Mulai

Concept

JBU Consolidation Fib Reload v1JBU Consolidation Fib Reload JBU Consolidation Fib Reload is a price-action based continuation indicator designed to identify high-probability breakout reload setups. The indicator automatically detects consolidation structures, breakout momentum, and Fibonacci retracement zones where institutional participation is likely to occur. The system focuses on identifying compression before expansion. When price consolidates within a tight range and breaks out with momentum, the indicator maps the 0.705 and 0.786 Fibonacci reload levels and evaluates multiple market structure confluences to highlight potential continuation opportunities. This tool is particularly effective on instruments with strong momentum behavior such as Gold (XAUUSD).
Indikator Pine Script®
oleh TradeWithJbu
Clean Institutional Context Entry Conditions (Long): Trigger: Bullish BOS (Break of Structure) Filter 1: Trend Tracer Bearish (Used as a contrarian filter) Filter 2: Trend Strength Ranging Entry Conditions (Short): Trigger: Bearish BOS Filter 1: Trend Tracer Bullish Filter 2: Trend Strength Ranging Exit Condition: No specific exit condition used (trades are closed by opposing signals). Initial Capital: 10,000 USDT Order Size: Unit position sizing (1 contract). Evaluation Period: Started on August 10th, 2025.
Indikator Pine Script®
oleh MelechG
Swing LevelsSwing Levels is a market structure indicator that identifies confirmed swing highs and swing lows and converts them into horizontal reference levels on the chart. The purpose of the indicator is to visualize recent structural turning points and help observe how price interacts with those areas over time. The script also connects consecutive pivots with diagonal structure lines to illustrate the progression of swings within the current market movement. Calculation concept The indicator detects structural pivots using a swing detection algorithm based on two parameters: pivot depth and price deviation. Pivot Depth defines the number of surrounding bars used to determine whether a local high or low qualifies as a swing point. Pivot Deviation defines the minimum price distance required between swings. This helps filter small fluctuations and focuses on structurally meaningful movements. When a new swing is confirmed, the indicator: 1. identifies whether the pivot is a swing high or swing low, 2. records the price level and bar index of that pivot, 3. draws a horizontal level at the pivot price, 4. connects the new pivot to the previous pivot with a diagonal structure line. Horizontal levels represent areas where price previously changed direction with sufficient momentum to form a structural turning point. What the indicator displays The indicator can display three structural elements: Horizontal swing levels Each confirmed pivot becomes a horizontal level. These levels represent prices where the market previously reacted and formed a structural reversal. Diagonal structure lines Consecutive pivots are connected by diagonal lines to visualize the sequence of price swings and structural development. Recent extreme reference lines Optional dashed lines can extend from recent structural extremes to provide a reference for the most recent swing highs and lows. Horizontal levels are dynamically colored depending on their relation to the current price: • levels above the current price represent potential overhead resistance areas • levels below the current price represent potential support areas Inputs Pivot Depth Controls the sensitivity of swing detection by defining the number of bars used to identify pivots. Pivot Deviation (ticks) Defines the minimum price deviation required for a pivot to be considered significant. Max Horizontal Levels Limits the number of horizontal levels maintained on the chart. Extend Levels Right Extends confirmed levels forward as new bars appear. Diagonal Line Thickness Controls the visual thickness of structure lines. Max Diagonal Objects Limits the number of diagonal structure elements stored by the indicator. Show Last Extremes Lines Displays reference lines from the most recent swing extremes. Practical use Swing Levels may be used to: • observe where price previously reversed or reacted • monitor how price behaves when revisiting prior structural areas • track the sequence of higher highs, lower highs, higher lows, and lower lows • combine structural levels with independent analytical methods such as price action or risk management The indicator highlights historical structural points and does not attempt to forecast future price movement. Scope This script visualizes market structure derived from confirmed swing points. It does not generate automated trading signals and does not define entry or exit conditions. The indicator is intended as a structural analysis tool that can complement other analytical approaches.
Indikator Pine Script®
oleh MarketStructureLab
7
SMT Divergence & ICT KillzonesOverview This open-source indicator combines SMT-style divergence detection, ICT killzone context, and a Midnight Open reference on a single chart. It is intended for users who want to review correlation-based divergence conditions together with fixed New York session timing and a daily reference level in one workflow. Why this script was created This script was created to reduce the need to switch between separate tools for SMT comparison, session timing, and daily reference levels. Instead of checking these elements one by one, the indicator keeps them on the same chart so they can be reviewed together. How it works The script compares confirmed swing highs and lows on the chart symbol with those of a user-selected comparison symbol. When one market confirms a new swing extension while the comparison market does not confirm a similar extension, the script marks an SMT-style divergence condition. In addition to the divergence logic, the script highlights London and New York killzone windows using fixed New York session timing and plots Midnight Open as a daily reference line. Signals are based on confirmed pivots, so they appear after confirmation rather than on the exact turning bar. How to use it Choose a comparison symbol that has a meaningful relationship with the chart symbol. For example, users may compare BTCUSDT with ETHUSDT, or use other markets that are commonly reviewed together. A practical way to use the script is to review SMT signals together with the killzone background and the Midnight Open level rather than treating the signal marker by itself as a complete trade decision. Standard candlestick charts are recommended for visual consistency. Inputs Correlation Symbol — Selects the market used for SMT comparison. The most useful results usually come from symbols with a meaningful relationship to the chart symbol. Timeframe — Sets the timeframe used for the comparison symbol. If left empty, the chart timeframe is used. Using a different timeframe changes how often comparison pivots update and can change the timing of divergence markings. Swing Length — Controls pivot confirmation sensitivity. Higher values require more bars to confirm a pivot, which usually produces fewer signals and more delay. Lower values react faster but can produce more frequent signals. Show Killzone Background — Shows or hides the London and New York killzone background. Show Midnight Open — Shows or hides the Midnight Open reference line. Display Timezone — Controls the display-related timezone behavior used where applicable. Killzone calculations remain aligned to New York session timing. Bearish / Bullish Color — Sets the visual colors of bearish and bullish SMT markings. Outside Killzone Transparency — Reduces the visual emphasis of signals that form outside killzone windows. Increasing this value makes off-session signals less visually prominent. Max Historical Objects — Limits how many historical SMT drawings remain on the chart at the same time. Lower values keep the chart cleaner, while higher values preserve more historical context. How changing the settings affects the output Increasing Swing Length makes pivot confirmation stricter. This usually reduces the number of signals, but it also delays them further. Lowering Swing Length makes the script react faster, but it can also increase the number of marked conditions. Changing the Correlation Symbol changes the relationship being evaluated. Closely related markets are usually easier to interpret than unrelated ones. Changing the Timeframe for the comparison symbol changes the pace at which comparison pivots form, which can materially change when divergence conditions appear. Increasing Outside Killzone Transparency makes off-session signals less visually prominent. Reducing Max Historical Objects removes older drawings sooner and keeps the chart cleaner. Use context This script is most useful when the chart symbol and comparison symbol have a meaningful relationship and when session timing matters in the user’s workflow. It is designed to help users review divergence conditions together with session context and a daily reference level, rather than isolate them as separate tools. Limitations The usefulness of the output depends heavily on the chosen comparison symbol. Weakly related or unrelated symbols can reduce the value of SMT readings. Because the logic uses confirmed pivots, signals appear after confirmation rather than on the exact turning bar. In sideways or choppy conditions, divergence readings can become less informative. Heikin Ashi, Renko, Line Break, Kagi, Point & Figure, and Range charts can produce less reliable visual interpretation because they do not use standard price construction. Design notes This script combines confirmed SMT-style comparison logic, fixed ICT killzone timing tied to New York session hours, and a Midnight Open reference in one workflow. It also manages historical lines and labels so the chart does not keep accumulating drawings without limit, which helps keep the visual layout more controlled over time.
Indikator Pine Script®
oleh malibuuu
Institutional Flow [EXCAVO]Structure-Driven Order Block and Inefficiency Mapping with Two-Phase OB Lifecycle The Institutional Flow indicator detects market structure shifts and uses them to generate order blocks and fair value gaps automatically. Unlike implementations that treat these components independently, this indicator builds them as a causal chain - structure breaks create order blocks, and the OB lifecycle determines whether a zone acts as support, resistance, or a polarity flip. The core difference is the two-phase order block lifecycle: when price first mitigates an OB, it transforms into a Breaker Block (potential S/R polarity flip) rather than being removed. Only a second mitigation deletes the zone. This models how institutional positioning actually decays - not in one touch, but in stages. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ▸ HOW TO USE Step 1 → Add the indicator. The structure engine immediately begins detecting pivot highs and lows, drawing BOS and CHoCH labels as breaks occur. Step 2 → Watch for CHoCH (Change of Character). CHoCH marks the point where trend direction flips - this is the primary signal. BOS (Break of Structure) confirms continuation. Step 3 → Use order blocks as entry zones. Each structure break creates an OB at the origin candle - the last opposing candle before the break. Wait for price to return to the OB zone for entry. Step 4 → Track the OB lifecycle. Active OB = untested zone. Breaker (orange border) = mitigated once, now a potential polarity flip. Use breakers as invalidation levels or re-entry zones. Step 5 → Check the dashboard (top right) for current bias, structure depth, and active zone count. Combine with your own analysis for confirmation. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ▸ WHAT MAKES IT DIFFERENT ◆ Causal Chain Architecture Structure breaks, order blocks, and fair value gaps are not three independent detectors stacked on one chart. The structure engine is the trigger - only when a pivot high or low is broken does the OB engine activate, scanning back up to 20 bars to find the origin candle. FVGs provide inefficiency context around these structure-driven zones. Every OB on the chart exists because a structure break created it. ◆ Two-Phase Order Block Lifecycle Most SMC indicators delete an order block on first touch. This indicator models a two-stage decay: first mitigation converts the OB into a Breaker Block (border changes to orange, fill becomes neutral). The Breaker represents the polarity flip zone - former support becoming resistance, or vice versa. Only a second mitigation removes the zone entirely. This matches how large positions are distributed across multiple retests, not absorbed in a single wick. ◆ Adaptive Pivot Depth The Structure Level setting controls pivot detection sensitivity with three modes: Short-Term uses 2-bar lookback for scalping setups, Intermediate uses 5 bars for swing trading, and Long-Term uses 10 bars for positional analysis. Deeper pivots produce fewer but higher-quality structure breaks and consequently fewer, more significant order blocks. ◆ Non-Repainting Signal Architecture By default, all structure break signals require bar close confirmation (barstate.isconfirmed). BOS and CHoCH labels appear only after the bar that caused the break has closed, preventing intra-bar signal flickering. An optional "Allow Repainting" toggle enables real-time detection for experienced users who prefer faster signals with the tradeoff of potential repainting. ◆ Body vs Wick Confirmation The "Confirm with Body Break" setting determines how structure breaks are validated. When ON, the candle close must exceed the pivot level - a stricter condition that filters out wick-only fakeouts. When OFF, any touch (high or low) beyond the level triggers the break. Body confirmation reduces false signals in choppy markets at the cost of slightly delayed detection. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ▸ DASHBOARD Real-time panel (top right) with key metrics: Bias - BULLISH / BEARISH / NEUTRAL based on current structure trend Depth - active Structure Level (Short-Term / Intermediate / Long-Term) OBs - count of active order block zones (including breakers) FVGs - count of unfilled fair value gaps (bull + bear combined) Legend table (bottom left) explains all abbreviations with color coding. Toggle both panels in Dashboard settings. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ▸ SETTINGS Market Structure Structure Level - Intermediate (pivot lookback: Short-Term 2, Intermediate 5, Long-Term 10 bars) Confirm with Body Break - ON (close must cross level; OFF = wick touch sufficient) Allow Repainting - OFF (signals on bar close only; ON = real-time with possible repaint) Order Blocks Active OBs to Show - 5 (1-20, oldest auto-removed when cap exceeded) Mitigation Method - Close (Close = price closes through zone; Wick = shadow touch enough) Fair Value Gaps Show FVGs - ON (toggle gap detection) Max Active FVGs - 8 (1-20, pool size limit) Remove Filled FVGs - ON (auto-remove when price fills the inefficiency) Visualization Bullish Color - dark blue (color for bullish structures, OBs, and FVGs) Bearish Color - dark red (color for bearish structures, OBs, and FVGs) Signal Color - orange (color for CHoCH labels, breaker borders, highlights) Glass Effect on Zones - ON (semi-transparent fill vs slightly more opaque) Show Pivot Markers - OFF (optional markers at raw pivot highs and lows) Dashboard Show Dashboard - ON (bias panel in top-right corner) Show Legend - ON (abbreviation table in bottom-left corner) Alerts JSON Alerts (for bots) - OFF (enable JSON payloads for 3Commas, Wunderbit, etc.) ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ▸ ALERTS Bullish BOS - bullish break of structure (trend continuation upward) Bullish CHoCH - bullish change of character (trend reversal to bullish) Bearish BOS - bearish break of structure (trend continuation downward) Bearish CHoCH - bearish change of character (trend reversal to bearish) When JSON Alerts are enabled, the indicator also fires dynamic alert() calls with JSON payloads on confirmed bars. Each payload includes: action, direction, ticker, price, timeframe, and indicator tag. Compatible with 3Commas, Alertatron, and custom webhook bots. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Works on all timeframes and all instruments. Original script by EXCAVO, written from scratch. Disclaimer Trading involves significant risk. This indicator is a technical analysis tool and does not constitute financial advice, investment recommendations, or a guarantee of future results. Past indicator behavior does not guarantee future performance. Always use proper risk management and your own judgment.
Indikator Pine Script®
oleh EXCAVO
Turtle Soup: Daily & Weekly ComboSummary of the Strategy Integration: The Colors: When the Purple background (Weekly manipulation) overlaps with the Blue/Orange boxes (Daily manipulation), you are in the highest probability zone for a "Mega Trade." The Signal: A green triangle appears when price sweeps the Previous Day Low but stays below the Daily Open—this is your "Turtle Soup" entry. Safety Rule: Per Page 144 of your notes, "Wait for the next candle to open." Do not enter while the candle is still crossing the liquidity line. Confirm the close first.
Indikator Pine Script®
oleh RebeccaKaiser42
Matrix Dashboard: Pro AlertsMatrix Dashboard: Pro Alerts is a multi-timeframe analysis dashboard for TradingView that monitors RSI, divergences, ADX trend strength, and dollar volume across five configurable timeframes simultaneously — all in a single compact table with built-in alerts. Multi-Timeframe Dashboard Displays a live table with five rows — one per timeframe — each showing RSI value, divergence status, ADX strength, dollar volume, and an action recommendation. Timeframes are fully configurable from 1 minute to monthly. RSI Analysis Tracks RSI across all five timeframes simultaneously. Values above 70 are highlighted as overbought, below 30 as oversold. Color coding makes it immediately clear which timeframes are at extremes. Divergence Detection Identifies bullish and bearish RSI divergences using pivot-based logic on each timeframe independently. A bullish divergence fires when price makes a lower low while RSI makes a higher low. A bearish divergence fires when price makes a higher high while RSI makes a lower high. ADX Trend Strength Shows ADX value for each timeframe. Values above 20 indicate a trending market and are highlighted in white, while weaker readings appear dimmed to signal ranging conditions. Dollar Volume Displays real dollar volume (price × volume) formatted as K, M, or B for quick readability across all timeframes. Action Column Each row outputs a recommended action based on current conditions — Buy or Sell on RSI extremes, Reversal Buy or Reversal Sell on divergences, and Wait when no signal is present. Smart Alerts Fires automatic alerts when divergences or RSI extremes are detected on any timeframe. Alert messages include the timeframe name and signal type. Each alert type can be toggled independently in settings. How To Use Add to any chart on any timeframe. The dashboard updates on every bar close and monitors all five timeframes simultaneously. Use the divergence signals as potential reversal entries and cross-reference with ADX to confirm trend strength before acting.
Indikator Pine Script®
oleh trading_fl0w
ICT Pro par chris Analytix creer GSOverview This is a comprehensive technical indicator for TradingView, coded in Pine Script v6, which implements many concepts from the Inner Circle Trader (ICT) methodology. Its purpose is to identify key liquidity zones, structural changes, price imbalances, and potential reversals on the chart, all presented in a visual style inspired by "Mikeys." Main Features The indicator is modular, and each component can be enabled/disabled via the input parameters: 1. Market Structure (BOS / CHoCH / Liquidity) Break of Structure (BOS): Detects breakouts of swings (highs/lows) in the direction of the current trend. Displays a thin horizontal line in red (for a bearish BOS) or green (for a bullish BOS) at the broken swing, labeled "bos." Change of Character (CHoCH): Identifies the first breakouts (BOS) that contradict the previous trend, signaling a possible reversal. The display is similar to the BOS but with a "CHoCH" label. Liquidity (Buyside/Sellside): Places thin horizontal lines (cyan/red) at recent highs (Buy-Side Liquidity) and lows (Sell-Side Liquidity). These lines dynamically extend to the right and are automatically removed when the price reaches them ("sweep"). Inducement (IDm): Draws diagonal gray dotted lines between two intermediate swings, with a small "IDm" label, to visualize these potential "decoy" zones. 2. ICT Macros Displays colored boxes on the chart to delineate Kill Zones and well-known ICT Macros (London Open, NY AM/PM, Silver Bullet, etc.). The time frame is configurable via a time zone to suit your market. The Silver Bullet function (windows of 03:00, 10:00, 14:00) can be displayed separately. 3. Imbalances (Order Blocks, FVG, BPR, IFVG) Order Blocks (OB): Identifies the last candles before a strong directional move (impulse). They are represented by colored boxes (green for bullish, red for bearish) with a dotted center line representing the 50% level. Fair Value Gaps (FVG): Detects price gaps between three consecutive candles. They are displayed as transparent boxes (green/red) with an "FVG" label. Balanced Price Range (BPR): Creates a confluence zone when a bullish Fair Value Gap (FVG) and a bearish FVG overlap. Inverse Fair Value Gap (IFVG): An advanced function that converts a "mitigated" FVG into a potential reversal zone, displayed with an inverted color (orange/blue). 4. RSI Divergences Calculates an RSI and detects classic bullish and bearish divergences (higher/lower prices not confirmed by the RSI). Divergences are indicated by dashed lines and a "DIV" label. 5. Traps (Liquidity Grabs) Identifies "sweeps," i.e., candlesticks that break a recent high or low and then close in the opposite direction, which is interpreted as a liquidity grab. A "SWEEP" label and a dotted line connect the sweep to the candle's high/low. 6. Dashboard and Confluence Scores Dashboard: A customizable table (positionable in the four corners) displays the real-time status of each component (Active/Inactive) for the LONG and SHORT directions. Confluence Scores: A scoring system (out of 5) is calculated for each direction based on active signals (Macro, FVG, Trap, Divergence, EMA Bias). Signal Labels: When the score for a direction reaches 3 or higher, a "LONG " or "SHORT " label appears on the chart to signal a potential opportunity. 7. Alerts The indicator incorporates numerous alert conditions to notify you of key events (BOS, CHoCH, Long/Short Signals, Sweeps, Divergences, Macro Windows). Code Philosophy The code is structured modularly, with distinct blocks for each ICT concept. It uses data types (OBData, FVGData, etc.) to manage the drawn objects (lines, boxes, labels) and allow for their dynamic updating (expansion, deletion). The color palette is defined at the beginning of the script for easy customization.
Indikator Pine Script®
oleh stephneguiroa
Wyckoff Elite - Multi Structure par GUIROA StephaneThe indicator aims to identify the chronological stages of an accumulation: PS (Preliminary Support): The first point where significant buying begins to slow the price decline. SC (Selling Climax): The peak of panic selling, often marking the major low. AR (Automatic Rally): A rapid technical correction triggered by short covering. ST (Secondary Test): The price returns to test the SC zone to verify if supply has decreased. SPRING: A temporary break below the support level (SC) to trap the last sellers before the reversal. LPS (Last Point of Support): A low higher than the SC, signaling that buyers are now in control. SOS (Sign of Strength): The price breaks above the AR resistance, confirming the exit from the accumulation zone. Shutterstock Explorer ⚙️ Technical Functioning Pivot Accuracy: The indicator uses a depth parameter to filter noise. The higher this number, the more significant the detected points (but with a greater delay). Secondary Test Tolerance: For the Secondary Test to be validated, the price must return to a distance close to the Support Level (configurable via the tolerance). Duration Management: If a structure takes too long to form (maxBars), the indicator automatically resets to avoid drawing outdated patterns. Dynamic Visualization: Horizontal dashed lines are drawn on the Support Level and the Resistance Level to visualize the Trading Range (the area of ​​sideways movement).
Indikator Pine Script®
oleh stephneguiroa
Lions Wall Street "The Gold DIgger"Best Way to Use This Indicator (Gold) Best Timeframes 5m → scalping 15m → intraday sniper entries 1H → swing entries Best Sessions London Open New York Open Gold moves the most during these windows. Sniper Entry Logic BUY Market in bullish trend (above 200 EMA) Liquidity sweep below recent lows EMA momentum crossover RSI strength MACD confirmation SELL Market below 200 EMA Liquidity sweep above highs Momentum crossover down RSI weakness MACD confirmation
Indikator Pine Script®
oleh lionheartmotivationfactory
Lions Wall Street "The Gold Digger" - XAUUSD Trading indicator for gold specifically XAU/USD Best Way to Use This Indicator (Gold) Best Timeframes 5m → scalping 15m → intraday sniper entries 1H → swing entries Best Sessions London Open New York Open Gold moves the most during these windows. Sniper Entry Logic BUY Market in bullish trend (above 200 EMA) Liquidity sweep below recent lows EMA momentum crossover RSI strength MACD confirmation SELL Market below 200 EMA Liquidity sweep above highs Momentum crossover down RSI weakness MACD confirmation
Indikator Pine Script®
oleh lionheartmotivationfactory
ICT Killzones [Clean]**ICT Killzones – Session Timing Tool** ICT Killzones is a lightweight session indicator designed to help traders visualize the most important intraday trading windows. The script highlights key market sessions and important timestamps directly on the chart, making it easier to analyze volatility, liquidity and potential market movements. The indicator dynamically tracks the price range inside each session and automatically adjusts to display the highest and lowest levels reached during that period. The goal of this tool is to provide a clear and minimal chart structure while helping traders quickly identify when the market is most active. **Key Features** • Automatic session boxes for major trading periods • Dynamic high/low tracking inside each session • Optional vertical timestamp markers • Daily opening price reference • Adjustable session history • Multiple timezone support • Clean and minimal visual design **Sessions Included** • Asia Session • London Session • New York Session • New York Lunch • New York PM Each session can be individually enabled or disabled depending on the trader’s preferences. **Best Use** This indicator works best on lower timeframes for intraday analysis and is designed to help traders identify periods of increased market activity. It can be used alongside price action, liquidity concepts and other technical analysis tools. **Settings** Users can customize: • Session colors • Line styles and widths • Number of historical sessions displayed • Timezone alignment This allows the indicator to adapt to different trading styles and markets.
Indikator Pine Script®
oleh Jess1608
ICT Macro Time Windows (xx:20 - xx:40) / xx:50 - xx:10)Short Description Displays the ICT macro time windows (xx:20–xx:40 and xx:50–xx:10) directly on the chart to help traders visualize key intraday timing intervals. Full Description Overview This indicator highlights the intraday macro time windows commonly referenced in ICT-style market timing. These specific time intervals are often monitored by traders looking for periods where price activity and volatility may increase. The script automatically marks these time windows on the chart so traders can easily visualize when they occur during the trading session. Macro Time Windows The indicator displays the following repeating time windows every hour: • xx:20 – xx:40 • xx:50 – xx:10 These intervals repeat continuously throughout the trading day and are highlighted directly on the chart for quick visual reference. How It Works The indicator tracks the current chart time and automatically draws visual zones during the defined macro windows. These zones help traders quickly identify when the market is inside one of these intervals. The highlighted areas move with the chart and update automatically as new candles form. How Traders Use These Windows Some traders monitor these time windows to: • Observe potential increases in volatility • Watch for liquidity movements • Align trade setups with specific intraday timing intervals • Improve timing for entries or confirmations Notes This indicator is intended as a visual timing reference and does not generate trading signals. Traders should combine it with their own analysis and risk management.
Indikator Pine Script®
oleh Jess1608
Hidden Markov Model: Baum-Welch [UAlgo]Hidden Markov Model: Baum-Welch is a regime detection and reversal signaling indicator that applies a 3 state Hidden Markov Model to normalized log returns and continuously adapts its parameters using an online Baum Welch expectation maximization routine. The script is designed to classify the market into three latent regimes, then express that classification as real time probabilities for Bull, Range, and Bear conditions. The indicator runs in its own pane ( overlay=false ) and outputs: Probability curves for the three regimes A dominant regime score scaled to 0 to 1 A regime strip visualization for quick bias reading Adaptive background coloring based on the dominant regime and confidence Optional regime shift markers Optional buy and sell reversal markers driven by strict multi condition logic The core idea is that price behavior can be modeled as transitions between hidden states that each have their own return distribution. The script fits a Gaussian emission model for each state, estimates state transition probabilities, and updates the posterior probability of each state on every bar. It retrains the full model at fixed intervals, while using a faster one step forward update between retrains for efficiency. This implementation is not a simple threshold oscillator. It is a full mini HMM engine built in Pine with: Scaled forward and backward algorithms Expectation step producing gamma and xi posteriors Maximization step updating initial distribution, transition matrix, state means, and state variances Safeguards such as variance floors and transition floors to maintain numerical stability The output is a regime aware probability system that can be used for bias, context, and reversal confirmation rather than simple entry signals. Educational tool only. Not financial advice. 🔹 Features 🔸 1) Three State Hidden Markov Model Regime Engine The model uses three hidden states and continuously estimates the probability of being in each state: Bull regime Range regime Bear regime This gives a probabilistic regime map rather than a single hard classification. 🔸 2) Baum Welch Training with Scheduled Retraining The script retrains its parameters using an EM routine at a user defined interval in bars. Each retrain runs a configurable number of EM iterations. Between retrains, the indicator performs a one step forward Bayesian update of the posterior state probabilities. This structure balances adaptability with performance. 🔸 3) Normalized Log Return Observations The observation series is a z score normalized log return: Log returns convert price changes into additive units An EMA and rolling standard deviation normalize the series to stabilize the HMM fit This helps the HMM learn regimes based on relative return behavior rather than raw price scale. 🔸 4) Automatic Bull, Range, and Bear Role Assignment The model learns state means. The script then assigns roles by ranking those learned means: The state with the lowest mean becomes the Bear state The state with the highest mean becomes the Bull state The remaining state is treated as Range This keeps regime labeling consistent even as the internal state ordering shifts during training. 🔸 5) Probabilities and Dominant Regime Visualization The script plots: Bull probability curve Range probability curve Bear probability curve It also plots an area for the dominant probability and a regime strip that makes it easy to see the dominant regime quickly without reading the full curves. 🔸 6) Regime Score Line (Bull minus Bear) A continuous score is calculated as Bull probability minus Bear probability, then scaled to a 0 to 1 range. This score becomes the main regime momentum signal used for rebound and reversal logic. 🔸 7) Adaptive Background Coloring by Regime and Confidence The pane background color changes based on the dominant regime. Transparency adapts according to confidence, so strong regime certainty produces a more visible background while low certainty remains subtle. 🔸 8) Strict Signal Filters for Bias and Reversal The indicator provides bias filters: Bull bias when Bull probability and confidence exceed thresholds and the dominant regime is Bull Bear bias when Bear probability and confidence exceed thresholds and the dominant regime is Bear It also provides reversal style buy and sell signals based on a multi condition framework described in the calculations section. 🔸 9) Reversal Logic Combining Extremes, Rebounds, and Transition Edge Reversal signals are not generated by a single crossover. The script requires: An extreme score pivot An extreme regime probability at that pivot A rebound trigger through predefined rebound levels A minimum probability and confidence filter A transition asymmetry and edge condition that favors switching toward the target regime A momentum condition requiring Bull probability rising and Bear probability falling for buys, and the inverse for sells A time window limit so reversals must occur within a limited number of bars after the extreme This creates a high selectivity reversal engine. 🔸 10) Transition Matrix Insight and Switch Edge Metrics The script computes predicted transition probabilities toward Bull and Bear using the current posterior and the transition matrix. It also measures transition asymmetry between Bull to Bear and Bear to Bull and uses these values as part of reversal confirmation. This adds structural information that classic oscillators do not capture. 🔸 11) Anti Duplicate Reversal Signals Once a pivot extreme has been used to generate a reversal signal, it is marked as consumed so the same pivot cannot repeatedly trigger additional buy or sell signals. This helps avoid signal repetition. 🔸 12) Full Informational Label Output A live info label prints: Current regime Current signal text Confidence Bull, Range, Bear probabilities Log likelihood Key trigger thresholds Reversal settings and edge settings This provides transparency into what the model is currently seeing and why signals are or are not appearing. 🔹 Calculations 1) Observation Series: Normalized Log Returns The script uses log returns: logRet = math.log(close / nz(close , close)) Then normalizes them with an EMA mean and rolling standard deviation: retMean = nz(ta.ema(logRet, normLength), 0.0) retStd = math.max(nz(ta.stdev(logRet, normLength), 0.0), 1e-6) obs = (logRet - retMean) / retStd This creates an observation series with more stable scale properties across time. 2) Rolling Observation Window The HMM is trained on a rolling window of length windowLen . Only the most recent processRecentBars are processed to control load: startBar = last_bar_index - processRecentBars activeRange = bar_index >= (startBar < 0 ? 0 : startBar) If active, the observation is appended and the oldest one is removed: if array.size(obsWindow) < windowLen array.push(obsWindow, obs) else array.shift(obsWindow) array.push(obsWindow, obs) The model is ready only when the window is full. 3) Model Initialization The script initializes a 3 state model with: Uniform initial state probabilities A transition matrix seeded with high persistence and equal small jump probabilities State means initialized around zero with a configured separation State variances initialized to a configured starting value Key logic: Stay probability equals initialPersistence Jump probability equals the remaining probability split across other states This gives the HMM a stable starting point before training. 4) Emission Model: Gaussian per State Each state emits observations using a Gaussian density: math.exp(-0.5 * d * d / varS) / math.sqrt(TWO_PI * varS) Variance uses a floor: float varS = math.max(array.get(this.vr, s), varMin) This prevents variance collapse and numeric instability. 5) Forward Algorithm with Scaling The script computes the forward probabilities alpha and applies scaling coefficients c to prevent underflow. It then recovers log likelihood from the scaling coefficients: this.logLik := -sum(log(c )) This is essential because HMM sequences quickly underflow without scaling. 6) Backward Algorithm with Scaling The backward probabilities beta are computed using the scaling values from the forward pass, ensuring alpha and beta remain numerically stable across the entire window. 7) Expectation Step: Gamma and Xi Gamma represents posterior probability of being in state i at time t . Xi represents posterior probability of transitioning from i to j between t and t+1 . Xi is normalized per time step: xij = xi_raw / denom Gamma is computed as the sum of xi across outgoing transitions for each state: gamma(t, i) = sum_j xi(t, i, j) 8) Maximization Step: Updating Parameters Initial probabilities update from gamma at time 0: pi = gamma(0, i) Transition probabilities update from xi sums divided by gamma sums, with a transition floor and row normalization: Each transition is clamped to transitionFloor Each row is normalized to sum to 1 Means update as weighted averages of observations using gamma weights. Variances update as weighted squared deviation sums with a variance floor. 9) Retraining Schedule and Online Updates The model retrains when: It is not initialized yet Or the bar index matches the retrain interval shouldRetrain = ready and (not modelInitialized or bar_index % retrainEveryBars == 0) On retrain, Baum Welch is run for emIterations . Between retrains, the script performs a one step forward update of the posterior: hmm.forwardOne(posterior, obs, varianceFloor, posteriorTmp) This provides continuous posterior updates without full retraining on every bar. 10) Role Mapping to Bull, Range, Bear The script assigns which internal state corresponds to Bear and Bull by looking at the learned means: Bear state is the state with the minimum mean Bull state is the state with the maximum mean Range is the remaining state index This mapping updates dynamically as the model learns. 11) Regime Score and Confidence The regime score is: score = pBull - pBear It is then scaled to 0 to 1: score01 = 0.5 + 0.5 * score Confidence is: confidence = max(pBull, pRange, pBear) This confidence drives background alpha and signal gating. 12) Probability Filters for Bias Bull filter requires: Bull probability above bullProbTrigger Confidence above signalConfidenceMin Bear filter requires similar conditions for Bear probability. Bias validity adds the requirement that the dominant regime role matches the direction: Bull bias requires dominantRole equals 1 Bear bias requires dominantRole equals minus 1 13) Extreme Pivot Logic for Reversal Candidates The script looks for pivots in the score line: ta.pivotlow(score01, pivotStrength, 1) ta.pivothigh(score01, pivotStrength, 1) It stores the most recent pivot low and pivot high along with the associated Bull or Bear probability at the pivot bar. A low extreme is valid if: Score at pivot is below dipScoreLevel Bear probability at pivot exceeds extremeProbMin A high extreme is valid if: Score at pivot is above topScoreLevel Bull probability at pivot exceeds extremeProbMin 14) Rebound Triggers After an extreme, the script waits for rebound triggers: Up rebound: ta.crossover(score01, reboundUpLevel) Down rebound: ta.crossunder(score01, reboundDownLevel) Rebound must occur within the reversal window bars from the extreme pivot. 15) Transition Edge and Asymmetry Logic The script computes predicted probabilities of switching toward Bull or Bear using the transition matrix and current posterior. It also computes transition asymmetry between the Bull to Bear and Bear to Bull transitions. A bullish switch condition requires: Switch edge greater than hmmEdgeMin Transition asymmetry favoring Bear to Bull at or above transitionAsymMin Bull probability greater than Bear probability A bearish switch condition uses the mirrored logic. This adds a model based confirmation that a regime switch is plausible, not only that the score bounced. 16) Momentum Confirmation Bull momentum requires: Bull probability rising Bear probability falling Bear momentum requires the opposite. These conditions prevent signals when probabilities are flat or conflicting. 17) Final Reversal Signal Construction Buy reversal requires: Valid low extreme Not consumed Inside reversal window Rebound up Bull probability and confidence filter Bullish HMM switch condition Bull momentum Sell reversal requires the mirrored set of conditions. The sell is suppressed if a buy is simultaneously true so conflicting signals do not print on the same bar. 18) Visualization Output The script plots: Probability curves for each regime A dominant probability area A thick score line colored by regime A regime strip column plot Fills between Bull and Bear curves and between rebound levels Adaptive background Optional markers for regime shifts Reversal markers as glow plus label style plots The info label consolidates the most important current state and threshold data for transparency.
Indikator Pine Script®
oleh UAlgo
1
Weekend Trend Trader - PresetsWeekend Trend Trader – Presets This strategy is an implementation of the Weekend Trend Trader concept popularized by Nick Radge . It is designed to run on a WEEKLY chart and aims to capture medium-term breakouts with a rules-based trailing stop. This is a systematic framework. It does not guarantee results. Markets can remain range-bound for long periods and generate false breakouts. How it works Timeframe constraint : the script enforces Weekly charts only. Breakout entry : a trade triggers when price closes above the previous N-week highest high. Momentum filter (ROC) : the breakout must occur with sufficient momentum. display on the chart with purple background Market regime (SPX) : the strategy monitors the trend of an index (default SPX). Display on the chart with square on the bottom Presets The script provides fixed presets designed to keep the system simple and consistent. Original – baseline parameters inspired by the original approach Performance – wider and fixed trailing stop Stops / exits The strategy uses a trailing stop based on the highest high since entry. The stop follows the position as the trade moves higher If the broader index trend weakens, the stop becomes tighter The position closes when price breaks the trailing stop Visual elements Breakout level (previous highest high) Trailing stop line Momentum regime background Index trend indicator Important notes This strategy focuses on capturing sustained trends rather than predicting short-term movements. The goal is consistency and disciplined execution, not catching every move in the market.
Strategi Pine Script®
oleh Konscio
The Holy Grail Holy Grail – Trend Pullback Framework The Holy Grail indicator is inspired by the pullback method described by Larry Connors and Linda Raschke in the book Street Smarts . The indicator is designed to identify structured pullbacks inside an established trend. It combines three common elements used in trend-following approaches: Trend definition with moving averages Trend strength with ADX Pullback confirmation using price action The objective is not to predict turning points. The indicator highlights moments where price retraces inside a dominant trend. Trend structure The trend is defined using two exponential moving averages: EMA 20 – short-term pullback reference EMA 50 – structural trend reference When EMA 20 is above EMA 50 the environment is considered bullish. When EMA 20 is below EMA 50 the environment is considered bearish. A visual cloud between the two averages helps identify the dominant regime. Trend strength filter (ADX) An optional ADX filter can be enabled. When active, signals are considered valid only if ADX is above the selected threshold. This helps avoid signals during weak or sideways conditions. The chart background highlights periods where the ADX condition is satisfied. Pullback detection A setup appears when price retraces toward the fast average. Bullish setup EMA 20 above EMA 50 Price retraces toward EMA 20 Price remains above EMA 50 Bearish setup EMA 20 below EMA 50 Price retraces toward EMA 20 Price remains below EMA 50 These conditions are marked with small circular markers. Circles indicate a setup candle. The setup represents the pullback bar that meets the method conditions. Triangles indicate the trigger candle, meaning price has broken the high or the low of the setup candle. Entry trigger The entry occurs on the next candle if price breaks the high or low of the setup candle. Bullish entry: price breaks the previous candle high Bearish entry: price breaks the previous candle low Triangles mark the trigger signals. Williams Fractals Optional Williams fractals highlight recent swing highs and lows. These levels can help identify: Potential stop locations Recent structural pivots Nearby breakout levels Important notes This indicator highlights structural market conditions, not guaranteed outcomes. Trend strategies work best during directional markets. Sideways periods can produce noise and false signals. The tool is designed to provide a consistent framework for identifying pullbacks inside trends. Users should combine the signals with their own risk management and execution rules.
Indikator Pine Script®
oleh Konscio
1