Mulai

Osilator

King StrategyKing Strategy is an all-in-one TradingView edge for scalpers, swing traders and prop- or hedge-fund pros alike. It blends classic pattern flags with institutional-grade filters to pinpoint high-probability long entries and exits—and displays them with instant visual cues (buy/sell flags, dynamic backgrounds, trend-lines, support/resistance and volume-zones). Built-in time-of-day and cycle locks help tame overtrading, and every signal lives in a single Inputs panel so you can toggle filters, tweak risk parameters and dial in exits in seconds. Whether you’re chasing 1-minute scalps or planning multi-day swings, S85 keeps you in sync with the market—just fine-tune its tools to match your timeframe, liquidity and comfort with risk.
Strategi Pine Script®
oleh KingSignals_Com
Pythia Compass v 33.1Pythia Compass — Market Energy Direction Pythia Compass is a minimalist edition of the Pythia project, designed for traders who want a clear and fast view of the market’s internal energy direction. Despite its simple visual design, Compass runs on the same core algorithmic engine used in the advanced Pythia versions. It merges the system’s structural and energy signals into a compact visual output: a vertical market-energy direction scale a forecast-quality HUD configurable strength thresholds early detection of energy shifts before price reacts Compass does not display Pythia’s full graphical markup — only the final directional energy result, computed from the complete internal signal set. You can use Pythia Compass: as a standalone indicator for assessing strength and directional bias as a filter for any trading strategy as a lightweight companion to the full Pythia versions Pythia Compass — simple on the surface, powerful underneath. Built as an accessible entry point into the Sael Lab ecosystem and the Pythia algorithm family.
Indikator Pine Script®
oleh SaelLab
LHAMA Oscillator Suite [LTS]Overview The LHAMA Oscillator Suite is a collection of normalized, LHAMA-based oscillators built to make the behavior of the Low-High Adaptive Moving Average (LHAMA) easier to read in a separate pane. It translates LHAMA’s slope, distance, volatility buffer, intraday drift, and regime bias into six clear visual signals, with optional multi-timeframe overlays so you can compare your current chart to a higher-timeframe context at a glance. Core concept LHAMA is a custom adaptive moving average that responds more strongly when price is making new local highs or lows, and can optionally weight those moves by volume. The oscillator suite takes that adaptive line and derives several normalized measures (mostly scaled to ±100) around a zero line so you can: See when LHAMA is meaningfully trending vs flat Measure how far price has moved away from LHAMA in ATR terms Track how far the LHAMA trend has “stretched” into its ATR cloud buffer Follow intraday drift from a daily reset point Visualize simple bull / bear / neutral states as a background regime filter Available Oscillators LHAMA Slope Measures the angle of the LHAMA in ATR-normalized degrees, capped and rescaled to approximately –100 to +100. Positive values show rising LHAMA, negative values show falling LHAMA. The “Entry Slope (deg)” input defines when the line is considered strongly bullish or bearish. This is the primary trend-impulse oscillator in the suite. Price Distance to LHAMA Shows how far price is from the LHAMA in units of ATR, normalized to ±100. Large positive values indicate price trading well above the LHAMA; large negative values show price trading well below it. This is useful for spotting extensions away from the adaptive mean (for both continuation and mean-reversion style analysis). LHAMA Cloud Buffer Tracks the dynamic distance between LHAMA and its ATR-based “cloud boundary,” with the sign reflecting which side of the trend you are on. As the trend extends, the buffer widens; when LHAMA flips through the buffer, the sign changes. This makes it easy to see how mature or compressed a trend’s protective buffer is. Trend Regime Bias A smoothed, sigmoid transform of the LHAMA angle, converted to a bias between –100 and +100. Rather than focusing on raw slope, this oscillator highlights the underlying regime: values near +100 represent a strong bullish bias, values near –100 a strong bearish bias, and values near zero a more neutral environment. Session Drift from Reset Measures how far LHAMA has drifted from its value at a daily reset time (e.g., a futures session close), scaled by ATR and the square root of bars since reset. The result is a Z-score–style oscillator capped to ±100, which helps you gauge how extended the current session is relative to typical intraday movement. LHAMA State (Background) A simple state signal that classifies LHAMA as bullish, bearish, or neutral based on the angle and your slope threshold. It is typically used to tint the background of the oscillator pane, and can also be plotted from a higher-timeframe for regime stacking. Multi-timeframe overlays Each oscillator can optionally display a second, higher-timeframe (“MTF”) version drawn on the same scale. You can choose a custom MTF resolution (e.g., 15m while trading 1m), and independently toggle which MTF oscillators to show: MTF LHAMA Slope MTF Price Distance MTF Cloud Buffer MTF Regime Bias MTF Session Drift MTF LHAMA State background This allows you to, for example, trade from the lower timeframe while aligning entries with the higher-timeframe trend regime or mean-reversion context. Visualization and coloring All oscillators are plotted around a zero line , with optional reference bands at ±80 to highlight stronger conditions. Each oscillator can use one of three coloring styles: Gradient : color intensity increases with the magnitude of the signal. Flat : fixed bull / bear colors above and below zero. Single Color : a single color regardless of sign, for minimalistic views. A separate bull and bear color is available for each oscillator, and you can smooth most outputs with an EMA to reduce noise while keeping the raw calculations intact. You can also choose to disable to shaded area of each line for further visual differentiation. Key settings LHAMA settings : length, optional volume weighting, and a daily reset session to realign the moving average after overnight gaps. Volatility settings : ATR length for both slope normalization and distance calculations. Cloud settings : ATR multiplier used to define the LHAMA cloud buffer. Appearance : optional smoothing length, zero-line color, ±80 bands toggle, and all per-oscillator color choices. MTF overlays : higher-timeframe resolution and per-oscillator toggles for the MTF pack. The script does not use lookahead settings in its data requests and does not draw future values; all signals are computed using information available at each bar in real time, in line with TradingView’s execution model and publishing guidelines.
Indikator Pine Script®
oleh LHAMA-Trading
VCAI Stochastic RSI+VCAI Stoch RSI+ is a cleaned-up Stochastic RSI built with V-Core colours for faster, clearer momentum reads and more reliable OB/OS signals. What it shows: Purple %K line → bearish momentum strengthening Yellow %D line → bullish momentum building and smoothing Soft purple/yellow background bands → OB/OS exhaustion zones, not just raw 80/20 triggers Midline at 50 → balance point where momentum shifts between bull- and bear-side control Optional HTF mode → run Stoch RSI from any timeframe while viewing it on your current chart How to read it: Both lines rising out of OS → early bullish shift; pullbacks that hold direction favour continuation Both lines falling from OB → early bearish shift; bounces into the purple OB zone can become fade setups Lines stacked and moving together → strong, cleaner momentum Lines crossing repeatedly → low-conviction, choppy conditions OB/OS shading highlights exhaustion so you focus on moves with context, not every 80/20 tick Why it’s different: Classic Stoch RSI is hyper-sensitive and mostly noise. VCAI Stoch RSI+ applies V-Core’s colour-driven regime logic, controlled OB/OS shading, and optional HTF smoothing so you see momentum structure instead of clutter — making it easier to judge when momentum is genuinely shifting and when it’s just another wiggle.
Indikator Pine Script®
oleh Vectorcoresai
Orca Trade PendulumMomentum oscillator with dual-EMA engine, ATR normalization, and Flip reversal signals. Candle coloring and dynamic histogram included. Orca Trade Pendulum is a closed-source momentum and reversal detection oscillator designed to identify shifts in trend strength, momentum acceleration, and key turning points. It combines a dual-EMA engine, ATR normalization, a dynamic pendulum-style histogram, and a Flip-Signal system that highlights moments when momentum changes direction after leaving overbought or oversold zones. Key features: • ORCA Dual-EMA Momentum Engine • ATR-normalized oscillator for adaptive scaling • Pendulum Histogram showing momentum acceleration and deceleration • Flip Signals confirming momentum reversal after OB/OS exit • Automatic candle coloring on flip confirmation • Optional signal line for smooth trend interpretation • Overbought and oversold levels with background highlighting This is a protected-source script. The code is hidden and cannot be viewed or copied. The script is provided for testing and evaluation.
Indikator Pine Script®
oleh denbohammer
StrategyScript77 Is a rule-based strategy built on top of an Ichimoku based engine. Ichimoku concepts are used as the backbone for trend and momentum filtering, so the strategy tends to stay on the side of the dominant move instead of fighting it. The name “Super77” comes from the behavior I consistently observed in testing because the win rate tends to hover around the 70–80% range, often clustering around ~77% when used as intended. It’s not a promise or guarantee, but it reflects the core design philosophy: frequent, relatively small but steady wins, with controlled and manageable losses. Trading Style – Built for Conservative Traders Super77 is intentionally designed for traders who prefer a conservative and calm approach: Entries only at bar close The strategy waits for bar close confirmation before entering a position. No intrabar guessing, no chasing half-formed signals. If the signal is still valid at close, only then will it enter. Exits automated on bar close Exits are also managed on bar close, which makes the logic transparent, easy to review on the chart, and more robust in backtesting compared to tick-based or intrabar hacks. Semi-auto friendly If you like to keep some discretion, you can treat it as semi-automatic: Let the strategy generate entry signals Manually cancel or skip certain trades if market context changes (news, extreme volatility, etc.) This combination makes Super77 suitable for traders who don’t want to stare at the screen all day but still want structure and automation. How to Use Works best with bar-close execution (avoid trying to simulate intrabar fills if you want consistent behavior). Designed for conservative, trend-aligned trading, not for hyper-scalping or news gambling. Can be used as: Fully automated (let all entries/exits trigger on bar close), or Semi-automated (use alerts/signals but manually cancel some entries). Step-by-Step: Automation with Cornix (Webhook Setup) You can automate Super77 using Cornix by connecting TradingView alerts to your Cornix group via webhook. Note: Exact button names may differ slightly depending on Cornix / TradingView updates, but the flow is always the same: Cornix group → get webhook URL & mapping → TradingView alerts → signals sent to Cornix. (Optional) Map specific pairs / directions If you use UUID / signal mapping per symbol and per side (long/short), set them up in Cornix according to your own template. Super77 can be used either: On a single pair (simple setup), or On multiple pairs if your alert / webhook structure supports that. So you can pick many pairs with 1 script. Final Notes & Disclaimer Super77 is an educational and experimental trading tool, not financial advice. Past performance in back tests does not guarantee future results. Always: Test on demo or paper first Adjust risk to match your own profile Accept that losses and drawdowns are a natural part of any strategy If you’re looking for a strategy that reflects a conservative, confirmation-based trading style with a focus on steady win rate and smoother equity behavior, Super77 was built exactly with that mindset in mind.
Strategi Pine Script®
oleh Gui-YW
OPR Asia-New-York [Elykia]This Pine Script indicator, is designed to help traders identify potentially significant price zones based on morning and afternoon Opening Price Ranges (OPR), while integrating a customizable Relative Strength Index (RSI) to assess market momentum. Key Features: 1. Morning and Afternoon Opening Price Ranges (OPR): The indicator defines two distinct OPR periods: one for the morning and one for the afternoon (often used for European and American trading sessions, respectively). Initial OPR Boxes: For each period, a box is drawn in real-time during the defined opening range. It dynamically adjusts to encompass the high and low prices reached during that period. OPR Fixation: Once the initial opening period ends, the OPR box becomes fixed at the final high and low levels of that period. OPR Extensions: After the initial OPR is fixed, an extension box is drawn. This extension box maintains the price levels (high and low) of the initial OPR but extends horizontally in time, providing a continuous reference zone. Midline: Each box (initial and extension) is accompanied by a dashed midline, representing the midpoint of the OPR range. Color and Transparency Customization: Users can adjust the colors of the boxes, midlines, and their transparency for both initial OPRs and their extensions, independently for morning and afternoon. Adjustable Time Zone: A global time zone setting allows precise adaptation of OPR start and end times to the user's local trading session, which is crucial for the accuracy of these zones. 2. Integrated Relative Strength Index (RSI): A fully customizable RSI is included, calculated on the closing price. RSI Table (Optional): Displays the current RSI value in a table at the top right of the chart. The table's background color changes based on the RSI's state (green for neutral, red for overbought/oversold). Dynamic RSI Label (Optional): A floating label follows the price, displaying the current RSI value. This label also changes its background color (green/red) based on overbought/oversold levels. Full RSI Customization: Users can define the RSI length, overbought and oversold levels, text and background colors, text size for both the table and label, and the horizontal shift of the dynamic label. Originalities: Advanced OPR Management with Extension: Unlike many simple OPR indicators, this one offers sophisticated management of range fixation and extension. The extension that maintains the initial price levels is an asset for observing price reactions to these historical zones throughout the day. Dual OPR (Morning/Afternoon) with Independent Settings: The ability to clearly define and visualize two distinct OPRs for different trading sessions is highly beneficial for multi-market traders or those tracking major session openings. RSI Integration and Flexibility: The RSI is not just an add-on; it's finely integrated with distinct display options (table or dynamic label), allowing traders to choose how they prefer to visualize this crucial information without cluttering the chart. Global Time Zone Setting: The inclusion of a global time zone parameter is a practical feature that ensures the indicator's accuracy for traders worldwide, without requiring complex manual calculations. Setups for Information Here are some typical configurations that may be useful. These setups are starting points and should be adapted to your trading style and the instruments you use. OPR Setup "Europe/US Opening" (for EURUSD, European/US Indices): Time Zone: GMT+2 (for summer in Europe, adjust to GMT+1 for winter) Morning OPR: Start Hour: 9:00 (London/Europe opening) End Hour: 9:15 Extension Hour: 11:30 (before New York opening) Afternoon OPR: Start Hour: 15:30 (New York opening) End Hour: 15:45 Extension Hour: 18:30 RSI Setup "Standard Momentum": RSI Length: 14 Overbought Level: 70 Oversold Level: 30 Display: Dynamic RSI Label enabled for quick reading near the price. Disclaimer on Usage: This indicator is provided for informational and educational purposes only. It does not constitute investment advice or a trading recommendation in any way. Trading in financial markets carries substantial risks of loss, including the total loss of invested capital. No Guarantee: There is no guarantee that using this indicator will result in profits or prevent losses. Past performance is not indicative of future results. Personal Analysis: OPR zones and RSI readings are analytical and decision-making tools. They should always be used in conjunction with your own technical and fundamental analysis, risk management, and trading plan.
Indikator Pine Script®
oleh ElykiaTrading
Institutional MF-Vol Compression Scanner v4.0 [BIG]═══════════════════════════════════════════════════════════════════════════════ BIG COMPRESSION SCANNER v4.0 ═══════════════════════════════════════════════════════════════════════════════ OVERVIEW The BIG Compression Scanner v4.0 is a proprietary volatility regime detection system designed for systematic Daily options deployment. This framework identifies pre-expansion volatility compression zones through multi-dimensional market structure analysis, combining institutional positioning patterns with hierarchical timeframe confirmation and options market structure to generate high-conviction directional signals for premium strategies. The methodology synthesizes volatility dynamics, liquidity flow patterns, and cross-timeframe regime alignment into a probabilistic scoring system that isolates asymmetric risk-reward setups characteristic of compression-to-expansion transitions. The framework is calibrated specifically for 30-45 DTE options strategies where timing precision and volatility environment assessment are critical to edge generation. ═══════════════════════════════════════════════════════════════════════════════ CORE METHODOLOGY ═══════════════════════════════════════════════════════════════════════════════ • Proprietary Compression Detection The system employs a multi-factor compression identification framework that monitors volatility regime transitions across price dispersion metrics and range contraction patterns. Unlike single-indicator squeeze systems, this methodology uses weighted ensemble logic to distinguish true pre-expansion compression from random consolidation noise. Compression strength is quantified through a proprietary scoring algorithm (0-100%) that evaluates: - Statistical volatility contraction relative to historical norms - Price range compression within dynamic envelope systems - Institutional volume signature analysis during low-volatility periods - Cross-timeframe compression alignment (Daily/Weekly/Monthly hierarchy) The framework filters compression events based on minimum strength thresholds and multi-bar confirmation to eliminate premature signals characteristic of retail squeeze indicators. • Hierarchical Multi-Timeframe Architecture The indicator integrates a three-tier temporal analysis structure where higher timeframes constrain and validate lower timeframe signals: Strategic Layer (Monthly) – Establishes macro directional bias and identifies structural market positioning. This layer determines whether intermediate trends align with or counter dominant regime dynamics. Structural Layer (Weekly) – Provides tactical context through key price levels, momentum assessment, and volatility regime confirmation. Weekly analysis filters signals that would occur in unfavorable proximity to structural inflection zones. Execution Layer (Daily) – Generates precise entry timing through intraday regime shift detection, momentum confluence analysis, and institutional flow pattern recognition. Each layer contributes weighted influence to the composite directional probability model, with recalibration logic that adjusts timeframe importance based on current market regime characteristics. The exact weighting algorithm is proprietary and adapts to volatility environment dynamics. • Options Market Structure Integration Version 4.0 incorporates options-specific market intelligence not available in standard technical analysis frameworks: Volatility Environment Assessment – The system continuously monitors implied volatility regime characteristics through proprietary estimation models. These models identify whether current premium levels favor buying or selling strategies, adjusting signal generation accordingly. Temporal Decay Awareness – Built-in expiration cycle logic ensures signals only trigger when sufficient time value remains for thesis development. The framework approximates days-to-expiration and applies minimum threshold filters to prevent entries in high theta decay regimes. Greeks-Aware Targeting – Price targets are dynamically calibrated based on volatility expansion expectations and estimated leverage characteristics. Target multipliers adjust to current options market structure rather than using fixed risk-reward ratios. Premium Environment Classification – Signals are enhanced with real-time assessment of whether current volatility levels favor long premium, short premium, or spread strategies based on historical percentile analysis. • Probabilistic Directional Scoring System Rather than binary bullish/bearish classification, the framework generates probability-weighted directional bias through a proprietary multi-factor model. This model synthesizes trend alignment metrics, momentum characteristics, structural positioning, and institutional flow signatures into normalized probability distributions. The scoring system evaluates dozens of market structure variables across multiple timeframes, applies regime-dependent weighting, and produces directional probabilities that reflect actual edge rather than arbitrary technical indicator thresholds. Signal generation occurs only when directional probability exceeds user-defined conviction thresholds (55-65% depending on sensitivity setting). This probabilistic approach allows traders to calibrate position sizing and strategy selection (outright vs. spreads) to the strength of directional conviction rather than treating all signals as equal weight. • Institutional Flow Detection The framework monitors volume and price interaction patterns characteristic of institutional accumulation or distribution during compression phases. This analysis identifies whether compression zones contain building directional positions (high probability of sustained move post-breakout) versus thin, choppy consolidation (high false breakout risk). Flow detection employs proprietary algorithms that distinguish genuine institutional activity from retail volume spikes, providing critical context for signal validation. ═══════════════════════════════════════════════════════════════════════════════ SIGNAL ARCHITECTURE ═══════════════════════════════════════════════════════════════════════════════ Call Option Signals trigger when compression strength, directional probability, timeframe alignment, options market structure, and institutional flow patterns simultaneously satisfy proprietary threshold criteria. Signals are filtered against weekly structural levels to avoid low-probability entries near major resistance zones. Put Option Signals follow equivalent logic with inverse directional parameters, ensuring symmetrical framework application across bull and bear setups. All signals include: - Directional conviction probability (percentage) - Current volatility environment assessment (IV Rank proxy) - Dynamic price target based on expansion expectations - Multi-timeframe alignment status Signal cooldown logic prevents excessive signal generation during extended consolidation periods, maintaining signal quality over quantity. ═══════════════════════════════════════════════════════════════════════════════ VISUAL INTELLIGENCE ═══════════════════════════════════════════════════════════════════════════════ Real-Time Multi-Timeframe Dashboard The top-right panel provides continuous visibility into: - Trend alignment across Daily/Weekly/Monthly timeframes - Current compression status at each temporal layer - Momentum regime characteristics (RSI values) - Options environment assessment (IV Rank, optimal strategy) - Composite signal readiness (compression strength percentage) This dashboard enables rapid regime assessment without manual multi-timeframe chart analysis. Chart Integration Visual overlays include: - Volatility envelope systems (dynamic bands) - Weekly structural price levels (pivot, resistance, support) - Compression zone highlighting (background shading) - Active squeeze indicators (Daily and Weekly differentiation) Signal Labels When setups trigger, comprehensive labels display: 📈 CALL OPTION Prob: XX% IV Rank: XX% Target: $XXX.XX Labels provide all critical execution information without requiring dashboard consultation. ═══════════════════════════════════════════════════════════════════════════════ KEY CAPABILITIES ═══════════════════════════════════════════════════════════════════════════════ - Proprietary multi-factor compression detection with adaptive thresholds - Hierarchical multi-timeframe confirmation (Daily/Weekly/Monthly) - Options-specific filters (IV regime, DTE requirements, Greeks awareness) - Probabilistic directional scoring (0-100% conviction levels) - Institutional flow pattern recognition during compression - Weekly structural level integration with proximity filters - Dynamic target calibration based on volatility expansion expectations - Real-time multi-timeframe regime dashboard - Customizable sensitivity and threshold parameters - Non-repainting signal architecture (bar close confirmation) - Comprehensive alert system for proactive monitoring ═══════════════════════════════════════════════════════════════════════════════ APPLICATION GUIDELINES ═══════════════════════════════════════════════════════════════════════════════ 1. Timeframe Selection Apply to Daily (D1) charts only. Framework calibration is timeframe-specific; other intervals produce suboptimal results. 2. Options Mode Activation Enable Options Trading Mode for premium strategy optimization. This activates IV filtering, DTE thresholds, and Greeks-aware targeting. 3. Strategy Calibration - Premium Buying: Set IV threshold to 50th percentile, DTE minimum 30+ days, target multiplier 2.5-3.0× - Premium Selling: Set IV threshold to 70th+ percentile, DTE minimum 20-30 days, target multiplier 1.5-2.0× 4. MTF Dashboard Monitoring Verify multi-timeframe alignment before execution: - Ideal setup: Daily + Weekly compression both active - Confirm trend alignment across timeframes - Check IV Rank for premium environment assessment - Wait for "READY" status (green) indicating threshold satisfaction 5. Signal Execution When labels appear: - Review directional probability (target >65% for high conviction) - Assess IV environment (low IV favors buying, high IV favors selling) - Use price target for strike selection and profit objectives - Consider 30-45 DTE options for thesis development time 6. Risk Management - Position size: 2-5% options capital per signal - Stop loss: Exit if compression breaks opposite direction without follow-through - Time stop: Reassess if position stagnant after 5-7 days - Profit taking: Scale out at provided targets or weekly pivot levels 7. Sensitivity Adjustment - High (55%): More signals, lower conviction, diversified approach - Medium (60%): Balanced, default setting (2-4 signals/month typical) - Low (65%): Fewer signals, higher conviction, concentrated positions ═══════════════════════════════════════════════════════════════════════════════ FRAMEWORK LIMITATIONS ═══════════════════════════════════════════════════════════════════════════════ - Optimized exclusively for Daily timeframe analysis - Compression development requires patience (2-4 weeks typical) - IV metrics are proprietary proxies, not direct exchange data - Greeks estimations approximate actual options contract characteristics - DTE calculations simplified vs. precise monthly expiration dates - Multi-timeframe filtering reduces but cannot eliminate false breakouts - Requires liquid options markets (tight spreads, adequate open interest) - Not designed for earnings-driven volatility events (IV crush risk) - Framework identifies timing, not specific strike or expiration selection ═══════════════════════════════════════════════════════════════════════════════ TECHNICAL SPECIFICATIONS ═══════════════════════════════════════════════════════════════════════════════ - Pine Script v5 architecture - Non-repainting signal confirmation (bar close validation) - Multi-security data integration (Weekly/Monthly via request.security) - Real-time multi-timeframe analysis dashboard - 4 alert conditions (Call/Put options, directional generic) - Fully customizable parameters (compression, scoring, filters, visuals) - Professional-grade visual hierarchy and information density ═══════════════════════════════════════════════════════════════════════════════ PROFESSIONAL CONTEXT ═══════════════════════════════════════════════════════════════════════════════ This framework is designed for systematic options traders with working knowledge of: - Volatility regime dynamics and expansion/contraction cycles - Options Greeks and their impact on P&L across various market conditions - Implied Volatility Rank interpretation and premium pricing assessment - Multi-timeframe analysis methodology and trend hierarchy - Risk-adjusted position sizing and portfolio construction principles The system identifies when market structure favors options deployment but does not prescribe how to construct positions. Strike selection, expiration choice, spread architecture, and position sizing require independent trader judgment based on account parameters and risk tolerance. Optimal deployment combines this framework with: - Options analytics platform (actual IV, Greeks, probability calculations) - Earnings calendar awareness (pre-earnings IV inflation vs. post-earnings crush) - Broader market regime context (VIX, correlation, sector rotation) - Portfolio-level risk management (concentration limits, correlation analysis) ═══════════════════════════════════════════════════════════════════════════════ Proprietary compression-to-expansion framework for systematic Daily options deployment. Methodology incorporates multi-dimensional volatility analysis, hierarchical timeframe confirmation, and options market structure intelligence.
Indikator Pine Script®
oleh NVBIG
NHNL Breadth Scanner [BIG]═══════════════════════════════════════════════════════════════════════════════ NVENTURES NHNL BREADTH SYSTEM v2.0 ═══════════════════════════════════════════════════════════════════════════════ OVERVIEW The NVentures NHNL Breadth System is an institutional-grade market breadth analysis framework designed for equity traders, portfolio managers, and market technicians who require comprehensive internal market structure visibility beyond price action alone. This system integrates New Highs - New Lows (NHNL) data across multiple exchanges with participation breadth metrics to identify market regime shifts, thrust conditions, divergences, and rotation dynamics between large-cap and small-cap equities. Version 2.0 introduces the Participation Breadth Module , which monitors the percentage of stocks above their 50-day moving averages across S&P 500, Russell 2000, and NASDAQ 100 indices. This extension enables detection of Risk-On/Risk-Off rotations and narrow rally conditions—critical information for portfolio construction, sector allocation, and tactical hedging decisions. The framework combines: - Multi-exchange NHNL aggregation – NYSE, NASDAQ, AMEX breadth data integration - McClellan Oscillator – Exponential moving average difference for trend momentum - Thrust detection – Extreme breadth expansion/contraction identification - Divergence analysis – Price vs. breadth non-confirmation patterns - Participation breadth – Large-cap vs. small-cap rotation detection - Composite signal scoring – Multi-factor quantitative breadth assessment ═══════════════════════════════════════════════════════════════════════════════ CORE METHODOLOGY ═══════════════════════════════════════════════════════════════════════════════ • NHNL Data Aggregation The system retrieves daily New Highs and New Lows from three major U.S. exchanges: - NYSE – INDEX:HIGN (New Highs), INDEX:LOWN (New Lows) - NASDAQ – INDEX:HIGQ (New Highs), INDEX:LOWQ (New Lows) - AMEX – INDEX:HIGA (New Highs), INDEX:LOWA (New Lows) Users can toggle exchanges on/off to isolate specific market segments. All three exchanges are enabled by default for comprehensive market-wide breadth measurement. Core Calculations : - NHNL Raw = Total New Highs - Total New Lows - NHNL % = (NHNL Raw / Total Issues) × 100 - NH/NL Ratio = New Highs / New Lows These metrics quantify the internal strength or weakness of market advances/declines independent of price index levels. • McClellan Oscillator The McClellan Oscillator applies exponential moving average (EMA) logic to NHNL data: Formula: McClellan Osc = EMA(NHNL, Fast) - EMA(NHNL, Slow) Default parameters: Fast = 19, Slow = 39 Interpretation : - Positive values = Breadth momentum favors bulls (more issues making new highs) - Negative values = Breadth momentum favors bears (more issues making new lows) - Zero-line crosses = Regime change signals (bullish above, bearish below) - Extreme readings (>±100) = Overbought/oversold breadth conditions The McClellan Oscillator is a standard institutional breadth tool used by market technicians since the 1960s. It smooths daily NHNL volatility while maintaining responsiveness to trend changes. • Thrust Detection Thrust conditions identify extreme breadth expansion or contraction that historically precedes sustained directional moves: Bullish Thrust : - NHNL % > Threshold (default +40%) - Sustained for Confirmation Bars (default 2 bars) - Context : Extreme positive breadth expansion. Historically associated with major rally initiations or continuation thrusts. Bearish Thrust : - NHNL % < -Threshold (default -40%) - Sustained for Confirmation Bars (default 2 bars) - Context : Extreme negative breadth contraction. Historically associated with panic selling, capitulation events, or major downtrend acceleration. Thrust conditions are the highest-priority signals in the framework and override other conflicting indicators. • Divergence Detection The system identifies non-confirmation patterns between price action and breadth: Bullish Divergence : - Price makes lower low - NHNL % makes higher low - Context : Selling pressure exhausting despite lower prices. Potential reversal signal as fewer stocks participate in decline. Bearish Divergence : - Price makes higher high - NHNL % makes lower high - Context : Rally losing internal momentum despite higher prices. Potential reversal signal as fewer stocks participate in advance. Divergences use pivot detection with configurable lookback periods (default 50 bars) and pivot strength (default 5 bars). Visual divergence lines are drawn directly on the price chart when detected. • Participation Breadth Module (NEW in v2.0) This module monitors the percentage of stocks trading above their 50-day moving average across three major indices: - S&P 500 – INDEX:S5FI (Large-cap participation) - Russell 2000 – INDEX:R2FI (Small-cap participation) - NASDAQ 100 – INDEX:NDFI (Tech-cap participation) Rotation Spread Calculation : Rotation Spread = Russell 2000 % Above 50D - S&P 500 % Above 50D Interpretation : - Positive Spread (>+10%) = Risk-On Rotation Small caps outperforming large caps. Broad market participation. Risk appetite expanding. - Negative Spread (<-10%) = Risk-Off Rotation Large caps outperforming small caps. Narrow rally / defensive positioning. Flight to quality or concentration risk. - Neutral (-10% to +10%) = Balanced market, no clear rotation This spread identifies critical regime changes between broad market participation (healthy) and narrow leadership (fragile). Risk-On rotations typically occur during economic expansion phases; Risk-Off rotations occur during uncertainty, recession fears, or late-cycle conditions. • Composite Signal Score The framework generates a quantitative breadth score (-100 to +100) by weighting five components: 1. Thrust Score (±40 points) – Active thrust condition 2. Trend Score (±30 points) – McClellan Oscillator above/below zero 3. Momentum Score (±20 points) – NHNL % magnitude 4. Ratio Score (±10 points) – NH/NL Ratio extremes 5. Participation Score (±15 points) – Risk-On/Risk-Off regime + participation health The composite score is smoothed (EMA 5) and classified into five breadth states: - +50 to +100 = Strong Bull - +20 to +50 = Bullish - -20 to +20 = Neutral - -50 to -20 = Bearish - -100 to -50 = Strong Bear ═══════════════════════════════════════════════════════════════════════════════ SIGNAL HIERARCHY & PRIORITY ═══════════════════════════════════════════════════════════════════════════════ The indicator generates multiple signal types with distinct priority levels: Priority 1: Thrust Signals (Highest conviction) - Green triangle below bar = Bullish Thrust (40%+ breadth expansion) - Red triangle above bar = Bearish Thrust (40%+ breadth contraction) - Chart background highlighted in green/red during active thrust Priority 2: Rotation Signals (Regime identification) - Cyan diamond below bar = Risk-On Rotation (small caps outperforming) - Orange diamond above bar = Risk-Off Rotation (large caps outperforming) - Chart background highlighted in cyan/orange during active rotation Priority 3: Divergence Signals (Reversal warnings) - Green label below bar = Bullish Divergence (price/breadth non-confirmation) - Red label above bar = Bearish Divergence (price/breadth non-confirmation) - Dashed lines connect divergence pivot points on price chart Priority 4: Zero-Line Cross (Trend changes) - Small circle below bar = McClellan crossing above zero (breadth turning positive) - Small circle above bar = McClellan crossing below zero (breadth turning negative) ═══════════════════════════════════════════════════════════════════════════════ VISUAL COMPONENTS ═══════════════════════════════════════════════════════════════════════════════ • Comprehensive Information Panel The top-right dashboard (position customizable) displays: Section 1: Raw NHNL Data - Total New Highs (green) - Total New Lows (red) - Exchange breakdown (NYSE, NASDAQ, AMEX) with individual deltas Section 2: Core Metrics - NHNL % with visual indicator (🔥 for thrusts, arrows for direction) - NH/NL Ratio with strength bars - McClellan Oscillator with directional arrows Section 3: Participation Breadth (NEW) - S&P 500 % above 50D MA with trend arrow - Russell 2000 % above 50D MA with trend arrow - NASDAQ 100 % above 50D MA with trend arrow - Rotation Spread with regime icon (🚀 Risk-On, 🛡️ Risk-Off) Section 4: Composite Assessment - Signal Score (-100 to +100) with visual strength bars - Market Status (large text): BULLISH THRUST, BEARISH THRUST, RISK-ON ROTATION, RISK-OFF ROTATION, or breadth state classification • Chart Overlays - Background color-coding for active regimes (thrust, rotation, extreme readings) - Signal markers (triangles, diamonds, circles, labels) at key inflection points - Divergence lines connecting pivot highs/lows on price chart ═══════════════════════════════════════════════════════════════════════════════ KEY FEATURES ═══════════════════════════════════════════════════════════════════════════════ - Multi-exchange breadth aggregation – NYSE, NASDAQ, AMEX with individual on/off toggles - Institutional McClellan Oscillator – Standard market breadth momentum tool - Automated thrust detection – Identifies extreme breadth conditions with confirmation logic - Price-breadth divergence scanning – Non-confirmation pattern detection with visual lines - Participation breadth integration – Risk-On/Risk-Off rotation detection via large-cap vs. small-cap analysis - Composite signal scoring – Quantitative multi-factor breadth assessment - No repainting – All signals confirm on bar close - Comprehensive alerting – 12+ alert conditions for thrust, divergence, rotation, and confluence events - Fully customizable parameters – EMA periods, thresholds, lookbacks, visual settings - Professional dashboard – Real-time metrics with color-coded status indicators ═══════════════════════════════════════════════════════════════════════════════ HOW TO USE ═══════════════════════════════════════════════════════════════════════════════ 1. Apply to any chart – The indicator pulls multi-security data; chart symbol does not matter (commonly applied to SPY, SPX, or QQQ for reference) 2. Monitor the dashboard : • Focus on Market Status (bottom row) for current regime • Check NHNL % and McClellan for breadth direction and momentum • Watch Rotation Spread for large-cap vs. small-cap dynamics • Review Signal Score for composite breadth strength 3. Interpret thrust signals (highest priority): • Bullish Thrust → Major rally initiation or continuation likely. Consider adding long exposure or reducing hedges. • Bearish Thrust → Major decline or capitulation event likely. Consider reducing exposure or adding hedges. • Historical context: Thrust signals are rare (2-5 per year) but highly reliable for significant market moves. 4. Interpret rotation signals (regime identification): • Risk-On Rotation → Broad market participation. Small caps outperforming. Healthy advance. Favor cyclical sectors, higher beta names. • Risk-Off Rotation → Narrow rally or defensive positioning. Large caps outperforming. Caution—market leadership concentrating. Favor quality, defensives. 5. Interpret divergence signals (reversal warnings): • Bullish Divergence → Selling exhaustion. Potential bottom formation. Wait for confirmation (zero-line cross, thrust) before aggressive positioning. • Bearish Divergence → Rally losing momentum. Potential top formation. Consider profit-taking or hedging. 6. Combine signals for maximum conviction : • Bull Confluence : Bullish Thrust + Risk-On Rotation + Positive McClellan = Maximum bullish alignment • Bear Confluence : Bearish Thrust + Risk-Off Rotation + Negative McClellan = Maximum bearish alignment • Alert system specifically flags these high-conviction confluences 7. Configure parameters for your style : • Thrust Threshold : Default 40% catches major moves. Increase to 50%+ for extreme-only signals. • Rotation Threshold : Default 10% spread. Tighten to 7.5% for earlier rotation detection. • Divergence Lookback : Default 50 bars. Extend to 100+ for longer-term divergences. 8. Use alerts for proactive monitoring : • Set TradingView alerts for Thrust, Rotation, Divergence, and Confluence conditions • Receive notifications when critical breadth regime changes occur ═══════════════════════════════════════════════════════════════════════════════ LIMITATIONS ═══════════════════════════════════════════════════════════════════════════════ - U.S. equity markets only – NHNL data limited to NYSE, NASDAQ, AMEX. Does not cover international markets or other asset classes. - Daily timeframe only – NHNL data is reported daily. Intraday trading requires alternative breadth measures. - Lagging in fast reversals – McClellan Oscillator and participation metrics use EMAs, introducing lag during rapid regime shifts. Thrust signals respond faster but require extreme conditions. - Equal-weighting assumption – All stocks within NHNL counts are equally weighted. Large-cap-dominated rallies (e.g., FANG-led advances) may show strong price performance despite mediocre breadth. - False positives in sideways markets – Divergence signals can produce false positives during extended consolidation phases. Require confirmation from thrust or rotation signals. - Participation data quality – S5FI, R2FI, NDFI data from TradingView may have occasional gaps or delays. Indicator includes data validation logic and falls back gracefully when data unavailable. ═══════════════════════════════════════════════════════════════════════════════ TECHNICAL SPECIFICATIONS ═══════════════════════════════════════════════════════════════════════════════ - Pine Script v5 - Non-repainting (signals confirmed on bar close) - Multi-security data feeds (6 NHNL tickers + 3 participation tickers) - Maximum 500 lines supported (divergence line drawing) - Real-time dashboard table with 20+ rows - 12+ alert conditions (thrust, divergence, rotation, ratio extremes, confluence) - Fully customizable colors, thresholds, and visual elements ═══════════════════════════════════════════════════════════════════════════════ NOTES ═══════════════════════════════════════════════════════════════════════════════ This indicator is designed for experienced equity traders, portfolio managers, and market technicians familiar with: - Market breadth analysis and internal market structure - McClellan Oscillator interpretation - New High - New Low dynamics and their correlation with market cycles - Large-cap vs. small-cap rotation patterns - Risk-On/Risk-Off regime identification The framework provides objective breadth signals but does not account for: - Fundamental catalysts (earnings, economic data, Fed policy) - Sector-specific dynamics (may show broad weakness while certain sectors thrive) - International market correlations - Volatility regime changes (VIX dynamics) Best used in combination with: - Price action analysis (support/resistance, chart patterns) - Volume analysis (accumulation/distribution) - Volatility indicators (VIX, put/call ratios) - Sentiment indicators (survey data, positioning) Market breadth is a leading indicator of internal market health. Divergences between price and breadth often precede major reversals by weeks or months. ═══════════════════════════════════════════════════════════════════════════════ Developed for institutional market breadth analysis based on New Highs - New Lows methodology with extended participation breadth integration.
Indikator Pine Script®
oleh NVBIG
Majors FX-REER/NEER Suite [BIG]═══════════════════════════════════════════════════════════════════════════════ BIG MAJORS FX-REER/NEER SUITE ═══════════════════════════════════════════════════════════════════════════════ OVERVIEW The BIG Majors FX-REER/NEER Suite is a multi-currency valuation framework designed for institutional FX traders, macro strategists, and systematic currency allocators. This indicator calculates Real Effective Exchange Rates (REER) and Nominal Effective Exchange Rates (NEER) for the seven major currency pairs (G7 FX), integrating macroeconomic fundamentals (CPI inflation differentials) with technical trend analysis to identify structural currency misvaluations and mean-reversion opportunities. Unlike standard FX indicators that only analyze bilateral price action, this suite constructs trade-weighted basket indices that measure each currency's strength against a portfolio of its major trading partners, adjusted for inflation differentials. This approach mirrors central bank and sovereign wealth fund methodologies for assessing equilibrium exchange rate levels. The framework combines: - Fundamental valuation metrics – REER/NEER indices with Z-score normalization - Technical trend filters – Ichimoku Cloud and Aroon oscillator confluence - Signal classification system – Long/Short/Watch/Conflict regime identification - Quantitative confidence scoring – 0-100% signal reliability weighting ═══════════════════════════════════════════════════════════════════════════════ CORE METHODOLOGY ═══════════════════════════════════════════════════════════════════════════════ • NEER Calculation (Nominal Effective Exchange Rate) The NEER measures a currency's value against a trade-weighted basket of its seven major trading partners, geometrically averaged in log-space to ensure symmetry: 1. All seven G7 FX pairs are normalized to USD-pivot (A/USD format) 2. Each currency's log-normalized rate is compared to the arithmetic mean of the other six 3. Formula: NEER_i = (8/7) × log(CCY_i/USD) - mean(log(CCY_others/USD)) This construction ensures that: - A rising NEER indicates currency appreciation against the basket - The methodology is symmetric and avoids base-currency bias - Changes reflect multilateral competitive dynamics, not just bilateral moves • REER Calculation (Real Effective Exchange Rate) The REER adjusts the NEER for inflation differentials using Consumer Price Index (CPI) data: Formula: REER_i = NEER_i + log(CPI_i) - mean(log(CPI_others)) By incorporating CPI differentials, the REER provides a purchasing-power-parity-adjusted valuation metric that accounts for relative inflation rates. This is the institutional standard for assessing fundamental currency equilibrium levels. Data Sources : - FX rates: TradingView composite feed (FX:), OANDA, FXCM, FOREXCOM - CPI data: ECONOMICS namespace (monthly frequency, official statistical releases) - Supported currencies: USD, EUR, JPY, GBP, CHF, AUD, CAD, NZD • Valuation Bias Detection Each currency pair is classified as overvalued (bias = -1, "Short") or undervalued (bias = +1, "Long") based on two independent criteria: 1. Percentage Band Deviation – Relative Index distance from 100 baseline • Overvalued: Index > 100 × (1 + deviation%), default +5% • Undervalued: Index < 100 × (1 - deviation%), default -5% 2. Z-Score Threshold – Statistical extremes in rolling lookback window • Overvalued: Z-Score > +1.5 (default) • Undervalued: Z-Score < -1.5 (default) Either condition triggers a bias classification. This dual-filter approach captures both absolute deviations and relative extremes within recent historical context. • Trend Confirmation (Ichimoku + Aroon) To avoid counter-trend entries in strong momentum regimes, the suite integrates two independent trend filters: Ichimoku Cloud - Bull: Price > Cloud AND Conversion > Base Line - Bear: Price < Cloud AND Conversion < Base Line - Parameters: Conv(9), Base(26), Span B(52), Displacement(26) Aroon Oscillator - Bull: Aroon Up > 70 AND Aroon Down < 30 - Bear: Aroon Down > 70 AND Aroon Up < 30 - Default lookback: 25 periods Trend is confirmed only when both indicators agree (Ichimoku + Aroon ≥ +1 for bull, ≤ -1 for bear). • Setup Classification Logic The framework combines Bias (fundamental valuation) with Trend (technical momentum) to generate four distinct setup types: - Long↗︎ (Setup = 1) – Undervalued + Bullish Trend Context : Mean reversion opportunity with momentum confirmation. Currency trading at fundamental discount while technical trend supports upside. - Short↘︎ (Setup = -1) – Overvalued + Bearish Trend Context : Mean reversion opportunity with momentum confirmation. Currency trading at fundamental premium while technical trend supports downside. - Watch (Setup = 2) – Valuation bias present, but no clear trend Context : Fundamental mispricing without directional conviction. Monitor for trend emergence before entering. - Conflict (Setup = 3) – Bias and trend pointing opposite directions Context : Overvalued currency in uptrend OR undervalued currency in downtrend. Avoid—either trend continuation or valuation mean reversion, but unclear which dominates. • Confidence Score (0-100%) Each setup receives a quantitative confidence weighting based on three factors: 1. Band Distance (40%) – How far the Relative Index deviates from 100 baseline 2. Z-Score Magnitude (40%) – Statistical extremeness within lookback window 3. Trend Confluence (20%) – Agreement between Ichimoku and Aroon signals Score interpretation: - 70-100% = High confidence (both valuation and trend extremes aligned) - 40-69% = Moderate confidence (one factor strong, others weak) - 0-39% = Low confidence (marginal signals, questionable reliability) ═══════════════════════════════════════════════════════════════════════════════ VISUAL COMPONENTS ═══════════════════════════════════════════════════════════════════════════════ • Dashboard Table (Top-Right) Displays real-time valuation metrics for all seven major pairs: Column 1: Pair – Currency pair identifier Column 2: RelIdx – Relative Index (100 = baseline at first valid bar) Column 3: Z – Z-Score vs. rolling lookback window Column 4: Bias – Long/Short/Neutral valuation classification Column 5: Trend – ↑/↓/– trend direction (Ichimoku + Aroon) Column 6: Setup – Long↗︎/Short↘︎/Watch/Conflict (color-coded) Column 7: Conf – Confidence score 0-100% (color-coded) Column 8: Quelle – REER (inflation-adjusted) or NEER (nominal only) Color coding : - Green = Long↗︎ setup - Red = Short↘︎ setup - Orange = Watch (no trend) - Purple = Conflict (bias/trend divergence) • Optional Chart Plot Select any of the seven pairs to plot its Relative Index on the chart with: - Baseline at 100 (horizontal gray line) - +Band at 100 × (1 + deviation%), dashed red - -Band at 100 × (1 - deviation%), dashed green - Aqua line tracking the selected pair's Relative Index evolution • Signal Labels When a pair transitions into Long↗︎ or Short↘︎ setup: - Green label below bar = Long↗︎ entry signal - Red label above bar = Short↘︎ entry signal - Positioned using ATR offset for visibility ═══════════════════════════════════════════════════════════════════════════════ KEY FEATURES ═══════════════════════════════════════════════════════════════════════════════ - Institutional valuation methodology – REER/NEER framework used by central banks and sovereign wealth funds - Macro-fundamental integration – CPI inflation differentials adjust for purchasing power parity - Multi-timeframe flexibility – Daily (D), Weekly (W), Monthly (M) resolution options - Seven simultaneous pairs – Monitors all G7 FX majors in single unified dashboard - No repainting – All signals confirm on bar close - Automated alerts – TradingView notifications when setups transition (Long/Short triggers) - Confidence weighting – Quantitative scoring allows position sizing calibration - Fallback logic – Automatically switches to NEER if CPI data incomplete ═══════════════════════════════════════════════════════════════════════════════ HOW TO USE ═══════════════════════════════════════════════════════════════════════════════ 1. Apply to any chart – The indicator pulls multi-security data; chart symbol does not matter (commonly applied to SPY or DXY for reference) 2. Select data feed – Default FX: (TradingView composite) is recommended; alternatives: OANDA, FXCM, FOREXCOM 3. Choose timeframe : • Daily (D) = Swing trading, medium-term mean reversion (2-8 week horizons) • Weekly (W) = Position trading, macro regime shifts (1-6 month horizons) • Monthly (M) = Strategic allocation, long-term equilibrium analysis (6-24 month horizons) 4. Configure parameters : • Z-Score Lookback : Default 252 (one trading year on Daily); adjust for timeframe (52 for Weekly, 36 for Monthly) • Deviation Band : Default ±5%; tighten to ±3% for more signals, widen to ±7% for higher conviction • Z-Threshold : Default ±1.5; increase to ±2.0 for extreme-only signals 5. Monitor dashboard table : • Focus on pairs showing Long↗︎ or Short↘︎ setups with Conf ≥ 70% • Watch for Watch setups transitioning to directional signals • Avoid Conflict setups unless you have strong macro conviction 6. Execute mean-reversion trades : • Long↗︎ = Buy undervalued currency (e.g., EURUSD Long if EUR undervalued) • Short↘︎ = Sell overvalued currency (e.g., USDJPY Short if JPY overvalued) • Target: Mean reversion toward 100 baseline or opposite band 7. Position sizing by confidence : • High confidence (70-100%) → Standard position size • Moderate confidence (40-69%) → Reduce size by 50% • Low confidence (<40%) → Avoid or use minimal pilot size 8. Risk management : • Stop loss: Place beyond recent swing high/low or 1.5× ATR • Take profit: Opposite valuation band or 100 baseline • Time stop: Exit if setup reverses (Long→Neutral→Short or vice versa) ═══════════════════════════════════════════════════════════════════════════════ LIMITATIONS ═══════════════════════════════════════════════════════════════════════════════ - CPI data lag – Consumer Price Index releases are monthly and report with 2-4 week delay. REER calculations may lag real-time inflation dynamics. - Structural shifts ignored – The baseline (100) is set at first valid bar. Long-term structural appreciation/depreciation (e.g., 20-year USD bull market) is not accounted for. Suitable for cyclical mean reversion, not secular trend analysis. - Equal-weighting assumption – All seven currencies are equally weighted in basket construction. Actual trade-weighted indices use GDP or trade volume weights, which this framework simplifies. - No emerging market currencies – Limited to G7 majors (USD, EUR, JPY, GBP, CHF, AUD, CAD, NZD). Does not cover EM FX (e.g., CNY, BRL, MXN). - Technical filter limitations – Ichimoku and Aroon are lagging indicators. In fast-moving markets (e.g., central bank interventions, geopolitical shocks), trend signals may arrive late. - Mean reversion assumption – The framework assumes currencies revert to equilibrium. During regime changes (e.g., monetary policy divergence, crisis flows), deviations can persist or expand before eventual reversal. ═══════════════════════════════════════════════════════════════════════════════ TECHNICAL SPECIFICATIONS ═══════════════════════════════════════════════════════════════════════════════ - Pine Script v6 - Non-repainting (signals confirmed on bar close) - Multi-security data feeds (7 FX pairs + 8 CPI series) - Automated alert system (transitions to Long↗︎/Short↘︎) - Real-time dashboard table (8 columns × 8 rows) - Maximum 500 labels supported (100 per pair direction) - Fallback logic: NEER used if CPI data unavailable ═══════════════════════════════════════════════════════════════════════════════ NOTES ═══════════════════════════════════════════════════════════════════════════════ This indicator is designed for experienced FX traders, macro strategists, and portfolio managers familiar with: - Real and nominal effective exchange rate concepts - Purchasing power parity theory and inflation differentials - Multi-currency portfolio construction and basket hedging - Carry trade and convergence strategies - Central bank policy impacts on FX equilibrium levels The framework provides objective valuation signals but does not account for: - Interest rate differentials (carry) - Capital flow dynamics (risk-on/risk-off) - Central bank intervention zones - Geopolitical risk premiums Always combine REER/NEER valuation analysis with macro event calendars, positioning data (CFTC COT reports), and fundamental policy divergence assessments. ═══════════════════════════════════════════════════════════════════════════════ Developed for institutional FX valuation analysis based on central bank REER/NEER methodologies.
Indikator Pine Script®
oleh NVBIG
智能趋势-多周期动态信号 Smart Trend Oscillator MTF V1🚀 智能趋势-多周期动态信号 Smart Trend Oscillator MTF V1 —— 让交易像红绿灯一样简单直观 | Making Trading as Simple as Traffic Lights 告别复杂的参数设置，把市场噪音变成明确的信号。 Say goodbye to complex parameters. Turn market noise into clear signals. 🌟 它是做什么的？ / What Does It Do? “智能趋势管家” 就像您的私人交易副驾驶。它内置了一套先进的智能平滑算法，能够自动过滤掉市场中那些骗人的假动作，只把最核心的**“市场真实韵律”通过一条平滑的波浪线展示给您。它不只是一根线，它是一套会思考的系统**。 "Smart Trend Oscillator " is like your personal trading co-pilot. It features a built-in advanced smoothing algorithm that automatically filters out deceptive market "fake-outs," revealing the "true rhythm" of the market through a single, smooth wave. It’s not just a line; it’s a thinking system. 🔥 核心功能 / Core Features 1. 🌊 智能波浪引擎 / Smart Wave Engine 不要被K线的上蹿下跳迷惑。我们的引擎能识别市场内部的真实能量。 Don't be confused by erratic candlesticks. Our engine identifies the true internal energy of the market. 过滤噪音 (Filter Noise)：自动忽略短暂的随机波动。 捕捉趋势 (Capture Trends)：波浪上升代表买方主导，波浪下降代表卖方主导。 2. 🛡️ 自适应波动通道 / Adaptive Channels 市场有时候像乌龟（波动小），有时候像兔子（波动大）。指标拥有一个“弹性通道”，它会根据市场活跃度自动变宽或变窄，精准判断价格是否“过热”或“超卖”。 The market moves between low and high volatility. The indicator features an "elastic channel" that automatically widens or narrows, accurately judging if the price is "Overheated" or "Oversold." 3. 🌍 全局监控面板 / Global Dashboard 右上角的面板是您的战况指挥室。一眼看懂 6 个不同时间维度的状态。全绿代表多周期共振向上，全红代表多周期共振向下。 The panel in the top-right corner is your Command Center. Understand the status of 6 different time dimensions at a glance. All Green means upward resonance; All Red means downward resonance. ⚙️ 极致的个性化定制 / Ultimate Customization v16 版本为您提供了前所未有的控制权，让指标完全适应您的交易风格。 Version 16 gives you unprecedented control to tailor the indicator to your trading style. 🕒 1. 时间周期，由你定义 (Customizable Timeframes) 不再局限于系统默认设置。您可以在设置面板中自由输入 6 个您最关心的周期（例如：5分钟、1小时、甚至 3天）。 短线手：设置为 1分/3分/5分/15分... 波段手：设置为 1小时/4小时/日线/周线... Benefit: You can freely input the 6 timeframes that matter most to you in the settings panel, whether you are a scalper or a swing trader. 🎯 2. 灵敏度调节 (Adjustable Sensitivity) 想要更多交易机会？还是想要更稳健的信号？ 高灵敏度：调高 Zone Sensitivity，捕捉每一次微小的回调（适合激进风格）。 低灵敏度：调低数值，过滤掉小波动，只抓大趋势（适合稳健风格）。 Benefit: Dial up the sensitivity to catch every minor pullback (Aggressive), or dial it down to filter noise and catch only big trends (Conservative). 📊 3. 两种平滑模式 (SMA vs. VWMA) 您可以选择通道的计算核心： Standard (SMA)：经典模式，适合大多数市场。 Volume Weighted (VWMA)：成交量加权模式。在加密货币或股票市场，它能帮您过滤掉“无量空涨”或“无量空跌”的假信号。 Benefit: Choose Standard (SMA) for general markets, or Volume Weighted (VWMA) to filter out fake moves on low volume (great for Crypto/Stocks). 🚦 信号含义 / Signals Guide 我们把复杂的逻辑浓缩成了最简单的视觉标签： We have condensed complex logic into the simplest visual labels: 🟢 绿色 BUY 标签：市场“便宜”且能量向上。 (Market is "Cheap" & Energy is Up.) 🔴 红色 SELL 标签：市场“过热”且能量向下。 (Market is "Overheated" & Energy is Down.) 🔵 蓝色 HOLD 标签：趋势延续中，建议持仓。 (Trend is continuing, suggest holding position.) 📥 快速上手 / Quick Start 加载指标 (Load)：添加到您的图表。 设置周期 (Set Timeframes)：在输入选项里填入您习惯查看的 6 个时间周期。 选择模式 (Choose Mode)：如果是成交量重要的资产，建议开启 VWMA 模式。 等信号 (Wait)：等待带方框的 BUY 或 SELL 标签出现。 把复杂留给算法，把简单留给您。 Leave the complexity to the algorithms, and keep the simplicity for yourself.
Indikator Pine Script®
oleh bajiute1
主流币种中长线趋势系统This script is a comprehensive trading system designed for medium-to-long-term analysis of mainstream assets. It combines custom volatility algorithms, trend momentum filters, and market structure analysis to identify high-probability reversal points (Tops/Bottoms) and trend-following entry opportunities. It eliminates market noise and provides clear visual signals, making it suitable for traders looking to capture major market swings without staring at the screen 24/7. 这是一个专为主流资产中长线交易设计的综合分析系统。它融合了自定义的波动率算法、趋势动量过滤器以及市场结构分析，旨在识别高胜率的趋势反转点（顶/底）以及右侧顺势入场机会。 本系统有效过滤了市场噪音，提供清晰的视觉信号，非常适合希望捕捉市场主升浪/主跌浪的交易者。 How to Use / 信号使用说明 The system provides three layers of information: Reversal Warnings, Trend Confirmations, and Key Levels. 本系统提供三个维度的信息：反转预警、趋势确认、关键位结构。 1. Reversal Signals (Top & Bottom) / 顶底反转信号 These signals appear when the market is overheated or oversold based on our proprietary composite algorithm. 这些信号出现在市场极度贪婪或恐慌的时刻，基于独家的复合算法计算得出。 "底" (Bottom) Label (Green): Indicates a potential market bottom or accumulation zone. It suggests that downside momentum is exhausted. "底"（绿色标签）： 提示潜在的市场底部或吸筹区，意味着下跌动能衰竭，是左侧关注买入机会的参考。 "顶" (Top) Label (Red): Indicates a potential market top or distribution zone. It suggests that upside momentum is unsustainable. "顶"（红色标签）： 提示潜在的市场顶部或派发区，意味着上涨动能不可持续，是左侧止盈或减仓的参考。 2. Trend Entry Signals (Circles) / 趋势入场信号 (圆点) These signals are generated only when the trend direction is confirmed and multiple filters align. 只有在趋势方向明确，且多个动量过滤器发生共振时，才会触发此类信号。 Green Circle: Confirmed Long entry. Best used when price action breaks out of consolidation or resumes an uptrend. 绿色圆点： 确认的多头入场信号。通常在价格突破盘整或上升趋势延续时出现，适合右侧顺势交易。 Red Circle: Confirmed Short entry. Indicates the start or continuation of a bearish trend. 红色圆点： 确认的空头入场信号。预示着下跌趋势的开始或延续。 3. Market Structure (Boxes & Lines) / 市场结构 (方框与线条) Boxes: These represent institutional Order Blocks (Support/Resistance zones). 方框： 代表机构的关键订单块区域（强支撑/压力区）。 Lines: These visualize Break of Structure (BOS) or Change of Character (CHoCH), helping you understand the current market phase. 线条： 可视化显示市场结构的破坏与反转，帮助你判断当前是处于上涨结构还是下跌结构中。 Settings & Optimization / 设置与优化 Signal Mode (辅助提示模式): Conservative (保守模式): Fewer signals, higher precision. Best for risk-averse traders. Balanced (平衡模式): Default setting, balanced between frequency and accuracy. Aggressive/Demon (激进/恶魔模式): More signals, captures smaller swings but with more noise. Trade Mode (交易模式): You can choose to display signals for "Both Sides", "Long Only", or "Short Only" to fit your strategy. Alerts / 警报系统 The script supports real-time alerts. When a signal is triggered, the alert message will also intelligently calculate and include the nearest Pressure (Resistance) and Support price levels based on current market structure. 脚本支持实时警报。当信号触发时，警报消息还会智能计算并附带当前最近的压力位和支撑位价格，方便挂单。 此版本有效期至2026年1月 Disclaimer / 免责声明 This script is for educational and analytical purposes only. Past performance does not guarantee future results. Please manage your risk strictly. 本脚本仅供教育和分析使用。过往表现不代表未来结果。请严格管理您的风险。
Indikator Pine Script®
oleh hiyyih
Disoxis Capital Club📊 Strategy B✅This indicator has been exclusively developed for Disoxis Capital Club members, combining advanced volume-weighted analytics with institutional trading concepts. The indicator automatically resets at the start of each trading session and uses volume-weighted statistical calculations to ensure accuracy that aligns with professional trading platforms. All visual elements, including customizable color schemes and line styles, have been optimized for clarity and real-time decision-making. Designed specifically for active intraday traders within the Disoxis Capital Club community, this indicator incorporates time-based filtering capabilities and session-specific analytics to help identify high-probability trading opportunities. The tool displays key institutional levels through clean visual representation, making it easier to recognize market behavior around volume-weighted price zones. Whether you're analyzing futures, forex, or equity markets, this indicator provides the technical foundation needed to align your trading with smart money movements and institutional order flow patterns.
Strategi Pine Script®
oleh dxtSteven
Bollinger Bands + VWAP + 4-State MACD BackgroundBollinger Bands + VWAP + 4-State MACD Background An all-in-one technical analysis indicator combining three proven tools with an intelligent momentum-based background visualization system. 📊 FEATURES Bollinger Bands Standard Bollinger Bands implementation with full customization options: Adjustable period length (default: 20) Multiple moving average types: SMA, EMA, SMMA (RMA), WMA, VWMA Configurable standard deviation multiplier (default: 2.0) Visual fill between bands to highlight volatility zones Offset capability for forward/backward display Session VWAP (Volume Weighted Average Price) Automatically resets at the start of each trading session: Calculates true volume-weighted average price Resets daily to provide fresh reference levels Customizable source input (default: HLC3) Adjustable line appearance (color and width) Can be toggled on/off as needed 4-State MACD Background System This is the unique feature of this indicator. The chart background dynamically changes based on MACD momentum analysis, providing instant visual feedback on trend strength and direction: 🟢 Strong Bullish (Bright Green) MACD line is above signal line Histogram is growing (momentum accelerating upward) Indicates strong upward momentum 🟢 Weak Bullish (Pale Green) MACD line is above signal line Histogram is shrinking (momentum decelerating) Early warning signal that uptrend may be weakening 🔴 Strong Bearish (Bright Red) MACD line is below signal line Histogram is falling (momentum accelerating downward) Indicates strong downward momentum 🔴 Weak Bearish (Pale Red) MACD line is below signal line Histogram is rising (momentum decelerating) Early warning signal that downtrend may be weakening 🎯 HOW TO USE For Trend Trading: Strong colored backgrounds indicate confirmed momentum in that direction - consider staying with the trend Weak colored backgrounds signal potential momentum exhaustion - watch for possible reversals Use VWAP as a dynamic support/resistance level Bollinger Band breakouts combined with strong MACD backgrounds can confirm trend strength Price above VWAP + strong bullish background = bullish bias Price below VWAP + strong bearish background = bearish bias For Mean Reversion: Price touching upper/lower Bollinger Bands with weak MACD background may suggest potential reversal VWAP acts as a mean reversion anchor during range-bound sessions Background color shifts from strong to weak often precede price direction changes Look for price return to VWAP when extended beyond bands with weakening momentum Signal Confirmation: Strongest signals occur when multiple indicators align: BB breakout + MACD strong color + price above/below VWAP Price rejection at BB bands + MACD color weakening VWAP support/resistance hold + MACD color change ⚙️ SETTINGS All components are fully customizable through organized input groups: Bollinger Bands Group: Period length Moving average type (SMA/EMA/SMMA/WMA/VWMA) Source (close/open/high/low/etc.) Standard deviation multiplier Offset VWAP Group: Toggle show/hide Source calculation method Line color Line width MACD Group: Toggle background on/off Fast length (default: 12) Slow length (default: 26) Signal length (default: 9) Source Four separate color settings for each momentum state All colors include transparency controls 💡 EDUCATIONAL VALUE This indicator teaches important concepts: How volatility (Bollinger Bands) relates to price movement The importance of volume-weighted pricing (VWAP) Momentum analysis through MACD How combining multiple timeframes and indicators can provide confluence The difference between trend strength and trend direction ⚠️ IMPORTANT NOTES This indicator is for educational and informational purposes only No indicator is perfect - always use proper risk management Past performance does not guarantee future results Combine with your own analysis and risk tolerance Test thoroughly on historical data before live trading This is not financial advice - use at your own risk 🔧 TECHNICAL DETAILS Pine Script Version 6 Overlay indicator (displays on price chart) All calculations use standard, well-documented formulas Minimal lag due to efficient coding Compatible with all timeframes and instruments No repainting - all signals are confirmed on bar close 📝 CHANGELOG Version 1.0 Initial release Bollinger Bands with multiple MA types Session VWAP with daily reset 4-state MACD background system Full customization options Developed for traders who want multiple confirmation signals in a clean, organized format without cluttering their charts with separate indicator panels.
Indikator Pine Script®
oleh daniel_lee7395
Multi-Factor Volume & RSI Screener📊 Multi-Factor Volume & RSI Screener What it Does: The Multi-Factor Volume & RSI Screener is a specialized dashboard designed for high-efficiency market analysis. It continuously scans up to 16 assets for high-probability setups, enabling traders to efficiently identify momentum and trend shifts without constant chart flipping. Key Features & Customization: Timeframe Flexibility: You can select any desired timeframe (e.g., 5-minute, 1-hour, 4-hour, etc.) for the scanner engine to base its calculations on, allowing it to adapt to various trading styles. Custom Watchlist: The script allows you to configure and monitor a diversified portfolio of up to 15 assets alongside your current chart asset. 🔬 Proprietary Two-Tier Logic (Justifying Value): This closed-source indicator uses a unique, proprietary two-tier logic to generate filtered signals, providing original value by separating high-volume breakouts from pure trend flow: ✅ Tier 1: High-Confidence Signals (Volume Assets): For assets with reliable volume data (e.g., Stocks, Crypto), the script combines Relative Volume and RSI direction to identify high-momentum breakouts (labeled as BIG BUY or BIG SELL). This isolates movements that are statistically significant, providing cleaner entry points. 📈 Tier 2: Trend-Only Signals (Non-Volume Assets): For instruments lacking volume feeds (e.g., certain Forex pairs), the logic intelligently pivots to a purely RSI-based trend analysis to flag periods of strong directional movement (TREND UP or TREND DN), effectively separating trending markets from ranging chop. Value to the Trader: This dual-logic system ensures comprehensive signal coverage regardless of the asset type. It allows the user to monitor a diversified portfolio of indices, FX, commodities, and stocks all from a single, organized table, thereby enhancing market breadth analysis. Disclaimer: Trading involves substantial risk. All outputs are for informational and educational purposes only and are not financial advice.
Indikator Pine Script®
oleh Indicatorhouse
0–14 DTE Volatility Screener (For Matt)ABOUT THIS SCRIPT – 0–14 DTE Volatility Screener This indicator is designed to identify stocks and ETFs that are well-suited for short-dated options trading (0–14 days to expiration). Short-term options require the underlying ticker to exhibit sufficient realized volatility, consistent range, and clean trend structure to overcome rapid theta decay. This tool highlights instruments with the volatility characteristics needed to support high-quality intraday and short-term swing setups. What the Indicator Measures ATR % of Price (ATR%): The script calculates ATR(14) and expresses it as a percentage of current price. This normalizes volatility across tickers of different price levels. ATR% = (ATR / Close) × 100 Volatility Thresholds: Two benchmark levels are plotted: 1.5% ATR → Minimum volatility required for 0–14 DTE setups 3.0% ATR → Preferred high-volatility zone for strong directional trades Trend Bias (Internal Logic Only): The script evaluates whether price is above or below the 20-EMA and 50-EMA. Above both EMAs = long-biased context Below both EMAs = short-biased context (Displayed visually only if modifications are added.) Optional IV Rank Filter: A placeholder exists for IV Rank integration. If IV Rank data is available, the indicator can filter for environments where implied volatility is not too low or excessively inflated. How to Interpret the Output ATR% Line Below 1.5%: The ticker lacks adequate range. Avoid 0–14 DTE trades unless a catalyst is imminent. ATR% Between 1.5% and 3%: Volatility is tradable but moderate. Suitable for structured setups and conservative premium deployment. ATR% Above 3%: High-quality volatility environment. The ticker is capable of large, directional moves that can support aggressive 0–14 DTE entries. Background Highlighting (If Enabled): The background turns on only when all volatility and IV conditions are satisfied, signaling a fully qualified short-dated options candidate. Intended Use This indicator is not a buy/sell signal. It is a volatility qualification tool that helps traders narrow their universe to symbols capable of producing meaningful intraday and multi-day moves. It is most effective when combined with: Higher-time-frame trend analysis Liquidity and spread evaluation Catalyst awareness (earnings, news flow, macro events) Summary The 0–14 DTE Volatility Screener provides a normalized, objective measure of whether a ticker offers enough movement to justify short-dated options trading. It helps filter out low-range names and directs focus toward instruments with actionable volatility, cleaner structure, and meaningful opportunity. Complete Workflow (Optimal) Daily (1D) → Does the ticker qualify? ATR ≥ 1.5% → tradeable ATR ≥ 3% → high-quality 4H & 1H → HTF trend Only allow trades in the direction of HTF structure 15m or 5m → Entry timing
Indikator Pine Script®
oleh Horsman13
Apex IndicatorThe Apex Indicator is a physics-based momentum tool designed to measure the 2nd Derivative (Acceleration) of both Price and Volume. ​Unlike standard oscillators which often lag, this indicator uses Kinematics to identify the subtle shifts in momentum before price makes a major move. It answers the critical questions: Is the selling pressure fading? and Is there fresh fuel (Volume) entering to support a turn? ​This script uses Hull Moving Average (HMA) smoothing for low-latency calculation, and Z-Score Normalization to force Price and Volume onto a shared, readable scale. ​Visual Guide ​The Histogram (Price Acceleration) ​Bright Green: Strong Bullish Acceleration (High Velocity). ​Dark Green: Developing Bullish Momentum (or Waning Bullishness depending on context). ​Bright Red: Strong Bearish Acceleration (Panic/Dump). ​Dark Red: Developing Bearish Momentum (or Waning Bearishness). ​The Line (Volume Acceleration) ​Yellow: Volume is accelerating (Interest is entering). ​Purple: Volume is decelerating (Interest is leaving). ​The Background Highlights ​Green/Red Background: These mark Statistical Extremes (>1 Standard Deviation). While these show maximum power, they often mark the climax of a move rather than the start. ​How to Trade: Reading the Subtleties ​The power of the Apex Indicator is not in chasing the spikes, but in reading the Transitions. ​1. The Turn (The Reversal Entry) Don't wait for the explosion; look for the "braking" action. ​The Setup: Price has been moving down strongly (Bright Red bars). ​The Signal: The histogram shifts to Dark Red and begins moving up toward the zero line (less negative). This means the selling acceleration is dying. ​The Trigger: A Dark Green bar prints, accompanied by the Volume Line turning Yellow/Rising. ​Why it works: You are entering when the bearish energy is exhausted and fresh volume is stepping in to lift the price, often before the main breakout occurs. ​2. The Second Wind (Trend Continuation) ​The Setup: You are already in a trend (Green bars), but the bars fade to Dark Green or near Zero (a pullback or pause). ​The Trigger: The next bar flips Bright Green and the Volume Line spikes Yellow. ​Why it works: This confirms that the pause was just a breather, and buyers are stepping back on the gas. ​3. The "Hollow Move" (Trap Avoidance) ​The Scenario: Price is moving up (Green bars), but the Volume Line is Purple or dropping. ​Interpretation: This is a drift, not a drive. Without volume acceleration support, these moves are prone to rapid reversal. ​4. The Climax (Exits) ​If the Background flashes Green (Alert Trigger), be aware that price acceleration has hit a statistical extreme (Z-Score > 1). ​If you are in a position, this is often a good place to Take Profit, as maintaining that level of acceleration is mathematically difficult for the market to sustain. ​Settings ​Analysis Length (21): The lookback period for the HMA smoothing. ​Normalization Lookback (21): The historical window used to calculate the Z-Score. A setting of 21 allows the indicator to self-adjust quickly to recent volatility conditions.
Indikator Pine Script®
oleh MonkeyPhone
PEG RSI [Auto EPS Growth]The PEG RSI is a hybrid indicator that combines fundamental valuation with technical momentum. It applies the Relative Strength Index (RSI) directly to the Price/Earnings-to-Growth (PEG) Ratio. Unlike traditional PEG indicators that require manual input for growth rates, this script automatically calculates the Compound Annual Growth Rate (CAGR) of Earnings Per Share (EPS) based on historical data. Key Features - Auto-Calculated Growth: Uses historical TTM Earnings Per Share (EPS) to calculate the CAGR over a user-defined period (Default: 4 years). - Dynamic Valuation: Converts the static PEG ratio into an oscillator (RSI) to identify relative valuation extremes. - Trend & Momentum: Visualizes the momentum of the PEG ratio relative to its own history. Educational Case Study This indicator is designed for educational purposes and research. Instead of relying on fixed overbought or oversold levels, users are encouraged to study the correlation between the PEG RSI and price action independently. - Observe how the price reacts when the PEG RSI reaches upper or lower extremes. - Different stocks may respect different RSI zones based on their growth stability. - Use this tool to analyze how market valuation momentum shifts over time. Settings: - Years for CAGR Growth: Timeframe to calculate EPS growth (Default: 4 years). - RSI Length: Lookback period for the RSI calculation (Default: 14). Note: This indicator works best on stocks with a consistent history of earnings. It requires financial data to function (will not work on assets without EPS like Crypto or Forex).
Indikator Pine Script®
oleh waranyutrkm
RSS - Reversal Score System v3 [Rulph]OVERVIEW (Russian version below) The Reversal Score System v3 (RSS3) is a sophisticated multi-component indicator designed to identify potential market reversal zones by combining volatility pressure analysis, trend momentum measurement, and divergence detection. The system generates a normalized score ranging from -1 (bullish) to +1 (bearish), with visual cloud overlays highlighting high-probability reversal areas. RSS3 integrates multi-timeframe confirmation and adaptive divergence filtering to reduce false signals in strong trends. CORE COMPONENTS Volatility Pressure Index (VPI) VPI measures volatility expansion and price compression by combining: • RSI distance from neutral (50) to gauge momentum deviation • Annualized volatility estimation (VIX-style) to detect stress • Normalized candle range relative to historical volatility • Bollinger Bands position for price extension analysis Higher VPI values indicate overbought conditions with volatility pressure, while lower values suggest oversold compression with potential for reversal. Trend Direction Force Index (TDFI) TDFI quantifies directional momentum strength by analyzing: • Divergence between fast (MMA) and slow (SMMA) moving averages • Average momentum (impetus) between the two moving averages • Normalized power-weighted trend force Positive TDFI indicates strong uptrend momentum, negative values indicate downtrend force. Extreme values (>0.7 or <-0.7) trigger impulse signals. Divergence Detection System The indicator automatically detects classical and hidden divergences for both VPI and TDFI: • Bullish divergences: price makes lower low while indicator makes higher low • Bearish divergences: price makes higher high while indicator makes lower high • Divergence bonus decays over time (customizable decay period) • Amplitude-weighted strength multiplier • Sequential divergence counter for confirmation Multi-Timeframe Filter (MTF) Optional higher timeframe analysis helps filter low-probability reversals: • Off mode : No filtering applied • Reduce mode : Lowers divergence bonus when counter-trend to HTF (30% reduction) • Block mode : Completely hides divergence markers against strong HTF trend MTF calculates VPI and TDFI on higher timeframe and blends scores based on MTF weight parameter. FINAL SCORE CALCULATION The final score combines: Score = (VPI_weight × VPI) + (TDFI_weight × TDFI) - Bull_Div_Bonus + Bear_Div_Bonus When MTF is enabled: Final_Score = (1 - MTF_weight) × Base_Score + MTF_weight × MTF_Score VISUAL FEATURES Adaptive Score Clouds Dynamic colored zones appear above/below price when reversal conditions strengthen: • Green cloud below price : Bullish reversal zone (score < bullish threshold) • Red cloud above price : Bearish reversal zone (score > bearish threshold) • Cloud height : Proportional to signal strength (3× ATR maximum) • Transparency : Decreases with stronger signals (90% weak → 50% strong) • Threshold mode : Clouds appear only when thresholds exceeded • Gradient mode : Clouds show accumulation from any score value Divergence Markers Triangle markers indicate detected divergences: • Green/Lime triangles below price: Bullish divergences (lime = both VPI+TDFI) • Red/Maroon triangles above price: Bearish divergences (maroon = both VPI+TDFI) • Gray markers: Filtered divergences (when MTF filter is active) • Offset by pivot lookback period for accuracy Momentum Impulses Optional arrow markers highlight strong momentum breakouts: • Blue arrows down: Bearish momentum impulse • Orange arrows up: Bullish momentum impulse Info Table Real-time statistics display in top-right corner: • Current final score with color coding • Individual VPI and TDFI values • Active divergence bonuses (Bull/Short) • MTF trend status (when enabled) • Current filter mode HOW TO USE For Reversal Trading 1 — Wait for score to cross bullish threshold (<-0.5) for potential long entries or bearish threshold (>0.5) for shorts 2 — Confirm with divergence markers appearing simultaneously 3 — Look for cloud formation strengthening the signal 4 — Use MTF filter to avoid counter-trend trades For Trend Continuation • Impulse arrows indicate strong momentum continuation • Use as confirmation when trading in direction of established trend • MTF alignment provides additional confidence For Multi-Timeframe Analysis • Enable MTF filter and set higher timeframe (e.g., 4H on 1H chart, Daily on 4H chart) • Use "Reduce" mode for conservative approach • Use "Block" mode for strict trend alignment PARAMETERS GUIDE Score Group • VPI Weight (0.5): Balance between volatility and trend components. Increase for volatility-focused signals. • TDFI Weight (0.5): Balance between volatility and trend components. Increase for trend-focused signals. • Divergence Bonus Max (0.3): Maximum contribution of divergences to score. Higher = stronger divergence impact. Divergence Group • Pivot Lookback (3): 2=aggressive/fast, 3=balanced, 5=conservative/slow Multi TimeFrame Group • Higher TF : Typically 4-16× current timeframe (e.g., 4H for 1H chart) • MTF Weight (0.3): Influence of higher timeframe in final score • Trend Filter Level (0.5): TDFI threshold defining "strong trend" on HTF Visual Group • Cloud Mode : Threshold (traditional) vs Gradient (continuous accumulation) • Cloud Transparency : Base transparency for weak signals Advanced Groups Fine-tune indicator components for specific markets or timeframes. Default values work well for most assets. Increasing periods smooths signals but adds lag; decreasing periods increases sensitivity but may cause noise. ALERTS Six alert conditions available: • Bullish Zone: Score crosses below bullish threshold • Bearish Zone: Score crosses above bearish threshold • Strong Bull Div: Both VPI+TDFI show bullish divergence (unfiltered) • Strong Bear Div: Both VPI+TDFI show bearish divergence (unfiltered) • Down Impulse: Bearish momentum breakout • Up Impulse: Bullish momentum breakout NOTES • Works on all timeframes and asset classes (crypto, forex, stocks, indices) • Best results on liquid markets with clear trend/reversal cycles • Combine with price action, support/resistance, and risk management • Divergences work best in ranging or weakening trend conditions • Not a standalone trading system - use as confirmation tool LIMITATIONS • Like all indicators, RSS3 can generate false signals in choppy/sideways markets • Divergence detection requires sufficient historical data (minimum 50-100 bars) • MTF filter may reduce signal frequency significantly in "Block" mode • Advanced parameters require understanding of underlying calculations DISCLAIMER This indicator is provided for informational and educational purposes only and does not constitute financial, investment, or trading advice. All trading involves risk, and past performance does not guarantee future results. Users are solely responsible for their own trading decisions and should conduct their own research or consult with a qualified financial advisor before making any investment decisions. The author assumes no liability for any losses incurred through the use of this indicator. ═════════════════════════════════════════════════════════════════════════ © Rulph - Reversal Score System v3 ОБЗОР Reversal Score System v3 (RSS3) — это многокомпонентный индикатор для выявления зон потенциального разворота рынка, объединяющий анализ давления волатильности, измерение силы тренда и обнаружение дивергенций. Система генерирует нормализованный скор от -1 (бычий) до +1 (медвежий) с визуальными облаками, выделяющими зоны высокой вероятности разворота. RSS3 интегрирует подтверждение с высшего таймфрейма и адаптивную фильтрацию дивергенций для снижения ложных сигналов в сильных трендах. ОСНОВНЫЕ КОМПОНЕНТЫ Индекс давления волатильности (VPI) VPI измеряет расширение волатильности и ценовое сжатие, комбинируя: • Отклонение RSI от нейтрального уровня (50) для оценки моментума • Оценку годовой волатильности (VIX) для определения стресса • Нормализованный диапазон свечей относительно исторической волатильности • Положение относительно полос Боллинджера для анализа растяжения цены Высокие значения VPI указывают на перекупленность с давлением волатильности, низкие значения — на перепроданность со сжатием и потенциалом разворота. Индекс силы направления тренда (TDFI) TDFI количественно оценивает силу направленного моментума через анализ: • Расхождения между быстрой (MMA) и медленной (SMMA) скользящими средними • Среднего моментума (импульса) между двумя скользящими • Нормализованной силы тренда с весовым коэффициентом Положительный TDFI указывает на сильный восходящий моментум, отрицательные значения — на нисходящую силу. Экстремальные значения (>0.7 или <-0.7) вызывают импульсные сигналы. Система обнаружения дивергенций Индикатор автоматически обнаруживает классические и скрытые дивергенции для VPI и TDFI: • Бычьи дивергенции: цена формирует более низкий минимум, индикатор — более высокий минимум • Медвежьи дивергенции: цена формирует более высокий максимум, индикатор — более низкий максимум • Бонус дивергенции затухает со временем (настраиваемый период затухания) • Множитель силы, взвешенный по амплитуде • Счётчик последовательных дивергенций для подтверждения Мультитаймфреймовый фильтр (MTF) Опциональный анализ высшего таймфрейма помогает отфильтровать развороты с низкой вероятностью: • Режим Off : Фильтрация не применяется • Режим Reduce : Снижает бонус дивергенции при контр-тренде к HTF (на 30%) • Режим Block : Полностью скрывает маркеры дивергенций против сильного тренда HTF MTF рассчитывает VPI и TDFI на высшем таймфрейме и смешивает скоры на основе параметра MTF weight. РАСЧЁТ ФИНАЛЬНОГО СКОРА Финальный скор объединяет: Скор = (Вес_VPI × VPI) + (Вес_TDFI × TDFI) - Бонус_бычьей_див + Бонус_медвежьей_див При включённом MTF: Финальный_скор = (1 - Вес_MTF) × Базовый_скор + Вес_MTF × MTF_скор ВИЗУАЛЬНЫЕ ФУНКЦИИ Адаптивные облака скора Динамические цветные зоны появляются выше/ниже цены при усилении условий разворота: • Зелёное облако под ценой : Бычья зона разворота (скор < бычьего порога) • Красное облако над ценой : Медвежья зона разворота (скор > медвежьего порога) • Высота облака : Пропорциональна силе сигнала (максимум 3× ATR) • Прозрачность : Уменьшается при усилении сигнала (90% слабый → 50% сильный) • Режим Threshold : Облака появляются только при превышении порогов • Режим Gradient : Облака показывают накопление от любого значения скора Маркеры дивергенций Треугольные маркеры указывают на обнаруженные дивергенции: • Зелёные/лаймовые треугольники под ценой: Бычьи дивергенции (лайм = обе VPI+TDFI) • Красные/бордовые треугольники над ценой: Медвежьи дивергенции (бордо = обе VPI+TDFI) • Серые маркеры: Отфильтрованные дивергенции (когда активен MTF-фильтр) • Смещение на период pivot lookback для точности Импульсы моментума Опциональные стрелки выделяют сильные импульсные прорывы: • Синие стрелки вниз: Медвежий импульс моментума • Оранжевые стрелки вверх: Бычий импульс моментума Информационная таблица Статистика в реальном времени в правом верхнем углу: • Текущий финальный скор с цветовой кодировкой • Отдельные значения VPI и TDFI • Активные бонусы дивергенций (Bull/Short) • Статус тренда MTF (при включении) • Текущий режим фильтра КАК ИСПОЛЬЗОВАТЬ Для торговли на разворотах 1 — Дождитесь пересечения скором бычьего порога (<-0.5) для потенциальных лонгов или медвежьего порога (>0.5) для шортов 2 — Подтвердите одновременным появлением маркеров дивергенций 3 — Ищите формирование облака, усиливающего сигнал 4 — Используйте MTF-фильтр для избегания контр-трендовых сделок Для продолжения тренда • Импульсные стрелки указывают на сильное продолжение моментума • Используйте как подтверждение при торговле в направлении установленного тренда • Выравнивание MTF даёт дополнительную уверенность Для мультитаймфреймового анализа • Включите MTF-фильтр и установите высший таймфрейм (например, 4H на графике 1H, Daily на 4H) • Используйте режим "Reduce" для консервативного подхода • Используйте режим "Block" для строгого выравнивания по тренду РУКОВОДСТВО ПО ПАРАМЕТРАМ Группа Score • VPI Weight (0.5): Баланс между компонентами волатильности и тренда. Увеличьте для сигналов, ориентированных на волатильность. • TDFI Weight (0.5): Баланс между компонентами волатильности и тренда. Увеличьте для сигналов, ориентированных на тренд. • Divergence Bonus Max (0.3): Максимальный вклад дивергенций в скор. Выше = сильнее влияние дивергенций. Группа Divergence • Pivot Lookback (3): 2=агрессивно/быстро, 3=сбалансированно, 5=консервативно/медленно Группа Multi TimeFrame • Higher TF : Обычно в 4-16 раз больше текущего таймфрейма (например, 4H для графика 1H) • MTF Weight (0.3): Влияние высшего таймфрейма в финальном скоре • Trend Filter Level (0.5): Порог TDFI, определяющий "сильный тренд" на HTF Группа Visual • Cloud Mode : Threshold (традиционный) vs Gradient (непрерывное накопление) • Cloud Transparency : Базовая прозрачность для слабых сигналов Группы Advanced Тонкая настройка компонентов индикатора для конкретных рынков или таймфреймов. Значения по умолчанию хорошо работают для большинства активов. Увеличение периодов сглаживает сигналы, но добавляет задержку; уменьшение периодов увеличивает чувствительность, но может вызвать шум. АЛЕРТЫ Доступны шесть условий для алертов: • Bullish Zone: Скор пересекает бычий порог снизу вверх • Bearish Zone: Скор пересекает медвежий порог сверху вниз • Strong Bull Div: Обе VPI+TDFI показывают бычью дивергенцию (не отфильтровано) • Strong Bear Div: Обе VPI+TDFI показывают медвежью дивергенцию (не отфильтровано) • Down Impulse: Медвежий импульсный прорыв • Up Impulse: Бычий импульсный прорыв ПРИМЕЧАНИЯ • Работает на всех таймфреймах и классах активов (крипто, форекс, акции, индексы) • Лучшие результаты на ликвидных рынках с чёткими циклами тренд/разворот • Комбинируйте с price action, уровнями поддержки/сопротивления и риск-менеджментом • Дивергенции лучше всего работают в условиях флэта или ослабления тренда • Не является самостоятельной торговой системой - используйте как инструмент подтверждения ОГРАНИЧЕНИЯ • Как все индикаторы, RSS3 может генерировать ложные сигналы в изменчивых/боковых рынках • Обнаружение дивергенций требует достаточного объёма исторических данных (минимум 50-100 баров) • MTF-фильтр может значительно снизить частоту сигналов в режиме "Block" • Продвинутые параметры требуют понимания базовых расчётов ДИСКЛЕЙМЕР Данный индикатор предоставляется исключительно в информационных и образовательных целях и не является финансовой, инвестиционной или торговой рекомендацией. Любая торговля сопряжена с риском, и прошлые результаты не гарантируют будущей доходности. Пользователи несут полную ответственность за свои торговые решения и должны провести собственное исследование или проконсультироваться с квалифицированным финансовым консультантом перед принятием инвестиционных решений. Автор не несёт ответственности за любые убытки, понесённые в результате использования данного индикатора. ═════════════════════════════════════════════════════════════════════════ © Rulph - Reversal Score System v3
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