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Scout Regiment - KSI# Scout Regiment - KSI Indicator ## English Documentation ### Overview Scout Regiment - KSI (Key Stochastic Indicators) is a comprehensive momentum oscillator that combines three powerful technical indicators - RSI, CCI, and Williams %R - into a single, unified display. This multi-indicator approach provides traders with diverse perspectives on market momentum, overbought/oversold conditions, and potential reversal points through advanced divergence detection. ### What is KSI? KSI stands for "Key Stochastic Indicators" - a composite momentum indicator that: - Displays multiple oscillators normalized to a 0-100 scale - Uses standardized bands (20/50/80) for consistent interpretation - Combines RSI for trend, CCI for cycle, and Williams %R for reversal detection - Provides enhanced divergence detection specifically for RSI ### Key Features #### 1. **Triple Oscillator System** **① RSI (Relative Strength Index)** - Primary Indicator - **Purpose**: Measures momentum and identifies overbought/oversold conditions - **Default Length**: 22 periods - **Display**: Blue line (2px) - **Key Levels**: - Above 50: Bullish momentum - Below 50: Bearish momentum - Above 80: Overbought - Below 20: Oversold - **Special Features**: - Background color indication (green/red) - Crossover labels at 50 level - Full divergence detection (4 types) **② CCI (Commodity Channel Index)** - Dual Period - **Purpose**: Identifies cyclical trends and extreme conditions - **Dual Display**: - CCI(33): Short-term cycle - Green line (1px) - CCI(77): Medium-term cycle - Orange line (1px) - **Default Source**: HLC3 (typical price) - **Normalized Scale**: Mapped from ±100 to 0-100 for consistency - **Interpretation**: - Above 80: Strong upward momentum - Below 20: Strong downward momentum - 50 level: Neutral - Divergence between periods: Trend change warning **③ Williams %R** - Optional - **Purpose**: Identifies overbought/oversold extremes - **Default Length**: 28 periods - **Display**: Magenta line (2px) - **Scale**: Inverted and normalized to 0-100 - **Best For**: Short-term reversal signals - **Default**: Disabled (enable when needed for extra confirmation) #### 2. **Standardized Band System** **Three-Level Structure:** - **Upper Band (80)**: Overbought zone - Strong momentum area - Watch for reversal signals - Divergences here are most reliable - **Middle Line (50)**: Equilibrium - Separates bullish/bearish zones - Crossovers indicate momentum shifts - Key decision level - **Lower Band (20)**: Oversold zone - Weak momentum area - Look for bounce signals - Divergences here signal potential reversals **Band Fill**: Dark background between 20-80 for visual clarity #### 3. **RSI Visual Enhancements** **Background Color Indication** - Green background: RSI above 50 (bullish bias) - Red background: RSI below 50 (bearish bias) - Optional display for cleaner charts - Helps identify overall momentum direction **Crossover Labels** - "突破" (Breakout): RSI crosses above 50 - "跌破" (Breakdown): RSI crosses below 50 - Marks momentum shift points - Can be toggled on/off #### 4. **Advanced RSI Divergence Detection** The indicator includes comprehensive divergence detection for RSI only (most reliable oscillator): **Regular Bullish Divergence (Yellow)** - **Price**: Lower lows - **RSI**: Higher lows - **Signal**: Potential upward reversal - **Label**: "涨" (Up) - **Most Common**: Near oversold levels (below 30) **Regular Bearish Divergence (Blue)** - **Price**: Higher highs - **RSI**: Lower highs - **Signal**: Potential downward reversal - **Label**: "跌" (Down) - **Most Common**: Near overbought levels (above 70) **Hidden Bullish Divergence (Light Yellow)** - **Price**: Higher lows - **RSI**: Lower lows - **Signal**: Uptrend continuation - **Label**: "隐涨" (Hidden Up) - **Use**: Add to existing longs **Hidden Bearish Divergence (Light Blue)** - **Price**: Lower highs - **RSI**: Higher highs - **Signal**: Downtrend continuation - **Label**: "隐跌" (Hidden Down) - **Use**: Add to existing shorts **Divergence Parameters** (Fully Customizable): - **Right Lookback**: Bars to right of pivot (default: 5) - **Left Lookback**: Bars to left of pivot (default: 5) - **Max Range**: Maximum bars between pivots (default: 60) - **Min Range**: Minimum bars between pivots (default: 5) ### Configuration Settings #### KSI Display Settings - **Show RSI**: Toggle RSI indicator - **Show CCI**: Toggle both CCI lines - **Show Williams %R**: Toggle Williams %R (optional) #### RSI Settings - **RSI Length**: Period for calculation (default: 22) - **Data Source**: Price source (default: close) - **Show Background**: Toggle green/red background - **Show Cross Labels**: Toggle 50-level crossover labels #### RSI Divergence Settings - **Right Lookback**: Pivot detection right side - **Left Lookback**: Pivot detection left side - **Max Range**: Maximum lookback distance - **Min Range**: Minimum lookback distance - **Show Regular Divergence**: Enable regular divergence lines - **Show Regular Labels**: Enable regular divergence labels - **Show Hidden Divergence**: Enable hidden divergence lines - **Show Hidden Labels**: Enable hidden divergence labels #### CCI Settings - **CCI Length**: Short-term period (default: 33) - **CCI Mid Length**: Medium-term period (default: 77) - **Data Source**: Price calculation (default: HLC3) - **Show CCI(33)**: Toggle short-term CCI - **Show CCI(77)**: Toggle medium-term CCI #### Williams %R Settings - **Length**: Calculation period (default: 28) - **Data Source**: Price source (default: close) ### How to Use #### For Basic Momentum Trading 1. **Enable RSI Only** (primary indicator) - Focus on 50-level crossovers - Enable crossover labels for signals 2. **Identify Momentum Direction** - RSI > 50 = Bullish momentum - RSI < 50 = Bearish momentum - Background color confirms direction 3. **Look for Extremes** - RSI > 80 = Overbought (consider selling) - RSI < 20 = Oversold (consider buying) 4. **Trade Setup** - Enter long when RSI crosses above 50 from oversold - Enter short when RSI crosses below 50 from overbought #### For Divergence Trading 1. **Enable RSI with Divergence Detection** - Turn on regular divergence - Optionally add hidden divergence 2. **Wait for Divergence Signal** - Yellow label = Bullish divergence - Blue label = Bearish divergence 3. **Confirm with Price Structure** - Wait for support/resistance break - Look for candlestick patterns - Check volume confirmation 4. **Enter Position** - Enter after confirmation - Stop beyond divergence pivot - Target next key level #### For Multi-Oscillator Confirmation 1. **Enable All Three Indicators** - RSI (momentum) - CCI dual (cycle analysis) - Williams %R (extremes) 2. **Look for Alignment** - All above 50 = Strong bullish - All below 50 = Strong bearish - Mixed signals = Consolidation 3. **Identify Extremes** - All indicators > 80 = Extreme overbought - All indicators < 20 = Extreme oversold 4. **Trade Reversals** - Enter counter-trend when all aligned at extremes - Confirm with divergence if available - Use tight stops #### For CCI Dual-Period Analysis 1. **Enable Both CCI Lines** - CCI(33) = Short-term - CCI(77) = Medium-term 2. **Watch for Crossovers** - Green crosses above orange = Bullish acceleration - Green crosses below orange = Bearish acceleration 3. **Analyze Divergence Between Periods** - Short-term rising, medium falling = Potential reversal - Both rising together = Strong trend 4. **Trade Accordingly** - Follow crossover direction - Exit when lines converge ### Trading Strategies #### Strategy 1: RSI 50-Level Crossover **Setup:** - Enable RSI with background and labels - Wait for clear trend - Look for retracement to 50 level **Entry:** - Long: "突破" label appears after pullback - Short: "跌破" label appears after bounce **Stop Loss:** - Long: Below recent swing low - Short: Above recent swing high **Exit:** - Opposite crossover label - Or predetermined target (2:1 risk-reward) **Best For:** Trend following, clear markets #### Strategy 2: RSI Divergence Reversal **Setup:** - Enable RSI with regular divergence - Wait for extreme levels (>70 or <30) - Look for divergence signal **Entry:** - Long: Yellow "涨" label at oversold level - Short: Blue "跌" label at overbought level **Confirmation:** - Wait for price to break structure - Check for volume increase - Look for candlestick reversal pattern **Stop Loss:** - Beyond divergence pivot point **Exit:** - Take partial profit at 50 level - Exit remainder at opposite extreme or divergence **Best For:** Swing trading, range-bound markets #### Strategy 3: Triple Oscillator Confluence **Setup:** - Enable all three indicators - Wait for all to reach extreme (>80 or <20) - Look for alignment **Entry:** - Long: All three below 20, first one crosses above 20 - Short: All three above 80, first one crosses below 80 **Confirmation:** - All indicators must align - Price at support/resistance - Volume spike helps **Stop Loss:** - Fixed percentage or ATR-based **Exit:** - When any indicator crosses 50 level - Or at predetermined target **Best For:** High-probability reversals, volatile markets #### Strategy 4: CCI Dual-Period System **Setup:** - Enable both CCI lines only - Disable RSI and Williams %R for clarity - Watch for crossovers **Entry:** - Long: CCI(33) crosses above CCI(77) below 50 line - Short: CCI(33) crosses below CCI(77) above 50 line **Confirmation:** - Both should be moving in entry direction - Price breaking key level helps **Stop Loss:** - When CCIs cross back in opposite direction **Exit:** - Both CCIs enter opposite extreme zone - Or trailing stop **Best For:** Catching trend continuations, momentum trading #### Strategy 5: Hidden Divergence Continuation **Setup:** - Enable RSI with hidden divergence - Confirm existing trend - Wait for pullback **Entry:** - Uptrend: "隐涨" label during pullback - Downtrend: "隐跌" label during bounce **Confirmation:** - Price holds key moving average - Trend structure intact **Stop Loss:** - Beyond pullback extreme **Exit:** - Regular divergence appears (reversal warning) - Or trend structure breaks **Best For:** Adding to positions, trend trading ### Best Practices #### Choosing Which Indicators to Display **For Beginners:** - Use RSI only - Enable background color and labels - Focus on 50-level crossovers - Simple and effective **For Intermediate Traders:** - RSI + Regular Divergence - Add CCI for confirmation - Use dual perspectives - Better accuracy **For Advanced Traders:** - All three indicators - Full divergence detection - Multi-timeframe analysis - Maximum information #### Oscillator Priority **Primary**: RSI (22) - Most reliable - Best divergence detection - Good for all timeframes - Use this as your main decision maker **Secondary**: CCI (33/77) - Adds cycle analysis - Great for confirmation - Dual-period crossovers valuable - Use to confirm RSI signals **Tertiary**: Williams %R (28) - Extreme readings useful - More volatile - Best for short-term - Use sparingly for extra confirmation #### Timeframe Considerations **Lower Timeframes (1m-15m):** - More signals, less reliable - Use tight divergence parameters - Focus on RSI crossovers - Quick entries and exits **Medium Timeframes (30m-4H):** - Balanced signal frequency - Default settings work well - Best for divergence trading - Swing trading optimal **Higher Timeframes (Daily+):** - Fewer but stronger signals - Widen divergence ranges - All indicators more reliable - Position trading best #### Divergence Trading Tips 1. **Wait for Confirmation** - Divergence alone isn't enough - Need price structure break - Volume helps validate 2. **Best at Extremes** - Divergences near 80/20 levels most reliable - Mid-level divergences often fail - Combine with support/resistance 3. **Multiple Divergences** - Second divergence stronger than first - Third divergence extremely powerful - Watch for "triple divergence" 4. **Timeframe Alignment** - Check higher timeframe for direction - Trade divergences in direction of larger trend - Counter-trend divergences riskier ### Indicator Combinations **With Moving Averages:** - Use EMAs (21/55/144) for trend - KSI for entry timing - Enter when both align **With Volume:** - Volume confirms breakouts - Divergence + volume divergence = Stronger - Low volume at extremes = Reversal likely **With Support/Resistance:** - Price levels for targets - KSI for entry timing - Divergences at levels = Highest probability **With Bias Indicator:** - Bias shows price deviation - KSI shows momentum - Both diverging = Strong reversal signal **With OBV Indicator:** - OBV shows volume trend - KSI shows price momentum - Volume/momentum divergence powerful ### Common Patterns 1. **Bullish Reversal**: All oscillators oversold + RSI bullish divergence 2. **Bearish Reversal**: All oscillators overbought + RSI bearish divergence 3. **Trend Acceleration**: RSI > 50, both CCIs rising, Williams %R not extreme 4. **Weakening Trend**: RSI declining while price rising (pre-divergence warning) 5. **Strong Trend**: All oscillators stay above/below 50 for extended period 6. **Consolidation**: Oscillators crossing 50 frequently without extremes 7. **Exhaustion**: Multiple oscillators at extreme + hidden divergence failure ### Performance Tips - Start simple: RSI only - Add indicators gradually as you learn - Disable unused features for cleaner charts - Use labels strategically (not always on) - Test different RSI lengths for your market - Adjust divergence parameters based on volatility ### Alert Conditions The indicator includes alerts for: - RSI crossing above 50 - RSI crossing below 50 - RSI regular bullish divergence - RSI regular bearish divergence - RSI hidden bullish divergence - RSI hidden bearish divergence --- ## 中文说明文档 ### 概述 Scout Regiment - KSI（关键随机指标）是一个综合性动量振荡器，将三个强大的技术指标 - RSI、CCI和威廉指标 - 组合到一个统一的显示中。这种多指标方法为交易者提供了市场动量、超买超卖状况和通过高级背离检测发现潜在反转点的多元视角。 ### 什么是KSI？ KSI代表"关键随机指标" - 一个综合动量指标： - 显示多个振荡器，标准化到0-100刻度 - 使用标准化波段（20/50/80）便于一致解读 - 结合RSI用于趋势、CCI用于周期、威廉指标用于反转检测 - 专门为RSI提供增强的背离检测 ### 核心功能 #### 1. **三重振荡器系统** **① RSI（相对强弱指数）** - 主要指标 - **用途**：测量动量并识别超买超卖状况 - **默认长度**：22周期 - **显示**：蓝色线（2像素） - **关键水平**： - 50以上：看涨动量 - 50以下：看跌动量 - 80以上：超买 - 20以下：超卖 - **特殊功能**： - 背景颜色指示（绿色/红色） - 50水平穿越标签 - 完整背离检测（4种类型） **② CCI（顺势指标）** - 双周期 - **用途**：识别周期性趋势和极端状况 - **双重显示**： - CCI(33)：短期周期 - 绿色线（1像素） - CCI(77)：中期周期 - 橙色线（1像素） - **默认数据源**：HLC3（典型价格） - **标准化刻度**：从±100映射到0-100以保持一致性 - **解读**： - 80以上：强劲上升动量 - 20以下：强劲下降动量 - 50水平：中性 - 周期间背离：趋势变化警告 **③ 威廉指标 %R** - 可选 - **用途**：识别超买超卖极值 - **默认长度**：28周期 - **显示**：洋红色线（2像素） - **刻度**：反转并标准化到0-100 - **最适合**：短期反转信号 - **默认**：禁用（需要额外确认时启用） #### 2. **标准化波段系统** **三层结构：** - **上轨（80）**：超买区域 - 强动量区域 - 注意反转信号 - 此处的背离最可靠 - **中线（50）**：均衡线 - 分隔看涨/看跌区域 - 穿越表示动量转变 - 关键决策水平 - **下轨（20）**：超卖区域 - 弱动量区域 - 寻找反弹信号 - 此处的背离预示潜在反转 **波段填充**：20-80之间的深色背景，增强视觉清晰度 #### 3. **RSI视觉增强** **背景颜色指示** - 绿色背景：RSI在50以上（看涨偏向） - 红色背景：RSI在50以下（看跌偏向） - 可选显示，图表更清爽 - 帮助识别整体动量方向 **穿越标签** - "突破"：RSI向上穿越50 - "跌破"：RSI向下穿越50 - 标记动量转变点 - 可开关 #### 4. **高级RSI背离检测** 指标仅为RSI（最可靠的振荡器）提供全面背离检测： **常规看涨背离（黄色）** - **价格**：更低的低点 - **RSI**：更高的低点 - **信号**：潜在向上反转 - **标签**："涨" - **最常见**：在超卖水平附近（30以下） **常规看跌背离（蓝色）** - **价格**：更高的高点 - **RSI**：更低的高点 - **信号**：潜在向下反转 - **标签**："跌" - **最常见**：在超买水平附近（70以上） **隐藏看涨背离（浅黄色）** - **价格**：更高的低点 - **RSI**：更低的低点 - **信号**：上升趋势延续 - **标签**："隐涨" - **用途**：加仓现有多头 **隐藏看跌背离（浅蓝色）** - **价格**：更低的高点 - **RSI**：更高的高点 - **信号**：下降趋势延续 - **标签**："隐跌" - **用途**：加仓现有空头 **背离参数**（完全可自定义）： - **右侧回溯**：枢轴点右侧K线数（默认：5） - **左侧回溯**：枢轴点左侧K线数（默认：5） - **最大范围**：枢轴点之间最大K线数（默认：60） - **最小范围**：枢轴点之间最小K线数（默认：5） ### 配置设置 #### KSI显示设置 - **显示RSI**：切换RSI指标 - **显示CCI**：切换两条CCI线 - **显示威廉指标 %R**：切换威廉指标（可选） #### RSI设置 - **RSI长度**：计算周期（默认：22） - **数据源**：价格源（默认：收盘价） - **显示背景**：切换绿色/红色背景 - **显示穿越标签**：切换50水平穿越标签 #### RSI背离设置 - **右侧回溯**：枢轴检测右侧 - **左侧回溯**：枢轴检测左侧 - **回溯范围最大值**：最大回溯距离 - **回溯范围最小值**：最小回溯距离 - **显示常规背离**：启用常规背离线 - **显示常规背离标签**：启用常规背离标签 - **显示隐藏背离**：启用隐藏背离线 - **显示隐藏背离标签**：启用隐藏背离标签 #### CCI设置 - **CCI长度**：短期周期（默认：33） - **CCI中期长度**：中期周期（默认：77） - **数据源**：价格计算（默认：HLC3） - **显示CCI(33)**：切换短期CCI - **显示CCI(77)**：切换中期CCI #### 威廉指标 %R 设置 - **长度**：计算周期（默认：28） - **数据源**：价格源（默认：收盘价） ### 使用方法 #### 基础动量交易 1. **仅启用RSI**（主要指标） - 关注50水平穿越 - 启用穿越标签获取信号 2. **识别动量方向** - RSI > 50 = 看涨动量 - RSI < 50 = 看跌动量 - 背景颜色确认方向 3. **寻找极值** - RSI > 80 = 超买（考虑卖出） - RSI < 20 = 超卖（考虑买入） 4. **交易设置** - RSI从超卖区向上穿越50时做多 - RSI从超买区向下穿越50时做空 #### 背离交易 1. **启用RSI和背离检测** - 打开常规背离 - 可选添加隐藏背离 2. **等待背离信号** - 黄色标签 = 看涨背离 - 蓝色标签 = 看跌背离 3. **用价格结构确认** - 等待支撑/阻力突破 - 寻找K线形态 - 检查成交量确认 4. **进入仓位** - 确认后进入 - 止损设在背离枢轴点之外 - 目标下一个关键水平 #### 多振荡器确认 1. **启用全部三个指标** - RSI（动量） - CCI双周期（周期分析） - 威廉指标 %R（极值） 2. **寻找一致性** - 全部在50以上 = 强劲看涨 - 全部在50以下 = 强劲看跌 - 信号混合 = 盘整 3. **识别极值** - 所有指标 > 80 = 极度超买 - 所有指标 < 20 = 极度超卖 4. **交易反转** - 所有指标在极值一致时逆势进入 - 可能的话用背离确认 - 使用紧密止损 #### CCI双周期分析 1. **启用两条CCI线** - CCI(33) = 短期 - CCI(77) = 中期 2. **观察穿越** - 绿色线穿越橙色线向上 = 看涨加速 - 绿色线穿越橙色线向下 = 看跌加速 3. **分析周期间背离** - 短期上升，中期下降 = 潜在反转 - 两者同时上升 = 强趋势 4. **相应交易** - 跟随穿越方向 - 线条汇合时退出 ### 交易策略 #### 策略1：RSI 50水平穿越 **设置：** - 启用RSI及背景和标签 - 等待明确趋势 - 寻找回调至50水平 **入场：** - 多头：回调后出现"突破"标签 - 空头：反弹后出现"跌破"标签 **止损：** - 多头：近期波动低点之下 - 空头：近期波动高点之上 **离场：** - 出现相反穿越标签 - 或预定目标（2:1风险收益比） **适合：**趋势跟随、明确市场 #### 策略2：RSI背离反转 **设置：** - 启用RSI和常规背离 - 等待极端水平（>70或<30） - 寻找背离信号 **入场：** - 多头：超卖水平出现黄色"涨"标签 - 空头：超买水平出现蓝色"跌"标签 **确认：** - 等待价格突破结构 - 检查成交量增加 - 寻找K线反转形态 **止损：** - 背离枢轴点之外 **离场：** - 在50水平部分获利 - 其余在相反极值或背离处离场 **适合：**波段交易、震荡市场 #### 策略3：三重振荡器汇合 **设置：** - 启用全部三个指标 - 等待全部达到极值（>80或<20） - 寻找一致性 **入场：** - 多头：三个全部低于20，第一个向上穿越20 - 空头：三个全部高于80，第一个向下穿越80 **确认：** - 所有指标必须一致 - 价格在支撑/阻力位 - 成交量激增有帮助 **止损：** - 固定百分比或基于ATR **离场：** - 任一指标穿越50水平时 - 或在预定目标 **适合：**高概率反转、波动市场 #### 策略4：CCI双周期系统 **设置：** - 仅启用两条CCI线 - 禁用RSI和威廉指标以保持清晰 - 观察穿越 **入场：** - 多头：CCI(33)在50线下方向上穿越CCI(77) - 空头：CCI(33)在50线上方向下穿越CCI(77) **确认：** - 两者都应朝入场方向移动 - 价格突破关键水平有帮助 **止损：** - CCI反向穿越时 **离场：** - 两条CCI进入相反极值区域 - 或移动止损 **适合：**捕捉趋势延续、动量交易 #### 策略5：隐藏背离延续 **设置：** - 启用RSI和隐藏背离 - 确认现有趋势 - 等待回调 **入场：** - 上升趋势：回调期间出现"隐涨"标签 - 下降趋势：反弹期间出现"隐跌"标签 **确认：** - 价格守住关键移动平均线 - 趋势结构完整 **止损：** - 回调极值之外 **离场：** - 出现常规背离（反转警告） - 或趋势结构破坏 **适合：**加仓、趋势交易 ### 最佳实践 #### 选择显示哪些指标 **新手：** - 仅使用RSI - 启用背景颜色和标签 - 关注50水平穿越 - 简单有效 **中级交易者：** - RSI + 常规背离 - 添加CCI确认 - 使用双重视角 - 更高准确度 **高级交易者：** - 全部三个指标 - 完整背离检测 - 多时间框架分析 - 信息最大化 #### 振荡器优先级 **主要**：RSI (22) - 最可靠 - 最佳背离检测 - 适用所有时间框架 - 用作主要决策依据 **次要**：CCI (33/77) - 添加周期分析 - 确认效果好 - 双周期穿越有价值 - 用于确认RSI信号 **第三**：威廉指标 %R (28) - 极值读数有用 - 更波动 - 最适合短期 - 谨慎使用以获额外确认 #### 时间框架考虑 **低时间框架（1分钟-15分钟）：** - 更多信号，可靠性较低 - 使用紧密背离参数 - 关注RSI穿越 - 快速进出 **中等时间框架（30分钟-4小时）：** - 信号频率平衡 - 默认设置效果好 - 最适合背离交易 - 波段交易最优 **高时间框架（日线+）：** - 信号较少但更强 - 扩大背离范围 - 所有指标更可靠 - 最适合仓位交易 #### 背离交易技巧 1. **等待确认** - 仅背离不够 - 需要价格结构突破 - 成交量帮助验证 2. **极值处最佳** - 80/20水平附近的背离最可靠 - 中间水平背离常失败 - 结合支撑/阻力 3. **多重背离** - 第二次背离强于第一次 - 第三次背离极其强大 - 注意"三重背离" 4. **时间框架对齐** - 检查更高时间框架方向 - 顺大趋势方向交易背离 - 逆势背离风险更大 ### 指标组合 **与移动平均线配合：** - 使用EMA（21/55/144）确定趋势 - KSI用于入场时机 - 两者一致时进入 **与成交量配合：** - 成交量确认突破 - 背离 + 成交量背离 = 更强 - 极值处低成交量 = 可能反转 **与支撑/阻力配合：** - 价格水平作为目标 - KSI用于入场时机 - 水平处的背离 = 最高概率 **与Bias指标配合：** - Bias显示价格偏离 - KSI显示动量 - 两者都背离 = 强反转信号 **与OBV指标配合：** - OBV显示成交量趋势 - KSI显示价格动量 - 成交量/动量背离强大 ### 常见形态 1. **看涨反转**：所有振荡器超卖 + RSI看涨背离 2. **看跌反转**：所有振荡器超买 + RSI看跌背离 3. **趋势加速**：RSI > 50，两条CCI上升，威廉指标不极端 4. **趋势减弱**：价格上升时RSI下降（背离前警告） 5. **强趋势**：所有振荡器长时间保持在50上方/下方 6. **盘整**：振荡器频繁穿越50无极值 7. **衰竭**：多个振荡器在极值 + 隐藏背离失败 ### 性能提示 - 从简单开始：仅RSI - 学习时逐渐添加指标 - 禁用未使用功能以保持图表清晰 - 策略性使用标签（不总是开启） - 为您的市场测试不同RSI长度 - 根据波动性调整背离参数 ### 警报条件 指标包含以下警报： - RSI向上穿越50 - RSI向下穿越50 - RSI常规看涨背离 - RSI常规看跌背离 - RSI隐藏看涨背离 - RSI隐藏看跌背离 --- ## Technical Support For questions or issues, please refer to the TradingView community or contact the indicator creator. ## 技术支持 如有问题，请参考TradingView社区或联系指标创建者。
مؤشر Pine Script®
من ‎lwmxmpyp‎
Scout Regiment - OBV# Scout Regiment - OBV Indicator ## English Documentation ### Overview Scout Regiment - OBV (On-Balance Volume) is an advanced momentum indicator that combines volume and price movement to identify the strength of buying and selling pressure. This indicator features an oscillator-based approach with divergence detection to help traders spot potential trend reversals and confirm price movements. ### What is OBV? On-Balance Volume (OBV) is a cumulative volume indicator that adds volume on up days and subtracts volume on down days: - **Rising OBV**: Accumulation (buying pressure) - **Falling OBV**: Distribution (selling pressure) - **OBV Oscillator**: The difference between OBV and its smoothed moving average, making divergences easier to spot ### Key Features #### 1. **OBV Oscillator Display** Instead of displaying raw OBV values, this indicator shows the oscillator (difference between OBV and its smoothed line): **Benefits:** - Easier to identify divergences - Clearer trend changes - More sensitive to momentum shifts - Zero line as reference point **Visual Elements:** - **Step Line**: Main OBV oscillator line - Green: Positive oscillator (accumulation) - Red: Negative oscillator (distribution) - **Histogram**: Visual representation of oscillator strength - Green bars: Above zero line - Red bars: Below zero line - **Zero Line**: White dotted horizontal line as reference #### 2. **Smoothing Options** Choose from multiple moving average types to smooth the OBV: - **None**: Raw OBV (most sensitive) - **SMA**: Simple Moving Average (equal weight) - **EMA**: Exponential Moving Average (recent price emphasis) - Default - **SMMA (RMA)**: Smoothed Moving Average (very smooth) - **WMA**: Weighted Moving Average (linear weight) - **VWMA**: Volume Weighted Moving Average (volume emphasis) **Default Settings:** - Type: EMA - Length: 21 periods - Best for: Most market conditions #### 3. **Multi-Timeframe Analysis** - Calculate OBV on any timeframe - View higher timeframe momentum on lower timeframe charts - Align trades with larger timeframe volume trends - Empty field = Current chart timeframe #### 4. **Visual Enhancements** **Background Color** - Light green: Positive oscillator (bullish volume pressure) - Light red: Negative oscillator (bearish volume pressure) - Optional display for cleaner charts **Crossover Labels** - "突破" (Breakout): When oscillator crosses above zero - "跌破" (Breakdown): When oscillator crosses below zero - Indicates potential trend changes - Can be toggled on/off #### 5. **Comprehensive Divergence Detection** The indicator automatically detects four types of divergences: **Regular Bullish Divergence (Yellow)** - **Price**: Makes lower lows - **OBV**: Makes higher lows - **Signal**: Potential upward reversal - **Label**: "看涨" (Bullish) - **Use**: Enter long positions **Regular Bearish Divergence (Blue)** - **Price**: Makes higher highs - **OBV**: Makes lower highs - **Signal**: Potential downward reversal - **Label**: "看跌" (Bearish) - **Use**: Enter short positions or exit longs **Hidden Bullish Divergence (Light Yellow)** - **Price**: Makes higher lows - **OBV**: Makes lower lows - **Signal**: Trend continuation (uptrend) - **Label**: "隐藏看涨" (Hidden Bullish) - **Use**: Add to long positions **Hidden Bearish Divergence (Light Blue)** - **Price**: Makes lower highs - **OBV**: Makes higher highs - **Signal**: Trend continuation (downtrend) - **Label**: "隐藏看跌" (Hidden Bearish) - **Use**: Add to short positions #### 6. **Customizable Divergence Detection** **Pivot Lookback Settings:** - **Left Lookback**: Bars to the left of pivot (default: 5) - **Right Lookback**: Bars to the right of pivot (default: 5) - Determines how "extreme" a point must be to qualify as a pivot **Range Settings:** - **Maximum Range**: Maximum bars between pivots (default: 60) - **Minimum Range**: Minimum bars between pivots (default: 5) - Filters out too-close or too-distant divergences **Display Options:** - Toggle regular divergences on/off - Toggle hidden divergences on/off - Toggle divergence labels on/off - Show only the divergences you need ### Configuration Settings #### Smoothing Settings - **Smoothing Type**: Choose MA type (None/SMA/EMA/SMMA/WMA/VWMA) - **Smoothing Length**: Number of periods for smoothing (default: 21) #### Calculation Settings - **Timeframe**: Select calculation timeframe (empty = current chart) #### Display Settings - **Show OBV Line**: Toggle step line display - **Show OBV Histogram**: Toggle histogram display - **Show Background Color**: Toggle background coloring - **Show Crossover Labels**: Toggle breakout/breakdown labels #### Divergence Settings - **Pivot Right Lookback**: Right bars for pivot detection (default: 5) - **Pivot Left Lookback**: Left bars for pivot detection (default: 5) - **Range Maximum**: Max bars between divergences (default: 60) - **Range Minimum**: Min bars between divergences (default: 5) - **Show Regular Divergences**: Enable/disable regular divergences - **Show Regular Labels**: Enable/disable regular divergence labels - **Show Hidden Divergences**: Enable/disable hidden divergences - **Show Hidden Labels**: Enable/disable hidden divergence labels ### How to Use #### For Trend Confirmation 1. **Identify Trend with Price** - Uptrend: Higher highs and higher lows - Downtrend: Lower highs and lower lows 2. **Confirm with OBV Oscillator** - Strong uptrend: OBV oscillator staying positive - Strong downtrend: OBV oscillator staying negative - Weak trend: OBV oscillator frequently crossing zero 3. **Volume Confirmation** - Trend with increasing OBV = Strong trend - Trend with decreasing OBV = Weak trend (watch for reversal) #### For Divergence Trading 1. **Enable Divergence Detection** - Start with regular divergences only - Add hidden divergences for trend continuation 2. **Wait for Divergence Signal** - Yellow label = Potential bullish reversal - Blue label = Potential bearish reversal 3. **Confirm with Price Action** - Wait for support/resistance break - Look for candlestick confirmation - Check higher timeframe alignment 4. **Enter Trade** - Enter after confirmation - Set stop loss beyond recent swing - Target based on previous swing or support/resistance #### For Breakout Trading 1. **Enable Crossover Labels** - Identify when oscillator crosses zero line 2. **Confirm Volume Strength** - Strong breakouts have large oscillator moves - Weak breakouts barely cross zero 3. **Trade Direction** - "突破" label = Enter long - "跌破" label = Enter short 4. **Manage Position** - Exit when oscillator crosses back - Use price structure for stops #### For Multi-Timeframe Analysis 1. **Set Higher Timeframe** - Example: On 15min chart, set timeframe to 1H or 4H 2. **Identify Higher Timeframe Trend** - Positive oscillator = Uptrend bias - Negative oscillator = Downtrend bias 3. **Trade with the Trend** - Only take long signals in uptrend - Only take short signals in downtrend 4. **Time Entries** - Use current timeframe for precise entry - Confirm with higher timeframe direction ### Trading Strategies #### Strategy 1: Regular Divergence Reversal **Setup:** 1. Price in strong trend (up or down) 2. Regular divergence appears 3. Price reaches support/resistance level **Entry:** - Bullish: After "看涨" label, when price breaks above recent high - Bearish: After "看跌" label, when price breaks below recent low **Stop Loss:** - Bullish: Below divergence low - Bearish: Above divergence high **Exit:** - Take profit at next major support/resistance - Or when opposite divergence appears **Best For:** Swing trading, reversal trading #### Strategy 2: Hidden Divergence Continuation **Setup:** 1. Clear trend established 2. Price pulls back (retracement) 3. Hidden divergence appears **Entry:** - Bullish: After "隐藏看涨" label, when price resumes uptrend - Bearish: After "隐藏看跌" label, when price resumes downtrend **Stop Loss:** - Behind the pullback swing point **Exit:** - Trail stop as trend continues - Exit on regular divergence (reversal signal) **Best For:** Trend following, adding to positions #### Strategy 3: Zero Line Crossover **Setup:** 1. Enable crossover labels 2. Oscillator crosses zero line 3. Confirm with price structure break **Entry:** - "突破" label = Buy signal - "跌破" label = Sell signal **Stop Loss:** - Below/above recent swing **Exit:** - When oscillator crosses back over zero - Or at predetermined target **Best For:** Momentum trading, quick trades #### Strategy 4: Multi-Timeframe Confluence **Setup:** 1. Set indicator to higher timeframe (e.g., 4H on 1H chart) 2. Wait for higher TF oscillator to be positive (uptrend) or negative (downtrend) 3. Look for entries on current timeframe aligned with higher TF **Entry:** - Long: When both timeframes show positive oscillator or bullish divergence - Short: When both timeframes show negative oscillator or bearish divergence **Stop Loss:** - Based on current timeframe structure **Exit:** - When higher timeframe oscillator turns negative (for longs) or positive (for shorts) **Best For:** Swing trading, high-probability setups ### Best Practices #### Volume Analysis 1. **Strong Moves Need Volume** - Price increase + Rising OBV = Healthy uptrend - Price increase + Falling OBV = Weak uptrend (warning) 2. **Watch for Confirmation** - New highs with new OBV highs = Confirmed - New highs without new OBV highs = Potential divergence 3. **Consider Context** - Low volume periods (Asian session, holidays) = Less reliable - High volume periods (News, London/NY overlap) = More reliable #### Divergence Trading Tips 1. **Not All Divergences Work** - Wait for price confirmation - Stronger in oversold/overbought areas - Better at support/resistance levels 2. **Multiple Divergences** - Multiple divergences on same trend = Stronger signal - Quick divergence failures = Ignore and wait for next 3. **Timeframe Matters** - Higher timeframe divergences = More reliable - Lower timeframe divergences = More frequent, less reliable #### Smoothing Selection 1. **No Smoothing (None)** - Most sensitive, more signals - More noise, more false signals - Best for: Scalping, very active trading 2. **EMA (Default)** - Balanced approach - Good for most strategies - Best for: Swing trading, day trading 3. **SMMA (RMA)** - Very smooth, fewer signals - Less responsive to sudden changes - Best for: Position trading, longer timeframes ### Indicator Combinations **With Moving Averages:** - Use EMAs for trend direction - OBV for volume confirmation - Enter when both align **With RSI:** - RSI for overbought/oversold - OBV for volume confirmation - Divergences on both = Stronger signal **With Price Action:** - Support/resistance for levels - OBV for strength confirmation - Breakouts with positive OBV = More likely to succeed **With Bias Indicator:** - Bias for price deviation - OBV for volume confirmation - Both showing divergence = High probability reversal ### Common Patterns 1. **Accumulation**: OBV rising while price consolidates (breakout likely) 2. **Distribution**: OBV falling while price consolidates (breakdown likely) 3. **Confirmation**: OBV and price both making new highs/lows (trend strong) 4. **Divergence**: OBV and price moving opposite directions (reversal warning) 5. **False Breakout**: Price breaks but OBV doesn't confirm (likely to fail) ### Performance Tips - Disable unused display features for faster loading - Start with regular divergences only, add hidden later - Use histogram for quick visual reference - Enable crossover labels for clear entry signals - Test different smoothing lengths for your market ### Alert Conditions The indicator includes alerts for: - Regular bullish divergence detected - Regular bearish divergence detected - Hidden bullish divergence detected - Hidden bearish divergence detected **How to Set Alerts:** 1. Click on the indicator name 2. Select "Add Alert" 3. Choose condition 4. Configure notification method --- ## 中文说明文档 ### 概述 Scout Regiment - OBV（能量潮）是一个高级动量指标，结合成交量和价格变动来识别买卖压力的强度。该指标采用振荡器方法并具有背离检测功能，帮助交易者发现潜在的趋势反转并确认价格走势。 ### 什么是OBV？ 能量潮（OBV）是一个累积成交量指标，在上涨日累加成交量，在下跌日减去成交量： - **上升的OBV**：积累（买入压力） - **下降的OBV**：派发（卖出压力） - **OBV振荡器**：OBV与其平滑移动平均线之间的差值，使背离更容易识别 ### 核心功能 #### 1. **OBV振荡器显示** 该指标不显示原始OBV值，而是显示振荡器（OBV与其平滑线之间的差值）： **优势：** - 更容易识别背离 - 趋势变化更清晰 - 对动量变化更敏感 - 零线作为参考点 **视觉元素：** - **阶梯线**：主OBV振荡器线 - 绿色：正振荡器（积累） - 红色：负振荡器（派发） - **柱状图**：振荡器强度的可视化表示 - 绿色柱：零线以上 - 红色柱：零线以下 - **零线**：白色虚线作为参考 #### 2. **平滑选项** 选择多种移动平均类型来平滑OBV： - **None**：原始OBV（最敏感） - **SMA**：简单移动平均（等权重） - **EMA**：指数移动平均（强调近期价格）- 默认 - **SMMA (RMA)**：平滑移动平均（非常平滑） - **WMA**：加权移动平均（线性权重） - **VWMA**：成交量加权移动平均（强调成交量） **默认设置：** - 类型：EMA - 长度：21周期 - 适合：大多数市场状况 #### 3. **多时间框架分析** - 在任何时间框架上计算OBV - 在低时间框架图表上查看高时间框架动量 - 使交易与更大时间框架的成交量趋势保持一致 - 空字段 = 当前图表时间框架 #### 4. **视觉增强** **背景颜色** - 浅绿色：正振荡器（看涨成交量压力） - 浅红色：负振荡器（看跌成交量压力） - 可选显示，图表更清爽 **穿越标签** - "突破"：振荡器向上穿越零线 - "跌破"：振荡器向下穿越零线 - 指示潜在趋势变化 - 可开关 #### 5. **全面的背离检测** 指标自动检测四种类型的背离： **常规看涨背离（黄色）** - **价格**：创新低 - **OBV**：创更高的低点 - **信号**：潜在向上反转 - **标签**："看涨" - **用途**：进入多头仓位 **常规看跌背离（蓝色）** - **价格**：创新高 - **OBV**：创更低的高点 - **信号**：潜在向下反转 - **标签**："看跌" - **用途**：进入空头仓位或退出多头 **隐藏看涨背离（浅黄色）** - **价格**：创更高的低点 - **OBV**：创更低的低点 - **信号**：趋势延续（上升趋势） - **标签**："隐藏看涨" - **用途**：加仓多头 **隐藏看跌背离（浅蓝色）** - **价格**：创更低的高点 - **OBV**：创更高的高点 - **信号**：趋势延续（下降趋势） - **标签**："隐藏看跌" - **用途**：加仓空头 #### 6. **可自定义的背离检测** **枢轴回溯设置：** - **左侧回溯**：枢轴点左侧K线数（默认：5） - **右侧回溯**：枢轴点右侧K线数（默认：5） - 决定一个点要多"极端"才能成为枢轴点 **范围设置：** - **最大范围**：枢轴点之间最大K线数（默认：60） - **最小范围**：枢轴点之间最小K线数（默认：5） - 过滤太近或太远的背离 **显示选项：** - 开关常规背离 - 开关隐藏背离 - 开关背离标签 - 只显示需要的背离 ### 配置设置 #### 平滑设置 - **平滑类型**：选择MA类型（None/SMA/EMA/SMMA/WMA/VWMA） - **平滑长度**：平滑周期数（默认：21） #### 计算设置 - **时间周期**：选择计算时间框架（空 = 当前图表） #### 显示设置 - **显示OBV点线**：切换阶梯线显示 - **显示OBV柱状图**：切换柱状图显示 - **显示背景颜色**：切换背景着色 - **显示突破标签**：切换突破/跌破标签 #### 背离设置 - **枢轴右侧回溯**：枢轴检测右侧K线数（默认：5） - **枢轴左侧回溯**：枢轴检测左侧K线数（默认：5） - **回看范围最大值**：背离之间最大K线数（默认：60） - **回看范围最小值**：背离之间最小K线数（默认：5） - **显示常规背离**：启用/禁用常规背离 - **显示常规背离标签**：启用/禁用常规背离标签 - **显示隐藏背离**：启用/禁用隐藏背离 - **显示隐藏背离标签**：启用/禁用隐藏背离标签 ### 使用方法 #### 趋势确认 1. **用价格识别趋势** - 上升趋势：更高的高点和更高的低点 - 下降趋势：更低的高点和更低的低点 2. **用OBV振荡器确认** - 强劲上升趋势：OBV振荡器保持正值 - 强劲下降趋势：OBV振荡器保持负值 - 弱势趋势：OBV振荡器频繁穿越零线 3. **成交量确认** - 趋势伴随上升的OBV = 强趋势 - 趋势伴随下降的OBV = 弱趋势（注意反转） #### 背离交易 1. **启用背离检测** - 先从常规背离开始 - 添加隐藏背离用于趋势延续 2. **等待背离信号** - 黄色标签 = 潜在看涨反转 - 蓝色标签 = 潜在看跌反转 3. **用价格行为确认** - 等待支撑/阻力突破 - 寻找K线确认 - 检查更高时间框架对齐 4. **进入交易** - 确认后进入 - 在近期波动之外设置止损 - 基于前一波动或支撑/阻力设定目标 #### 突破交易 1. **启用穿越标签** - 识别振荡器何时穿越零线 2. **确认成交量强度** - 强突破有大振荡器移动 - 弱突破勉强穿越零线 3. **交易方向** - "突破"标签 = 进入多头 - "跌破"标签 = 进入空头 4. **管理仓位** - 振荡器反向穿越时退出 - 使用价格结构设置止损 #### 多时间框架分析 1. **设置更高时间框架** - 例如：在15分钟图上，设置时间框架为1H或4H 2. **识别更高时间框架趋势** - 正振荡器 = 上升趋势偏向 - 负振荡器 = 下降趋势偏向 3. **顺趋势交易** - 仅在上升趋势中接受多头信号 - 仅在下降趋势中接受空头信号 4. **把握入场时机** - 使用当前时间框架进行精确进入 - 用更高时间框架方向确认 ### 交易策略 #### 策略1：常规背离反转 **设置：** 1. 价格处于强趋势（上涨或下跌） 2. 出现常规背离 3. 价格到达支撑/阻力水平 **入场：** - 看涨：在"看涨"标签后，价格突破近期高点时 - 看跌：在"看跌"标签后，价格跌破近期低点时 **止损：** - 看涨：背离低点之下 - 看跌：背离高点之上 **退出：** - 在下一个主要支撑/阻力获利 - 或出现相反背离时 **适合：**波段交易、反转交易 #### 策略2：隐藏背离延续 **设置：** 1. 建立明确趋势 2. 价格回调（回撤） 3. 出现隐藏背离 **入场：** - 看涨：在"隐藏看涨"标签后，价格恢复上升趋势时 - 看跌：在"隐藏看跌"标签后，价格恢复下降趋势时 **止损：** - 在回调波动点之后 **退出：** - 随着趋势延续移动止损 - 出现常规背离（反转信号）时退出 **适合：**趋势跟随、加仓 #### 策略3：零线穿越 **设置：** 1. 启用穿越标签 2. 振荡器穿越零线 3. 用价格结构突破确认 **入场：** - "突破"标签 = 买入信号 - "跌破"标签 = 卖出信号 **止损：** - 近期波动之下/之上 **退出：** - 振荡器反向穿越零线时 - 或在预定目标 **适合：**动量交易、快速交易 #### 策略4：多时间框架汇合 **设置：** 1. 设置指标到更高时间框架（例如，在1H图上设置4H） 2. 等待更高TF振荡器为正（上升趋势）或负（下降趋势） 3. 在当前时间框架上寻找与更高TF一致的入场机会 **入场：** - 多头：两个时间框架都显示正振荡器或看涨背离时 - 空头：两个时间框架都显示负振荡器或看跌背离时 **止损：** - 基于当前时间框架结构 **退出：** - 更高时间框架振荡器变为负（多头）或正（空头）时 **适合：**波段交易、高概率设置 ### 最佳实践 #### 成交量分析 1. **强势波动需要成交量** - 价格上涨 + 上升的OBV = 健康上升趋势 - 价格上涨 + 下降的OBV = 弱上升趋势（警告） 2. **注意确认** - 新高伴随新OBV高点 = 已确认 - 新高没有新OBV高点 = 潜在背离 3. **考虑背景** - 低成交量期（亚洲时段、假期）= 可靠性较低 - 高成交量期（新闻、伦敦/纽约重叠）= 更可靠 #### 背离交易技巧 1. **不是所有背离都有效** - 等待价格确认 - 在超卖/超买区域更强 - 在支撑/阻力水平更好 2. **多重背离** - 同一趋势上多个背离 = 更强信号 - 背离快速失败 = 忽略并等待下一个 3. **时间框架重要** - 更高时间框架背离 = 更可靠 - 更低时间框架背离 = 更频繁，可靠性较低 #### 平滑选择 1. **无平滑（None）** - 最敏感，更多信号 - 更多噪音，更多假信号 - 适合：剥头皮、非常活跃的交易 2. **EMA（默认）** - 平衡方法 - 适合大多数策略 - 适合：波段交易、日内交易 3. **SMMA (RMA)** - 非常平滑，更少信号 - 对突然变化响应较慢 - 适合：仓位交易、更长时间框架 ### 指标组合 **与移动平均线配合：** - 使用EMA确定趋势方向 - OBV确认成交量 - 两者一致时进入 **与RSI配合：** - RSI用于超买超卖 - OBV用于成交量确认 - 两者都背离 = 更强信号 **与价格行为配合：** - 支撑/阻力确定水平 - OBV确认强度 - 正OBV的突破 = 更可能成功 **与Bias指标配合：** - Bias用于价格偏离 - OBV用于成交量确认 - 两者都显示背离 = 高概率反转 ### 常见形态 1. **积累**：OBV上升而价格盘整（突破可能） 2. **派发**：OBV下降而价格盘整（跌破可能） 3. **确认**：OBV和价格都创新高/新低（趋势强劲） 4. **背离**：OBV和价格反向移动（反转警告） 5. **假突破**：价格突破但OBV不确认（可能失败） ### 性能提示 - 禁用未使用的显示功能以加快加载 - 先从常规背离开始，稍后添加隐藏背离 - 使用柱状图快速视觉参考 - 启用穿越标签以获得清晰的入场信号 - 为您的市场测试不同的平滑长度 ### 警报条件 指标包含以下警报： - 检测到常规看涨背离 - 检测到常规看跌背离 - 检测到隐藏看涨背离 - 检测到隐藏看跌背离 **如何设置警报：** 1. 点击指标名称 2. 选择"添加警报" 3. 选择条件 4. 配置通知方法 --- ## Technical Support For questions or issues, please refer to the TradingView community or contact the indicator creator. ## 技术支持 如有问题，请参考TradingView社区或联系指标创建者。
مؤشر Pine Script®
من ‎lwmxmpyp‎
Momentum Master v1# Momentum Master v1 - Multi-Strategy Trading System ## SCRIPT OVERVIEW Momentum Master v1 is a multi-strategy trading system that integrates 6 distinct trading methodologies (EMA Crossover, RSI Mean Reversion, Breakout, MACD Crossover, Bollinger Bands, Volume Breakout) through a shared risk management pipeline. This script implements a proprietary integration framework that creates synergistic value beyond what individual indicators provide, combining advanced technical analysis techniques with institutional flow analysis. ## TECHNICAL METHODOLOGY ### Multi-Strategy Signal Generation Framework The script operates on a shared execution framework where all six trading strategies share the same risk management system, but each strategy uses its own unique entry logic: 1. **EMA Crossover System**: Detects momentum shifts using configurable fast/slow EMA periods (Standard 9/21, Fast 7/17, Slow 13/26, or Custom) 2. **RSI Mean Reversion**: Identifies overbought/oversold conditions for counter-trend opportunities 3. **Breakout Detection**: Captures price breakouts from consolidation zones 4. **MACD Crossover**: Uses MACD line crossovers to confirm trend changes 5. **Bollinger Bands**: Trades bounces from band extremes and breakouts 6. **Volume Breakout**: Confirms moves with above-average volume **Why This Integration Creates Unique Value:** This is not a simple indicator mashup. The proprietary integration framework creates synergistic value through: - **Shared Risk Management**: All strategies share ATR-based stop loss calculation and multiple take profit levels (TP1-TP6 with ratios 1:2, 1:4, 1:6, 1:8, 1:10, 1:12) - **Adaptive Confidence Scoring**: The system evaluates market context from multiple perspectives simultaneously - **Shared Filter System**: Optional filters (RSI extremes, ADX trend strength, Volume confirmation, POC proximity) apply uniformly across all strategies ## FLOW ANALYSIS INTEGRATION ### Fair Value Gap (FVG) Retracement Validation The script implements proprietary FVG detection with retracement validation logic: - **200-bar lookback** with **20% ATR tolerance** for gap identification - **Retracement confirmation**: Signals can require price to retrace into a recent FVG before entry (optional filter) - **Size filtering**: Only displays FVGs above minimum ATR threshold (configurable) - **Visual tracking**: Shows last N FVGs with color-coded boxes (bullish green, bearish red) **How FVG Integration Enhances Strategy Signals:** When a strategy generates a signal, the FVG system validates whether price has recently retraced into an institutional order flow gap. This adds a layer of confirmation that the move is supported by institutional activity, not just retail momentum. ### Order Block Detection with Directional Alignment - **Institutional accumulation/distribution zones**: Identifies the last bullish/bearish candle before a significant move - **Directional filter**: Optional setting to only allow trades aligned with the most recent order block direction - **ATR-based size filtering**: Filters out noise by requiring minimum order block size - **Visual display**: Shows order blocks as colored boxes extending N bars forward **Integration Logic:** Order blocks represent areas where institutions accumulated or distributed positions. When a strategy signal occurs near an order block, it indicates higher probability that the move will continue in the block's direction. ### Multi-Timeframe POC (Point of Control) Analysis The script calculates and displays POC levels from multiple timeframes: - **Volume Profile POC**: Highest volume price over last N bars (configurable lookback) - **Session POC**: Point of control for current trading session - **Daily POC**: Daily volume-weighted average price - **Weekly POC**: Weekly volume-weighted average price (optional) **POC Proximity Filtering:** Optional filters allow signals only when price is within X ATR of a POC level. This ensures entries occur at statistically significant price levels where liquidity is concentrated. ## FIBONACCI EXTENSION SYSTEM ### Dynamic Fibonacci Calculation - **Swing-based detection**: Automatically identifies swing highs and lows using configurable lookback period - **Extension levels**: Calculates Fibonacci extension levels (0.618, 0.786, 1.0, 1.272, 1.414, 1.618, 2.0, 2.618) - **Retracement levels**: Shows standard retracement levels (0.236, 0.382, 0.5, 0.618, 0.786) - **Negative levels**: Optional negative Fibonacci levels (-0.27, -0.618) for extended targets **How Fibonacci Enhances Risk Management:** Take profit levels are automatically calculated using Fibonacci extension mathematics. The system identifies the swing structure and projects potential reversal zones, allowing traders to set targets based on mathematical probability rather than arbitrary price levels. ## LIQUIDITY ZONE DETECTION ### Buy and Sell Side Liquidity - **Swing-based liquidity zones**: Identifies recent swing highs (sell-side liquidity) and swing lows (buy-side liquidity) - **Configurable lookback**: Adjustable period for liquidity zone detection - **Visual display**: Horizontal lines extending N bars forward to show liquidity targets - **Maximum zones**: Limits display to most recent N zones to avoid chart clutter **Trading Application:** Liquidity zones represent areas where stop losses are likely clustered. Price often moves to "sweep" these liquidity zones before reversing, creating high-probability entry opportunities. ## RISK MANAGEMENT SYSTEM ### ATR-Based Stop Loss Calculation - **Dynamic stop placement**: Stop loss calculated using ATR (Average True Range) with configurable multiplier - **Adaptive to volatility**: Stop loss automatically adjusts to current market volatility conditions - **Configurable ATR period**: Default 14-period ATR, adjustable from 5-30 periods - **SL multiplier**: Adjustable from 0.5x to 10x ATR for different risk profiles ### Multiple Take Profit Levels The system supports up to 6 take profit levels with fixed risk-reward ratios: - **TP1**: 1:2 risk-reward ratio - **TP2**: 1:4 risk-reward ratio - **TP3**: 1:6 risk-reward ratio - **TP4**: 1:8 risk-reward ratio (optional) - **TP5**: 1:10 risk-reward ratio (optional) - **TP6**: 1:12 risk-reward ratio (optional) **Why Multiple TP Levels:** This allows partial profit-taking at key Fibonacci extension levels while letting winners run. The system tracks win rates for each TP level, helping traders optimize their exit strategy. ## SIGNAL FILTERS (OPTIONAL ENHANCEMENTS) ### RSI Extreme Filter - **Avoid overbought/oversold extremes**: Prevents entries when RSI is in extreme zones (default: >70 overbought, <30 oversold) - **Configurable thresholds**: Adjustable RSI levels and calculation period - **Purpose**: Reduces false signals in exhausted moves ### ADX Trend Strength Filter - **Avoid choppy markets**: Only allows trades when ADX indicates trending conditions (default: ADX > 20) - **Configurable threshold**: Adjustable ADX minimum value (10-50) - **Purpose**: Filters out low-probability trades in ranging markets ### Volume Confirmation - **Volume multiplier**: Requires volume above X times average (default: 1.1x) - **Purpose**: Ensures moves are supported by institutional participation ### POC Proximity Filters - **Volume POC filter**: Only enter when price is near Volume Profile POC - **Session POC filter**: Only enter when price is near Session POC - **Daily POC filter**: Only enter when price is near Daily POC - **Weekly POC filter**: Only enter when price is near Weekly POC - **Proximity threshold**: Configurable ATR multiplier for "near" definition (default: 2.0x ATR) --- ## DIVERGENCE DETECTION ### MFI (Money Flow Index) Divergence - **Bullish divergence**: Price makes lower low, MFI makes higher low (potential reversal up) - **Bearish divergence**: Price makes higher high, MFI makes lower high (potential reversal down) - **Configurable lookback**: Adjustable period for divergence detection (default: 100 bars) - **Minimum bars between divergences**: Prevents duplicate signals (default: 10 bars) - **Advanced thresholds**: Separate thresholds for RSI, price, and MFI divergence strength **Note**: Divergence detection is visual-only and does not filter trades. It provides additional market context for discretionary traders. ## MARKET CONTEXT TOOLS ### Session High/Low Lines - **Recent session extremes**: Displays horizontal lines for session high and low - **Configurable lookback**: Adjustable period for session calculation (default: 10 bars) - **Purpose**: Identifies key intraday support/resistance levels ### Swing Point Detection - **Automatic swing identification**: Marks significant swing highs and lows - **Visual reference**: Helps identify market structure and trend direction ### Signal Overview Table Real-time technical analysis overview: - **Current RSI**: Relative Strength Index value - **ATR**: Current Average True Range - **ADX**: Average Directional Index (trend strength) - **EMA status**: Current fast/slow EMA relationship (Bullish/Bearish/Neutral) - **POC levels**: Current price relative to POC levels - **Confidence score**: Calculated confidence percentage based on confluence - **Volume trend**: Current volume trend direction ## CHART DISPLAY OPTIONS ### Entry/SL/TP Lines - **Visual trade management**: Displays entry price, stop loss, and all take profit levels as horizontal lines - **Configurable length**: Lines extend N bars forward (default: 30 bars) - **Color-coded**: Different colors for entry, stop loss, and each TP level ### Win/Loss Labels - **Trade verification**: Displays up to 500 individual win/loss labels on chart - **Visual feedback**: Green labels for wins, red labels for losses - **Performance tracking**: Helps verify strategy performance visually ## USAGE INSTRUCTIONS ### Initial Setup 1. **Select Strategy Mode**: Choose your preferred trading strategy from the dropdown (EMA Crossover, RSI Mean Reversion, Breakout, MACD Crossover, Bollinger Bands, Volume Breakout, or Disabled) 2. **Configure Risk Management**: - Set ATR Length for stop loss calculation (default: 14) - Set SL ATR Multiplier (default: 1.0) - Enable additional TP levels if desired (TP4-TP6 are optional) 3. **Adjust Strategy Parameters**: Each strategy has its own settings group. Configure EMA periods, RSI settings, MACD parameters, etc., based on your selected strategy. ### Recommended Settings by Market Type **Forex/Crypto (High Volatility)**: - EMA Mode: Fast (7/17) or Custom (3/21) - SL ATR Multiplier: 1.5-2.0 - Enable FVG retracement filter - Enable Order Block directional filter **Stocks (Moderate Volatility)**: - EMA Mode: Standard (9/21) - SL ATR Multiplier: 1.0-1.5 - Enable ADX filter to avoid choppy markets - Enable Volume confirmation **Indices (Lower Volatility)**: - EMA Mode: Slow (13/26) - SL ATR Multiplier: 0.8-1.2 - Enable POC proximity filters - Enable RSI extreme filter ### Advanced Configuration 1. **Enable Optional Filters**: Navigate to "Signal Filters" section and enable filters that match your trading style 2. **Configure Market Analysis Tools**: Adjust FVG, Order Block, Fibonacci, and POC settings in their respective sections 3. **Customize Display**: Toggle chart display options to show/hide various elements based on your preference --- ## WHY THIS INDICATOR COMBINATION CREATES UNIQUE VALUE ### Multi-Layered Confluence Analysis This script is not a simple indicator mashup. It implements a proprietary integration framework that creates synergistic value through three layers of analysis: **Layer 1: Fibonacci Mathematics** - Golden Zone identification (61.8%-78.6% retracement zone) using three-point trend-based calculation - Extension targets based on swing structure mathematics - Statistically significant retracement areas where price is likely to reverse **Layer 2: Institutional Flow Analysis** - Fair Value Gaps (FVGs) identify order flow gaps where price must return - Order Blocks mark institutional accumulation/distribution zones - Multi-timeframe POC analysis shows where liquidity is concentrated - Liquidity zones identify where stop losses cluster **Layer 3: Multi-Strategy Signal Generation** - Six different entry methodologies provide multiple perspectives - Shared risk management ensures consistent position sizing - Adaptive confidence scoring evaluates confluence from all three layers - Optional filters allow customization for different market conditions ### Proprietary Integration Framework The unique value comes from how these components work together: 1. **Strategy generates signal** → 2. **FVG/Order Block validates institutional support** → 3. **POC confirms liquidity level** → 4. **Fibonacci provides target zones** → 5. **Risk management calculates optimal SL/TP placement** This creates a complete trading system, not just a collection of indicators. --- ## TECHNICAL SPECIFICATIONS - **Pine Script Version**: v6 - **Chart Type**: Overlay (displays on price chart) - **Max Bars Back**: 5000 (for historical analysis) - **Max Labels**: 500 (for win/loss tracking) - **Compatibility**: Works on all timeframes and instruments - **Performance**: Optimized for real-time execution --- ## DISCLAIMER This script is a technical analysis tool and does not constitute financial, investment, trading, or other types of advice. Past performance does not guarantee future results. Always use proper risk management and never risk more than you can afford to lose. The script's signals are based on mathematical calculations and should be used in conjunction with your own analysis and risk management practices. --- ## SUPPORT AND ACCESS This is an invite-only script. To request access: 1. Visit: www.pinescriptedge.com 2. Include your TradingView username and brief trading experience 3. Access will be reviewed and granted within 24 hours **Note**: TradingView does NOT recommend paying for or using a script unless you fully trust its author and understand how it works. You may also find free, open-source alternatives in our community scripts. --- ## VERSION INFORMATION **Momentum Master v1** - Initial release with multi-strategy framework and institutional flow analysis integration. For updates and new features, follow the script or check the author's profile for version announcements.
مؤشر Pine Script®
من ‎PineScriptEdge‎
Advanced Smart Trading Suite with OTE═══════════════════════════════════════ ADVANCED SMART TRADING SUITE WITH OPTIMAL TRADE ENTRY ═══════════════════════════════════════ A comprehensive institutional trading system combining multiple advanced concepts including multi-timeframe liquidity analysis, order blocks, fair value gaps, and optimal trade entry zones. Features optional anti-repainting controls for confirmed signal generation. ─────────────────────────────────────── WHAT THIS INDICATOR DOES ─────────────────────────────────────── This all-in-one trading suite provides: - Multi-Timeframe Liquidity Detection - HTF (Higher Timeframe), LTF (Lower Timeframe), and current timeframe liquidity sweep identification - Order Blocks - Institutional accumulation/distribution zones with enhanced detection - Fair Value Gaps (FVG) - Price imbalance detection - Inverse Fair Value Gaps (iFVG) - Counter-trend imbalance zones - Optimal Trade Entry (OTE) Zones - Fibonacci retracement-based entry zones (0.618-0.786) - Trading Sessions - Asian, London, and New York session visualization - Anti-Repainting Controls - Optional confirmed signals with adjustable confirmation bars - Comprehensive Alert System - Notifications for all major events ─────────────────────────────────────── HOW IT WORKS ─────────────────────────────────────── ANTI-REPAINTING SYSTEM: This indicator includes optional anti-repainting controls that fundamentally change how signals are generated: Confirmed Mode (Recommended): - Signals wait for confirmation bars before appearing - No repainting - what you see is final - Adjustable confirmation period (1-5 bars) - Slight lag in signal generation - Better for backtesting and systematic trading Live Mode: - Signals appear immediately as patterns develop - May repaint as new bars form - Faster signal generation - Better for discretionary real-time trading The confirmation system affects all features: liquidity sweeps, order blocks, FVGs, and OTE zones. LIQUIDITY SWEEP DETECTION: Three-Tier System: 1. Current Timeframe Liquidity: - Detects swing highs/lows on chart timeframe - Configurable lookback and confirmation periods - Session-tagged for context (Asian/London/NY) 2. HTF (Higher Timeframe) Key Liquidity: - Default: 4H timeframe (configurable to Daily/Weekly) - Strength-based filtering using ATR multipliers - Distance-based clustering prevention - Only strongest levels displayed (top 1-10) - Labels show timeframe and strength rating 3. LTF (Lower Timeframe) Key Liquidity: - Default: 1H timeframe (configurable) - Precision entry/exit levels - Strength-based ranking - Distance filtering to avoid clutter Sweep Detection Methods: - Wick Break: Any wick beyond the level - Close Break: Close price beyond the level - Full Retrace: Break and close back inside (stop hunt detection) Buffer System: - Configurable ATR-based buffer for sweep confirmation - Prevents false positives from minor price fluctuations ORDER BLOCKS (Enhanced): Detection Methodology: - Identifies the last opposing candle before significant structure break - Bullish OB: Last red candle before bullish break - Bearish OB: Last green candle before bearish break Enhanced Filters: 1. Size Filter: - Minimum order block size (ATR-based) - Ensures significant zones only 2. Volume Filter: - Requires above-average volume (configurable multiplier) - Confirms institutional participation 3. Imbalance Filter: - Requires strong directional move after OB formation - Validates true institutional activity Violation Detection: - Wick-based: Any wick through the zone - Close-based: Close price through the zone - Automatic removal of broken order blocks FAIR VALUE GAPS (FVG): Bullish FVG: Gap between candle 3 low and candle 1 high (three-bar pattern) Bearish FVG: Gap between candle 3 high and candle 1 low Requirements: - Minimum gap size (ATR-based) - Clear price imbalance - No overlap between the three candles Fill Detection: - Configurable fill threshold (default 50%) - Tracks partial and complete fills - Removes filled gaps to keep chart clean INVERSE FAIR VALUE GAPS (iFVG): What are iFVGs: - Counter-trend FVGs that form after original FVG is filled - Indicate potential reversal or continuation failure - Form within specific timeframe after original FVG Detection Rules: - Must occur after a FVG is filled - Must form within 20 bars of original FVG - Minimum size requirement (ATR-based) - Opposite direction to original FVG Visual Distinction: - Dashed border boxes - Different color scheme from regular FVGs - Combined labels when FVG and iFVG overlap OPTIMAL TRADE ENTRY (OTE) ZONES: Based on Fibonacci retracement principles used by institutional traders: Concept: After a structure break (swing high/low violation), price often retraces to specific Fibonacci levels before continuing. The OTE zone (0.618 to 0.786) represents the optimal entry area. Bullish OTE Formation: 1. Swing low is formed 2. Structure breaks above previous swing high (bullish structure break) 3. Price retraces into 0.618-0.786 Fibonacci zone 4. Entry signal when price enters and holds in OTE zone Bearish OTE Formation: 1. Swing high is formed 2. Structure breaks below previous swing low (bearish structure break) 3. Price retraces into 0.618-0.786 Fibonacci zone 4. Entry signal when price enters and holds in OTE zone Key Fibonacci Levels: - 0.618 (Golden ratio - primary target) - 0.705 (Square root of 0.5 - institutional level) - 0.786 (Square root of 0.618 - deep retracement) Structure Break Requirement: - Optional setting to require confirmed structure break - Prevents premature OTE zone identification - Ensures proper swing structure is established Entry/Exit Tracking: - Green checkmark: Price entered OTE zone validly - Red X: Price exited OTE zone (stop or target) - Real-time status monitoring TRADING SESSIONS: Displays three major trading sessions with full customization: Asian Session (Tokyo + Sydney): - Default: 01:00-13:00 UTC+4 - Typically lower volatility - Sets up key levels for London open London Session: - Default: 11:00-20:00 UTC+4 - Highest liquidity period - Major institutional moves New York Session: - Default: 16:00-01:00 UTC+4 - US market hours - High impact news events Features: - Real-time status indicators (🟢 Open / 🔴 Closed) - Session high/low tracking - Overlap detection and highlighting - Historical session display (0-30 days) - Customizable colors and borders ─────────────────────────────────────── HOW TO USE ─────────────────────────────────────── MASTER CONTROLS: Enable/disable major features independently: - Trading Sessions - Liquidity Sweeps (Current TF) - HTF Liquidity Sweeps - LTF Liquidity Sweeps - Order Blocks - Fair Value Gaps - Inverse Fair Value Gaps - Optimal Trade Entry Zones ANTI-REPAINTING SETUP: For Backtesting/Systematic Trading: 1. Enable "Use Confirmed Signals" 2. Set Confirmation Bars to 2-3 3. All signals will wait for confirmation 4. No repainting will occur For Real-Time Discretionary Trading: 1. Disable "Use Confirmed Signals" 2. Signals appear immediately 3. Be aware signals may adjust with new bars MULTI-TIMEFRAME LIQUIDITY STRATEGY: Top-Down Analysis: 1. Identify HTF liquidity levels (4H/Daily) for major targets 2. Find LTF liquidity levels (1H) for entry refinement 3. Wait for HTF liquidity sweep (liquidity grab) 4. Enter on LTF order block in direction of HTF sweep 5. Target next HTF or LTF liquidity level Liquidity Sweep Trading: 1. HTF liquidity sweep = major institutional move 2. Look for immediate reversal or continuation 3. Use order blocks for entry timing 4. Place stops beyond the swept liquidity SESSION-BASED TRADING: Asian Session Strategy: 1. Identify Asian session high/low 2. Wait for London or NY session to open 3. Trade breakouts of Asian range 4. Target previous day's highs/lows London/NY Session Strategy: 1. Watch for liquidity sweeps at session open 2. Enter on order block confirmation 3. Use OTE zones for retracement entries 4. Target session high/low or HTF liquidity OTE ZONE TRADING: Setup Identification: 1. Wait for clear swing high/low formation 2. Confirm structure break in intended direction 3. Monitor for price retracement to 0.618-0.786 zone 4. Enter when price enters OTE zone with confirmation Entry Rules: - Bullish: Long when price enters OTE zone from above - Bearish: Short when price enters OTE zone from below - Stop loss: Beyond 0.786 level or swing extreme - Target: Previous swing high/low or HTF liquidity Exit Management: - Indicator tracks when price exits OTE zone - Red X indicates position should be managed/closed - Use order blocks or FVGs for partial profit targets FAIR VALUE GAP STRATEGY: FVG Entry Method: 1. Wait for FVG formation 2. Monitor for price return to FVG 3. Enter on first touch of FVG zone 4. Stop beyond FVG boundary 5. Target: Fill of FVG or next liquidity level iFVG Reversal Strategy: 1. Original FVG is filled 2. iFVG forms in opposite direction 3. Indicates failed move or reversal 4. Enter on iFVG confirmation 5. Target: Opposite end of range or next structure Combined FVG + iFVG: - When both overlap, indicator combines labels - Represents high-probability reversal zone - Use with order blocks for confirmation ORDER BLOCK STRATEGY: Entry Approach: 1. Wait for order block formation after structure break 2. Enter on first return to order block 3. Place stop beyond order block boundary 4. Target: Next order block or liquidity level Confirmation Layers: - Order block + FVG = strong confluence - Order block + Liquidity sweep = institutional setup - Order block + OTE zone = optimal entry - Order block + Session open = high probability Volume Analysis: - Wider colored section = stronger institutional interest - Use volume bars to confirm order block strength - Higher volume order blocks = more reliable ─────────────────────────────────────── CONFIGURATION GUIDE ─────────────────────────────────────── LIQUIDITY SETTINGS: Lookback: 5-30 bars - Lower = more frequent, sensitive levels - Higher = fewer, more significant levels - Recommended: 15 for intraday, 20-25 for swing Sweep Detection Type: - Wick Break: Most sensitive - Close Break: More conservative - Full Retrace: Stop hunt detection Sweep Buffer: 0-1.0 ATR - Adds distance requirement for sweep confirmation - Prevents false positives - Recommended: 0.1 for most markets HTF/LTF LIQUIDITY: HTF Timeframe Selection: - Swing trading: 1D or 1W - Day trading: 4H or 1D - Scalping: 1H or 4H LTF Timeframe Selection: - Swing trading: 4H or 1D - Day trading: 1H or 4H - Scalping: 15m or 1H Strength Filters: - Min Pivot Strength: Higher = fewer, stronger levels - Min Distance: Higher = less clustering - Recommended: 2.0 ATR for HTF, 1.5 ATR for LTF ORDER BLOCK SETTINGS: Swing Length: 5-20 - Controls sensitivity of structure break detection - Lower = more order blocks, faster signals - Higher = fewer order blocks, stronger signals - Recommended: 8-10 for most timeframes Enhancement Filters: - Min Size: 0.5-1.5 ATR typical - Volume Multiplier: 1.2-2.0 typical - Imbalance: Enable for strongest signals only OTE SETTINGS: Swing Length: 5-50 - Controls OTE zone formation sensitivity - Lower = more frequent, smaller moves - Higher = fewer, larger trend moves - Recommended: 10-15 for intraday Require Structure Break: - Enabled: Only shows OTE after confirmed break - Disabled: Shows potential OTE zones earlier - Recommended: Enable for higher probability setups FVG SETTINGS: Min FVG Size: 0.1-2.0 ATR - Lower = more gaps detected - Higher = only significant gaps - Recommended: 0.5 ATR for most markets Fill Threshold: 0.1-1.0 - Determines when gap is considered "filled" - 0.5 = 50% fill required - Higher = more conservative iFVG Min Size: 0.1-2.0 ATR - Typically smaller than regular FVG - Recommended: 0.3 ATR ALERT SYSTEM: Available Alerts: - Liquidity Sweeps (Current TF) - HTF Liquidity Sweeps - LTF Liquidity Sweeps - Session Changes (Open/Close) - OTE Entry Signals Alert Setup: 1. Enable alerts in settings 2. Select specific alert types 3. Create TradingView alert using "Any alert() function call" 4. Configure delivery method (mobile, email, webhook) Alert Messages Include: - Event type and direction - Confirmation status (if using confirmed mode) - Price level - Timeframe (for liquidity sweeps) ─────────────────────────────────────── RECOMMENDED CONFIGURATIONS ─────────────────────────────────────── For Day Trading (15m-1H charts): - HTF Liquidity: 4H - LTF Liquidity: 1H - Liquidity Lookback: 15 - Order Block Swing Length: 8 - OTE Swing Length: 10 - Confirmed Signals: Enabled, 2 bars For Swing Trading (4H-1D charts): - HTF Liquidity: 1D or 1W - LTF Liquidity: 4H - Liquidity Lookback: 20 - Order Block Swing Length: 10 - OTE Swing Length: 15 - Confirmed Signals: Enabled, 2-3 bars For Scalping (5m-15m charts): - HTF Liquidity: 1H or 4H - LTF Liquidity: 15m or 1H - Liquidity Lookback: 10-12 - Order Block Swing Length: 6-8 - OTE Swing Length: 8 - Confirmed Signals: Optional ─────────────────────────────────────── PERFORMANCE OPTIMIZATION ─────────────────────────────────────── This indicator is optimized with: - max_bars_back declarations for efficient lookback - Automatic memory cleanup every 10 bars - Conditional execution based on enabled features - Drawing object limits to prevent performance degradation Memory Management: - Old liquidity zones automatically removed - Filled FVGs/iFVGs cleaned up - Exited OTE zones removed - Mitigated order blocks deleted Best Practices: - Enable only needed features - Use appropriate timeframe combinations - Don't display excessive historical sessions - Monitor drawing object counts on lower timeframes ─────────────────────────────────────── EDUCATIONAL DISCLAIMER ─────────────────────────────────────── This indicator combines multiple institutional trading concepts: - Liquidity theory (where orders accumulate) - Order flow analysis (institutional footprints) - Price imbalance detection (FVGs) - Fibonacci retracement theory (OTE zones) - Session-based trading (time-of-day patterns) All calculations use standard technical analysis methods: - Pivot high/low detection - ATR-based normalization - Volume analysis - Fibonacci ratios - Time-based filtering The indicator identifies potential setups but does not predict future price movements. Success depends on proper application within a complete trading plan including risk management, position sizing, and market context analysis. ─────────────────────────────────────── USAGE DISCLAIMER ─────────────────────────────────────── This tool is for educational and analytical purposes. Trading involves substantial risk of loss. The anti-repainting features provide confirmed signals but do not guarantee profitability. Always conduct independent analysis, use proper risk management, and never risk capital you cannot afford to lose. Past performance does not indicate future results.
مؤشر Pine Script®
من ‎Fx-Jithin‎
Signal Tester EN [Abusuhil]Signal Tester - Complete Description Overview Signal Tester is a comprehensive trading tool designed to backtest and analyze external trading signals with advanced risk management capabilities. The indicator provides seven different calculation methods for stop-loss and take-profit levels, along with detailed performance statistics and real-time tracking of active trades. Important Disclaimer: This indicator is a tool for analysis and education purposes only. Past performance does not guarantee future results. Trading involves substantial risk of loss and is not suitable for all investors. Always conduct your own research and consider seeking advice from a qualified financial advisor before making trading decisions. Key Features 7 Calculation Methods for customizable risk management External Signal Integration via any oscillator or indicator Real-time Trade Tracking with visual entry/exit points Comprehensive Statistics Table showing win rate, profit/loss, and active trades Date Filtering for focused backtesting periods Custom Alerts for new buy signals Multi-Target System with up to 5 take-profit levels How to Use Step 1: Connect External Signal The indicator requires an external signal source to generate buy signals. Add your preferred indicator to the chart (RSI, MACD, Stochastic, custom indicator, etc.) In Signal Tester settings, locate "External Indicator" input Click the input and select your indicator's plot line Buy signals are generated when the external source crosses above zero Example: If using RSI, connect the RSI line. A buy signal triggers when RSI crosses above the zero reference (if plotted as oscillator). Step 2: Choose Your Calculation Method Select one of seven methods under "Calculation Method": 1. Percentage % The simplest method using fixed percentage values. Settings: Stop Loss %: Distance from entry to stop-loss (default: 2%) Target 1-5 %: Distance from entry to each take-profit level Example: Entry at $100 Stop Loss (2%): $98 Target 1 (2%): $102 Target 2 (4%): $104 Best For: Beginners, markets with consistent volatility 2. ATR Multiplier Uses Average True Range for dynamic levels based on market volatility. Settings: ATR Period: Calculation period (default: 14) Stop Multiplier: ATR multiplier for stop-loss (default: 1.5) Target Multipliers: ATR multipliers for each take-profit Example: Entry at $100, ATR = $2 Stop Loss (1.5x ATR): $100 - $3 = $97 Target 1 (2x ATR): $100 + $4 = $104 Best For: Volatile markets, adapting to changing conditions 3. Risk:Reward Ratio Calculates targets based on risk-to-reward ratios. Settings: Stop Loss %: Initial risk percentage Target Ratios: R:R ratio for each target (1:1.5, 1:2, 1:3, etc.) Example: Entry at $100, Stop at $98 (2% risk = $2) Target 1 (1:1.5): $100 + ($2 × 1.5) = $103 Target 2 (1:2): $100 + ($2 × 2) = $104 Target 3 (1:3): $100 + ($2 × 3) = $106 Best For: Traders focused on risk management and position sizing 4. Swing High/Low Places stop-loss at recent swing low with targets as multiples of the risk. Settings: Swing Lookback Candles: Number of bars to find swing low (default: 5) Stop Safety Distance %: Buffer below swing low Target Multipliers: Risk multiples for each target Example: Entry at $105, Swing Low at $100 Stop Loss: $100 - 0.1% = $99.90 (risk = $5.10) Target 1 (1.5x): $105 + ($5.10 × 1.5) = $112.65 Best For: Swing traders, respecting market structure 5. Partial Take Profit Sells portions of the position at each target level, moving stop to entry after first target. Settings: Stop Loss %: Initial stop distance Target 1-5 %: Price levels for partial exits Sell % at TP1-4: Percentage of position to close at each level Example: 100% position, 50% sell at each target TP1 hit: Sell 50%, remaining 50%, stop moves to entry TP2 hit: Sell 25% (50% of remaining), remaining 25% TP3 hit: Sell 12.5%, remaining 12.5% Best For: Conservative traders, locking in profits gradually 6. Trailing Stop Similar to Partial Take Profit but trails the stop-loss to each achieved target. Settings: Stop Loss %: Initial stop distance Target 1-5 %: Price levels for trailing stops Sell % at TP1-4: Percentage to close at each level Example: TP1 ($102) hit: Sell 50%, stop trails to $102 TP2 ($104) hit: Sell 25%, stop trails to $104 Price retraces to $104: Exit with locked profits Best For: Trend followers, maximizing profit in strong moves 7. Smart Exit Advanced method that moves stop to entry after first target, then exits based on technical conditions. Settings: Stop Loss %: Initial stop distance First Target %: When hit, stop moves to breakeven Exit Method: Choose from 8 exit strategies Exit Methods: Close < EMA 21: Exits when price closes below 21-period EMA Close < MA 20: Exits when price closes below 20-period Moving Average Supertrend Flip: Exits when Supertrend indicator flips bearish ATR Trailing Stop: Dynamic trailing stop based on ATR MACD Crossover: Exits on MACD bearish crossover RSI < 50: Exits when RSI drops below specified level Parabolic SAR Flip: Exits when SAR flips above price Bollinger Bands: Exits when price closes below middle or lower band Best For: Advanced traders, letting winners run with protection Date Filtering Control which trades are included in backtesting. Filter Types: Specific Date: Only trades after selected date Number of Weeks: Last X weeks (default: 12) Number of Months: Last X months (default: 3) How to Enable: Check "Enable Date Filter" Select filter type Set the date or number of weeks/months Use Case: Test strategy performance in recent market conditions or specific periods Understanding the Statistics Table The table displays the last 10 trades plus comprehensive statistics: Trade Columns: #: Trade number Entry: Entry price Stop: Current stop-loss level TP1-TP5: Checkmarks (✅) when targets are hit Profit %: Realized profit for the trade Max %: Maximum unrealized profit reached (⬆️ indicates active trade) Status: 🔄 Active trade ✅ Closed winner ❌ SL - Stopped out Summary Row: Total: Number of trades executed Period: Duration of trading period (Years, Months, Days) Statistics Row: W: Number of winning trades L: Number of losing trades A: Number of active (open) trades Win Rate %: (Wins / Total Trades) × 100 Performance Row: Profit: Total profit from all winning trades Loss: Total loss from all losing trades Net: Net profit/loss (Profit - Loss) Visual Elements When a buy signal triggers, the indicator draws: Blue Line: Entry price Red Line: Stop-loss level Green Lines: Take-profit levels (up to 5) Green Label: Trade number below the entry bar Green Triangle: Buy signal marker Alerts The indicator includes customizable alerts for new buy signals. Setting Up Alerts: Click the "⏰" icon in TradingView Select "Signal Tester " Choose condition: "Buy" Configure notification preferences (popup, email, webhook) Click "Create" Alert Message Format: 🚀 New Buy Signal! Price: Trade #: Best Practices Backtest First: Test each calculation method on historical data before live trading Match Timeframe: Use the indicator on the timeframe you plan to trade Combine with Analysis: Use alongside support/resistance, trend analysis, and other tools Risk Management: Never risk more than 1-2% of capital per trade Review Statistics: Regularly check win rate and profit/loss metrics Adjust Settings: Optimize parameters based on the asset's volatility and your risk tolerance Limitations Requires external signal source (does not generate signals independently) Backtesting assumes perfect entry/exit execution (real trading includes slippage) Past performance does not guarantee future results Should be used as one component of a complete trading strategy Version Information Version: 1.0 Pine Script Version: v5 Type: Overlay Indicator Author: Abusuhil Support and Updates This indicator is provided as-is for educational and analytical purposes. Users are responsible for their own trading decisions and should thoroughly test any strategy before implementing it with real capital. Risk Warning: Trading financial instruments carries a high level of risk and may not be suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to trade, you should carefully consider your investment objectives, level of experience, and risk appetite. Only trade with money you can afford to lose.
مؤشر Pine Script®
من ‎abusuhil‎
4
Advanced Trading System - [WOLONG X DBG]Advanced Multi-Timeframe Trading System Overview This technical analysis indicator combines multiple established methodologies to provide traders with market insights across various timeframes. The system integrates SuperTrend analysis, moving average clouds, MACD-based candle coloring, RSI analysis, and multi-timeframe trend detection to suggest potential entry and exit opportunities for both swing and day trading approaches. Methodology The indicator employs a multi-layered analytical approach based on established technical analysis principles: Core Signal Generation SuperTrend Engine: Utilizes adaptive SuperTrend calculations with customizable sensitivity (1-20) combined with SMA confirmation filters to identify potential trend changes and continuations Braid Filter System: Implements moving average filtering using multiple MA types (McGinley Dynamic, EMA, DEMA, TEMA, Hull, Jurik, FRAMA) with percentage-based strength filtering to help reduce false signals Multi-Timeframe Analysis: Analyzes trend conditions across 10 different timeframes (1-minute to Daily) using EMA-based trend detection for broader market context Advanced Features MACD Candle Coloring: Applies dynamic 4-level candle coloring system based on MACD histogram momentum and signal line relationships for visual trend strength assessment RSI Analysis: Identifies potential reversal areas using RSI oversold/overbought conditions with SuperTrend confirmation Take Profit Analysis: Features dual-mode TP detection using statistical slope analysis and Parabolic SAR integration for exit timing analysis Key Components Signal Types Primary Signals: Green ▲ for potential long entries, Red ▼ for potential short entries with trend and SMA alignment Reversal Signals: Small circular indicators for RSI-based counter-trend possibilities Take Profit Markers: X-cross symbols indicating statistical TP analysis zones Pullback Signals: Purple arrows for potential trend continuation entries using Parabolic SAR Visual Elements 8-Layer MA Cloud: Customizable moving average cloud system with 3 color themes for trend visualization Real-Time Dashboard: Multi-timeframe trend analysis table showing bullish/bearish status across all timeframes Dynamic Candle Colors: 4-intensity MACD-based coloring system (ranging from light to strong trend colors) Entry/SL/TP Labels: Automatic calculation and display of suggested entry points, stop losses, and multiple take profit levels Usage Instructions Basic Configuration Sensitivity Setting: Start with default value 6 Increase (7-15) for more frequent signals in volatile markets Decrease (3-5) for higher quality signals in trending markets MA Filter Type: McGinley Dynamic recommended for smoother signals Filter Strength: Set to 80% for balanced filtering, adjust based on market conditions Signal Interpretation Long Entry: Green ▲ suggests when price crosses above SuperTrend with bullish SMA alignment Short Entry: Red ▼ suggests when price crosses below SuperTrend with bearish SMA alignment Reversal Opportunities: Small circles indicate RSI-based counter-trend analysis Take Profit Zones: X-crosses mark statistical TP areas based on slope analysis Dashboard Analysis Green Cells: Bullish trend detected on that timeframe Red Cells: Bearish trend detected on that timeframe Multi-Timeframe Confluence: Look for alignment across multiple timeframes for stronger signal confirmation Risk Management Features Automatic Calculations ATR-Based Stop Loss: Dynamic stop loss calculation using ATR multiplier (default 1.9x) Multiple Take Profit Levels: Three TP targets with 1:1, 1:2, and 1:3 risk-reward ratios Position Sizing Guidance: Entry labels display suggested price levels for order placement Confirmation Requirements Trend Alignment: Requires SuperTrend and SMA confirmation before signal generation Filter Validation: Braid filter must show sufficient strength before signals activate Multi-Timeframe Context: Dashboard provides broader market context for decision making Optimal Settings Timeframe Recommendations Scalping: 1M-5M charts with sensitivity 8-12 Day Trading: 15M-1H charts with sensitivity 6-8 Swing Trading: 4H-Daily charts with sensitivity 4-6 Market Conditions Trending Markets: Reduce sensitivity, increase filter strength Ranging Markets: Increase sensitivity, enable reversal signals High Volatility: Adjust ATR risk factor to 2.0-2.5 Advanced Features Customization Options MA Cloud Periods: 8 customizable periods for cloud layers (default: 2,6,11,18,21,24,28,34) Color Themes: Three professional color schemes plus transparent option Dashboard Position: 9 positioning options with 4 size settings Signal Filtering: Individual toggle controls for each signal type Technical Specifications Moving Average Types: 21 different MA calculations including advanced types (Jurik, FRAMA, VIDA, CMA) Pullback Detection: Parabolic SAR with customizable start, increment, and maximum values Statistical Analysis: Linear regression slope calculation for trend-based TP analysis Important Limitations Lagging Nature: Some signals may appear after potential entry points due to confirmation requirements Ranging Markets: May produce false signals during extended sideways price action High Volatility: Requires parameter adjustment during news events or unusual market conditions Computational Load: Multiple timeframe analysis may impact performance on slower devices No Guarantee: All signals are suggestions based on technical analysis and may be incorrect Educational Disclaimers This indicator is designed for educational and analytical purposes only. It represents a technical analysis tool based on mathematical calculations of historical price data and should not be considered as financial advice or trading recommendations. Risk Warning: Trading involves substantial risk of loss and is not suitable for all investors. Past performance of any trading system or methodology is not necessarily indicative of future results. The high degree of leverage can work against you as well as for you. Important Notes: Always conduct your own analysis before making trading decisions Use appropriate position sizing and risk management strategies Never risk more than you can afford to lose Consider your investment objectives, experience level, and risk tolerance Seek advice from qualified financial professionals when needed Performance Disclaimer: Backtesting results do not guarantee future performance. Market conditions change constantly, and what worked in the past may not work in the future. Always paper trade new strategies before risking real capital.
مؤشر Pine Script®
من ‎ionmarpie‎
8
Estrategia Cava - IndicadorSimplified Criteria of the Cava Strategy Below is the logic behind the Cava strategy, broken down into conditions for a buy operation: Variables and Necessary Data EMA 55: 55-period Exponential Moving Average. MACD: Two lines (MACD Line and Signal Line) and the histogram. RSI: Relative Strength Index. Stochastic: Two lines (%K and %D). Closing Price: The closing price of the current period. Previous Closing Price: The closing price of the previous period. Entry Logic (Buy Operation) Trend Condition (EMA 55): The price must be above the EMA 55. The EMA 55 must have a positive slope (or at least not a negative one). This can be checked if the current EMA 55 is greater than the previous period's EMA 55. Momentum Conditions (Oscillators): MACD: The MACD line must have crossed above the signal line. For a strong signal, this cross should occur near or above the zero line. RSI: The RSI must have exited the "oversold" zone (generally below 30) and be rising. Stochastic: The Stochastic must have crossed upwards from the "oversold" zone (generally below 20). Confirmation Condition (Price): The current closing price must be higher than the previous closing price. This confirms the strength of the signal. Position Management (Exit) Take Profit: An exit can be programmed at a predetermined price target (e.g., the next resistance level) or when the momentum of the move begins to decrease. Stop Loss: A stop loss should be placed below a significant support level or the entry point to limit losses in case the trade does not evolve as expected. The Cava strategy focuses on dynamic stop-loss management, moving it in the trader's favor as the price moves. In summary, the strategy is a filtering system. If all conditions are met, the trade is considered high probability. If only some are met, the signal is discarded, and you wait for the next one. It's crucial to understand that discipline and risk management are just as important as the indicators themselves.
مؤشر Pine Script®
من ‎didaz‎
1
ICT Institutional Order Flow (Riz)This indicator implements Inner Circle Trader (ICT) institutional order flow concepts to identify high-probability entry points where smart money is actively participating in the market. It combines volume analysis, market structure, and price action patterns to detect institutional accumulation and distribution zones. Core Concepts & Methodology 1. Institutional Order Blocks Detection Order blocks represent the last opposing candle before a strong directional move, indicating institutional accumulation (bullish) or distribution (bearish) zones. How it works: ⦁ Identifies the final bearish candle before bullish expansion (accumulation) ⦁ Identifies the final bullish candle before bearish expansion (distribution) ⦁ Validates with volume spike (2x average) to confirm institutional participation ⦁ Requires minimum 0.5% price displacement to filter weak moves ⦁ Tracks these zones as future support/resistance levels 2. Fair Value Gap (FVG) Analysis FVGs are price inefficiencies created by aggressive institutional orders that leave gaps in price action. Detection method: ⦁ Bullish FVG: When current low > high from 2 bars ago ⦁ Bearish FVG: When current high < low from 2 bars ago ⦁ Minimum gap size filter (0.1% default) eliminates noise ⦁ Monitors gap fills with volume for entry signals ⦁ Gaps act as magnets drawing price back for "rebalancing" 3. Liquidity Hunt Detection Institutions often trigger retail stop losses before reversing direction, creating liquidity for their positions. Algorithm: ⦁ Calculates rolling 20-period highs/lows as liquidity pools ⦁ Detects wicks beyond these levels (0.1% sensitivity) ⦁ Identifies rejection back inside range (liquidity grab) ⦁ Volume spike confirmation ensures institutional involvement ⦁ These reversals often mark significant turning points 4. Volume Profile Integration Analyzes volume distribution across price levels to identify institutional interest zones. Components: ⦁ Point of Control (POC): Price level with highest volume (institutional consensus) ⦁ Value Area: 70% of volume range (institutional comfort zone) ⦁ Uses 50-bar lookback to build volume histogram ⦁ 20 price levels for granular distribution analysis 5. Market Structure Analysis Determines overall trend bias using pivot points and swing analysis. Process: ⦁ Identifies swing highs/lows using 3-bar pivots ⦁ Bullish structure: Price above last swing high ⦁ Bearish structure: Price below last swing high ⦁ Filters signals to trade with institutional direction Signal Generation Logic BUY signals trigger when ANY condition is met: 1. Order Block Formation: Bearish-to-bullish transition + volume spike + strong move 2. Liquidity Grab Reversal: Sweep below lows + recovery + volume spike 3. FVG Fill: Price fills bullish gap with institutional volume (within 3 bars) 4. Order Block Respect: Price bounces from previous bullish OB + volume SELL signals trigger when ANY condition is met: 1. Order Block Formation: Bullish-to-bearish transition + volume spike + strong move 2. Liquidity Grab Reversal: Sweep above highs + rejection + volume spike 3. FVG Fill: Price fills bearish gap with institutional volume (within 3 bars) 4. Order Block Respect: Price rejects from previous bearish OB + volume Additional filters: ⦁ Signals align with market structure (no counter-trend trades) ⦁ No new signals while position is active ⦁ All signals require volume confirmation (institutional fingerprint) Trading Style Auto-Configuration The indicator features intelligent preset configurations for different trading styles: Scalping Mode (1-5 min charts): ⦁ Volume multiplier: 1.5x (more signals) ⦁ Tighter parameters for quick trades ⦁ Risk:Reward 1.5:1, ATR multiplier 1.0 Day Trading Mode (15-30 min charts): ⦁ Volume multiplier: 1.7x (balanced) ⦁ Medium sensitivity settings ⦁ Risk:Reward 2:1, ATR multiplier 1.5 Swing Trading Mode (1H-4H charts): ⦁ Volume multiplier: 2.0x (quality focus) ⦁ Conservative parameters ⦁ Risk:Reward 3:1, ATR multiplier 2.0 Custom Mode: ⦁ Full manual control of all parameters Visual Components ⦁ Order Blocks: Colored rectangles (green=bullish, red=bearish) ⦁ Fair Value Gaps: Orange boxes showing imbalances ⦁ Liquidity Levels: Dashed blue lines at key highs/lows ⦁ Volume Spikes: Yellow background highlighting ⦁ POC Line: Orange line showing highest volume price ⦁ Value Area: Blue shaded zone of 70% volume ⦁ Buy/Sell Signals: Triangle markers with text labels ⦁ Stop Loss/Take Profit: Dotted lines (red/green) Information Panel Real-time dashboard displaying: ⦁ Current trading mode ⦁ Volume ratio (current vs average) ⦁ Market structure (bullish/bearish) ⦁ Active order blocks count ⦁ Position status ⦁ Configuration details How to Use Step 1: Select Trading Style Choose your style in settings - all parameters auto-adjust Step 2: Timeframe Selection ⦁ Scalping: 1-5 minute charts ⦁ Day Trading: 15-30 minute charts ⦁ Swing: 1H-4H charts Step 3: Signal Interpretation ⦁ Wait for BUY/SELL markers ⦁ Check volume ratio >2 for strong signals ⦁ Verify market structure alignment ⦁ Note automatic SL/TP levels Step 4: Risk Management ⦁ Default 2:1 risk:reward (adjustable) ⦁ Stop loss: 1.5x ATR from entry ⦁ Position sizing based on stop distance Best Practices 1. Higher probability setups occur when multiple conditions align 2. Volume confirmation is crucial - avoid signals without volume spikes 3. Trade with structure - longs in bullish, shorts in bearish structure 4. Monitor POC - acts as dynamic support/resistance 5. Confluence zones where OBs, FVGs, and liquidity levels overlap are strongest Important Notes ⦁ Not a standalone system - combine with your analysis ⦁ Works best in trending markets with clear structure ⦁ Adjust settings based on instrument volatility ⦁ Backtest thoroughly on your specific markets ⦁ Past performance doesn't guarantee future results Alerts Available ⦁ ICT Buy Signal ⦁ ICT Sell Signal ⦁ Volume Spike Detection ⦁ Liquidity Grab Detection This indicator provides a systematic approach to ICT concepts, helping traders identify where institutions are entering positions through volume analysis and key price action patterns. The auto-configuration feature ensures optimal settings for your trading style without manual adjustment. Disclaimer This tool is for educational and research purposes only. It is not financial advice, nor does it guarantee profitability. All trading involves risk, and users should test thoroughly before applying live.
مؤشر Pine Script®
من ‎RizwanFXCoder‎
Technical Summary VWAP | RSI | VolatilityTechnical Summary VWAP | RSI | Volatility The Quantum Trading Matrix is a multi-dimensional market-analysis dashboard designed as an educational and idea-generation tool to help traders read price structure, participation, momentum and volatility in one compact view. It is not an automated execution system; rather, it aggregates lightweight “quantum” signals — VWAP position, momentum oscillator behaviour, multi-EMA trend scoring, volume flow and institutional activity heuristics, market microstructure pivots and volatility measures — and synthesizes them into a single, transparent score and signal recommendation. The primary goal is to make explicit why a given market looks favourable or unfavourable by showing the individual ingredients and how they combine, enabling traders to learn, test and form rules based on observable market mechanics. Each module of the matrix answers a distinct market question. VWAP and its percentage distance indicate whether the current price is trading above or below the intraday volume-weighted average — a proxy for intraday institutional control and value. The quantum momentum oscillator (fast and slow EMA difference scaled to percent) captures short-to-intermediate momentum shifts, providing a quickly responsive view of directional pressure. Multi-EMA trend scoring (8/21/50) produces a simple, transparent trend score by counting conditions such as price above EMAs and cross-EMAs ordering; this score is used to categorize market trend into descriptive buckets (e.g., STRONG UP, WEAK UP, NEUTRAL, DOWN). Volume analysis compares current volume to a recent moving average and computes a Z-score to detect spikes and unusual participation; additional buy/sell pressure heuristics (buyingPressure, sellingPressure, flowRatio) estimate whether upside or downside participation dominates the bar. Institutional activity is approximated by flagging large orders relative to volume baseline (e.g., volume > 2.5× MA) and estimating a dark pool proxy; this is a heuristic to highlight bars that likely had large players involved. The dashboard also performs market-structure detection with small pivot windows to identify recent local support/resistance areas and computes price position relative to the daily high/low (dailyMid, pricePosition). Volatility is measured via ATR divided by price and bucketed into LOW/NORMAL/HIGH/EXTREME categories to help you adapt stop sizing and expectational horizons. Finally, all these pieces feed an interpretable scoring function that rewards alignment: VWAP above, strong flow ratio, bullish trend score, bullish momentum, and favorable RSI zone add to the overall score which is presented as a 0–100 metric and a colored emoji indicator for at-a-glance assessment. The mashup is purposeful: each indicator covers a failure mode of the other. For example, momentum readings can be misleading during volatility spikes; VWAP informs whether institutions are on the bid or offer; volume Z-score detects abnormal participation that can validate a breakout; multi-EMA score mitigates single-EMA whipsaws by requiring a combination of price/EMA conditions. Combining these signals increases information content while keeping each component explainable — a key compliance requirement. The script intentionally emphasizes transparency: when it shows a BUY/SELL/HOLD recommendation, the dashboard shows the underlying sub-components so a trader can see whether VWAP, momentum, volume, trend or structure primarily drove the score. For practical use, adopt a clear workflow: (1) check the matrix score and read the component tiles (VWAP position, momentum, trend and volume) to understand the drivers; (2) confirm market-structure support/resistance and pricePosition relative to the daily range; (3) require at least two corroborating components (for example, VWAP ABOVE + Momentum BULLISH or Volume spike + Trend STRONG UP) before considering entries; (4) use ATR-based stops or daily pivot distance for stop placement and size positions such that the trade risks a small, pre-defined percent of capital; (5) for intraday scalps shorten holding time and tighten stops, for swing trades increase lookback lengths and require multi-timeframe (higher TF) agreement. Treat the matrix as an idea filter and replay lab: when an alert triggers, replay the bars and observe which components anticipated the move and which lagged. Parameter tuning matters. Shortening the momentum length makes the oscillator more sensitive (useful for scalping), while lengthening it reduces noise for swing contexts. Volume profile bars and MA length should match the instrument’s liquidity — increase the MA for low-liquidity stocks to reduce false institutional flags. The trend multiplier and signal sensitivity parameters let you calibrate how aggressively the matrix counts micro evidence into the score. Always backtest parameter sets across multiple periods and instruments; run walk-forward tests and keep a simple out-of-sample validation window to reduce overfitting risk. Limitations and failure modes are explicit: institutional flags and dark-pool estimates are heuristics and cannot substitute for true tape or broker-level order flow; volume split by price range is an approximation and will not perfectly reflect signed volume; pivot detection with small windows may miss larger structural swings; VWAP is typically intraday-centric and less meaningful across multi-day swing contexts; the score is additive and may not capture non-linear relationships between features in extreme market regimes (e.g., flash crashes, circuit breaker events, or overnight gaps). The matrix is also susceptible to false signals during major news releases when price and volume behavior dislocate from typical patterns. Users should explicitly test behavior around earnings, macro data and low-liquidity periods. To learn with the matrix, perform these experiments: (A) collect all BUY/SELL alerts over a 6-month period and measure median outcome at 5, 20 and 60 bars; (B) require additional gating conditions (e.g., only accept BUY when flowRatio>60 and trendScore≥4) and compare expectancy; (C) vary the institutional threshold (2×, 2.5×, 3× volumeMA) to see how many true positive spikes remain; (D) perform multi-instrument tests to ensure parameters are not tuned to a single ticker. Document every test and prefer robust, slightly lower returns with clearer logic rather than tuned “optimal” results that fail out of sample. Originality statement: This script’s originality lies in the curated combination of intraday value (VWAP), multi-EMA trend scoring, momentum percent oscillator, volume Z-score plus buy/sell flow heuristics and a compact, interpretable scoring system. The script is not a simple indicator mashup; it is a didactic ensemble specifically designed to make internal rationale visible so traders can learn how each market characteristic contributes to actionable probability. The tool’s novelty is its emphasis on interpretability — showing the exact contributing signals behind a composite score — enabling reproducible testing and educational value. Finally, for TradingView publication, include a clear description listing the modules, a short non-technical summary of how they interact, the tunable inputs, limitations and a risk disclaimer. Remove any promotional content or external contact links. If you used trademark symbols, either provide registration details or remove them. This transparent documentation satisfies TradingView’s requirement that mashups justify their composition and teach users how to use them. Quantum Trading Matrix — multi-factor intraday dashboard (educational use only). Purpose: Combines intraday VWAP position, a fast/slow EMA momentum percent oscillator, multi-EMA trend scoring (8/21/50), volume Z-score and buy/sell flow heuristics, pivot-based microstructure detection, and ATR-based volatility buckets to produce a transparent, componentized market score and trade-idea indicator. The mashup is intentional: VWAP identifies intraday value, momentum detects short bursts, EMAs provide structural trend bias, and volume/flow confirm participation. Signals require alignment of at least two components (for example, VWAP ABOVE + Momentum BULLISH + positive flow) for higher confidence. Inputs: momentum period, volume MA/profile length, EMA configuration (8/21/50), trend multiplier, signal sensitivity, color and display options. Use shorter momentum lengths for scalps and longer for swing analysis. Increase volume MA for thinly traded instruments. Limitations: Institutional/dark-pool estimates and flow heuristics are approximations, not actual exchange tape. VWAP is intraday-focused. Expect false signals during major news or low-liquidity sessions. Backtest and paper-trade before applying real capital. Risk Disclaimer: For education and analysis only. Not financial advice. Use proper risk management. The author is not responsible for trading losses. ________________________________________ Risk & Misuse Disclaimer This indicator is provided for education, analysis and idea generation only. It is not investment or financial advice and does not guarantee profits. Institutional activity flags, dark-pool estimates and flow heuristics are approximations and should not be treated as exchange tape. Backtest thoroughly and use demo/paper accounts before trading real capital. Always apply appropriate position sizing and stop-loss rules. The author is not responsible for any trading losses resulting from the use or misuse of this tool. ________________________________________ Risk Disclaimer: This tool is provided for education and analysis only. It is not financial advice and does not guarantee returns. Users assume all risk for trades made based on this script. Back test thoroughly and use proper risk management.
مؤشر Pine Script®
من ‎aiTrendview-Charting-System‎
1
Autoback Grid Lab [trade_lexx]Autoback Grid Lab: Your personal laboratory for optimizing grid strategies. Introduction First of all, it is important to understand that Autoback Grid Lab is a powerful professional tool for backtesting and optimization, created specifically for traders using both grid strategies and regular take profit with stop loss. The main purpose of this script is to save you weeks and months of manual testing and parameter selection. Instead of manually testing one combination of settings after another, Autoback Grid Lab automatically tests thousands of unique strategies on historical data, providing you with a comprehensive report on the most profitable and, more importantly, sustainable ones. If you want to find mathematically sound, most effective settings for your grid strategy on a specific asset and timeframe, then this tool was created for you. Key Features My tool has functionality that transforms the process of finding the perfect strategy from a routine into an exciting exploration. 🧪 Mass testing of thousands of combinations The script is able to systematically generate and run a huge number of unique combinations of parameters through the built-in simulator. You set the ranges, and the indicator does all the work, testing all possible options for the following grid settings: * Number of safety orders (SO Count) * Grid step (SO Step) * Step Multiplier (SO Multiplier) for building nonlinear grids * Martingale for controlling the volume of subsequent orders * Take Profit (%) * Stop Loss (%), with the possibility of calculating both from the entry point and from the dynamic breakeven line * The volume of the base order (Volume BO) as a percentage of the deposit 🏆 Unique `FinalScore` rating system Sorting strategies by net profit alone is a direct path to self—deception and choosing strategies that are "tailored" to history and will inevitably fail in real trading. To solve this problem, we have developed FinalScore, a comprehensive assessment of the sustainability and quality of the strategy. How does it work? FinalScore analyzes each combination not one by one, but by nine key performance metrics at once, including Net Profit, Drawdown, Profit Factor, WinRate, Sharpe coefficients, Sortino, Squid and Omega. Each of these indicators is normalized, that is, reduced to a single scale. Then, to test the strategy for strength, the system performs 30 iterations, each time assigning random weights to these 9 metrics. A strategy gets a high FinalScore only if it shows consistently high results under different evaluation criteria. This proves her reliability and reduces the likelihood that her success was an accident. 📈 Realistic backtesting engine The test results are meaningless if they do not take into account the actual trading conditions. Our simulator simulates real trading as accurately as possible, taking into account: * Leverage: Calculation of the required margin to open and hold positions. * Commission: A percentage commission is charged each time an order is opened and closed. * Slippage: The order execution price is adjusted by a set percentage to simulate real market conditions. * Liquidation model: This is one of the most important functions. The script continuously monitors the equity of the account (capital + unrealized P&L). If equity falls below the level of the supporting margin (calculated from the current value of the position), the simulator forcibly closes the position, as it would happen on a real exchange. This eliminates unrealistic scenarios where the strategy survives after a huge drawdown. 🔌 Integration with external signals The indicator operates in two modes: 1. `No Signal': Standard mode. The trading cycle starts immediately as soon as the previous one has been closed. Ideal for testing the "pure" mechanics of the grid. 2. `External Signal`: In this mode, a new trading cycle will start only when a signal is received from an external source. You can connect any other indicator (such as the RSI, MACD, or your own strategy) to the script and use it as a trigger to log in. This allows you to combine the power of a grid strategy with your own entry points. 📊 Interactive and informative results panel Upon completion of the calculations, a detailed table with the TOP N best strategies appears on the screen, sorted according to your chosen criterion. For each strategy in the rating, you will see not only the key metrics (Profit, Drawdown, duration of transactions), but also all the parameters that led to this result. You can immediately take these settings and apply them in your trading. Application Options: How To Solve Your Problems Autoback Grid Lab is a flexible tool that can be adapted to solve various tasks, from complete grid optimization to fine—tuning existing strategies. Here are some key scenarios for its use: 1. Complete Optimization Of The Grid Strategy This is the basic and most powerful mode of use. You can find the most efficient grid configuration for any asset from scratch. * How to use: Set wide ranges for all key grid parameters ('SO Count`, SO Step, SO Multiplier, Martingale, TP, etc.). * In the `No Signal` mode: You will find the most stable grid configuration that works as an independent, constantly active strategy, regardless of which-or entrance indicators. * In the `External Signal` mode: You can connect your favorite indicator for input (for example, RSI, MACD or a complex author's script) and find the optimal grid parameters that best complement your input signals. This allows you to turn a simple signaling strategy into a full-fledged grid system. 2. Selecting the Optimal Take Profit and Stop Loss for Your Strategy Do you already have an entry strategy, but you are not sure where it is best to put Take Profit and Stop Loss? Autoback Grid Lab can solve this problem as well. * How to use: 1. Disable optimization of all grid parameters (uncheck SO Count, SO Step, Martingale, etc.). Set the Min value for SO Count to 0. 2. Set the ranges for iteration only for 'Take Profit` and `Stop Loss'. 3. Turn on the External Signal mode and connect your indicator with input signals. * Result: The script will run your historical entry signals with hundreds of different TP and SL combinations and show you which stop order levels bring maximum profit with minimal risk specifically for your entry points. 3. Building a Secure Network with Risk Management Many traders are afraid of grid strategies because of the risk of large drawdowns. With the help of the optimizer, you can purposefully find the parameters for such a grid, which includes mandatory risk management through Stop Loss. * How to use: Enable and set the range for Stop Loss, along with other grid parameters. Don't forget to test both types of SL calculations (`From entry point` and `From breakeven line`) to determine which one works more efficiently. * Result: You will find balanced strategies in which the grid parameters (number of orders, martingale) and the Stop Loss level are selected in such a way as to maximize profits without going beyond the acceptable risk level for you. How To Use The Indicator (Step-By-Step Guide) Working with the Autoback Grid Lab is a sequential process consisting of four main steps: from initial setup to analysis of the finished results. Follow this guide to get the most out of the tool. Step 1: Initial Setup 1. Add the indicator to the chart of your chosen asset and timeframe. 2. Open the script settings. The first thing you should pay attention to is the ⚙️ Optimization Settings ⚙️ group. 3. Set the `Bars Count'. This parameter determines how much historical data will be used for testing. * Important: The more bars you specify, the more statistically reliable the backtest results will be. We recommend using the maximum available value (25,000) to test strategies at different market phases. * Consider: The indicator performs all calculations on the last historical bar. After applying the TradingView settings, it will take some time to load all the specified bars. The results table will appear only after the data is fully loaded. Don't worry if it doesn't appear instantly. And if an error occurs, simply switch the number of combinations to 990 and back to 1000 until the table appears. Step 2: Optimization Configuration At this stage, you define the "universe" of parameters that our algorithm will explore. 1. Set the search ranges (🛠 Optimization Parameters 🛠 group). For each grid parameter that you want to optimize (for example, SO Count or `Take Profit'), you must specify three values: * Min: The minimum value of the range. * Max: The maximum value of the range. * Step: The step with which the values from Min to Max will be traversed. *Example:* If you set Min=5, Max=10, and Step=1 for SO Count, the script will test strategies with 5, 6, 7, 8, 9, and 10 safety orders. * Tip for users: To get the first results quickly, start with a larger step (for example, TP from 0.5% to 2.5% in 0.5 increments instead of 0.1). After you identify the most promising areas, you can perform a deeper analysis by expanding the ranges around these values. 2. Set Up Money Management (Group `💰 Money Management Settings 💰`). Fill in these fields with the values that best match your actual trading conditions. This is critically important for obtaining reliable results. * Capital: Your initial deposit. * Leverage: Leverage. * Commission (%): Your trading commission as a percentage. * Slippage (%): Expected slippage. * Liquidation Level (%): The level of the supporting margin (MMR in %). For example, for Binance Futures, this value is usually between 0.4% and 2.5%, depending on the asset and position size. Specify this value for your exchange. 3. Select the Sorting Criterion and the Direction (Group `⚙️ Optimization Settings ⚙️'). * `Sort by': Specify the main criteria by which the best strategies will be selected and sorted. I strongly recommend using finalScore to find the most balanced and sustainable strategies. * `Direction': Choose which trades to test: Long, Short or Both. Step 3: Start Testing and Work with "Parts" The total number of unique combinations generated based on your ranges can reach tens of millions. TradingView has technical limitations on the number of calculations that the script can perform at a time. To get around this, I implemented a "Parts" system. 1. What are `Part` and `Combinations in Part'? * `Combinations in Part': This is the number of backtests that the script performs in one run (1000 by default). * `Part`: This is the number of the "portion" of combinations that you want to test. 2. How does it work in practice? * After you have everything set up, leave Part:1 and wait for the results table to appear. You will see the TOP N best strategies from the first thousand tested. * Analyze them. Then, to check the next thousand combinations, just change the Part to 2 in the settings and click OK. The script will run a test for the next batch. * Repeat this process by increasing the Part number (`3`, 4, 5...), until you reach the last available part. * Where can I see the total number of parts? In the information row below the results table, you will find Total parts. This will help you figure out how many more tests are left to run. Step 4: Analyze the Results in the Table The results table is your main decision—making tool. It displays the best strategies found, sorted by the criteria you have chosen. 1. Study the performance metrics: * Rating: Position in the rating. * Profit %: Net profit as a percentage of the initial capital. * Drawdown%: The maximum drawdown of the deposit for the entire test period. * Max Length: The maximum duration of one transaction in days, hours and minutes. * Trades: The total number of completed trades. 2. Examine the winning parameters: * To the right of the performance metrics are columns showing the exact settings that led to this result ('SO Count`, SO Step, TP (%), etc.). 3. How to choose the best strategy? * Don't chase after the maximum profit! The strategy with the highest profit often has the highest drawdown, which makes it extremely risky. * Seek a balance. The ideal strategy is a compromise between high profitability, low drawdown (Drawdown) and the maximum length of trades acceptable to you (Max Length). * finalScore was created to find this balance. Trust him — he often highlights not the most profitable, but the most stable and reliable options. Detailed Description Of The Settings This section serves as a complete reference for each parameter available in the script settings. The parameters are grouped in the same way as in the indicator interface for your convenience. Group: ⚙️ Optimization Settings ⚙️ The main parameters governing the testing process are collected here. * `Enable Optimizer': The main switch. Activates or deactivates all backtesting functionality. * `Direction': Determines which way trades will be opened during the simulation. * Long: Shopping only. * Short: Sales only. * Both: Testing in both directions. Important: This mode only works in conjunction with an External Signal, as the script needs an external signal to determine the direction for each specific transaction. * `Signal Mode`: Controls the conditions for starting a new trading cycle (opening a base order). * No Signal: A new cycle starts immediately after the previous one is completed. This mode is used to test "pure" grid mechanics without reference to market conditions. * External Signal: A new cycle begins only when a signal is received from an external indicator connected via the Signal field. * `Signal': A field for connecting an external signal source (works only in the `External Signal` mode). You can select any other indicator on the chart. * For Long** trades, the signal is considered received if the value of the external indicator ** is greater than 0. * For Short** trades, the signal is considered received if the value of the external indicator ** is less than 0. * `Bars Count': Sets the depth of the history in the bars for the backtest. The maximum value (25000) provides the most reliable results. * `Sort by`: A key criterion for selecting and ranking the best strategies in the final table. * FinalScore: Recommended mode. A comprehensive assessment that takes into account 9 metrics to find the most balanced and sustainable strategies. * Profit: Sort by net profit. * Drawdown: Sort by minimum drawdown. * Max Length: Sort by the minimum length of the longest transaction. * `Combinations Count': Indicates how many of the best strategies (from 1 to 50) will be displayed in the results table. * `Close last trade`: If this option is enabled, any active trade will be forcibly closed at the closing price of the last historical bar. For grid strategies, it is recommended to always enable this option in order to get the correct calculation of the final profit and eliminate grid strategies that have been stuck for a long time. Group: 💰 Money Management Settings 💰 The parameters in this group determine the financial conditions of the simulation. Specify values that are as close as possible to your actual values in order to get reliable results. * `Capital': The initial deposit amount for the simulation. * `Leverage`: The leverage used to calculate the margin. * `Slippage` (%): Simulates the difference between the expected and actual order execution price. The specified percentage will be applied to each transaction. * `Commission` (%): The trading commission of your exchange as a percentage. It is charged at the execution of each order (both at opening and closing). * `Liquidation Level' (%): Maintenance Margin Ratio. This is a critical parameter for a realistic test. Liquidation in the simulator occurs if the Equity of the account (Capital + Unrealized P&L) falls below the level of the supporting margin. Group: 🛠 Optimization Parameters 🛠 This is the "heart" of the optimizer, where you set ranges for iterating through the grid parameters. * `Part`: The portion number of the combinations to be tested. Start with 1, and then increment (`2`, 3, ...) sequentially to check all generated strategies. * `Combinations in Part': The number of backtests performed at a time (in one "Part"). Increasing the value may speed up the process, but it may cause the script to error due to platform limitations. If an error occurs, it is recommended to switch to the step below and back. Three fields are available for each of the following parameters (`SO Count`, SO Step, SO Multiplier, etc.): * `Min`: Minimum value for testing. * `Max': The maximum value for testing. * `Step`: The step with which the values in the range from Min to Max will be iterated over. There is also a checkbox for each parameter. If it is enabled, the parameter will be optimized in the specified range. If disabled, only one value specified in the Min field will be used for all tests. * 'Stop Loss': In addition to the standard settings Min, Max, Step, it has an additional parameter: * `Type`: Defines how the stop loss price is calculated. * From entry point: The SL level is calculated once from the entry price (base order price). * From breakeven line: The SL level is dynamically recalculated from the average position price after each new safety order is executed. Group: ⚡️Filters⚡️ Filters allow you to filter out those results from the final table that do not meet your minimum requirements. For each filter (`Max Profit`, Min Drawdown, `Min Trade Length`), you can: 1. Turn it on or off using the checkbox. 2. Select the comparison condition: Greater (More) or Less (Less). 3. Set a threshold value. *Example:* If you set Less and 20 for the Min Drawdown filter, only those strategies with a maximum drawdown of less than 20% will be included in the final table. Group: 🎨 Visual Settings 🎨 Here you can customize the appearance of the results table. * `Position': Selects the position of the table on the screen (for example, Bottom Left — bottom left). * `Font Size': The size of the text in the table. * `Header Background / Data Background`: Background colors for the header and data cells. * `Header Font Color / Data Font Color`: Text colors for the header and data cells. Important Notes and Limitations So that you can use the Autoback Grid Lab as efficiently and consciously as possible, please familiarize yourself with the following key features of its work. 1. It is a Tool for Analysis, not for Signals It is extremely important to understand that this script does not generate trading signals in real time. Its sole purpose is to conduct in—depth research (**backtesting**) on historical data. * The results you see in the table are a report on how a particular strategy would have worked in the past. * The script does not provide alerts and does not draw entry/exit points on the chart for the current market situation. * Your task is to take the best sets of parameters found during optimization and use them in your real trading, for example, when setting up a trading bot or in a manual trading system. 2. Features Of Calculations (This is not a "Repainting") You will notice that the results table appears and is updated only once — when all historical bars on the chart are loaded. It does not change in real time with each tick of the price. This is correct and intentional behavior.: * To test thousands, and sometimes millions of combinations, the script needs to perform a huge amount of calculations. In the Pine Script™ environment, it is technically possible to do this only once, at the very last bar in history. * The script does not show false historical signals, which then disappear or change. It provides a static report on the results of the simulation, which remains unchanged for a specific historical period. 3. Past Results do not Guarantee Future Results. This is the golden rule of trading, and it fully applies to the results of backtesting. Successful strategy performance in the past is not a guarantee that it will be as profitable in the future. Market conditions, volatility and trends are constantly changing. My tool, especially when sorting by finalScore, is aimed at finding statistically stable and reliable strategies to increase the likelihood of their success in the future. However, it is a tool for managing probabilities, not a crystal ball for predicting the future. Always use proper risk management. 4. Dependence on the Quality and Depth of the Story The reliability of the results directly depends on the quantity and quality of the historical data on which the test was conducted. * Always strive to use the maximum number of bars available (`Bars Count: 25,000`) so that your strategy is tested on different market cycles (rise, fall, flat). * The results obtained on data for one month may differ dramatically from the results obtained on data for two years. The longer the testing period, the higher the confidence in the parameters found. Conclusion The Autoback Grid Lab is your personal research laboratory, designed to replace intuitive guesses and endless manual selection of settings with a systematic, data—driven approach. Experiment with different assets, timeframes, and settings ranges to find the unique combinations that best suit your trading style.
مؤشر Pine Script®
من ‎trade_lexx‎
Bullish Breakaway Dual Session-Publish-Consolidated FVG Inspired by the FVG Concept: This indicator is built on the Fair Value Gap (FVG) concept, with a focus on Consolidated FVG. Unlike traditional FVGs, this version only works within a defined session (e.g., ETH 18:00–17:00 or RTH 09:30–16:00). Bullish consolidated FVG & Bullish breakaway candle Begins when a new intraday low is printed. After that, the indicator searches for the 1st bullish breakaway candle, which must have its low above the high of the intraday low candle. Any candles in between are part of the consolidated FVG zone. Once the 1st breakaway forms, the indicator will shades the candle’s range (high to low). Then it will use this candle as an anchor to search for the 2nd, 3rd, etc. breakaways until the session ends. Session Reset: Occurs at session close. Repaint Behavior: If a new intraday (or intra-session) low forms, earlier breakaway patterns are wiped, and the system restarts from the new low. Counter: A session-based counter at the top of the chart displays how many bullish consolidated FVGs have formed. Settings • Session Setup: Choose ETH, RTH, or custom session. The indicator is designed for CME futures in New York timezone, but can be adjusted for other markets. If nothing appears on your chart, check if you loaded it during an inactive session (e.g., weekend/Friday night). • Max Zones to Show: Default = 3 (recommended). You can increase, but 3 zones are usually most useful. • Timeframe: Best on 1m, 5m, or 15m. (If session range is big, try higher time frame) Usage 1. Avoid Trading in Wrong Direction • No bullish breakaway = No long trade. • Prevents the temptation to countertrade in strong downtrends. 2. Catch the Trend Reversal • When a bullish breakaway appears after an intraday low, it signals a potential reversal. • You will need adjust position sizing, watch out liquidity hunt, and place stop loss. • Best entries of your preferred choices: (this is your own trading edge) Retest Breakout Engulf MA cross over Whatever your favorite approach • Reversal signal is the strongest when price stays within/above the breakaway candle’s range. Weak if it breaks below. 3. Higher Timeframe Confirmation • 1m can give false reversals if new lows keep forming. • 5m often provides cleaner signals and avoids premature reversals. Failed Trade Example: This indicator will repaint if a new intraday session low is updated. So it is possible to have a failed trade. Here is an example from the same session in 1m chart. However, if you enter the trade later at another bullish breakaway candle signal. The loss can be mitigated by the profit. Therefore you should use smaller position size for your 1st trade. You should also considering using 5m chart to avoid 1m bull trap. In this example, if you use 5m chart, you can totally avoid this failed trade. If you enter the trade, you will see the intraday low is stop loss hunted. You can also see the 1st bullish breakaway candle is super weak. There are a lot of candles below the breakaway candle low, so it is very possible to fail. In the next chart, you can see the failed traded get stop loss hunted. However you can enter another trade with huge profit to win back the loss from the 1st trade if you follow the rule. Summary This indicator offers 3 main advantages: 1. Prevents wrong-direction trades. 2. Confirms trend entry after reversal signals. 3. Filters false positives using higher timeframes. How to sharp your edge: 1. ⏳Extreme patience⏳: Do not guess the bottom during a downtrend before a confirmed bullish breakaway candle. If you get caught, have the courage to cut loss. This is literally the most important usage of this indicator. Again, this is the most important rule of this indicator and actually the hardest rule to follow. 2. 🛎Better Entry🛎: After a confirmed bullish breakaway, you will always have a good opportunity to enter the trade using established trading technique. Your edge will come from the position size, draw down, stop loss placement, risk/reward ratio. 3. ✂Cut loss fast✂: If you enter a trade according to the rule, but you are still not making profit for a period of time, and the price is below the low of the breakaway candle. It is very likely you may hit stop loss soon (intraday session low). It won't be a bad idea to cut loss before stop loss hit. 4. 🔂Reentry with confidence after stop loss🔂: a stop loss will not invalidate the indicator. If you see a second chance to reenter, you should still follow the trade guide and rule. 5. 🕔Time frame matter🕔: try 1m, 3m, 5m, 10m, 15m time frame. Over time, you should know what time frame work best for you and the market. Higher time frame will reduce the noise of false positive trade, but it comes with a higher stop loss placement and less max profit, however it may come with a lower draw down. Time frame will matter depending on the range of the session. If the session range is small (<0.5%), lower time frame is good. If session range is big (>1%), 5m time frame is better. Remember to wait for candle to close, if you use higher time frame. Last Mention: The indicator is only used for bullish side trading.
مؤشر Pine Script®
من ‎DeLeBlanc‎
1
Drawdown Distribution Analysis (DDA) ACADEMIC FOUNDATION AND RESEARCH BACKGROUND The Drawdown Distribution Analysis indicator implements quantitative risk management principles, drawing upon decades of academic research in portfolio theory, behavioral finance, and statistical risk modeling. This tool provides risk assessment capabilities for traders and portfolio managers seeking to understand their current position within historical drawdown patterns. The theoretical foundation of this indicator rests on modern portfolio theory as established by Markowitz (1952), who introduced the fundamental concepts of risk-return optimization that continue to underpin contemporary portfolio management. Sharpe (1966) later expanded this framework by developing risk-adjusted performance measures, most notably the Sharpe ratio, which remains a cornerstone of performance evaluation in financial markets. The specific focus on drawdown analysis builds upon the work of Chekhlov, Uryasev and Zabarankin (2005), who provided the mathematical framework for incorporating drawdown measures into portfolio optimization. Their research demonstrated that traditional mean-variance optimization often fails to capture the full risk profile of investment strategies, particularly regarding sequential losses. More recent work by Goldberg and Mahmoud (2017) has brought these theoretical concepts into practical application within institutional risk management frameworks. Value at Risk methodology, as comprehensively outlined by Jorion (2007), provides the statistical foundation for the risk measurement components of this indicator. The coherent risk measures framework developed by Artzner et al. (1999) ensures that the risk metrics employed satisfy the mathematical properties required for sound risk management decisions. Additionally, the focus on downside risk follows the framework established by Sortino and Price (1994), while the drawdown-adjusted performance measures implement concepts introduced by Young (1991). MATHEMATICAL METHODOLOGY The core calculation methodology centers on a peak-tracking algorithm that continuously monitors the maximum price level achieved and calculates the percentage decline from this peak. The drawdown at any time t is defined as DD(t) = (P(t) - Peak(t)) / Peak(t) × 100, where P(t) represents the asset price at time t and Peak(t) represents the running maximum price observed up to time t. Statistical distribution analysis forms the analytical backbone of the indicator. The system calculates key percentiles using the ta.percentile_nearest_rank() function to establish the 5th, 10th, 25th, 50th, 75th, 90th, and 95th percentiles of the historical drawdown distribution. This approach provides a complete picture of how the current drawdown compares to historical patterns. Statistical significance assessment employs standard deviation bands at one, two, and three standard deviations from the mean, following the conventional approach where the upper band equals μ + nσ and the lower band equals μ - nσ. The Z-score calculation, defined as Z = (DD - μ) / σ, enables the identification of statistically extreme events, with thresholds set at |Z| > 2.5 for extreme drawdowns and |Z| > 3.0 for severe drawdowns, corresponding to confidence levels exceeding 99.4% and 99.7% respectively. ADVANCED RISK METRICS The indicator incorporates several risk-adjusted performance measures that extend beyond basic drawdown analysis. The Sharpe ratio calculation follows the standard formula Sharpe = (R - Rf) / σ, where R represents the annualized return, Rf represents the risk-free rate, and σ represents the annualized volatility. The system supports dynamic sourcing of the risk-free rate from the US 10-year Treasury yield or allows for manual specification. The Sortino ratio addresses the limitation of the Sharpe ratio by focusing exclusively on downside risk, calculated as Sortino = (R - Rf) / σd, where σd represents the downside deviation computed using only negative returns. This measure provides a more accurate assessment of risk-adjusted performance for strategies that exhibit asymmetric return distributions. The Calmar ratio, defined as Annual Return divided by the absolute value of Maximum Drawdown, offers a direct measure of return per unit of drawdown risk. This metric proves particularly valuable for comparing strategies or assets with different risk profiles, as it directly relates performance to the maximum historical loss experienced. Value at Risk calculations provide quantitative estimates of potential losses at specified confidence levels. The 95% VaR corresponds to the 5th percentile of the drawdown distribution, while the 99% VaR corresponds to the 1st percentile. Conditional VaR, also known as Expected Shortfall, estimates the average loss in the worst 5% of scenarios, providing insight into tail risk that standard VaR measures may not capture. To enable fair comparison across assets with different volatility characteristics, the indicator calculates volatility-adjusted drawdowns using the formula Adjusted DD = Raw DD / (Volatility / 20%). This normalization allows for meaningful comparison between high-volatility assets like cryptocurrencies and lower-volatility instruments like government bonds. The Risk Efficiency Score represents a composite measure ranging from 0 to 100 that combines the Sharpe ratio and current percentile rank to provide a single metric for quick asset assessment. Higher scores indicate superior risk-adjusted performance relative to historical patterns. COLOR SCHEMES AND VISUALIZATION The indicator implements eight distinct color themes designed to accommodate different analytical preferences and market contexts. The EdgeTools theme employs a corporate blue palette that matches the design system used throughout the edgetools.org platform, ensuring visual consistency across analytical tools. The Gold theme specifically targets precious metals analysis with warm tones that complement gold chart analysis, while the Quant theme provides a grayscale scheme suitable for analytical environments that prioritize clarity over aesthetic appeal. The Behavioral theme incorporates psychology-based color coding, using green to represent greed-driven market conditions and red to indicate fear-driven environments. Additional themes include Ocean, Fire, Matrix, and Arctic schemes, each designed for specific market conditions or user preferences. All themes function effectively with both dark and light mode trading platforms, ensuring accessibility across different user interface configurations. PRACTICAL APPLICATIONS Asset allocation and portfolio construction represent primary use cases for this analytical framework. When comparing multiple assets such as Bitcoin, gold, and the S&P 500, traders can examine Risk Efficiency Scores to identify instruments offering superior risk-adjusted performance. The 95% VaR provides worst-case scenario comparisons, while volatility-adjusted drawdowns enable fair comparison despite varying volatility profiles. The practical decision framework suggests that assets with Risk Efficiency Scores above 70 may be suitable for aggressive portfolio allocations, scores between 40 and 70 indicate moderate allocation potential, and scores below 40 suggest defensive positioning or avoidance. These thresholds should be adjusted based on individual risk tolerance and market conditions. Risk management and position sizing applications utilize the current percentile rank to guide allocation decisions. When the current drawdown ranks above the 75th percentile of historical data, indicating that current conditions are better than 75% of historical periods, position increases may be warranted. Conversely, when percentile rankings fall below the 25th percentile, indicating elevated risk conditions, position reductions become advisable. Institutional portfolio monitoring applications include hedge fund risk dashboard implementations where multiple strategies can be monitored simultaneously. Sharpe ratio tracking identifies deteriorating risk-adjusted performance across strategies, VaR monitoring ensures portfolios remain within established risk limits, and drawdown duration tracking provides valuable information for investor reporting requirements. Market timing applications combine the statistical analysis with trend identification techniques. Strong buy signals may emerge when risk levels register as "Low" in conjunction with established uptrends, while extreme risk levels combined with downtrends may indicate exit or hedging opportunities. Z-scores exceeding 3.0 often signal statistically oversold conditions that may precede trend reversals. STATISTICAL SIGNIFICANCE AND VALIDATION The indicator provides 95% confidence intervals around current drawdown levels using the standard formula CI = μ ± 1.96σ. This statistical framework enables users to assess whether current conditions fall within normal market variation or represent statistically significant departures from historical patterns. Risk level classification employs a dynamic assessment system based on percentile ranking within the historical distribution. Low risk designation applies when current drawdowns perform better than 50% of historical data, moderate risk encompasses the 25th to 50th percentile range, high risk covers the 10th to 25th percentile range, and extreme risk applies to the worst 10% of historical drawdowns. Sample size considerations play a crucial role in statistical reliability. For daily data, the system requires a minimum of 252 trading days (approximately one year) but performs better with 500 or more observations. Weekly data analysis benefits from at least 104 weeks (two years) of history, while monthly data requires a minimum of 60 months (five years) for reliable statistical inference. IMPLEMENTATION BEST PRACTICES Parameter optimization should consider the specific characteristics of different asset classes. Equity analysis typically benefits from 500-day lookback periods with 21-day smoothing, while cryptocurrency analysis may employ 365-day lookback periods with 14-day smoothing to account for higher volatility patterns. Fixed income analysis often requires longer lookback periods of 756 days with 34-day smoothing to capture the lower volatility environment. Multi-timeframe analysis provides hierarchical risk assessment capabilities. Daily timeframe analysis supports tactical risk management decisions, weekly analysis informs strategic positioning choices, and monthly analysis guides long-term allocation decisions. This hierarchical approach ensures that risk assessment occurs at appropriate temporal scales for different investment objectives. Integration with complementary indicators enhances the analytical framework. Trend indicators such as RSI and moving averages provide directional bias context, volume analysis helps confirm the severity of drawdown conditions, and volatility measures like VIX or ATR assist in market regime identification. ALERT SYSTEM AND AUTOMATION The automated alert system monitors five distinct categories of risk events. Risk level changes trigger notifications when drawdowns move between risk categories, enabling proactive risk management responses. Statistical significance alerts activate when Z-scores exceed established threshold levels of 2.5 or 3.0 standard deviations. New maximum drawdown alerts notify users when historical maximum levels are exceeded, indicating entry into uncharted risk territory. Poor risk efficiency alerts trigger when the composite risk efficiency score falls below 30, suggesting deteriorating risk-adjusted performance. Sharpe ratio decline alerts activate when risk-adjusted performance turns negative, indicating that returns no longer compensate for the risk undertaken. TRADING STRATEGIES Conservative risk parity strategies can be implemented by monitoring Risk Efficiency Scores across a diversified asset portfolio. Monthly rebalancing maintains equal risk contribution from each asset, with allocation reductions triggered when risk levels reach "High" status and complete exits executed when "Extreme" risk levels emerge. This approach typically results in lower overall portfolio volatility, improved risk-adjusted returns, and reduced maximum drawdown periods. Tactical asset rotation strategies compare Risk Efficiency Scores across different asset classes to guide allocation decisions. Assets with scores exceeding 60 receive overweight allocations, while assets scoring below 40 receive underweight positions. Percentile rankings provide timing guidance for allocation adjustments, creating a systematic approach to asset allocation that responds to changing risk-return profiles. Market timing strategies with statistical edges can be constructed by entering positions when Z-scores fall below -2.5, indicating statistically oversold conditions, and scaling out when Z-scores exceed 2.5, suggesting overbought conditions. The 95% VaR serves as a stop-loss reference point, while trend confirmation indicators provide additional validation for position entry and exit decisions. LIMITATIONS AND CONSIDERATIONS Several statistical limitations affect the interpretation and application of these risk measures. Historical bias represents a fundamental challenge, as past drawdown patterns may not accurately predict future risk characteristics, particularly during structural market changes or regime shifts. Sample dependence means that results can be sensitive to the selected lookback period, with shorter periods providing more responsive but potentially less stable estimates. Market regime changes can significantly alter the statistical parameters underlying the analysis. During periods of structural market evolution, historical distributions may provide poor guidance for future expectations. Additionally, many financial assets exhibit return distributions with fat tails that deviate from normal distribution assumptions, potentially leading to underestimation of extreme event probabilities. Practical limitations include execution risk, where theoretical signals may not translate directly into actual trading results due to factors such as slippage, timing delays, and market impact. Liquidity constraints mean that risk metrics assume perfect liquidity, which may not hold during stressed market conditions when risk management becomes most critical. Transaction costs are not incorporated into risk-adjusted return calculations, potentially overstating the attractiveness of strategies that require frequent trading. Behavioral factors represent another limitation, as human psychology may override statistical signals, particularly during periods of extreme market stress when disciplined risk management becomes most challenging. TECHNICAL IMPLEMENTATION Performance optimization ensures reliable operation across different market conditions and timeframes. All technical analysis functions are extracted from conditional statements to maintain Pine Script compliance and ensure consistent execution. Memory efficiency is achieved through optimized variable scoping and array usage, while computational speed benefits from vectorized calculations where possible. Data quality requirements include clean price data without gaps or errors that could distort distribution analysis. Sufficient historical data is essential, with a minimum of 100 bars required and 500 or more preferred for reliable statistical inference. Time alignment across related assets ensures meaningful comparison when conducting multi-asset analysis. The configuration parameters are organized into logical groups to enhance usability. Core settings include the Distribution Analysis Period (100-2000 bars), Drawdown Smoothing Period (1-50 bars), and Price Source selection. Advanced metrics settings control risk-free rate sourcing, either from live market data or fixed rate specification, along with toggles for various risk-adjusted metric calculations. Display options provide flexibility in visual presentation, including color theme selection from eight available schemes, automatic dark mode optimization, and control over table display, position lines, percentile bands, and standard deviation overlays. These options ensure that the indicator can be adapted to different analytical workflows and visual preferences. CONCLUSION The Drawdown Distribution Analysis indicator provides risk management tools for traders seeking to understand their current position within historical risk patterns. By combining established statistical methodology with practical usability features, the tool enables evidence-based risk assessment and portfolio optimization decisions. The implementation draws upon established academic research while providing practical features that address real-world trading requirements. Dynamic risk-free rate integration ensures accurate risk-adjusted performance calculations, while multiple color schemes accommodate different analytical preferences and use cases. Academic compliance is maintained through transparent methodology and acknowledgment of limitations. The tool implements peer-reviewed statistical techniques while clearly communicating the constraints and assumptions underlying the analysis. This approach ensures that users can make informed decisions about the appropriate application of the risk assessment framework within their broader trading and investment processes. BIBLIOGRAPHY Artzner, P., Delbaen, F., Eber, J.M. and Heath, D. (1999) 'Coherent Measures of Risk', Mathematical Finance, 9(3), pp. 203-228. Chekhlov, A., Uryasev, S. and Zabarankin, M. (2005) 'Drawdown Measure in Portfolio Optimization', International Journal of Theoretical and Applied Finance, 8(1), pp. 13-58. Goldberg, L.R. and Mahmoud, O. (2017) 'Drawdown: From Practice to Theory and Back Again', Journal of Risk Management in Financial Institutions, 10(2), pp. 140-152. Jorion, P. (2007) Value at Risk: The New Benchmark for Managing Financial Risk. 3rd edn. New York: McGraw-Hill. Markowitz, H. (1952) 'Portfolio Selection', Journal of Finance, 7(1), pp. 77-91. Sharpe, W.F. (1966) 'Mutual Fund Performance', Journal of Business, 39(1), pp. 119-138. Sortino, F.A. and Price, L.N. (1994) 'Performance Measurement in a Downside Risk Framework', Journal of Investing, 3(3), pp. 59-64. Young, T.W. (1991) 'Calmar Ratio: A Smoother Tool', Futures, 20(1), pp. 40-42.
مؤشر Pine Script®
من ‎EdgeTools‎
12
Easy Position Size Calculator with Fees# Easy Position Size Calculator with Fees - Manual ## Overview The Easy Position Size Calculator is a Pine Script indicator designed to help traders calculate the optimal position size for their trades while accounting for trading fees. This tool automatically determines whether you're planning a long or short position and calculates the exact position size needed to risk a specific dollar amount. ## Key Features - **Automatic Trade Direction Detection**: Determines if you're going long or short based on entry price vs stop loss - **Fee Integration**: Accounts for trading fees in position size calculations - **Risk Management**: Calculates position size based on your specified risk amount - **Risk Factor Adjustment**: Allows you to scale your position size up or down - **Visual Display**: Shows all calculations in a clear, organized table ## Input Parameters ### Entry Price ($) - **Purpose**: The price at which you plan to enter the trade - **Default**: 0.0 - **Range**: Any positive value - **Step**: 0.01 ### Stop Loss ($) - **Purpose**: The price at which you will exit the trade if it goes against you - **Default**: 0.0 - **Range**: Any positive value - **Step**: 0.01 ### Risk ($) - **Purpose**: The maximum dollar amount you're willing to lose on this trade - **Default**: 0.0 - **Range**: Any positive value - **Step**: 0.01 ### Risk Factor - **Purpose**: A multiplier to scale your position size up or down - **Default**: 1.0 (no scaling) - **Range**: 0.0 to 10.0 - **Step**: 0.1 - **Examples**: - 1.0 = Normal position size - 2.0 = Double the position size - 0.5 = Half the position size ### Fee (%) - **Purpose**: The percentage fee charged per transaction (buy/sell) - **Default**: 0.01% (0.01) - **Range**: 0.0% to 1.0% - **Step**: 0.001 ## How It Works ### Trade Direction Detection The script automatically determines your trade direction: - **Long Trade**: Entry price > Stop loss price - **Short Trade**: Entry price < Stop loss price ### Position Size Calculation #### For Long Trades: ``` Position Size = -Risk Factor × Risk Amount / (Stop Loss × (1 - Fee) - Entry Price × (1 + Fee)) ``` #### For Short Trades: ``` Position Size = -Risk Factor × Risk Amount / (Entry Price × (1 - Fee) - Stop Loss × (1 + Fee)) ``` ### Fee Adjustment The script accounts for fees on both entry and exit: - **Long trades**: You pay fees when buying (entry) and selling (exit) - **Short trades**: You pay fees when shorting (entry) and covering (exit) ## Output Display The indicator displays a table with the following information: ### Trade Information - **Trade Type**: Shows whether it's a LONG, SHORT, or INVALID trade - **Entry Price**: Your specified entry price - **Stop Loss**: Your specified stop loss price - **Fee (%)**: The fee percentage being used ### Risk Parameters - **Risk Amount**: The dollar amount you're willing to risk - **Risk Factor**: The multiplier being applied ### Calculated Values - **Effective Entry**: The actual cost per share including fees - **Effective Exit**: The actual exit value per share including fees - **Expected Loss**: The calculated loss if stop loss is hit - **Deviation from Risk %**: Shows how close the expected loss is to your target risk - **Position Size**: The number of shares/units to trade ## Usage Examples ### Example 1: Long Trade - Entry Price: $100.00 - Stop Loss: $95.00 - Risk Amount: $500.00 - Risk Factor: 1.0 - Fee: 0.01% **Result**: The script will calculate how many shares to buy so that if the stop loss is hit, you lose approximately $500 (accounting for fees). Position Size: 99.61152 ### Example 2: Short Trade - Entry Price: $50.00 - Stop Loss: $55.00 - Risk Amount: $300.00 - Risk Factor: 1.0 - Fee: 0.01% **Result**: The script will calculate how many shares to short so that if the stop loss is hit, you lose approximately $300 (accounting for fees). Position Size: 59.87426 ## Important Notes ### Validation Requirements For the script to work properly, all of the following must be true: - Entry price > 0 - Stop loss > 0 - Risk amount > 0 - Entry price ≠ Stop loss (to determine direction) ### Negative Position Sizes The script may show negative position sizes, which is normal: - **Negative values for long trades**: Represents shares to buy - **Negative values for short trades**: Represents shares to short ### Risk Deviation The "Deviation from Risk %" shows how closely the calculated position size matches your target risk. Small deviations are normal due to: - Fee calculations - Rounding - Market precision ## Color Coding The table uses color coding for easy identification: - **Green**: Long trade information - **Red**: Short trade information - **Gray**: Invalid trade (when inputs are incorrect) - **Blue**: Final position size - **Red background**: Risk-related calculations ## Troubleshooting ### Common Issues 1. **Position Size shows 0** - Check that all inputs are greater than 0 - Ensure entry price is different from stop loss 2. **Trade Type shows INVALID** - Verify that entry price and stop loss are both positive - Make sure entry price ≠ stop loss 3. **Large Risk Deviation** - This is normal for very small position sizes - Consider adjusting your risk amount or price levels ## Best Practices 1. **Always validate your inputs** before placing actual trades 2. **Double-check the trade direction** shown in the table 3. **Review the expected loss** to ensure it aligns with your risk management 4. **Consider the effective entry/exit prices** which include fees 5. **Use appropriate risk factors** - avoid extreme values that could lead to overexposure ## Disclaimer This tool is for educational and planning purposes only. Always verify calculations manually and consider market conditions, liquidity, and other factors before placing actual trades. The script assumes that fees are charged on both entry and exit transactions.
مؤشر Pine Script®
من ‎cth1903‎
DR-SK A B C SK A B C - Target and Stop Loss Indicator for Trading The "SK A B C" script is an advanced technical analysis tool designed to identify price targets and stop loss levels based on three input points (A, B, C) on the chart. The script calculates four potential targets (E, N, V, NT) based on the movement between the points, allowing for customization to suit different trading strategies. It also supports various stop loss methods, including Fixed Percentage, ATR-Based, and Swing High/Low. Key Features: Target Calculation (E, N, V, NT): The script calculates and displays potential targets (E, N, V, NT) based on the price movement between the input points (A, B, C). Stop Loss Options: Fixed Stop Loss: Based on a percentage of the price. ATR-Based Stop Loss: Uses the Average True Range (ATR) for calculating the stop loss level. Swing High/Low Stop Loss: Based on the most recent swing high or low. Display Targets with Labels: Displays targets clearly on the chart, with options for price labels and boxes around the targets. Full Customization: Customize colors, lines, and labels to fit your personal preferences. Real-Time Alerts: Set up alerts to notify you when the price hits a target or stop loss level. Summary Results Display: A table that shows the targets along with their prices and percentage distance from the current price. How to Use the Script: Set Input Points: Select three points (A, B, C) on the chart. The script will calculate the targets based on these points. Choose Stop Loss Method: Select your preferred stop loss method (Fixed, ATR-Based, Swing High/Low). Customize the Display: Customize the chart’s appearance by adjusting colors and other options. Set Alerts: Enable alerts to be notified when the price reaches the targets or stop loss levels. Notes: The script follows basic technical analysis principles and helps traders accurately determine potential price targets using input points. It provides flexibility through customizable stop loss methods and target options, making it a versatile and user-friendly tool.
مؤشر Pine Script®
من ‎KSA_369‎
Lorentzian Classification - Advanced Trading DashboardLorentzian Classification - Relativistic Market Analysis A Journey from Theory to Trading Reality What began as fascination with Einstein's relativity and Lorentzian geometry has evolved into a practical trading tool that bridges theoretical physics and market dynamics. This indicator represents months of wrestling with complex mathematical concepts, debugging intricate algorithms, and transforming abstract theory into actionable trading signals. The Theoretical Foundation Lorentzian Distance in Market Space Traditional Euclidean distance treats all feature differences equally, but markets don't behave uniformly. Lorentzian distance, borrowed from spacetime geometry, provides a more nuanced similarity measure: d(x,y) = Σ ln(1 + |xi - yi|) This logarithmic formulation naturally handles: Scale invariance: Large price moves don't overwhelm small but significant patterns Outlier robustness: Extreme values are dampened rather than dominating Non-linear relationships: Captures market behavior better than linear metrics K-Nearest Neighbors with Relativistic Weighting The algorithm searches historical market states for patterns similar to current conditions. Each neighbor receives weight inversely proportional to its Lorentzian distance: w = 1 / (1 + distance) This creates a "gravitational" effect where closer patterns have stronger influence on predictions. The Implementation Challenge Creating meaningful market features required extensive experimentation: Price Features: Multi-timeframe momentum (1, 2, 3, 5, 8 bar lookbacks) Volume Features: Relative volume analysis against 20-period average Volatility Features: ATR and Bollinger Band width normalization Momentum Features: RSI deviation from neutral and MACD/price ratio Each feature undergoes min-max normalization to ensure equal weighting in distance calculations. The Prediction Mechanism For each current market state: Feature Vector Construction: 12-dimensional representation of market conditions Historical Search: Scan lookback period for similar patterns using Lorentzian distance Neighbor Selection: Identify K nearest historical matches Outcome Analysis: Examine what happened N bars after each match Weighted Prediction: Combine outcomes using distance-based weights Confidence Calculation: Measure agreement between neighbors Technical Hurdles Overcome Array Management: Complex indexing to prevent look-ahead bias Distance Calculations: Optimizing nested loops for performance Memory Constraints: Balancing lookback depth with computational limits Signal Filtering: Preventing clustering of identical signals Advanced Dashboard System Main Control Panel The primary dashboard provides real-time market intelligence: Signal Status: Current prediction with confidence percentage Neighbor Analysis: How many historical patterns match current conditions Market Regime: Trend strength, volatility, and volume analysis Temporal Context: Real-time updates with timestamp Performance Analytics Comprehensive tracking system monitors: Win Rate: Percentage of successful predictions Signal Count: Total predictions generated Streak Analysis: Current winning/losing sequence Drawdown Monitoring: Maximum equity decline Sharpe Approximation: Risk-adjusted performance estimate Risk Assessment Panel Multi-dimensional risk analysis: RSI Positioning: Overbought/oversold conditions ATR Percentage: Current volatility relative to price Bollinger Position: Price location within volatility bands MACD Alignment: Momentum confirmation Confidence Heatmap Visual representation of prediction reliability: Historical Confidence: Last 10 periods of prediction certainty Strength Analysis: Magnitude of prediction values over time Pattern Recognition: Color-coded confidence levels for quick assessment Input Parameters Deep Dive Core Algorithm Settings K Nearest Neighbors (1-20): More neighbors create smoother but less responsive signals. Optimal range 5-8 for most markets. Historical Lookback (50-500): Deeper history improves pattern recognition but reduces adaptability. 100-200 bars optimal for most timeframes. Feature Window (5-30): Longer windows capture more context but reduce sensitivity. Match to your trading timeframe. Feature Selection Price Changes: Essential for momentum and reversal detection Volume Profile: Critical for institutional activity recognition Volatility Measures: Key for regime change detection Momentum Indicators: Vital for trend confirmation Signal Generation Prediction Horizon (1-20): How far ahead to predict. Shorter horizons for scalping, longer for swing trading. Signal Threshold (0.5-0.9): Confidence required for signal generation. Higher values reduce false signals but may miss opportunities. Smoothing (1-10): EMA applied to raw predictions. More smoothing reduces noise but increases lag. Visual Design Philosophy Color Themes Professional: Corporate blue/red for institutional environments Neon: Cyberpunk cyan/magenta for modern aesthetics Matrix: Green/red hacker-inspired palette Classic: Traditional trading colors Information Hierarchy The dashboard system prioritizes information by importance: Primary Signals: Largest, most prominent display Confidence Metrics: Secondary but clearly visible Supporting Data: Detailed but unobtrusive Historical Context: Available but not distracting Trading Applications Signal Interpretation Long Signals: Prediction > threshold with high confidence Look for volume confirmation - Check trend alignment - Verify support levels Short Signals: Prediction < -threshold with high confidence Confirm with resistance levels - Check for distribution patterns - Verify momentum divergence - Market Regime Adaptation Trending Markets: Higher confidence in directional signals Ranging Markets: Focus on reversal signals at extremes Volatile Markets: Require higher confidence thresholds Low Volume: Reduce position sizes, increase caution Risk Management Integration Confidence-Based Sizing: Larger positions for higher confidence signals Regime-Aware Stops: Wider stops in volatile regimes Multi-Timeframe Confirmation: Align signals across timeframes Volume Confirmation: Require volume support for major signals Originality and Innovation This indicator represents genuine innovation in several areas: Mathematical Approach First application of Lorentzian geometry to market pattern recognition. Unlike Euclidean-based systems, this naturally handles market non-linearities. Feature Engineering Sophisticated multi-dimensional feature space combining price, volume, volatility, and momentum in normalized form. Visualization System Professional-grade dashboard system providing comprehensive market intelligence in intuitive format. Performance Tracking Real-time performance analytics typically found only in institutional trading systems. Development Journey Creating this indicator involved overcoming numerous technical challenges: Mathematical Complexity: Translating theoretical concepts into practical code Performance Optimization: Balancing accuracy with computational efficiency User Interface Design: Making complex data accessible and actionable Signal Quality: Filtering noise while maintaining responsiveness The result is a tool that brings institutional-grade analytics to individual traders while maintaining the theoretical rigor of its mathematical foundation. Best Practices - Parameter Optimization - Start with default settings and adjust based on: Market Characteristics: Volatile vs. stable Trading Timeframe: Scalping vs. swing trading Risk Tolerance: Conservative vs. aggressive Signal Confirmation Never trade on Lorentzian signals alone: Price Action: Confirm with support/resistance Volume: Verify with volume analysis Multiple Timeframes: Check higher timeframe alignment Market Context: Consider overall market conditions Risk Management Position Sizing: Scale with confidence levels Stop Losses: Adapt to market volatility Profit Targets: Based on historical performance Maximum Risk: Never exceed 2-3% per trade Disclaimer This indicator is for educational and research purposes only. It does not constitute financial advice or guarantee profitable trading results. The Lorentzian classification system reveals market patterns but cannot predict future price movements with certainty. Always use proper risk management, conduct your own analysis, and never risk more than you can afford to lose. Market dynamics are inherently uncertain, and past performance does not guarantee future results. This tool should be used as part of a comprehensive trading strategy, not as a standalone solution. Bringing the elegance of relativistic geometry to market analysis through sophisticated pattern recognition and intuitive visualization. Thank you for sharing the idea. You're more than a follower, you're a leader! @vasanthgautham1221 Trade with precision. Trade with insight. — Dskyz , for DAFE Trading Systems
مؤشر Pine Script®
من ‎DskyzInvestments‎
7
Momentum Volume Divergence (MVD) EnhancedMomentum Volume Divergence (MVD) Enhanced is a powerful indicator that detects price-momentum divergences and momentum suppression for reversal trading. Optimized for XRP on 1D charts, it features dynamic lookbacks, ATR-adjusted thresholds, and SMA confirmation. Signals include strong divergences (triangles) and suppression warnings (crosses). Includes a detailed user guide—try it out and share your feedback! Setup: Add to XRP 1D chart with defaults (mom_length_base=8, vol_length_base=10). Signals: Red triangle (sell), Green triangle (buy), Orange cross (bear warning), Yellow cross (bull warning). Confirm with 5-day SMA crossovers. See full guide for details! Disclaimer: This indicator is for educational purposes only, not financial advice. Trading involves risk—use at your discretion. Momentum Volume Divergence (MVD) Enhanced Indicator User Guide Version: Pine Script v6 Designed for: TradingView Recommended Use: XRP on 1-day (1D) chart Date: March 18, 2025 Author: Herschel with assistance from Grok 3 (xAI) Overview The Momentum Volume Divergence (MVD) Enhanced indicator is a powerful tool for identifying price-momentum divergences and momentum suppression patterns on XRP’s 1-day (1D) chart. Plotted below the price chart, it provides clear visual signals to help traders spot potential reversals and trend shifts. Purpose Detect divergences between price and momentum for buy/sell opportunities. Highlight momentum suppression as warnings of fading trends. Offer actionable trading signals with intuitive markers. Indicator Components Main Plot Volume-Weighted Momentum (vw_mom): Blue line showing momentum adjusted by volume. Above 0 = bullish momentum. Below 0 = bearish momentum. Zero Line: Gray dashed line at 0, separating bullish/bearish zones. Key Signals Strong Bearish Divergence: Marker: Red triangle at the top. Meaning: Price makes a higher high, but momentum weakens, confirmed by a drop below the 5-day SMA. Action: Potential sell/short signal. Strong Bullish Divergence: Marker: Green triangle at the bottom. Meaning: Price makes a lower low, but momentum strengthens, confirmed by a rise above the 5-day SMA. Action: Potential buy/long signal. Bearish Suppression: Marker: Orange cross at the top + red background. Meaning: Strong bullish momentum with low volume in a volume downtrend, suggesting fading strength. Action: Warning to avoid longs or exit early. Bullish Suppression: Marker: Yellow cross at the bottom + green background. Meaning: Strong bearish momentum with low volume in a volume uptrend, suggesting fading weakness. Action: Warning to avoid shorts or exit early. Debug Plots (Optional) Volume Ratio: Gray line (volume vs. its MA) vs. yellow line (threshold). Momentum Threshold: Purple lines (positive/negative momentum cutoffs). Smoothed Momentum: Orange line (raw momentum). Confirmation SMA: Purple line (price trend confirmation). Labels Text labels (e.g., "Bear Div," "Bull Supp") mark detected patterns. How to Use the Indicator Step-by-Step Trading Process 1. Monitor the Chart Load your XRP 1D chart with the indicator applied. Observe the blue vw_mom line and signal markers. 2. Spot a Signal Primary Signals: Look for red triangles (strong_bear) or green triangles (strong_bull). Warnings: Note orange crosses (suppression_bear) or yellow crosses (suppression_bull). 3. Confirm the Signal For Strong Bullish Divergence (Buy): Green triangle appears. Price closes above the 5-day SMA (purple line) and a recent swing high. Optional: Volume ratio (gray line) exceeds the threshold (yellow line). For Strong Bearish Divergence (Sell): Red triangle appears. Price closes below the 5-day SMA and a recent swing low. Optional: Volume ratio (gray line) falls below the threshold (yellow line). 4. Enter the Trade Long: Buy at the close of the signal bar. Stop loss: Below the recent swing low or 2 × ATR(14) below entry. Short: Sell/short at the close of the signal bar. Stop loss: Above the recent swing high or 2 × ATR(14) above entry. 5. Manage the Trade Take Profit: Aim for a 2:1 or 3:1 risk-reward ratio (e.g., risk $0.05, target $0.10-$0.15). Or exit when an opposite suppression signal appears (e.g., orange cross for longs). Trailing Stop: Move stop to breakeven after a 1:1 RR move. Trail using the 5-day SMA or 2 × ATR(14). Early Exit: Exit if a suppression signal appears against your position (e.g., suppression_bull while short). 6. Filter Out Noise Avoid trades if a suppression signal precedes a divergence within 2-3 days. Optional: Add a 50-day SMA on the price chart: Longs only if price > 50-SMA. Shorts only if price < 50-SMA. Example Trades (XRP 1D) Bullish Trade Signal: Green triangle (strong_bull) at $0.55. Confirmation: Price closes above 5-SMA and $0.57 high. Entry: Buy at $0.58. Stop Loss: $0.53 (recent low). Take Profit: $0.63 (2:1 RR) or exit on suppression_bear. Outcome: Price hits $0.64, exit at $0.63 for profit. Bearish Trade Signal: Red triangle (strong_bear) at $0.70. Confirmation: Price closes below 5-SMA and $0.68 low. Entry: Short at $0.67. Stop Loss: $0.71 (recent high). Take Profit: $0.62 (2:1 RR) or exit on suppression_bull. Outcome: Price drops to $0.61, exit at $0.62 for profit. Tips for Success Combine with Price Levels: Use support/resistance zones (e.g., weekly pivots) to confirm entries. Monitor Volume: Rising volume (gray line above yellow) strengthens signals. Adjust Sensitivity: Too many signals? Increase div_strength_threshold to 0.7. Too few signals? Decrease to 0.3. Backtest: Review 20-30 past signals on XRP 1D to assess performance. Avoid Choppy Markets: Skip signals during low volatility (tight price ranges). Troubleshooting No Signals: Lower div_strength_threshold to 0.3 or mom_threshold_base to 0.2. Check if XRP’s volatility is unusually low. False Signals: Increase sma_confirm_length to 7 or add a 50-SMA filter. Indicator Not Loading: Ensure the script compiles without errors. Customization (Optional) Change Colors: Edit color.* values (e.g., color.red to color.purple). Add Alerts: Use TradingView’s alert menu for "Strong Bearish Divergence Confirmed," etc. Test Other Assets: Experiment with BTC or ETH, adjusting inputs as needed. Disclaimer This indicator is for educational purposes only and not financial advice. Trading involves risk, and past performance does not guarantee future results. Use at your own discretion. Setup: Use on XRP 1D with defaults (mom_length_base=8, vol_length_base=10). Signals: Red triangle (sell), Green triangle (buy), Orange cross (bear warning), Yellow cross (bull warning). Confirm with 5-day SMA cross. Stop: 2x ATR(14). Profit: 2:1 RR or suppression exit. Full guide available separately!
مؤشر Pine Script®
من ‎AuditFlowTrade‎
RSI Failure Swing Pattern (with Alerts & Targets)RSI Failure Swing Pattern Indicator – Detailed Description Overview The RSI Failure Swing Pattern Indicator is a trend reversal detection tool based on the principles of failure swings in the Relative Strength Index (RSI). This indicator identifies key reversal signals by analyzing RSI swings and confirming trend shifts using predefined overbought and oversold conditions. Failure swing patterns are one of the strongest RSI-based reversal signals, initially introduced by J. Welles Wilder. This indicator detects these patterns and provides clear buy/sell signals with labeled entry, stop-loss, and profit target levels. The tool is designed to work across all timeframes and assets. How the Indicator Works The RSI Failure Swing Pattern consists of two key structures: 1. Bullish Failure Swing (Buy Signal) Occurs when RSI enters oversold territory (below 30), recovers, forms a higher low above the oversold level, and finally breaks above the intermediate swing high in RSI. Step 1: RSI dips below 30 (oversold condition). Step 2: RSI rebounds and forms a local peak. Step 3: RSI retraces but does not go below the previous low (higher low confirmation). Step 4: RSI breaks above the previous peak, confirming a bullish trend reversal. Buy signal is triggered at the breakout above the RSI peak. 2. Bearish Failure Swing (Sell Signal) Occurs when RSI enters overbought territory (above 70), declines, forms a lower high below the overbought level, and then breaks below the intermediate swing low in RSI. Step 1: RSI rises above 70 (overbought condition). Step 2: RSI declines and forms a local trough. Step 3: RSI bounces but fails to exceed the previous high (lower high confirmation). Step 4: RSI breaks below the previous trough, confirming a bearish trend reversal. Sell signal is triggered at the breakdown below the RSI trough. Features of the Indicator Custom RSI Settings: Adjustable RSI length (default 14), overbought/oversold levels. Buy & Sell Signals: Buy/sell signals are plotted directly on the price chart. Entry, Stop-Loss, and Profit Targets: Entry: Price at the breakout of the RSI failure swing pattern. Stop-Loss: Lowest low (for buy) or highest high (for sell) of the previous two bars. Profit Targets: Two levels calculated based on Risk-Reward ratios (1:1 and 1:2 by default, customizable). Labeled Price Levels: Entry Price Line (Blue): Marks the point of trade entry. Stop-Loss Line (Red): Shows the calculated stop-loss level. Target 1 Line (Orange): Profit target at 1:1 risk-reward ratio. Target 2 Line (Green): Profit target at 1:2 risk-reward ratio. Alerts for Trade Execution: Buy/Sell signals trigger alerts for real-time notifications. Alerts fire when price reaches stop-loss or profit targets. Works on Any Timeframe & Asset: Suitable for stocks, forex, crypto, indices, and commodities. Why Use This Indicator? Highly Reliable Reversal Signals: Unlike simple RSI overbought/oversold strategies, failure swings filter out false breakouts and provide strong confirmation of trend reversals. Risk Management Built-In: Stop-loss and take-profit levels are automatically set based on historical price action and risk-reward considerations. Easy-to-Use Visualization: Clearly marked entry, stop-loss, and profit target levels make it beginner-friendly while still being valuable for experienced traders. How to Trade with the Indicator Buy Trade Example (Bullish Failure Swing) RSI drops below 30 and recovers. RSI forms a higher low and then breaks above the previous peak. Entry: Buy when RSI crosses above its previous peak. Stop-Loss: Set below the lowest low of the previous two candles. Profit Targets: Target 1 (1:1 Risk-Reward Ratio) Target 2 (1:2 Risk-Reward Ratio) Sell Trade Example (Bearish Failure Swing) RSI rises above 70 and then declines. RSI forms a lower high and then breaks below the previous trough. Entry: Sell when RSI crosses below its previous trough. Stop-Loss: Set above the highest high of the previous two candles. Profit Targets: Target 1 (1:1 Risk-Reward Ratio) Target 2 (1:2 Risk-Reward Ratio) Final Thoughts The RSI Failure Swing Pattern Indicator is a powerful tool for traders looking to identify high-probability trend reversals. By using the RSI failure swing concept along with built-in risk management tools, this indicator provides a structured approach to trading with clear entry and exit points. Whether you’re a day trader, swing trader, or long-term investor, this indicator helps in capturing momentum shifts while minimizing risk. Would you like any modifications or additional features? 🚀
مؤشر Pine Script®
من ‎walidelhelw‎
BUY & SELL Dynamic DCA StrategyOverview The BUY & SELL Dynamic DCA Strategy is a versatile Pine Script indicator designed for traders seeking a robust Dollar Cost Averaging (DCA) approach to manage both long and short positions across various market conditions and timeframes. This innovative tool combines breakout-based level initiation with a dynamic volatility adjustment, enabling traders to enter positions at optimal DCA points, average them strategically, and manage risk with adjustable stop-loss and take-profit levels. Ideal for scalping on short timeframes (1-minute, 5-minute) or swing trading on longer ones (15-minute, 1-hour, 4-hour). Purpose and Originality The "BUY & SELL Dynamic DCA Strategy" stands out by integrating several trading concepts into a cohesive, trader-friendly system. While it leverages familiar elements like breakout points and ATR (Average True Range), its originality lies in: Dynamic Volatility Adjustment: A custom volatility factor, derived from a capped ATR calculation, dynamically scales DCA entry, averaging, and stop-loss levels. This ensures the strategy adapts to market conditions, tightening in low volatility for scalping and widening in high volatility for swing trading. Dual-Direction DCA: Supports both buy (long) entries on pullbacks and sell (short) entries on rallies, with tailored averaging and exit strategies for each. Timeframe Versatility: Adjusts its sensitivity based on the chart timeframe, making it suitable for rapid scalping or longer-term trend riding without requiring manual recalibration. This unique synthesis justifies its publication as a invite-only script, offering a practical tool that enhances traditional DCA methods with adaptive precision. How It Works The indicator operates through a multi-step process designed to optimize entry, averaging, and exit points: 1. Initial Level Setting: Utilizes high and low threshold (calculated over a user-defined period) to establish initial DCA entry levels. If no threshold is detected, it defaults to the previous bar’s price, ensuring immediate applicability. 2. Dynamic DCA Entry: Entry levels are adjusted using a proprietary volatility factor, which scales the distance from the current price. Long entries trigger when the price falls below this level, while short entries trigger when the price rises above it, with a volume confirmation filter to reduce noise. 3. Averaging Mechanism: A secondary level (Averaging Level) allows traders to add to their position when the price moves further against the trade (down for longs, up for shorts). This level is also volatility-adjusted, providing a structured cost-reduction strategy. 4. Risk and Reward Management: A Final Stop-Loss (Final SL) is set farther out, calculated as a multiple of the volatility-adjusted risk distance, offering protection after averaging. Take-Profit (TP) levels are determined using a user-defined risk-to-reward ratio, ensuring a balanced exit strategy tailored to market movement. 5. Performance Tracking: A real-time win/loss table in the top-right corner records trade outcomes, with wins and losses color-coded based on the trade direction (green/red for long, red/green for short), aiding performance evaluation. Features 1. Dual-Mode Operation : Facilitates both long entries on price dips and short entries on price surges, adaptable to bullish and bearish markets. 2. Volatility-Adaptive Levels: Employs a custom ATR-based adjustment to scale entry, averaging, and stop-loss levels, enhancing responsiveness across timeframes. 3. Visual Tools: Features dashed lines and labels for DCA Entry (green for long, red for short), Final SL (red), and TP (cyan), with debug labels for entries and averages. 4. Timeframe Flexibility: Automatically adjusts threshold periods and volatility factors based on the chart timeframe (1m, 5m, 15m, 1h, 4h), optimizing for scalping or swing trading. 5. Customizable Parameters: Allows fine-tuning of period, DCA factors, and visibility options. Settings Base Length (default: 10): Base period for pivot calculations, scaled by timeframe (e.g., 10 becomes 20 on 5m). Type: 'Wicks' (high/low) or 'Body' (open/close) for price-based levels. RR Ratio (default: 1.2): Risk-to-reward ratio for TP calculation. DCA Entry Factor (default: 1.0): Multiplier for volatility-adjusted DCA entry distance. Avg Level Factor (default: 2.0): Multiplier for averaging level distance. Final SL Factor (default: 3.0): Multiplier for final stop-loss distance. SL Type: 'Close' or 'High/Low' for stop-loss evaluation. Show DCA Entry, Show Avg Level, Show Final SL: Toggle visibility of respective lines. Show Win/Loss Table: Enable/disable performance tracking. Line Style: Select 'Solid', 'Dashed', or 'Dotted'. Usage Instructions 1. Application: Add the "BUY & SELL Dynamic DCA Strategy - JOAT" via the Pine Editor or community scripts on TradingView. 2. Configuration: Scalping (1m, 5m): Set Base Length to 5-10, use a low DCA Entry Factor (0.5-1.0) for tight entries, and a Final SL Factor of 2.0-3.0. Swing Trading (15m, 1h, 4h): Increase Base Length to 15-20, use a higher DCA Entry Factor (1.0-2.0), and set Final SL Factor to 3.0-4.0 for wider stops. Enable visual elements and adjust Line Style as preferred. 3. Signal Interpretation: Long Trade: A green dashed "DCA Entry" line below the price triggers a "Long Entry" label on crossover down. Short Trade: A red dashed "DCA Entry" line above the price triggers a "Short Entry" label on crossover up. Averaging: A yellow "Avg" label (long) or magenta "Avg" label (short) appears at the respective averaging level. Exits: TP (cyan) for wins, Final SL (red) for losses, tracked in the win/loss table. Trade Management: Scalping: Use 1m/5m for quick trades, averaging as price moves against you. Swing Trading: Use 15m/1h/4h to capture trends, averaging for cost adjustment. Manually adjust position size for averaging based on risk tolerance. 5. Performance Monitoring: The top-right table updates with wins (green/red) and losses (red/green) per trade type, helping assess strategy effectiveness. Limitations Manual Averaging: Requires manual position size adjustment at the Averaging Level; automation is not included. Timeframe Sensitivity: May require parameter tuning for optimal performance across 1m to 4h. No Trend Filter: Sideways markets may generate noise; adding a trend indicator could enhance accuracy (future development). Initialization Delay: First trade may be delayed until a pivot is detected, using the current price as a fallback. Originality Justification The custom volAdj method, which caps ATR at a percentage of price and scales it by timeframe, offering a unique volatility adjustment not found in standard indicators. The dual-direction DCA with averaging, combining long and short strategies with volatility-modulated levels, providing a comprehensive trading framework. The timeframe-adaptive design, automatically adjusting pivot periods and volatility factors, making it a versatile tool across scalping and swing trading.
مؤشر Pine Script®
من ‎JackofallTradz‎
2
Price Action Trend and Margin EquityThe Price Action Trend and Margin Equity indicator is a multifunctional market analysis tool that combines elements of money management and price pattern analysis. The indicator helps traders identify key price action patterns and determine optimal entry, exit and stop loss levels based on the current trend. The main components of the indicator: Money Management: Allows the trader to set risk management parameters such as the percentage of possible loss on the position, the use of fixed leverage and the total capital. Calculates the required leverage level to achieve a specified percentage of loss. Price Action: Correctly identifies various price patterns such as Pin Bar, Engulfing Bar, PPR Bar and Inside Bar. Displays these patterns on the chart with the ability to customize candle colors and display styles. Allows the trader to customize take profit and stop loss points to display them on the chart. The ability to display patterns only in the direction of the trend. Trend: (some code taken from ChartPrime) Uses a trend cloud to visualize the current market direction. The trend cloud is displayed on the chart and helps traders determine whether the market is in an uptrend or a downtrend. Alert: Allows you to set an alert that will be triggered when the pattern is formed. Example of use: Let's say a trader uses the indicator to trade the crypto market. He sets the money management parameters, setting the maximum loss per position to 5% and using a fixed leverage of 1:100. The indicator automatically calculates the required position size to meet these parameters ($: on the label). Or displays the leverage (X: on the label) to achieve the required risk. The trader receives an alert when a Pin Bar is formed. The indicator displays the entry, exit, and stop loss levels based on this pattern. The trader opens a position for the recommended amount in the direction indicated by the indicator and sets the stop loss and take profit at the recommended levels. General Settings: Position Loss Percentage: Sets the maximum loss percentage you are willing to take on a single position. Use Fixed Leverage: Enables or disables the use of fixed leverage. Fixed Leverage: Sets the fixed leverage level. Total Equity: Specifies the total equity you are using for trading. (Required for calculation when using fixed leverage) Turn Patterns On/Off: You can turn on or off the display of various price patterns such as Pin Bar, Outside Bar (Engulfing), Inside Bar, and PPR Bar. Pattern Colors: Sets the colors for displaying each pattern on the chart. Candle Color: Allows you to set a neutral color for candles that do not match the price action. Show Lines: Allows you to turn on or off the display of labels and lines. Line Length: Sets the length of the stop, entry, and take profit lines. Label color: One color for all labels (configured below) or the color of the labels in the color of the candle pattern. Pin entry: Select the entry point for the pin bar: candle head, bar close, or 50% of the candle. Coefficients for stop and take lines. Use trend for price action: When enabled, will show price action signals only in the direction of the trend. Display trend cloud: Enables or disables the display of the trend cloud. Cloud calculation period: Sets the period for which the maximum and minimum values ​​​​for the cloud are calculated. The longer the period, the smoother the cloud will be. Cloud colors: Sets the colors for uptrends and downtrends, as well as the transparency of the cloud. The logic of the indicator: Pin Bar is a candle with a long upper or lower shadow and a short body. Logic: If the length of one shadow is twice the body and the opposite shadow of the candle, it is considered a Pin Bar. An Inside Bar is a candle that is completely engulfed by the previous candle. Logic: If the high and low of the current candle are inside the previous candle, it is an Inside Bar. An Outside Bar or Engulfing is a candle that completely engulfs the previous candle. Logic: If the high and low of the current candle are outside the previous candle and close outside the previous candle, it is an Outside Bar. A PPR Bar is a candle that closes above or below the previous candle. Logic: If the current candle closes above the high of the previous candle or below its low, it is a PPR Bar. Stop Loss Levels: Calculated based on the specified ratios. If set to 1.0, it shows the correct stop for the pattern by pushing away from the entry point. Take Profit Levels: Calculated based on the specified ratios. Create a Label: The label is created at the stop loss level and contains information about the potential leverage and loss. The formula for calculating the $ value is: =(Total Capital x (Maximum Loss Percentage on Position/100)) / (Difference between Entry Level and Stop Loss Level × Ratio that sets the stop loss level relative to the length of the candlestick shadow × Fixed Leverage Value) . ​ Labels contain the following information: The percentage of price change from the recommended entry point to the stop loss level. Required Leverage (X: ): The amount of leverage required to achieve the specified loss percentage. (Or a fixed value if selected). Required Capital ($: ): The amount of capital required to open a position with the specified leverage and loss percentage (only displayed when using fixed leverage). The trend cloud identifies the maximum and minimum price values ​​for the specified period. The cloud value is set depending on whether the current price is equal to the high or low values. If the current closing price is equal to the high value, the cloud is set at the low value, and vice versa. RU Индикатор "Price Action Trend and Margin Equity" представляет собой многофункциональный инструмент для анализа рынка, объединяющий в себе элементы управления капиталом и анализа ценовых паттернов. Индикатор помогает трейдерам идентифицировать ключевые прайс экшн паттерны и определять оптимальные уровни входа, выхода и стоп-лосс на основе текущего тренда. Основные компоненты индикатора: Управление капиталом: Позволяет трейдеру задавать параметры управления рисками, такие как процент возможного убытка по позиции, использование фиксированного плеча и общий капитал. Рассчитывает необходимый уровень плеча для достижения заданного процента убытка. Price Action: Правильно идентифицирует различные ценовые паттерны, такие как Pin Bar, Поглащение Бар, PPR Bar и Внутренний Бар. Отображает эти паттерны на графике с возможностью настройки цветов свечей и стилей отображения. Позволяет трейдеру настраивать точки тейк профита и стоп лосса для отображения их на графике. Возможность отображения паттернов только в натправлении тренда. Trend: (часть кода взята у ChartPrime) Использует облако тренда для визуализации текущего направления рынка. Облако тренда отображается на графике и помогает трейдерам определить, находится ли рынок в восходящем или нисходящем тренде. Оповещение: Дает возможность установить оповещение которое будет срабатывать при формировании паттерна. Пример применения: Предположим, трейдер использует индикатор для торговли на крипто рынке. Он настраивает параметры управления капиталом, устанавливая максимальный убыток по позиции в 5% и используя фиксированное плечо 1:100. Индикатор автоматически рассчитывает необходимый объем позиции для соблюдения этих параметров ($: на лейбле). Или отображает плечо (Х: на лейбле) для достижения необходимого риска. Трейдер получает оповещение о формировании Pin Bar. Индикатор отображает уровни входа, выхода и стоп-лосс, основанные на этом паттерне. Трейдер открывает позицию на рекомендуемую сумму в направлении, указанном индикатором, и устанавливает стоп-лосс и тейк-профит на рекомендованных уровнях. Общие настройки: Процент убытка по позиции: Устанавливает максимальный процент убытка, который вы готовы понести по одной позиции. Использовать фиксированное плечо: Включает или отключает использование фиксированного плеча. Уровень фиксированного плеча: Задает уровень фиксированного плеча. Общий капитал: Указывает общий капитал, который вы используете для торговли. (Необходим для расчета при использовании фиксированного плеча) Включение/отключение паттернов: Вы можете включить или отключить отображение различных ценовых паттернов, таких как Pin Bar, Outside Bar (Поглощение), Inside Bar и PPR Bar. Цвета паттернов: Задает цвета для отображения каждого паттерна на графике. Цвет свечей: Позволяет задать нейтральный цвет для свечей неподходящих под прйс экшн. Показывать линии: Позволяет включить или отключить отображение лейблов и линий. Длинна линий: Настройка длинны линий стопа, линии входа и тейк профита. Цвет лейбла: Один цвет для всех лейблов (настраивается ниже) или цвет лейблов в цвет паттерна свечи. Вход в пин: Выбор точки входа для пин бара: голова свечи, точка закрытия бара или 50% свечи. Коэффиценты для стоп и тейк линий. Использовать тренд для прайс экшна: При включении будет показывать прайс экшн сигналы только в направлении тренда. Отображение облака тренда: Включает или отключает отображение облака тренда. Период расчета облака: Устанавливает период, за который рассчитываются максимальные и минимальные значения для облака. Чем больше период, тем более сглаженным будет облако. Цвета облака: Задает цвета для восходящего и нисходящего трендов, а также прозрачность облака. Логика работы индикатора: Pin Bar — это свеча с длинной верхней или нижней тенью и коротким телом. Логика: Если длина одной тени вдвое больше тела и противоположной тени свечи, считается, что это Pin Bar. Inside Bar — это свеча, полностью поглощенная предыдущей свечой. Логика: Если максимум и минимум текущей свечи находятся внутри предыдущей свечи, это Inside Bar. Outside Bar или Поглощение — это свеча, которая полностью поглощает предыдущую свечу. Логика: Если максимум и минимум текущей свечи выходят за пределы предыдущей свечи и закрывается за пределами предыдущей свечи, это Outside Bar. PPR Bar — это свеча, которая закрывается выше или ниже предыдущей свечи. Логика: Если текущая свеча закрывается выше максимума предыдущей свечи или ниже ее минимума, это PPR Bar. Уровни стоп-лосс: Рассчитываются на основе заданных коэффициентов. При значении 1.0 показывает правильный стоп для паттерна отталкиваясь от точки входа. Уровки тейк-профита: Рассчитываются на основе заданных коэффициентов. Создание метки: Метка создается на уровне стоп-лосс и содержит информацию о потенциальном плече и убытке. Формула для вычисления значения $: =(Общий капитал x (Максимальный процент убытка по позиции/100)) / (Разница между уровнем входа и уровнем стоп-лосс × Коэффициент, задающий уровень стоп-лосс относительно длины тени свечи × Значение фиксированного плеча). Метки содержат следующую информацию: Процент изменения цены от рекомендованной точки входа до уровня стоп-лосс. Необходимое плечо (Х: ): Уровень плеча, необходимый для достижения заданного процента убытка. (Или фиксированное значение если оно выбрано). Необходимый капитал ($: ): Сумма капитала, необходимая для открытия позиции с заданным плечом и процентом убытка (отображается только при использовании фиксированного плеча). Облако тренда определяет максимальные и минимальные значения цены за указанный период. Значение облака устанавливается в зависимости от того, совпадает ли текущая цена с максимальными или минимальными значениями. Если текущая цена закрытия равна максимальному значению, облако устанавливается на уровне минимального значения, и наоборот.
مؤشر Pine Script®
من ‎Shaman4eG‎
Marcel's Dynamic Profit / Loss Calculator for GoldOverview This Dynamic Risk / Reward Tool for Gold is designed to help traders efficiently plan and manage their trades in the volatile gold market. This script provides a clear visualisation of trade levels (Entry, Stop Loss, Take Profit) while dynamically calculating potential profit and loss. It ensures gold traders can assess their positions with precision, saving time and improving risk management. Key Features 1. Trade Level Visualisation: Plots Entry (Blue), Stop Loss (Red), and Take Profit (Green) lines directly on the chart. Helps you visualise and confirm trade setups quickly which is good for scalping and day trades. 2. Dynamic Risk and Reward Calculations: Calculates potential profit and loss in real time based on user-defined inputs such as position size, leverage, and account equity. Displays a summary panel showing risk/reward metrics directly on the chart. 3. Customisable Settings: Allows you to adjust key parameters like account equity, position size, leverage, and specific price levels for Entry, Stop Loss, and Take Profit. Defaults are dynamically generated for convenience but remain fully adjustable for flexibility. How It Works The script uses gold-specific conventions (e.g., 1 lot = 100 ounces, 1 pip = 0.01 price change) to calculate accurate risk and reward metrics. It dynamically positions Stop Loss and Take Profit levels relative to the entry price, based on user-defined or default offsets. A real-time summary panel is displayed in the bottom-right corner of the chart, showing: Potential Profit: The monetary value if the Take Profit is hit. Potential Lo ss: The monetary value if the Stop Loss is hit. How to Use It 1. Add the script to your chart on a gold trading pair (e.g., XAUUSD). 2. Input your: Account equity. Leverage. Position size (in lots). Desired En try Price (default: current close price). 3. Adjust the Stop Loss and Take Profit levels to your strategy, or let the script use default offsets of: 500 pips below the Entry for Stop Loss. 1000 pips above the Entry for Take Profit. 4. Review the plotted levels and the summary panel to confirm your trade aligns with your risk/reward goals. Why Use This Tool? Clarity and Precision: Provides clear trade visuals and financial metrics for confident decision-making. Time-Saving: Automates the calculations needed to evaluate trade risk and reward. Improved Risk Management: Ensures you never trade without knowing your exact potential loss and gain. This script is particularly useful for both novice and experienced traders looking to enhance their risk management and trading discipline in the Gold market. Enjoy clearer trades at speed.
مؤشر Pine Script®
من ‎marcelcowan2‎
CPR by NKDCentral Pivot Range (CPR) Trading Strategy: The Central Pivot Range (CPR) is a widely-used tool in technical analysis, helping traders pinpoint potential support and resistance levels in the market. By using the CPR effectively, traders can better gauge market trends and determine favorable entry and exit points. This guide explores how the CPR works, outlines its calculation, and describes how traders can enhance their strategies using an extended 10-line version of CPR. What Really Central Pivot Range (CPR) is? At its core, the CPR consists of three key lines: Pivot Point (PP) – The central line, calculated as the average of the previous day’s high, low, and closing prices. Upper Range (R1) – Positioned above the Pivot Point, acting as a potential ceiling where price may face resistance. Lower Range (S1) – Found below the Pivot Point, serving as a potential floor where price might find support. Advanced traders often expand on the traditional three-line CPR by adding extra levels above and below the pivot, creating up to a 10-line system. This extended CPR allows for a more nuanced understanding of the market and helps identify more detailed trading opportunities. Applying CPR for Trading Success 1. How CPR is Calculation The CPR relies on the previous day's high (H), low (L), and close (C) prices to create its structure: Pivot Point (PP) = (H + L + C) / 3 First Resistance (R1) = (2 * PP) - L First Support (S1) = (2 * PP) - H Additional resistance levels (R2, R3) and support levels (S2, S3) are calculated by adding or subtracting multiples of the previous day’s price range (H - L) from the Pivot Point. 2. Recognizing the Market Trend To effectively trade using CPR, it’s essential to first determine whether the market is trending up (bullish) or down (bearish). In an upward-trending market, traders focus on buying at support levels, while in a downward market, they look to sell near resistance. 3. Finding Ideal Entry Points Traders often look to enter trades when price approaches key levels within the CPR range. Support levels (S1, S2) offer buying opportunities, while resistance levels (R1, R2) provide selling opportunities. These points are considered potential reversal zones, where price may bounce or reverse direction. 4. Managing Risk with Stop-Loss Orders Proper risk management is crucial in any trading strategy. A stop-loss should be set slightly beyond the support level for buy positions and above the resistance level for sell positions, ensuring that losses are contained if the market moves against the trader’s position. 5. Determining Profit Targets Profit targets are typically set based on the distance between entry points and the next support or resistance level. Many traders apply a risk-reward ratio, aiming for larger potential profits compared to the potential losses. However, if the next resistance and support level is far then middle levels are used for targets (i.e. 50% of R1 and R2) 6. Confirmation Through Other Indicators While CPR provides strong support and resistance levels, traders often use additional indicators to confirm potential trade setups. Indicators such as moving averages can help validate the signals provided by the CPR. 7. Monitoring Price Action At CPR Levels Constantly monitoring price movement near CPR levels is essential. If the price fails to break through a resistance level (R1) or holds firm at support (S1), it can offer cues on when to exit or adjust a trade. However, a strong price break past these levels often signals a continued trend. 8. Trading Breakouts with CPR When the price breaks above resistance or below support with strong momentum, it may signal a potential breakout. Traders can capitalize on these movements by entering positions in the direction of the breakout, ideally confirmed by volume or other technical indicators. 9. Adapting to Changing Market Conditions CPR should be used in the context of broader market influences, such as economic reports, news events, or geopolitical shifts. These factors can dramatically affect market direction and how price reacts to CPR levels, making it important to stay informed about external market conditions. 10. Practice and Backtesting for Improvements Like any trading tool, the CPR requires practice. Traders are encouraged to backtest their strategies on historical price data to get a better sense of how CPR works in different market environments. Continuous analysis and practice help improve decision-making and strategy refinement. The Advantages of Using a 10-Line CPR System An extended 10-line CPR system—comprising up to five resistance and five support levels—provides more granular control and insight into market movements. This expanded view helps traders better gauge trends and identify more opportunities for entry and exit. Key benefits include: R2, S2 Levels: These act as secondary resistance or support zones, giving traders additional opportunities to refine their trade entries and exits. R3, S3 Levels: Provide an even wider range for identifying reversals or trend continuations in more volatile markets. Flexibility: The broader range of levels allows traders to adapt to changing market conditions and make more precise decisions based on market momentum. So in Essential: The Central Pivot Range is a valuable tool for traders looking to identify critical price levels in the market. By providing a clear framework for identifying potential support and resistance zones, it helps traders make informed decisions about entering and exiting trades. However, it’s important to combine CPR with sound risk management and additional confirmation through other technical indicators for the best results. Although no trading tool guarantees success, the CPR, when used effectively and combined with practice, can significantly enhance a trader’s ability to navigate market fluctuations.
مؤشر Pine Script®
من ‎nikhilkdwivedi‎
10
Mean Reversion Cloud (Ornstein-Uhlenbeck) // AlgoFyreThe Mean Reversion Cloud (Ornstein-Uhlenbeck) indicator detects mean-reversion opportunities by applying the Ornstein-Uhlenbeck process. It calculates a dynamic mean using an Exponential Weighted Moving Average, surrounded by volatility bands, signaling potential buy/sell points when prices deviate. TABLE OF CONTENTS 🔶 ORIGINALITY 🔸Adaptive Mean Calculation 🔸Volatility-Based Cloud 🔸Speed of Reversion (θ) 🔶 FUNCTIONALITY 🔸Dynamic Mean and Volatility Bands 🞘 How it works 🞘 How to calculate 🞘 Code extract 🔸Visualization via Table and Plotshapes 🞘 Table Overview 🞘 Plotshapes Explanation 🞘 Code extract 🔶 INSTRUCTIONS 🔸Step-by-Step Guidelines 🞘 Setting Up the Indicator 🞘 Understanding What to Look For on the Chart 🞘 Possible Entry Signals 🞘 Possible Take Profit Strategies 🞘 Possible Stop-Loss Levels 🞘 Additional Tips 🔸Customize settings 🔶 CONCLUSION ▅▅▅▅▅▅▅▅▅▅▅▅▅▅▅▅▅▅▅▅▅▅▅▅▅▅▅▅▅▅▅▅▅▅▅▅▅▅▅▅▅▅▅▅▅▅ 🔶 ORIGINALITY The Mean Reversion Cloud (Ornstein-Uhlenbeck) is a unique indicator that applies the Ornstein-Uhlenbeck stochastic process to identify mean-reverting behavior in asset prices. Unlike traditional moving average-based indicators, this model uses an Exponentially Weighted Moving Average (EWMA) to calculate the long-term mean, dynamically adjusting to recent price movements while still considering all historical data. It also incorporates volatility bands, providing a "cloud" that visually highlights overbought or oversold conditions. By calculating the speed of mean reversion (θ) through the autocorrelation of log returns, this indicator offers traders a more nuanced and mathematically robust tool for identifying mean-reversion opportunities. These innovations make it especially useful for markets that exhibit range-bound characteristics, offering timely buy and sell signals based on statistical deviations from the mean. 🔸Adaptive Mean Calculation Traditional MA indicators use fixed lengths, which can lead to lagging signals or over-sensitivity in volatile markets. The Mean Reversion Cloud uses an Exponentially Weighted Moving Average (EWMA), which adapts to price movements by dynamically adjusting its calculation, offering a more responsive mean. 🔸Volatility-Based Cloud Unlike simple moving averages that only plot a single line, the Mean Reversion Cloud surrounds the dynamic mean with volatility bands. These bands, based on standard deviations, provide traders with a visual cue of when prices are statistically likely to revert, highlighting potential reversal zones. 🔸Speed of Reversion (θ) The indicator goes beyond price averages by calculating the speed at which the price reverts to the mean (θ), using the autocorrelation of log returns. This gives traders an additional tool for estimating the likelihood and timing of mean reversion, making the signals more reliable in practice. 🔶 FUNCTIONALITY The Mean Reversion Cloud (Ornstein-Uhlenbeck) indicator is designed to detect potential mean-reversion opportunities in asset prices by applying the Ornstein-Uhlenbeck stochastic process. It calculates a dynamic mean through the Exponentially Weighted Moving Average (EWMA) and plots volatility bands based on the standard deviation of the asset's price over a specified period. These bands create a "cloud" that represents expected price fluctuations, helping traders to identify overbought or oversold conditions. By calculating the speed of reversion (θ) from the autocorrelation of log returns, the indicator offers a more refined way of assessing how quickly prices may revert to the mean. Additionally, the inclusion of volatility provides a comprehensive view of market conditions, allowing for more accurate buy and sell signals. Let's dive into the details: 🔸Dynamic Mean and Volatility Bands The dynamic mean (μ) is calculated using the EWMA, giving more weight to recent prices but considering all historical data. This process closely resembles the Ornstein-Uhlenbeck (OU) process, which models the tendency of a stochastic variable (such as price) to revert to its mean over time. Volatility bands are plotted around the mean using standard deviation, forming the "cloud" that signals overbought or oversold conditions. The cloud adapts dynamically to price fluctuations and market volatility, making it a versatile tool for mean-reversion strategies. 🞘 How it works Step one: Calculate the dynamic mean (μ) The Ornstein-Uhlenbeck process describes how a variable, such as an asset's price, tends to revert to a long-term mean while subject to random fluctuations. In this indicator, the EWMA is used to compute the dynamic mean (μ), mimicking the mean-reverting behavior of the OU process. Use the EWMA formula to compute a weighted mean that adjusts to recent price movements. Assign exponentially decreasing weights to older data while giving more emphasis to current prices. Step two: Plot volatility bands Calculate the standard deviation of the price over a user-defined period to determine market volatility. Position the upper and lower bands around the mean by adding and subtracting a multiple of the standard deviation. 🞘 How to calculate Exponential Weighted Moving Average (EWMA) The EWMA dynamically adjusts to recent price movements: mu_t = lambda * mu_{t-1} + (1 - lambda) * P_t Where mu_t is the mean at time t, lambda is the decay factor, and P_t is the price at time t. The higher the decay factor, the more weight is given to recent data. Autocorrelation (ρ) and Standard Deviation (σ) To measure mean reversion speed and volatility: rho = correlation(log(close), log(close ), length) Where rho is the autocorrelation of log returns over a specified period. To calculate volatility: sigma = stdev(close, length) Where sigma is the standard deviation of the asset's closing price over a specified length. Upper and Lower Bands The upper and lower bands are calculated as follows: upper_band = mu + (threshold * sigma) lower_band = mu - (threshold * sigma) Where threshold is a multiplier for the standard deviation, usually set to 2. These bands represent the range within which the price is expected to fluctuate, based on current volatility and the mean. 🞘 Code extract // Calculate Returns returns = math.log(close / close ) // Calculate Long-Term Mean (μ) using EWMA over the entire dataset var float ewma_mu = na // Initialize ewma_mu as 'na' ewma_mu := na(ewma_mu ) ? close : decay_factor * ewma_mu + (1 - decay_factor) * close mu = ewma_mu // Calculate Autocorrelation at Lag 1 rho1 = ta.correlation(returns, returns , corr_length) // Ensure rho1 is within valid range to avoid errors rho1 := na(rho1) or rho1 <= 0 ? 0.0001 : rho1 // Calculate Speed of Mean Reversion (θ) theta = -math.log(rho1) // Calculate Volatility (σ) sigma = ta.stdev(close, corr_length) // Calculate Upper and Lower Bands upper_band = mu + threshold * sigma lower_band = mu - threshold * sigma 🔸Visualization via Table and Plotshapes The table shows key statistics such as the current value of the dynamic mean (μ), the number of times the price has crossed the upper or lower bands, and the consecutive number of bars that the price has remained in an overbought or oversold state. Plotshapes (diamonds) are used to signal buy and sell opportunities. A green diamond below the price suggests a buy signal when the price crosses below the lower band, and a red diamond above the price indicates a sell signal when the price crosses above the upper band. The table and plotshapes provide a comprehensive visualization, combining both statistical and actionable information to aid decision-making. 🞘 Code extract // Reset consecutive_bars when price crosses the mean var consecutive_bars = 0 if (close < mu and close >= mu) or (close > mu and close <= mu) consecutive_bars := 0 else if math.abs(deviation) > 0 consecutive_bars := math.min(consecutive_bars + 1, dev_length) transparency = math.max(0, math.min(100, 100 - (consecutive_bars * 100 / dev_length))) 🔶 INSTRUCTIONS The Mean Reversion Cloud (Ornstein-Uhlenbeck) indicator can be set up by adding it to your TradingView chart and configuring parameters such as the decay factor, autocorrelation length, and volatility threshold to suit current market conditions. Look for price crossovers and deviations from the calculated mean for potential entry signals. Use the upper and lower bands as dynamic support/resistance levels for setting take profit and stop-loss orders. Combining this indicator with additional trend-following or momentum-based indicators can improve signal accuracy. Adjust settings for better mean-reversion detection and risk management. 🔸Step-by-Step Guidelines 🞘 Setting Up the Indicator Adding the Indicator to the Chart: Go to your TradingView chart. Click on the "Indicators" button at the top. Search for "Mean Reversion Cloud (Ornstein-Uhlenbeck)" in the indicators list. Click on the indicator to add it to your chart. Configuring the Indicator: Open the indicator settings by clicking on the gear icon next to its name on the chart. Decay Factor: Adjust the decay factor (λ) to control the responsiveness of the mean calculation. A higher value prioritizes recent data. Autocorrelation Length: Set the autocorrelation length (θ) for calculating the speed of mean reversion. Longer lengths consider more historical data. Threshold: Define the number of standard deviations for the upper and lower bands to determine how far price must deviate to trigger a signal. Chart Setup: Select the appropriate timeframe (e.g., 1-hour, daily) based on your trading strategy. Consider using other indicators such as RSI or MACD to confirm buy and sell signals. 🞘 Understanding What to Look For on the Chart Indicator Behavior: Observe how the price interacts with the dynamic mean and volatility bands. The price staying within the bands suggests mean-reverting behavior, while crossing the bands signals potential entry points. The indicator calculates overbought/oversold conditions based on deviation from the mean, highlighted by color-coded cloud areas on the chart. Crossovers and Deviation: Look for crossovers between the price and the mean (μ) or the bands. A bullish crossover occurs when the price crosses below the lower band, signaling a potential buying opportunity. A bearish crossover occurs when the price crosses above the upper band, suggesting a potential sell signal. Deviations from the mean indicate market extremes. A large deviation indicates that the price is far from the mean, suggesting a potential reversal. Slope and Direction: Pay attention to the slope of the mean (μ). A rising slope suggests bullish market conditions, while a declining slope signals a bearish market. The steepness of the slope can indicate the strength of the mean-reversion trend. 🞘 Possible Entry Signals Bullish Entry: Crossover Entry: Enter a long position when the price crosses below the lower band with a positive deviation from the mean. Confirmation Entry: Use additional indicators like RSI (above 50) or increasing volume to confirm the bullish signal. Bearish Entry: Crossover Entry: Enter a short position when the price crosses above the upper band with a negative deviation from the mean. Confirmation Entry: Look for RSI (below 50) or decreasing volume to confirm the bearish signal. Deviation Confirmation: Enter trades when the deviation from the mean is significant, indicating that the price has strayed far from its expected value and is likely to revert. 🞘 Possible Take Profit Strategies Static Take Profit Levels: Set predefined take profit levels based on historical volatility, using the upper and lower bands as guides. Place take profit orders near recent support/resistance levels, ensuring you're capitalizing on the mean-reversion behavior. Trailing Stop Loss: Use a trailing stop based on a percentage of the price deviation from the mean to lock in profits as the trend progresses. Adjust the trailing stop dynamically along the calculated bands to protect profits as the price returns to the mean. Deviation-Based Exits: Exit when the deviation from the mean starts to decrease, signaling that the price is returning to its equilibrium. 🞘 Possible Stop-Loss Levels Initial Stop Loss: Place an initial stop loss outside the lower band (for long positions) or above the upper band (for short positions) to protect against excessive deviations. Use a volatility-based buffer to avoid getting stopped out during normal price fluctuations. Dynamic Stop Loss: Move the stop loss closer to the mean as the price converges back towards equilibrium, reducing risk. Adjust the stop loss dynamically along the bands to account for sudden market movements. 🞘 Additional Tips Combine with Other Indicators: Enhance your strategy by combining the Mean Reversion Cloud with momentum indicators like MACD, RSI, or Bollinger Bands to confirm market conditions. Backtesting and Practice: Backtest the indicator on historical data to understand how it performs in various market environments. Practice using the indicator on a demo account before implementing it in live trading. Market Awareness: Keep an eye on market news and events that might cause extreme price movements. The indicator reacts to price data and might not account for news-driven events that can cause large deviations. 🔸Customize settings 🞘 Decay Factor (λ): Defines the weight assigned to recent price data in the calculation of the mean. A value closer to 1 places more emphasis on recent prices, while lower values create a smoother, more lagging mean. 🞘 Autocorrelation Length (θ): Sets the period for calculating the speed of mean reversion and volatility. Longer lengths capture more historical data, providing smoother calculations, while shorter lengths make the indicator more responsive. 🞘 Threshold (σ): Specifies the number of standard deviations used to create the upper and lower bands. Higher thresholds widen the bands, producing fewer signals, while lower thresholds tighten the bands for more frequent signals. 🞘 Max Gradient Length (γ): Determines the maximum number of consecutive bars for calculating the deviation gradient. This setting impacts the transparency of the plotted bands based on the length of deviation from the mean. 🔶 CONCLUSION The Mean Reversion Cloud (Ornstein-Uhlenbeck) indicator offers a sophisticated approach to identifying mean-reversion opportunities by applying the Ornstein-Uhlenbeck stochastic process. This dynamic indicator calculates a responsive mean using an Exponentially Weighted Moving Average (EWMA) and plots volatility-based bands to highlight overbought and oversold conditions. By incorporating advanced statistical measures like autocorrelation and standard deviation, traders can better assess market extremes and potential reversals. The indicator’s ability to adapt to price behavior makes it a versatile tool for traders focused on both short-term price deviations and longer-term mean-reversion strategies. With its unique blend of statistical rigor and visual clarity, the Mean Reversion Cloud provides an invaluable tool for understanding and capitalizing on market inefficiencies.
مؤشر Pine Script®
من ‎AlgoFyre‎
OrderFlow [Adjustable] | FractalystWhat's the indicator's purpose and functionality? This indicator is designed to assist traders in identifying real-time probabilities of buyside and sellside liquidity . It allows for an adjustable pivot level , enabling traders to customize the level they want to use for their entries. By doing so, traders can evaluate whether their chosen entry point would yield a positive expected value over a large sample size, optimizing their strategy for long-term profitability. For advanced traders looking to enhance their analysis, the indicator supports the incorporation of up to 7 higher timeframe biases . Additionally, the higher timeframe pivot level can be adjusted according to the trader's preferences, Offering maximum adaptability to different strategies and needs, further helping to maximize positive EV. EV=(P(Win)×R(Win))−(P(Loss)×R(Loss)) ----- What's the purpose of these levels? What are the underlying calculations? 1. Understanding Swing highs and Swing Lows Swing High: A Swing High is formed when there is a high with 2 lower highs to the left and right. Swing Low: A Swing Low is formed when there is a low with 2 higher lows to the left and right. 2. Understanding the purpose and the underlying calculations behind Buyside, Sellside and Pivot levels. 3. Identifying Discount and Premium Zones. 4. Importance of Risk-Reward in Premium and Discount Ranges ---- How does the script calculate probabilities? The script calculates the probability of each liquidity level individually. Here's the breakdown: 1. Upon the formation of a new range, the script waits for the price to reach and tap into pivot level level. Status: "⏸" - Inactive 2. Once pivot level is tapped into, the pivot status becomes activated and it waits for either liquidity side to be hit. Status: "▶" - Active 3. If the buyside liquidity is hit, the script adds to the count of successful buyside liquidity occurrences. Similarly, if the sellside is tapped, it records successful sellside liquidity occurrences. 4. Finally, the number of successful occurrences for each side is divided by the overall count individually to calculate the range probabilities. Note: The calculations are performed independently for each directional range. A range is considered bearish if the previous breakout was through a sellside liquidity. Conversely, a range is considered bullish if the most recent breakout was through a buyside liquidity. ---- What does the multi-timeframe functionality offer? In the adjustable version of the orderflow indicator, you can incorporate up to 7 higher timeframe probabilities directly into the table. This feature allows you to analyze the probabilities of buyside and sellside liquidity across multiple timeframes, without the need to manually switch between them. By viewing these higher timeframe probabilities in one place, traders can spot larger market trends and refine their entries and exits with a better understanding of the overall market context. This multi-timeframe functionality helps traders: 1. Simplify decision-making by offering a comprehensive view of multiple timeframes at once. 2. Identify confluence between timeframes, enhancing the confidence in trade setups. 3. Adapt strategies more effectively, as the higher timeframe pivot levels can be customized to meet individual preferences and goals. ---- What are the multi-timeframe underlying calculations? The script uses the same calculations (mentioned above) and uses security function to request the data such as price levels, bar time, probabilities and booleans from the user-input timeframe. ---- How does the Indicator Identifies Positive Expected Values? OrderFlow indicator instantly calculates whether a trade setup has the potential for positive expected value (EV) in the long run. To determine a positive EV setup, the indicator uses the formula: EV=(P(Win)×R(Win))−(P(Loss)×R(Loss)) where: P(Win) is the probability of a winning trade. R(Win) is the reward or return for a winning trade, determined by the current risk-to-reward ratio (RR). P(Loss) is the probability of a losing trade. R(Loss) is the loss incurred per losing trade, typically assumed to be -1. By calculating these values based on historical data and the current trading setup, the indicator helps you understand whether your trade has a positive expected value over a large sample size. ---- How can I know that the setup I'm going to trade with has a postive EV? If the indicator detects that the adjusted pivot and buy/sell side probabilities have generated positive expected value (EV) in historical data, the risk-to-reward (RR) label within the range box will be colored blue and red . If the setup does not produce positive EV, the RR label will appear gray. This indicates that even the risk-to-reward ratio is greater than 1:1, the setup is not likely to yield a positive EV because, according to historical data, the number of losses outweighs the number of wins relative to the RR gain per winning trade. ---- What is the confidence level in the indicator, and how is it determined? The confidence level in the indicator reflects the reliability of the probabilities calculated based on historical data. It is determined by the sample size of the probabilities used in the calculations. A larger sample size generally increases the confidence level, indicating that the probabilities are more reliable and consistent with past performance. ---- How does the confidence level affect the risk-to-reward (RR) label? The confidence level (★) is visually represented alongside the probability label. A higher confidence level indicates that the probabilities used to determine the RR label are based on a larger and more reliable sample size. ---- How can traders use the confidence level to make better trading decisions? Traders can use the confidence level to gauge the reliability of the probabilities and expected value (EV) calculations provided by the indicator. A confidence level above 95% is considered statistically significant and indicates that the historical data supporting the probabilities is robust. This high confidence level suggests that the probabilities are reliable and that the indicator’s recommendations are more likely to be accurate. In data science and statistics, a confidence level above 95% generally means that there is less than a 5% chance that the observed results are due to random variation. This threshold is widely accepted in research and industry as a marker of statistical significance. Studies such as those published in the Journal of Statistical Software and the American Statistical Association support this threshold, emphasizing that a confidence level above 95% provides a strong assurance of data reliability and validity. Conversely, a confidence level below 95% indicates that the sample size may be insufficient and that the data might be less reliable . In such cases, traders should approach the indicator’s recommendations with caution and consider additional factors or further analysis before making trading decisions. ---- How does the sample size affect the confidence level, and how does it relate to my TradingView plan? The sample size for calculating the confidence level is directly influenced by the amount of historical data available on your charts. A larger sample size typically leads to more reliable probabilities and higher confidence levels. Here’s how the TradingView plans affect your data access: Essential Plan The Essential Plan provides basic data access with a limited amount of historical data. This can lead to smaller sample sizes and lower confidence levels, which may weaken the robustness of your probability calculations. Suitable for casual traders who do not require extensive historical analysis. Plus Plan The Plus Plan offers more historical data than the Essential Plan, allowing for larger sample sizes and more accurate confidence levels. This enhancement improves the reliability of indicator calculations. This plan is ideal for more active traders looking to refine their strategies with better data. Premium Plan The Premium Plan grants access to extensive historical data, enabling the largest sample sizes and the highest confidence levels. This plan provides the most reliable data for accurate calculations, with up to 20,000 historical bars available for analysis. It is designed for serious traders who need comprehensive data for in-depth market analysis. PRO+ Plans The PRO+ Plans offer the most extensive historical data, allowing for the largest sample sizes and the highest confidence levels. These plans are tailored for professional traders who require advanced features and significant historical data to support their trading strategies effectively. For many traders, the Premium Plan offers a good balance of affordability and sufficient sample size for accurate confidence levels. ---- What is the HTF probability table and how does it work? The HTF (Higher Time Frame) probability table is a feature that allows you to view buy and sellside probabilities and their status from timeframes higher than your current chart timeframe. Here’s how it works: Data Request : The table requests and retrieves data from user-defined higher timeframes (HTFs) that you select. Probability Display: It displays the buy and sellside probabilities for each of these HTFs, providing insights into the likelihood of price movements based on higher timeframe data. Detailed Tooltips: The table includes detailed tooltips for each timeframe, offering additional context and explanations to help you understand the data better. ---- What do the different colors in the HTF probability table indicate? The colors in the HTF probability table provide visual cues about the expected value (EV) of trading setups based on higher timeframe probabilities: Blue: Suggests that entering a long position from the HTF user-defined pivot point, targeting buyside liquidity, is likely to result in a positive expected value (EV) based on historical data and sample size. Red: Indicates that entering a short position from the HTF user-defined pivot point, targeting sellside liquidity, is likely to result in a positive expected value (EV) based on historical data and sample size. Gray: Shows that neither long nor short trades from the HTF user-defined pivot point are expected to generate positive EV, suggesting that trading these setups may not be favorable. ---- How to use the indicator effectively? For Amateur Traders: Start Simple: Begin by focusing on one timeframe at a time with the pivot level set to the default (50%). This helps you understand the basic functionality of the indicator. Entry and Exit Strategy: Focus on entering trades at the pivot level while targeting the higher probability side for take profit and the lower probability side for stop loss. Use simulation or paper trading to practice this strategy. Adjustments: Once you have a solid understanding of how the indicator works, you can start adjusting the pivot level to other values that suit your strategy. Ensure that the RR labels are colored (blue or red) to indicate positive EV setups before executing trades. For Advanced Traders: 1. Select Higher Timeframe Bias: Choose a higher timeframe (HTF) as your main bias. Start with the default pivot level and ensure the confidence level is above 95% to validate the probabilities. 2. Align Lower Timeframes: Switch between lower timeframes to identify which ones align with your predefined HTF bias. This helps in synchronizing your trading decisions across different timeframes. 3. Set Entries with Current Pivot Level: Use the current pivot level for trade entries. Ensure the HTF status label is active, indicating that the probabilities are valid and in play. 4. Target HTF Liquidity Level: Aim for liquidity levels that correspond to the higher timeframe, as these levels are likely to offer better trading opportunities. 5. Adjust Pivot Levels: As you gain experience, adjust the pivot levels to further optimize your strategy for high EV. Fine-tune these levels based on the aggregated data from multiple timeframes. 6. Practice on Paper Trading: Test your strategies through paper trading to eliminate discretion and refine your approach without financial risk. 7. Focus on Trade Management: Ultimately, effective trade management is crucial. Concentrate on managing your trades well to ensure long-term success. By aiming for setups that produce positive EV, you can position yourself similarly to how a casino operates. ---- 🎲 Becoming the House (Gaining Edge Over the Market): In American roulette, the house has a 5.26% edge due to the 0 and 00. This means that while players have a 47.37% chance of winning on even-money bets, the true odds are 50%. The discrepancy between the true odds and the payout ensures that, statistically, the casino will win over time. From the Trader's Perspective: In trading, you gain an edge by focusing on setups with positive expected value (EV). If you have a 55.48% chance of winning with a 1:1 risk-to-reward ratio, your setup has a higher probability of profitability than the losing side. By consistently targeting such setups and managing your trades effectively, you create a statistical advantage, similar to the casino’s edge. ---- 🎰 Applying the Concept to Trading: Just as casinos rely on their mathematical edge, you can achieve long-term success in trading by focusing on setups with positive EV. By ensuring that your probabilities and risk-to-reward (RR) ratios are in your favor, you create an edge similar to that of the house. And by systematically targeting trades with favorable probabilities and managing your trades effectively, you improve your chances of profitability over the long run. Which is going to help you “become the house” in your trading, leveraging statistical advantages to enhance your overall performance. ---- What makes this indicator original? Real-Time Probability Calculations: The indicator provides real-time calculations of buy and sell probabilities based on historical data, allowing traders to assess the likelihood of positive expected value (EV) setups instantly. Adjustable Pivot Levels: It features an adjustable pivot level that traders can modify according to their preferences, enhancing the flexibility to align with different trading strategies. Multi-Timeframe Integration: The indicator supports up to 7 higher timeframes, displaying their probabilities and biases in a single view, which helps traders make informed decisions without switching timeframes. Confidence Levels: It includes confidence levels based on sample sizes, offering insights into the reliability of the probabilities. Traders can gauge the strength of the data before making trades. Dynamic EV Labels: The indicator provides color-coded EV labels that change based on the validity of the setup. Blue indicates positive EV in a long bias, red indicates positive EV in a short bias and gray signals caution, making it easier for traders to identify high-quality setups. HTF Probability Table: The HTF probability table displays buy and sell probabilities from user-defined higher timeframes, helping traders integrate broader market context into their decision-making process. ---- Terms and Conditions | Disclaimer Our charting tools are provided for informational and educational purposes only and should not be construed as financial, investment, or trading advice. They are not intended to forecast market movements or offer specific recommendations. Users should understand that past performance does not guarantee future results and should not base financial decisions solely on historical data. Built-in components, features, and functionalities of our charting tools are the intellectual property of @Fractalyst use, reproduction, or distribution of these proprietary elements is prohibited. By continuing to use our charting tools, the user acknowledges and accepts the Terms and Conditions outlined in this legal disclaimer and agrees to respect our intellectual property rights and comply with all applicable laws and regulations.
مؤشر Pine Script®
من ‎Fractalyst‎
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