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Indikator dan strategi

Market State Tracker🙏🏻 This is MST (Market State Tracker) , it’s main purpose is to tell whether it's better to take a predefined take-profit, or to expect a runner. Unlike widely-known alternatives, this model is made with top state-space and innovation modelling tech, and it takes the necessary info ‘itself’ (not the derivatives) from the right places. In fancy terms it’s not even a model, it’s an ensemble of several models. If you want to get familiar with other work of mine like this, check UAT . ^^ compared with reverse-engineered Jurik Moving Average in moving window mode … Main use case : take-profit engine. It tells whether to hold a position past its primary 1:1 Risk:Reward take-profit up to the opposite entry), or to close it right away at 1:1. Alternative use case : market state operator. Alternatively the study can be used as a primary market-state operator that would actually define further strategies and actions. It’s very useful if your strategies are not market regime agnostic. Otherwise, use it only as the main use case tells. Other use cases : anything that other mainstream studies are doing, but better* (proceed to the Tech Note in the end of the post): trend detection, price smoothing, crossovers, dynamic S&R etc. … How to use: The script has 2 studies, lower study (blue and red lines) and upper study (purple and gray lines). ... Lower study is less variance & more bias option , in general it’s less preferred than upper study, but if none of your other system layers do not gauge directional info directly and you wanna keep it simply this way, this lower study is what you need. Lower study states -> advised take-profit strategy: When: negative gamma (red line) is above positive gamma (blue line), market is biased towards sell side, so shorts should be held up to the opposite entry, while longs should be closed asap after 1:1 Risk:Reward When: positive gamma (blue line) is above negative gamma (red line), market is biased towards buy side, so longs should be held up to the opposite entry, while shorts should be closed asap after 1:1 Risk:Reward ... Upper study is the preferred one in general because of its higher informational content. Most probably, if you’re already gaining directional info on your other system layers, this one will likely provide you information you don’t gain there. Here the purple line is the lead state estimate, and the gray line is the lagged state estimate, and current price = current bar POC or HLC3 (inferred POC). Upper study states -> advised take-profit strategy: When: current price > purple line > gray line, market is heavily biased towards buy side, so longs should be held up to the opposite entry, while shorts should be closed asap after 1:1 Risk:Reward When: current price < purple line < gray line, market is heavily biased towards sell side, so shorts should be held up to the opposite entry, while longs should be closed asap after 1:1 Risk:Reward When: purple line > gray line > current price, market is biased towards another buy wave, so longs should be held up to the opposite entry, while shorts should be closed asap after 1:1 Risk:Reward When: purple line < gray line < current price, market is biased towards another sell wave, so shorts should be held up to the opposite entry, while longs should be closed asap after 1:1 Risk:Reward All other price x purple line x gray line patterns are considered neutral, and both longs and shorts are done with minimal 1:1 Risk:Reward. Important: if you trade based on current session activity, you have to track current states. If you trade based on previous session levels, you only need the last state of that session that originated the level. Important 2: The script has a setting called “blend”. The differences between all 3 options provided there are extremely low, and moreover it doesn’t change the main part: location of crossovers. So I left it here because I genuinely don’t know yet which of these is the most primordial math option for the current context xd. ... * now about this: Tech note In short: it gains all the information without touching artifacts with the best possible math that runs on O(1) time complexity. The ‘final’ time complexity of the whole method is O(1), both in moving and expanding window modes. The main short-term forecasting & innovations engine, I called it VAPM (Volume Acceleration Price Model) , is inspired by how prediction and NaN fills works on the lowest hardware level, processor cache etc. It’s based on splines , the most fundamental geometrical principles. This is the stuff you can run on FPGAs doing UHFT, not even HFT. Based on lead/lag and negative/positive relationships with the VAPM forecasts, innovations are separated into 4 different streams. Each stream of these 4 then discovers its own adaptive gain (limited by theoretical constraints of the exponential distribution each stream follows). Then, 4 separate PVA (Position Velocity Acceleration) state-space models are run on POC estimate of each bar, using previously computed 4 different adaptive gains. Initial impulse response of the models was almost exactly matched with the Extended Beta(2, 2) Window, provided in UAT open access script (heck the code & description, it would worth it). Then these 4 separate trackers are grouped pairwise and blended into 2, resulting in the lead/lag model. Additionally, 4 adaptive gains are blended into 2 separate pos/neg models. I offer 3 blending options: max(), contraharmonic mean, and Log-Sum-Exp. The differences of outputs based on these 3 options are almost negligible. All possible hidden issues like info leakage from previous finished expanding windows, or special cases of forecasts at the very few first datapoints, are taken into account and solved. The whole method has zero constants and zero pre-optimized or arbitrary values, everything based on fundamental math entities / objects. … ∞
Indikator Pine Script®
oleh gorx1
UFX PRO How it works The indicator plots a single line on the chart that changes position and color depending on the trend: 🟢 Uptrend: The SuperTrend line is below the price → bullish bias 🔴 Downtrend: The SuperTrend line is above the price → bearish bias When the price crosses the SuperTrend line, it often signals a potential trend reversal. ✅ Advantages ✔ Easy to read ✔ Works well in trending markets ✔ Adaptive to volatility ✔ Useful for stops and trend confirmation
Indikator Pine Script®
oleh UFXAlgo
BTC - Power Law 1.5: Dynamic 50/50 Decay OVERVIEW Most Bitcoin models treat the asset as if it exists in a vacuum of infinite exponential growth. The classical Power Law (v1.0) was a groundbreaking start, but as Bitcoin matures into a multi-trillion dollar institutional asset, our models must account for the laws of physics and liquidity. The Power Law 1.5: Dynamic 50/50 Decay is a second-generation structural engine. It doesn't just draw a line; it calculates the structural "Center of Gravity" of Bitcoin’s adoption curve while accounting for the natural maturation (decay) of the network’s growth speed. THE MATHEMATICAL BACKBONE: QUANTILE MEDIAN CALCULATION The "Fair Value" line (blue) is derived using a Log-Log Linear Regression focused on the 50th percentile (Median). The script first transforms the price and the time (days since the Genesis Block) into a logarithmic scale. It then calculates a power-law constant by finding the Absolute Least Deviation across the entire historical dataset since 2011. Specifically, it uses the formula: Price = 10^(Intercept + Slope * log10(Days)) . To ensure the line is a true median, the script calculates the Median Offset of every historical price point from the raw regression line. By shifting the intercept by this median value, we guarantee that exactly 50% of all weekly bars fall above the curve and 50% fall below it, creating a robust, non-biased structural center. THE ALPHA SHADOW: DYNAMIC EXPONENT PROJECTION Unlike standard power-law projections that rely on a static slope, the "Alpha Shadow" (the projection extending from the blue backbone) utilizes a Time-Varying Exponent Model . The model acknowledges that Bitcoin's growth speed—the exponent 'b'—is a decaying function of time, reflecting the diminishing returns of a maturing asset. The script recalculated the Instantaneous Slope on every single bar using the formula: Future_Slope = Initial_Slope - (Decay_Rate * log10(Total_Days_from_Genesis)) . While the Decay Rate (default 0.045) serves as a structural sensitivity constant, its application ensures the growth speed is a dynamic variable rather than a fixed number. Each segment of the dashed green "Shadow" is a unique power-law arc calculated for its specific future time window. This ensures the projection isn't just a straight line drawn on a log chart, but a mathematically tethered curve that "feels" the weight of increasing market capitalization and respects the reality of global liquidity constraints as we approach 2029. HOW TO READ THE CHART • The Backbone (Solid Blue): This is the 50/50 Fair Value. When price is below this line, Bitcoin is structurally "cheap." When price is far above it, the asset is in a state of cyclical expansion. • The Alpha Shadow (Green): This is the mathematical projection of the current curve into 2029. It shows the path of "Fair Value" as the network continues to mature. • The Regime Audit (Dashboard): A real-time table in the middle-right of your chart provides an audit of the model's integrity, including the current slope (b) and the projected Fair Price for Jan 1, 2029. WHY THIS IS "FRESH" Most open-source Power Law scripts on TradingView utilize a Static Linear Regression —calculating a single constant slope that is applied equally to 2011 and 2029. Furthermore, common community models often rely on "Outer Band" fitting (connecting historical cycle peaks to cycle lows). While visually appealing, these methods can be highly sensitive to "Black Swan" outliers and often assume Bitcoin’s growth velocity is a permanent constant. This script stands out by introducing a Maturation Framework . Instead of fitting to volatile extremes, we anchor the logic to a 50/50 Quantile Median , creating a backbone that is mathematically centered regardless of cyclical noise. By then applying a Dynamic Decay Factor to the growth exponent, we move away from the "static bands" approach and toward a model that respects the physical reality of a maturing, multi-trillion-dollar asset class. This provides a structurally grounded, institutional-grade view of Bitcoin’s trajectory that accounts for the diminishing returns inherent in global adoption. DISCLAIMER This script is for educational and macro-analytical purposes only. It does not constitute financial advice. The 2029 projection is a mathematical extrapolation based on historical data and decay constants; it is not a guarantee of future price action. TAGS bitcoin, powerlaw, macro, regression, fairvalue, btc, projection, quantitative, math, structural, Rob Maths, robmaths, Rob_Maths
Indikator Pine Script®
oleh Rob_Maths
Sector Rotation Dashboard (Beta)🎯 OVERVIEW The Sector Rotation Indicator is a comprehensive real-time dashboard that tracks money flow across all 11 S&P 500 sector ETFs and 6 major macro assets. It automatically detects market regimes (Risk-On, Risk-Off, Tech-Led), flags anomalies, and shows you where institutional money is flowing. Whether you're trading individual stocks, sector ETFs, or managing a portfolio, this indicator tells you: • Which sectors are leading/lagging (ranked by relative strength) • What market regime we're in (Risk-On, Risk-Off, Tech-Led, Mixed) • Where the anomalies are (sectors behaving unexpectedly) • How confident the signals are (based on cross-sector confirmation) • What sector ETF the current chart ticker belongs to, if any (with rank and RS%) 🚧 BETA NOTICE ⚠️ This indicator is currently in BETA. IMPORTANT - ETF Holdings Database: • The 500+ stock-to-sector mappings are based on actual ETF holdings • SPDR sector ETFs rebalance quarterly (3rd Friday of Mar/Jun/Sep/Dec) • Holdings data requires MANUAL updating by the creator after each rebalance • Users may experience DELAYS in data updates following rebalance dates • Some newly added or removed stocks may be temporarily misclassified 📊 WHAT IT TRACKS 11 SPDR Sector ETFs: • XLE (Energy) - Cyclical • XLF (Financials) - Cyclical • XLI (Industrials) - Cyclical • XLY (Consumer Discretionary) - Cyclical • XLB (Materials) - Cyclical • XLK (Technology) - Growth • XLC (Communication Services) - Growth • XLV (Healthcare) - Defensive • XLP (Consumer Staples) - Defensive • XLU (Utilities) - Defensive • XLRE (Real Estate) - Defensive 6 Macro Assets: • GLD (Gold) - Safe Haven • TLT (20+ Year Treasuries) - Safe Haven • UUP (US Dollar Index) - Currency • DBC (Commodities) - Risk/Inflation • EEM (Emerging Markets) - Risk Appetite • IBIT (Bitcoin) - Speculative 🔥 KEY FEATURES 1️⃣ Real-Time Sector Rankings • All 11 sectors ranked by Relative Strength (RS) vs SPX • Dual color coding: Background = RS, Text = Absolute performance • Trend arrows showing momentum (↑↑, ↑, →, ↓, ↓↓) • Rank change tracking with configurable alert threshold 2️⃣ Intelligent Regime Detection • Risk-On: Cyclicals leading (XLE, XLF, XLI, XLY, XLB) • Risk-Off: Defensives leading (XLV, XLP, XLU, XLRE) • Tech-Led: Growth dominating (XLK, XLC) • Mixed: No clear leadership • High Volatility: Signals unreliable 3️⃣ Anomaly Detection System • Flags sectors that jump/drop 3+ ranks • Detects behavioral anomalies (e.g., Energy #1 in Risk-Off) • High volatility warnings when multiple sectors show extreme moves • Dynamic tooltips explain WHY each anomaly is flagged 4️⃣ Confidence Scoring • Counts how many sectors confirm the current regime • High (7+), Medium (5-6), Low (<5) confidence levels • Shows exactly which sectors are confirming vs diverging 5️⃣ Current Ticker Classification • Built-in database of 500+ stock tickers mapped to sector ETFs • Shows your current chart's sector, rank, and RS • Dual classification: ETF Holdings + TradingView (mismatch detection) 6️⃣ Macro Cross-Asset Flow • Tracks 6 macro assets for broader market context • Interprets flows: Risk-Off Flow, Risk-On Flow, Flight to Safety • Equity outflow warnings when safe havens beat SPX significantly 7️⃣ Educational Tooltips • Hover over ANY cell for detailed explanations • Dynamic tooltips show live data + educational context • Learn what drives each signal while you trade 📖 HOW TO READ THE DASHBOARD Sector Panel: • Green background = Outperforming SPX (positive RS) • Red background = Underperforming SPX (negative RS) • Green text = Positive absolute return • Red text = Negative absolute return • Δ column shows rank changes (⚠️ = significant move) Interpretation Panel: • ROTATION → Describes current sector movement pattern • REGIME → Current market environment classification • ALERT → Anomalies detected or "All Clear" status • CONFIDENCE → Signal reliability score with breakdown Macro Panel: • Signal column: Strong > Bid > Neutral > Offered > Weak • FLOW row: Summary of cross-asset money movement ⚙️ SETTINGS & RECOMMENDATIONS PRIMARY TIMEFRAME (days) - Default: 20 Lookback period for RS calculation. • 5-10 days: Day/swing traders - responsive but noisier • 20 days: Most traders - good balance of signal vs noise ⭐ • 50 days: Position traders - smooth, confirms established trends • 100+ days: Investors - major regime shifts only Tip: Match to your typical holding period. TREND TIMEFRAME (days) - Default: 5 Shorter lookback for momentum arrows (↑↑ ↑ → ↓ ↓↓). • 3 days: Aggressive - more sensitive, more arrow changes • 5 days: Most traders - catches momentum shifts without whipsaws ⭐ • 10 days: Conservative - smoother, fewer false reversals Tip: Keep at 1/4 to 1/5 of Primary Timeframe. ALERT THRESHOLD (ranks) - Default: 3 Minimum rank change to trigger ⚠️ anomaly alert. • 2 ranks: Active traders - more alerts, catches smaller rotations • 3 ranks: Most traders - significant moves only (e.g., #8→#5) ⭐ • 4-5 ranks: Swing/position - major disruptions only, high conviction Tip: Lower = more alerts, Higher = fewer but stronger signals. RECOMMENDED COMBINATIONS BY TRADING STYLE: • Day Trading: Primary 10, Trend 3, Alert 2 • Swing Trading: Primary 20, Trend 5, Alert 3 • Position Trading: Primary 50, Trend 10, Alert 4 • Long-term Investing: Primary 100, Trend 20, Alert 5 OTHER SETTINGS: • 44+ color and opacity controls for full customization • Dark/Light theme support • Compact view (Top 3 + Bottom 3) or Full view (all 11) • Show/hide interpretation panel 🚨 BUILT-IN ALERTS • Sector rotation changes (Cyclical ↔ Defensive) • Regime changes (Risk-On ↔ Risk-Off ↔ Tech-Led) • Large rank movements (configurable threshold) • Equity outflow detection • Safe haven bid alerts • Global risk-on signals 💡 TRADING APPLICATIONS For Stock Traders: • See if your stock's sector is leading or lagging • Avoid fighting the sector trend • Find stocks in leading sectors for momentum plays For Sector Rotators: • Identify rotation early with rank change alerts • Confirm regime with confidence scoring • Spot anomalies that may signal turning points For Portfolio Managers: • Monitor risk-on/risk-off positioning • Track cross-asset correlations • Get early warning of defensive rotations For Macro Traders: • Cross-reference sector rotation with macro flows • Identify flight-to-safety episodes • Track inflation hedge positioning 📝 TECHNICAL NOTES • Data Source: TradingView sector data + custom ETF holdings database • ETF Holdings: 500+ tickers mapped to sector ETFs (manually maintained) • Rebalancing: SPDR ETFs rebalance on 3rd Friday of Mar/Jun/Sep/Dec • Best Timeframe: Daily recommended, works on all timeframes • Performance: Optimized for minimal lag despite tracking 17 assets • Pine Script: Version 6 ⚠️ DATA UPDATE SCHEDULE: The ETF holdings database is manually updated by the creator following each quarterly rebalance. Updates are typically completed within 1-2 weeks after the official rebalance date. During this period, some ticker classifications may be outdated. The indicator will fall back to TradingView's sector classification for any tickers not found in the database. ⚠️ DISCLAIMER This indicator is currently in BETA. Features may change, and bugs may exist. This indicator is for educational and informational purposes only. It does not constitute financial advice. Always do your own research and consider your risk tolerance before making trading decisions. Past performance does not guarantee future results.
Indikator Pine Script®
oleh kisaragi01
True FVGsThis script highlights 3-candle Fair Value Gaps (FVGs) on your chart, showing areas where price moved quickly and left potential gaps in market structure. Bullish FVGs are shown with green boxes and suggest possible support, while bearish FVGs are shown with red boxes and suggest possible resistance. It also includes doji candles—very small-bodied candles that indicate indecision—so these patterns are not missed. The script displays the most recent 5 FVGs, making it easy to spot recent potential areas where price may react.
Indikator Pine Script®
oleh andrew_blichasz
Ghost Protocol [Bit2Billions]📌 Ghost Protocol — RSI Percentile Momentum Engine Ghost Protocol is a closed-source RSI momentum indicator built around a non-standard RSI calculation method designed to solve a core limitation of traditional RSI tools: fixed threshold bias. Standard RSI uses static levels (30/70 or 20/80), which assume all markets, assets, and volatility regimes behave the same. In practice, this causes false signals, late divergences, and inconsistent momentum interpretation. Ghost Protocol replaces fixed RSI thresholds with a percentile-ranked RSI distribution model, allowing momentum to be evaluated relative to its own historical behavior rather than absolute levels. 📌 Core Calculation Method (Non-Standard RSI Implementation) Instead of interpreting RSI using fixed values, Ghost Protocol evaluates RSI using: * A rolling RSI distribution * Percentile ranking of RSI values within that distribution * Volatility-aware normalization of momentum extremes This means: * “Overbought” and “oversold” conditions are defined by relative momentum rarity, not static numbers. * RSI adapts automatically to different instruments and volatility regimes. * Momentum signals remain consistent across markets without manual tuning. This calculation method cannot be replicated using built-in RSI alone, as built-ins do not provide percentile-based RSI context or distribution awareness. 📌 How the Components Work Together All modules in Ghost Protocol reference the same percentile-based RSI state: 1. Percentile RSI Core defines momentum pressure relative to historical distribution. 2. Divergence Detection compares price swings against percentile-ranked RSI swings, reducing false signals caused by static RSI levels. 3. Trend & Regime Filtering evaluates whether momentum is expanding, compressing, or exhausting based on percentile persistence rather than crossings. 4. Multi-Timeframe Alignment compares percentile RSI states across timeframes using normalized momentum, not raw RSI values. Because every component references the same normalized RSI context, signals confirm or invalidate each other instead of conflicting. 📌 What Problem This Script Solves Ghost Protocol is designed for traders who struggle with: * RSI behaving differently across assets * Fixed OB/OS levels failing in trending markets * Divergences appearing too late or inconsistently * Multiple RSI tools giving contradictory signals * Manual RSI calibration per instrument By using percentile-based RSI logic, Ghost Protocol provides: * Consistent momentum interpretation * Regime-aware RSI behavior * Contextual divergence detection * Cleaner, more reliable momentum structure 📌 How Traders Use Ghost Protocol Ghost Protocol is not a signal generator. Traders use it to: * Identify momentum expansion vs exhaustion * Evaluate divergence strength in context * Confirm trend continuation or weakening pressure * Align momentum across timeframes All outputs are designed for decision context, not automated entries. 📌 Why This Script Is Original Ghost Protocol does not modify RSI visually—it redefines how RSI is interpreted. Originality comes from: * Percentile-based RSI evaluation * Distribution-aware momentum logic * Contextual divergence validation * Unified RSI state shared across all modules This approach cannot be reproduced by stacking public RSI indicators or using built-in thresholds. 📌 Why This Script Is Invite-Only Ghost Protocol is offered as a closed-source script because its value lies in the calculation model, not the visual elements. The script replaces: * Manual RSI tuning * Multiple RSI variants * Separate divergence tools * Multi-timeframe RSI comparisons This level of consistency and normalization requires proprietary logic and is therefore provided as an invite-only indicator. 📌 Key Components & Intent #RSI Candles (Standard & Heikin-Ashi) Purpose: clearer momentum transitions and divergence readability. #Divergence Engine Detects: • Regular divergence • Hidden divergence • Ghost Candidate pre-divergence Purpose: identify exhaustion before price confirmation. #Adaptive RSI Zones Zones adjust based on: • Volatility • Displacement • Trend direction Purpose: eliminate static OB/OS bias. #RSI Ichimoku Cloud Shows: • Regime bias • Momentum compression/expansion • Equilibrium shifts Purpose: identify internal RSI regime transitions. #RSI Trendlines Automatically maps momentum structure. Purpose: remove manual RSI drawing. #Relative Trend Index Evaluates trend alignment across multiple timeframes. 📌 Dashboard Metrics (Contextual, Not Signal-Based) Provides a consolidated view of: • Volatility • Volume • VWAP vs price • EMA sentiment and structure • RSI and price OB/OS statistics • Relative trend alignment • ATR state and trailing stop context Purpose: decision context, not trade automation. 📌 Visual Design & Usability • Only real-time labels are displayed • Historical clutter is hidden • Consistent color and line hierarchy • Clear distinction between divergence types and momentum states This design supports institutional-style momentum reading, not signal spam. 📌 Summary Ghost Protocol is a closed-source, invite-only RSI intelligence system built on original logic. Its mashup structure is intentional, necessary, and justified, because it solves real RSI limitations that cannot be addressed by isolated tools. This script delivers clear analytical value, coherent momentum interpretation, and a professional workflow worthy of a paid publication. 📌 Recommended Use * Best on: 15m, 1H, 4H, Daily, Weekly * Works across: crypto, forex, indices, liquid equities * Pivot-style modules may show noise in illiquid markets 📌 Performance Notes * Heavy modules may draw many objects → disable unused tools * Refresh chart if buffer limits are approached * Internal handling of TradingView object rules 📌 License * Proprietary script © 2025 * Independently developed * Redistribution, sharing, resale, or decompilation prohibited * Similarities to public tools result only from shared market concepts 📌 Respect & Transparency Built using widely-recognized RSI concepts, but extended with proprietary logic. Developed with respect for the TradingView community. Any overlaps can be addressed openly and constructively. 📌 Disclaimer For educational and research use only. Not financial advice. Always test responsibly and manage risk. 📌 FAQs * Source code is intentionally private * Modules can be toggled * Alerts can be configured manually * Works on all major markets and timeframes 📌 About Ghost Trading Suite Author: BIT2BILLIONS Project: Ghost Trading Suite © 2025 Indicators: Ghost Matrix, Ghost Protocol, Ghost Cipher, Ghost Shadow Strategies: Ghost Robo, Ghost Robo Plus Pine Version: V6 The Ghost Trading Suite is designed to simplify and automate many aspects of chart analysis. It helps traders identify market structure, divergences, support and resistance levels, and momentum efficiently, reducing manual charting time. The suite includes several integrated tools — such as Ghost Matrix, Ghost Protocol, Ghost Cipher, Ghost Shadow, Ghost Robo, and Ghost Robo Plus — each combining analytical modules for enhanced clarity in trend direction, volatility, pivot detection, and momentum tracking. Together, these tools form a cohesive framework that assists in visualizing market behavior, measuring momentum, detecting pivots, and analyzing price structure effectively. This project focuses on providing adaptable and professional-grade tools that turn complex market data into clear, actionable insights for technical analysis. Crafted with 💖 by BIT2BILLIONS for Traders. That's All Folks! 📌 Changelog v1.0 – Initial Release * Added RSI Candles (Standard & Heiken-Ashi) for enhanced trend and divergence clarity. * Implemented Divergence Engine to highlight both regular and hidden divergences automatically. * Introduced Live Ghost Candidates to visualize forming divergence setups. * Added Adaptive RSI Zones for dynamic overbought and oversold thresholds. * Integrated Trend Index using percentile volatility sampling for directional bias. * Added RSI Ichimoku Cloud for equilibrium and momentum zone visualization. * Implemented RSI Trend Lines for auto support/resistance on RSI. * Added Momentum Shift Visualization and real-time momentum tracking. * Introduced Relative Trend Index for multi-timeframe trend strength analysis. * Developed Dashboard Module displaying volatility, volume, EMA trends, RSI/price overbought-oversold percentages, relative trend, and ATR-based metrics.
Indikator Pine Script®
oleh bit2billions
V3 Multi-MA MTF Full (by RUG)This Multiple Moving Averages (MA) indicator lets you plot and compare several moving averages on the same chart to quickly read trend direction and momentum. You can configure up to 10 MAs, choosing each one’s type (for example, SMA or EMA), length (periods), and—most importantly—its own independent timeframe (for instance, a 9-period EMA on the daily timeframe while you’re viewing a 15-minute chart). This creates a clean “context layer” that blends short-, mid-, and long-term trends, helping you spot trend alignment, dynamic support/resistance zones, and key crossovers without constantly switching timeframes.
Indikator Pine Script®
oleh OneAMPM
SilverHawk Flip Confirm (4-Step)This premium indicator identifies high-probability trend flips using a 4-step confirmation sequence (Sweep → Displacement → BOS → Retest/Hold) with zone-based filters. Core logic & how it works: - Step 1 (Sweep): price wicks through a recent Supply/Demand area or Order Block (ATR-buffered) - Step 2 (Displacement): strong candle body (ATR size + min body %) after sweep - Step 3 (BOS): price breaks previous swing high/low - Step 4 (Retest + Hold): price retests the entry zone (OB or S&D area) without breaking opposite side - Zone modes: Hybrid (S&D area + OB entry), Supply/Demand only, or Order Block only - Non-repainting option (confirmed bars only) - Timeout: max bars between steps to avoid stale setups Features: - Visual zones (boxes) for S&D areas & OBs (toggleable) - Step labels (Sweep/Disp/BOS/Retest) on signal candles - Small panel with current steps, confidence %, and perfect sequence reminder - Alerts for full flip confirmation + individual steps - Customizable zone padding, pivot lengths, ATR buffers Settings: - Zone Mode: Hybrid, Supply & Demand only, Order Block only - Use Confirmed Bars Only: non-repainting toggle - Max Bars Between Steps: timeout for sequence - Pivot lengths for S&D and BOS - ATR multipliers for sweep buffer, displacement, padding, retest tolerance - Visuals: show zones/labels/panel - Alerts: enable/disable full flip + step triggers Best used on H1–D4 timeframes in Forex or indices for spotting trend reversals or continuations after liquidity sweeps. Combine with higher-timeframe structure and risk management. Invite-only access. Educational tool only. Not financial advice. Trading involves risk.
Indikator Pine Script®
oleh SilverHawkSuite_
Smart Liquidity & Step-TrendSmart Liquidity & Step-Trend Overview The Smart Liquidity & Step-Trend is a technical analysis tool designed to identify market manipulation points, specifically Liquidity Sweeps, and filter them using a Dynamic Multi-Timeframe (MTF) Trend. By combining Price Action concepts with institutional flow logic, this indicator helps traders spot high-probability reversal zones where "Smart Money" typically enters the market by capturing retail stop-losses. The Core Concept: Where is the Liquidity? Markets do not move randomly. Institutional players require significant liquidity to fill their large orders. This liquidity is often found where retail traders place their stop-loss orders: above obvious swing highs and below obvious swing lows. A Liquidity Sweep occurs when the price briefly breaks through these key levels to trigger stops/orders and then immediately reverses back into the range. This indicator visualizes these events as potential turning points. To increase the probability of success, the Step-Trend (EMA) provides a higher-timeframe context, ensuring you are aware of the dominant market direction. Key Features Advanced Sweep Detection: Automatically identifies false breakouts of key swing highs and lows. Dynamic MTF Logic: - Trend Filter: The EMA (Exponential Moving Average) is calculated on a timeframe of your choice (e.g., 4H) even while viewing a lower timeframe (e.g., 15m). - MTF Swings: Support and Resistance zones are derived from MTF data for higher reliability. Temporary vs. Historical Zones: - Mitigation Logic (Default): Zones are automatically deleted once the price closes through them. This keeps your chart clean, showing only active and relevant levels that haven't been "tested" yet. - History Mode: Toggle "Show Historical Zones" to keep all past levels on the chart for backtesting and analysis. ATR Filter (Zone Importance): Adjustable sensitivity to filter out market noise and focus on significant liquidity grabs. How to Trade with This Indicator 1. Trend Confluence (Recommended) This is the highest probability setup. - BUY Signal: Look for a "SUPPORT" zone (teal) forming below the price while the Step-Trend EMA indicates an uptrend. This suggests a "buy-the-dip" manipulation. Use the "Trend Confluence Buy Signal" alert. - SELL Signal: Look for a "RESISTANCE" zone (orange) forming above the price while the Step-Trend EMA indicates a downtrend. Use the "Trend Confluence Sell Signal" alert. 2. Scalping & Reversals - Users can utilize the "SUPPORT" and "RESISTANCE" zones as potential targets or quick scalp entry points even against the main trend. Use the "Any Trend" sweep alerts for this style of trading. Settings Explained - Liquidity & Trend Timeframe: The timeframe used for trend calculation and swing detection. - Swing Sensitivity: How "obvious" a high or low must be to be considered a liquidity target. - Zone Importance (ATR Filter): Defines how deep the sweep must be relative to current volatility. - Show Historical Zones: Switch between a clean chart (temporary zones) and a backtesting view (historical zones). Important Notice: No indicator is 100% accurate. This tool is intended to confirm your own analysis and trading strategies. Always use proper Risk Management and do not trade based on just one indicator. I hope this tool will help you improve your trading!
Indikator Pine Script®
oleh mk77777
SilverHawk Scenario Matrix ProThis premium indicator scans historical price patterns and projects forward-looking scenarios based on similarity to past analogs. Core calculation & how it works: - Current window (length L) normalized for shape, volatility, RVOL, trend slope, structure - Scans up to 2000 bars back (configurable) to find top K most similar past windows - Weights similarity across shape correlation, vol regime, RVOL regime, trend slope, structure - Projects forward H bars using the matched historical paths → computes P10 (low), P50 (median), P90 (high) quantiles - Smooths projections (configurable %) to reduce noise - Calculates metrics: match quality (MatchQ), uncertainty %, confidence, regime, gate pass/fail, quality rating (A/B/WAIT) Features: - Visual projection lines (P10 red, P50 white, P90 green) with endpoint labels - Decision table: bias, confidence, MatchQ, uncertainty, regime, gate, strength, volume, near HTF, expected range - Optional smoothing on projections (0–100%) - Update modes: Locked (fixed on signal), On Close, Live - Alerts on new high-quality scenarios (optional) Settings: - Pattern length L & projection horizon H - History bars to scan & min gap from present - Top K matches to consider - Similarity weights (shape, vol, RVOL, trend, structure) - Regime thresholds & normalizers - Decision thresholds (MatchQ, confidence, uncertainty, bias) - Display: location, manual panel, smoothing %, update mode - Projection plot: show lines, colors, style Best used on H1–D1 timeframes in Forex or indices for forward-looking pattern-based forecasting and scenario planning. Combine with structure, volume confirmation and risk management. Invite-only access. Educational tool only. Not financial advice. Trading involves risk.
Indikator Pine Script®
oleh SilverHawkSuite_
SilverHawk HTF Alignment Panel ProThis premium dashboard displays multi-timeframe trend alignment, confidence score, regime, and risk assessment in a single, easy-to-read panel. Core calculation & how it works: - Trend direction: user-selectable engine (EMA cross, price vs EMA, Supertrend) - Strength %: EMA spread relative to historical max - Volume %: current RVOL vs average - Volatility %: current ATR vs historical max - Momentum %: RSI(14) - Confidence %: weighted blend of strength, volume, volatility, momentum - Regime: expansion (high vola + strength), compression (low vola + strength), normal - Alignment %: agreement between chart TF trend + 2 higher TFs - Gate: pass if at least 2 TFs align - Risk Load: ATR relative to distance from slow EMA - Quality (A/B/WAIT): final score based on confidence, alignment, risk, regime Features: - Color-coded table (bullish green, bearish red, neutral gray) - Customizable location (top/bottom left/right) - Optional info column explaining each metric - Optional manual reference panel - High-performance rendering (fixed rows/columns) Settings: - Dashboard Location: top-left/right, bottom-left/right - Trend Engine: EMA Cross, Price vs EMA, Supertrend - EMA lengths, Supertrend period/factor - Lookbacks for strength, volume, volatility - Weights for confidence calculation - Style: header/row colors, text color, border - Extras: show manual panel, show info column Best used on H1–D1 timeframes in Forex or indices for quick multi-timeframe assessment and decision support. Combine with structure, volume confirmation and risk management. Invite-only access. Educational tool only. Not financial advice. Trading involves risk.
Indikator Pine Script®
oleh SilverHawkSuite_
cephxs / Precision Swing Points [Pro+]PRECISION SWING POINTS (PSP) Spot institutional repositioning through divergence between correlated assets on the closing direction of the candle. THE CONCEPT Markets don't move in isolation. When ES makes a new high but NQ doesn't follow—that's SMT divergence. When Euro rallies but Pound fails to rally too—that's SMT divergence. These moments reveal where institutions are repositioning. But a Precision Swing Point (PSP) is simpler: a swing pivot where correlated assets diverge by closing direction . Example: When ES closes bullish but NQ closes bearish—that's a PSP/PC (Price Candle divergence). This indicator detects these closing direction divergences automatically and marks them on your chart. No complex setups, no manual asset pairing—just clean signals where it matters. Conceptual Credits to TraderDaye TWO MODES PSP Mode: Only marks swing pivots (highs/lows) that have closing direction divergence. This is the precision filter—fewer signals, higher quality. PC Mode: Marks every candle where closing direction divergence exists. Use this to see all divergence activity, not just at pivots. Start with PSP mode. Switch to PC mode when you want the full picture. HOW IT WORKS The indicator compares your chart against up to two correlated assets: Fetches OHLC data for correlated assets Determines if each asset's candle closed bullish or bearish Flags divergence when one asset closes opposite another In PSP mode, only highlights when divergence coincides with a swing pivot Three divergence relationships are tracked: Primary vs Secondary (e.g., ES vs NQ) Primary vs Tertiary (e.g., ES vs YM) Secondary vs Tertiary (e.g., NQ vs YM) Any divergence triggers a signal. AUTO ASSET DETECTION In Auto mode, the indicator uses the AssetCorrelationUtils library to detect your chart's asset class and automatically select correlated pairs: Index Futures: NQ ↔ ES ↔ YM, RTY ↔ NQ ↔ ES (+ micro variants) Index CFD: NAS100 ↔ SP500 ↔ DJ30 Forex Futures: 6E ↔ 6B ↔ DXY (inverted) Forex CFD: EURUSD ↔ GBPUSD ↔ DXY (inverted), USDJPY ↔ USDCHF ↔ DXY Metal Futures: GC ↔ Copper ↔ Silver (+ micro variants) Metal CFD: XAUUSD ↔ Copper ↔ XAGUSD Energy Futures: CL ↔ RB ↔ HO (Crude ↔ Gasoline ↔ Heating Oil) Treasury Futures: ZB ↔ ZF ↔ ZN (30Y ↔ 5Y ↔ 10Y) Crypto: BTC ↔ ETH ↔ TOTAL3 EU Stocks: GER40 ↔ EU50 (dyad) No configuration required—just add to chart and go. HOW TO USE Add to chart: Auto mode detects correlated assets automatically Watch for circles: Bullish PSP = circle below bar. Bearish PSP = circle above bar. Note the context: PSPs at key levels (PDH, PDL, weekly open) carry more weight Confirm on LTF: Use PSPs as directional bias, enter on lower timeframe structure Layer with other tools: PSP + sweep + FVG = high-probability setup INPUTS PSP Settings Mode: PSP (swing pivots only) or PC (all divergence candles) Precise Mode: Only highlight pivots on current asset (stricter confirmation) Display Settings Bullish/Bearish Shapes: Toggle and color the divergence markers Color Candle Bodies: Highlight the actual candle, not just add a shape Asset Selection Correlation Preset: Off, Auto (library-detected), or Manual Manual Assets 1/2/3: Specify custom correlated assets Invert Asset 3: Flip bullish/bearish for inverse correlations (e.g., DXY) Alerts Bullish PSP Alert: Notify on bullish divergence pivots Bearish PSP Alert: Notify on bearish divergence pivots TPD Alert: Notify on any Terminus Price Divergence KEY FEATURES Auto Asset Detection: No manual setup—library handles correlation pairing Dynamic Reordering: When you switch charts, assets reorder so chart is always primary Inverse Correlation Support: Properly handles DXY and other inversely correlated assets Two Modes: PSP for precision, PC for full divergence visibility Precise Mode: Stricter filtering—only pivots on your chart, not correlated assets Built-in Alerts: Get notified when PSPs form BEST PRACTICES Use PSP mode for trading signals, PC mode for market context PSPs at session opens, previous day levels, or weekly boundaries = stronger signals Multiple PSPs in same direction = building momentum A failed PSP (price continues through) often becomes a runner—don't chase Trust the Auto mode pairing—it's tuned for common institutional correlations DISCLAIMER This indicator is for educational purposes only and does not constitute financial advice. Divergences do not guarantee reversals—always use proper risk management and confirm with your own analysis. Past performance does not guarantee future results. CREDITS Developed by cephxs. Uses the AssetCorrelationUtils library by fstarcapital for auto asset detection. Made with ❤️ by cephxs This is a reupload to comply with emoji rules. Former script was hidden because of emojis in the title. First Upload was around May on another account that got banned Second Upload was Last Year on this account - Oct 17, 2025, got hidden for violating emoji rules. This is the third Upload, and as usual, it comes with improvements. Never a step backwards.
Indikator Pine Script®
oleh fstarcapital
SilverHawk Market Decision Panel ProThis premium dashboard aggregates multiple market metrics into a single, easy-to-read panel to help make faster trading decisions. Core calculation & concepts: - Trend direction: EMA cross, price vs EMA, or Supertrend (user-selectable) - Strength/Confidence %: weighted blend of trend force (EMA spread vs max), volume (RVOL vs avg), volatility (ATR vs max), momentum (RSI) - Regime detection: expansion (high vola + strength), compression (low vola + strength), normal - Risk Load: ATR relative to distance from EMA (lower = better entry) - Quality rating (A/B/C): final score based on confidence, alignment, risk, regime Features: - Clean table layout (customizable location: top-left/right, bottom-left/right) - Color-coded status (bullish/green, bearish/red, neutral/gray) - Optional info column explaining each metric - Optional manual reference panel - High-performance (fixed rows/columns, no excessive objects) Settings: - Dashboard Location: top-left/right, bottom-left/right - Trend Engine: EMA Cross, Price vs EMA, Supertrend - EMA lengths, Supertrend period/factor - Lookbacks for strength, volume, volatility - Weights for confidence calculation (adjustable) - Style: header/row colors, text color, border - Extras: show manual panel, show info column Best used on H1–D1 timeframes in Forex or indices for quick market assessment and decision support. Combine with structure, volume confirmation and risk management. Invite-only access. Educational tool only. Not financial advice. Trading involves risk.
Indikator Pine Script®
oleh SilverHawkSuite_
Confirmation Candle (BUY Always Above EMA)- How to interpret signals Only react to BUY labels, not CONF by itself. CONF is just a “possible setup starting.” X means “setup invalidated — ignore it.” BUY means “setup passed all filters.” - Suggested manual trade usage (if you’re trading it) Entry idea: enter at close of BUY candle or next candle open Risk management: you decide (this is an indicator, not a strategy) Common choices: below the CONF candle low, ATR stop, or below EMA
Indikator Pine Script®
oleh Nitishnsp
ARX Killzone Session Flags (UK)This script provides minimal session time flags for London and New York, designed to offer time-based context only. It marks the start and end of predefined session windows using small, non-intrusive labels directly on the chart. The script automatically adjusts for UK daylight saving time (GMT / BST) using the Europe/London timezone, requiring no manual changes throughout the year. This tool does not generate trade signals, does not analyse price, and does not provide execution guidance. Educational and contextual use only. Not financial advice.
Indikator Pine Script®
oleh ARX_PriceTime
PSAR Laboratory [DAFE]PSAR Laboratory : The Ultimate Adaptive Trailing Stop & Reversal Engine 23 Advanced Algorithms. Adaptive Acceleration. Smart Flip Logic. Parabolic SAR Reimagined. █ PHILOSOPHY: WELCOME TO THE LABORATORY The standard Parabolic SAR, created by the legendary J. Welles Wilder Jr., is a tool of beautiful simplicity. But in today's complex, algorithm-driven markets, its simplicity is its fatal flaw. Its fixed acceleration and rigid flip logic cause it to fail precisely when you need it most: it whipsaws in choppy conditions and gives back too much profit in strong trends. The PSAR Laboratory was not created to be just another PSAR. It was engineered to be the definitive evolution of Wilder's original concept. This is not an indicator; it is a powerful, interactive research environment. It is a sandbox where you, the trader, can move beyond the static "one-size-fits-all" approach and forge a PSAR that is perfectly adapted to your specific market, timeframe, and trading style. We have deconstructed the very DNA of the Parabolic SAR and rebuilt it from the ground up, infusing it with modern quantitative techniques. The result is an institutional-grade suite of 23 distinct, mathematically diverse algorithms that dynamically control every aspect of the PSAR's behavior. █ WHAT MAKES THIS A "LABORATORY"? THE CORE INNOVATIONS This tool stands in a class of its own. It is a collection of what could be 23 separate indicators, all seamlessly integrated into one powerful engine. The 23 Algorithm Engine: This is the heart of the Laboratory. Instead of one rigid formula, you have a library of 23 unique mathematical engines at your command. These algorithms are not simple tweaks; they are complete re-imaginings of how the PSAR should behave, based on concepts from information theory, digital signal processing, fractal geometry, and institutional analysis. Truly Adaptive Acceleration (AF): The standard PSAR's "gas pedal" (the AF) is dumb; it accelerates at a fixed rate. Our algorithms make it intelligent. The AF can now speed up in clean, trending environments to lock in profits, and automatically slow down in choppy, chaotic conditions to avoid whipsaws. Advanced Flip Confirmation Logic: Say goodbye to noise-driven flips. You are no longer at the mercy of a single wick touching the SAR. The Laboratory provides multiple layers of flip confirmation, including requiring a bar close beyond the SAR, a volume spike to validate the reversal, or even a multi-bar confirmation . Comprehensive Noise Filtering Core: In a revolutionary step, you can apply one of over 30 advanced signal processing filters directly to the SAR output itself. From ultra-low-lag filters like the Hull MA and DAFE Spectral Laguerre to adaptive filters like KAMA and FRAMA , you can surgically remove noise while preserving the responsiveness of the core signal. Integrated Performance Engine: How do you know which of the 23 algorithms is best for your market? You test it. The built-in Performance Dashboard is a comprehensive backtesting and analytics engine that tracks every trade, providing real-time data on Win Rate, Profit Factor, Max Drawdown, and more. It allows you to scientifically validate your chosen configuration. █ A GUIDED TOUR OF THE ALGORITHMS: 23 PATHS TO AN EDGE b]These 23 algorithms are not simple settings; they are distinct mathematical philosophies for how a Parabolic SAR should adapt to the market. They are grouped into three primary categories: those that adapt the Acceleration Factor (AF) , those that enhance the Extreme Point (EP) detection, and those that redefine the Flip Logic . CATEGORY A: ACCELERATION FACTOR (AF) ADAPTATION These algorithms dynamically change the "gas pedal" of the PSAR. 1. Volatility-Scaled AF Core Concept: Treats volatility as market friction. The PSAR should be more forgiving in high-volatility environments. How It Works: It calculates a Volatility Ratio by comparing the short-term ATR to the long-term ATR. If current volatility is high (ratio > 1), it reduces the AF Step. If volatility is low (ratio < 1), it increases the AF Step to trail tighter. Ideal Use Case: The best all-rounder. Excellent for any market, especially those with clear shifts between high and low volatility regimes (like indices and crypto). 2. Efficiency Ratio (ER) AF Core Concept: The PSAR should accelerate aggressively in clean, efficient trends and slow down dramatically in choppy, inefficient markets. How It Works: It uses Kaufman's Efficiency Ratio (ER), which measures the net directional movement versus the total price movement. A high ER (near 1.0) signifies a pure trend, triggering a high AF multiplier. A low ER (near 0.0) signifies chop, triggering a low AF multiplier. Ideal Use Case: Markets that alternate between strong trends and sideways chop. It is exceptionally good at surviving ranging periods. 3. Shannon Entropy AF Core Concept: Uses Information Theory to measure market disorder. The PSAR should be conservative in chaos and aggressive in order. How It Works: It calculates the Shannon Entropy of recent price changes. High entropy means the market is unpredictable ("chaotic"), causing the AF to slow down. Low entropy means the market is organized and trending, causing the AF to speed up. Ideal Use Case: Advanced traders looking for a mathematically pure way to distinguish between a tradable trend and random noise. 4. Fractal Dimension (FD) AF Core Concept: Measures the "jaggedness" or complexity of the price path. A smooth path is a trend; a jagged, space-filling path is chop. How It Works: It calculates the Fractal Dimension of the price series. An FD near 1.0 is a smooth line (high AF). An FD near 1.5 is a random walk (low AF). Ideal Use Case: Visually identifying the moment a smooth trend begins to break down into chaotic, unpredictable movement. 5. ADX-Gated AF Core Concept: Uses the classic ADX indicator to confirm the presence of a trend before allowing the PSAR to accelerate. How It Works: If the ADX value is above a "Strong" threshold (e.g., 25), the AF accelerates normally. If the ADX is below a "Weak" threshold (e.g., 15), the AF is "frozen" and will not increase, preventing the SAR from tightening up in a non-trending market. Ideal Use Case: For classic trend-following purists who trust the ADX as their primary regime filter. 6. Kalman AF Estimator Core Concept: A sophisticated signal processing algorithm that predicts the "true" optimal AF by filtering out price "noise." How It Works: It treats the PSAR's AF as a state to be estimated. It makes a prediction, then corrects it based on how far the actual price deviates. It's like a GPS constantly refining its position. The "Process Noise" input controls how fast it thinks the AF can change, while "Measurement Noise" controls how much it trusts the price data. Ideal Use Case: Smooth, high-inertia markets like commodities or major forex pairs. It creates an incredibly smooth and responsive AF. 7. Volume-Momentum AF Core Concept: A trend's acceleration is only valid if confirmed by both volume and price momentum. How It Works: The AF will only increase if a new Extreme Point is made on above-average volume AND the Rate of Change (ROC) of the price is aligned with the trend's direction. Ideal Use Case: Any market with reliable volume data (stocks, futures, crypto). It's excellent for filtering out low-conviction moves. 8. Garman-Klass (GK) AF Core Concept: Uses a more advanced, statistically efficient measure of volatility (Garman-Klass, which uses OHLC data) to adapt the AF. How It Works: It modulates the AF based on whether the current GK volatility is higher or lower than its historical average. Unlike the standard Volatility-Scaled algo, it tends to slow down more in high volatility and speed up less in low volatility, making it more conservative. Ideal Use Case: Traders who want a volatility-adaptive model that is more focused on risk reduction during volatile periods. 9. RSI-Modulated AF Core Concept: The RSI can identify points of potential trend exhaustion or strong momentum. How It Works: If a trend is bullish but the RSI enters the "Overbought" zone, the AF slows down, anticipating a pullback. Conversely, if the RSI is in the strong momentum mid-range (40-60), the AF is boosted to trail more aggressively. Ideal Use Case: Mean-reversion traders or those who want to automatically loosen their trail stop near potential exhaustion points. 10. Bollinger Squeeze AF Core Concept: A Bollinger Band Squeeze signals a period of volatility compression, often preceding an explosive breakout. How It Works: When the algorithm detects that the Bollinger Band Width is in a "Squeeze" (below a certain historical percentile), it boosts the AF in anticipation of a fast move, allowing the PSAR to catch the breakout quickly. Ideal Use Case: Breakout traders. This algorithm primes the PSAR to be maximally responsive right at the moment a breakout is most likely. 11. Keltner Adaptive AF Core Concept: Keltner Channels provide a robust measure of a trend's "normal" volatility channel. How It Works: When price is trading strongly outside the Keltner Channel, it's considered a powerful trend, and the AF is boosted. When price falls back inside the channel, it's considered a consolidation or pullback, and the AF is slowed down. Ideal Use Case: Trend followers who use channel breakouts as their primary confirmation. 12. Choppiness-Gated AF Core Concept: Uses the Choppiness Index to quantify whether the market is trending or consolidating. How It Works: If the Choppiness Index is below the "Trend" threshold (e.g., 38.2), the AF is boosted. If it's above the "Range" threshold (e.g., 61.8), the AF is significantly reduced. Ideal Use Case: A more responsive alternative to the ADX-Gated algorithm for distinguishing between trending and ranging markets. 13. VIDYA-Style AF Core Concept: Uses a Chande Momentum Oscillator (CMO) to create a variable-speed acceleration factor. How It Works: The absolute value of the CMO is used to create a dynamic smoothing constant. Strong momentum (high absolute CMO) results in a faster, more responsive AF. Weak momentum results in a slower, smoother AF. Ideal Use Case: Momentum traders who want their trailing stop's speed directly tied to the momentum of the price itself. 14. Hilbert Cycle AF Core Concept: Uses Ehlers' Hilbert Transform to extract the dominant cycle period of the market and synchronizes the PSAR with it. How It Works: It dynamically adjusts the AF based on the detected cycle period (shorter cycles = faster AF) and can also modulate it based on the current phase within that cycle (e.g., accelerate faster near cycle tops/bottoms). Ideal Use Case: Markets with clear cyclical behavior, like commodities and some forex pairs. CATEGORY B: EXTREME POINT (EP) ENHANCEMENT These algorithms make the detection of new highs/lows more intelligent. 15. Volume-Weighted EP Core Concept: A new high or low is more significant if it occurs on high volume. How It Works: It can be configured to only accept a new EP if the volume on that bar is above average. It can also "weight" the EP by volume, pushing it further out on high-volume bars. Ideal Use Case: Filtering out weak, low-conviction price probes in markets with reliable volume. 16. Wavelet Filtered EP Core Concept: Uses wavelet decomposition (a signal processing technique) to separate the underlying trend from high-frequency noise. How It Works: It calculates a smoothed, wavelet-filtered version of the price. A new EP is only registered if the actual high/low significantly exceeds this smoothed baseline, effectively ignoring minor noise spikes. Ideal Use Case: Noisy markets where small, insignificant wicks can cause the AF to accelerate prematurely. 17. ATR-Validated EP Core Concept: A new EP should represent a meaningful move, not just a one-tick poke. How It Works: It requires a new high/low to exceed the previous EP by a minimum amount, defined as a multiple of the current ATR. This ensures only volatility-significant advances are counted. Ideal Use Case: A simple, robust way to filter out "noise" EPs and slow down the AF's acceleration in choppy conditions. 18. Statistical EP Filter Core Concept: A new EP is only valid if the price change that created it is statistically significant. How It Works: It calculates the Z-Score of the bar's price change relative to recent history. A new EP is only accepted if its Z-Score exceeds a certain threshold (e.g., 1.5 sigma), meaning it was an unusually strong move. Ideal Use Case: For quantitative traders who want to ensure their trailing stop only tightens in response to statistically meaningful price action. CATEGORY C: FLIP LOGIC & CONFIRMATION These algorithms change the very rules of when and why the PSAR reverses. 19. Dual-PSAR Gate Core Concept: Uses two PSARs—one fast and one slow—to confirm a reversal. How It Works: A flip signal for the main PSAR is only considered valid if both the fast (sensitive) PSAR and the slow (structural) PSAR have flipped. This acts as a powerful trend filter. Ideal Use Case: An excellent method for reducing whipsaws. It forces the PSAR to wait for both short-term and longer-term momentum to align before signaling a reversal. 20. MTF Coherence PSAR Core Concept: Do not flip against the higher timeframe macro trend. How It Works: It pulls PSAR data from two higher timeframes. A flip is only allowed if the new direction does not contradict the trend on at least one (or both) of those higher timeframes. It also boosts the AF when all timeframes are aligned. Ideal Use Case: The ultimate tool for multi-timeframe traders who want to ensure their entries and exits are in sync with the bigger picture. 21. Momentum-Gated Flip Core Concept: A reversal is only valid if it is supported by a significant surge of momentum. How It Works: A price cross of the SAR is not enough. The script also requires the Rate of Change (ROC) to exceed a certain threshold for a set number of bars, confirming that there is real force behind the reversal. Ideal Use Case: Filtering out weak, drifting reversals and only taking signals that are initiated with explosive power. 22. Close-Only PSAR Core Concept: Wicks are noise; the bar's close is the final decision. How It Works: This algorithm modifies the flip logic to ignore wicks. A flip only occurs if one or more bars close beyond the SAR line. Ideal Use Case: One of the most effective and simple ways to reduce false signals from volatile wicks. A fantastic default choice for any trader. 23. Ultimate PSAR Consensus Core Concept: The highest conviction signal comes from the agreement of multiple, diverse mathematical models. How It Works: This is the capstone algorithm. It runs a "vote" between a selection of the top-performing algorithms (e.g., Volatility-Scaled, Efficiency Ratio, Dual-PSAR). A flip is only signaled if a majority consensus is reached. It can even weight the votes based on each algorithm's recent performance. Ideal Use Case: For traders who want the absolute highest level of confirmation and are willing to accept fewer, but more robust, signals. █ PART II: THE NOISE FILTERING CORE - The Shield This is a revolutionary feature that allows you to apply a second layer of signal processing directly to the SAR line itself, surgically removing noise before the flip logic is even considered. FILTER CATEGORIES Basic Filters (SMA, EMA, WMA, RMA): The classic moving averages. They provide basic smoothing but introduce significant lag. Best used for educational purposes. Low-Lag Filters (DEMA, TEMA, Hull MA, ZLEMA): A family of filters designed to reduce the lag inherent in basic moving averages. The Hull MA is a standout, offering a superb balance of smoothness and responsiveness. Adaptive Filters (KAMA, VIDYA, FRAMA): These are "smart" filters. They automatically adjust their smoothing level based on market conditions. They will be very smooth in choppy markets and become highly responsive in trending markets. Advanced DSP & DAFE Filters: This is the pinnacle of signal processing. Ehlers Filters (SuperSmoother, 2-Pole, 3-Pole): Based on the work of John Ehlers, these use digital signal processing techniques to remove high-frequency noise with minimal lag. Gaussian & ALMA: These use a bell-curve weighting, giving the most importance to recent data in a smooth, non-linear fashion. DAFE Spectral Laguerre: A proprietary, non-linear filter that uses a feedback loop and adapts its "gamma" based on volatility, providing exceptional tracking in all market conditions. How to Choose a Filter Start with "None": First, find an algorithm you like with no filtering to understand its raw behavior. Introduce Low Lag: If you are getting too many whipsaws from noise, apply a short-length Hull MA (e.g., 5-8). This is often the best solution. Go Adaptive: If your market has very distinct trend/chop regimes, try an Adaptive KAMA . Maximum Purity: For the smoothest possible output with excellent responsiveness, use the DAFE Spectral Laguerre or Ehlers SuperSmoother . █ THE VISUAL EXPERIENCE: DATA AS ART The PSAR Laboratory is not just functional; it is beautiful. The visualization engine is designed to provide you with an intuitive, at-a-glance understanding of the market's state. Algorithm-Specific Theming: Each of the 23 algorithms comes with its own unique, professionally designed color palette. This not only provides visual variety but allows you to instantly recognize which engine is active. Dynamic Glow Effects: For many algorithms, the PSAR dots will emit a soft "glow." The brightness and color of this glow are not random; they are tied to a key metric of the active algorithm (e.g., trend strength, volatility, consensus), providing a subtle, visual cue about the health of the trend. Adaptive Volatility Bands: Certain algorithms will display dynamic bands around the PSAR. These are not standard deviation bands; their width is controlled by the specific logic of the active algorithm, showing you a visual representation of the market's expected range or energy level. Secondary Reference Lines: For algorithms like the Dual-PSAR or MTF Coherence, a secondary line will be plotted on the chart, giving you a clear visual of the underlying data (e.g., the slow PSAR, the HTF trend) that is driving the decision-making process. █ THE MASTER DASHBOARD: YOUR MISSION CONTROL The comprehensive dashboard is your unified command center for analysis and performance tracking. Engine Status: See the currently selected Algorithm, the active Noise Filter, the Trend direction, and a real-time progress bar of the current Acceleration Factor (AF). Algorithm-Specific Metrics: This is the most powerful section. It displays the key real-time data from the currently active algorithm. If you're using "Shannon Entropy," you'll see the Entropy score. If you're using "ADX-Gated," you'll see the ADX value. This gives you a direct, quantitative look under the hood. Performance Readout: When enabled, this section provides a full breakdown of your backtesting results, including Win Rate, Profit Factor, Net P&L, Max Drawdown, and your current trade status. █ DEVELOPMENT PHILOSOPHY The PSAR Laboratory was born from a deep respect for Wilder's original work and a relentless desire to push it into the 21st century. We believe that in modern markets, static tools are obsolete. The future of trading lies in adaptation. This indicator is for the serious trader, the tinkerer, the scientist—the individual who is not content with a black box, but who seeks to understand, test, and refine their edge with surgical precision. It is a tool for forging, not just following. The PSAR Laboratory is designed to be the ultimate tool for that evolution, allowing you to discover and codify the rules that truly fit you. █ DISCLAIMER AND BEST PRACTICES THIS IS A TOOL, NOT A STRATEGY: This indicator provides a sophisticated trailing stop and reversal signal. It must be integrated into a complete trading plan that includes risk management, position sizing, and your own contextual analysis. TEST, DON'T GUESS: The power of this tool is its adaptability. Use the Performance Dashboard to rigorously test different algorithms and settings on your chosen asset and timeframe. Find what works, and build your strategy around that data. START SIMPLE: Begin with the "Volatility-Scaled AF" algorithm, as it is a powerful and intuitive all-rounder. Once you are comfortable, begin experimenting with other engines. RISK MANAGEMENT IS PARAMOUNT: All trading involves substantial risk. The backtesting results are hypothetical and do not account for slippage or psychological factors. Never risk more capital than you are prepared to lose. "I don't think traders can follow rules for very long unless they reflect their own trading style. Eventually, a breaking point is reached and the trader has to quit or change, or find a new set of rules he can follow. This seems to be part of the process of evolution and growth of a trader." — Ed Seykota, Market Wizard Taking you to school. - Dskyz, Trade with Volume. Trade with Density. Trade with DAFE
Indikator Pine Script®
oleh DskyzInvestments
2