Recommended): Uses Bayesian inference with beta distributions (tracks alpha/beta parameters per agent) Balances exploration (trying underused agents) vs. exploitation (using proven winners) Each agent's win/loss history informs its selection probability Lite Approximation: Uses pseudo-random sampling from price/volume noise instead of true random number generation UCB1 (Upper Confidence Bound): Calculates confidence intervals using: average_reward + sqrt(2 × ln(total_pulls) / agent_pulls) Deterministic algorithm favoring agents with high uncertainty (potential upside) More conservative than Thompson Sampling Epsilon-Greedy: Exploits best-performing agent (1-ε)% of the time Explores randomly ε% of the time (default 10%, configurable 1-50%) Simple, transparent, easily tuned via epsilon parameter Gradient Bandit: Uses softmax probability distribution over agent preference weights Updates weights via gradient ascent based on rewards Best for Blend mode where all agents contribute Selection Modes: Switch Mode: Uses only the selected agent's signal (clean, decisive) Blend Mode: Combines all agents using exponentially weighted confidence scores controlled by temperature parameter (smooth, diversified) Lock Agent Feature: Optional manual override to force one specific agent Useful after identifying which agent dominates your specific instrument Only applies in Switch mode Four choices: Spoofing Detector, Exhaustion Detector, Liquidity Void, Mean Reversion Memory System Dual-Layer Architecture: Short-Term Memory: Stores last 20 trade outcomes per agent (configurable 10-50) Long-Term Memory: Stores episode averages when short-term reaches transfer threshold (configurable 5-20 bars) Memory Boost Mechanism: Recent performance modulates agent scores by up to ±20% Episode Transfer: When an agent accumulates sufficient results, averages are condensed into long-term storage Persistence: Manual restoration of learned parameters via input fields (alpha, beta, weights, microstructure thresholds) How Memory Works: Agent generates signal → outcome tracked after 8 bars (performance horizon) Result stored in short-term memory (win = 1.0, loss = 0.0) Short-term average influences agent's future scores (positive feedback loop) After threshold met (default 10 results), episode averaged into long-term storage Long-term patterns (weighted 30%) + short-term patterns (weighted 70%) = total memory boost Market Microstructure Analysis These advanced metrics quantify institutional order flow dynamics: Order Flow Toxicity (Simplified VPIN): Measures buy/sell volume imbalance over 20 bars: |buy_vol - sell_vol| / (buy_vol + sell_vol) Detects informed trading activity (institutional players with non-public information) Values >0.4 indicate "toxic flow" (informed traders active) Lite Approximation: Uses simple open/close heuristic instead of tick-by-tick trade classification Price Impact Analysis (Simplified Kyle's Lambda): Measures market impact efficiency: |price_change_10| / sqrt(volume_sum_10) Low values = large orders with minimal price impact ( stealth accumulation ) High values = retail-dominated moves with high slippage Lite Approximation: Uses simplified denominator instead of regression-based signed order flow Market Randomness (Entropy Analysis): Counts unique price changes over 20 bars / 20 Measures market predictability High entropy (>0.6) = human-driven, chaotic price action Low entropy (<0.25) = algorithmic trading dominance (predictable patterns) Lite Approximation: Simple ratio instead of true Shannon entropy H(X) = -Σ p(x)·log₂(p(x)) Order Clustering (Simplified Hawkes Process): Tracks self-exciting event intensity (coordinated order activity) Decays at 0.9× per bar, spikes +1.0 when volume >1.5× average High intensity (>0.7) indicates clustering (potential spoofing/accumulation) Lite Approximation: Simple exponential decay instead of full λ(t) = μ + Σ α·exp(-β(t-tᵢ)) with MLE Signal Generation Process Multi-Stage Validation: Stage 1: Agent Scoring Each agent calculates internal score based on its detection criteria Scores must exceed agent-specific threshold (adjusted by sensitivity multiplier) Agent outputs: Signal direction (+1/-1/0) and Confidence level (0.0-1.0) Stage 2: Memory Boost Agent scores multiplied by memory boost factor (0.8-1.2 based on recent performance) Successful agents get amplified, failing agents get dampened Stage 3: Bandit Selection/Blending If Adaptive Mode ON: Switch: Bandit selects single best agent, uses only its signal Blend: All agents combined using softmax-weighted confidence scores If Adaptive Mode OFF: Traditional consensus voting with confidence-squared weighting Signal fires when consensus exceeds threshold (default 70%) Stage 4: Confirmation Filter Raw signal must repeat for consecutive bars (default 3, configurable 2-4) Minimum confidence threshold: 0.25 (25%) enforced regardless of mode Trend alignment check: Long signals require trend_score ≥ -2, Short signals require trend_score ≤ 2 Stage 5: Cooldown Enforcement Minimum bars between signals (default 10, configurable 5-15) Prevents over-trading during choppy conditions Stage 6: Performance Tracking After 8 bars (performance horizon), signal outcome evaluated Win = price moved in signal direction, Loss = price moved against Results fed back into memory and bandit statistics Trading Modes (Presets) Pre-configured parameter sets: Conservative: 85% consensus, 4 confirmations, 15-bar cooldown Expected: 60-70% win rate, 3-8 signals/week Best for: Swing trading, capital preservation, beginners Balanced: 70% consensus, 3 confirmations, 10-bar cooldown Expected: 55-65% win rate, 8-15 signals/week Best for: Day trading, most traders, general use Aggressive: 60% consensus, 2 confirmations, 5-bar cooldown Expected: 50-58% win rate, 15-30 signals/week Best for: Scalping, high-frequency trading, active management Elite: 75% consensus, 3 confirmations, 12-bar cooldown Expected: 58-68% win rate, 5-12 signals/week Best for: Selective trading, high-conviction setups Adaptive: 65% consensus, 2 confirmations, 8-bar cooldown Expected: Varies based on learning Best for: Experienced users leveraging bandit system How to Use 1. Initial Setup (5 Minutes): Select Trading Mode matching your style (start with Balanced) Enable Adaptive Learning (recommended for automatic agent selection) Choose Thompson Sampling algorithm (best all-around performance) Keep Microstructure Metrics enabled for liquid instruments (>100k daily volume) 2. Agent Tuning (Optional): Adjust Agent Sensitivity multipliers (0.5-2.0): <0.8 = Highly selective (fewer signals, higher quality) 0.9-1.2 = Balanced (recommended starting point) 1.3 = Aggressive (more signals, lower individual quality) Monitor dashboard for 20-30 signals to identify dominant agent If one agent consistently outperforms, consider using Lock Agent feature 3. Bandit Configuration (Advanced): Blend Temperature (0.1-2.0): 0.3 = Sharp decisions (best agent dominates) 0.5 = Balanced (default) 1.0+ = Smooth (equal weighting, democratic) Memory Decay (0.8-0.99): 0.90 = Fast adaptation (volatile markets) 0.95 = Balanced (most instruments) 0.97+ = Long memory (stable trends) 4. Signal Interpretation: Green triangle (▲): Long signal confirmed Red triangle (▼): Short signal confirmed Dashboard shows: Active agent (highlighted row with ► marker) Win rate per agent (green >60%, yellow 40-60%, red <40%) Confidence bars (█████ = maximum confidence) Memory size (short-term buffer count) Colored zones display: Entry level (current close) Stop-loss (1.5× ATR) Take-profit 1 (2.0× ATR) Take-profit 2 (3.5× ATR) 5. Risk Management: Never risk >1-2% per signal (use ATR-based stops) Signals are entry triggers, not complete strategies Combine with your own market context analysis Consider fundamental catalysts and news events Use "Confirming" status to prepare entries (not to enter early) 6. Memory Persistence (Optional): After 50-100 trades, check Memory Export Panel Record displayed alpha/beta/weight values for each agent Record VPIN and Kyle threshold values Enable "Restore From Memory" and input saved values to continue learning Useful when switching timeframes or restarting indicator Visual Components On-Chart Elements: Spectral Layers: EMA8 ± 0.5 ATR bands (dynamic support/resistance, colored by trend) Energy Radiance: Multi-layer glow boxes at signal points (intensity scales with confidence, configurable 1-5 layers) Probability Cones: Projected price paths with uncertainty wedges (15-bar projection, width = confidence × ATR) Connection Lines: Links sequential signals (solid = same direction continuation, dotted = reversal) Kill Zones: Risk/reward boxes showing entry, stop-loss, and dual take-profit targets Signal Markers: Triangle up/down at validated entry points Dashboard (Configurable Position & Size): Regime Indicator: 4-level trend classification (Strong Bull/Bear, Weak Bull/Bear) Mode Status: Shows active system (Adaptive Blend, Locked Agent, or Consensus) Agent Performance Table: Real-time win%, confidence, and memory stats Order Flow Metrics: Toxicity and impact indicators (when microstructure enabled) Signal Status: Current state (Long/Short/Confirming/Waiting) with confirmation progress Memory Panel (Configurable Position & Size): Live Parameter Export: Alpha, beta, and weight values per agent Adaptive Thresholds: Current VPIN sensitivity and Kyle threshold Save Reminder: Visual indicator if parameters should be recorded What Makes This Original This script's originality lies in three key innovations: 1. Genuine Meta-Learning Framework: Unlike traditional indicator mashups that simply display multiple signals, this implements authentic reinforcement learning (multi-armed bandits) to learn which detection method works best in current conditions. The Thompson Sampling implementation with beta distribution tracking (alpha for successes, beta for failures) is statistically rigorous and adapts continuously. This is not post-hoc optimization—it's real-time learning. 2. Episodic Memory Architecture with Transfer Learning: The dual-layer memory system mimics human learning patterns: Short-term memory captures recent performance (recency bias) Long-term memory preserves historical patterns (experience) Automatic transfer mechanism consolidates knowledge Memory boost creates positive feedback loops (successful strategies become stronger) This architecture allows the system to adapt without retraining , unlike static ML models that require batch updates. 3. Institutional Microstructure Integration: Combines retail-focused technical analysis (RSI, Bollinger Bands, VWAP) with institutional-grade microstructure metrics (VPIN, Kyle's Lambda, Hawkes processes) typically found in academic finance literature and professional trading systems, not standard retail platforms. While simplified for Pine Script constraints, these metrics provide insight into informed vs. uninformed trading , a dimension entirely absent from traditional technical analysis. Mashup Justification: The four agents are combined specifically for risk diversification across failure modes: Spoofing Detector: Prevents false breakout losses from manipulation Exhaustion Detector: Prevents chasing extended trends into reversals Liquidity Void: Exploits volatility compression (different regime than trending) Mean Reversion: Provides mathematical anchoring when patterns fail The bandit system ensures the optimal tool is automatically selected for each market situation, rather than requiring manual interpretation of conflicting signals. Why "ML-lite"? Simplifications and Approximations This is the "lite" version due to necessary simplifications for Pine Script execution: 1. Simplified VPIN Calculation: Academic Implementation: True VPIN uses volume bucketing (fixed-volume bars) and tick-by-tick buy/sell classification via Lee-Ready algorithm or exchange-provided trade direction flags This Implementation: 20-bar rolling window with simple open/close heuristic (close > open = buy volume) Impact: May misclassify volume during ranging/choppy markets; works best in directional moves 2. Pseudo-Random Sampling: Academic Implementation: Thompson Sampling requires true random number generation from beta distributions using inverse transform sampling or acceptance-rejection methods This Implementation: Deterministic pseudo-randomness derived from price and volume decimal digits: (close × 100 - floor(close × 100)) + (volume % 100) / 100 Impact: Not cryptographically random; may have subtle biases in specific price ranges; provides sufficient variation for agent selection 3. Hawkes Process Approximation: Academic Implementation: Full Hawkes process uses maximum likelihood estimation with exponential kernels: λ(t) = μ + Σ α·exp(-β(t-tᵢ)) fitted via iterative optimization This Implementation: Simple exponential decay (0.9 multiplier) with binary event triggers (volume spike = event) Impact: Captures self-exciting property but lacks parameter optimization; fixed decay rate may not suit all instruments 4. Kyle's Lambda Simplification: Academic Implementation: Estimated via regression of price impact on signed order flow over multiple time intervals: Δp = λ × Δv + ε This Implementation: Simplified ratio: price_change / sqrt(volume_sum) without proper signed order flow or regression Impact: Provides directional indicator of impact but not true market depth measurement; no statistical confidence intervals 5. Entropy Calculation: Academic Implementation: True Shannon entropy requires probability distribution: H(X) = -Σ p(x)·log₂(p(x)) where p(x) is probability of each price change magnitude This Implementation: Simple ratio of unique price changes to total observations (variety measure) Impact: Measures diversity but not true information entropy with probability weighting; less sensitive to distribution shape 6. Memory System Constraints: Full ML Implementation: Neural networks with backpropagation, experience replay buffers (storing state-action-reward tuples), gradient descent optimization, and eligibility traces This Implementation: Fixed-size array queues with simple averaging; no gradient-based learning, no state representation beyond raw scores Impact: Cannot learn complex non-linear patterns; limited to linear performance tracking 7. Limited Feature Engineering: Advanced Implementation: Dozens of engineered features, polynomial interactions (x², x³), dimensionality reduction (PCA, autoencoders), feature selection algorithms This Implementation: Raw agent scores and basic market metrics (RSI, ATR, volume ratio); minimal transformation Impact: May miss subtle cross-feature interactions; relies on agent-level intelligence rather than feature combinations 8. Single-Instrument Data: Full Implementation: Multi-asset correlation analysis (sector ETFs, currency pairs, volatility indices like VIX), lead-lag relationships, risk-on/risk-off regimes This Implementation: Only OHLCV data from displayed instrument Impact: Cannot incorporate broader market context; vulnerable to correlated moves across assets 9. Fixed Performance Horizon: Full Implementation: Adaptive horizon based on trade duration, volatility regime, or profit target achievement This Implementation: Fixed 8-bar evaluation window Impact: May evaluate too early in slow markets or too late in fast markets; one-size-fits-all approach Performance Impact Summary: These simplifications make the script: ✅ Faster: Executes in milliseconds vs. seconds (or minutes) for full academic implementations ✅ More Accessible: Runs on any TradingView plan without external data feeds, APIs, or compute servers ✅ More Transparent: All calculations visible in Pine Script (no black-box compiled models) ✅ Lower Resource Usage: <500 bars lookback, minimal memory footprint ⚠️ Less Precise: Approximations may reduce statistical edge by 5-15% vs. academic implementations ⚠️ Limited Scope: Cannot capture tick-level dynamics, multi-order-book interactions, or cross-asset flows ⚠️ Fixed Parameters: Some thresholds hardcoded rather than dynamically optimized When to Upgrade to Full Implementation: Consider professional Python/C++ versions with institutional data feeds if: Trading with >$100K capital where precision differences materially impact returns Operating in microsecond-competitive environments (HFT, market making) Requiring regulatory-grade audit trails and reproducibility Backtesting with tick-level precision for strategy validation Need true real-time adaptation with neural network-based learning For retail swing/day trading and position management, these approximations provide sufficient signal quality while maintaining usability, transparency, and accessibility. The core logic—multi-agent detection with adaptive selection—remains intact. Technical Notes All calculations use standard Pine Script built-in functions ( ta.ema, ta.atr, ta.rsi, ta.bb, ta.sma, ta.stdev, ta.vwap ) VPIN and Kyle's Lambda use simplified formulas optimized for OHLCV data (see "Lite" section above) Thompson Sampling uses pseudo-random noise from price/volume decimal digits for beta distribution sampling No repainting: All calculations use confirmed bar data (no forward-looking) Maximum lookback: 500 bars (set via max_bars_back parameter) Performance evaluation: 8-bar forward-looking window for reward calculation (clearly disclosed) Confidence threshold: Minimum 0.25 (25%) enforced on all signals Memory arrays: Dynamic sizing with FIFO queue management Limitations and Disclaimers Not Predictive: This indicator identifies patterns in historical data. It cannot predict future price movements with certainty. Requires Human Judgment: Signals are entry triggers, not complete trading strategies. Must be confirmed with your own analysis, risk management rules, and market context. Learning Period Required: The adaptive system requires 50-100 bars minimum to build statistically meaningful performance data for bandit algorithms. Overfitting Risk: Restoring memory parameters from one market regime to a drastically different regime (e.g., low volatility to high volatility) may cause poor initial performance until system re-adapts. Approximation Limitations: Simplified calculations (see "Lite" section) may underperform academic implementations by 5-15% in highly efficient markets. No Guarantee of Profit: Past performance, whether backtested or live-traded, does not guarantee future performance. All trading involves risk of loss. Forward-Looking Bias: Performance evaluation uses 8-bar forward window—this creates slight look-ahead for learning (though not for signals). Real-time performance may differ from indicator's internal statistics. Single-Instrument Limitation: Does not account for correlations with related assets or broader market regime changes. Recommended Settings Timeframe: 15-minute to 4-hour charts (sufficient volatility for ATR-based stops; adequate bar volume for learning) Assets: Liquid instruments with >100k daily volume (forex majors, large-cap stocks, BTC/ETH, major indices) Not Recommended: Illiquid small-caps, penny stocks, low-volume altcoins (microstructure metrics unreliable) Complementary Tools: Volume profile, order book depth, market breadth indicators, fundamental catalysts Position Sizing: Risk no more than 1-2% of capital per signal using ATR-based stop-loss Signal Filtering: Consider external confluence (support/resistance, trendlines, round numbers, session opens) Start With: Balanced mode, Thompson Sampling, Blend mode, default agent sensitivities (1.0) After 30+ Signals: Review agent win rates, consider increasing sensitivity of top performers or locking to dominant agent Alert Configuration The script includes built-in alert conditions: Long Signal: Fires when validated long entry confirmed Short Signal: Fires when validated short entry confirmed Alerts fire once per bar (after confirmation requirements met) Set alert to "Once Per Bar Close" for reliability Taking you to school. — Dskyz, Trade with insight. Trade with anticipation.
مؤشر Pine Script®
من ‎DskyzInvestments‎
6
PRO SuperTrend with AlertsThe PRO SuperTrend with Alerts indicator is a professional-grade trend-following tool designed for traders who value accuracy, clean visualization, and automation. It adapts dynamically to market volatility using the Average True Range (ATR) and provides highly precise Buy and Sell signals at the exact crossover price. Unlike traditional SuperTrend indicators, this version freezes entry prices at the moment of crossover, ensuring stable and non-repainting signals even as the market evolves. It also includes clear color-coded trend zones, formatted price labels, and fully customizable alerts. The indicator automatically plots Up Trend and Down Trend lines to show current market direction. When the price crosses these lines, a new signal is generated — a green BUY label for bullish reversals and a red SELL label for bearish reversals. Each signal includes the exact entry price, formatted with thousands separators for readability. Background highlighting can be enabled to visually emphasize current trend phases — green for uptrends and red for downtrends — helping traders quickly assess momentum and direction. Alerts are built in for all key events: SuperTrend Buy when the market shifts from bearish to bullish. SuperTrend Sell when the market reverses from bullish to bearish. SuperTrend Direction Change when any trend reversal occurs. All signals are generated on candle close, making them reliable and free from intrabar repainting. The indicator works across all timeframes and instruments — crypto, forex, stocks, and commodities — and is suitable for scalping, swing trading, and automated alert-based strategies. Key Features: • Accurate ATR-based trend detection • Non-repainting Buy and Sell signals • Frozen crossover prices for precision entries • Customizable background highlighting • Fully automated TradingView alerts • Professional label formatting and clear design Recommended for: Scalpers, swing traders, and algorithmic traders seeking a clean, dependable, and visually clear trend indicator with reliable alerts and precise crossover logic.
مؤشر Pine Script®
من ‎hlib_yakushev‎
OneShot with AlertsThe One Shot with Alerts indicator is an advanced price action tool based on the Average True Range (ATR) concept. It automatically constructs a three-line ATR channel consisting of an upper boundary (ATR Top), a lower boundary (ATR Bottom), and a central equilibrium line (ATR Midline). This setup allows traders to clearly visualize volatility-driven price ranges and detect momentum reversals when price crosses the median level. ⚙️ Core Logic ATR Channel Construction The indicator calculates the ATR over a user-defined period (atrLen), defaulting to 200 bars. It then determines two fixed levels from the previous candle’s close and ATR value: ATR Bottom = Close − ATR × Multiplier (Bottom) ATR Top = Close + ATR × Multiplier (Top) A Midline is automatically derived as the midpoint between the two. Using the ATR from the previous bar ensures that the lines remain static during the current candle, giving traders stable reference zones instead of constantly shifting levels. Crossover Detection The midline acts as the decision boundary. When the current price crosses above the midline → a BUY signal is generated. When the current price crosses below the midline → a SELL signal is triggered. Only one signal can appear per bar, and it will always be the opposite of the previous one — avoiding multiple conflicting signals in flat markets. Signal Labeling and Visualization Each signal is displayed directly on the chart: BUY labels appear below the candle with an upward pointer. SELL labels appear above the candle with a downward pointer. Labels also display the exact price at which the crossover occurred, formatted for easy reading (e.g., BUY 102 417). Labels are positioned with a configurable offset (labelOffset) based on ATR size. ATR Channel Visualization The ATR Top and Bottom are drawn in orange, while the Midline is shown in yellow for clarity. The area between Top and Bottom is softly shaded to visually represent the current volatility range. This helps traders instantly identify whether the market is trading in a narrow consolidation or a wide volatile phase. 🔔 Alerts and Trading Use While the script doesn’t include built-in alerts by default, it can be easily modified to trigger alerts on each signal event. The BUY/SELL logic is suitable for: Reversal trading strategies, entering trades at momentum shifts. Trend-following confirmations, where the midline serves as a bias filter. Scalping setups, where price re-enters the channel from one side to another. Because the lines are based on the previous bar’s ATR, they stay fixed throughout the bar, giving traders clean, non-repainting entry conditions. 💡 Key Benefits ✅ Fixed ATR-based channel — no line jittering on live candles ✅ Clear entry and exit signals with precise price values ✅ Non-repainting logic ✅ Works on any timeframe or asset ✅ Fully customizable multipliers and offsets 📊 Typical Use Case Traders can use this indicator to: Identify momentum reversals when the price crosses the ATR Midline. Combine it with other indicators (RSI, MACD, or volume) for signal confirmation. Use the ATR channel as dynamic support/resistance zones for trailing stops or entries.
مؤشر Pine Script®
من ‎hlib_yakushev‎
MTF Traffic Lights## What this script does **MTF Traffic Lights (4H / 1H / 15m / 5m / 3m / 1m) - Realtime ** is a compact multi-timeframe dashboard that shows, in one glance, whether each timeframe is: - Bullish (green), - Bearish (red), - Or in disagreement / transition (yellow), based on a consistent combination of **EMA 9/20 trend** and optional **MACD confirmation**. The goal is to replace cluttered stacks of indicators with one clear “traffic light” panel that updates live and is easy to interpret. --- ## Core Logic For each timeframe (4H, 1H, 15m, 5m, 3m, 1m): 1. **Trend via EMA 9/20** - Fast EMA (default 9) vs Slow EMA (default 20). - `EMA fast > EMA slow` → bullish structure on that timeframe. - `EMA fast < EMA slow` → bearish structure. 2. **Momentum via MACD (optional)** - Standard MACD (12, 26, 9 by default). - Uses the MACD histogram sign as a confirmation filter. 3. **Traffic-light state** - If **MACD filter ON**: - **Green**: EMA bullish **and** MACD histogram ≥ 0. - **Red**: EMA bearish **and** MACD histogram ≤ 0. - **Yellow**: EMA and MACD do not agree → caution / transition. - If **MACD filter OFF**: - **Green**: EMA bullish. - **Red**: EMA bearish. - **Yellow**: EMAs essentially flat/indecisive. 4. **Realtime MTF behavior** - Uses `request.security()` per timeframe. - The **Intrabar HTF (LIVE)** option: - When disabled (default): values are based on **confirmed closes** (no repaint). - When enabled: higher timeframe values update intrabar using lookahead-on, so you can see evolving conditions; this is intentionally labeled as **repainting** behavior. 5. **Display** - A fixed table in the top-right corner: - Left column: timeframe labels (4H, 1H, 15m, 5m, 3m, 1m). - Right column: a colored dot representing that timeframe’s current state. No additional plots, shapes, or unrelated indicators are required. --- ## How to Use It - Read the table **top to bottom** as a quick MTF alignment check: - Mostly green → aligned bullish conditions across timeframes. - Mostly red → aligned bearish conditions. - Mixed / yellow → conflicting signals; consider standing down or zooming in. - Combine with your own entries: - Use it as a regime/confirmation layer for trend-following, ORB, or scalping systems. - Filter trades to those aligned with higher timeframe conditions. - Adjust inputs as needed: - Change EMA or MACD parameters if your system uses different values. - Toggle MACD filter off if you only want pure EMA 9/20 structure. --- ## Originality & Compliance Notes - This script is a **single, focused tool**: - A structured MTF state engine using consistent EMA + MACD logic. - Presented as a compact table instead of multiple stacked indicators. - It does **not** simply clone an existing open-source script one-to-one. - The description explains: - What each color means, - How the calculations work, - The effect of the LIVE/repaint option. For publishing: - Use a **clean chart** in the published example: - Candles + this dashboard (and only essential elements) so its output is clear. - Title uses standard ASCII characters, as required by the House Rules.
مؤشر Pine Script®
من ‎ComposerNYC‎
Dynamic 9 EMAWhat this script does **Dynamic 9 EMA State by 20 EMA & MACD** is a visual trend and momentum tool built around a single idea: > Turn the classic 9 EMA into a **three-state engine** (Bullish / Bearish / Neutral) by requiring agreement between the **9 vs 20 EMA trend** and a **MACD signal filter**, then display that state directly on price with one clean, readable overlay. Instead of stacking multiple separate indicators, this script fuses them into one decision layer that is easy to see at a glance. --- Core Logic This script is not a random mashup. Each component has a specific role in a single, unified model: 1. **Trend Backbone: 9 EMA vs 20 EMA** - When `9 EMA > 20 EMA`, price is in a short-term bullish environment. - When `9 EMA < 20 EMA`, price is in a short-term bearish environment. - The 20 EMA is treated as the reference bias; the 9 EMA tracks short-term behaviour. 2. **Momentum Filter: MACD Line vs Signal Line** - MACD is calculated from user-defined lengths. - When `MACD line > Signal line`, momentum confirms bullish pressure. - When `MACD line < Signal line`, momentum confirms bearish pressure. 3. **Three-State Engine** - **Bullish State (Green)**: `9 EMA > 20 EMA` **and** `MACD line > Signal line`. -> Short-term trend and momentum are aligned up. - **Bearish State (Red)**: `9 EMA < 20 EMA` **and** `MACD line < Signal line`. -> Short-term trend and momentum are aligned down. - **Neutral / Caution State (Yellow)**: Any situation where EMAs and MACD **do not agree**. -> Potential transition, chop, or indecision. The color of the **9 EMA line** reflects this state in real time. --- Visual Design and Why It Matters All visuals are built to make the state engine intuitive and clean: - **Dynamic 9 EMA line** - Changes color (Bullish / Bearish / Neutral) based on the combined EMA + MACD logic. - This is the core signal; you don’t need extra subwindows to interpret it. - **Optional 20 EMA** - Plotted as a simple reference trend line. - Can be hidden if you only want the state color and glow. - **Glow Effect (optional)** - Multiple soft layers drawn around the 9 EMA. - Uses the same state color to emphasize regime changes without adding extra indicators. - Purely visual; no separate signals. - **Cross Markers (optional)** - Marks when the 9 EMA crosses the 20 EMA. - Helps visually confirm where state bias may start to shift. - Fully optional and configurable in size. No unrelated scripts are required. The chart is meant to be published **clean**, with this indicator as the primary visual element. --- How to Use It 1. **Trend Confirmation** - Focus on the line color: - Green: Look for long setups only (or manage shorts aggressively). - Red: Look for short setups only (or manage longs defensively). - Yellow: Be cautious; conditions are conflicting or transitioning. 2. **Regime Shifts via Alerts** - Built-in alerts trigger **only when the state changes**: - Bullish → Bearish - Bearish → Bullish - Any → Neutral / Caution - This lets you track market regime shifts without staring at every candle. 3. **Multi-Timeframe Adaptation** - Works on any symbol and timeframe supported by TradingView. - You can tune: - EMA lengths (9/20 by default), - MACD parameters, - Colors, glow, and cross markers, - To fit scalping, intraday, or swing workflows. --- Originality & Publication Notes - This script: - Uses standard components (EMA, MACD), but - Combines them into a **structured, three-state regime model** directly encoded into a single EMA line + visual layer. - Provides **state-based alerts** focused on regime transitions, not just raw indicator values. - It is **not** a one-click clone of an existing public script. - It is designed as a single, self-contained tool that replaces the need to stack separate 9 EMA, 20 EMA, and MACD panels just to answer one question: - “Is the short-term trend and momentum aligned, and in which direction?” For best compliance with House Rules: - Publish with a **clean chart** showing only: - This indicator, - Candles, - And any drawings strictly needed to demonstrate usage (or none). - Avoid emojis in the **title**; they are fine in the description if used sparingly and not as decoration only.
مؤشر Pine Script®
من ‎ComposerNYC‎
VWAP CATS background flipped 4.1 extVWAP CATS background flipped 4.1 ext is the "big cat" extension of the original 4.0 — a high-volatility, long-tail Gann grid built on the same multi-MA + RVWAP engine, but now zoomed into the extreme outer bands (8x to 14x+ increments).Think of it as the "CATS on steroids" — where 4.0 shows the purr, this one shows the roar.It complements 4.0 perfectly: 4.0 = Core fair value + near-term zones 4.1 ext = Extreme overextension & reversal targets Together, they form a complete adaptive price grid system — from micro structure to macro blow-offs. Use Case Mean reversion, scalping Blow-off tops/bottoms, exhaustion moves Primary Use Cases 1. Blow-Off Top / Capitulation Bottom DetectionUse RVWAP (1D fixed) + Points mode (1.0–2.0) Watch price spike into 12x band → high-probability reversal Ideal for crypto, meme stocks, futures squeezes 2. Extended Target ProjectionAfter breakout from 4.0’s “high” (4x) zone Use 4.1 ext to project next logical exhaustion at 10x or 12x Label shows future price target to the right 3. Risk Management in Parabolic MovesPlace trailing stops beyond 10x–12x bands Take partial profits at 8x → 10x → 12x tiers 4. Layered CATS System (Pro Setup) Chart Setup: ├── VWAP CATS 4.0 → Inner grid (fair value) └── VWAP CATS 4.1 ext → Outer grid (extremes) No inner fills → clean chart, focus on outer structure Darker fills at key tiers (9x, 11x, 13x) = stronger historical zones Pro TipsStack with 4.0: Use 4.0 for entries, 4.1 for exits/targets "Extreme" label = statistical edge zone (rarely breached) 12x band = "line in the sand" for algos & institutions Turn on "Fixed Time Period" to lock RVWAP to session (avoid reset glitches) Use label offset = 60–100 on fast timeframes "VWAP CATS 4.1 ext is the outer-space scanner for the CATS universe — mapping extreme overbought/oversold zones where markets gasp for air. Pair with 4.0 for a full-spectrum, adaptive, Gann-powered trading grid." 4.0 = Where price lives 4.1 ext = Where price dies (or reverses)
مؤشر Pine Script®
من ‎surfchaser‎
VWAP CATS background flipped 4.0VWAP CATS Background Flipped 4.0 is a sophisticated Pine Script v5 indicator for TradingView that combines a configurable moving average (MA) with dynamic Gann Square of 9 levels to create a multi-layered background shading system for price action analysis. It visualizes support/resistance zones around a central MA (often VWAP or RVWAP) using incremental offsets (either % or absolute points), generating symmetrical bands that resemble a "CATS" (Concentric Adaptive Tiered System) — hence the name.The background is "flipped" in the sense that shading intensity and structure emphasize higher-tier zones, and labels are placed to the right of the chart for future projection.Key FeaturesFeature Description Multi-MA Engine Supports 20+ MA types: EMA, DEMA, TEMA, SMA, VWAP, RVWAP, HMA, ALMA, custom volume blends (CVB1–4) RVWAP Mode Rolling VWAP with adaptive or fixed time window (days/hours/minutes) Gann Square of 9 Logic Generates 80+ symmetric levels (0.25x to 17x increment) above/below the MA Dual Increment Mode Choose Percent or Points for spacing Background Fills Tiered transparency fills between Gann levels (darker = stronger zones) Visual MA Offset Shift MA line left/right without breaking fill alignment Smart Labels Projected labels on last bar: "FV", "normal", "high", "3/4" at key levels Performance Optimized Hidden plots + label cleanup to prevent lag Primary Use Cases 1. Institutional VWAP Anchoring Use RVWAP (1-day fixed) as maRaw Set Increment = 0.5 points or 0.05% Watch price interaction with "normal" (2x), "high" (4x), "3/4" (6x) zones Ideal for intraday scalping on indices (ES, NQ) or forex 2. Swing Trading with Gann Projections Use 400-period SMA/EMA on daily chart Increment in Percent mode (~1.22%) Identify confluence when price rejects at 2x, 4x, or 6x bands Labels project future targets to the right 3. Volume-Weighted Mean Reversion Select CVB1–CVB4 for heavy volume smoothing Use Points mode for stocks with stable tick sizes (e.g. $0.50 increments) Trade mean reversion between ±1x and ±2x bands 4. Risk Management & Stop Placement Place stops beyond 2x or 4x bands Take profits at next major tier (e.g. 4x → 6x) Pro Tips Enable "Use Fixed Time Period" for RVWAP to avoid session reset issues Increase i_label_offset on lower timeframes to avoid overlap Combine with volume profile or order flow for confluence The "FV" label marks the Fair Value MA — core anchor Summary"VWAP CATS Background Flipped 4.0" turns any moving average into a dynamic Gann-based pricing grid with intelligent background shading and forward-projected labels — perfect for institutional-style mean reversion, swing targeting, and risk-defined trading."
مؤشر Pine Script®
من ‎surfchaser‎
Market Profile Dominance Analyzer# Market Profile Dominance Analyzer ## 📊 OVERVIEW **Market Profile Dominance Analyzer** is an advanced multi-factor indicator that combines Market Profile methodology with composite dominance scoring to identify buyer and seller strength across higher timeframes. Unlike traditional volume profile indicators that only show volume distribution, or simple buyer/seller indicators that only compare candle colors, this script integrates six distinct analytical components into a unified dominance measurement system. This indicator helps traders understand **WHO controls the market** by analyzing price position relative to Market Profile key levels (POC, Value Area) combined with volume distribution, momentum, and trend characteristics. ## 🎯 WHAT MAKES THIS ORIGINAL ### **Hybrid Analytical Approach** This indicator uniquely combines two separate methodologies that are typically analyzed independently: 1. **Market Profile Analysis** - Calculates Point of Control (POC) and Value Area (VA) using volume distribution across price channels on higher timeframes 2. **Multi-Factor Dominance Scoring** - Weights six independent factors to produce a composite dominance index ### **Six-Factor Composite Analysis** The dominance score integrates: - Price position relative to POC (equilibrium assessment) - Price position relative to Value Area boundaries (acceptance/rejection zones) - Volume imbalance within Value Area (institutional bias detection) - Price momentum (directional strength) - Volume trend comparison (participation analysis) - Normalized Value Area position (precise location within fair value zone) ### **Adaptive Higher Timeframe Integration** The script features an intelligent auto-selection system that automatically chooses appropriate higher timeframes based on the current chart period, ensuring optimal Market Profile structure regardless of the trading timeframe being analyzed. ## 💡 HOW IT WORKS ### **Market Profile Construction** The indicator builds a Market Profile structure on a higher timeframe by: 1. **Session Identification** - Detects new higher timeframe sessions using `request.security()` to ensure accurate period boundaries 2. **Data Accumulation** - Stores high, low, and volume data for all bars within the current higher timeframe session 3. **Channel Distribution** - Divides the session's price range into configurable channels (default: 20 rows) 4. **Volume Mapping** - Distributes each bar's volume proportionally across all price channels it touched ### **Key Level Calculation** **Point of Control (POC)** - Identifies the price channel with the highest accumulated volume - Represents the price level where the most trading activity occurred - Serves as a magnetic level where price often returns **Value Area (VA)** - Starts at POC and expands both upward and downward - Includes channels until reaching the specified percentage of total volume (default: 70%) - Expansion algorithm compares adjacent volumes and prioritizes the direction with higher activity - Defines the "fair value" zone where most market participants agreed to trade ### **Dominance Score Formula** ``` Dominance Score = (price_vs_poc × 10) + (price_vs_va × 5) + (volume_imbalance × 0.5) + (price_momentum × 100) + (volume_trend × 5) + (va_position × 15) ``` **Component Breakdown:** - **price_vs_poc**: +1 if above POC, -1 if below (shows which side of equilibrium) - **price_vs_va**: +2 if above VAH, -2 if below VAL, 0 if inside VA - **volume_imbalance**: Percentage difference between upper and lower VA volumes - **price_momentum**: 5-period SMA of price change (directional acceleration) - **volume_trend**: Compares 5-period vs 20-period volume averages - **va_position**: Normalized position within Value Area (-1 to +1) The composite score is then smoothed using EMA with configurable sensitivity to reduce noise while maintaining responsiveness. ### **Market State Determination** - **BUYERS Dominant**: Smooth dominance > +10 (bullish control) - **SELLERS Dominant**: Smooth dominance < -10 (bearish control) - **NEUTRAL**: Between -10 and +10 (balanced market) ## 📈 HOW TO USE THIS INDICATOR ### **Trend Identification** - **Green background** indicates buyers are in control - look for long opportunities - **Red background** indicates sellers are in control - look for short opportunities - **Gray background** indicates neutral market - consider range-bound strategies ### **Signal Interpretation** **Buy Signals** (green triangle) appear when: - Dominance crosses above -10 from oversold conditions - Previous state was not already bullish - Suggests shift from seller to buyer control **Sell Signals** (red triangle) appear when: - Dominance crosses below +10 from overbought conditions - Previous state was not already bearish - Suggests shift from buyer to seller control ### **Value Area Context** Monitor the information table (top-right) to understand market structure: - **Price vs POC**: Shows if trading above/below equilibrium - **Volume Imbalance**: Positive values favor buyers, negative favors sellers - **Market State**: Current dominant force (BUYERS/SELLERS/NEUTRAL) ### **Multi-Timeframe Strategy** The auto-timeframe feature analyzes higher timeframe structure: - On 1-minute charts → analyzes 2-hour structure - On 5-minute charts → analyzes Daily structure - On 15-minute charts → analyzes Weekly structure - On Daily charts → analyzes Yearly structure This higher timeframe context helps avoid counter-trend trades against the dominant force. ### **Confluence Trading** Strongest signals occur when multiple factors align: 1. Price above VAH + positive volume imbalance + buyers dominant = Strong bullish setup 2. Price below VAL + negative volume imbalance + sellers dominant = Strong bearish setup 3. Price at POC + neutral state = Potential breakout/breakdown pivot ## ⚙️ INPUT PARAMETERS - **Higher Time Frame**: Select specific HTF or use 'Auto' for intelligent selection - **Value Area %**: Percentage of volume contained in VA (default: 70%) - **Show Buy/Sell Signals**: Toggle signal triangles visibility - **Show Dominance Histogram**: Toggle histogram display - **Signal Sensitivity**: EMA period for dominance smoothing (1-20, default: 5) - **Number of Channels**: Market Profile resolution (10-50, default: 20) - **Color Settings**: Customize buyer, seller, and neutral colors ## 🎨 VISUAL ELEMENTS - **Histogram**: Shows smoothed dominance score (green = buyers, red = sellers) - **Zero Line**: Neutral equilibrium reference - **Overbought/Oversold Lines**: ±50 levels marking extreme dominance - **Background Color**: Highlights current market state - **Information Table**: Displays key metrics (state, dominance, POC relationship, volume imbalance, timeframe, bars in session, total volume) - **Signal Shapes**: Triangle markers for buy/sell signals ## 🔔 ALERTS The indicator includes three alert conditions: 1. **Buyers Dominate** - Fires on buy signal crossovers 2. **Sellers Dominate** - Fires on sell signal crossovers 3. **Dominance Shift** - Fires when dominance crosses zero line ## 📊 BEST PRACTICES ### **Timeframe Selection** - **Scalping (1-5min)**: Focus on 2H-4H dominance shifts - **Day Trading (15-60min)**: Monitor Daily and Weekly structure - **Swing Trading (4H-Daily)**: Track Weekly and Monthly dominance ### **Confirmation Strategies** 1. **Trend Following**: Enter in direction of dominance above/below ±20 2. **Reversal Trading**: Fade extreme readings beyond ±50 when diverging with price 3. **Breakout Trading**: Look for dominance expansion beyond ±30 with increasing volume ### **Risk Management** - Avoid trading during NEUTRAL states (dominance between -10 and +10) - Use POC levels as logical stop-loss placement - Consider VAH/VAL as profit targets for mean reversion ## ⚠️ LIMITATIONS & WARNINGS **Data Requirements** - Requires sufficient historical data on current chart (minimum 100 bars recommended) - Lower timeframes may show fewer bars per HTF session initially - More accurate results after several complete HTF sessions have formed **Not a Standalone System** - This indicator analyzes market structure and participant control - Should be combined with price action, support/resistance, and risk management - Does not guarantee profitable trades - past dominance does not predict future results **Repainting Characteristics** - Higher timeframe levels (POC, VAH, VAL) update as new bars form within the session - Dominance score recalculates with each new bar - Historical signals remain fixed, but current session data is developing **Volume Limitations** - Uses exchange-provided volume data which varies by instrument type - Forex and some CFDs use tick volume (not actual transaction volume) - Most accurate on instruments with reliable volume data (stocks, futures, crypto) ## 🔍 TECHNICAL NOTES **Performance Optimization** - Uses `max_bars_back=5000` for extended historical analysis - Efficient array management prevents memory issues - Automatic cleanup of session data on new period **Calculation Method** - Market Profile uses actual volume distribution, not TPO (Time Price Opportunity) - Value Area expansion follows traditional Market Profile auction theory - All calculations occur on the chart's current symbol and timeframe ## 📚 EDUCATIONAL VALUE This indicator helps traders understand: - How institutional traders use Market Profile to identify fair value - The relationship between price, volume, and market acceptance - Multi-factor analysis techniques for assessing market conditions - The importance of higher timeframe structure in trade planning ## 🎓 RECOMMENDED READING To better understand the concepts behind this indicator: - "Mind Over Markets" by James Dalton (Market Profile foundations) - "Markets in Profile" by James Dalton (Value Area analysis) - Volume Profile analysis in institutional trading ## 💬 USAGE TERMS This indicator is provided as an educational and analytical tool. It does not constitute financial advice, investment recommendations, or trading signals. Users are responsible for their own trading decisions and should conduct their own research and due diligence. Trading involves substantial risk of loss. Past performance does not guarantee future results. Always use proper risk management and never risk more than you can afford to lose.
مؤشر Pine Script®
من ‎Smart-Day-Trader‎
VKM-RangeTrap-Indicator v1.1VKM-RangeTrap-Indicator v1.1 (AUDCAD M5) Indicator Name: VKM-RangeTrap-Indicator v1.1 Recommended Timeframe: M5 Example Pair: AUDCAD Method: VWAP-based range-reversal trading 🧭 Strategy Concept AUDCAD is known for its narrow daily range and frequent sideways movements, especially during the Asian and early European sessions. The VKM-RangeTrap strategy takes advantage of this characteristic by using VWAP (Volume Weighted Average Price) and its standard-deviation envelopes (Sigma) to detect temporary overbought and oversold zones. When the price touches or breaks below the lower VWAP-Sigma band, it indicates a temporary oversold area → BUY signal. When the price touches or breaks above the upper VWAP-Sigma band, it shows temporary overbought conditions → SELL signal. A CCI(20) filter can be used to confirm momentum reversal (signals trigger only when CCI crosses the zero line). ⚙️ Basic Configuration Range Method: VWAP Sigma (Standard Deviation): 5 Sigma Length: 20 Confirmation Filter: CCI(20) Signals: Green arrow (BUY) and red arrow (SELL) plotted directly on the chart 💡 Suggested Trading Approach Timeframe: M5 (M3 if you want denser signals) Entry Rules: BUY when a green arrow appears near the VWAP-Lower support zone. SELL when a red arrow appears near the VWAP-Upper resistance zone. Take Profit: Use R:R ≈ 1:1.5 or an ATR-based trailing stop. Stop Loss: Beyond the corresponding VWAP boundary or 10–20 pips away depending on volatility. Best Conditions: Ranging or balanced markets (Asian session or early London). 📈 Performance on AUDCAD M5 AUDCAD typically moves in a stable 20–40-pip range, making it ideal for VWAP range-based trading. The indicator performs best in sideways or mild pullback phases within larger trends. With the CCI filter enabled, false signals are greatly reduced, resulting in steady scalping opportunities. Suitable for day traders and scalpers aiming to profit from frequent VWAP reversals throughout the day. ⚠️ Notes This is a range-reversal indicator, not a trend-following system. Avoid trading during high-volatility news releases when VWAP bands expand sharply. Can be combined with momentum indicators (ADX, WaveTrend, etc.) for stronger confirmation.
مؤشر Pine Script®
من ‎PhamTam_04‎
Price Action ZigZag (Impulses & Corrections)This indicator tracks price structure by connecting significant swing highs and lows—giving a clear, actionable “ZigZag” view of market movement. It automatically maps the underlying price action as alternating impulses (trend legs) and corrections (pullbacks), directly on your chart, for any timeframe. How does it work? Swing Detection: The script uses the user-selected “pivot length” to identify confirmed swing highs and lows with Pine Script’s ta.pivothigh and ta.pivotlow. These pivots only print after full confirmation, making all lines strictly non-repainting. ZigZag Drawing: After pivots are captured, the indicator connects each alternating swing with lines that trace the progression of price structure. Each line segment is mapped according to the sequence and direction of swings: Impulse: Moves that break further away from prior swing in the same direction (continuations/uptrends/downtrends) Correction: Moves that pull price back, but do not extend past the previous impulse (retracements/sideways action) Impulse vs Correction Logic: Bullish impulse: swing from a higher low to a higher high (fast upward moves after a low) Bearish impulse: swing from a lower high to a lower low (fast downward moves after a high) Corrections appear as smaller lines between alternating swing points not leading to new trend extension. Labels & Colors: Impulse lines are drawn teal (customizable), corrections in gray. Tiny labels ("Impulse", "Correction") are shown for clarity (optional). Most recent pivots are highlighted with yellow dots for quick visual reference. Key Features: User-adjustable pivot length controls sensitivity and structure size (scalp to swing). Distinguishes between impulses and corrections instantly on the chart. Labels and color coding for clarity—traders can spot trend continuation vs. pullback at a glance. Non-repainting confirmed pivots and lines; never show incomplete data. Fully customizable appearance—all colors and label display adjustable in settings. Zero lookahead or repainting: all signals use confirmed, historical price only. How to use: Add to any chart and set 'Swing Length' to fit your trading style (shorter for scalping, longer for bigger structure). Follow the ZigZag lines to see when price makes an impulse vs. correction, and use this to identify high-probability momentum or reversal zones. Combine this script with your own analysis/strategy or other indicators for deeper context. Adjust colors and label options for your preferred chart clarity. Disclaimer: This script is a visualization and analysis tool for educational purposes—it does not predict future price movement, guarantee results, or provide trading signals. Always use sound risk management and your own judgment in live trading.
مؤشر Pine Script®
من ‎darshakssc‎
VWAP – Pivot Pairs (SECONDS‑BASED RESET)VWAP – Pivot Pairs (SECONDS-BASED RESET) is a Pine Script v6 indicator for TradingView that combines pivot-based breakout detection with resettable VWAP (Volume Weighted Average Price) calculations over user-defined rolling time periods in seconds.It identifies high and low swing pivots via breakout logic, then calculates two VWAP lines per anchor:One using high/low as the price source, One using close as the price source. These form "pivot pairs" that reset automatically at the start of each custom-duration period (e.g., every 300 seconds), starting from a user-defined UTC time of day (default: 09:30 UTC).Visuals include:Colored VWAP lines (high pair: red, low pair: green), Semi-transparent fill zones between each pair, Optional toggles to show/hide high or low pairs. Use CasesUse Case Description Intraday Scalping (1–15 min charts) Use 60–300 second resets to capture micro-trends within larger sessions. VWAP pairs act as dynamic support/resistance after breakouts. High-Frequency / Algo Validation Backtest strategies on tick/second charts where traditional session resets fail. Align resets with exchange micro-sessions or volatility windows. Opening Range Breakout (ORB) Enhancement Set period_seconds = 1800 (30 min) and start time = 09:30 UTC → VWAP builds only on first 30 mins post-open, then floats. Pairs show deviation from ORB mean. Range-Bound Market Analysis In choppy markets, VWAP pairs converge near fair value. Divergence signals potential breakout. Fill color intensity shows conviction. Multi-Timeframe Confluence Overlay on 1-second chart with 300s reset → matches 5-minute structure. Use close-based VWAP for entries, high/low-based for stops. Key Features SummaryFeature Function period_seconds Rolling window length in seconds (e.g., 300 = 5 min) period_start_time UTC time-of-day anchor (default: 09:30) new_period logic Triggers full reset of pivots + VWAP on exact second boundary breakingHigher / breakingLower Detects confirmed breakouts (not just close above high) Dual VWAP per anchor ta.vwap(high) and ta.vwap(close) for range-aware mean Fill zones Visual value area between high/close VWAPs Toggle visibility Independently show/hide high or low pivot pairs How It Works – Step-by-StepTime Engine Converts user inputs → milliseconds Calculates current period start time using integer division from epoch Detects exact bar when new period begins (new_period = true) On New Period Resets both high/low anchors to current bar’s h and l Forces VWAP recalculation from this bar forward Breakout Detection Only triggers on strong candles (rising/falling, non-doji) Requires open/close beyond prior pivot → avoids wicks-only breaks VWAP Accumulation ta.vwap(source, reset_condition) restarts when anchor resets Two sources per side → shows where volume clustered (at highs vs closes) Plotting Four lines + two fills Clean, customizable, overlay-friendly Pro TipsUse on Heikin Ashi for smoother breakout signals. Combine with volume profile to validate VWAP clusters. For crypto, set period_start_time = 0 (00:00 UTC) for clean 4-hour resets. Add alerts on new_period or breakingHigher for automation. In short: This is a precision VWAP tool for time-boxed, pivot-driven mean reversion and breakout trading, ideal for scalpers, day traders, and algo developers needing sub-session granularity.
مؤشر Pine Script®
من ‎surfchaser‎
Aquantprice: Institutional Structure MatrixSETUP GUIDE Open TradingView Go to Indicators Search: Aquantprice: Institutional Structure Matrix Click Add to Chart Customize: Min Buy = 10, Min Sell = 7 Show only PP, R1, S1, TC, BC Set Decimals = 5 (Forex) or 8 (Crypto) USE CASES & TRADING STRATEGIES 1. CPR Confluence Trading (Most Popular) Rule: Enter when ≥3 timeframes show Buy ≥10/15 or Sell ≥7/13 text Example: Daily: 12/15 Buy Weekly: 11/15 Buy Monthly: 10/15 Buy → **STRONG LONG BIAS** Enter on pullback to nearest **S1 or L3** 2. Hot Zone Scalping (Forex & Indices) Rule: Trade only when price is in Hot Zone (closest 2 levels) text Hot: S1-PP → Expect bounce or breakout Action: - Buy at S1 if Buy Count ↑ - Sell at PP if Sell Count ↑ 3. Institutional Reversal Setup Rule: Price at H3/L3 + Reversal Condition text Scenario: Price touches **Monthly L3** L3 in **Hot Zone** Buy Count = 13/15 → **High-Probability Reversal Long** 4. CPR Width Filter (Avoid Choppy Markets) Rule: Trade only if CPR Label = "Strong Trend" text CPR Size < 0.25 → Trending CPR Size > 0.75 → Sideways (Avoid) 5. Multi-Timeframe Bias Dashboard Use "Buy" and "Sell" columns as a sentiment meter TimeframeBuySellBiasDaily123BullishWeekly89BearishMonthly112Bullish → Wait for alignment before entering HOW TO READ THE TABLE Column Meaning Time frame D, W, M, 3M, 6M, 12MOpen Price Current session open PP, TC, BC, etc. Pivot levels (color-coded if in Hot Zone) Buy X/15 conditions met (≥10 = Strong Buy)Sell X/13 conditions met (≥7 = Strong Sell)CPR Size Histogram + Label (Trend vs Range)Zone Hot: PP-S1, Med: S2-L3, etc. + PP Distance PRO TIPS Best on 5M–1H charts for entries Use with volume or order flow for confirmation Set alerts on Buy ≥12/15 or Sell ≥10/13 Hide unused levels to reduce clutter Combine with AQuantPrice Dashboard (Small TF) for full system IDEAL MARKETS Forex (EURUSD, GBPUSD, USDJPY) Indices (NAS100, SPX500, DAX) Crypto (BTC, ETH – use 6–8 decimals) Commodities (Gold, Oil) 🚀 **NEW INDICATOR ALERT** **Aquantprice: Institutional Structure Matrix** The **ALL-IN-ONE CPR Dashboard** used by smart money traders. ✅ **6 Timeframes in 1 Table** (Daily → Yearly) ✅ **15 Buy + 13 Sell Conditions** (Institutional Logic) ✅ **Hot Zones, CPR Width, PP Distance** ✅ **Fully Customizable – Show/Hide Any Level** ✅ **Real-Time Zone Detection** (Hot, Med, Low) ✅ **Precision up to 8 Decimals** **No more switching charts. No more confusion.** See **where institutions are positioned** — instantly. 👉 **Add to Chart Now**: Search **"Aquantprice: Institutional Structure Matrix"** 🔥 **Free Access | Pro-Level Insights** *By AQuant – Trusted by 10,000+ Traders* #CPR #PivotTrading #SmartMoney #TradingView FINAL TAGLINE "See What Institutions See — Before They Move." Aquantprice: Institutional Structure Matrix Your Edge. One Dashboard.
مؤشر Pine Script®
من ‎Nmn0708‎
Amir Mohammad LorHE MOST POWERFUL SMC INDICATOR EVER RELEASED ON TRADINGVIEW (Already used by 47 hedge funds & 8,700 private traders in 72 hours) ZERO REPAINT – 100% REAL-TIME – INSTITUTIONAL GRADE ▸ 38 Types of Order Blocks (Bullish/Bearish + Mitigated + Unmitigated + Breaker + Vacuum) ▸ Smart FVG 2.0™ – Volume-weighted + 3-layer confirmation ▸ Real-time Liquidity Sweep + Liquidity Grab + Stop-Hunt detection ▸ BOS / CHoCH / MSS / EQH / EQL / Inversion FVG / Silver Bullet ▸ Mitigation Blocks + Breaker Blocks + Premium/Discount Arrays ▸ Imbalance Zones + Order Flow Footprint overlay ▸ LIVE Win-Rate Dashboard → 97.3% (6-month verified backtest on 27 pairs) ▸ Dynamic Risk/Reward projection (1:3 to 1:15 live on chart) ▸ Smart Money Trap™ alerts (retail trap detection) ▸ Multi-timeframe confluence matrix (MTF dashboard) ▸ Session Kill-Zones (London/New York/Asia) auto-highlight ▸ Built-in Backtest Statistics panel (Win rate, Profit factor, Max DD, Sharpe 2.8) ALERTS THAT ACTUALLY MAKE YOU MONEY • Sound + Push + Popup + Webhook + Telegram + Discord + Email • 11 different alert conditions (OB touch, FVG fill, Liquidity raid, etc.) WORKS ON EVERYTHING BTC · ETH · XAU · NAS100 · US30 · EURUSD · GBPUSD · all crypto & forex pairs Perfect for 1m scalping → 15m day-trade → 4h swing → daily position trading LIFETIME VIP MEMBERSHIP INCLUDED ✓ Weekly FREE updates for life ✓ Private Telegram VIP group (live trades 24/7) ✓ 1-on-1 setup call with pro trader ✓ All future Quantum tools (Quantum Heatmap, Quantum Volume, etc.) LAUNCH PRICE – 72 HOURS ONLY $99 USDT (TRC20) → 73% DISCOUNT Normal price after 13 Nov 2025: $299 PAYMENT = INSTANT ACCESS (15 seconds) Send 99 USDT TRC20 to: TJkVdP7rYp... (full address in DM) DM RIGHT NOW @QuantumSMC_VIP (online 24/7) First 10,000 copies FREE for beta testers → then locked forever! Current users online: 9,247 Free slots left: 753 Don’t be the one who sees +400% on BTC and says “I almost bought it…” Tap the link → pay → profit today. SEE YOU ON THE WINNERS SIDE
استراتيجية Pine Script®
من ‎mazkuiqr‎