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Rata-Rata Pergerakan Eksponensial / Exponential Moving Average (EMA)

Ultimate RegimeUltimate Regime | MisinkoMaster Ultimate Regime is an advanced market environment classification tool designed to identify whether an asset is currently operating in a trending or mean-reverting regime. Instead of focusing on entry signals, the indicator concentrates on answering a more fundamental question: what type of market are we trading right now? By continuously evaluating market structure, volatility behavior, and directional persistence, the script provides a unified regime view that helps traders adapt strategy selection, risk management, and trade expectations to current conditions. This makes Ultimate Regime particularly valuable for traders using multiple systems, algorithmic frameworks, or discretionary approaches that perform differently depending on market state. Core Concept Markets alternate between expansion phases where directional movement dominates and contraction phases where price oscillates around equilibrium. Strategies built for one condition often underperform in the other. Ultimate Regime solves this by aggregating several environment measurements into a single regime score that expresses whether the market currently favors: โ€ข Trend continuation strategies โ€ข Breakout participation โ€ข Momentum trading or instead โ€ข Range trading โ€ข Mean reversion strategies โ€ข Oscillation-based setups The indicator therefore acts as a decision filter rather than a trade trigger. Key Features Unified regime classification combining multiple market characteristics Automatic detection of trending vs mean-reverting environments Smooth regime transitions to reduce noise and false flips Visual histogram representing regime strength Automatic chart candle coloring based on environment On-chart regime change labeling for clarity Configurable lookback and smoothing controls Works across all timeframes and asset classes Suitable for discretionary and systematic traders Designed for integration into multi-indicator workflows How It Works (Conceptual) Instead of relying on a single measurement, Ultimate Regime evaluates several dimensions of market behavior simultaneously, such as: โ€ข Price expansion versus contraction โ€ข Volatility shifts โ€ข Directional persistence โ€ข Structural movement characteristics These components are normalized and combined into a composite regime value. The result is then smoothed to ensure regime changes reflect genuine environment shifts rather than short-term fluctuations. When the combined regime value turns positive, the market is considered to favor directional movement. When it turns negative, price behavior favors oscillation and mean reversion. The internal weighting and transformation methods remain proprietary in the invite-only version. Regime States Explained Trending Regime Indicates directional dominance where price tends to move persistently in one direction. Momentum and breakout systems typically perform better under these conditions. Mean Reverting Regime Indicates oscillatory behavior where price frequently returns toward equilibrium zones. Range strategies and reversal setups often become more effective. Neutral Transitions Short transition periods may occur during regime changes as the environment reorganizes before committing to a dominant state. Visual Components Regime Histogram A histogram displays regime strength and direction, making it easy to gauge whether trending or reverting behavior dominates. Colored Candles Price candles automatically change color according to regime classification, allowing instant environment recognition directly on the chart. Regime Change Labels Labels appear when regime shifts occur, helping traders visually track transitions between trending and mean-reverting phases. Reference Thresholds Visual guide levels help users understand regime extremes and neutral zones. Inputs Overview Source Selects the price data used for regime analysis. High-Low Difference Lookback Controls how far back structural price expansion is evaluated. ATR Lookback Adjusts how volatility expansion or contraction is measured. Standard Deviation Lookback Defines the evaluation window for statistical price dispersion. ADX Lookback Controls directional persistence measurement sensitivity. Smoothing Period Applies smoothing to regime calculations, balancing responsiveness and stability. Higher smoothing reduces noise but delays regime changes. Lower smoothing reacts faster but may increase regime flipping. Usage Guidelines Use Ultimate Regime as a strategy filter rather than a direct entry signal. Trending regime environments generally favor: โ€ข Breakout systems โ€ข Momentum entries โ€ข Trend-following approaches โ€ข Pullback continuation trades Mean-reverting environments generally favor: โ€ข Range trading โ€ข Support and resistance reversals โ€ข Oscillation strategies โ€ข Counter-trend setups Regime analysis works best when combined with entry and risk tools rather than used standalone. Practical Applications Strategy selection switching between trend and range systems Position sizing adjustments based on environment strength Filtering trades that conflict with prevailing market behavior Algorithmic system optimization Portfolio regime monitoring Timeframe alignment analysis Parameter Tuning Notes Lower lookback values increase responsiveness but may produce faster regime changes. Higher lookback values stabilize regime detection for swing or position trading. Short smoothing periods work better for intraday trading. Longer smoothing periods help long-term traders avoid noise. Optimal settings vary by asset volatility and timeframe. Best Practices Combine regime detection with price structure and confirmation tools. Avoid forcing trend systems in reverting environments and vice versa. Use regime awareness to improve trade selection discipline. Backtest strategies separately for trending and mean-reverting periods. Summary Ultimate Regime provides a structured and adaptive view of market conditions by classifying whether the environment favors trend continuation or mean reversion. By separating environment analysis from trade signals, traders gain clarity in strategy selection and improve consistency across changing market conditions. The invite-only version preserves proprietary calculation methods while delivering a robust regime detection framework suitable for discretionary traders, system developers, and algorithmic strategies alike.
Indikator Pine Scriptยฎ
oleh MisinkoMaster
Standard Deviation Supertrend | GForgeStandard Deviation Supertrend ~ ๐’ข๐น๐‘œ๐“‡๐‘”๐‘’ A Supertrend indicator that replaces ATR with Standard Deviation for volatility measurement, combined with a selectable Moving Average anchor for noise reduction. โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ” What This Indicator Does This is a trend-following overlay that plots a single trailing line on your chart. When price is above the line, the trend is bullish. When price crosses below, the trend flips bearish. Signals fire on each flip. The core mechanic is identical to the classic Supertrend โ€” ratcheting bands that tighten in the direction of the trend and only reset when price breaks through the opposite side. โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ” Why Standard Deviation Instead of ATR ATR measures the average candle range. It treats all bars the same โ€” a strong directional candle and a choppy gap produce equal ATR contributions. Standard Deviation measures how far price disperses from its mean. During clean directional moves, prices cluster on one side of the mean, producing low StdDev and tighter bands. During erratic, sideways price action, prices scatter around the mean, producing high StdDev and wider bands. The result: the trailing stop naturally tightens when the trend is clean and loosens when conditions are noisy. This is adaptive behavior that ATR-based Supertrends don't provide. โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ” Two Smoothing Layers Raw Supertrend inputs can be noisy. A single wick or volatile candle can jerk the trailing band and cause a premature flip. This indicator addresses that with two optional smoothing layers: Anchor MA โ€” applies a Moving Average to the price source before bands are calculated. Instead of building bands around raw hl2 (which reacts to every wick), the bands are built around a smoother baseline. 11 MA types are available: โ€ข None (hl2) โ€” raw, classic Supertrend behavior โ€ข SMA, EMA, WMA โ€” standard options with varying lag โ€ข HMA โ€” very low lag, can overshoot on reversals โ€ข DEMA, TEMA โ€” reduced lag variants of EMA โ€ข VWMA โ€” volume-weighted, naturally anchors to high-volume levels โ€ข RMA โ€” Wilder's smoothing, very stable โ€ข ALMA โ€” Gaussian-weighted with tunable offset and sigma โ€ข T3 โ€” Tillson, extremely smooth with adjustable volume factor StdDev Smoothing โ€” applies an EMA to the raw Standard Deviation output before it scales the bands. This prevents abrupt band width changes when a volatile bar enters or exits the lookback window. Set to 1 to disable. Together, these improve parameter robustness โ€” small changes to settings produce smaller changes in output, meaning the indicator is less likely to break under slight parameter variation. โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ” Settings Overview โ€ข Anchor Source โ€” price input for the Supertrend. hl2 is the classic default. โ€ข StdDev Length โ€” lookback period for the Standard Deviation calculation. โ€ข StdDev Multiplier โ€” band width. Higher values require a larger move to flip direction. This serves the same purpose as a "threshold" in oscillator-based indicators. โ€ข Anchor MA Type / Length โ€” which Moving Average smooths the anchor, and its period. โ€ข StdDev Smoothing โ€” EMA period applied to the raw StdDev. 1 = no smoothing. โ€ข ALMA Offset / Sigma โ€” only active when ALMA is selected. โ€ข T3 Volume Factor โ€” only active when T3 is selected. โ€ข Current settings work best on BTC 1D โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ” Visual Elements โ€ข Glow trail โ€” the Supertrend line pulses with a layered glow that changes color on trend direction. โ€ข Trend fill โ€” gradient fill between price and the trailing line. โ€ข Inactive band โ€” shown as crosses, marking where the opposite flip point sits. โ€ข Anchor MA line โ€” subtle reference line showing the smoothed anchor (hidden when set to None). โ€ข Bar coloring โ€” candles colored by current trend direction. โ€ข Signal diamonds โ€” dual-layer markers (halo + core) on trend flips. All visual elements can be toggled on or off individually. 13 color themes are included. โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ” โš ๏ธ Disclaimer This indicator is a technical analysis tool, not financial advice. It does not guarantee profitable results. Past performance on any asset or timeframe does not indicate future results. No indicator can predict market direction with certainty. Always use proper risk management. Do not rely on any single indicator for trading decisions. Test thoroughly on your chosen instruments and timeframes before applying to live markets. You are solely responsible for your own trading decisions and outcomes. โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ”โ” Developed by ๐’ข๐น๐‘œ๐“‡๐‘”๐‘’
Indikator Pine Scriptยฎ
oleh GForge
TP-Trendไธญๆ–‡ ใ€ๅŽŸ็†ๆฆ‚่ฆใ€‘ ๆœฌๆŒ‡ๆ ‡่ทณๅ‡บไบ†ไผ ็ปŸโ€œไป…ไพ่ต–ๆ”ถ็›˜ไปทโ€็š„ๅฑ€้™๏ผŒ้‡‡็”จๅ…ธๅž‹ไปทๆ ผ $HLC/3$ ไฝœไธบๅบ•ๅฑ‚ๆ•ฐๆฎๆบใ€‚้€š่ฟ‡ๅฏนๅ‡็บฟ่ฟ›่กŒไบŒ้˜ถๅนณๆป‘ๅค„็†๏ผˆEMA of EMA๏ผ‰๏ผŒ่ƒฝๆฏ”ไผ ็ปŸๅŒๅ‡็บฟๆ›ดๆ—ฉๅœฐๅ‘็Žฐ่ถ‹ๅŠฟ่ฝฌๆŠ˜๏ผŒๅŒๆ—ถๆœ‰ๆ•ˆ่ฟ‡ๆปค้œ‡่กๅธ‚็š„ๅ‡็ช็ ดใ€‚ ใ€ๆ ธๅฟƒๅŠŸ่ƒฝใ€‘ ๅŒ้‡ๅนณๆป‘้€ป่พ‘๏ผš$X_2$ไธบๅ…ธๅž‹ไปทๆ ผ็š„ 6 ๅ‘จๆœŸๅนณๆป‘๏ผŒ $X_3$ไธบๅ…ถไบŒ้˜ถ 5 ๅ‘จๆœŸๅนณๆป‘๏ผŒๆ•ๆ‰ๅŠจ่ƒฝๅŠ ้€Ÿๅบฆใ€‚ ่ง†่ง‰ๅขžๅผบ็ณป็ปŸ๏ผš ่‡ชๅŠจไธบ K ็บฟ็€่‰ฒใ€‚็บข่‰ฒ/ๆฃ•่‰ฒไปฃ่กจๅคšๅคดๆณขๆฎต๏ผŒ็ปฟ่‰ฒไปฃ่กจ็ฉบๅคดๆณขๆฎตใ€‚ ไฟกๅท็กฎ่ฎค๏ผš ไบฎ้ป„่‰ฒ๏ผˆBuy๏ผ‰ไธŽๆทฑ่“่‰ฒ๏ผˆSell๏ผ‰ๆŸฑไฝ“็ฒพๅ‡†ๆ ‡่ฎฐ่ถ‹ๅŠฟๅผ•็ˆ†็‚นใ€‚ ้›ถๆœชๆฅๅ‡ฝๆ•ฐ๏ผš ็ฎ—ๆณ•ๅฎŒๅ…จๅŸบไบŽๆ—ถๅบๅŽ†ๅฒๆ•ฐๆฎ๏ผŒไฟกๅทไธๆผ‚็งป๏ผŒๅฏ็›ดๆŽฅ็”จไบŽๅฎž็›˜ๅ‚่€ƒใ€‚ ใ€ไฝฟ็”จๅปบ่ฎฎใ€‘ๅปบ่ฎฎ้…ๅˆๅคงๅ‘จๆœŸ่ถ‹ๅŠฟๆˆ–ๆˆไบค้‡ๆŒ‡ๆ ‡ไฝฟ็”จใ€‚ๅœจๆ—ฅ็บฟ็บงๅˆซๆ•ๆ‰ๆณขๆฎตไธปๅ‡ๆตชๆ•ˆๆžœๆœ€ไฝณใ€‚ English This script utilizes Typical Price ($HLC/3$) instead of standard Close prices to provide a more holistic view of market value. By applying a dual-smoothing EMA process, it identifies trend shifts with reduced lag while maintaining high sensitivity. Trend Coloring: Bars change color based on momentum (Red for Bullish, Green for Bearish). Actionable Signals: Distinct Yellow (Buy) and Blue (Sell) highlights on crossover bars. No Repaint: Purely mathematical approach based on historical data.
Indikator Pine Scriptยฎ
oleh william_wq
TrendStretch Strips (Boxed)Hereโ€™s a clean, professional description you can paste into TradingView: ๐Ÿ“Š TrendStretch Strips (Boxed) TrendStretch Strips is a compact, horizontal dashboard designed to quickly evaluate trend strength, price extension, and intraday positioning โ€” all in one glance. The top strip displays: EMA 8 / 21 / 50 and SMA 200 distance (%) Shows how far price is trading above or below key moving averages, with customizable color banding for extension strength. DTR vs ATR Compares todayโ€™s range to the average true range to measure expansion or compression. ADR% (20-day) Displays average daily range as a percentage of price to gauge volatility context. LoD %ATR Measures the distance from the current price to the low of day, expressed as a percentage of daily ATR โ€” helpful for intraday strength assessment. MTT (Minervini Trend Template Score) Aggregates key trend conditions into a simple score (e.g., 6/7 or 7/7). Optional second strip: Minervini Conditions 1โ€“7 (PASS/FAIL) Individual breakdown of trend template requirements for deeper structural analysis.
Indikator Pine Scriptยฎ
oleh jay_trader75
EMA/SMA RibbonThis indicator plots a two-line moving-average ribbon built from: 15-period EMA calculated on OHLC4 (Open+High+Low+Close)/4, with no offset 22-period SMA calculated on OHLC4, plotted with an offset of +6 bars The space between the two averages is filled to form a ribbon: Green ribbon when the EMA is above the SMA (using the SMAโ€™s plotted/offset position so the color matches what you see on the chart) Red ribbon when the SMA is above the EMA Notes / Behavior: The indicator uses the chart timeframe (no custom timeframe logic). Because the SMA is intentionally shifted forward by 6 bars, the ribbon color is calculated against the visually aligned SMA so the color reflects the displayed relationship between the two lines. No crossover markers or dots are plotted (ribbon-only). How to use: Use the ribbon color as a quick visual trend bias: Green generally suggests bullish bias (EMA leading above the shifted SMA) Red generally suggests bearish bias (EMA below the shifted SMA)
Indikator Pine Scriptยฎ
oleh MPR86
Buy Signal EMA& RSI [CocoChoco]โ–ˆ OVERVIEW This indicator is a momentum breakout tool designed for trend-following traders. It produces buy signals (long only). It is based on the "50-200 EMA & RSI25 crossover indicator" by rahulbalaji4574, which has been upgraded to Pine Script v6. Most importantly, I added filters to reduce false signals and improve overall timing. The core logic ensures you only enter a trade when a long-term trend is confirmed, momentum is surging but not exhausted, and there is significant market participation (volume). โ–ˆ KEY IMPROVEMENTS & LOGIC This version introduces several "Smart Filters" to the original base logic: Momentum Sweet Spot: Unlike the original which only required RSI > 50, this version requires the RSI to be between 55 and 80 and actively rising. This avoids "choppy" entries and overextended "blow-off tops." Trend Strength (ADX): An integrated ADX filter ensures the market is in a strong trend (ADX > 20) before a signal is generated. Risk Management (ATR Trailing Stop): A dynamic trailing stop-loss based on 1.5x ATR is plotted automatically to help you manage risk and lock in profits. Real-time Dashboard: A non-intrusive table in the bottom-right corner displays live RSI and ADX values for quick reference. โ–ˆ HOW TO USE Look for the Signal: A large green triangle appears below a bar when all trend, momentum, and volume conditions align. Manage the Trade: Use the plotted red line as your dynamic trailing stop-loss. If the price closes below this line, the trade is considered exited, and the stop will reset. Confirm with the Dashboard: Check the bottom-right corner to see if the market is gaining strength (ADX) or nearing exhaustion (RSI). โ–ˆ ADJUSTING SETTINGS You can fully customize the indicator by clicking the Settings (gear icon) next to the indicator name on your chart. Inputs Tab: Adjust the RSI thresholds, EMA lengths, or the ATR multiplier to fit your specific asset and timeframe. Style Tab: Change the colors of the 50/200 EMA, the trailing stop-loss line, and the signal triangles to match your chart's theme.
Indikator Pine Scriptยฎ
oleh CocoChoco1
MACD + RSI + EMASTRATEGY LOGIC --- LONG CONDITION --- 1. Trend is Up (Price > EMA) 2. MACD Bullish Crossover (Momentum Starting) 3. RSI is Healthy (Between 50 and 70) - Buyers strong, but not exhausted --- SHORT CONDITION --- 1. Trend is Down (Price < EMA) 2. MACD Bearish Crossover (Momentum Dropping) 3. RSI is Healthy (Between 30 and 50) - Sellers strong, but not exhausted --- EXITS --- Exit Long if RSI gets too hot (> 75) or Trend Reverses Exit Short if RSI gets too cold (< 25) or Trend Reverses
Strategi Pine Scriptยฎ
oleh abishek_philip24
Double Colored EMADouble Colored EMA is a trend-following indicator that plots two Exponential Moving Averages (EMAs) on the chart and dynamically changes their color based on their direction. Each EMA turns: Green when rising Red when falling This provides an instant visual confirmation of market momentum and trend shifts without adding extra indicators to your chart. The default setup uses: 50 EMA (faster, thinner line) 200 EMA (major trend, thicker line) โš™๏ธ Features Dual EMA setup (50 & 200 by default) Dynamic slope-based coloring Clean and lightweight design Clear visual hierarchy (200 EMA thicker than 50 EMA) Works on all timeframes and markets ๐Ÿ“Š How It Works The indicator calculates two EMAs from the selected source (default: close price). Color logic: If the current EMA value is higher than the previous value โ†’ Green (uptrend momentum) If the current EMA value is lower than the previous value โ†’ Red (downtrend momentum) This allows traders to quickly identify trend continuation or potential reversals. ๐ŸŽฏ Ideal For Trend trading EMA 50 / 200 crossover systems Dynamic support & resistance Market structure filtering Scalping, intraday, and swing trading
Indikator Pine Scriptยฎ
oleh Trader-Berke
Nova_Stream Indicator V16.1Technical Documentation: Nova_Stream V16.1 Core Methodology Nova_Stream is a multi-layered trend analysis framework designed for Version 6 of Pine Script. It operates by analyzing the convergence and divergence of two distinct moving average clusters against a long-term institutional baseline. Unlike standard oscillators, Nova_Stream evaluates market "velocity" through linear regression and volatility-adjusted distance metrics. The Multi-Wave Engine The system processes price data through 12 specific Exponential Moving Averages (EMAs), divided into two functional groups: Momentum Cluster (Traders Group): Six blue EMAs (Periods 3 to 15) tracking immediate liquidity and short-term trend shifts. Value Cluster (Investors Group): Six orange EMAs (Periods 50 to 100) representing the core psychological support and resistance zones of the market. The Backbone (Institutional Filter): A 200-period EMA that acts as a global trend switch. For a signal to be valid, price action must maintain a specific relationship with this line to ensure institutional alignment. The Intelligent Dashboard (UI Engine) The integrated dashboard serves as a real-time data processor. It translates complex mathematical states into a readable format: Market Status: Uses Linear Regression to determine the slope of the Backbone. If the slope is within the slopeThreshold, the market is classified as RANGE. Squeeze Radar: Monitors the distance between the Momentum and Value clusters. A "Squeeze" alert is triggered when the distance is less than a fraction of the ATR, signaling potential volatility expansion. Correction Risk: Measures the standard deviation of price from the Value Cluster. High deviation triggers an OVERBOUGHT/OVERSOLD warning to prevent entries at exhaustion points. Volume Flow: A cumulative net-volume tracker that filters out low-conviction price moves. Alert System Architecture Nova_Stream includes a comprehensive alert suite based on alertcondition. These are designed to be used for both "Execution" and "Risk Management". Nova/SuperNova Signals: Triggered when all technical layers (Trend, Volume, and MTF) align. Safe Exit (SF): A specialized alert for closing positions. It triggers when the price shows exhaustion (Overbought/Oversold) and loses its momentum relative to the exitWave. Multi-Timeframe (MTF) Verification To increase the probability of success, the script includes a built-in MTF filter. It automatically fetches the trend state of a higher timeframe (e.g., 1-hour trend for a 10-minute chart) to ensure the user is not trading against the dominant market direction. Disclaimer: This script is an educational and analytical tool only. It is not intended to be financial advice, and should not be used as the sole basis for any investment decision. Trading involves significant risk, and past performance is not indicative of future results. The author of this script shall not be held liable for any financial losses incurred through the use of this tool. Always perform your own due diligence and consult with a certified financial professional before trading.
Indikator Pine Scriptยฎ
oleh shadi1982iphone
EMA 20/30/50 First Order Appearanceusing three ema 20 + 30+ 50 whenever cross happen u will get sign using three ema 20 + 30+ 50 whenever cross happen u will get sign using three ema 20 + 30+ 50 whenever cross happen u will get sign using three ema 20 + 30+ 50 whenever cross happen u will get sign using three ema 20 + 30+ 50 whenever cross happen u will get sign using three ema 20 + 30+ 50 whenever cross happen u will get sign using three ema 20 + 30+ 50 whenever cross happen u will get sign using three ema 20 + 30+ 50 whenever cross happen u will get sign using three ema 20 + 30+ 50 whenever cross happen u will get sign using three ema 20 + 30+ 50 whenever cross happen u will get sign using three ema 20 + 30+ 50 whenever cross happen u will get sign using three ema 20 + 30+ 50 whenever cross happen u will get sign
Indikator Pine Scriptยฎ
oleh hamama0tx
1
Clouds and Diamondsโ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ• CLOUDS AND DIAMONDS INDICATOR โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ• OVERVIEW -------- A visual trend analysis tool displaying four moving average "clouds" on your chart, each representing a different time horizon. Helps identify trend direction and current trend state at a glance. THE CLOUDS ---------- Each cloud is formed by the space between an EMA and SMA of the same period. Color-coded by "metal" for quick timeframe identification: Cloud | Default | Color | Purpose ------------|---------|--------|---------------------- Period 1 | 21 | Pink | Short-term trends Period 2 | 50 | Bronze | Medium-term trends Period 3 | 100 | Silver | Longer-term trends Period 4 | 200 | Gold | Major long-term trends Cloud border colors indicate trend direction: - Green border = Bullish (EMA above SMA) - Red border = Bearish (EMA below SMA) THE SIGNALS ----------- At the end of the chart, each cloud displays its current trend state: Signal | Shape | Meaning ----------|-------|---------------------------------------- Diamond | * | Currently bullish (EMA above SMA) X-Cross | X | Currently bearish (EMA below SMA) Note: Markers appear only on the last bar, providing a clean summary of current trend conditions across all timeframes. Signal sizes increase with period length โ€” larger signals represent longer-term trends. HOW TO USE IT ------------- 1. Identify the trend โ€” Look at cloud border colors. Multiple green = strong uptrend; multiple red = downtrend. 2. Check the end-of-chart signals โ€” Diamonds = bullish, X = bearish. Multiple diamonds across timeframes = strong bullish alignment. 3. Weigh by timeframe โ€” A diamond on Gold (200) carries more weight than Pink (21). Look for multi-timeframe confirmation. 4. Gauge trend strength โ€” Price above all clouds = strong trend. Clouds converging or price entering them = momentum slowing. QUICK REFERENCE --------------- Green cloud borders Bullish trend for that timeframe Red cloud borders Bearish trend for that timeframe Diamond (at end) Currently bullish X-Cross (at end) Currently bearish Larger marker Longer-term timeframe All diamonds Strong bullish alignment All X-crosses Strong bearish alignment Mixed signals Consolidation or transition โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•โ•
Indikator Pine Scriptยฎ
oleh alex_7750815
Game Theory EMA with an alternate strategy Game Theory EMA Strategy โ€“ Trend-Following with Utility & Nash Filters This open-source strategy combines classic EMA crossover trend-following with simplified game-theory-inspired decision filters to improve entry quality and reduce whipsaws. Core Concept Traditional EMA strategies often suffer from false signals in ranging or low-conviction markets. This version adds lightweight game-theory proxies: - **Expected Utility** (EU): estimates relative strength of buyers vs sellers using RSI momentum, volume weighting, and trend bias - **Nash Equilibrium Proxy**: flags when buyer/seller forces are roughly balanced (low utility gap) โ†’ avoid trading in equilibrium (indecision/chop) - **Momentum Strength Ratio**: measures recent bullish vs bearish candle dominance These act as confirmation layers on top of EMA crossovers + trend filter + standard technical filters (ADX, volume, RSI), creating higher-confluence entries. Key Components & Logic 1. EMA Signals - Fast EMA (default 9) crosses above Slow EMA (21) โ†’ potential long - Fast crosses below Slow โ†’ potential short - Price must be above/below Trend EMA (50) for directional bias 2. Game Theory Filters (optional) - Buyer/Seller Expected Utility: combines RSI position, volume weight, trend direction - Utility Gap: absolute difference between buyer & seller EU โ†’ requires minimum gap (default 0.15) - Nash Equilibrium: low gap (<0.1) โ†’ market in balance โ†’ skip trade if filter enabled - Momentum Strength: ratio of bullish candles in lookback period 3. Additional Filters (toggleable) - ADX trend strength (medium or higher) - Volume surge (> SMA ร— multiplier) - RSI not in extreme zones (20โ€“80) 4. Risk & Trade Management - ATR-based stop (default 1.2ร— ATR) - Fixed R:R target (default 1.5:1) - Max trades per day, max daily loss %, optional time filter - Multiple exit reasons: target hit, trend break (EMA slow), equilibrium, time-based Visuals & Dashboard - Fast (blue), Slow (red), Trend (orange) EMAs - Green/red background for up/down trend - Yellow background during Nash equilibrium (indecision zone) - Entry triangles + stop/target lines - Top-right info table showing: - Position, Trend, ADX strength - Buyer/Seller EU, Utility Gap, Nash status - Total trades & win rate - Trades today / daily limit Alerts - "GT Strategy: Long Signal" - "GT Strategy: Short Signal" - "GT Strategy: Nash Equilibrium" (warning) Realistic Backtesting & Usage Guidelines To publish non-misleading results: - Initial Capital: $10,000 โ€“ $50,000 (realistic retail/futures account) - Position sizing: 1โ€“3% equity per trade (change default_qty_value from 95%!) - Commission: 0.03โ€“0.1% per side or $4โ€“$10 RT per contract (futures) - Slippage: 1โ€“5 ticks (futures/indices) or 0.5โ€“2 pips (forex) - Dataset: โ‰ฅ12โ€“36 months on chosen timeframe (aim for 300โ€“800+ trades) - Risk per trade: 0.5โ€“2% max โ€” never exceed sustainable levels Expectations: - Best on trending instruments (NQ, ES, GC, XAUUSD, BTC, major forex) during active sessions - Fewer signals in choppy/low-volatility periods (Nash filter helps) - Drawdowns common during ranging markets โ€” this is a trend-biased system, not reversal - News events can cause false entries โ€” use time filter or manual discretion How to Use 1. Apply to high-liquidity symbols (NQ1!, ES1!, GC1!, XAUUSD, BTCUSD, EURUSD) 2. Timeframes: 5mโ€“1h for day trading, 4hโ€“daily for swing 3. Start with defaults: 9/21/50 EMAs, Nash & utility filters on, 1.5:1 R:R 4. Trade only when multiple filters align (EMA cross + utility edge + volume + trend) 5. Avoid major news or use wider stops 6. Forward-test on demo for 2โ€“3 months minimum Publish Recommendation - Use a clean chart: only this strategy, no extra indicators/drawings - Show realistic Strategy Tester results with commission/slippage applied - Screenshot during trending period with visible EMA cross, entry, stop/target lines, and info table Educational tool โ€” open-source for learning trend + decision-theory concepts. Not financial advice. Trading carries very high risk of loss โ€” test thoroughly and trade responsibly. Feedback welcome โ€” especially on utility calculation or filter combinations!
Strategi Pine Scriptยฎ
oleh uzair2join
Game Theory EMA Strategy - High Accuracy# Game Theory EMA Strategy - High Accuracy Trend Following ## Overview This strategy combines the proven reliability of EMA crossover signals with advanced game theory validation to achieve high-accuracy trend following. By integrating Expected Utility calculations, Nash Equilibrium detection, and Replicator Dynamics, the strategy filters out low-probability setups and only trades when mathematical edge is confirmed. ## Core Strategy: EMA Crossover System The foundation is a classic triple EMA system, one of the most reliable trend-following approaches: **EMA Configuration:** - **Fast EMA (9)**: Quick response to price changes - **Slow EMA (21)**: Confirmation trend line - **Trend Filter EMA (50)**: Major trend direction **Entry Rules:** - **LONG**: Fast EMA crosses above Slow EMA while price is above Trend EMA - **SHORT**: Fast EMA crosses below Slow EMA while price is below Trend EMA This ensures trades are only taken in the direction of the primary trend, significantly improving win rate. ## Game Theory Enhancements ### 1. Expected Utility Theory Calculates the mathematical advantage for buyers vs sellers: **Buyer Expected Utility (EU_Buyer):** - Based on RSI momentum and volume probability - Weighted by market volatility - Favors bullish entries when RSI shows strength without being overbought **Seller Expected Utility (EU_Seller):** - Mirror calculation for bearish setups - Identifies when sellers have mathematical edge - Filters bearish entries for optimal timing The strategy only enters trades when one side has clear utility advantage over the other. ### 2. Nash Equilibrium Detection Identifies market states where buyers and sellers are in balance (equilibrium): - When utilities are within 20% of each other, market is "fair game" - Nash equilibrium zones are avoided (yellow background) - Prevents trading during choppy, directionless markets - Ensures capital is only deployed when edge exists **Mathematical Basis:** A Nash equilibrium exists when no participant can improve their outcome by changing strategy. In trading terms, this means neither bulls nor bears have an advantage - avoid trading here. ### 3. Replicator Dynamics Models evolutionary strategy dominance: - Tracks which strategy (bullish/bearish) is "winning" over recent periods - Calculates the proportion of up bars vs down bars - Confirms that the dominant strategy aligns with entry direction - Based on evolutionary game theory - successful strategies replicate ## Additional High-Accuracy Filters ### ADX Trend Strength Filter - ADX (Average Directional Index) measures trend strength - Default threshold: 25 (strong trend required) - Prevents entries during weak, ranging markets - Can be toggled on/off ### Volume Confirmation - Requires volume 20% above average - Confirms institutional participation - Filters weak signals with low conviction - Optional filter (can be disabled) ### Risk Management - **ATR-Based Stops**: Dynamic stop loss adapts to volatility (1.5 ร— ATR) - **Risk:Reward Ratio**: 2:1 default (3 ATR target vs 1.5 ATR stop) - **Trend Exit**: Closes on opposite EMA crossover - **Equilibrium Exit**: Closes when market enters Nash equilibrium ## Visual Elements **Chart Overlays:** - **Blue Line**: Fast EMA (9) - Entry signal generator - **Red Line**: Slow EMA (21) - Confirmation line - **Orange Line**: Trend Filter EMA (50) - Major trend - **Green/Red Background**: Trend direction indicator - **Yellow Background**: Nash Equilibrium zones (no-trade areas) - **Green/Red Lines**: Active stop loss and take profit levels **Entry Signals:** - **Green Triangle Up**: Long entry signal with all confirmations - **Red Triangle Down**: Short entry signal with all confirmations **Lower Pane Indicators:** - **Utility Advantage**: Green when buyers have edge, red when sellers have edge - **Bull Dominance**: Shows evolutionary strategy strength **Info Table (Top Right):** - Current position status - Trend direction - ADX value (trend strength) - Expected Utility for buyers and sellers - Nash Equilibrium status - Performance metrics (total trades, win rate) ## Parameters ### EMA Settings - **Fast EMA (9)**: Responsive entry signal line - **Slow EMA (21)**: Trend confirmation - **Trend Filter EMA (50)**: Major trend direction ### Game Theory Settings - **Game Theory Period (14)**: Lookback for utility calculations - **Nash Equilibrium Filter**: Toggle equilibrium avoidance - **Utility Confirmation**: Require mathematical edge for entries ### Risk Management - **Risk:Reward Ratio (2.0)**: Target profit vs stop loss - **ATR Period (14)**: Volatility measurement period - **ATR Stop Multiplier (1.5)**: Stop distance in ATR units ### Filters - **Use ADX Filter**: Require strong trend (ADX > threshold) - **ADX Threshold (25)**: Minimum trend strength - **Volume Filter**: Require volume spike for entries ## How to Use ### Recommended Markets and Timeframes **Cryptocurrency (BTC, ETH):** - Timeframe: 4H or Daily - Use all filters enabled - Expected win rate: 65-75% **Stocks (AAPL, TSLA, SPY):** - Timeframe: Daily - Use all filters enabled - Can disable volume filter for low-volume stocks **Forex (EUR/USD, GBP/USD):** - Timeframe: 1H or 4H - Reduce ATR multiplier to 1.0 - Keep all filters enabled ### Strategy Workflow 1. **Wait for EMA Crossover**: Fast crosses Slow in trend direction 2. **Confirm Trend**: Price must be on correct side of Trend EMA 3. **Check Filters**: ADX strong, volume elevated, not in equilibrium 4. **Validate Game Theory**: Expected utility must favor direction 5. **Enter Trade**: All conditions met = high-probability setup 6. **Manage Risk**: ATR-based stop and target automatically set 7. **Exit**: Either hit target, stop, or opposite crossover ### Optimization Tips **For Higher Win Rate (Lower Frequency):** - Increase ADX threshold to 30 - Increase ATR stop multiplier to 2.0 - Keep all filters enabled **For More Trades (Lower Win Rate):** - Decrease ADX threshold to 20 - Disable volume filter - Disable utility filter **For Different Markets:** - Adjust EMA periods (faster for intraday, slower for swing) - Modify ATR multiplier based on volatility - Test risk:reward ratios from 1.5:1 to 3:1 ## Strategy Statistics **Expected Performance (with all filters):** - Win Rate: 60-75% - Risk:Reward: 1:2 - Profit Factor: 1.5-2.5 - Max Drawdown: 10-20% - Trade Frequency: 5-15 trades per month (daily timeframe) **Key Advantages:** - Trend-following avoids counter-trend losses - Multiple confirmations reduce false signals - Game theory filters ensure mathematical edge - Dynamic stops adapt to market volatility - 2:1 R/R means only 40% win rate needed for profit ## Game Theory Mathematical Foundation ### Expected Utility Formula
Strategi Pine Scriptยฎ
oleh uzair2join