Multi-Symbol RSI Portfolio Simulator [Honestcowboy]The Multi-Symbol RSI Portfolio Simulator was build to test a theory, does the RSI indicator work in FOREX assets. Does it have predictive power. In this example the security function is used to fetch data for 40 different Forex pairs and it executes a very simple trading strategy. Sell when RSI hits 80, flatten if back below. Buy when RSI hits 20, flatten if back above. All executed on bar closes so no intra bar stuff.
🟦 🟦 🟦 Very Important Disclaimer
This is a very crude indicator which does not calculate trading costs and assumes perfect execution of trades with zero slippage. Forex markets carry high risk and most CFD brokers ask high spreads and trading costs so this approach will most likely only work on the H4 or above Daily charts. We are observing market behaviour here, it's a study of price action not an executable ready strategy. Do your own cost analysis, simulation if you want to take this idea further.
🟦 What is the point?
I build this indicator to prove that RSI indeed causes price action reactions especially on the intraday level in forex. Just like any study or paper not accounting for trading costs, this is just hypothetical and a starting point.
🟦 CALCULATION
On each bar close it will check RSI value for each pair in the list. If one of the pairs meets the condition for a long or short it will open that trade on next bar open and hold it till close. Add the profits/losses to the equity line. And if condition still true on next bar do it again, this is a very crude simple form of testing. Tradingview strategy tester is superior but does not allow for multi-pair trading.
Short Condition: RSI above 80
Short Exit: RSI below 70
Long Condition: RSI below 20
Long Exit: RSI above 30
The indicator also has 2 modes: Mean reversion and Trend mode. On default it uses Mean Reversion which is explained above. Trend mode does the exact opposite, so long above 80 short below 20.
I've also included a table with a heatmap showing all the trading pairs the indicator uses, it's current RSI value and color based on how close indicator is to shorting or longing it from green to red with gray being middle so no direction.
🟦 USE CASES
You can tweak the setting for different RSI values. Different RSI lengths and also freely change any trading pair inside the list to make your own test. I'm including some screenshots of tests here below:
Osilator
Sri- momentum Plus with Adjustable Hiline & Position Shift📈 Sri – Momentum Plus
Normalized Momentum with Adjustable Hilines & Position Shift
Sri – Momentum Plus is a custom, normalized momentum oscillator designed to provide clear, scalable momentum insight across any timeframe, with a strong focus on readability, adaptability, and multi-indicator compatibility.
The indicator combines normalized momentum, adaptive hilines, and vertical position control into a single coherent framework, making it suitable for both discretionary and systematic traders.
🔹 Core Concepts & Originality
1️⃣ Normalized Momentum Calculation
Momentum is derived from the difference between fast and slow averages of median price.
The raw momentum is normalized using either:
Volatility-based normalization (True Range smoothing), or
Price-average normalization
This keeps momentum behavior consistent across instruments and timeframes, avoiding distortion caused by volatility differences.
2️⃣ Sensitivity-Driven Adaptive Scaling
A single Sensitivity parameter controls:
Momentum amplitude
Histogram height
Upper and lower hiline distance
Hilines scale proportionally with sensitivity, rather than remaining fixed.
This preserves the internal structure of momentum across different trading styles and time horizons.
3️⃣ Adjustable Hilines & Vertical Position Shift
A unified offset control allows the entire indicator to be shifted up or down within the pane.
The following elements move together:
Normalized momentum line
Signal line
Histogram
Upper / lower hilines
This enables clean stacking of multiple oscillators without overlap.
4️⃣ Multi-Timeframe Momentum Support
Momentum can be calculated using:
Chart timeframe, or
Any selected intraday or higher timeframe (1 → Monthly)
Enables higher-timeframe momentum context while operating on lower-timeframe charts.
Calculations are performed with non-repainting logic (lookahead disabled).
5️⃣ Trend-Aware Histogram Visualization
Histogram coloring reflects:
Momentum relative to its signal line
Positive vs negative momentum zones
This provides intuitive visual feedback on:
Momentum expansion
Weakening phases
Transitional states
🔹 How to use this indicator
Common use cases:
Momentum confirmation for trend continuation
Assessing strength vs weakness within price swings
Comparing momentum behavior across instruments
Maintaining clarity in multi-indicator layouts
Suggested approach:
Use higher-timeframe momentum for directional bias
Combine with price action, structure, or volume for execution
Adjust sensitivity and offset to fit your chart layout
⚠️ Important Notes
This is a momentum analysis and confirmation tool, not a buy/sell signal generator
Best used as part of a broader trading framework
Normalization improves comparability, not prediction accuracy
🔒 Why the source is protected
This script incorporates:
Custom momentum normalization logic
Sensitivity-adaptive hiline architecture
Unified vertical shifting of all components
Multi-timeframe execution without repainting
While the methodology and usage are fully explained, the implementation details are protected to preserve originality.
✅ Summary
Sri – Momentum Plus delivers a flexible, normalized, and position-adjustable momentum framework, built for traders who require clarity, consistency, and multi-timeframe awareness in complex chart environments.
Liquidity TrailsLiquidity Trails
A Volatility-Anchored Market Expectation & Risk Mapping Tool
Have you ever been stopped out by normal market noise?
Have you noticed price reacting around “invisible boundaries” that aren’t obvious on a naked chart?
Liquidity Trails was designed to address exactly that problem — by mapping statistical daily price expectations using fixed higher-timeframe volatility data.
This indicator does not predict direction.
Instead, it helps traders understand where price is statistically expected to travel within a given session or period, allowing for more informed risk placement and expectation management.
📌 Core Features
1️⃣ Fixed Timeframe Volatility Anchoring
All calculations are derived from a user-selected anchor timeframe (Daily, Weekly, Monthly, or custom), ensuring that levels remain stable and unchanged when switching chart timeframes.
This prevents intraday recalculation noise and keeps reference levels consistent throughout the anchor period.
2️⃣ Average Daily Range (ADR) Projection
The indicator calculates ADR based on historical price ranges and projects:
Estimated upper expansion level
Estimated lower expansion level
These levels represent statistical price boundaries, not support or resistance claims.
3️⃣ ATR Context Levels
Average True Range (ATR) bands are plotted from the same anchor timeframe to provide context for volatility expansion vs contraction.
This allows traders to visually assess whether price is operating within, near, or beyond typical volatility conditions.
4️⃣ Volatility-Adjusted Stop Reference Levels
Optional stop reference levels are plotted at a configurable percentage of ADR (default: 60%), helping traders evaluate whether their risk placement is:
Too tight (high noise exposure)
Too wide (reduced reward efficiency)
Statistically aligned with market behavior
5️⃣ Timeframe-Independent Visualization
Levels are drawn using step-style plots, ensuring they:
Remain flat for the entire anchor period
Update only when a new anchor candle begins
Do not repaint intraday
🧠 How This Indicator Is Best Used
Liquidity Trails is intended as a context and risk framework, not an entry signal.
It complements:
Structure-based trading
Liquidity sweep models
Mean-reversion or expansion strategies
Discretionary and systematic approaches
Use price action, structure, or your existing strategy for entries — use this tool to define expectations and manage risk.
💡 Suitable For
Intraday traders seeking stable daily reference levels
Swing traders anchoring weekly or monthly volatility
Traders who want objective volatility context without clutter
🔔 Disclaimer
This indicator is a visual analytical tool only.
It does not provide trade signals or financial advice.
All trading decisions and risk management remain the responsibility of the user.
SuperTrend Strategy V4 [Filtered & Directional]
Strategy Type: Trend-Following / Breakout
Core Indicator: SuperTrend (ATR-based trailing stop)
Risk Profile: Variable (User-defined Risk per Trade)
Filtering: ADX, CHOP
1. Executive Summary
This strategy is an advanced trend-following system designed to capture significant market moves while rigorously filtering out "noise" and consolidation phases. Built on the classic SuperTrend indicator, V4 introduces a modular "Regime Filter" suite (ADX, Choppiness Index) to solve the common problem of "whipsaw" losses during sideways markets. It features dynamic position sizing based on account risk and allows for full directional control (Long-only, Short-only, or Bi-directional).
2. Core Logic (The Engine)
The primary signal generation relies on the SuperTrend indicator, which serves two purposes:
- Trend Definition: Determining the market direction (Bullish/Bearish).
- Trailing Stop Loss: Providing a dynamic exit point that moves with the price.
- Entry Signal: A trade is triggered when the price closes on the opposite side of the SuperTrend line (flipping the trend direction), provided that all enabled filters give permission.
Important Note: ATR Length and Factor are key parameters of the strategy; to get positive backtesting results, those should be aligned individually for each specific asset and timeframe.
3. The "Anti-Whipsaw" Filter Suite
To prevent overtrading in ranging markets, the strategy employs three selectable filters. These act as "logic gates" if any enabled filter says "No," the trade is skipped.
A. Choppiness Index (The Noise Filter):
- Purpose: Detects lack of trend.
- Logic: If the "Chop" value exceeds the threshold, the market is considered too chaotic. The strategy waits for the index to drop, indicating a return to directional movement.
- Default settings (recommended):
- Chop Length: 14
- Max Chop Threshold: 55
B. ADX (The Strength Filter):
- Purpose: Measures the strength of the current trend.
- Logic: Only permits entry if the Average Directional Index (ADX) is above a set threshold, ensuring momentum is present.
- Default settings (recommended):
- DI Length: 14
- ADX Smoothing Length: 5
- Min ADX Threshold: 15
4. Risk Management & Position Sizing*
Instead of fixed lot sizes, this strategy uses Volatility-Adjusted Sizing:
- Risk Per Trade: The user defines a fixed dollar amount to risk according to initial capital.
- Calculation: The script calculates the distance between the Entry Price and the SuperTrend (Stop Loss). It then mathematically determines the exact position size so that if the Stop Loss is hit, the loss equals the defined risk amount.
- Safety: Includes a failsafe for zero-division errors during extreme volatility (e.g., crypto flash crashes).
5. Directional Bias Control
Recognizing that different assets have different biases (e.g., Crypto is often long-biased; Forex pairs can be mean-reverting), V4 allows the user to toggle:
- Enable Longs: Toggle ON/OFF.
- Enable Shorts: Toggle ON/OFF.
Note: Disabling a direction prevents new entries but allows existing positions to close naturally to preserve capital.
6. Visual Aids
- Trend Lines: Green/Red SuperTrend line indicates active trailing stop.
- Regime Highlighting: The chart background turns Gray when the market is in a "No Trade Zone" (failed filter checks), allowing for instant visual backtesting of the filters' effectiveness.
UCY-DorukBot2 LiveTitle:
DorukBot2 aka Doruk DENİZ
Short Title:
DorukBot2
Author:
Uğur Çağrı YILMAZ
x.com
Co-Authors:
Murat DENİZ
Mehmet Sıddık TEMEL
Osman ÖZEN
Salih ÜNSAL
Serkan BODUR
Backtest parameters:
Backtested with default parameter of DorukBot2 XU030D1! 5 min BIST chart (with all available price data)
Backtested initial capital 100.000 TRY
Order size set as 100% of equity
Commission is set to 0.1% same as this is a brokerage default in Turkey.
DorukBot is a hit and run indicator so it's main purpose is to enter positions in intra-day movements at price action levels.
M1 RSIRSI (Relative Strength Index)
Measures price momentum to identify overbought and oversold conditions.
Volume
Shows trading activity strength; higher volume confirms strong moves.
MACD (Moving Average Convergence Divergence)
Tracks trend direction and momentum using moving average crossovers.
Stochastic Oscillator
Compares closing price to price range to spot reversals.
HoneG_CCIv18HoneG_CCIv18
This is a signal tool capable of both counter-trend and trend-following trading. Apply it to 1-minute charts.
For trend-following, it features a rapid-fire mode. When conditions align, rapid-fire mode activates, and two indicators signaling the rapid-fire timing will turn ON/OFF in sync with price extension moments.
逆張りも順張りも出来るサインツールです。１分足チャートに適用してください。
順張りには連打モードがあり、条件が揃うと連打モードが発動し、連打タイミングを知らせる二か所の表示が、価格が伸びるタイミングに合わせてON/OFFします。
Stochastic Long on 25 Crossover Strategy + ATR Filter 5 minThis Pine Script strategy is a momentum-based long-only system designed for 5-minute charts. It combines the Stochastic Oscillator for entry timing with an Average True Range (ATR) filter to ensure the market has sufficient volatility before entering a trade.
## Strategy Overview
The strategy focuses on catching "oversold" bounces while filtering out "choppy" or low-volatility periods that often lead to false signals. It is built for intraday traders who want disciplined session management and a visual dashboard for tracking performance.
HTB Reversal Pattern - RSI DivergenceHow this Script Works
Pivot Points: The script looks for "peaks" and "valleys" in the RSI indicator.
Divergence Logic: * Bullish: If the current price low is lower than the previous low, but the RSI low is higher than the previous RSI low, it indicates the selling pressure is fading despite the price drop.
Bearish: If the current price high is higher than the previous high, but the RSI high is lower than the previous RSI high, it suggests buying momentum is weakening.
The "Lookback" Offset: Because pivot points require a few bars to the right to be confirmed (defined by lbR), the labels will appear on the chart with a small delay (default is 5 bars). This is necessary to prevent "repainting" (signals that disappear after they appear).
DayTradeMind Combined High Win Rate IndicatorThis is a combined confirmation indicator that generates buy/sell signals only when multiple technical indicators align. It's designed to improve win rates by requiring confluence before triggering trades.
Core Components
1. MACD (Moving Average Convergence Divergence)
Detects momentum shifts through line crossovers
Acts as both a confirmation tool and a trigger mechanism
2. Donchian Channels
Tracks 20-period price range
Uses middle line to determine trend (price above = bullish, below = bearish)
3. SuperTrend
ATR-based trend following indicator
Provides clear bullish/bearish trend direction
4. %B Bollinger Bands
Measures price position within Bollinger Bands
Identifies oversold (buying opportunity) and overbought (selling opportunity) conditions
Signal Logic
The indicator uses a confirmation counting system:
Minimum Confirmations: Default requires 2 out of 4 indicators to agree
Buy Signal: Requires minimum bullish confirmations + a fresh trigger (MACD crossover or price crossing above Donchian middle)
Sell Signal: Requires minimum bearish confirmations + a fresh trigger (MACD crossunder or price crossing below Donchian middle)
This dual-requirement (confirmations + trigger) helps avoid late entries by ensuring fresh momentum.
Key Features
Adjustable sensitivity: Change minimum confirmations (1-4) to balance signal frequency vs. quality
Visual dashboard: Optional stats panel showing current market conditions
Built-in alerts: Automated notifications for trade setups
Clean visualization: BUY/SELL labels directly on the chart
Market Stress IndicatorMeasures Market Stress
Extreme high or low reading might signal a reversal or breakout - sometimes more time is needed and look divergences.
Feedback is welcome
TL Control PanelThe TL Control Panel is a comprehensive multi-timeframe dashboard that displays TrapLight signals across 8 different timeframes simultaneously (1m, 5m, 10m, 15m, 30m, 1h, 4h, Daily).
FEATURES:
• TL Column: Shows the Stochastic RSI K value with intelligent color coding:
- Bright Red (99.5-100): Max Sell zone
- Dim Red (95-99.5): Sell zone
- Yellow (5-95): Not Ready zone
- Dim Green (0.5-5): Buy zone
- Bright Green (0-0.5): Max Buy zone
• K/K Column: Displays Kriss/Kross signals when the 10 EMA crosses the 50 EMA
- Blue box = Kriss (10 crossed above 50 - Buy)
- Yellow box = Kross (10 crossed below 50 - Sell)
• GK Column: Shows Golden Kross signals (50 EMA crosses above 200 EMA - Buy)
• DK Column: Shows Death Kross signals (50 EMA crosses below 200 EMA - Sell)
All timeframes are fully customizable, allowing traders to enable/disable specific intervals. The dashboard provides instant visual confirmation of trend alignment across multiple timeframes, helping traders identify high-probability entry and exit points at a glance.
Elite Risk-On/Risk-Off Oscillator (6 pairs) The Elite Risk-On / Risk-Off Oscillator is a market-regime indicator designed to determine whether conditions favor aggressive risk-taking or defensive capital preservation rather than to predict price direction.
It combines six carefully selected relative-strength pairs that measure risk appetite across the most important parts of the market:
IEI/HYG (credit stress, weighted most heavily because credit often leads equities)
SPHB/SPLV (equity risk appetite via high-beta versus low-volatility stocks)
IWM/SPY (liquidity and growth sensitivity through small-caps versus large-caps)
MTUM/QUAL (trend durability versus balance-sheet quality)
XLY/XLP (consumer cyclicality, wants versus needs)
EEM/SPY (global risk and dollar-sensitive capital flows)
Each pair is evaluated using relative performance against a moving-average and slope filter to classify it as risk-on (+1), neutral (0), or risk-off (-1), with defensive ratios inverted so that positive readings always indicate risk-on conditions; the weighted signals are then aggregated, normalized to a -100 to +100 scale, and smoothed into a single oscillator. Readings above approximately +40 indicate a supportive risk-on environment where trends are more likely to persist, readings between -40 and +40 reflect transitional or choppy conditions with lower conviction, and readings below -40 signal a risk-off regime where capital preservation and defense should be prioritized.
The indicator is intended as a context and position-sizing tool, helping traders align strategy aggressiveness with underlying market conditions rather than relying on forecasts or narratives.
HoneG_CCIv17HoneG_CCIv17
This is a signal tool capable of both counter-trend and trend-following trading. Apply it to 1-minute charts.
For trend-following, it features a rapid-fire mode. When conditions align, rapid-fire mode activates, and two indicators signaling the rapid-fire timing will turn ON/OFF in sync with price extension moments.
逆張りも順張りも出来るサインツールです。１分足チャートに適用してください。
順張りには連打モードがあり、条件が揃うと連打モードが発動し、連打タイミングを知らせる二か所の表示が、価格が伸びるタイミングに合わせてON/OFFします。
CRR Trend Conformator v1.2CRR Trend Conformator v1.1 (Invite-Only)
CRR Trend Conformator v1.1 is an analysis-only momentum and trend alignment tool designed to help traders visually assess whether market conditions are conforming or diverging across multiple internal oscillators.
This indicator combines:
A higher-cycle stochastic structure to observe broader momentum positioning
A lower-cycle stochastic comparison to reflect short-term directional pressure
A custom RSI-based banker momentum module to highlight internal strength and stability
All parameters are pre-configured and locked to preserve consistency, reduce curve-fitting, and maintain a standardized analytical framework across markets and timeframes.
How it is intended to be used
To observe trend harmony between momentum layers
To assist in identifying momentum expansion, compression, or imbalance
To support contextual market analysis, not standalone decision-making
Important Notes
This is an invite-only, proprietary analytical tool
It is not a trading strategy and does not generate buy or sell signals
Intended strictly for educational and analytical purposes
Users should always apply independent judgment and risk managemen
Forecast OscillatorGeneral Overview
The Forecast Oscillator Plus (FOSC+) is not just another oscillator. It is an advanced quantitative analysis tool developed to bridge the gap left by traditional momentum indicators (like RSI or Stochastic) which often suffer from "lag" or remain pinned in extreme zones during strong trends.
This "Plus" version has been specifically engineered and optimized for high-velocity scalping and day-trading on assets like NAS100 (Nasdaq) and XAUUSD (Gold) using ultra-short timeframes (1-min, 5-min).
🛡️ Why is FOSC+ Different?
1. Linear Regression Intelligence
At the heart of this script is a powerful Linear Regression (LinReg) engine. Instead of comparing price to a simple average, FOSC+ calculates the percentage deviation between the current price and its predicted theoretical trajectory. This allows the indicator to identify not just if the price is "high" or "low," but if it is abnormally distanced from its current trend, signaling an imminent Mean Reversion.
2. Adaptive Dynamic Bands (Volatility-Adjusted)
A major weakness of classic oscillators is the use of fixed levels (e.g., 80/20). FOSC+ utilizes Standard Deviation to generate overbought and oversold zones that "breathe" with the market.
During high volatility, the bands expand to filter out noise and premature entries.
During low volatility, they tighten to capture precise turning points.
3. Institutional Volume Filter (Anti-Fakeout)
To succeed in the Nasdaq market, you must follow the "Smart Money." This script integrates a Volume Spike Filter. A signal (Buy/Sell) is only triggered if the current candle's volume is significantly higher than its moving average (adjustable multiplier). This ensures you only enter trades backed by real institutional strength.
4. Algo-Ready for PineConnector
The code has been structured for seamless automation. With built-in EMA smoothing to reduce 1-minute "market chatter," the signals are clean and sharp, minimizing execution errors when sending orders to MetaTrader 5 via PineConnector.
📈 Technical Trading Guide
Buy Signals (Green Triangle): Occur when the oscillator crosses above the dynamic oversold band OR crosses back above the zero line, provided that volume confirms the impulse.
Sell Signals (Red Triangle): Occur when the oscillator crosses below the dynamic overbought band OR breaks below the zero line from above, with volume confirmation.
Momentum Histogram: The colored columns indicate acceleration strength. Excellent for Trailing Stops: as long as the histogram is growing, the momentum is in your favor!.
⚙️ Recommended Parameters
Length (14): The "Sweet Spot" for balancing reactivity and reliability.
Smooth Len (4): Essential for 1-min charts to eliminate micro-fluctuations without adding lag.
Volume Mult (1.15): Filters out the bottom 15% of volume to keep only significant candles.
⚠️ Stress-Tested for Real Conditions
This script has been rigorously backtested with Slippage settings ranging from 10 to 25 points. Even under difficult market conditions with high spreads, the indicator maintains a positive expectancy, making it a premier tool for traders using Standard or Raw accounts.
TQQQ Framework v6This script is a simple trend‑following framework for trading TQQQ that combines long‑term bias, short‑term momentum, and mean reversion into one visual tool. It plots three moving averages (250‑SMA, 50‑SMA, 21‑EMA), colors the background by trend regime, and prints buy markers when price regains momentum in a bullish environment.
What it does
Uses a 250‑period SMA as the structural “bull/bear regime” filter, only looking for longs when price is above this line.
Uses a 21‑period EMA as the short‑term momentum line, turning green when price is above it and red when price is below it.
Uses a 50‑period SMA as a mean‑reversion reference level, plotted as a softer blue band for pullback zones.
Visual cues
Background turns green when price is above the 250‑SMA (TQQQ bullish focus) and red when below it (implying SQQQ or defensive stance).
The 21‑EMA color shifts dynamically (green/red), giving an immediate read on short‑term momentum without extra indicators.
Signal logic
Generates a buy signal only when:
The market is in a bullish regime (close > 250‑SMA), and
Price crosses back above the 21‑EMA, indicating momentum has resumed after weakness.
Marks this event with a triangle below the bar and exposes an alert condition so it can trigger TQQQ buy alerts automatically.
Related
Summarize main strategy rules in the script
List all user-configurable inputs and defaults
Explain allocation and position sizing logic used
Describe the risk management and stop rules
Identify indicators and formulas implemented in code
BE-QuantFlow: Adaptive Momentum Scalper█ Overview: QuantFlow: Adaptive Momentum Scalper
QuantFlow is a sophisticated algorithmic momentum trading method designed specifically for indices and high-beta stocks. it is an automated trade manager for indices. BE-QuantFlow acts as a Co-Pilot, analyzing how fast you are driving (Momentum) and how bumpy the road is (Volatility) to decide not just when to enter, but how to manage the gear shifts (hedging) safely.
🧠 How It Calculates
Momentum (The Speed) : Standard indicators (like RSI) treat every price candle equally. BE-QuantFlow uses a "Weighted Memory." It gives far more importance to what happened just now compared to 10 minutes ago. It checks the "Sustainance"—is the price closing near its high (strong buyers) or leaving long wicks (weak buyers)? This creates a "Weighted Score" that reacts instantly to fresh power.
Volatility (The Road Condition) : The script measures the movement of the current candle and sorts every single bar into three buckets: Small (Quiet), Mid (Normal), or Tall (Dangerous). in proportion to eating up the move done in the recent past.
🎯 When does an Entry Become "Valid"?
Conceptually, the script looks for a specific market state before taking a trade:
The "Wake Up" Phase: The market must transition from a "Sleep" state (low volatility, sideways movement) to an "Awake" state.
Unidirectional Energy: script don't just look for price going up / down. It looks for Agreement. This happens when the Volatility (expansion of range) aligns perfectly with Momentum (speed of buying/selling).
The View: A entry is valid when the market stops "chopping" up and down and starts "stretching" in one direction. The script waits for that precise moment where the "rubber band" stretches enough to confirm a move, but not so much that it's about to snap back.
█ The Scalping Engine: Hedging Made Simple
For a trader new to options, your biggest enemy is Time Decay (Theta). This script fights Time Decay using two specific "Defense Modes."
A. The "Flip" (The Shield)
When it happens: You are in a trade (e.g., Bought a Call), and the price starts moving slightly against you. It hasn't hit your Stop Loss, but the move is struggling (The Pull Back).
The View: "The trend is taking a break or pulling back."
The Action: The script automatically Hedges brought Option to yeild you a little while protecting further loss. It just turns a "waiting period" / "neutral period."
B. The "Spread" (The Anchor)
When it happens: The trade is going your way, but very slowly. Momentum is dropping.
The View: "We are winning, but Time Decay might eat our profits before we reach the target."
The Action: The script converts your trade into a Spread.
Why? This cancels out the effect of Time Decay. It anchors your profit, allowing you to stay in the trade longer without losing value to time.
█ The "Intra-Bar" Method (Crucial for Scalpers)
This is an Aggressive System . waiting for a candle to close (e.g., waiting 5 minutes) before giving a signal. In scalping, 5 minutes is an eternity. This is only and only for the Scalpers. It is designed to enter fast, capture quick moves, and exit or adjust immediately if the market conditions change.
Real-Time Logic : BE-QuantFlow calculates logic on every tick (every price change). It screams "GO" the second a condition is met.
The "Repaint" Reality : Because it is fast, you might see a label appear and then disappear if the price snaps back instantly. This is a feature, not a bug . It is hunting for the exact moment momentum breaks.
Trust the Alerts, Not the Labels : Do not trade by looking at the chart labels alone. They are for visual reference. You must trust the Alerts. If an alert fires, the math was valid at that millisecond, and the trade should be executed.
Transparency : Use the "Show Debug Levels" checkbox in the settings. This reveals what's happening under the hood (Stop Losses, Trigger points etc) in the form of alerts by helping you understand why an alert fired.
█ Do's and Don'ts
✅ Do's
Start Small : Keep the Lot Multiplier at 1 initially. Option can earn and burn you badly; get used to the rhythm.
Discipline is Key : If the Algo signals a "Hedge," you must Hedge. If you ignore or try to manually execute other option strike as the hedge thinking "it will recover loss back," you defeat the mathematical advantage of the system.
❌ Don'ts
Don't Manual Trade : The script tracks quantities, strikes, calls & puts internally. let the script do its intended job. Manually intervening can leave you with naked positions.
█ Risk & Protocols
⚠️ Margin Requirements
Because this script sells options (during Flips and Spreads), your broker will block more margin than a simple "Buy" trade.
Rule: Always keep a Margin Buffer. If a Hedge alert fires and you have zero free margin, the order will fail, leaving you exposed to a market crash.
⚠️ The "Hard Stop"
No algorithm can predict a war or a sudden news event (Black Swan).
Protocol: The script has a safety line (Dashed Line). If the "EXIT ALL" alert triggers, the trade is dead. Exit immediately. Do not hold onto hope.
⚠️ Intraday Only (Gap Risk)
This logic is designed for a continuous market. It cannot calculate what happens while the market is closed.
Golden Rule: Never carry positions overnight. A gap up or down the next morning can bypass all your hedges and stop losses. Ensure the "Intraday Square-off" setting is enabled to auto-close trades before the bell.
█ How to Start: A Quick Setup Guide
Step 1: Map Expiry Dates
Manually input your trading expiry dates in Settings -> Expiry Management.
Format: YYYY-MM-DD (e.g., 2025-12-25). Strict adherence required for DhanHQ.
Step 2: Configure Symbol & Size
Exchange/Symbol: Enter NSE and NIFTY (or your ticker).
Lot Multiplier: Default is 1. Set to 2 to double all quantities (e.g., Buy 2 becomes Buy 4).
IMPORTANT: Broker & Technology Heads-Up:
The alerts generated by this script ({"secret": "...", "alertType": "multi_leg_order"...}) are specifically formatted for the DhanHQ webhook structure.
Dhan Users: Plug-and-play.
Other Brokers: You need middleware to parse the JSON.
█ Risk Disclaimer & Advice
Trading options involves substantial risk.
Margin: Selling options requires significant margin. Keep a 15-20% cash buffer to handle adjustments instantly.
Testing: This strategy is optimized for NIFTY Weekly Options with TF of 5 to 15 Min. Effectiveness on BankNifty or Sensex is untested and may require parameter tuning.
Advice:
Paper Trade: Run for at least one expiry cycle before live deployment.
Consult: Seek professional financial advice before trading.
Practical Tips for Smooth Execution
For a new trader deploying this system, these operational tips are vital:
Capital Buffer: Do not trade at your limit. Always keep 10-15% free cash in your broker account. Adjustments require additional margin instantly. If margin is short, the order fails, and your hedge breaks.
Liquidity Awareness: The script trades "Far Deep OTM" options too in order to boost profit.
Trust the Process (but Verify): While the algo drives, you are the pilot.
Check your API connection every morning.
Ensure the "Expiry date" matches your real-world date.
Verify that your broker executed all legs of a multi-leg order (partial fills are rare but possible).
The "Human" Stop: If major news breaks (e.g., unexpected election results, war announcements), volatility can expand faster than any algo can react. It is acceptable—and smart—to pause the strategy during known "Black Swan" events or earnings releases.
█ Testing Scope, Feedback
⚠️ Important Note on Asset Classes:
This strategy logic and the associated strike step calculations have been rigorously tested ONLY on NIFTY Index Options with Weekly Expiry.
BankNifty / Sensex / FinNifty: The volatility characteristics and strike intervals with respect to delta, gamma effect and time left for expiry of these instruments differ significantly from NIFTY. The effectiveness of this strategy on these other scripts has not been verified and may require different parameter tuning.
We encourage traders to backtest this logic on other indices and share their findings! If you find a robust parameter set for BankNifty or observe unique behaviors on other scripts, please let us know in the comments below so we can improve the algorithm for everyone. Your feedback is appriciated.
BK AK-Momentum Pivot Wolf🐺 BK AK–Momentum Pivot Wolf — Momentum / Pivots / Confluence 🐺
🙏 All glory to Gd.
Built with standards and discipline passed down by my mentor — thank you for the lens and the insistence on structure over noise.
Update / Record
A previous version of this publication was hidden due to insufficient description. This republish is a complete, self-contained explanation of what the script does, how it works, and how to use it.
✨ What this script does
Pivot Wolf is a TSI-based momentum oscillator system that focuses on extremes → pivots → confirmation, then adds confluence layers (VWAP, MTF alignment, SNR, volume, regime) to reduce chop and low-quality signals.
It’s built to help you:
Identify momentum extremes using dynamic or static bands
Detect pivot points in the oscillator at those extremes
Mark divergences (regular + hidden) between price and oscillator
Confirm/grade signals using a scoring system (or legacy hard filters)
Visualize context via VWAP gating, MTF alignment, and regime state
Project post-pivot expectation zones via T1/T2 targets
Optionally enable historical learning that only applies overrides when validation is strong
🧠 How it works (high level)
1) Momentum engine (TSI blend)
Computes Fast and Slow TSI.
Optionally blends them using volatility weighting (ATR% normalized over a lookback) to adapt responsiveness.
Smooths momentum with a Signal EMA for cross/shift confirmation.
2) Bands define “extremes”
Dynamic mode uses StdDev (or robust MAD) over a lookback to size bands.
Static mode uses a fixed ± level.
Extremes are simply “momentum beyond the band,” with optional tolerance/smoothing.
3) Pivot detection (the main signals)
Uses oscillator pivot highs/lows.
A “strong” pivot is when a pivot forms outside the band (oversold/overbought).
Marker styling, sizes, and tooltips are configurable.
4) Divergence logic
Tracks the last two oscillator pivots and compares them to the last two price pivots:
Bullish divergence: price makes a lower low while oscillator makes a higher low
Bearish divergence: price makes a higher high while oscillator makes a lower high
Includes hidden divergences and optional “require extreme” filtering.
5) Confluence + scoring (0–100)
Instead of only hard rules, Pivot Wolf can compute bull/bear scores using:
VWAP position and/or slope gating
MTF direction alignment across selected timeframes
Signal-to-noise ratio filter (momentum vs signal noise)
Volume confirmation and regime adjustments
Acceleration / deceleration behavior
Structure + consolidation penalties
Signals can be shown as strong or weak (optional), based on your thresholds.
6) Targets / projections
After confirmed pivots, it projects expectation zones using recent run behavior:
T1 = 0.618 projection
T2 = 1.000 projection
Targets can display continuously or only when momentum approaches.
7) Optional historical learning
If enabled, it records pivot outcomes after N bars and runs a train/validation check before applying any learned overrides. If validation fails, it stays on manual settings.
🧭 How to use (simple workflow)
🧩 Check MTF dashboard for alignment (avoid fighting the stack).
🧱 Let momentum reach band extremes (OB/OS).
🔻🔺 Take pivot signals more seriously when score is strong + VWAP gate agrees.
💎 Use divergence as added weight, not as the trigger.
🎯 Manage around T1/T2 as structured expectation zones.
👁️🗨️ King Solomon Lens
“Solomon didn’t predict. He judged. He built tests that made truth show itself. Pivot Wolf is that: pivots as boundary stones, momentum as witness, acceleration as the confession. No hammer in the Temple — rules are cut before entry. When it’s quiet, it’s saving you. When it speaks, it’s a ruling.”
This is not financial advice. This is structure. If you wanted a fortune teller, you’ll hate this script. If you wanted a system that makes the market prove itself before you strike—welcome to the Wolf.
🙏 All glory to G-d—the source of all wisdom and every true edge. 🙏
Baskin Robbin Indicator by @MrwhyBTC Don't chase. Position
The edge isn't the coin it's knowing when the playbook flip
CRR Trend Conformator v1CRR Trend Conformator v1
CRR Trend Conformator v1 is a proprietary momentum-based trend confirmation oscillator designed to help analyze directional strength and structural momentum shifts in any market and timeframe.
This indicator uses a non-repainting Heikin-Ashi derived momentum engine, normalized with ATR, to visualize trend conformity through oscillator candles, zero-line transitions, and momentum expansion behavior.
Key Features
Normalized momentum oscillator with smooth adaptive behavior
Zero-line crossing logic to identify momentum phase shifts
Persistent trend state for visual conformity analysis
Structural swing-break detection for momentum continuation or failure
Fixed upper and lower zones for over-extension awareness
Clear momentum candle visualization in a separate indicator pane
Background highlighting during momentum break events
How to Use
Observe oscillator behavior around the zero line to assess momentum bias
Study momentum candles for strength, weakness, or consolidation
Use swing break highlights to understand momentum continuation dynamics
Zones help identify stretched or extreme momentum conditions
This tool is intended to support market analysis only and does not generate trade instructions.
Important Notes
Non-repainting logic (confirmed bars only)
Parameters are internally optimized and intentionally locked
Works across all instruments and timeframes
Designed for trend conformity and momentum structure study
Disclaimer
This indicator is provided for educational and analytical purposes only.
It does not constitute financial advice or a recommendation to buy or sell any instrument.
Users are responsible for their own trading decisions and risk management
Adaptive RSI [BOSWaves]Adaptive RSI - Percentile-Based Momentum Detection with Dynamic Regime Thresholds
Overview
Adaptive RSI is a self-calibrating momentum oscillator that identifies overbought and oversold conditions through historical percentile analysis, constructing dynamic threshold boundaries that adjust to evolving market volatility and momentum characteristics.
Instead of relying on traditional fixed RSI levels (30/70 or 20/80) or static overbought/oversold zones, regime detection, threshold placement, and signal generation are determined through rolling percentile calculation, smoothed momentum measurement, and divergence pattern recognition.
This creates adaptive boundaries that reflect actual momentum distribution rather than arbitrary fixed levels - tightening during low-volatility consolidation periods, widening during trending environments, and incorporating divergence analysis to reveal momentum exhaustion or continuation patterns.
Momentum is therefore evaluated relative to its own historical context rather than universal fixed thresholds.
Conceptual Framework
Adaptive RSI is founded on the principle that meaningful momentum extremes emerge relative to recent price behavior rather than at predetermined numerical levels.
Traditional RSI implementations identify overbought and oversold conditions using fixed thresholds that remain constant regardless of market regime, often generating premature signals in strong trends or missing reversals in range-bound markets. This framework replaces static threshold logic with percentile-driven adaptive boundaries informed by actual momentum distribution.
Three core principles guide the design:
Threshold placement should correspond to historical momentum percentiles, not fixed numerical levels.
Regime detection must adapt to current market volatility and momentum characteristics.
Divergence patterns reveal momentum exhaustion before price reversal becomes visible.
This shifts oscillator analysis from universal fixed levels into adaptive, context-aware regime boundaries.
Theoretical Foundation
The indicator combines smoothed RSI calculation, rolling percentile tracking, adaptive threshold construction, and multi-pattern divergence detection.
A Hull Moving Average (HMA) pre-smooths the price source to reduce noise before RSI computation, which then undergoes optional post-smoothing using configurable moving average types. Confirmed oscillator values populate a rolling historical buffer used for percentile calculation, establishing upper and lower thresholds that adapt to recent momentum distribution. Regime state persists until the oscillator crosses the opposing threshold, preventing whipsaw during consolidation. Pivot detection identifies swing highs and lows in both price and oscillator values, enabling regular divergence pattern recognition through comparative analysis.
Five internal systems operate in tandem:
Smoothed Momentum Engine : Computes HMA-preprocessed RSI with optional post-smoothing using multiple MA methodologies (SMA, EMA, HMA, WMA, DEMA, RMA, LINREG, TEMA).
Historical Buffer Management : Maintains a rolling array of confirmed oscillator values for percentile calculation with configurable lookback depth.
Percentile Threshold Calculation : Determines upper and lower boundaries by extracting specified percentile values from sorted historical distribution.
Persistent Regime Detection : Establishes bullish/bearish/neutral states based on threshold crossings with state persistence between signals.
Divergence Pattern Recognition : Identifies regular bullish and bearish divergences through synchronized pivot analysis of price and oscillator values with configurable range filtering.
This design allows momentum interpretation to adapt to market conditions rather than reacting mechanically to universal thresholds.
How It Works
Adaptive RSI evaluates momentum through a sequence of self-calibrating processes:
Source Pre-Smoothing: Input price undergoes 4-period HMA smoothing to reduce bar-to-bar noise before oscillator calculation.
RSI Calculation: Standard RSI computation applied to smoothed source over configurable length period.
Optional Post-Smoothing: Raw RSI value undergoes additional smoothing using selected MA type and length for cleaner regime detection.
Historical Buffer Population: Confirmed oscillator values accumulate in a rolling array with size limit determined by adaptive lookback parameter.
Percentile Threshold Extraction: Array sorts on each bar to calculate upper percentile (bullish threshold) and lower percentile (bearish threshold) values.
Regime State Persistence: Bullish regime activates when oscillator crosses above upper threshold, bearish regime activates when crossing below lower threshold, neutral regime persists until directional threshold breach.
Pivot Identification: Swing highs and lows detected in both oscillator and price using configurable left/right parameters.
Divergence Pattern Matching: Compares pivot relationships between price and oscillator within min/max bar distance constraints to identify regular bullish (price LL, oscillator HL) and bearish (price HH, oscillator LH) divergences.
Together, these elements form a continuously updating momentum framework anchored in statistical context.
Interpretation
Adaptive RSI should be interpreted as context-aware momentum boundaries:
Bullish Regime (Blue): Activated when oscillator crosses above upper percentile threshold, indicating momentum strength relative to recent distribution favors upside continuation.
Bearish Regime (Red): Established when oscillator crosses below lower percentile threshold, identifying momentum weakness relative to recent distribution favors downside continuation.
Upper Threshold Line (Blue)**: Dynamic resistance level calculated from upper percentile of historical oscillator distribution - adapts higher during trending markets, lower during ranging conditions.
Lower Threshold Line (Red): Dynamic support level calculated from lower percentile of historical oscillator distribution - adapts lower during downtrends, higher during consolidation.
Regime Fill: Gradient coloring between oscillator and baseline (50) visualizes current momentum intensity - stronger color indicates greater distance from neutral.
Extreme Bands (15/85): Upper and lower extreme zones with strength-modulated transparency reveal momentum extremity - darker shading during powerful moves, lighter during moderate momentum.
Divergence Lines: Connect price and oscillator pivots when divergence pattern detected, appearing on both price chart and oscillator pane for confluence identification.
Reversal Markers (✦): Diamond signals appear at 80+ (bearish extreme) and sub-15 (bullish extreme) levels, marking potential exhaustion zones independent of regime state.
Percentile context, divergence confirmation, and regime persistence outweigh isolated oscillator readings.
Signal Logic & Visual Cues
Adaptive RSI presents four primary interaction signals:
Regime Switch - Long : Oscillator crosses above upper percentile threshold after previously being in bearish or neutral regime, suggesting momentum strength shift favoring bullish continuation.
Regime Switch - Short : Oscillator crosses below lower percentile threshold after previously being in bullish or neutral regime, indicating momentum weakness shift favoring bearish continuation.
Regular Bullish Divergence (𝐁𝐮𝐥𝐥) : Price forms lower low while oscillator forms higher low, revealing positive momentum divergence during downtrends - often precedes reversal or consolidation.
Regular Bearish Divergence (𝐁𝐞𝐚𝐫) : Price forms higher high while oscillator forms lower high, revealing negative momentum divergence during uptrends - often precedes reversal or correction.
Alert generation covers regime switches, threshold crossings, and divergence detection for systematic monitoring.
Strategy Integration
Adaptive RSI fits within momentum-informed and mean-reversion trading approaches:
Adaptive Regime Following : Use threshold crossings as primary trend inception signals where momentum confirms directional breakouts within statistical context.
Divergence-Based Reversals : Enter counter-trend positions when divergence patterns appear at extreme oscillator levels (above 80 or below 20) for high-probability mean-reversion setups.
Threshold-Aware Scaling : Recognize that tighter percentile spreads (e.g., 45/50) generate more signals suitable for ranging markets, while wider spreads (e.g., 30/70) filter for stronger trend confirmation.
Extreme Zone Confluence : Combine reversal markers (✦) with divergence signals for maximum-conviction exhaustion entries.
Multi-Timeframe Regime Alignment : Apply higher-timeframe regime context to filter lower-timeframe entries, taking only setups aligned with dominant momentum direction.
Smoothing Optimization : Increase smoothing length in choppy markets to reduce false signals, decrease in trending markets for faster response.
Technical Implementation Details
Core Engine : HMA-preprocessed RSI with configurable smoothing (SMA, HMA, EMA, WMA, DEMA, RMA, LINREG, TEMA)
Adaptive Model : Rolling percentile calculation over confirmed oscillator values with size-limited historical buffer
Threshold Construction : Linear interpolation percentile extraction from sorted distribution array
Regime Detection : State-persistent threshold crossing logic with confirmed bar validation
Divergence Engine : Pivot-based pattern matching with range filtering and duplicate prevention
Visualization : Gradient-filled regime zones, adaptive threshold lines, strength-modulated extreme bands, dual-pane divergence lines
Performance Profile : Optimized for real-time execution with efficient array management and minimal computational overhead
Optimal Application Parameters
Timeframe Guidance:
1 - 5 min : Micro-structure momentum detection for scalping and intraday reversals
15 - 60 min : Intraday regime identification with divergence-validated turning points
4H - Daily : Swing and position-level momentum analysis with macro divergence context
Suggested Baseline Configuration:
RSI Length : 18
Source : Close
Smooth Oscillator : Enabled
Smoothing Length : 20
Smoothing Type : SMA
Adaptive Lookback : 1000
Upper Percentile : 50
Lower Percentile : 45
Divergence Pivot Left : 15
Divergence Pivot Right : 15
Min Pivot Distance : 5
Max Pivot Distance : 60
These suggested parameters should be used as a baseline; their effectiveness depends on the asset's volatility profile, momentum characteristics, and preferred signal frequency, so fine-tuning is expected for optimal performance.
Parameter Calibration Notes
Use the following adjustments to refine behavior without altering the core logic:
Too many whipsaw signals : Widen percentile spread (e.g., 40/60 instead of 45/50) to demand stronger momentum confirmation, or increase "Smoothing Length" to filter noise.
Missing legitimate regime changes : Tighten percentile spread (e.g., 48/52 instead of 45/50) for earlier detection, or decrease "Smoothing Length" for faster response.
Oscillator too choppy : Increase "Smoothing Length" for cleaner readings, or switch "Smoothing Type" to RMA/TEMA for heavier smoothing.
Thresholds not adapting properly : Reduce "Adaptive Lookback" to emphasize recent behavior (500-800 bars), or increase it for more stable thresholds (1500-2000 bars).
Too many divergence signals : Increase "Pivot Left/Right" values to demand stronger swing confirmation, or widen "Min Pivot Distance" to space out detections.
Missing significant divergences : Decrease "Pivot Left/Right" for faster pivot detection, or increase "Max Pivot Distance" to compare more distant swings.
Prefer different momentum sensitivity : Adjust "RSI Length" - lower values (10-14) for aggressive response, higher values (21-28) for smoother trend confirmation.
Divergences appearing too late : Reduce "Pivot Right" parameter to detect divergences closer to current price action.
Adjustments should be incremental and evaluated across multiple session types rather than isolated market conditions.
Performance Characteristics
High Effectiveness:
Markets with mean-reverting characteristics and consistent momentum cycles
Instruments where momentum extremes reliably precede reversals or consolidations
Ranging environments where percentile-based thresholds adapt to volatility contraction
Divergence-driven strategies targeting momentum exhaustion before price confirmation
Reduced Effectiveness:
Extremely strong trending markets where oscillator remains persistently extreme
Low-liquidity environments with erratic momentum readings
News-driven or gapped markets where momentum disconnects from price temporarily
Markets with regime shifts faster than adaptive lookback can recalibrate
Integration Guidelines
Confluence : Combine with BOSWaves structure, volume analysis, or traditional support/resistance
Threshold Respect : Trust signals that occur after clean threshold crossings with sustained momentum
Divergence Context : Prioritize divergences appearing at extreme oscillator levels (80+/15-) over those in neutral zones
Regime Awareness : Consider whether current market regime matches historical momentum patterns used for calibration
Multi-Pattern Confirmation : Seek divergence patterns coinciding with reversal markers or threshold rejections for maximum conviction
Disclaimer
Adaptive RSI is a professional-grade momentum and divergence analysis tool. It uses percentile-based threshold calculation that adapts to recent market behavior but cannot predict future regime shifts or guarantee reversal timing. Results depend on market conditions, parameter selection, lookback period appropriateness, and disciplined execution. BOSWaves recommends deploying this indicator within a broader analytical framework that incorporates price structure, volume context, and comprehensive risk management.
