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LECAPS_BONCAP_DUALES_LibraryLECAPS BONCAP DUALES Library - Argentine Fixed Income Data =========================================================== Library containing instrument data for Argentine Treasury fixed-rate securities (LECAPs, BONCAPs, and DUALES) and Dólar Futures contracts. 📊 CONTENTS ----------- • LECAP (9 instruments): Zero-coupon treasury notes with "S" prefix • BONCAP (6 instruments): Fixed-rate treasury bonds with "T" prefix • DUALES (2 instruments): Dual-rate TAMAR-linked bonds with "M" prefix • Dólar Futures (11 contracts): ROFEX USD/ARS futures (Feb-Dec 2026) 📈 DATA PROVIDED ---------------- For each instrument: • Ticker symbol (full and short versions) • Maturity price (precio de vencimiento) • Maturity date/timestamp 🔧 EXPORTED FUNCTIONS --------------------- // Counts getLecapCount() → int getBoncapCount() → int getDualesCount() → int getDolarFuturesCount() → int // LECAP data getLecapTicker(index) → string // e.g., "BCBA:S27F6" getLecapTickerShort(index) → string // e.g., "S27F6" getLecapMaturityPrice(index) → float // e.g., 125.84 getLecapMaturityTimestamp(index) → int // BONCAP data getBoncapTicker(index) → string getBoncapTickerShort(index) → string getBoncapMaturityPrice(index) → float getBoncapMaturityTimestamp(index) → int // DUALES data getDualesTicker(index) → string getDualesTickerShort(index) → string getDualesMaturityPrice(index) → float getDualesMaturityTimestamp(index) → int // Dólar Futures data getDolarFuturesTicker(index) → string // e.g., "ROFEX:DLRG2026" getDolarFuturesShort(index) → string // e.g., "DLR Feb26" getDolarFuturesExpiry(index) → int // Helpers isExpired(maturityTs) → bool getDaysToMaturity(maturityTs) → int 💡 USAGE EXAMPLE ---------------- import YourUsername/LECAPS_BONCAP_DUALES_Library/1 as lib // Get LECAP count and iterate for i = 0 to lib.getLecapCount() - 1 ticker = lib.getLecapTickerShort(i) maturityPrice = lib.getLecapMaturityPrice(i) maturityTs = lib.getLecapMaturityTimestamp(i) if not lib.isExpired(maturityTs) // Process active instrument daysLeft = lib.getDaysToMaturity(maturityTs) 📅 INSTRUMENTS (as of 2026-02-11) --------------------------------- LECAP: S27F6 (27-Feb-26), S16M6 (16-Mar-26), S17A6 (17-Apr-26), S30A6 (30-Apr-26), S29Y6 (29-May-26), S31L6 (31-Jul-26), S31G6 (31-Aug-26), S30O6 (30-Oct-26), S30N6 (30-Nov-26) BONCAP: T13F6 (13-Feb-26), T30J6 (30-Jun-26), T15E7 (15-Jan-27), T30A7 (30-Apr-27), T31Y7 (31-May-27), T30J7 (30-Jun-27) DUALES: M27F6 (27-Feb-26), M30A6 (30-Apr-26) DÓLAR FUTURES: DLRG2026 (Feb), DLRH2026 (Mar), DLRJ2026 (Apr), DLRK2026 (May), DLRM2026 (Jun), DLRN2026 (Jul), DLRQ2026 (Aug), DLRU2026 (Sep), DLRV2026 (Oct), DLRX2026 (Nov), DLRZ2026 (Dec) ⚠️ NOTES -------- • Data is updated periodically as new instruments are issued • Expired instruments are automatically filtered via isExpired() • Maturity prices are set at public auction (licitación) • Use with the companion indicator "Breakeven LECAPs BONCAPs DUALES" 🏷️ TAGS ------- argentina, lecap, boncap, duales, treasury, fixed-income, bonds, letras, bonos, dolar, futures, rofex, bcba, breakeven
Perpustakaan Pine Script®
oleh Eco Valores
Planetary Aspects [BlueprintResearch]█ Planetary Aspects is a focused-pair aspect detector for financial astrology. Select any two celestial bodies — planets, luminaries, or lunar nodes — and the indicator identifies every aspect passage directly on your chart, with exact-moment markers, background orb bands, and forward-looking projections. Designed as the on-chart companion to Natal & Transit Planetary Aspect Table , which displays the full cross-aspect matrix in table form. Use both together for complete aspect coverage: the table for the big picture and this indicator for deep analysis of a single pair. Supports both geocentric and heliocentric coordinates with high-accuracy ephemeris calculations. Powered by the open-source Blueprint Ephemeris library (VSOP87D + ELP2000-82 + Meeus) — all planetary positions computed directly in Pine Script, no external data required. Validated against NASA's DE440 ephemeris: all bodies under 0.1° RMS (Sun 0.004°, planets 0.005°–0.017°, Moon 0.062°, Pluto 0.059°). What is an aspect? An aspect is a specific angular separation between two celestial bodies as viewed from Earth (geocentric) or the Sun (heliocentric). When two planets reach an exact aspect angle — such as 0° (conjunction), 90° (square), or 180° (opposition) — astrologers consider it a moment of significance. Financial astrologers use these geometric alignments as potential timing markers for trend changes, volatility shifts, or turning points in price action. █ FEATURES Dual Mode Operation • Transit Aspects — Compare two currently transiting planets in real time • Natal Aspects — Compare a transiting planet against a natal (first-trade) position, with 20+ built-in presets for crypto, commodities, currencies, bonds, and indexes 13 Configurable Aspect Types • Major: ☌ Conjunction · ☍ Opposition · △ Trine · □ Square · ⚹ Sextile • Minor: ⚺ Semi-Sextile · ⚻ Quincunx · ∠ Semi-Square · ⚼ Sesquiquadrate · Q Quintile · bQ Biquintile · S Septile · N Novile • Each aspect has its own toggle, orb (1°–15°), and color 12 Celestial Bodies • ☉ Sun · ☽ Moon · ☿ Mercury · ♀ Venus · ♂ Mars · ♃ Jupiter · ♄ Saturn · ♅ Uranus · ♆ Neptune · ♇ Pluto • ☊ North Node · ☋ South Node (mean lunar nodes) Visual System • Exact-moment markers — Aspect symbol labels placed at the precise bar where the orb begins widening (inflection point), with retrograde ℞ notation • Background orb bands — Gradient-transparency bgcolor that intensifies as the aspect tightens toward exact • Future projections — Dashed lines, date labels, and gradient orb boxes extending up to 500 bars into the future • Zodiac positions — Tooltips show each planet's sign, degree, and arc-minute (e.g., 15°30' ♈) • Info table — Compact top-right summary showing mode, pair, coordinate system, and active aspects at a glance Smart Detection • Exact-moment dedup prevents duplicate labels within the same aspect passage • Retrograde re-approach detection — if a planet retrogrades back into orb, a new label fires • Confirmed-bar alerts — alerts only fire on confirmed bars to prevent repainting • Geocentric/heliocentric toggle with a single checkbox █ HOW TO USE 1. Choose Transit Aspects or Natal Aspects mode. 2. Select Planet A and Planet B from the dropdowns. In Natal mode, Planet A is the transiting body and Planet B is the natal position. 3. If using Natal mode, select a preset first-trade date or enter a custom one. Presets include BTC, ETH, DOGE, NYSE, DJIA, S&P 500, Gold, Crude Oil, Wheat, and more. 4. Enable or disable individual aspects and adjust orbs to your preference. Aspects (conjunction through sextile) are enabled by default; minor aspects are disabled by default. 5. Optionally enable future projections to view upcoming aspect passages before they occur. 6. Set up alerts via TradingView's alert dialog — the indicator provides a non-repainting "Exact Aspect Detected" condition. █ NOTES Geocentric elongation Constraints In geocentric mode, inferior planets (those orbiting closer to the Sun than Earth) have a maximum angular separation from the Sun: • ☉ Sun ↔ ☿ Mercury — max ~28° (only conjunction is reliably possible) • ☉ Sun ↔ ♀ Venus — max ~47° (conjunction through semi-square) • ☿ Mercury ↔ ♀ Venus — max ~75° (conjunction through quintile) Aspects beyond these limits (e.g., Sun–Mercury opposition) will never occur. This is an astronomical reality, not a bug. All other planet pairs can form any aspect. In heliocentric mode, these constraints do not apply. Lunar Nodes This indicator uses mean lunar nodes. By definition, the North Node (☊) and South Node (☋) are always 180° apart, so the ☊ ↔ ☋ pair is automatically skipped — their opposition is permanent, not a transient event. Companion Indicator For a complete cross-aspect matrix of all planets at once, use Natal & Transit Planetary Aspect Table with this indicator. The table shows every active aspect across all planet pairs; this indicator provides detailed on-chart analysis for the specific pair you want to study. █ KNOWN LIMITATIONS & TIPS • TradingView limits drawing objects to 500 per category (lines, labels, boxes). On long histories — such as the full DJIA dataset — you may hit this cap. If labels run out, the background color should persist. • On weekly and monthly timeframes, fast-moving planets (Sun, Mercury, Venus) can pass through an entire orb window within a single bar. Consider widening the orb or dropping to daily for these pairs. • Future projections are computed on the last bar only and increase processing time at higher look-ahead values. █ CREDITS Built on the open-source Blueprint Ephemeris library by BlueprintResearch.
Indikator Pine Script®
oleh BlueprintResearch
4
PulseGrid DashboardPulseGrid is a structured multi-asset monitoring and allocation framework designed to evaluate momentum persistence, risk efficiency, and capital distribution across up to 12 instruments. This tool implements a long-only, equal-weight allocation model with systematic cash fallback when no assets satisfy the selection criteria. All computations are based strictly on historical data. No forward-looking bias is used. Framework Overview For each selected asset, PulseGrid computes: • Impulse – Volatility-normalized momentum adjusted for participation • Return % – Cumulative log return over a defined horizon • Sharpe Ratio – Annualized mean-to-volatility ratio • Sortino Ratio – Downside deviation-adjusted return • Omega Ratio – Positive-to-negative return distribution ratio • Max Drawdown % – Peak-to-trough equity contraction • Volatility % – Annualized standard deviation All risk statistics are derived from rolling log-return distributions. Allocation Logic The model operates under a deterministic selection rule: Impulse = ROC × Participation ÷ ATR% An asset becomes eligible for allocation only if: Impulse > Threshold Allocation mechanics: • Equal capital distribution across all eligible assets • Zero allocation to non-qualifying assets • Full capital preservation (cash) when no assets qualify There is no short exposure in this framework. Methodological Notes • Risk metrics are annualized using timeframe-adjusted scaling • Returns are computed via cumulative log-return aggregation • Equity updates occur on completed bars only • No intrabar signal execution The objective is not signal generation, but structured capital rotation based on measurable persistence and risk-adjusted behavior. Intended Use PulseGrid is designed for: • Systematic asset comparison • Risk normalization across heterogeneous instruments • Allocation research • Momentum persistence evaluation It is not designed as a discretionary signal generator. Disclaimer This indicator is provided strictly for educational and research purposes. It does not constitute financial advice, investment advice, or a solicitation to trade any asset. All outputs are derived from historical price data. Historical performance does not imply future results. The author makes no guarantee regarding accuracy, completeness, or profitability. Trading and investing involve substantial risk, including potential loss of capital. Users are solely responsible for execution, capital allocation, and risk management decisions. Islamic Disclaimer This script does not certify the permissibility (halal status) of any asset. Assessment of Shariah compliance depends on: • The structure of the underlying asset • The presence of interest-based mechanisms • Leverage and margin usage • Derivative exposure • Debt and sector considerations This tool does not perform Shariah screening. Verification of compliance according to your own scholarly guidance remains your responsibility.
Indikator Pine Script®
oleh VynthraQuant
1
Volume-Based Moving AverageTitle: Volume-Based Moving Average Description: The Volume-Based Moving Average is a versatile tool that calculates price averages based on cumulative traded volume, highlighting the price levels where significant market participation has occurred. By combining volume-weighted averages with slope confirmation, it helps traders detect trending conditions and potential reversals in real time. Key Features: • Volume- Based Average: Computes moving averages based on a volume-period lookback. • Multi-Source Flexibility: Supports different price inputs, including Close, HL2, HLC3, OHLC4, or High & Low, giving traders control over calculation style. • Slope Confirmation: Detects sustained upward or downward trends by confirming slope direction over multiple bars, reducing noise from short-term fluctuations. • Dynamic Coloring: Average lines change color based on trend direction, providing instant visual cues for bullish or bearish momentum. Inputs & Settings: • Target Volume for cumulative calculation • Price Source options (Close, HL2, HLC3, OHLC4, High & Low) • Slope Confirmation Bars to determine sustained trend direction • Color customization based on trend slope Usage: This indicator helps traders: • Identify key price levels supported by high trading volume • Spot emerging bullish or bearish trends based on slope confirmation • Filter out short-term noise in fast-moving markets • Enhance trend-following or volume-based trading strategies • Explore the market from a new, original perspective How to Calibrate: 1. Open your preferred trading timeframe 2. Use the following volume amounts to get a ballpark estimate for your trading speed: 1,000,000; 500,000; 250,000; 100,000; 50,000; 25,000; 10,000; 5,000 3. Adjust to personal preference. Technical Notes: • If the moving average does not adjust and is anchored to candles, the broker you are using may not be providing the volume data needed for this to work. Try switching to a different broker for your instrument. • If the moving average does not show at all, your volume input needs to be reduced (depends on amount of loopback data your broker provides. Again, you may need to check out a different broker if this issue occurs. • Designed for standard OHLC charts; non-standard chart types may produce inconsistent results. • Past signals do not guarantee future market behavior; always combine with proper risk management. • Experiment with volume calibration before using in live trades.
Indikator Pine Script®
oleh The_Forex_Steward
Institutional Value Relocation VerdictSummary in one paragraph Value Relocation Verdict ARD is an acceptance versus rejection classifier for liquid instruments on intraday to daily timeframes. It helps you act only when multiple conditions align after price pushes beyond a boundary. It is original because it treats every break as a probe and scores whether value is relocating using a break anchored VWAP relocation metric fused with time outside, extension, outside volume share, pullback quality, and failure velocity back into value. Add it to a clean chart, read the compact decision table, and use the visuals or alerts. Shapes can move while the bar is open and settle on close. For conservative alerts select on bar close. Scope and intent • Markets. Major FX pairs, index futures, large cap equities, liquid crypto • Timeframes. One minute to daily • Default demo used in the publication. NQ1! on 15 minute • Purpose. Prevent trading raw breakouts and raw fades before the market proves acceptance or rejection • Limits. This is an indicator. It does not place orders and does not simulate fills Originality and usefulness This is not a mashup of common indicators. It is a state machine that measures what happens after a boundary is breached. • Unique concept or fusion. Breaks are treated as probes and classified by value relocation using break anchored VWAP plus behavioral metrics outside the boundary • What failure mode it addresses. False starts in chop, one bar breakouts that reverse, and fades taken too early when value is actually relocating • Testability. The table shows the live decision, the two competing scores, and the driver metrics so users can verify why a suggestion appears • Portable yardstick. All distances are normalized in ATR units so thresholds travel better across symbols • Protected scripts. Public open source, implementation visible Method overview in plain language Base measures • Range basis. True Range smoothed with ATR over ATR length • Value basis. Session anchored VWAP defines a value center, with a configurable VWAP band as the value zone Components • Boundary selection. Choose prior day high and low, opening range, prior week high and low, VWAP band edges, or custom levels • Probe state. A probe begins when price crosses a boundary. The boundary is frozen for the probe so time outside and velocity are measured consistently • Acceptance score. A 0 to 100 score built from closes outside, max extension beyond the boundary, outside volume ratio, break anchored VWAP relocation, defense touches, expansion context, and a pullback penalty • Rejection score. Evaluated only when price re enters the boundary. It fuses sweep size, snapback depth, fail velocity, speed of re entry, RVOL, compression context, and a value zone re entry bonus • Context regime. A light regime classifier uses session VWAP slope and a higher timeframe EMA slope to bias acceptance slightly in trend direction and boost rejection slightly in ranges • Session windows optional. Session follows the exchange time of the chart. Verify when changing symbol or venue Fusion rule • Two separate scores are maintained during a probe: Acceptance score and Rejection risk • During the probe, the table shows a Lean decision based on the score spread: Acceptance score minus Rejection risk • Thresholds for ACC and REJ are explicit in Inputs and the drivers are visible in the table Signal rule • ACC Up appears when a probe above the boundary reaches acceptance score threshold for the configured confirm bars, closes remain outside the buffer, and chase distance is not excessive • ACC Down is symmetric for probes below the boundary • REJ Up appears when price re enters the boundary after probing above and rejection score meets its threshold • REJ Down is symmetric for probes below the boundary • WAIT shows when no probe is active or when neither side has a clear edge What you will see on the chart • Active boundary line. Thick line at the frozen probe boundary • Value zone. Optional VWAP band fill and optional VWAP lines for context • Probe band. Optional thin band around the boundary equal to the outside buffer • Break VWAP. Optional line during the probe that shows break anchored VWAP • Markers. ACC and REJ markers on the bar where the model resolves • Optional plan overlay. Entry, stop, and target lines for the last resolved signal, informational only • Compact table. A decision dashboard with Lean, State, Regime, ACC score, REJ risk, and the drivers Table fields and quick reading guide • Decision. Lean ACC, Lean REJ, or Wait • State. Idle, Probe Above, Probe Below, Waiting Levels, or Out of Session • Regime. Trend Up, Trend Down, or Range • ACC Score. 0 to 100 plus a bar gauge • REJ Risk. 0 to 100 plus a bar gauge • Boundary. Frozen boundary price during the probe • Value VWAP. Session anchored VWAP price • Outside. Closes outside count versus Accept min closes outside • Delta. ACC Score minus REJ Risk, used to express separation • Drivers shown by preset. Extension ATR, Reloc ATR, Out Vol, Pull ATR, RVOL, Fail Vel, Sweep ATR, Snap ATR, Expansion, Compression Reading tip. When Session is ON and Delta shows clear separation, outcomes tend to be easier to manage than when both scores are similar. Inputs with guidance Setup • Theme. Dark or Light. Matches chart background for readability • Preset. Minimal, Standard, Pro. Minimal is the clean chart default • Session and Require session. Typical use is ON for index futures and intraday equity sessions • Cooldown bars. Typical range 0 to 15. Higher reduces clustered probes • Max probe bars. Typical range 20 to 120. Lower avoids stale probes • Decision delta. Typical range 10 to 25. Higher demands more separation before leaning Levels • Mode. Prev Day HL, Opening Range, Prev Week HL, VWAP Band, Custom • Opening range minutes. Typical 15 to 60 on intraday charts • Break trigger. Close is more conservative. Wick is earlier but noisier • VWAP band width ATR. Typical 0.5 to 1.5 • Custom upper and Custom lower. Only active in Custom mode. Both must be greater than 0 and upper must be greater than lower Scoring • Outside buffer ATR. Typical 0.05 to 0.30. Higher requires stronger closes outside • Accept min closes outside. Typical 3 to 10. Higher confirms slower relocations • Accept min extension ATR. Typical 0.6 to 1.8. Higher demands stronger expansion • Accept min outside volume ratio. Typical 0.45 to 0.80. Higher demands conviction • Accept min relocation ATR. Typical 0.10 to 0.50. Higher demands value shift beyond the boundary • Accept max pullback ATR. Typical 0.30 to 1.00. Lower penalizes weak holding • Accept confirm bars. Typical 1 to 3. Higher reduces one bar acceptance • Accept score threshold. Typical 60 to 85 • Accept max chase distance ATR. Typical 0.8 to 2.0. Lower avoids late entries • Defense touches needed and defense touch distance ATR. Use 0 to disable. Typical 1 to 2 touches, 0.15 to 0.35 distance Rejection scoring • Reject max closes outside before re entry. Typical 2 to 6. Lower demands fast failure • Reject min fail velocity. Typical 0.3 to 1.0. Higher demands sharper failure • RVOL length and reject min RVOL. Typical 20 and 1.1 to 1.8 • Reject min sweep ATR and reject min snapback ATR. Typical sweep 0.25 to 0.80, snap 0.10 to 0.50 • Reject score threshold. Typical 60 to 85 Context • Context timeframe. Typical 15, 30, or 60 minutes for intraday • Context EMA length. Typical 34 to 100 • VWAP slope bars and trend slope threshold. Typical 4 to 12 bars, threshold 0.05 to 0.15 • Bias scores by regime. ON by default. Turn OFF if you want pure probe math only UI • Show signals, probe band, value fill, value lines, signal labels • Table position and table size Clean default. Minimal preset with value fill ON, value lines OFF, and labels OFF Usage recipes Intraday trend focus • Preset Standard • Context timeframe 30 • Bias scores by regime ON • Accept score threshold 75 • Reject score threshold 80 • Break trigger Close • Decision delta 20 Intraday mean reversion focus • Preset Standard • Mode Prev Day HL or Opening Range • Bias scores by regime ON • Reject max closes outside 3 • Reject min sweep 0.35 and snapback 0.20 • Reject score threshold 70 • Decision delta 15 Swing continuation • Timeframe 60 minutes to 4 hours • Context timeframe 1 day • Increase Accept min closes outside and Accept confirm bars • Increase Max probe bars • Use Close trigger • Raise Decision delta Realism and responsible publication • No performance claims. Past results never guarantee future outcomes • No certainty about the future • Intrabar motion reminder. Shapes can move while a bar forms and settle on close • Standard candles are recommended. Non standard chart types change OHLC and can alter the meaning of sweeps and snapbacks Honest limitations and failure modes • Economic releases and thin liquidity can invalidate sweep and relocation behavior • Gap heavy symbols can distort intrabar probe stats on small timeframes • Very quiet regimes reduce score separation. Consider longer windows or higher thresholds • Session windows use the exchange time of the chart • Custom mode requires valid upper and lower values or the script will wait Open source reuse and credits • None Legal Education and research only. Not investment advice. You are responsible for your decisions. Test on historical data and in simulation before any live use. Use realistic costs.
Indikator Pine Script®
oleh exlux
Ultimate RegimeUltimate Regime | MisinkoMaster Ultimate Regime is an advanced market environment classification tool designed to identify whether an asset is currently operating in a trending or mean-reverting regime. Instead of focusing on entry signals, the indicator concentrates on answering a more fundamental question: what type of market are we trading right now? By continuously evaluating market structure, volatility behavior, and directional persistence, the script provides a unified regime view that helps traders adapt strategy selection, risk management, and trade expectations to current conditions. This makes Ultimate Regime particularly valuable for traders using multiple systems, algorithmic frameworks, or discretionary approaches that perform differently depending on market state. Core Concept Markets alternate between expansion phases where directional movement dominates and contraction phases where price oscillates around equilibrium. Strategies built for one condition often underperform in the other. Ultimate Regime solves this by aggregating several environment measurements into a single regime score that expresses whether the market currently favors: • Trend continuation strategies • Breakout participation • Momentum trading or instead • Range trading • Mean reversion strategies • Oscillation-based setups The indicator therefore acts as a decision filter rather than a trade trigger. Key Features Unified regime classification combining multiple market characteristics Automatic detection of trending vs mean-reverting environments Smooth regime transitions to reduce noise and false flips Visual histogram representing regime strength Automatic chart candle coloring based on environment On-chart regime change labeling for clarity Configurable lookback and smoothing controls Works across all timeframes and asset classes Suitable for discretionary and systematic traders Designed for integration into multi-indicator workflows How It Works (Conceptual) Instead of relying on a single measurement, Ultimate Regime evaluates several dimensions of market behavior simultaneously, such as: • Price expansion versus contraction • Volatility shifts • Directional persistence • Structural movement characteristics These components are normalized and combined into a composite regime value. The result is then smoothed to ensure regime changes reflect genuine environment shifts rather than short-term fluctuations. When the combined regime value turns positive, the market is considered to favor directional movement. When it turns negative, price behavior favors oscillation and mean reversion. The internal weighting and transformation methods remain proprietary in the invite-only version. Regime States Explained Trending Regime Indicates directional dominance where price tends to move persistently in one direction. Momentum and breakout systems typically perform better under these conditions. Mean Reverting Regime Indicates oscillatory behavior where price frequently returns toward equilibrium zones. Range strategies and reversal setups often become more effective. Neutral Transitions Short transition periods may occur during regime changes as the environment reorganizes before committing to a dominant state. Visual Components Regime Histogram A histogram displays regime strength and direction, making it easy to gauge whether trending or reverting behavior dominates. Colored Candles Price candles automatically change color according to regime classification, allowing instant environment recognition directly on the chart. Regime Change Labels Labels appear when regime shifts occur, helping traders visually track transitions between trending and mean-reverting phases. Reference Thresholds Visual guide levels help users understand regime extremes and neutral zones. Inputs Overview Source Selects the price data used for regime analysis. High-Low Difference Lookback Controls how far back structural price expansion is evaluated. ATR Lookback Adjusts how volatility expansion or contraction is measured. Standard Deviation Lookback Defines the evaluation window for statistical price dispersion. ADX Lookback Controls directional persistence measurement sensitivity. Smoothing Period Applies smoothing to regime calculations, balancing responsiveness and stability. Higher smoothing reduces noise but delays regime changes. Lower smoothing reacts faster but may increase regime flipping. Usage Guidelines Use Ultimate Regime as a strategy filter rather than a direct entry signal. Trending regime environments generally favor: • Breakout systems • Momentum entries • Trend-following approaches • Pullback continuation trades Mean-reverting environments generally favor: • Range trading • Support and resistance reversals • Oscillation strategies • Counter-trend setups Regime analysis works best when combined with entry and risk tools rather than used standalone. Practical Applications Strategy selection switching between trend and range systems Position sizing adjustments based on environment strength Filtering trades that conflict with prevailing market behavior Algorithmic system optimization Portfolio regime monitoring Timeframe alignment analysis Parameter Tuning Notes Lower lookback values increase responsiveness but may produce faster regime changes. Higher lookback values stabilize regime detection for swing or position trading. Short smoothing periods work better for intraday trading. Longer smoothing periods help long-term traders avoid noise. Optimal settings vary by asset volatility and timeframe. Best Practices Combine regime detection with price structure and confirmation tools. Avoid forcing trend systems in reverting environments and vice versa. Use regime awareness to improve trade selection discipline. Backtest strategies separately for trending and mean-reverting periods. Summary Ultimate Regime provides a structured and adaptive view of market conditions by classifying whether the environment favors trend continuation or mean reversion. By separating environment analysis from trade signals, traders gain clarity in strategy selection and improve consistency across changing market conditions. The invite-only version preserves proprietary calculation methods while delivering a robust regime detection framework suitable for discretionary traders, system developers, and algorithmic strategies alike.
Indikator Pine Script®
oleh MisinkoMaster
5m ORB with Dynamic Position Size and TargetThis script is based off of the 5 minute high and low (opening range) of the NY session, specifically developed for ES/MES. It marks the high and low of the first five minutes of trading, as well as marks profit targets if price breaks out high or low. In settings you can configure the maximum capital to risk, high volatility target and regular volatility, and the ORB size in points that indicates if it is a high or normal volatility regime. I use a maximum risk of $500, normal volatility target of 1.5 RR, and a high volatility target of 1.0 RR. The maximum ORB range that I assume is normal volatility is 20 points, so below 20 points it targets 1.5 RR, above it targets 1.0 RR. For illustrative purposes, I will outline my current strategy below. This is not financial advice, obviously. When price breaks out of the 5 minute opening range, I enter in the direction of the move (break out of the high, I enter long; break down from low, I enter short). Stop loss is set at one tick outside of the opposite end of the range. I currently exit the full position at the target price, but will be playing around with leaving a runner for trend days. Again, not financial advice. Be sure to paper trade before committing any real funds.
Indikator Pine Script®
oleh benhall209
Timbuktu V - Pulsar TrendTimbuktu V - Pulsar Trend Timbuktu V - Pulsar Trend is a specialized trend-following and market structure indicator designed to pinpoint high-probability reversal points (Lower Highs and Higher Lows) by combining structural analysis with momentum filtering. This script is built for traders who prioritize precision over frequency, using a triple-filter logic to ensure signals align with both the immediate price action and the broader trend. Core Functionality The indicator operates on three layers of confirmation: Market Structure Detection: It identifies pivot points to track the hierarchy of highs and lows. It specifically targets Lower Highs (LH) in bearish setups and Higher Lows (HL) in bullish setups. HMA Trend Filter: To ensure you stay on the right side of the market, the script uses a Hull Moving Average (HMA). Signals are only triggered if the price is trading below the HMA for shorts or above it for longs. Price Action Validation: Unlike standard pivot indicators, the "Pulsar" logic requires the signal candle to close in the direction of the trade (Red candle for LH, Green candle for HL), reducing "fakeouts" during low-volatility periods. Key Features Strict Structural Logic: It doesn't just mark every pivot; it specifically looks for structural shifts (LH/HL) that indicate a trend continuation or a strong pullback entry. Hull MA Integration: Leverages the low-lag nature of the HMA to provide a dynamic trend baseline. Clean Visuals: Simple triangle shapes (Up for Long, Down for Short) keep your charts clean and readable. Fully Alert-Ready: Includes a unified alert condition Entry Pulsar Trend that triggers whenever a valid structural signal is confirmed. Settings & Optimization Pivot Strength / Confirmation: Adjust these to fine-tune how "significant" a high or low must be. Higher values are better for swing trading, while lower values suit scalping. HMA Period: Defaulted to 200 for a macro trend filter, but can be shortened (e.g., 50 or 100) for more aggressive entries. How to Use Long Entry (HL): Look for the Green Triangle. This appears when the market makes a Higher Low above the HMA with a bullish candle close. Short Entry (LH): Look for the Red Triangle. This appears when the market makes a Lower High below the HMA with a bearish candle close. Disclaimer: This indicator is a technical tool and does not guarantee profits. Past performance is not indicative of future results. Always use proper risk management.
Indikator Pine Script®
oleh mrossi71
MACD - Trend & Signals with ArrowsThis isn't just another MACD to clutter your chart. I designed this Hybrid MACD Script specifically to solve the "indicator fatigue" that happens when trading multiple asset classes. Most MACD scripts require you to squint at the lines to see if a crossover actually happened; this script automates the detection and organizes the data into a clean, actionable HUD. The Hybrid Edge: Why This Version? Standard MACD indicators often fail in high-volatility environments (like Options or Forex) because the "cross" is hard to time visually. This program bridges that gap. 1. Key Logic & Signal Mechanics The script uses a dual-signal confirmation system that is hard-coded into the visual output: The Momentum HUD (Right) : Instead of calculating the trend slope in your head, the table uses a real-time logical check. If macdLine > 0, the trend is classified as BULLISH. This is critical for Stock and Fund traders who need to filter out "fake" bounces that occur below the zero line. The Delta-Histogram : Unlike basic histograms, this one tracks velocity change. Dark Green/Red: Momentum is accelerating. Light Green/Red: Momentum is exhausting (The "Squeeze" phase). Precision Entry Arrows : The plotshape function is tied to ta.crossover. These arrows only appear at the close of the candle, ensuring you don't jump into a trade on a "repainting" signal. 2. Strategic Application For Options & Scalping The Histogram Gradient is your exit signal. If you are long on a Call option and the histogram changes from Dark Green to Light Green, the program is telling you that the rate of change is slowing down. Even if price is still moving up, the Greeks (specifically Delta) will start working against you. For Forex & Trend Following Use the Zero-Line Filter. High Probability: Only take Green Arrows if the MACD Line is already above 0. Reversal Play: Look for Red Arrows when the MACD Line is significantly extended from the 0 axis—the "Value Area." 3. How to Use This Script Effectively Stop Loss Placement: When a Red Arrow appears, the recent swing high is your mathematical ceiling. Divergence Detection: If price makes a higher high, but the Momentum Value in the Dashboard table is lower than the previous peak, you are looking at a classic bearish divergence. Cross-Asset Optimization: Stocks/Funds: Keep the default 12, 26, 9 settings. Crypto/Options: Consider tightening to 10, 20, 7 for faster reaction to "flash" moves.
Indikator Pine Script®
oleh Finis233
1
Standard Deviation Supertrend | GForgeStandard Deviation Supertrend ~ 𝒢𝐹𝑜𝓇𝑔𝑒 A Supertrend indicator that replaces ATR with Standard Deviation for volatility measurement, combined with a selectable Moving Average anchor for noise reduction. ━━━━━━━━━━━━━━━━━━━━━━━━ What This Indicator Does This is a trend-following overlay that plots a single trailing line on your chart. When price is above the line, the trend is bullish. When price crosses below, the trend flips bearish. Signals fire on each flip. The core mechanic is identical to the classic Supertrend — ratcheting bands that tighten in the direction of the trend and only reset when price breaks through the opposite side. ━━━━━━━━━━━━━━━━━━━━━━━━ Why Standard Deviation Instead of ATR ATR measures the average candle range. It treats all bars the same — a strong directional candle and a choppy gap produce equal ATR contributions. Standard Deviation measures how far price disperses from its mean. During clean directional moves, prices cluster on one side of the mean, producing low StdDev and tighter bands. During erratic, sideways price action, prices scatter around the mean, producing high StdDev and wider bands. The result: the trailing stop naturally tightens when the trend is clean and loosens when conditions are noisy. This is adaptive behavior that ATR-based Supertrends don't provide. ━━━━━━━━━━━━━━━━━━━━━━━━ Two Smoothing Layers Raw Supertrend inputs can be noisy. A single wick or volatile candle can jerk the trailing band and cause a premature flip. This indicator addresses that with two optional smoothing layers: Anchor MA — applies a Moving Average to the price source before bands are calculated. Instead of building bands around raw hl2 (which reacts to every wick), the bands are built around a smoother baseline. 11 MA types are available: • None (hl2) — raw, classic Supertrend behavior • SMA, EMA, WMA — standard options with varying lag • HMA — very low lag, can overshoot on reversals • DEMA, TEMA — reduced lag variants of EMA • VWMA — volume-weighted, naturally anchors to high-volume levels • RMA — Wilder's smoothing, very stable • ALMA — Gaussian-weighted with tunable offset and sigma • T3 — Tillson, extremely smooth with adjustable volume factor StdDev Smoothing — applies an EMA to the raw Standard Deviation output before it scales the bands. This prevents abrupt band width changes when a volatile bar enters or exits the lookback window. Set to 1 to disable. Together, these improve parameter robustness — small changes to settings produce smaller changes in output, meaning the indicator is less likely to break under slight parameter variation. ━━━━━━━━━━━━━━━━━━━━━━━━ Settings Overview • Anchor Source — price input for the Supertrend. hl2 is the classic default. • StdDev Length — lookback period for the Standard Deviation calculation. • StdDev Multiplier — band width. Higher values require a larger move to flip direction. This serves the same purpose as a "threshold" in oscillator-based indicators. • Anchor MA Type / Length — which Moving Average smooths the anchor, and its period. • StdDev Smoothing — EMA period applied to the raw StdDev. 1 = no smoothing. • ALMA Offset / Sigma — only active when ALMA is selected. • T3 Volume Factor — only active when T3 is selected. • Current settings work best on BTC 1D ━━━━━━━━━━━━━━━━━━━━━━━━ Visual Elements • Glow trail — the Supertrend line pulses with a layered glow that changes color on trend direction. • Trend fill — gradient fill between price and the trailing line. • Inactive band — shown as crosses, marking where the opposite flip point sits. • Anchor MA line — subtle reference line showing the smoothed anchor (hidden when set to None). • Bar coloring — candles colored by current trend direction. • Signal diamonds — dual-layer markers (halo + core) on trend flips. All visual elements can be toggled on or off individually. 13 color themes are included. ━━━━━━━━━━━━━━━━━━━━━━━━ ⚠️ Disclaimer This indicator is a technical analysis tool, not financial advice. It does not guarantee profitable results. Past performance on any asset or timeframe does not indicate future results. No indicator can predict market direction with certainty. Always use proper risk management. Do not rely on any single indicator for trading decisions. Test thoroughly on your chosen instruments and timeframes before applying to live markets. You are solely responsible for your own trading decisions and outcomes. ━━━━━━━━━━━━━━━━━━━━━━━━ Developed by 𝒢𝐹𝑜𝓇𝑔𝑒
Indikator Pine Script®
oleh GForge
Extended Sentiment Pressure Oscillator (ESP)Extended Sentiment Pressure Oscillator (ESP) The ESP is a multi-purpose trend and bias oscillator designed to visualize who is in control: buyers or sellers. It measures the balance between upward and downward pressure inside each candle and across a lookback window, then converts that information into an easy-to-read visual signal. Unlike classic oscillators that only look at close prices, ESP evaluates price structure (High–Low–Open–Close), range behavior, and multiple normalization methods. This makes it adaptable to many markets—from fast crypto scalping to slower swing trading on stocks, forex, commodities... What makes ESP different? _______________________ Most oscillators give you a single line. ESP gives you a full pressure model: * Uptrend line – how strong buyers are * Downtrend line – how strong sellers are * Net Pressure (Bias) – the real battle result * Optional histogram and signals You can view it in: * Classic 0–100 mode (Average Sentiment Oscillator style) * Expanded centered mode (-50…+50) for intuitive bullish/bearish reading ESP is not “another RSI”. It focuses on market pressure and imbalance, not overbought/oversold. Core Features ____________ Multi-Normalization Engine - Choose how pressure is measured: * Bar Range – immediate candle structure * Window Range – broader context * Mix – blend of both, averaged. * Hybrid - pure blend of Bar- & Window Range, not averaged. * (Average) True Range (TR / ATR) – volatility-aware modes Adaptive Smoothing: Select your preferred MA type: SMA, EMA, HMA, SMMA (RMA), WMA, VWMA Sensitivity Control - A unique ESP Sensitivity knob lets you: * Reduce noise (<1.0) * Amplify reactions (>1.0) * or stay neutral (1.0) Signal Logic - Two modes: * ZeroCross – classic bias crossing * MomentumShift – early detection using consecutive rises/falls and slope strength Visual Tools: * Tricolor Net Pressure line * Bias histogram * Optional UP/DOWN flags * Focus mode to highlight the most important signal How to Use ESP (Practical Use Cases) ? ________________________________ 1) Trend Confirmation Use ESP as a trend filter for your main strategy: * Net Pressure above 0 → bullish environment * Net Pressure below 0 → bearish environment * Rising Net Pressure → momentum building Great companion to combine with: * Price Action * Other indicators like * Crossing EMA's * MACD * VWAP * RSI * ... * Breakout systems * ... 2) Early Momentum Detection With MomentumShift mode, ESP can react before a zero cross: * Two or more consecutive rises = early bullish shift * Two or more consecutive falls = early bearish shift * Optional minimum slope filters weak moves Ideal for: * Scalping pullbacks * Exit timing * Avoiding late entries 3) Regime & Strength Analysis by combining: * Up/Down lines * Net Pressure * Histogram This lets you read: * Strong trends * Weak consolidations * Momentum exhaustion * Diverging pressure vs price Who is this for? _____________ Anyone can use this indicator at will, while this could prove an extra aid especially for: * Discretionary traders needing clear bias visualization * Traders looking for a robust gate/filter aid * Multi-asset traders (crypto, stocks, forex, commodities,...) Important Notes ______________ ESP is an indicator or technical analytical tool, not a trading system Works best combined with price action and risk management Past performance ≠ future results Signals provided should not be used solely to make any trading decisions Trading always involves risk To conclude, ESP or Extended Sentiment Pressure oscillator can help you understand the pressure behind the candles, making decisions clearer based on structure rather than on noise.
Indikator Pine Script®
oleh PJooris1408
2
FX Risk Regime (Risk-On - Risk-Off) - CompositeOverview FX Risk Regime - Composite is a macro-driven regime detection indicator designed to classify market conditions into: Risk-On Risk-Off Neutral / Transitional The model aggregates cross-asset information from equities, volatility, USD strength, and carry flows to generate a standardised composite risk score. It is particularly useful for FX traders who trade risk-sensitive and defensive currency pairs. This indicator does not directly predict price direction. Instead, it identifies the prevailing macro regime so traders can align directional bias and risk management accordingly. Conceptual Framework Financial markets tend to rotate between two dominant macro states: Risk-On Equities rising Volatility falling USD softening Carry trades performing Capital flows into higher-beta currencies and growth-linked assets. Risk-Off Equities declining Volatility rising USD strengthening Carry trades unwinding Capital rotates into defensive currencies and safe-haven assets. This indicator quantifies these dynamics and standardises them using Z-scores to create a normalised composite regime signal. Indicator Architecture The model is constructed using four cross-asset components: 1. Equity Momentum (SPX) Symbol: SP:SPX Measures risk appetite via equity momentum Positive equity momentum = Risk-On bias 2. Volatility Index (VIX) Symbol: CBOE:VIX Standardised and inverted Rising volatility = Risk-Off Falling volatility = Risk-On 3. USD Index (DXY) Symbol: TVC:DXY USD strength is associated with defensive flows Rising DXY = Risk-Off 4. Carry Proxy (AUDJPY) Symbol: OANDA:AUDJPY High-beta FX pair representing global carry flows Rising AUDJPY = Risk-On Mathematical Construction Each component is transformed using: Log momentum Rolling Z-Score normalisation Optional EMA smoothing Composite Score: RawScore = Z(SPX Momentum) + Z(−VIX) + Z(−DXY Momentum) + Z(AUDJPY Momentum) The result is smoothed and compared to a configurable regime threshold. R egime Classification Green Background Risk-On Regime (score > +threshold) Red Background Risk-Off Regime (score < −threshold) Neutral Zone Between thresholds — transitional conditions. What Does the 0.8 Threshold Mean? The default threshold (0.8) represents approximately: 0.8 standard deviations above or below the composite mean. It filters out noise and avoids reacting to minor fluctuations. Lower threshold - more signals, more sensitivity Higher threshold - fewer signals, stronger conviction For swing trading, values between 0.8 and 1.2 are typically appropriate. How to Use This Indicator 1. Regime Filter for FX Trading Use as a directional bias filter. In Risk-On: Favor: AUDJPY NZDJPY CADJPY EURAUD GBPJPY Avoid: USDJPY shorts CHF strength trades In Risk-Off: Favor: USDJPY longs CHFJPY shorts EURJPY shorts AUDUSD shorts Avoid: Carry longs 2. Position Sizing Tool Increase size in aligned regime Reduce exposure during neutral regime 3. Strategy Overlay Combine with: Trend systems (EMA / MACD) Momentum systems Breakout systems Carry strategies This indicator improves expectancy by preventing trades against macro flow. Best Timeframes Recommended: 1H 4H Daily Lower timeframes may be noisy because macro variables update at slower frequencies. Asset Classes Where It Works Best FX Pairs: - JPY crosses - Commodity currencies - High beta crosses Indices: - DAX - Nasdaq - S&P500 Commodities: - Oil - Copper Crypto: - BTCUSD (during macro-correlated phases) Strengths Cross-asset driven Macro consistent Quantitative standardization Regime persistence model (state memory) Adaptable threshold Fully transparent logic Limitations Not a predictive model Reacts with slight lag May misclassify during structural regime shifts Dependent on external symbol data availability Regime changes can be violent. Use risk management. Suggested Improvements (Advanced Users) For advanced research: Weight components by historical Information Ratio Use dynamic thresholds based on rolling volatility Add bond yield spreads (US10Y vs JGB) Add credit spreads (CDX) Add copper/gold ratio Customization All major parameters are configurable: Z-Score Lookback Momentum Lookback Threshold Smoothing Symbols This allows adaptation for: Short-term trading Swing trading Macro overlay models
Indikator Pine Script®
oleh Novaque_Research
Initial Balance Statistical MappingInitial Balance Statistical Mapping Overview The Initial Balance (Enhanced) indicator is a sophisticated trading tool designed specifically for NQ (Nasdaq-100 E-mini Futures) during New York trading hours. It provides data-driven insights based on comprehensive analysis of 12 years of 1-minute price data (2013-2025), offering traders probabilistic forecasts for intraday price movement based on the market's behavior during the critical first hour of trading. What is Initial Balance? Initial Balance (IB) refers to the price range established during the first hour of the New York cash session (9:30-10:30 AM ET). This concept, pioneered by legendary trader Peter Steidlmayer as part of Market Profile theory, represents a critical period where the market establishes its initial value area for the day. The IB high and low create key reference points that professional traders use throughout the session to: Identify potential support and resistance levels Gauge market directional bias Set realistic profit targets Assess market volatility and range expectations Statistical Foundation This indicator is built on rigorous statistical analysis of 12+ years of NQ futures data (over 3,000 trading sessions), examining: Opening Range Patterns: 5-minute and 15-minute opening ranges Initial Balance Characteristics: Directional bias, extreme formation sequence, and closing position Breakout Behavior: Which IB boundary breaks first and subsequent price action Midpoint Dynamics: Probability and timing of midpoint retests Session Outcomes: Correlation between IB patterns and daily close direction Extension Targets: Historical percentile-based price projections beyond IB boundaries The statistical combinations tracked include: IB direction (bullish vs bearish) × Extreme formed first (high vs low) × Close position (above vs below midpoint) Post-break behavior (confirmation, reversal, or range-bound) Conditional probabilities for over 16 unique market scenarios Visual Components 1. IB Box A shaded rectangular area highlighting the first hour's price range: Top boundary: IB High Bottom boundary: IB Low Midpoint line: The 50% level of the IB range Customizable colors for the fill, border, and midpoint 2. Extension Levels Percentile-based price targets above and below the IB boundaries, calculated from historical extension data: Above IB High: 25th percentile: +0.14% extension Median (50th): +0.31% extension (default display) 75th percentile: +0.60% extension 90th percentile: +1.00% extension Below IB Low: 25th percentile: -0.16% extension Median (50th): -0.38% extension (default display) 75th percentile: -0.79% extension 90th percentile: -1.37% extension These levels represent targets that historically occur at the specified frequency. For example, the median extension suggests that 50% of the time, the market extends at least this amount beyond the IB boundary when it breaks out. 3. Statistics Table A dynamic information panel displaying real-time probabilities and historical context (detailed in "Interpreting the Statistics Table" section below). Input Parameters Calculation Period IB Period: Default 0930-1030 (9:30-10:30 AM ET) Defines the time window for Initial Balance calculation Should match the first hour of NY cash session Regular Trading Hours: Default 0930-1600 (9:30 AM - 4:00 PM ET) Extension lines only display during these hours Statistics table appears during RTH only Prevents visual clutter during overnight sessions Display Options Show IB Box: Toggle the shaded IB range rectangle Only Show Current IB: When enabled, previous days' IB boxes are removed (keeps chart clean) Show Extension Labels: Display percentile labels on extension lines Show Extensions: Individual toggles for each extension level Colors IB Box Color: Customize the shaded range fill (default: semi-transparent blue) Box Border Color: Border line color (default: gray) Midpoint Color: Midpoint line color (default: gray) Extension Color: All extension lines and labels (default: blue) Styling Line Style: Choose Solid, Dashed, or Dotted for IB box borders and midpoint Extension Line Style: Separate style control for extension levels Extension Line Width: 1-4 pixels thickness Extension Label Size: Tiny/Small/Normal/Large/Huge Statistics Table Table Position: 9 placement options (corners, edges, center) Table Size: Auto/Tiny/Small/Normal/Large/Huge Sessions for IB Stats: Number of previous sessions (5-250) to calculate rolling IB range statistics Higher values = more stable averages Lower values = more responsive to recent market conditions Default: 50 sessions Interpreting the Statistics Table The statistics table is the analytical core of this indicator, providing probabilities derived from 12 years of historical NQ data. It updates in real-time as the trading day progresses. Section 1: IB Characteristics IB Direction Bullish (green): IB close > IB open Bearish (red): IB close < IB open This reflects whether the first hour closed higher or lower than it opened Extreme First High First: The IB high was established before the IB low during the first hour Low First: The IB low was established before the IB high This sequence often indicates early momentum direction Close Position Above Midpoint: IB close is above the midpoint of the IB range Below Midpoint: IB close is below the midpoint This shows where buying/selling pressure finished within the range Section 2: Historical Pattern & Probabilities Historical Pattern Shows the number of sessions (out of 3,000+) that match the current IB combination Example: "151 sessions" means this exact pattern (e.g., Bullish + High First + Close Above Mid) occurred 151 times Larger sample sizes (>100) provide more reliable probabilities Smaller samples (<50) should be interpreted with appropriate caution Next Break Predicts which IB boundary will break first: HIGH: Price likely to exceed IB high before IB low LOW: Price likely to breach IB low before IB high Neither: Higher probability that both boundaries remain intact for the session Shows the highest probability outcome with its percentage Based on what actually happened in similar historical sessions Midpoint Retest Probability that price will return to the IB midpoint at some point during the session Initially shows "PENDING" status (orange) Updates to "✓ CONFIRMED" (green) when the midpoint is touched after IB formation Calculated based on sessions where price left the midpoint (>0.1% threshold) and returned Average/median time to retest is tracked in the underlying data Session Close Highlighted row (green background): The key predictive metric Predicts whether the NY cash session (9:30 AM - 4:00 PM ET) will close: Bullish: Close > IB open (green) Bearish: Close < IB open (red) Shows the probability of the more likely outcome This is arguably the most actionable statistic for directional bias Section 3: IB Range Statistics Current Range The actual point value of today's IB range (IB High - IB Low) Useful for comparing to historical norms Mean (X/Yd) Average IB range over the lookback period "X/Y" indicates X sessions were captured out of Y lookback days May be less than lookback if some days had incomplete data or early closures Percentile Rank (color-coded cell) Shows where today's IB range ranks relative to recent sessions: Blue tint (<20th percentile): Unusually narrow range - expect potential expansion Light gray (20-60th): Normal range Dark gray (60-80th): Above average range Red tint (>80th percentile): Unusually wide range - may indicate high volatility or potential consolidation Format: "92nd" means today's range is larger than 92% of the last n sessions (n is defined by the lookback period) Section 4: Post-Break Analysis (Dynamic Section) This section appears only after the IB high or IB low is broken, replacing the standard table with expanded statistics. ━ IB HIGH BROKEN ━ or ━ IB LOW BROKEN ━ Orange header indicates which boundary was exceeded Triggers when price definitively breaks through IB high or low Historical Breaks Number of times this specific pattern (IB direction + close position + break direction) occurred historically Example: "1134 times" means this combination has broken the IB high 1,134 times in the dataset Mid Retest Prob Probability that price will return to test the IB midpoint after breaking out Critical for entry/re-entry decisions and stop placement Percentages typically range from 40-65% depending on the pattern If Retest Occurs: Shows three potential outcomes if the midpoint is retested after the break: Bounce Back UP/DOWN (Confirmation - green text) After breaking IB high and retesting midpoint → bounces back up (confirms bullish breakout) After breaking IB low and retesting midpoint → bounces back down (confirms bearish breakdown) This is the "successful retest" scenario traders often look for Reverse to LOW/HIGH (Reversal - red text) After breaking IB high and retesting → reverses and breaks IB low (failed breakout) After breaking IB low and retesting → reverses and breaks IB high (failed breakdown) The "trap" scenario that catches breakout traders Stays in Range (neutral text) Price retests midpoint but then remains between the midpoint and the opposite IB extreme No additional breakout in either direction Consolidation/balance scenario Example Interpretation: ━ IB HIGH BROKEN ━ Historical Breaks: 1134 times Mid Retest Prob: 44.9% If Retest Occurs: Bounce Back UP : 41.3% (confirms the high break) Reverse to LOW : 39.1% (breaks IB low instead) Stays in Range : 19.6% (consolidates) This tells you: This pattern has broken the IB high 1,134 times historically There's a 44.9% chance price will retest the midpoint after breaking IF it retests, there's roughly an equal chance it bounces back up (41.3%) or reverses to break the low (39.1%) Only 19.6% of retests result in consolidation This would be a high-risk breakout due to the near-equal probability of confirmation vs. reversal How the Statistics Are Calculated Data Collection Methodology The Python analysis script processes: 12+ years of 1-minute NQ futures data (2013-2025) 3,000+ trading sessions Only NY cash session data (9:30 AM - 4:00 PM ET) Adjusted for early closures (holidays, half days) Conditional Probability Framework The indicator uses a nested conditional probability structure: Level 1: IB Direction Bullish (close > open) vs Bearish (close < open) Level 2: IB Extreme Sequence High First vs Low First Determined by which extreme was reached first during IB formation Level 3: IB Close Position Close Above Midpoint vs Close Below Midpoint Where within the range did the IB close? Level 4: Break Direction Which boundary broke first after IB? High Breaks / Low Breaks / Neither Level 5: Midpoint Retest Behavior (post-break) Did midpoint get retested after break? If yes: Confirmed / Reversed / Stayed in Range This creates specific combinations like: "Bullish IB + Low First + Close Above Mid" → 76.7% bullish session close (1,281 historical occurrences) "Bearish IB + High First + Close Below Mid" → 73.9% breaks low first (1,127 occurrences) Extension Percentile Calculations For each session, the maximum extension beyond each IB boundary is measured: High Extension: (Session High - IB High) / IB High × 100 Low Extension: (IB Low - Session Low) / IB Low × 100 These extensions are collected across all sessions, and percentiles are calculated: 25th percentile: 25% of sessions extend at least this far 50th percentile (Median): 50% of sessions extend at least this far 75th percentile: 75% of sessions extend at least this far 90th percentile: 90% of sessions extend at least this far Note: Sessions with no extension (price never exceeded the IB boundary) are included in the dataset as zero-extension values. This is statistically important because it means: The median extension of +0.31% above IB high means 50% of ALL sessions (including those that never broke the high) extended at least this far This is a conservative, realistic measure of actual market behavior IB Range Percentile Rank The rolling percentile rank compares today's IB range to the previous N sessions (default 50): Collect IB ranges for the past 50 sessions Count how many of those ranges were smaller than today's range Divide by total sessions and multiply by 100 Example: If 34 of the past 50 sessions had smaller IB ranges than today: Percentile = (34/50) × 100 = 68th percentile Today's range is larger than 68% of recent sessions Real-Time Validation & Updates The statistics table evolves as the trading day progresses: Pre-IB Formation (9:30-10:30 AM) Table shows "PENDING" for all fields in orange No predictions yet, as IB hasn't formed Useful as a reminder that IB is still forming IB Formation Complete (10:30 AM) All IB characteristics are determined and displayed Historical pattern sample size is shown Probabilities are populated based on the specific IB combination "Midpoint Retest" shows expected probability with "PENDING" status During Trading Session (10:30 AM - 4:00 PM) Midpoint Retest status updates from "PENDING" to "✓ CONFIRMED" if midpoint is touched Table remains stable showing initial probabilities Extension levels continue to be displayed After IB Breakout Entire table is dynamically rebuilt when IB high or low is broken Post-break statistics section is added Shows refined probabilities specific to the break direction Midpoint retest probability is now specific to post-break behavior End of Session (4:00 PM) Table is removed from chart IB box and extensions remain visible for reference Resets for next trading session Practical Trading Applications 1. Directional Bias Use the "Session Close" prediction to establish your directional bias for the day Higher percentages (>70%) suggest stronger historical edge Consider trading with the bias rather than against it 2. Breakout Trading "Next Break" probability helps anticipate which boundary is more likely to break Wait for confirmation, but prepare for the higher-probability direction Use extension levels as initial profit targets 3. Mean Reversion High "Midpoint Retest" probabilities (>80%) suggest mean reversion opportunities After a break, if retest probability is high, consider waiting for the pullback Post-retest statistics help determine whether to fade or trade with the move 4. Risk Management Wide IB ranges (>75th percentile) may suggest: Higher volatility day requiring wider stops Potential for consolidation or smaller extensions More challenging trading conditions Narrow IB ranges (<25th percentile) may suggest: Compressed volatility ready to expand Potential for larger extensions when breakouts occur Clearer directional moves 5. Trade Filtering Use the statistics to avoid low-probability setups If "Session Close" and "Next Break" align (both bullish or both bearish), confidence is higher Conflicting signals suggest a more balanced, range-bound day 6. Exit Strategy Extension percentiles provide logical profit targets: Conservative: 25th percentile (smaller move, higher hit rate) Moderate: 50th percentile (median expectation) Aggressive: 75th-90th percentile (larger move, lower hit rate) After a midpoint retest, use the post-retest probabilities to decide whether to hold or exit Important Notes & Disclaimers Timeframe Specificity This indicator is designed exclusively for NQ futures Statistics are derived from NY cash session hours only (9:30 AM - 4:00 PM ET) Do not use on other instruments or timeframes without independent validation The IB period should always be set to the first hour of the NY session Statistical Interpretation Probabilities are not certainties - a 70% probability means 30% of the time the opposite occurs Sample size matters - combinations with <50 occurrences should be treated with caution Market conditions evolve - the 12-year dataset includes various market regimes, but future behavior may differ Past performance ≠ future results - these statistics are educational and analytical tools, not guarantees Best Practices Use this indicator as one component of a comprehensive trading plan Combine with price action, volume analysis, and market context Paper trade strategies based on these statistics before risking real capital Keep a trading journal to track how probabilities play out in real-time Adjust position sizing based on probability strength and your risk tolerance Data Quality Statistics are based on continuous NQ futures data (rollover-adjusted) Early session closures, half days, and holidays are included in the dataset Gaps and overnight moves are not considered in the analysis (only RTH data) The indicator auto-detects early closures and adjusts the RTH end time accordingly Technical Requirements Platform: TradingView (Pine Script v5) Instrument: NQ (Nasdaq-100 E-mini Futures) recommended; adaptable to ES or YM with separate validation Timeframe: Works on any intraday timeframe (1-min, 5-min, 15-min, etc.) Lower timeframes (1-5 min) recommended for precision Session Settings: Chart timezone should be set to "America/New_York" or equivalent for accurate IB timing Data Requirements: Sufficient historical data to populate IB range statistics (minimum 50 sessions) Version History & Updates Current Version: Enhanced Initial Balance with Conditional Statistics (v1.0) Key Features: 12-year statistical foundation (2013-2025) 16+ conditional pattern combinations Dynamic post-break analysis Real-time midpoint retest validation Percentile-based extension targets Rolling IB range analysis Comprehensive statistics table Conclusion The Initial Balance (Enhanced) indicator transforms 12 years of market data into actionable, probabilistic insights for NQ traders. By understanding the historical behavior of specific IB patterns, traders can: Make more informed directional decisions Set realistic profit targets based on statistical extension frequencies Anticipate mean reversion opportunities with midpoint retest probabilities Manage risk with context-aware range analysis Avoid low-probability setups and focus on higher-edge opportunities This is not a "black box" system or a magic formula. It's a transparent, data-driven framework that provides historical context to inform your trading decisions. The statistics table doesn't tell you what will happen - it tells you what has historically happened when similar patterns emerged, allowing you to trade with probabilistic edges rather than guesses.
Indikator Pine Script®
oleh lucymatos
2
EDGE ATLAS WHAT IS EDGE ATLAS? EDGE ATLAS is a multi-factor market environment scanner. It does not generate buy or sell signals. Instead, it answers a more fundamental question that most traders skip entirely: "Is this a good environment to trade right now — and if so, what type of strategy fits these conditions?" The indicator fuses four independent market dimensions into a single composite EDGE Score (0–100), assigns a letter grade (A through F), classifies the current regime (TREND, RANGE, or NEUTRAL), determines directional bias, and recommends a strategy type — all displayed in a compact, repositionable HUD overlay. Most indicators measure one thing. A moving average measures trend. Bollinger Bands measure volatility. Volume indicators measure participation. Each one gives you a single dimension of a multi-dimensional problem. EDGE ATLAS combines all four dimensions simultaneously so you can see the full picture before committing capital. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ THE SCORING MODEL — HOW THE EDGE SCORE IS CALCULATED The EDGE Score is a weighted composite of four independent measurements. Each component is normalized to a 0–1 scale before weighting, ensuring that no single dimension can dominate the final score regardless of instrument or timeframe. COMPONENT 1 — PLAY EDGE (45% of total score) This is the largest component because it answers the most important question: is there a strong, tradeable pattern right now? The indicator calculates two separate edge measurements and takes the larger of the two: Play Edge = max(Trend Strength, Range Fade Edge) This dual-path design means the score remains high whenever ANY strong play exists — whether the market is trending cleanly or sitting at a mean-reversion extreme. Trend Strength is itself a three-factor composite: Trend Strength = 0.45 x Efficiency Ratio + 0.35 x ADX (normalized) + 0.20 x Slope Magnitude - Efficiency Ratio (Kaufman): Measures directional efficiency of price movement over N bars. A value of 1.0 means price moved in a perfectly straight line. A value near 0 means price went nowhere despite lots of bar-to-bar movement. This is the core chop filter. - ADX (normalized): The classic Wilder Average Directional Index, normalized to a 0–1 scale where ADX below 15 maps to 0 and ADX above 35 maps to 1. Measures the strength of any directional movement regardless of direction. - Slope Magnitude: The absolute slope of the Anchor EMA, normalized by ATR. This captures how aggressively the trend center-of-gravity is moving. A flat EMA produces 0. A steeply angled EMA produces values approaching 1. Range Fade Edge measures mean-reversion opportunity: Range Fade Edge = (1 - Trend Strength) x Deviation Edge Deviation Edge activates when price deviates from the Anchor EMA by more than the ATR deviation threshold (default: 0.90 ATR). The further price stretches beyond that threshold, the higher the Range Fade Edge becomes — but only when Trend Strength is LOW. This prevents the indicator from suggesting mean-reversion trades during a strong trend. WHY THREE SUB-FACTORS FOR TREND? Using a single trend indicator creates fragility. ADX can stay high during volatile chop. Efficiency Ratio can briefly spike during a single large candle. EMA slope can lag during fast reversals. By combining all three with different weights, the Trend Strength reading becomes robust against the failure mode of any single measurement. When all three agree, you have genuine trend conviction. When they diverge, the score drops — which is exactly what should happen in ambiguous conditions. COMPONENT 2 — VOLATILITY QUALITY (20% of total score) Not all volatility is equal. This component measures whether current volatility is in a "tradeable" range by comparing the current ATR against a long-run ATR baseline (100-period EMA of ATR by default). The scoring curve works as follows: - ATR is 70%–160% of baseline: Score = 1.0 (normal, healthy volatility) - ATR is below 70% of baseline: Score decreases linearly (compressed, pre-breakout — unpredictable) - ATR is above 160% of baseline: Score decreases inversely (expanded, chaotic — hard to manage risk) This reflects a practical reality: compressed volatility often precedes explosive moves where stops get blown, and extreme volatility makes position sizing and stop placement unreliable. The best trading environments have active but not extreme price movement. COMPONENT 3 — PARTICIPATION (20% of total score) Current volume divided by its moving average, clamped to a 0–1 scale. A ratio of 2.0 (double the average volume) maps to a perfect score of 1.0. Average volume maps to 0.5. Below-average volume maps below 0.5. Higher participation means the current price action is backed by real market activity rather than thin-market noise. Breakouts on high volume are more likely to follow through. Trends on declining volume are more likely to fail. This component captures that dynamic. NO-VOLUME HANDLING: On instruments where volume data is unavailable (forex pairs, some indices, certain data feeds), this component automatically defaults to a neutral 0.5 score and the HUD displays "N/A" in the Participation row. This prevents false score inflation or deflation on symbols where volume simply does not exist. COMPONENT 4 — MEAN PROXIMITY (15% of total score) Calculated as: Mean Proximity = 1 / (1 + |deviation from EMA in ATR units|) This produces a smooth decay curve: price sitting exactly on the EMA scores 1.0. Price one ATR away scores 0.5. Price two ATRs away scores 0.33. And so on. This component serves a specific purpose within TREND regimes: it rewards entries that are close to the trend's center of gravity (the EMA) where risk/reward is most favorable, rather than entries at extended prices where a pullback is statistically overdue. Note that this component has the LOWEST weight (15%) by design, and it works in counterbalance with the Range Fade Edge in the Play Edge component. When price is far from the EMA, Mean Proximity decreases — but if the regime is RANGE, Range Fade Edge increases. The two effects partially offset each other, which is intentional. The net result is that the total score captures whether the current distance from the mean represents opportunity (range fade) or risk (overextended trend entry). FINAL SCORE ASSEMBLY: EDGE Score = 100 x (0.45 x Play Edge + 0.20 x Volatility Quality + 0.20 x Participation + 0.15 x Mean Proximity) The result is an integer from 0 to 100. Higher is better. The score does not predict direction — it measures environment quality. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ GRADING SCALE A (score 80 or above) — Exceptional environment. Multiple dimensions are aligned. High conviction. B (score 65–79) — Good environment. Most dimensions are favorable. Standard risk is appropriate. C (score 50–64) — Marginal. Some dimensions are favorable but others are not. Reduce exposure or be very selective. D (score 35–49) — Poor. Most dimensions are unfavorable. The odds are not in your favor. F (score below 35) — No detectable edge. Conditions are choppy, illiquid, or chaotic. The recommended action is to do nothing. All grade thresholds are adjustable in settings to match your personal risk tolerance. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ REGIME CLASSIFICATION The TrendScore (the Trend Strength component described above) is compared against two thresholds to classify the market into one of three regimes: TREND — TrendScore exceeds the upper threshold (default: 0.65). Price is moving efficiently in one direction with confirming momentum. The indicator assigns directional bias by following the slope of the Anchor EMA: upward slope = LONG bias, downward slope = SHORT bias. RANGE — TrendScore falls below the lower threshold (default: 0.35). Price movement is choppy and non-directional. The indicator assigns directional bias ONLY when price has deviated beyond the ATR deviation threshold from the Anchor EMA, and the bias points BACK toward the EMA (mean reversion). If price is ranging but near the EMA, no bias is assigned because there is no mean-reversion edge yet. NEUTRAL — TrendScore is between the two thresholds. The market is in transition — potentially shifting from trend to range or vice versa. No directional bias is assigned. The recommended action is to wait for clarity. The gap between the TREND and RANGE thresholds creates a deliberate dead zone. This is a feature, not a limitation. Markets spend significant time in transitional states where neither trend-following nor mean-reversion strategies perform well. The NEUTRAL classification prevents the indicator from forcing a read on ambiguous conditions. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ STRATEGY RECOMMENDATIONS Based on the current grade and regime, the HUD displays one of six strategy suggestions: A or B + TREND + LONG bias : MOMENTUM LONG — Conditions favor trend-following on the long side A or B + TREND + SHORT bias : MOMENTUM SHORT — Conditions favor trend-following on the short side A or B + RANGE + LONG bias : MEAN REV LONG — Conditions favor buying the dip back toward the mean A or B + RANGE + SHORT bias : MEAN REV SHORT — Conditions favor selling the rally back toward the mean A or B + no bias : WAIT FOR BIAS — Environment is good but no directional edge yet C grade : REDUCE SIZE — Marginal conditions; if you trade, trade small D or F grade : SIT OUT — Conditions do not support any strategy type These recommendations tell you WHAT TYPE of strategy fits the current environment. They do not tell you WHERE to enter, where to place stops, or when to exit. Those decisions remain yours. The value of EDGE ATLAS is in filtering out the environments where your strategies are statistically unlikely to perform, regardless of how good the individual setup looks. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ THE HUD DASHBOARD The overlay table displays eight rows of information organized into two tiers: PRIMARY (what to act on): Header row — Score (0–100) and letter grade, color-coded from green (A) to red (F) Regime — TREND / RANGE / NEUTRAL with regime-appropriate background color Bias — Directional arrow (up/down) or dash for no bias Play — The specific directional play in plain language Strategy — Actionable recommendation with color-coded background TRANSPARENCY (why the score is what it is): Trend — TrendScore sub-component (0.00 to 1.00) Vol Q — Volatility Quality sub-component (0.00 to 1.00) Partic — Participation sub-component (0.00 to 1.00, or N/A if volume unavailable) The transparency tier is what makes EDGE ATLAS a learning tool, not a black box. When the score drops from B to D, you can immediately see which dimension degraded. Did the trend weaken? Did volume dry up? Did volatility spike to abnormal levels? This feedback loop teaches you to read market structure over time, not just follow a number. HUD customization: - Repositionable to any of 6 screen positions (all four corners plus middle-left and middle-right) - Three text sizes (Tiny, Small, Normal) to fit any monitor and chart layout - Fully toggleable — hide the HUD entirely if you prefer only the background tint or badge ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ADDITIONAL VISUAL FEATURES Background Tint — A subtle color wash behind candles reflecting the current regime and bias. Green tones for bullish trend, red tones for bearish trend, blue tones for range with long bias, orange tones for range with short bias, neutral gray for no bias. This gives you instant visual context without adding any lines or shapes to the chart. Toggleable in settings. Candle Tint — Colors candles by directional bias. Off by default to keep charts clean. Enable it when you want bias direction visible at a glance without reading the HUD. Last-Bar Badge — A floating label positioned on the most recent bar showing the grade, regime, direction arrow, and score in a compact format. Automatically positions above candles for long bias, below candles for short bias. Toggleable. Anchor EMA — The EMA line used internally for all regime and deviation calculations. Hidden by default because the indicator's value is in the composite analysis, not the moving average itself. Enable it if you want to visually confirm where the "center of gravity" sits. Data Window Output — The raw EDGE Score is exposed as a plot in TradingView's Data Window. This means other Pine scripts can reference it as a source input, enabling you to build strategies or additional indicators that use the EDGE Score as a filter. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ALERTS Seven built-in alert conditions cover all major state changes: Regime Change — Fires when the market shifts between TREND, RANGE, and NEUTRAL Trend Long — New momentum long setup detected (regime shifted to TREND with upward bias) Trend Short — New momentum short setup detected (regime shifted to TREND with downward bias) Fade Long — New mean-reversion long setup detected (RANGE regime, price stretched below mean) Fade Short — New mean-reversion short setup detected (RANGE regime, price stretched above mean) Upgraded to A — Score crossed above the A-grade threshold Grade Below C — Score dropped below the C-grade threshold (risk-off warning) ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ SETTINGS REFERENCE Core Settings: - Source: Price source for calculations. Default is close. HL2 or HLC3 reduces noise on volatile instruments. - Anchor EMA Length (default 50): The central moving average used for regime detection, slope measurement, and deviation calculation. Use shorter values (20–30) for day trading, 50 for swing trading, 100+ for position trading. - ATR Length (default 14): Standard Wilder ATR period. Normalizes all measurements so the indicator works identically across instruments with different price magnitudes. - Volume MA Length (default 20): Baseline for the participation ratio. Current volume is compared against this moving average. Regime Detection: - Efficiency Ratio Length (default 20): Lookback for the Kaufman ER. Shorter values react faster to regime changes but produce more noise. - ADX Length (default 14): Wilder ADX smoothing period. Higher values produce a more stable reading. - ATR Baseline Length (default 100): Long-run volatility reference for the Volatility Quality component. - TREND Threshold (default 0.65): TrendScore must exceed this to classify as TREND. Raise for stricter detection. - RANGE Threshold (default 0.35): TrendScore must fall below this to classify as RANGE. Lower for stricter detection. - Deviation Threshold (default 0.90 ATR): Minimum distance from the EMA before range bias activates. Raise to only fade extreme deviations. Grading Scale: - A/B/C thresholds are fully adjustable. The D threshold is fixed at 35. Below 35 is always F. Visual Settings: - Toggle each visual element independently (HUD, background, candles, badge, EMA) - Reposition HUD to 6 screen locations - Scale HUD text across 3 sizes ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ HOW TO USE THIS — PRACTICAL WORKFLOWS For Beginners: 1. Add EDGE ATLAS to your chart. 2. Look at the grade. If it says A or B, the market is in a good state for trading. If it says D or F, close the chart and come back later. This single habit will eliminate a large percentage of losing trades that come from forcing setups in hostile environments. 3. Read the Strategy row. It will tell you whether to look for momentum (trend-following) or mean-reversion (fade) setups, and in which direction. Do not look for momentum setups when it says MEAN REV, and do not try to pick tops/bottoms when it says MOMENTUM. For Intermediate Traders: 1. Use the regime classification to match your strategy type. If you have a breakout strategy, only deploy it during TREND regimes. If you have a support/resistance bounce strategy, only deploy it during RANGE regimes. Track your win rate in each regime separately — the difference will be significant. 2. Use the sub-scores as early warning. When the Trend sub-score starts declining from 0.80 toward 0.50, the trend is weakening BEFORE the regime officially shifts. This gives you time to tighten stops or take partial profits. 3. Set alerts for grade changes. An "Upgraded to A" alert on your watchlist symbols tells you where the best environments are forming. A "Grade Below C" alert on open positions warns you that conditions are deteriorating. For Advanced / Quantitative Traders: 1. Reference the EDGE Score from the Data Window as a source input in your own strategies. Use it as a position-sizing multiplier: full size on A-grade, half size on C-grade, flat on F-grade. 2. Backtest your existing strategy with and without the regime filter. Run your entries only when EDGE ATLAS shows the matching regime (TREND entries only in TREND, mean-reversion entries only in RANGE) and compare the equity curve. 3. Examine the individual sub-scores to build more granular filters. For example, you might find that your specific strategy performs best when Trend > 0.70 AND Participation > 0.60, regardless of the other components. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ IMPORTANT DISCLAIMERS - This indicator does NOT repaint. All calculations use confirmed bar data. No future data is referenced. - This is NOT a signal generator. It does not tell you when to buy or sell. It tells you whether the current environment supports trading and what type of strategy is appropriate. Entry and exit decisions remain entirely yours. - Works on all instruments (stocks, forex, crypto, futures, indices) and all timeframes. Automatically adapts to instruments without volume data. - The scoring weights (45/20/20/15) are derived from established quantitative principles and are not curve-fitted to any specific market, symbol, or time period. - Past performance of any scoring system does not guarantee future results. Always use proper risk management regardless of the indicated grade.
Indikator Pine Script®
oleh Finntech1
Interactive TA↕️ Interactive TA is a proof-of-concept indicator that enables moving average selection directly on the chart through an interactive selector, without opening the settings panel. Drag the selector marker vertically to switch between SMA, EMA, VWMA, HMA, and DEMA — the selected moving average updates on the price overlay in real time. Built as an educational framework for interactive technical analysis in PineScript, the indicator demonstrates how TradingView's price input can be repurposed as a draggable on-chart control, establishing a template for developers to build interactive indicators, dashboards, and selection tools beyond what PineScript natively offers. 💡 CONCEPT 💡 PineScript currently offers no command buttons, toggles, or selection controls that operate directly on the chart. All indicator configuration is handled through the settings panel, requiring the user to open a dialog, adjust values, and close it before seeing the result. This workflow, while functional, interrupts the analytical process and disconnects the user from the chart during configuration changes. Interactive TA demonstrates a workaround to this limitation. The indicator uses input.price — a PineScript function originally designed for anchoring price levels on a chart — as a vertically draggable selector. By mapping the vertical position of this price input to discrete zones, each corresponding to a different moving average type, the indicator transforms a simple price anchor into a functional control element. The lower pane of the chart serves as the control surface. A selector marker is displayed with labeled zones on the right side, each representing a moving average type (SMA, EMA, VWMA, HMA, DEMA). The currently active zone is highlighted, and the selected moving average is plotted on the upper price chart using force_overlay , with its type and length displayed in the top-right corner. Dragging the selector marker into a different zone immediately switches the active moving average in real time. This approach demonstrates that interactive technical analysis — where chart elements respond to direct user manipulation rather than static settings — is achievable within PineScript's existing capabilities. The moving average selector is intentionally simple; it exists to illustrate the interactive pattern itself, which can be extended to virtually any indicator parameter or selection logic. 🔶 HOW TO USE 🔶 Add the indicator to your chart. The lower pane displays the selector with labeled zones, and the upper chart displays the currently selected moving average. Click and drag the orange selector marker up or down to move it into the zone of the desired moving average type. Release the drag. The moving average on the upper chart updates immediately to reflect the new selection. Interactive Selector : The arrows indicate the drag points where the user can click and slide the selector line vertically to switch between moving average types. The currently selected type (VWMA) is highlighted in orange, and the corresponding moving average is plotted on the upper chart. Pane sizing: The lower pane can be resized by dragging the horizontal divider between the upper and lower panes. This allows the user to adjust the vertical spacing of the zone labels for comfort and readability. Making the lower pane taller spreads the labels out; making it shorter compresses them. This is standard TradingView behavior and provides an additional layer of visual customization. Pane scale: The numeric values on the lower pane's vertical axis are internal zone coordinates used for selector positioning and do not represent price. 🛠️ SETTINGS 🛠️ MA Length : Sets the period for the moving average calculation. Default is 50. MA Color : Sets the color of the moving average line on the upper chart. Selector Color : Sets the color of the selector pointer, zone highlight, and the type label on the upper chart. Auto-Generated By PineScript : System input created by the interactive selector. No adjustment needed. 🔑 PRACTICAL ADVANTAGES 🔑 The ability to adjust indicator parameters directly on the chart, without leaving the visual context of price action, offers practical advantages for technical analysis: Rapid comparison. Switching between moving average types to evaluate their behavior on the same price action takes a single drag gesture rather than multiple clicks through the settings panel. This enables quick side-by-side evaluation of how different calculations respond to the same market conditions. Reduced context switching. Opening the settings dialog shifts attention away from the chart. Interactive controls keep the analyst's focus on price action while making adjustments, preserving the visual continuity of the analysis. Faster live workflow. During active market sessions, the difference between a one-second drag and a multi-step settings change can affect the pace of analysis. Interactive controls compress the decision-to-observation cycle. Education and presentation. When demonstrating technical analysis concepts to others, the ability to switch between indicator types in real time — visibly, on the chart — is more effective than toggling settings behind a dialog. The audience sees the change happen, which reinforces understanding of how different indicators behave. Exploration. Interactive controls lower the friction of experimentation. When switching between options is effortless, analysts are more likely to explore alternatives they might otherwise skip, potentially discovering indicator configurations better suited to current market conditions. DEMA (50) : Selected via the interactive slider. The selector is positioned in the DEMA zone, with the corresponding label highlighted and the double exponential moving average plotted on the upper chart. EMA (50) : Selected on the same chart and timeframe. The selector has been dragged to the EMA zone, switching the overlay without changing any settings. Comparing the two charts reveals how the EMA responds differently to the same price action. 🔮 EXPANDING THE CONCEPT 🔮 Interactive TA is released as a proof of concept and an open invitation to the PineScript development community. The interactive pattern demonstrated here — mapping a draggable price input to discrete zones that drive indicator logic — is not limited to moving average selection. The same framework can be adapted to control virtually any aspect of a technical analysis tool. Timeframe or source selection controlled by an on-chart slider Strategy mode switching between parameter presets Alert threshold adjustment through direct chart interaction Multi-indicator dashboards where a single control determines which overlay is visible Sensitivity or risk level tuning without opening settings These are starting points, not boundaries. The framework is deliberately generic — a draggable position mapped to an array of options — and developers are encouraged to extend it in directions not anticipated here. As the community explores and builds upon this workaround, the case for native support becomes increasingly evident. Definable slider ranges, anchored control elements, minimum and maximum value constraints, step intervals, and discrete input types would significantly expand the potential for building interactive analytical tools in PineScript. ⚠️ NOTE ⚠️ Interactive TA is a proof-of-concept indicator designed for educational purposes and as a development framework. It demonstrates an innovative approach to on-chart interactivity in PineScript and is intended to serve as a template for further development by the community. The included moving average selector is a demonstration of the interactive pattern, not a standalone trading tool. It is not intended as financial advice or a trading signal generator. Users and developers are encouraged to adapt, extend, and build upon this framework to suit their own analytical needs.
Indikator Pine Script®
oleh xxattaxx
GH-alerts Tops/BottomsGH-Alerts Tops/Bottoms GH-Alerts Tops/Bottoms is a volatility-adjusted mean reversion signal designed to identify potential short-term exhaustion points in price. The script uses a normalized deviation formula similar to a CVI-style calculation: CVI = (Close − SMA(HL2)) / (ATR-based volatility adjustment) This allows price extremes to be measured relative to current volatility conditions rather than fixed distance thresholds. How It Works • A moving average of HL2 defines short-term value • ATR is smoothed to create a volatility-adjusted denominator • Price deviation is normalized using the square root of the lookback length • Custom bullish and bearish thresholds define extreme conditions When price moves beyond a defined extreme and then exits that condition, a * is plotted on the chart: Green star below bar → Price exited a bullish extreme (potential bottom) Red star above bar → Price exited a bearish extreme (potential top) Alert Logic Alerts trigger exactly when the star appears, meaning: The market was previously in an extreme condition The current bar closes back inside the threshold Available alerts: Bullish Star Bearish Star Combined Star Alert For best consistency, set alerts to Once Per Bar Close. Inputs Length – Controls smoothing and normalization period Bullish Threshold – Lower deviation boundary Bearish Threshold – Upper deviation boundary Adjust thresholds to fit instrument volatility and timeframe. Best Used For • Identifying short-term exhaustion • Fade setups in balanced conditions • Confluence with order flow or structure • Spotting potential pullback completion This tool does not predict reversals — it highlights when statistically stretched conditions normalize.
Indikator Pine Script®
oleh samb817
2
Gold Sniper MGC1 - Supply/DemandThis indicator, titled "Gold Sniper MGC1 - Pure Sniper", is a high-precision institutional trading tool designed specifically for XAUUSD (Gold) intraday analysis. It is engineered to replicate the professional "Smart Money" look of your reference chart by focusing only on high-value structural levels. Key Features and Logic: Institutional Structural Mapping: Unlike standard indicators that react to every minor price fluctuation, this tool utilizes a Pivot Strength filter. It only identifies levels that have acted as significant turning points over a specific historical period (e.g., 15+ bars), ensuring that only "Legendary" levels are displayed. Historical Demand Anchoring: The script is designed to capture levels like the 5035.84 support line by scanning deep into price history. It anchors the zone at the exact point of the historical pivot, showing that the level was established well before current price action. Automated Mitigation System: To maintain the extreme clarity seen in professional setups, the indicator features a dynamic cleanup engine. It automatically deletes a Demand or Supply zone the moment a candle closes beyond the level, ensuring you only focus on "unmitigated" or fresh areas of interest. Visual Fidelity: It uses the exact color codes from your primary reference: Teal (#00897b) for Demand and Slate Grey (#5d606b) for Supply. Zones are extended infinitely to the right to act as a clear target or entry point for the "Sniper" entry protocol.
Indikator Pine Script®
oleh caktrading
Hidden Markov Model Market Regimes [LuxAlgo]The Hidden Markov Model Market Regimes tool provides a probabilistic framework for identifying the current state of the market by applying a Hidden Markov Model (HMM) to price action and volatility data. 🔶 USAGE The indicator identifies four distinct market regimes. Each regime is represented by a unique color, and the oscillator values (0-100%) represent the probability of the market being in that specific state. 🔹 Regime Breakdown & Trading Implications Low Volatility Trend (Gray): Characterized by steady, consistent returns with minimal price swings. Ideal for trend-following strategies and "buy-and-hold" positions. High Volatility Chop (Orange): Large price swings without a clear directional trend. Suggests a "risk-off" environment or mean-reversion strategies. Crash Regime (Red): Extreme negative returns coupled with a spike in volatility. Indicates high panic; traders may look for hedging opportunities. Accumulation (Blue): Low volatility with neutral-to-rounding price action. Often occurs at the end of a bear cycle, signaling a potential "bottom-fishing" zone. 🔹 Visual Cues The indicator features background highlighting that changes based on the "Dominant State" (the state with the highest current probability). When a specific probability line crosses above the 50% "Neutral" line, the model is gaining conviction. Crosses above 80% indicate "High Confidence" in that regime. Users should watch for "probability flips," where one regime's dominance is rapidly overtaken by another, signaling a structural shift in the market. 🔶 DETAILS The script implements a specialized version of the Forward Algorithm to estimate the likelihood of hidden states. 🔹 Heuristic vs. Trained ML It is important to note that this indicator is accurately described as a "Heuristic" or "Static" HMM rather than a traditional Machine Learning model. Unlike modern ML models that require extensive training on historical datasets (using algorithms like Baum-Welch or Expectation-Maximization), this model uses fixed mathematical parameters and predefined heuristic-based emission profiles. This approach ensures deterministic behavior—the model will always react to the same price patterns in the same way—and eliminates the "black box" nature of traditional ML while still providing the probabilistic benefits of a Markov chain. 🔹 Mathematical Logic Log Returns: The model utilizes log returns ( TSX:LN (Close_{t} / Close_{t-1})$) rather than simple percentage changes to ensure time-additivity and a more symmetric distribution of data. Emission Likelihoods: The model uses Gaussian-style probability density functions to compare normalized returns and volatility against "ideal" profiles for each state. For example, the Crash Regime likelihood increases when returns are significantly below the mean and volatility is significantly above the mean. Transition Matrix (Markov Property): This defines the "memory" of the system. The matrix is weighted toward "persistence" (diagonal values), meaning the market is statistically more likely to stay in its current regime than to jump to a different one every bar. 🔶 SETTINGS 🔹 HMM Settings Lookback Period: The window used to calculate the mean and standard deviation for normalizing returns and volatility. Learning Rate: Controls how quickly the model updates its internal probabilities. Range: 0.01 (very slow/stable) to 1.0 (instant/reactive). 🔹 Dashboard Enable Dashboard: Toggles the visibility of the on-screen information table. Position: Determines where the dashboard is anchored (Top Right, Bottom Right, or Bottom Left). Size: Adjusts the scale of the dashboard text and cells.
Indikator Pine Script®
oleh LuxAlgo
2
Sessions, Killzones & HTF LevelsSessions, Killzones & HTF Levels Overview All-in-one ICT-style session and levels indicator for futures and forex. Highlights trading sessions and killzones as background colors, tracks session highs/lows with dotted reference lines, and draws previous period high/low levels for daily, weekly, and hourly timeframes. Features Trading Sessions (Asia, London, NY) - Background color highlighting during each session window (no chart distortion) - Distinct colors per session: Asia (purple), London (blue), NY (orange) - Developing session high/low tracked in real-time with dotted lines and labels - Lines extend a configurable number of bars after session close (default 15) - All session times configurable in Eastern Time (DST-aware) ICT Killzones (5 zones) - Asian KZ (20:00-00:00), London KZ (02:00-05:00), NY AM (08:30-11:00), NY Lunch (11:00-13:00), NY PM (13:00-16:00) - Ultra-light background highlighting that doesn't interfere with price action - Each killzone independently toggleable — NY Lunch off by default - All times configurable in ET Previous Period High/Low Levels - Previous Daily High/Low, Previous Weekly High/Low, Previous Hourly High/Low - Drawn as dotted lines extending a configurable number of bars (default 15) - Only shows fully closed period data — no developing/unconfirmed levels - Auto-hides when chart timeframe exceeds the level's timeframe (e.g., daily levels hidden on weekly charts) - Labeled: "Prev Daily High", "Prev Daily Low", "Prev Weekly High", etc. Smart Defaults - Configurable lookback window limits historical drawings to conserve TradingView object limits - Timezone selector: Eastern Time (default), Central, or UTC - All colors, transparency levels, and visibility toggles are fully configurable - Inputs organized into logical groups: Sessions, Killzones, HTF Levels, General Inputs Sessions: Show/hide per session, session time windows, colors, box transparency (92%), H/L line transparency (40%), H/L extension bars (15) Killzones: Show/hide per killzone, time windows, colors, box transparency (95%) HTF Levels: Show/hide per level pair (Daily, Weekly, Hourly), colors per pair, line transparency (20%), extension bars (15) General: Max days back (5), timezone selector How It Works Sessions are detected using PineScript's time() function with configurable session strings in the selected timezone. When a session is active, the chart background is tinted with the session's color. Session highs and lows are tracked bar-by-bar during the session, then frozen and extended as dotted reference lines after the session closes. Killzones use the same background highlighting approach. They are purely time-based windows with no H/L tracking — designed to show you when the high-probability trading windows are active. HTF Levels use request.security() to fetch the previous completed candle's high and low from daily, weekly, and hourly timeframes. The indicator uses barmerge.lookahead_off to guarantee that only fully closed candle data is displayed — you will never see levels from a developing/unconfirmed period. Levels are automatically hidden when the chart timeframe is equal to or higher than the level's timeframe. Usage Tips - Use session backgrounds to quickly identify which session you're trading in - Session H/L lines serve as intraday support/resistance levels - Killzone backgrounds highlight the highest-probability windows for ICT setups - Previous Daily and Weekly highs/lows are key liquidity levels — watch for sweeps - Combine with the FVG and Order Flow indicators for a complete ICT toolkit - Increase "Max days back" if you want more historical session drawings (watch the 500 object limit) Session Times (defaults, all ET) ┌─────────────┬───────┬───────┐ │ Session/KZ │ Start │ End │ ├─────────────┼───────┼───────┤ │ Asia │ 20:00 │ 00:00 │ ├─────────────┼───────┼───────┤ │ London │ 02:00 │ 05:00 │ ├─────────────┼───────┼───────┤ │ NY │ 09:30 │ 12:00 │ ├─────────────┼───────┼───────┤ │ Asian KZ │ 20:00 │ 00:00 │ ├─────────────┼───────┼───────┤ │ London KZ │ 02:00 │ 05:00 │ ├─────────────┼───────┼───────┤ │ NY AM KZ │ 08:30 │ 11:00 │ ├─────────────┼───────┼───────┤ │ NY Lunch KZ │ 11:00 │ 13:00 │ ├─────────────┼───────┼───────┤ │ NY PM KZ │ 13:00 │ 16:00 │ └─────────────┴───────┴───────┘
Indikator Pine Script®
oleh james_coggan
Dual Iron Butterfly Analyzer Overview This indicator backtests and analyzes a 0DTE (zero days to expiration) dual iron butterfly options strategy on SPX. It measures how often price stays within profitable ranges from a fixed daily entry time to settlement, calculating expected P/L based on your butterfly structure. The strategy enters at 16:00 CET (10:00 ET) and settles at RTH close (22:00 CET / 16:00 ET), giving approximately 6 hours of exposure per trade. Strategy Structure The dual iron butterfly consists of two overlapping flies centered around the entry price: Fly A (Bearish-Biased) Center strike at Entry Price minus Offset (default: -20 points) Wings extend ±40 points from center Fly B (Bullish-Biased) Center strike at Entry Price plus Offset (default: +20 points) Wings extend ±40 points from center This creates three profit zones: Max Profit Zone: Price settles between the two center strikes (within ±20 points of entry) Both Win Zone: Price settles where both flies remain profitable (within ±40 points) Breakeven Zone: Combined structure breaks even at ±60 points from entry How It Works The indicator captures the entry price at 16:00 CET each trading day and records the settlement price at the following day's first bar. It then calculates: Deviation Analysis Absolute percentage and point deviation from entry to settlement, sorted into customizable buckets to show the probability distribution. P/L Calculation For each fly, the P/L formula is: Credit minus the minimum of (deviation from center) or (wing width). The combined P/L sums both flies. With default settings (29 points credit per fly, $100 multiplier), max profit per day is $3,200 and max loss is $2,200. Drawdown Tracking The indicator tracks cumulative P/L over the lookback period, calculating peak equity, maximum drawdown, and current drawdown to assess strategy risk. What Makes This Different Unlike standard deviation indicators, this tool is purpose-built for options traders analyzing dual iron butterfly viability. It provides: Options-specific P/L calculations based on actual butterfly payoff structure Visual probability distribution with key thresholds marked (breakeven, both-win, max-profit zones) Rolling lookback window that respects your chosen sample size Drawdown metrics essential for position sizing and risk management Features Distribution Table — Shows deviation buckets with cumulative probability Zone Highlighting — Color-coded rows for max profit, both-win, and breakeven thresholds P/L Summary — Total P/L, average per session, win rate, best/worst days Drawdown Section — Max drawdown in dollars and percentage, peak equity, current drawdown Optional Labels — Entry and settlement markers on the chart Configurable Structure — Adjust offset, wing width, and credit to match your actual trades Settings Guide Iron Butterfly Structure Center Offset — Distance from entry price to each fly's center strike (default: 20 points). Larger offset = wider max profit zone but lower probability. Wing Width — Distance from center to outer wings (default: 40 points). Determines max loss per fly and breakeven distance. Net Credit per Fly — Premium received per iron butterfly in SPX points (default: 29). Adjust based on current market conditions and your actual fills. Lookback — Rolling window of trading days to analyze (default: 252 = 1 year). Use 504 for 2 years of data. Distribution Settings Bucket Size — Percentage increment for distribution buckets (default: 0.10%). Smaller = more granular view. Number of Buckets — How many rows to display (default: 20). Display Table Position — Corner placement for the statistics table. Show Entry/Settle Labels — Toggle chart labels marking entry and settlement prices. How to Use Apply to SPX (SPCFD) on an intraday timeframe (1 hour recommended) Set the butterfly parameters to match your intended trade structure Review the Cumul % column to see probability of staying within each deviation level The highlighted BREAKEVEN row shows your probability of profit Use the P/L Summary to evaluate expected returns over your lookback period Monitor the Drawdown section to understand worst-case scenarios for position sizing Interpreting the Table Purple row (MAX PROFIT) — Deviation where both flies achieve maximum profit Green row (BOTH WIN) — Deviation where both flies remain profitable Yellow row (BREAKEVEN) — Combined structure breakeven point Green percentages (≥80%) — High probability levels Orange percentages (60-79%) — Medium probability levels Red percentages (<60%) — Lower probability levels Chart Requirements Symbol: SPX (use SPCFD for extended hours data) Timeframe: Intraday (1h recommended, 30m or lower also works) The chart must include 16:00 CET bars for entry detection Alerts Deviation Exceeds Breakevens — Triggered when settlement exceeds the combined breakeven range Max Profit Zone Hit — Triggered when settlement falls within the max profit zone Limitations Historical analysis only — Past deviation patterns may not predict future behavior Fixed entry time — Does not account for intraday entry timing optimization Credit assumption — Actual premiums vary with VIX, time to expiry, and market conditions No transaction costs — Does not include commissions, fees, or slippage Single contract — Assumes 1 contract per trade with no scaling or compounding Disclaimer This indicator is for educational and research purposes only. It does not constitute financial advice. Past performance does not guarantee future results Options trading involves significant risk of loss The P/L calculations are theoretical based on your input parameters Always paper trade and validate with real market data before risking capital Conduct your own research and consult a financial advisor if needed
Indikator Pine Script®
oleh luiscaballero
1
Adaptive Harmonic Forecast [LuxAlgo]The Adaptive Harmonic Forecast indicator decomposes price action into multiple cyclical components and a linear trend to forecast future market movement. By extracting the most dominant frequencies from recent price data, the tool projects a multi-harmonic model into the future to identify potential reversal points and trend continuations. 🔶 USAGE The indicator provides a mathematical projection of price action based on the assumption that markets exhibit cyclical behavior. Users can utilize the forecast to anticipate upcoming shifts in momentum or to identify the underlying trend direction. It is important to note that the forecast is dynamic and recalculates on the most recent bar; therefore, it is best used to confirm momentum shifts when price action aligns with the projected harmonic direction. 🔹 Historical Fit & Forecast The script displays a solid line over the historical lookback period, representing how well the harmonic model fits the actual price data. Beyond the current bar, a dotted line extends the forecast. This forecast is color-coded: green represents projected upward movement, while red represents projected downward movement. The forecast should be viewed primarily as a timing tool rather than an exact price target, as it projects where the "rhythm" of the market is heading based on current harmonics. 🔹 Trend Line & Reversal Markers A linear trend line is calculated alongside the sinusoids to show the overall bias (slope) of the lookback period. Additionally, the indicator can plot reversal markers (dots) at the specific points where the forecasted cycles reach a peak or trough. These markers highlight potential future turning points where the composite cycles converge to create a local maximum or minimum. 🔹 Detected Cycles Table The "Detected Cycles" dashboard allows traders to identify if current price action is dominated by short-term "noise" cycles or larger "structural" cycles. By observing the period lengths (in bars), users can determine the frequency of market swings. If the detected periods are small relative to the lookback, the market is in a high-frequency state; if they are large, the market is exhibiting more stable, long-term cyclicality. 🔶 DETAILS The script operates through a two-step mathematical process involving spectral analysis and matrix-based regression: Periodogram Logic (Cycle Detection): The indicator first detrends the data within the lookback window using a linear fit. It then performs a spectral analysis by scanning a range of periods to calculate "spectral power" (the correlation between price and a specific frequency). It identifies "spectral peaks" where price variance is most concentrated, ensuring that only the most meaningful cycles are selected for modeling rather than random noise. Multi-Harmonic OLS Regression: Once the dominant periods are identified, the script uses Ordinary Least Squares (OLS) regression to solve for the coefficients of a linear combination of basis functions. Specifically, it constructs a model consisting of multiple sine and cosine waves (representing the cycles) and a first-order polynomial (representing the trend). By solving the normal equation using matrix math, the script finds the optimal amplitudes and phases that minimize the squared error against historical price. This composite model is then solved for future time coordinates to create the extrapolation. 🔶 SETTINGS 🔹 Settings Fit Lookback (N): Determines the number of historical bars used to analyze cycles and fit the model. Extrapolation Bars: Sets how many bars into the future the forecast should extend. Number of Sinusoids: The maximum number of individual cycles to include in the composite model (1-10). 🔹 Automatic Cycle Detection Min Period: The shortest cycle length (in bars) the algorithm is allowed to detect. 🔹 Visuals Show Reversal Dots: Toggles the markers at forecasted local highs and lows. Dot Size: Adjusts the visual scale of the reversal markers. Show Detected Periods: Toggles the data table showing the lengths of the dominant cycles. 🔹 Trend Line Show Trend Line: Toggles the display of the underlying linear regression line. Trend Line Color: Sets the color for the historical and projected trend line.
Indikator Pine Script®
oleh LuxAlgo
10
Daily NATR Percentile (Regime + Alerts)Daily NATR Percentile — Volatility Regime Filter for Swing Traders This indicator is designed to help traders objectively identify market volatility regimes and adjust risk exposure accordingly. Rather than using ATR as a stop or entry signal, this tool treats volatility as an environmental variable — answering the question: Is the current market condition supportive of swing trading, or is capital preservation the priority? It calculates Daily NATR (Normalized ATR) and ranks today’s value against the previous N days using a percentile approach. This removes price-level bias and focuses on relative volatility expansion or contraction. The result is a normalized 0–100 volatility score: • Low values = quiet, trend-friendly environment • High values = unstable, distribution / forced-selling regime ⸻ Core Components 1. Daily NATR Percentile • ATR is calculated on Daily timeframe • Normalized by Daily Close (ATR / Close × 100) • Current value is ranked against a configurable Daily lookback window (default: 20 days) This answers: How volatile is today compared to recent history? ⸻ 2. Volatility Regime Levels (Customizable) Default thresholds: • Low Vol: 20% • Mid: 50% • High Vol: 80% These levels define three behavioral modes: 🟢 Low Regime (Quiet Market) • Trend continuation favored • Breakouts and pullbacks work best • Full position sizing allowed • Pyramid / add-ons acceptable 🟡 Mid Regime (Mixed Participation) • Selective entries only • Reduced position sizing • Faster profit taking • Fewer simultaneous positions 🔴 High Regime (Distribution / Forced Selling) • Correlation spikes • Fake breakouts increase • Intraday whipsaws common Risk management mode: • Minimal exposure • No pyramiding • Only tight support entries (if any) • Cash becomes a position Background shading visually highlights High and Low regimes. ⸻ 3. Percentile Slope (Volatility Acceleration) The slope measures how fast volatility is changing. This is critical for detecting regime transitions: • Slope > 0 → volatility expanding • Slope < 0 → volatility contracting Key patterns: Percentile Slope Interpretation Low Down Ideal swing environment Low Up Early warning of instability High Up Active volatility expansion High Down Possible stabilization after panic The slope is not an entry signal — it is an early feedback mechanism for adjusting exposure. ⸻ How I Personally Use This Indicator This tool governs position sizing and portfolio exposure, not trade selection. My workflow: 1. Identify market regime using Daily NATR Percentile 2. Observe slope for acceleration or deceleration 3. Adjust exposure progressively: Example logic: • Percentile < 30 AND slope < 0 → Full risk allowed • Percentile rising from Low + slope turning positive → Reduce new entries, tighten stops • Percentile > 70 AND slope > 0 → Defensive mode (minimal risk, capital preservation) This creates a feedback loop: Market environment → risk allocation → performance feedback Exposure increases only when conditions improve, and contracts automatically when volatility expands. ⸻ Philosophy Most drawdowns don’t come from bad stock selection — they come from trading aggressively in hostile environments. This indicator enforces a simple principle: Trade the market you have, not the market you want. ⸻ Suggested Defaults • ATR Length: 14 • Percentile Lookback: 20 • High: 80 • Low: 20 • Slope Length: 5 Designed for swing traders, but adaptable to any timeframe via Daily regime filtering.
Indikator Pine Script®
oleh soso6079