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RSI Median DeviationRSI Median Deviation – Adaptive Statistical RSI for High-Probability Extremes The Relative Strength Index (RSI) is a momentum oscillator developed by J. Welles Wilder in 1978 to measure the magnitude of recent price changes and identify potential overbought or oversold conditions. It calculates the ratio of upward to downward price movements over a specified period, scaled to 0-100. However, standard RSI often relies on fixed thresholds like 70/30, which can produce unreliable signals in varying market regimes due to their lack of adaptability to the actual distribution of RSI values. This indicator was developed because I needed a reliable tool for spotting intermediate high-probability bottoms and tops. Instead of arbitrary horizontal lines, it uses the RSI’s own historical median as a dynamic centerline and measures how far the current RSI deviates from that median over a chosen lookback period. The main signals are triggered only at 2 standard deviation (2σ) extremes — statistically rare events that occur roughly 5 % of the time under a normal distribution. I selected 2σ because it is extreme enough to be meaningful yet frequent enough for practical trading. For oversold signals I further require RSI to be below 42, a filter that significantly improved results in my mean-reversion tests (enter on oversold, exit on the first bar the condition is no longer true). The combination of percentile median + standard deviation bands is deliberate: the median is far more robust to outliers than a simple average, while the SD bands automatically adjust to the current volatility of the RSI itself, producing adaptive envelopes that work equally well in ranging and trending markets. Underlying Concepts and Calculations Base RSI: RSI = 100 − (100 / (1 + RS)), RS = average gain / average loss (default length 10). Percentile Median: 50th percentile of the last "N" RSI values (default 28 = 4 weeks) → dynamic, outlier-resistant centerline. Standard Deviation Bands: rolling stdev of RSI (default length 27 = = 4 weeks (almost)) → bands = median ± 1σ / 2σ. Optional Dynamic MA Envelopes: user-selectable moving average (TEMA, WMA, etc., default WMA length 37) for additional momentum context. Trend Bias Coloring Independent of the statistical extremes, the RSI line itself is colored green when above the user-defined Long Threshold (default 60) and red when below the Short Threshold (default 47). This provides an instant bullish/bearish bias overlay similar to classic RSI usage, without interfering with the main 2σ extreme signals. Extremes are highlighted with background color (green for oversold 2σ + RSI<42, magenta for overbought 2σ) and small diamond markers for ultra-extremes (RSI <25 or >85). Originality and Development Rationale The indicator was built and refined through extensive testing on dozens of assets including major cryptocurrencies: (BTC, ETH, SOL, SUI, BNB, XRP, TRX, DOGE, LINK, PAXG, CVX, HYPE, VIRTUAL and many more), the Magnificent 7 stocks,, QQQ, SPX, and gold. Default parameters were chosen to deliver consistent profitability in simple mean-reversion setups while maximizing Sortino ratio and minimizing maximum drawdown across this broad universe — ensuring the settings are robust and not overfitted to any single instrument or timeframe. How to Use It Ideal for swing / position trading on the 1h to daily charts (the same defaults work). Oversold (high-probability long): RSI crosses below lower 2σ band AND RSI < 42 → green background → enter long, exit the first bar the condition disappears. Overbought (high-probability short): RSI crosses above upper 2σ band → magenta background → enter short, exit on opposite signal or at median. (Shorts were not tested, it's only an idea) Use the green/red RSI line coloring for quick trend context and to avoid fighting strong momentum. Always confirm with price action and manage risk appropriately. This indicator is not a standalone trading system. Disclaimer: This is not financial advice. Backtests are based on past results and are not indicative of future performance.
مؤشر Pine Script®
من ‎PaulWegelin‎
2
Standard Deviation Levels with Settlement Price and VolatilityStandard Deviation Levels with Settlement Price and Volatility. This indicator plots the standard deviation levels based on the settlement price and the implied volatility. It works for all Equity Stocks and Futures. For Futures Symbol Volatility Symbol (Implied Volatility) NQ VXN ES VIX YM VXD RTY RVX CL OVX GC GVZ BTC DVOL The plot gives you an ideas that the price has what probability staying in the range of 1SD,2SD,3SD ( In normal distribution method) Please provide the feedback or comments if you find any improvements
مؤشر Pine Script®
من ‎ASstocks‎
ATR R-LevelsATR-R Levels is built for clarity of risk management. The script takes your account size, chosen risk %, and the market’s volatility, then turns all of that into exact stop-loss, take-profit, and position size so there’s no guessing. It’s inspired by key principles from NNFX, especially ATR-based stop placement and fixed-risk position sizing, but redesigned for fast intraday crypto trading. You get the same consistency and discipline NNFX is known for, adapted to a much shorter timeframe. ATR-R Levels gives you: A volatility-based stop using ATR A clean 2R (or custom R-multiple) target Automatic position sizing based on your risk rules A simple HUD showing ATR, entry, stop, TP, size, and risk Optional net profit estimates after fees Let me know what you think or if you use it!
مؤشر Pine Script®
من ‎schmypto‎
FF calculation Saptarshi ChatterjeeForward factor (in options contexts) measures implied volatility (IV) for a future period between two expirations, like from 30 DTE (days to expiry) front-month to 60 DTE back-month options. This indicator calculates the FORWARD FACTOR(FF) using 2 IVs of 2 DTEs. +ve value means front DTE is rich in premium and back expiry is cheap. -ve value means front DTE IV is cheap and 2nd DTE is expensive we can use this term structure disbalance to trade calendar spreads with edge.
مؤشر Pine Script®
من ‎sapc1992‎
1
Volatility Value BandsThis indicator is a modern adaptation of Mark Helweg's original Value Charts concept, focused on visually displaying volatility zones and "extreme value" areas directly on the price chart. It does not replicate the original work but draws inspiration from the logic of normalizing price by volatility to highlight statistically stretched regions. 1. Introduction This study displays three lines directly on the chart: - a central reference line (base), - an upper overvaluation band, - and a lower undervaluation band. The bands are calculated from the relationship between price, moving average, and volatility (via true range/ATR), following Mark Helweg's Value Charts concept but with a custom implementation and adjustable parameters for different assets and timeframes. This allows objectively visualizing when price is in a statistically extended region relative to its recent behavior. 2. Key Features - Volatility-normalized base The indicator converts price deviation into "value units" using a combination of moving average and smoothed volatility (true range/ATR), making levels comparable across different assets and time horizons. - Auto-adjusting limits (optional) An automatic mode can calculate upper and lower limits from recent value unit extremes, using a configurable sampling window and percentile, allowing bands to adapt to the current volatility regime without manual recalibration. - Direct plot on price chart The three lines (central, upper, and lower) are drawn directly on the main asset chart (`overlay`), making it easy to read context: it's clear when price "touches" or breaks the volatility bands without switching to a separate pane. - Flexible parameters Users can control: - base moving average period (length) - volatility factor (manual or automatic) - independent windows for volatility and limits calculation - limits mode (auto or manual) and percentile used This allows adapting behavior to different markets (stocks, indices, forex, crypto). 3. How to Use - Basic interpretation - When price approaches or exceeds the upper band, it indicates a statistically overvalued zone where the asset is stretched upward relative to recent volatility. - When price approaches or exceeds the lower band, it indicates a statistically undervalued zone. - The central line serves as a reference for recent "average value," derived from the base moving average. - Recommended initial setup - Choose the Value Chart period (e.g., 144 bars) for the base. - Enable automatic limits mode for coherent bands matching the asset's volatility. - Adjust the limits window and percentile for tighter bands (more signals) or wider bands (fewer but more extreme). - Best practices - Use bands as context filters, not standalone buy/sell signals. Combine with trend, market structure, or other confirmation indicators. - Avoid decisions solely because price touched a band; in strong trends, price can "walk the edge" for extended periods. - Always follow TradingView community rules when publishing: clearly state in the description that the study is "inspired by Mark Helweg's Value Charts concept," without claiming official status, reproducing proprietary code, or violating copyrights.
مؤشر Pine Script®
من ‎destrobr0685‎
IV vs Realised Volatility (VIX/HV Comparator)VIX / HV Comparator – Implied vs Realised Volatility This indicator compares Implied Volatility (IV) from a volatility index (VIX, India VIX, etc.) with the Realised / Historical Volatility (HV) of the current chart symbol. It helps you see whether options are pricing volatility as rich or cheap relative to what the underlying is actually doing. What it does Pulls IV from any user-selected vol index symbol (e.g. CBOE:VIX for SPX, NSEINDIA:INDIAVIX for Nifty). Calculates realised volatility from the chart’s price data using returns over a user-defined lookback. Annualises HV so IV and HV are displayed on the same percentage scale, on any timeframe (intraday or higher). Optionally shows an IV/HV ratio in a separate pane to highlight when options are rich or cheap relative to realised volatility. How to read it Main panel: Orange line – Implied Volatility (IV) from your chosen vol index. Aqua line – Realised / Historical Volatility (HV) of the current chart symbol. Fill between lines: Green shading -> IV > HV -> options are priced richer than what the underlying is currently realising. Red shading -> HV > IV -> realised vol is higher than the options market is implying. Sub-panel (optional): IV / HV ratio - Above 1 -> IV > HV (vol rich). - Below 1 -> IV < HV (vol cheap). - Horizontal guides (for example 1.2 / 0.8) help frame “significantly rich/cheap” zones. A small label on the latest bar displays the current IV, HV and their difference in vol points. Inputs (key ones) IV Index Symbol – choose the volatility index that corresponds to your underlying (VIX, India VIX, etc.). Realised Vol Lookback – number of bars used to compute HV (for example 20). Trading Days per Year and Active Hours per Day – used for annualising HV so it stays consistent across timeframes. IV Scale Factor – adjust if your IV index is quoted in decimals (0.15) instead of points (15). Practical uses Context for options trades – Quickly see if current IV is high or low relative to realised volatility when deciding on strategies (premium selling vs buying, spreads, hedges). Vol regime analysis – Track shifts where HV starts to rise above IV (real stress building) or IV spikes far above HV (fear premium / insurance bid). Cross-timeframe checks – Use on intraday charts for short-term trading context, or on daily/weekly charts for bigger picture vol regimes. This tool is not a stand-alone signal generator. It is meant to be a volatility dashboard you combine with your usual price action, trend, and options strategy rules to understand how the options market is pricing risk vs what the underlying is actually delivering.
مؤشر Pine Script®
من ‎amitlall‎
Institutional Equity DashboardAn overlay indicator with everything you need: Trend Ribbon - 8/21/50/200 EMA cloud with bullish/bearish fill VWAP + Bands - The institutional benchmark with deviation bands Auto S/R Detection - Pivot-based support/resistance levels ATR-Based Stops - Dynamic stop-loss levels that adjust to volatility Confluence Signals - Multi-factor buy/sell signals (regular + strong) Real-Time Dashboard showing: Market regime (Strong Uptrend → Strong Downtrend) Trend score (0-100) RSI, MACD, Stochastic status Volume ratio and VWAP position Risk metrics (ATR%, Historical Vol, Risk Level) Relative strength vs. benchmark
مؤشر Pine Script®
من ‎bitzuist‎
VCAI MACD LiteVCAI MACD Lite is a clean, modern version of the classic MACD oscillator, rebuilt with selectable EMA/SMA types and a 2-tone histogram using VCAI’s visual style. It keeps the indicator lightweight and easy to read while giving clearer momentum shifts through rising/falling histogram colour changes. What it does Calculates MACD using your choice of EMA or SMA Plots signal line and histogram with 2-tone VCAI colours Highlights changes in momentum strength as histogram bars rise or fade Works on any market and timeframe How to use it Expanding yellow bars reflect strengthening upside momentum; dim yellow shows fading strength. Darker and lighter VCAI purple tones show momentum behaviour below zero, helping you see when bearish pressure is increasing or weakening. Part of the VCAI Lite Series — clean, minimal tools.
مؤشر Pine Script®
من ‎Vectorcoresai‎
Institutional MF-Vol Compression Scanner v4.0 [BIG]═══════════════════════════════════════════════════════════════════════════════ BIG COMPRESSION SCANNER v4.0 ═══════════════════════════════════════════════════════════════════════════════ OVERVIEW The BIG Compression Scanner v4.0 is a proprietary volatility regime detection system designed for systematic Daily options deployment. This framework identifies pre-expansion volatility compression zones through multi-dimensional market structure analysis, combining institutional positioning patterns with hierarchical timeframe confirmation and options market structure to generate high-conviction directional signals for premium strategies. The methodology synthesizes volatility dynamics, liquidity flow patterns, and cross-timeframe regime alignment into a probabilistic scoring system that isolates asymmetric risk-reward setups characteristic of compression-to-expansion transitions. The framework is calibrated specifically for 30-45 DTE options strategies where timing precision and volatility environment assessment are critical to edge generation. ═══════════════════════════════════════════════════════════════════════════════ CORE METHODOLOGY ═══════════════════════════════════════════════════════════════════════════════ • Proprietary Compression Detection The system employs a multi-factor compression identification framework that monitors volatility regime transitions across price dispersion metrics and range contraction patterns. Unlike single-indicator squeeze systems, this methodology uses weighted ensemble logic to distinguish true pre-expansion compression from random consolidation noise. Compression strength is quantified through a proprietary scoring algorithm (0-100%) that evaluates: - Statistical volatility contraction relative to historical norms - Price range compression within dynamic envelope systems - Institutional volume signature analysis during low-volatility periods - Cross-timeframe compression alignment (Daily/Weekly/Monthly hierarchy) The framework filters compression events based on minimum strength thresholds and multi-bar confirmation to eliminate premature signals characteristic of retail squeeze indicators. • Hierarchical Multi-Timeframe Architecture The indicator integrates a three-tier temporal analysis structure where higher timeframes constrain and validate lower timeframe signals: Strategic Layer (Monthly) – Establishes macro directional bias and identifies structural market positioning. This layer determines whether intermediate trends align with or counter dominant regime dynamics. Structural Layer (Weekly) – Provides tactical context through key price levels, momentum assessment, and volatility regime confirmation. Weekly analysis filters signals that would occur in unfavorable proximity to structural inflection zones. Execution Layer (Daily) – Generates precise entry timing through intraday regime shift detection, momentum confluence analysis, and institutional flow pattern recognition. Each layer contributes weighted influence to the composite directional probability model, with recalibration logic that adjusts timeframe importance based on current market regime characteristics. The exact weighting algorithm is proprietary and adapts to volatility environment dynamics. • Options Market Structure Integration Version 4.0 incorporates options-specific market intelligence not available in standard technical analysis frameworks: Volatility Environment Assessment – The system continuously monitors implied volatility regime characteristics through proprietary estimation models. These models identify whether current premium levels favor buying or selling strategies, adjusting signal generation accordingly. Temporal Decay Awareness – Built-in expiration cycle logic ensures signals only trigger when sufficient time value remains for thesis development. The framework approximates days-to-expiration and applies minimum threshold filters to prevent entries in high theta decay regimes. Greeks-Aware Targeting – Price targets are dynamically calibrated based on volatility expansion expectations and estimated leverage characteristics. Target multipliers adjust to current options market structure rather than using fixed risk-reward ratios. Premium Environment Classification – Signals are enhanced with real-time assessment of whether current volatility levels favor long premium, short premium, or spread strategies based on historical percentile analysis. • Probabilistic Directional Scoring System Rather than binary bullish/bearish classification, the framework generates probability-weighted directional bias through a proprietary multi-factor model. This model synthesizes trend alignment metrics, momentum characteristics, structural positioning, and institutional flow signatures into normalized probability distributions. The scoring system evaluates dozens of market structure variables across multiple timeframes, applies regime-dependent weighting, and produces directional probabilities that reflect actual edge rather than arbitrary technical indicator thresholds. Signal generation occurs only when directional probability exceeds user-defined conviction thresholds (55-65% depending on sensitivity setting). This probabilistic approach allows traders to calibrate position sizing and strategy selection (outright vs. spreads) to the strength of directional conviction rather than treating all signals as equal weight. • Institutional Flow Detection The framework monitors volume and price interaction patterns characteristic of institutional accumulation or distribution during compression phases. This analysis identifies whether compression zones contain building directional positions (high probability of sustained move post-breakout) versus thin, choppy consolidation (high false breakout risk). Flow detection employs proprietary algorithms that distinguish genuine institutional activity from retail volume spikes, providing critical context for signal validation. ═══════════════════════════════════════════════════════════════════════════════ SIGNAL ARCHITECTURE ═══════════════════════════════════════════════════════════════════════════════ Call Option Signals trigger when compression strength, directional probability, timeframe alignment, options market structure, and institutional flow patterns simultaneously satisfy proprietary threshold criteria. Signals are filtered against weekly structural levels to avoid low-probability entries near major resistance zones. Put Option Signals follow equivalent logic with inverse directional parameters, ensuring symmetrical framework application across bull and bear setups. All signals include: - Directional conviction probability (percentage) - Current volatility environment assessment (IV Rank proxy) - Dynamic price target based on expansion expectations - Multi-timeframe alignment status Signal cooldown logic prevents excessive signal generation during extended consolidation periods, maintaining signal quality over quantity. ═══════════════════════════════════════════════════════════════════════════════ VISUAL INTELLIGENCE ═══════════════════════════════════════════════════════════════════════════════ Real-Time Multi-Timeframe Dashboard The top-right panel provides continuous visibility into: - Trend alignment across Daily/Weekly/Monthly timeframes - Current compression status at each temporal layer - Momentum regime characteristics (RSI values) - Options environment assessment (IV Rank, optimal strategy) - Composite signal readiness (compression strength percentage) This dashboard enables rapid regime assessment without manual multi-timeframe chart analysis. Chart Integration Visual overlays include: - Volatility envelope systems (dynamic bands) - Weekly structural price levels (pivot, resistance, support) - Compression zone highlighting (background shading) - Active squeeze indicators (Daily and Weekly differentiation) Signal Labels When setups trigger, comprehensive labels display: 📈 CALL OPTION Prob: XX% IV Rank: XX% Target: $XXX.XX Labels provide all critical execution information without requiring dashboard consultation. ═══════════════════════════════════════════════════════════════════════════════ KEY CAPABILITIES ═══════════════════════════════════════════════════════════════════════════════ - Proprietary multi-factor compression detection with adaptive thresholds - Hierarchical multi-timeframe confirmation (Daily/Weekly/Monthly) - Options-specific filters (IV regime, DTE requirements, Greeks awareness) - Probabilistic directional scoring (0-100% conviction levels) - Institutional flow pattern recognition during compression - Weekly structural level integration with proximity filters - Dynamic target calibration based on volatility expansion expectations - Real-time multi-timeframe regime dashboard - Customizable sensitivity and threshold parameters - Non-repainting signal architecture (bar close confirmation) - Comprehensive alert system for proactive monitoring ═══════════════════════════════════════════════════════════════════════════════ APPLICATION GUIDELINES ═══════════════════════════════════════════════════════════════════════════════ 1. Timeframe Selection Apply to Daily (D1) charts only. Framework calibration is timeframe-specific; other intervals produce suboptimal results. 2. Options Mode Activation Enable Options Trading Mode for premium strategy optimization. This activates IV filtering, DTE thresholds, and Greeks-aware targeting. 3. Strategy Calibration - Premium Buying: Set IV threshold to 50th percentile, DTE minimum 30+ days, target multiplier 2.5-3.0× - Premium Selling: Set IV threshold to 70th+ percentile, DTE minimum 20-30 days, target multiplier 1.5-2.0× 4. MTF Dashboard Monitoring Verify multi-timeframe alignment before execution: - Ideal setup: Daily + Weekly compression both active - Confirm trend alignment across timeframes - Check IV Rank for premium environment assessment - Wait for "READY" status (green) indicating threshold satisfaction 5. Signal Execution When labels appear: - Review directional probability (target >65% for high conviction) - Assess IV environment (low IV favors buying, high IV favors selling) - Use price target for strike selection and profit objectives - Consider 30-45 DTE options for thesis development time 6. Risk Management - Position size: 2-5% options capital per signal - Stop loss: Exit if compression breaks opposite direction without follow-through - Time stop: Reassess if position stagnant after 5-7 days - Profit taking: Scale out at provided targets or weekly pivot levels 7. Sensitivity Adjustment - High (55%): More signals, lower conviction, diversified approach - Medium (60%): Balanced, default setting (2-4 signals/month typical) - Low (65%): Fewer signals, higher conviction, concentrated positions ═══════════════════════════════════════════════════════════════════════════════ FRAMEWORK LIMITATIONS ═══════════════════════════════════════════════════════════════════════════════ - Optimized exclusively for Daily timeframe analysis - Compression development requires patience (2-4 weeks typical) - IV metrics are proprietary proxies, not direct exchange data - Greeks estimations approximate actual options contract characteristics - DTE calculations simplified vs. precise monthly expiration dates - Multi-timeframe filtering reduces but cannot eliminate false breakouts - Requires liquid options markets (tight spreads, adequate open interest) - Not designed for earnings-driven volatility events (IV crush risk) - Framework identifies timing, not specific strike or expiration selection ═══════════════════════════════════════════════════════════════════════════════ TECHNICAL SPECIFICATIONS ═══════════════════════════════════════════════════════════════════════════════ - Pine Script v5 architecture - Non-repainting signal confirmation (bar close validation) - Multi-security data integration (Weekly/Monthly via request.security) - Real-time multi-timeframe analysis dashboard - 4 alert conditions (Call/Put options, directional generic) - Fully customizable parameters (compression, scoring, filters, visuals) - Professional-grade visual hierarchy and information density ═══════════════════════════════════════════════════════════════════════════════ PROFESSIONAL CONTEXT ═══════════════════════════════════════════════════════════════════════════════ This framework is designed for systematic options traders with working knowledge of: - Volatility regime dynamics and expansion/contraction cycles - Options Greeks and their impact on P&L across various market conditions - Implied Volatility Rank interpretation and premium pricing assessment - Multi-timeframe analysis methodology and trend hierarchy - Risk-adjusted position sizing and portfolio construction principles The system identifies when market structure favors options deployment but does not prescribe how to construct positions. Strike selection, expiration choice, spread architecture, and position sizing require independent trader judgment based on account parameters and risk tolerance. Optimal deployment combines this framework with: - Options analytics platform (actual IV, Greeks, probability calculations) - Earnings calendar awareness (pre-earnings IV inflation vs. post-earnings crush) - Broader market regime context (VIX, correlation, sector rotation) - Portfolio-level risk management (concentration limits, correlation analysis) ═══════════════════════════════════════════════════════════════════════════════ Proprietary compression-to-expansion framework for systematic Daily options deployment. Methodology incorporates multi-dimensional volatility analysis, hierarchical timeframe confirmation, and options market structure intelligence.
مؤشر Pine Script®
من ‎NVBIG‎
Majors FX-REER/NEER Suite [BIG]═══════════════════════════════════════════════════════════════════════════════ BIG MAJORS FX-REER/NEER SUITE ═══════════════════════════════════════════════════════════════════════════════ OVERVIEW The BIG Majors FX-REER/NEER Suite is a multi-currency valuation framework designed for institutional FX traders, macro strategists, and systematic currency allocators. This indicator calculates Real Effective Exchange Rates (REER) and Nominal Effective Exchange Rates (NEER) for the seven major currency pairs (G7 FX), integrating macroeconomic fundamentals (CPI inflation differentials) with technical trend analysis to identify structural currency misvaluations and mean-reversion opportunities. Unlike standard FX indicators that only analyze bilateral price action, this suite constructs trade-weighted basket indices that measure each currency's strength against a portfolio of its major trading partners, adjusted for inflation differentials. This approach mirrors central bank and sovereign wealth fund methodologies for assessing equilibrium exchange rate levels. The framework combines: - Fundamental valuation metrics – REER/NEER indices with Z-score normalization - Technical trend filters – Ichimoku Cloud and Aroon oscillator confluence - Signal classification system – Long/Short/Watch/Conflict regime identification - Quantitative confidence scoring – 0-100% signal reliability weighting ═══════════════════════════════════════════════════════════════════════════════ CORE METHODOLOGY ═══════════════════════════════════════════════════════════════════════════════ • NEER Calculation (Nominal Effective Exchange Rate) The NEER measures a currency's value against a trade-weighted basket of its seven major trading partners, geometrically averaged in log-space to ensure symmetry: 1. All seven G7 FX pairs are normalized to USD-pivot (A/USD format) 2. Each currency's log-normalized rate is compared to the arithmetic mean of the other six 3. Formula: NEER_i = (8/7) × log(CCY_i/USD) - mean(log(CCY_others/USD)) This construction ensures that: - A rising NEER indicates currency appreciation against the basket - The methodology is symmetric and avoids base-currency bias - Changes reflect multilateral competitive dynamics, not just bilateral moves • REER Calculation (Real Effective Exchange Rate) The REER adjusts the NEER for inflation differentials using Consumer Price Index (CPI) data: Formula: REER_i = NEER_i + log(CPI_i) - mean(log(CPI_others)) By incorporating CPI differentials, the REER provides a purchasing-power-parity-adjusted valuation metric that accounts for relative inflation rates. This is the institutional standard for assessing fundamental currency equilibrium levels. Data Sources : - FX rates: TradingView composite feed (FX:), OANDA, FXCM, FOREXCOM - CPI data: ECONOMICS namespace (monthly frequency, official statistical releases) - Supported currencies: USD, EUR, JPY, GBP, CHF, AUD, CAD, NZD • Valuation Bias Detection Each currency pair is classified as overvalued (bias = -1, "Short") or undervalued (bias = +1, "Long") based on two independent criteria: 1. Percentage Band Deviation – Relative Index distance from 100 baseline • Overvalued: Index > 100 × (1 + deviation%), default +5% • Undervalued: Index < 100 × (1 - deviation%), default -5% 2. Z-Score Threshold – Statistical extremes in rolling lookback window • Overvalued: Z-Score > +1.5 (default) • Undervalued: Z-Score < -1.5 (default) Either condition triggers a bias classification. This dual-filter approach captures both absolute deviations and relative extremes within recent historical context. • Trend Confirmation (Ichimoku + Aroon) To avoid counter-trend entries in strong momentum regimes, the suite integrates two independent trend filters: Ichimoku Cloud - Bull: Price > Cloud AND Conversion > Base Line - Bear: Price < Cloud AND Conversion < Base Line - Parameters: Conv(9), Base(26), Span B(52), Displacement(26) Aroon Oscillator - Bull: Aroon Up > 70 AND Aroon Down < 30 - Bear: Aroon Down > 70 AND Aroon Up < 30 - Default lookback: 25 periods Trend is confirmed only when both indicators agree (Ichimoku + Aroon ≥ +1 for bull, ≤ -1 for bear). • Setup Classification Logic The framework combines Bias (fundamental valuation) with Trend (technical momentum) to generate four distinct setup types: - Long↗︎ (Setup = 1) – Undervalued + Bullish Trend Context : Mean reversion opportunity with momentum confirmation. Currency trading at fundamental discount while technical trend supports upside. - Short↘︎ (Setup = -1) – Overvalued + Bearish Trend Context : Mean reversion opportunity with momentum confirmation. Currency trading at fundamental premium while technical trend supports downside. - Watch (Setup = 2) – Valuation bias present, but no clear trend Context : Fundamental mispricing without directional conviction. Monitor for trend emergence before entering. - Conflict (Setup = 3) – Bias and trend pointing opposite directions Context : Overvalued currency in uptrend OR undervalued currency in downtrend. Avoid—either trend continuation or valuation mean reversion, but unclear which dominates. • Confidence Score (0-100%) Each setup receives a quantitative confidence weighting based on three factors: 1. Band Distance (40%) – How far the Relative Index deviates from 100 baseline 2. Z-Score Magnitude (40%) – Statistical extremeness within lookback window 3. Trend Confluence (20%) – Agreement between Ichimoku and Aroon signals Score interpretation: - 70-100% = High confidence (both valuation and trend extremes aligned) - 40-69% = Moderate confidence (one factor strong, others weak) - 0-39% = Low confidence (marginal signals, questionable reliability) ═══════════════════════════════════════════════════════════════════════════════ VISUAL COMPONENTS ═══════════════════════════════════════════════════════════════════════════════ • Dashboard Table (Top-Right) Displays real-time valuation metrics for all seven major pairs: Column 1: Pair – Currency pair identifier Column 2: RelIdx – Relative Index (100 = baseline at first valid bar) Column 3: Z – Z-Score vs. rolling lookback window Column 4: Bias – Long/Short/Neutral valuation classification Column 5: Trend – ↑/↓/– trend direction (Ichimoku + Aroon) Column 6: Setup – Long↗︎/Short↘︎/Watch/Conflict (color-coded) Column 7: Conf – Confidence score 0-100% (color-coded) Column 8: Quelle – REER (inflation-adjusted) or NEER (nominal only) Color coding : - Green = Long↗︎ setup - Red = Short↘︎ setup - Orange = Watch (no trend) - Purple = Conflict (bias/trend divergence) • Optional Chart Plot Select any of the seven pairs to plot its Relative Index on the chart with: - Baseline at 100 (horizontal gray line) - +Band at 100 × (1 + deviation%), dashed red - -Band at 100 × (1 - deviation%), dashed green - Aqua line tracking the selected pair's Relative Index evolution • Signal Labels When a pair transitions into Long↗︎ or Short↘︎ setup: - Green label below bar = Long↗︎ entry signal - Red label above bar = Short↘︎ entry signal - Positioned using ATR offset for visibility ═══════════════════════════════════════════════════════════════════════════════ KEY FEATURES ═══════════════════════════════════════════════════════════════════════════════ - Institutional valuation methodology – REER/NEER framework used by central banks and sovereign wealth funds - Macro-fundamental integration – CPI inflation differentials adjust for purchasing power parity - Multi-timeframe flexibility – Daily (D), Weekly (W), Monthly (M) resolution options - Seven simultaneous pairs – Monitors all G7 FX majors in single unified dashboard - No repainting – All signals confirm on bar close - Automated alerts – TradingView notifications when setups transition (Long/Short triggers) - Confidence weighting – Quantitative scoring allows position sizing calibration - Fallback logic – Automatically switches to NEER if CPI data incomplete ═══════════════════════════════════════════════════════════════════════════════ HOW TO USE ═══════════════════════════════════════════════════════════════════════════════ 1. Apply to any chart – The indicator pulls multi-security data; chart symbol does not matter (commonly applied to SPY or DXY for reference) 2. Select data feed – Default FX: (TradingView composite) is recommended; alternatives: OANDA, FXCM, FOREXCOM 3. Choose timeframe : • Daily (D) = Swing trading, medium-term mean reversion (2-8 week horizons) • Weekly (W) = Position trading, macro regime shifts (1-6 month horizons) • Monthly (M) = Strategic allocation, long-term equilibrium analysis (6-24 month horizons) 4. Configure parameters : • Z-Score Lookback : Default 252 (one trading year on Daily); adjust for timeframe (52 for Weekly, 36 for Monthly) • Deviation Band : Default ±5%; tighten to ±3% for more signals, widen to ±7% for higher conviction • Z-Threshold : Default ±1.5; increase to ±2.0 for extreme-only signals 5. Monitor dashboard table : • Focus on pairs showing Long↗︎ or Short↘︎ setups with Conf ≥ 70% • Watch for Watch setups transitioning to directional signals • Avoid Conflict setups unless you have strong macro conviction 6. Execute mean-reversion trades : • Long↗︎ = Buy undervalued currency (e.g., EURUSD Long if EUR undervalued) • Short↘︎ = Sell overvalued currency (e.g., USDJPY Short if JPY overvalued) • Target: Mean reversion toward 100 baseline or opposite band 7. Position sizing by confidence : • High confidence (70-100%) → Standard position size • Moderate confidence (40-69%) → Reduce size by 50% • Low confidence (<40%) → Avoid or use minimal pilot size 8. Risk management : • Stop loss: Place beyond recent swing high/low or 1.5× ATR • Take profit: Opposite valuation band or 100 baseline • Time stop: Exit if setup reverses (Long→Neutral→Short or vice versa) ═══════════════════════════════════════════════════════════════════════════════ LIMITATIONS ═══════════════════════════════════════════════════════════════════════════════ - CPI data lag – Consumer Price Index releases are monthly and report with 2-4 week delay. REER calculations may lag real-time inflation dynamics. - Structural shifts ignored – The baseline (100) is set at first valid bar. Long-term structural appreciation/depreciation (e.g., 20-year USD bull market) is not accounted for. Suitable for cyclical mean reversion, not secular trend analysis. - Equal-weighting assumption – All seven currencies are equally weighted in basket construction. Actual trade-weighted indices use GDP or trade volume weights, which this framework simplifies. - No emerging market currencies – Limited to G7 majors (USD, EUR, JPY, GBP, CHF, AUD, CAD, NZD). Does not cover EM FX (e.g., CNY, BRL, MXN). - Technical filter limitations – Ichimoku and Aroon are lagging indicators. In fast-moving markets (e.g., central bank interventions, geopolitical shocks), trend signals may arrive late. - Mean reversion assumption – The framework assumes currencies revert to equilibrium. During regime changes (e.g., monetary policy divergence, crisis flows), deviations can persist or expand before eventual reversal. ═══════════════════════════════════════════════════════════════════════════════ TECHNICAL SPECIFICATIONS ═══════════════════════════════════════════════════════════════════════════════ - Pine Script v6 - Non-repainting (signals confirmed on bar close) - Multi-security data feeds (7 FX pairs + 8 CPI series) - Automated alert system (transitions to Long↗︎/Short↘︎) - Real-time dashboard table (8 columns × 8 rows) - Maximum 500 labels supported (100 per pair direction) - Fallback logic: NEER used if CPI data unavailable ═══════════════════════════════════════════════════════════════════════════════ NOTES ═══════════════════════════════════════════════════════════════════════════════ This indicator is designed for experienced FX traders, macro strategists, and portfolio managers familiar with: - Real and nominal effective exchange rate concepts - Purchasing power parity theory and inflation differentials - Multi-currency portfolio construction and basket hedging - Carry trade and convergence strategies - Central bank policy impacts on FX equilibrium levels The framework provides objective valuation signals but does not account for: - Interest rate differentials (carry) - Capital flow dynamics (risk-on/risk-off) - Central bank intervention zones - Geopolitical risk premiums Always combine REER/NEER valuation analysis with macro event calendars, positioning data (CFTC COT reports), and fundamental policy divergence assessments. ═══════════════════════════════════════════════════════════════════════════════ Developed for institutional FX valuation analysis based on central bank REER/NEER methodologies.
مؤشر Pine Script®
من ‎NVBIG‎
BIG Options Strategy Regime Scanner═══════════════════════════════════════════════════════════════════════════════ BIG OPTIONS STRATEGY REGIME SCANNER ═══════════════════════════════════════════════════════════════════════════════ OVERVIEW The BIG Options Strategy Regime Scanner is a quantitative regime detection framework designed to identify optimal entry conditions for directional and convexity-based options strategies. This indicator analyzes market structure (trend), volatility environment (VIX), and momentum (RSI) to classify markets into distinct trading regimes and signal appropriate options deployment strategies. The indicator was developed specifically for systematic options traders who require objective, rule-based regime identification rather than discretionary interpretation. It integrates institutional volatility metrics with technical momentum filters to produce high-probability entry signals for three core strategies: Call Tail Convexity , Put Tail Convexity , and Bull Put Income . ═══════════════════════════════════════════════════════════════════════════════ CORE METHODOLOGY ═══════════════════════════════════════════════════════════════════════════════ • Regime Detection Logic The indicator operates on a three-factor regime classification system: 1. Trend Filter – Identifies directional bias using SMA 200 as the primary trend delimiter. Position relative to this level determines bull/bear regime classification. 2. Volatility Environment – Uses VIX (CBOE Volatility Index) thresholds to categorize market conditions: • Low Vol: VIX < 17 (favors premium buying / convexity strategies) • Mid Vol: VIX 17-22 (transition zone, tactical income strategies) • High Vol: VIX ≥ 22 (risk-off, defensive positioning) 3. Momentum Confirmation – RSI(14) provides tactical entry timing to avoid premature signals and improve entry quality. • Strategy Deployment Rules Call Tail Entry (Bull Convexity) Triggers when: - Close > SMA 200 (bull trend confirmed) - VIX < 17 (low volatility, cheap premium) - RSI < 45 (tactical pullback for entry) Context : This regime identifies periods where upside convexity is underpriced. Appropriate for OTM call buying or call spreads designed to capture trend acceleration during low-vol environments. Put Tail Entry (Bear Convexity) Triggers when: - Close < SMA 200 (bear trend confirmed) - VIX < 17 (low volatility, cheap premium) - RSI > 65 (tactical bounce for entry) Context : Signals opportunities to buy downside protection or OTM puts during complacent market conditions. Designed for convexity-seeking traders anticipating volatility expansion in bearish structures. Bull Put Income Triggers when: - Close > SMA 200 (bull trend confirmed) - VIX 17-20 (mid-range volatility, elevated premium) - Close > SMA 50 (short-term strength) Context : Identifies favorable conditions for selling OTM put spreads or cash-secured puts. Targets premium collection in constructive markets with sufficient volatility to generate income but not excessive tail risk. ═══════════════════════════════════════════════════════════════════════════════ VISUAL COMPONENTS ═══════════════════════════════════════════════════════════════════════════════ • Chart Signals - Purple Triangle (below bar) = Call Tail Entry - Red Triangle (above bar) = Put Tail Entry - Green Triangle (below bar) = Bull Put Income • Background Coloring Chart background dynamically highlights active signals with semi-transparent overlays: - Purple = Call Tail active - Red = Put Tail active - Green = Bull Put Income active • Strategy Table Top-right table displays real-time strategy status: - Strategy name - Condition Met (✅/❌) - Color-coded for quick visual scan • Moving Averages - SMA 50 (Orange) – Short-term trend filter - SMA 200 (Blue) – Primary trend delimiter ═══════════════════════════════════════════════════════════════════════════════ KEY FEATURES ═══════════════════════════════════════════════════════════════════════════════ - Multi-timeframe flexibility – Works on Daily, 4H, 1H timeframes for different deployment horizons - No repainting – All signals confirm on bar close - Institutional volatility integration – Uses VIX directly from CBOE data feed - Clean visual hierarchy – Minimal clutter, maximum signal clarity - Regime-aware strategy allocation – Matches strategy type to market environment ═══════════════════════════════════════════════════════════════════════════════ HOW TO USE ═══════════════════════════════════════════════════════════════════════════════ 1. Apply to target underlying – Works on indices (SPX, NDX, RUT), equity ETFs (SPY, QQQ, IWM), or individual equities with liquid options markets. 2. Monitor regime table – Top-right table shows which strategies are currently valid based on real-time conditions. 3. Execute on signal confirmation – When triangle appears + table shows ✅, deploy corresponding options strategy. 4. Timeframe considerations : • Daily = Swing options (30-60 DTE typical) • 4H = Shorter-duration tactical (14-30 DTE) • 1H = Ultra-short-term (0-7 DTE, requires precision execution) 5. Combine with position sizing rules – This indicator identifies when to deploy strategies, not how much . Use appropriate risk management and position sizing frameworks. ═══════════════════════════════════════════════════════════════════════════════ LIMITATIONS ═══════════════════════════════════════════════════════════════════════════════ - VIX dependency – Signals are calibrated for US equity volatility regimes. May require recalibration for other asset classes. - No options-specific calculations – This indicator identifies favorable regimes but does not calculate Greeks, IV percentile, or specific strike selection. Traders must perform their own options analysis. - Trend-following bias – The 200-day SMA filter creates a structural bias toward trend-following systems. May underperform in mean-reverting, range-bound markets. - Signal frequency – Depending on market conditions, signals may be infrequent. This is by design to maintain signal quality over quantity. ═══════════════════════════════════════════════════════════════════════════════ TECHNICAL SPECIFICATIONS ═══════════════════════════════════════════════════════════════════════════════ - Pine Script v5 - Non-repainting (signals confirmed on close) - Multi-security data feed (VIX via request.security() ) - Maximum 500 labels supported - Real-time table updates with color-coded status indicators ═══════════════════════════════════════════════════════════════════════════════ NOTES ═══════════════════════════════════════════════════════════════════════════════ This indicator is designed as a decision-support tool for experienced options traders. It provides objective regime classification and timing signals but does not constitute financial advice or a complete trading system. Always perform independent analysis and risk assessment before deploying options strategies. Appropriate for traders familiar with: - Volatility term structure - Options Greeks and pricing dynamics - Position construction (spreads, naked positions, hedged structures) - Capital allocation and risk management ═══════════════════════════════════════════════════════════════════════════════ Developed for systematic options deployment based on quantitative regime detection.
مؤشر Pine Script®
من ‎NVBIG‎
BIG Fibo-X MTF✨ BIG Fibo-X MTF – Multi-Timeframe Fibo/EMA Cross System with RSI & Volume Confirmation The BIG Fibo-X MTF indicator is a rule-based trend and momentum system that combines Fibo-EMA cross signals, RSI filtering, volume confirmation, multi-timeframe validation and ATR-based risk management. It generates precise long and short entries and automatically plots dynamic stop-loss and take-profit levels on the chart. --- 🔥 Key Features • 📈 Fibo/EMA Cross Logic Uses a dual EMA structure to detect trend shifts. – Long signal: short EMA crosses above long EMA – Short signal: short EMA crosses below long EMA Reliable for identifying trend reversals and trend continuation phases. • 📊 RSI Filtering (Current TF + Higher TF) Signals must pass RSI conditions on both: – the current timeframe – a higher timeframe (MTF confirmation) This ensures only high-probability momentum zones trigger an entry. • 📉 Volume Confirmation Signals require volume exceeding the moving average multiplied by your chosen factor. This filters out low-activity market phases and increases signal accuracy. • 📐 ATR-Based Stop-Loss & Take-Profit The indicator automatically calculates: – Entry level – ATR-based dynamic stop-loss – Take-profit using a customizable risk-reward ratio Ideal for systematic and automated trading setups. • ⏰ CEST Session Filter Signals appear only within the defined trading session. This is especially useful for DAX, Forex and Futures during European market hours. • 🔔 Visuals & Alerts The indicator provides: – Long/Short labels – Dynamic ATR SL/TP lines – RSI with overbought/oversold levels – Data-window signal output – Alert conditions for long and short entries Fully compatible with alert-based automation. --- 🎯 Ideal For • Scalping • Intraday trading • Swing trading • Breakout strategies • Trend & momentum systems • Systematic RR-based setups --- ⭐ Advantages • Clear rule-based signals • Multi-timeframe validation • Volume-enhanced filtering • Dynamic ATR risk management • Clean visual structure • Works for manual trading and automated alerts
مؤشر Pine Script®
من ‎NVBIG‎
Fractal Fade Pro IndicatorA revolutionary contrarian trading indicator that applies chaos theory, fractal mathematics, and market entropy to generate high-probability reverse signals. This indicator fades traditional technical signals, providing BUY signals when conventional indicators say SELL, and SELL signals when they say BUY. Full Description: Most traders follow the herd. QFCI does the opposite. It identifies when conventional technical analysis is about to fail by detecting mathematical patterns of exhaustion in market structure. How It Works (Technical Overview): The indicator combines three sophisticated mathematical approaches: Fractal Dimension Analysis: Measures the "roughness" of price movements using fractal mathematics Market Entropy Calculation: Quantifies the randomness and disorder in price returns using information theory Phase Space Reconstruction: Analyzes price evolution in multi-dimensional state space from chaos theory Signal Generation Process: Step 1: Market Regime Detection Chaotic Regime: High fractal complexity + rising entropy (avoid trading) Trending Regime: Low fractal complexity + high phase space distance (fade breakouts) Mean-Reverting Regime: Very low fractal complexity (fade extremes) Step 2: Reverse Signal Logic When traditional indicators would give: BUY signal (breakout, oversold bounce, volatility spike) → QFCI shows SELL SELL signal (breakdown, overbought rejection, volatility crash) → QFCI shows BUY Step 3: Smart Signal Filtering No consecutive same-direction signals Adjustable minimum bars between signals Multiple confirmation layers required Unique Features: 1. Mathematical Innovation: Original fractal dimension algorithm (not standard indicators) Market entropy calculation from information theory Phase space reconstruction from chaos theory Multi-regime adaptive logic 2. Trading Psychology Advantage: Contrarian by design - profits from market overreactions Fades retail trader mistakes - enters when others are exiting Reduces overtrading - strict signal frequency controls 3. Clean Visual Interface: Only BUY/SELL labels - no chart clutter Clear directional arrows - immediate signal recognition Built-in alerts - never miss a trade Recommended Settings: Default (Balanced Approach): Fractal Depth: 20 Entropy Period: 200 Min Bars Between Signals: 100 Aggressive Trading: Fractal Depth: 10-15 Entropy Period: 100-150 Min Bars Between Signals: 50-75 Conservative Trading: Fractal Depth: 30-40 Entropy Period: 300-400 Min Bars Between Signals: 150-200 Optimal Timeframes: Primary: Daily, Weekly (best performance) Secondary: 4-Hour, 12-Hour Can work on: 1-Hour (with adjusted parameters) How to Use: For Beginners: Apply indicator to chart Use default settings Wait for BUY/SELL labels Enter on next candle open Use 2:1 risk/reward ratio Always use stop losses For Advanced Traders: Adjust parameters for your trading style Combine with support/resistance levels Use volume confirmation Scale in/out of positions Track performance by regime Risk Management Guidelines: Position Sizing: Conservative: 1-2% risk per trade Moderate: 2-3% risk per trade Aggressive: 3-5% risk per trade (not recommended) Stop Loss Placement: BUY signals: Below recent swing low or -2x ATR SELL signals: Above recent swing high or +2x ATR Take Profit Targets: Primary: 2x risk (minimum) Secondary: Previous support/resistance Tertiary: Trailing stops after 1.5x risk IMPORTANT RISK DISCLOSURE This indicator is for educational and informational purposes only. It is not financial advice. Past performance does not guarantee future results. Trading involves substantial risk of loss and is not suitable for every investor. The risk of loss in trading can be substantial. You should therefore carefully consider whether such trading is suitable for you in light of your financial condition.
مؤشر Pine Script®
من ‎ChandraBose2002‎
Trinity ATR Real Move DetectorTrinity ATR Real Move Detector This ATR Energy Table indicator is one of the simplest yet most powerful filters you can have on a chart when trading short-dated or 0DTE options or swing trades on any timeframe from 1-minute up to 4-hour. Its entire job is to answer the single most important question in intraday and swing trading: “Does the underlying actually have enough short-term explosive energy right now to make a directional position worth the theta and the spread, or is this just pretty candles that will die in ten minutes?” Most losing 0DTE and short-dated option trades happen because people buy or sell direction on a “nice-looking” breakout or pullback while the underlying is actually in low-energy grind mode. The premium decays faster than the move develops, and you lose even when you’re “right” on direction. This little table stops that from ever happening again. Here’s what it does in plain English: Every bar it measures two things: - The current ATR on whatever timeframe you are using (1 min, 3 min, 5 min, 10 min, etc.). This tells you how big the average true range of the last 14 bars has been — in other words, how violently the stock or index is actually moving right now. - The daily ATR (14-period on the daily chart). This is your benchmark for “normal” daily movement over the last two–three weeks. It then multiplies the daily ATR by a small number (the multiplier you set) and compares the two. If the short-term ATR is bigger than that percentage of the daily ATR, the table turns bright green and says “ENOUGH ENERGY”. If not, it stays red and says “NOT ENOUGH”. Why this works so well: - Real explosive moves that carry for 0DTE and 1–3 DTE options almost always show a short-term ATR spike well above the recent daily average. Quiet grind moves never do. - The comparison is completely adaptive — on a high-vol day the threshold automatically rises, on a low-vol day it automatically drops. You never have to guess if “2 points on SPY is big today”. - It removes emotion completely. You simply wait for green before you even think about clicking buy or sell on an option. Key settings and what to do with them: - Energy Multiplier — this is the only number you ever touch. It is expressed as a decimal (0.15 = 15 % of the daily ATR). Lower = more signals, higher = stricter and higher win rate. The tooltip gives you the exact sweet-spot numbers for every popular timeframe (0.09 for 1-minute scalping, 0.13 for 3-minute, 0.14–0.16 for 5-minute, 0.15–0.19 for 10-minute, etc.). Just pick your timeframe once and type the number — done forever. - ATR Length — leave it at 14. That’s the standard and works perfectly. - Table Position — move the table to wherever you want on the chart (top-right, bottom-right, bottom-left, top-left). - Table Size — make the text Tiny, Small, Normal or Large depending on how much screen space you have. How this helps you make money and stop losing it: - On most days you will see red 80–90 % of the time — that’s good! It is forcing you to sit on your hands instead of overtrading low-energy chop that eats premium. - When it finally flips green you know institutions are actually pushing size right now — follow-through probability jumps from ~40 % to 65–75 % depending on the stock and timeframe. - You stop buying calls on every green candle and puts on every red candle. You only strike when the market is genuinely “awake”. - Over a week you take dramatically fewer trades, but your win rate and average winner size go way up — which is exactly how consistent intraday option profits are made. In short, this tiny table is the closest thing to an “edge on/off switch” that exists for short-dated options. Red = preserve capital and go do something else. Green = pull the trigger with confidence. Use it religiously and you’ll immediately feel the difference in your P&L.
مؤشر Pine Script®
من ‎EMA34TRADER‎
9
IC Torrente ProTrendIC Torrente ProTrend is an institutional trend engine that combines volume flow, ATR volatility, dynamic trend logic and directional bias using EMA structure. The indicator intelligently detects market phases and aligns entries only when trend, momentum and session volume agree. Unlike conventional moving averages, IC Torrente ProTrend uses dynamic volatility distance and flow confirmation to prevent early invalid trend flips. This model is optimized for precision execution on Gold (XAUUSD), but also capable across FX majors and indices. Includes integrated Take Profit, Stop Loss and 3-phase exit mapping that visualizes logical institutional exits directly on chart.
مؤشر Pine Script®
من ‎ivybcavada‎
TDI Fibonacci Volatility Bands Candle Coloring [cryptalent]"This is an advanced Traders Dynamic Index (TDI) candle coloring system, designed for traders seeking precise dynamic analysis. Unlike traditional TDI, which typically relies on a 50 midline with a single standard deviation band (±1 SD), this indicator innovatively incorporates Fibonacci golden ratio multiples (1.618, 2.618, 3.618 times standard deviation) to create multi-layered dynamic bands. It precisely divides the RSI fast line (green line) position into five distinct strength zones, instantly reflecting them on the candle colors, allowing you to grasp market sentiment in real-time without switching to a sub-chart. Core Calculation Logic: RSI Period (default 20), Band Length (default 50), and Fast MA Smoothing Period (default 1) are all adjustable. The midline is the Simple Moving Average (SMA) of RSI, with upper and lower bands calculated by multiplying Fibonacci multiples with Standard Deviation (STDEV), generating three dynamic band sets: 1.618, 2.618, and 3.618. Traders can quickly identify the following scenarios: Extreme Overbought Zone (Strong Bullish, Red): Fast line exceeds custom threshold (default 82) and breaks above the specified band (default 2.618). This often signals overheating, potentially a profit-taking point or reversal short entry, especially at trend tops. Extreme Oversold Zone (Strong Bearish, Green): Fast line drops below custom threshold (default 28) and breaks below the specified band (default 2.618). This is a potential strong rebound starting point, ideal for bottom-fishing or long entries. Medium Bullish Zone (Yellow): Fast line surpasses medium threshold (default 66) and stands above the specified band (default 1.618), indicating bullish dominance in trend continuation. Medium Bearish Zone (Orange): Fast line falls below medium threshold (default 33) and breaks below the specified band (default 1.618), signaling bearish control in segment transitions. Neutral Zone (No Color Change): Fast line within custom upper and lower limits (default 34~65), retaining original candle colors to avoid noise interference during consolidation. Color priority logic flows from strong to weak (Extreme > Medium > Neutral), ensuring no conflicts. All parameters are highly customizable, including thresholds, band selections (1.618/2.618/3.618/Midline/None), color schemes, and even optional semi-transparent background coloring (default off, transparency 90%) for enhanced visual layering. Applicable Scenarios: Intraday Trading: Capture extreme color shifts as entry/exit signals. Swing Trading: Use medium colors to confirm trend extensions. Long-Term Trend Following: Filter noise in neutral zones to focus on major trends. Supports various markets like forex, stocks, and cryptocurrencies. After installation, adjust parameters in settings to match your strategy, and combine with other indicators like moving averages or support/resistance for improved accuracy. If you're a TDI enthusiast, this will make your trading more intuitive and efficient!
مؤشر Pine Script®
من ‎cryptalent‎
MorphWave Bands [JOAT]MorphWave Bands - Adaptive Volatility Envelope System MorphWave Bands create a dynamic price envelope that automatically adjusts its width based on current market conditions. Unlike static Bollinger Bands, this indicator blends ATR and standard deviation with an efficiency ratio to expand during trending conditions and contract during consolidation. What This Indicator Does Plots adaptive upper and lower bands around a customizable moving average basis Automatically adjusts band width using a blend of ATR and standard deviation Detects volatility squeezes when bands contract to historical lows Highlights breakouts when price moves beyond the bands Provides squeeze alerts for anticipating volatility expansion Adaptive Mechanism The bands adapt through a multi-step process: // Blend ATR and Standard Deviation blendedVol = useAtrBlend ? (atrVal * 0.6 + stdVal * 0.4) : stdVal // Normalize volatility to its historical range volNorm = (blendedVol - volLow) / (volHigh - volLow) // Create adaptive multiplier adaptMult = baseMult * (0.5 + volNorm * adaptSens) This creates bands that respond to market regime changes while maintaining stability. Squeeze Detection A squeeze is identified when band width drops below a specified percentile of its historical range: Background highlighting indicates active squeeze conditions Low percentile readings suggest compressed volatility Squeeze exits often precede directional moves Inputs Overview Band Length — Period for basis calculation (default: 20) Base Multiplier — Starting band width multiplier (default: 2.0) MA Type — Choose from SMA, EMA, WMA, VWMA, or HMA Adaptation Lookback — Historical period for normalization (default: 50) Adaptation Sensitivity — How much bands respond to volatility changes Squeeze Threshold — Percentile below which squeeze is detected Dashboard Information Current trend direction relative to basis and bands Band width percentage Squeeze status (Active or None) Efficiency ratio Current adaptive multiplier value How to Use It Look for squeeze conditions as potential precursors to breakouts Use band touches as dynamic support/resistance references Monitor breakout signals when price closes beyond bands Combine with momentum indicators for directional confirmation Alerts Upper/Lower Breakout — Price exceeds band boundaries Squeeze Entry/Exit — Volatility compression begins or ends Basis Crosses — Price crosses the center line This indicator is provided for educational purposes. It does not constitute financial advice. — Made with passion by officialjackofalltrades
مؤشر Pine Script®
من ‎officialjackofalltrades‎
Synthetic Liquidity HeatmapSYNTHETIC LIQUIDITY HEATMAP (SLH) v1.0 --- DESCRIPTION The Synthetic Liquidity Heatmap (SLH) is an advanced statistical order book estimation tool that generates a visual representation of probable liquidity zones without requiring direct access to Level 2 market data. By analyzing price action, volume dynamics, and market microstructure patterns, SLH constructs a synthetic approximation of where institutional orders are likely concentrated. --- KEY INNOVATIONS 1. CHL SPREAD MODEL (Close-High-Low) Implements a logarithmic spread estimation model based on the relationship between close price and the high-low midrange. This microstructure approach captures the implicit bid-ask spread behavior embedded in OHLC data, providing insight into market maker activity and order flow imbalances. 2. VSA INTEGRATION (Volume Spread Analysis) Optional Volume Spread Analysis mode weighs liquidity calculations by the product of volume and candle range. This identifies bars with significant effort (volume) relative to result (price movement), highlighting potential accumulation and distribution zones. 3. DYNAMIC LEVEL SPACING Liquidity levels are spaced using ATR-based calculations, automatically adapting to current market volatility. This ensures relevant level placement across different instruments and timeframes without manual adjustment. 4. ACCUMULATIVE LIQUIDITY TRACKING When price revisits the same level multiple times, contracts accumulate rather than creating duplicate zones. This mimics real order book behavior where resting orders stack at key price levels. 5. REAL-TIME HIT DETECTION The system monitors when price reaches liquidity levels, terminating filled zones and maintaining only active resting liquidity. This provides a dynamic, evolving view of the synthetic order book. --- MATHEMATICAL FOUNDATION The CHL Spread Model is defined as: CHL = √(4 × (ln(C) - M) × (ln(C) - M )) Where: - C is the closing price - M = (ln(H) + ln(L)) / 2 is the log midrange - M is the previous bar's log midrange The State Factor adjusts liquidity intensity: State Factor = max(0.2, 1.0 - (Z_spread × 0.15)) Where Z_spread is the z-score of the current spread relative to its moving average. Liquidity distribution follows close position analysis: Bid Strength = is_bullish ? (1 - close_position) × 0.7 + 0.3 : close_position × 0.7 + 0.3 Ask Strength = is_bullish ? close_position × 0.7 + 0.3 : (1 - close_position) × 0.7 + 0.3 --- APPLICATIONS - Identify probable support and resistance zones based on synthetic order flow - Visualize where institutional liquidity may be resting - Anticipate potential reversal or breakout zones - Complement existing Level 2 data with statistical estimation - Analyze liquidity dynamics on instruments without accessible order book data --- VISUAL REPRESENTATION The heatmap displays: - Green zones (Bids): Probable buy-side liquidity below current price - Orange zones (Asks): Probable sell-side liquidity above current price - Color intensity: Proportional to estimated contract concentration - Level termination: Zones disappear when price "fills" the liquidity --- AUTHOR Name: Hector Octavio Piccone Pacheco Indicator: Synthetic Liquidity Heatmap (SLH) Version: 1.0 Date: 2025 Original Contributions: - CHL-based spread estimation for liquidity inference - Accumulative synthetic order book model - ATR-adaptive level spacing system - Real-time liquidity hit detection engine - VSA-weighted liquidity distribution --- DISCLAIMER Trading involves substantial risk of loss. This indicator provides statistical estimations only and does not represent actual market depth or order book data. Past performance does not guarantee future results. Always conduct your own analysis and risk assessment. --- ACCESS TO SRC To request access to the SRC indicator, please contact me through: Discord: octa_0001
مؤشر Pine Script®
من ‎octa_piccone‎
ADR% / ATR / Dynamic LoD–HoD TableThis indicator displays a clean data table showing ADR%, ATR, and a dynamic LoD/HoD distance value based on daily trend conditions. When price is above the 21-day or 50-day moving average, the indicator shows the distance from the Low of Day. When price is below BOTH daily moving averages, it automatically switches to showing distance from the High of Day. The table updates in real-time and gives a fast, volatility-based view of where price sits inside the day’s range. Features • ADR% (Average Daily Range Percentage) • ATR (Average True Range) • Automatic LoD → HoD switching based on daily trend • Customizable colors and layout • Clean, space-efficient table format • Designed for intraday and volatility-focused traders
مؤشر Pine Script®
من ‎InsiderTradingCuh‎
VCAI Volume & Liquidity Map LiteVCAI Volume & Liquidity Map Lite visualises recent market participation using a horizontal liquidity/volume histogram plotted beside current price. It shows where trading activity has clustered, where the chart is thin, and how much of that activity came from buying vs selling pressure. This Lite edition keeps the tool simple and fast: Yellow = buy-side volume (aggressive buyers / upward pressure) Purple = sell-side volume (aggressive sellers / downward pressure) Thicker sections = higher traded volume at that price POC line (purple) marks the price with the highest volume concentration Value Area lines (yellow dashed) mark where ~70% of volume has traded Bars extend outward to the right of price for a clean, unobstructed chart Lookback setting controls how many candles the map is built from Use it to quickly identify: high-interest price zones low-liquidity areas where price can move fast likely reaction levels where momentum may slow, reverse, or break through Designed as a lightweight, open-source tool for anyone wanting a clean liquidity/volume map without complex settings. Part of the VCAI Lite Series.
مؤشر Pine Script®
من ‎Vectorcoresai‎