Mulai

ROC

Momentum Composite Oscillator (MCO)Momentum Composite Oscillator (MCO) The Momentum Composite Oscillator (MCO) is a multi-factor momentum indicator that combines several widely used momentum metrics into a single normalized oscillator. The script integrates RSI, MACD momentum, and Rate of Change (ROC) into a weighted composite that is scaled to a 0–100 range. This approach allows different momentum signals to be viewed together in a unified framework. Core Features • Composite Momentum Line – Represents the combined momentum reading from multiple indicators • Signal Line – A smoothed reference line used to highlight shifts in momentum • Momentum Histogram – Displays the spread between the composite and signal lines • Momentum Zones – Configurable upper, mid, and lower levels help visualize different momentum regimes • Cross Markers: Bull cross: Blue Dots, Bear Cross: Orange Dots – Highlight early momentum shifts when the composite crosses the signal line • Confirmation Markers – Optional follow-through markers that trigger when momentum confirms above or below upper or lower thresholds which may signal major momentum reversals. Bull Confirmation: Green triangles, Bear Confirmations: Red Triangles • Adaptive Signal Option – Adjusts signal smoothing based on recent volatility How It Works The indicator combines three momentum components: RSI – Measures the relative strength of price movements MACD momentum – Captures changes in trend acceleration Rate of Change (ROC) – Measures the speed of price movement Each component is normalized using a rolling range so they operate on the same scale. Adjustable weights allow users to emphasize different momentum inputs depending on their analytical preference. The resulting composite can optionally be smoothed to reduce short-term noise while maintaining responsiveness. Basic Interpretation When the composite moves above the midline, momentum conditions are generally strengthening. When the composite moves below the midline, momentum conditions are generally weakening. Crossovers between the composite and signal line can highlight changes in momentum direction. The histogram reflects the distance between momentum and its signal, helping visualize acceleration or deceleration. Customization The indicator includes several adjustable settings: Component weights for RSI, MACD, and ROC Momentum zone levels Composite smoothing Adaptive or fixed signal modes Signal confirmation settings Visual display options for signals, histogram, and background regimes Notes This indicator is designed as a momentum analysis and visualization tool and can be applied to any market or timeframe. Disclaimer: This script is intended for informational and analytical purposes only and does not constitute financial advice. Note: In the chart above I have the MCO configured to custom 2 week Bitcoin settings. Normalization look back: 50 Composite smoothing length: 12 Weights; RSI: 1 MACD: 1.5 ROC: 0.3 Signal look back: 5 Confirmation Max: 14
Indikator Pine Script®
oleh SP7712
AG Pro ROC Momentum Shift Map [AGPro Series]AG Pro ROC Momentum Shift Map Overview / What it does AG Pro ROC Momentum Shift Map is a momentum-regime tool built around the Rate of Change (ROC) concept, but organized as a transition map rather than a standalone oscillator. Instead of treating ROC as a simple line that moves above or below zero, this script tracks how momentum shifts from one regime to another, whether that transition is strengthening or fading, and whether the current phase is fresh, mature, or beginning to stall. The script is designed to help users read momentum behavior in a more structured way. It separates bullish and bearish momentum into shift and expansion phases, then adds context through transition-zone logic, baseline separation, freshness tracking, and exhaustion risk. This allows the chart to show not only direction, but also the condition of that direction. This publication is not intended to forecast tops, bottoms, or future price movement. It is a context tool that organizes ROC behavior into states that may help users evaluate whether momentum is attempting to change character, continue, or lose efficiency. Unique Edge The main difference between this script and many ROC-based publications is that it does not present ROC as a raw crossing signal. It reframes ROC as a regime map with state logic, quality scoring, and momentum-stage classification. Within the AG Pro series, this script also has a different purpose than the previously published tools. It is not a breakout-quality model, not a pullback validator, not a support/resistance reaction map, not a relative-strength rotation framework, and not a correlation-stress tool. Those scripts focus on structure, levels, cross-asset comparison, reclaim behavior, or directional pressure. This script focuses on internal momentum state transitions derived from ROC behavior itself. More specifically: - It differs from breakout or retest-oriented scripts because it does not judge price interaction with a key level. - It differs from reaction-map scripts because it does not score how price behaves around predefined structures such as pivots, support/resistance, or moving-average reclaim zones. - It differs from pressure or trend-strength tools because its goal is not to estimate directional force in isolation, but to classify whether momentum is transitioning, expanding, contracting, or stalling. - It differs from relative-strength tools because it does not compare one symbol against another symbol or benchmark. That distinction is the core of the script’s originality: it uses ROC to map momentum regime transitions, not merely to display momentum magnitude. Methodology The script begins with a Rate of Change calculation over a user-defined length and optionally smooths that series to reduce small fluctuations. A regime baseline is then derived from the ROC series to establish whether current momentum is operating above or below its local equilibrium. A dynamic transition zone is built from ROC volatility. This zone is used to identify areas where momentum is attempting to move from one regime into another. Instead of using a rigid zero-line interpretation alone, the script evaluates whether ROC is operating inside or outside this transition area and whether slope supports the move. The internal state engine classifies momentum into five main conditions: - Bull Shift - Bull Expansion - Bear Shift - Bear Expansion - Neutral / Compression To add structure beyond simple state assignment, the script estimates Shift Quality using a combination of zone positioning, slope behavior, separation from the regime baseline, and acceleration. A whipsaw-sensitive penalty reduces the score when repeated zero-line crossings suggest unstable momentum behavior. The script also tracks how long the current state has been active. That information is used to classify the move as Fresh, Active, Mature, Stale, or Stalling. Expansion and contraction logic are then layered on top to provide a clearer view of whether momentum is broadening or fading. Finally, an exhaustion-risk estimate is derived from adverse slope, adverse acceleration, and contraction behavior against the current state. Signals & Alerts This script provides state-based informational events rather than trade promises. The built-in alert set is designed to mark notable momentum transitions in a deterministic way: - Bull Shift Detected - Bull Expansion Active - Bear Shift Detected - Bear Expansion Active - Momentum Stalling These alerts are best interpreted as momentum-context events. They are not guarantees of continuation, reversal, or trade outcome. Key Inputs Important inputs include: - ROC Length: defines the main lookback used for Rate of Change. - ROC Smoothing: reduces short-term noise in the raw ROC series. - Regime Baseline Length: sets the local reference used for momentum separation. - Transition Zone Length and Multiplier: control the width and sensitivity of the transition area. - Quality Normalization Length: affects how the quality model normalizes slope and ROC magnitude. - Whipsaw Lookback: influences how aggressively unstable zero-line rotation is penalized. - Freshness thresholds: define how quickly a state progresses from fresh to mature or stale. Users can also customize visual behavior such as histogram visibility, transition-zone display, background shading, labels, and panel presentation. Limitations & Transparency This script is an analytical indicator, not a prediction engine. ROC is a momentum derivative, so it can react quickly but can also become unstable in choppy or mean-reverting environments. During low-quality market conditions, momentum may rotate repeatedly around the transition zone and generate less reliable state changes. Shift Quality is an internal scoring framework created to organize momentum transitions more clearly. It is not an objective universal measure of trade quality, and it should not be interpreted as proof of future performance. Freshness, expansion, contraction, and exhaustion labels are contextual classifications based on the script’s internal logic. They are intended to help users structure momentum analysis, not to replace broader chart reading, trend assessment, market structure work, or risk management. As with any indicator, outputs can vary depending on symbol characteristics, volatility regime, timeframe, and user settings. This script should be used as one analytical layer within a broader decision process. Risk Disclosure This indicator is for chart analysis and educational use. It does not provide investment advice, trading advice, or guaranteed results. Financial markets involve risk, and no indicator can ensure favorable outcomes. Users should evaluate the script in their own workflow, test settings carefully, and apply independent judgment before making trading decisions.
Indikator Pine Script®
oleh AGProLabs
1
ATR Volume ROC Acceleration & Alerts [HYPR-run]DESCRIPTION: Rate of change applied to ATR and volume to measure volatility acceleration and participation momentum. ATR ROC catches expanding ranges before the move is obvious on price; volume ROC confirms whether participation backs the expansion. Gradient coloring intensifies with sustained directional momentum and fades on pullbacks. Volume ROC is auto-scaled to ATR ROC's range using the ratio of their standard deviations, so both signals plot in the same visual ballpark without one crushing the other. DISCOVERING EDGE ATR and volume are widely used, but most traders read them as separate panes with different scales. This indicator helps confirm whether participation backs a volatility expansion. Catching range expansion before the big candle prints is a leading confirmation signal we often use for entries and exits in our automated strategies. ATR ROC + VOLUME ROC vs SEPARATE ATR/VOLUME PANES Auto-scaling both ROC signals to the same range using their standard deviation ratio allows confirmation or divergence between volatility and participation signal to be captured and used for confirming entries and exits. - Vol breakout markers flag new 233-bar ATR ROC highs (yellow) and 30-bar range breaks (white); a 233-bar high means ATR hasn't expanded this fast in the entire lookback. - ATR expanding with volume ROC also rising = conviction; ATR expanding with volume flat = thin-market spike, treat with caution. - Webhook alerts on vol breakout (233-bar high, fewest signals) and std dev spike (more frequent) with full bar filter and directional candle confirmation. FEATURES - ATR ROC columns with advance/decline gradient (orange/red) - Volume ROC histogram, auto-scaled to ATR ROC range (cyan/blue gradient) - Vol breakout markers: new 233-bar ATR ROC high (yellow) and 30-bar range break (white) - Standard deviation filter for extreme ATR acceleration events - Structural ATR regime line (RMA baseline, optional) - Webhook-ready alerts with full bar filter - Full bar filter: body >= 66.6% of range (no doji fakeouts) HOW IT WORKS ATR measures range; its ROC measures whether ranges are expanding or contracting. Volume ROC (applied to the range of volume over N bars) measures whether participation is surging or fading. The advance/decline gradient (credit: LucF) tracks consecutive advances and declines relative to their historical max, mapping the ratio to color transparency. Strong sustained moves are vivid; weak or choppy moves are faded. ALERTS Two alert modes: - Vol Breakout: ATR ROC exceeds 233-bar high (fewest signals, highest conviction) - Std Dev Spike: ATR ROC exceeds its standard deviation band (more frequent) Bar direction determines LONG or SHORT. Full bar filter applies to both modes. Alert payload is built into the script; works with any webhook receiver. CREDITS Advance/Decline Gradient function: LucF
Indikator Pine Script®
oleh HYPR-run
[Kpt-Ahab] HeatMap FusionWhat is “HeatMap Fusion”? HeatMap Fusion merges RSI, Volume Trend, ROC and an enhanced SuperTrend into one stacked heat-map. Smooth colour gradients reveal—at a glance—whether each component is bullish, neutral, or bearish, without cluttering the chart with multiple separate panes. Key Features Multi-indicator heat-map Three symbols with volume- or price-based colouring. RSI, ROC and SuperTrend share the same colour scale → instant market-breadth read-out. View switcher – choose RSI, ROC, SuperTrend, Volume SMA, Up/Down Volume or ALL from a single dropdown. Six colour schemes (red⇅green, purple⇅blue, etc.) for both light and dark layouts. Optional RSI divergence detection. Heikin-Ashi–driven SuperTrend plus Rapid Volatility Trend lines. Performance-optimised – only three request.security() calls for the selected symbols. Inputs Group Core settings Indicator Layer to display Color Scheme (Heatmap) 6 presets Symbol 3 tickers, volume/price mode, look-back length RSI Period, MA type, BB width, divergence flag Volume Trend SMA length, up/down columns ROC Period & intensity threshold SuperTrend Two ATR sets, Heikin-Ashi on/off (Every parameter is commented inside the script.) How to Use Add the script to any chart. Set SymCal to on when your symbol has real volume data (futures, ETFs, equities). Replace the three default tickers with your own—e.g. ES1!, ZB1!, CL1! for a macro setup. Pick a colour scheme; Purple ⇅ Blue looks great on dark backgrounds. Choose ALL for the full heat-map with labels, or isolate any single layer via the dropdown. Notes The heat-map lives in the main pane on fixed Y-bands (0 – 70). Do not enable Auto-Fit scaling. If a symbol has no volume, SymCal = on yields no colouring—switch it off to fall back to price-based gradients.
Indikator Pine Script®
oleh Kpt-Ahab
Momentum Pulse█ MOMENTUM PULSE v1.0 Next-Generation Adaptive Momentum Analysis Blends three orthogonal momentum sources into a single Adaptive Momentum Composite (AMC), enhanced with multi-timeframe confluence scoring and automatic divergence detection. A comprehensive, real-time read on momentum across multiple dimensions — all in one clean, non-overlay panel. Free and Open Source. ═══════════════════════════════════ █ THE CONCEPT: COMPOSITE MOMENTUM Traditional momentum indicators measure one thing: RSI tracks mean-reversion, MACD tracks trend acceleration, ROC tracks raw velocity. Each has blind spots. A composite approach eliminates these blind spots by combining all three perspectives into a single normalized reading. The Adaptive Momentum Composite (AMC) uses Z-score normalization to ensure each component contributes equally regardless of asset type or volatility level — it auto-calibrates to any market. ═══════════════════════════════════ █ CORE ENGINE: ADAPTIVE MOMENTUM COMPOSITE (AMC) The signature engine combines three Z-score normalized momentum sources: 1. Rate of Change (ROC) Raw price velocity over N bars. Catches sharp moves early. 2. RSI Deviation Distance of RSI from the 50-line. Captures overbought/oversold pressure. 3. MACD Histogram Trend acceleration. Captures the speed of the trend change. Each component's weight is configurable. The composite is clamped to to prevent extreme outlier distortion. ═══════════════════════════════════ █ TREND STRENGTH METER Real-time regime classification using adaptive thresholds: STRONG BULL — AMC above 1.8x its own standard deviation BULL — AMC above 0.8x standard deviation NEUTRAL — AMC near zero BEAR — Mirror of bullish thresholds STRONG BEAR — Mirror of bullish thresholds Thresholds auto-calibrate to each asset and timeframe. A visual strength gauge (0–100%) shows momentum intensity at a glance. ═══════════════════════════════════ █ MULTI-TIMEFRAME CONFLUENCE Polls AMC direction from up to 3 higher timeframes plus the current chart: Score 4/4 — All timeframes aligned = high-conviction setup Score 3/4 — Strong alignment with one dissenter = proceed with caution Score 2/4 or less — Mixed signals = chop zone, reduce position size Auto-selects appropriate higher timeframes based on your chart. Manual override available. Auto-Selected Timeframes: 1-3 min chart → 5 min / 15 min / 1 Hour 5 min chart → 15 min / 1 Hour / 4 Hour 15 min chart → 1 Hour / 4 Hour / Daily 1 Hour chart → 4 Hour / Daily / Weekly 4 Hour chart → Daily / Weekly / Monthly Daily chart → Weekly / Monthly / 3M ═══════════════════════════════════ █ DIVERGENCE DETECTION Automatic pivot-based detection of four divergence types: Regular Bullish — Price makes lower low, AMC makes higher low → reversal up Regular Bearish — Price makes higher high, AMC makes lower high → reversal down Hidden Bullish — Price makes higher low, AMC makes lower low → trend continuation up Hidden Bearish — Price makes lower high, AMC makes higher high → trend continuation down Each divergence is labeled directly on the chart with color-coded markers. Configurable pivot lookback and maximum bar distance between pivots. ═══════════════════════════════════ █ MOMENTUM WAVE VISUALIZATION Dynamic gradient histogram: Rising Bullish — Bright cyan Fading Bullish — Teal Rising Bearish — Bright red-pink Fading Bearish — Magenta Signal Line — Smoothed AMC (EMA) for crossover timing Zero-Line Crosses — Circle labels ("0+" / "0-") Signal Crosses — Diamond markers for entry/exit timing Background zones subtly shade the panel based on the current momentum regime. ═══════════════════════════════════ █ DASHBOARD Compact dark-themed info panel displaying: AMC — Current composite value with trend arrow Regime — STRONG BULL / BULL / NEUTRAL / BEAR / STRONG BEAR with color coding Strength — Visual gauge bar (0–100%) showing momentum intensity Signal — Above / Below signal line status MTF Confluence — Arrow alignment for all 4 timeframes with score (0-4) Timeframes — Current + 3 higher TFs being monitored Components — Individual Z-scores for ROC, RSI, MACD RSI — Raw RSI value with Overbought/Oversold status ═══════════════════════════════════ █ ALERTS (10 CONDITIONS) Zero Crosses: Bullish / Bearish Signal Crosses: Bullish / Bearish Regular Divergence: Bullish / Bearish Hidden Divergence: Bullish / Bearish Full MTF Confluence: Bullish / Bearish ═══════════════════════════════════ █ PRO VERSION The PRO version adds: Enhanced AMC Engine — Additional momentum components and advanced weighting algorithms Extended Dashboard — More detailed analytics and component breakdown Advanced Divergence — Multi-level divergence scoring with strength classification Strategy Mode — Built-in backtestable strategy with entry/exit logic Additional Alert Conditions — Regime change, momentum acceleration, and more ═══════════════════════════════════ █ NON-REPAINTING The AMC is calculated from standard non-repainting indicators (ROC, RSI, MACD). Z-score normalization uses historical data only. MTF requests use lookahead_off to prevent future data leakage. Divergence detection requires confirmed pivots. No repainting. ═══════════════════════════════════ █ WORKS ON Crypto, Forex, Stocks, Futures, Indices — any timeframe from 1 minute to Monthly. ═══════════════════════════════════ █ DISCLAIMER This indicator is for educational and informational purposes only. It does not constitute financial advice. Past performance does not guarantee future results. No indicator can predict market movements with certainty. Always implement proper risk management. Use this tool as one component of a comprehensive trading strategy, not as a standalone decision-making system.
Indikator Pine Script®
oleh alphachart_tv
Momentum Oscillator (Zeiierman)█ Overview Momentum Oscillator (Zeiierman) is a regime-stable momentum engine designed to reveal when the market is quietly building pressure and when that pressure is already expanding. It measures long-lookback Rate of Change (ROC), smooths it for structural clarity, and then normalizes it into a clean −100 to +100 scale so momentum can be compared across assets and volatility regimes. You can choose between Z-Score normalization (adaptive to changing volatility) or Min/Max normalization (relative to recent extremes), followed by a final smoothing layer for readability and signal alignment. █ How It Works ⚪ 1) Momentum Measurement (ROC Engine) The script computes ROC across a cycle-based lookback: Lookback Bars = Ranking Period (Cycles) × Bars per Cycle ROC = (close / close − 1) × 100 ROC is smoothed with an EMA using Smoothing ⚪ 2) Normalization (Oscillator Mapping) To keep the oscillator comparable across different symbols and volatility regimes, ROC is normalized into a bounded oscillator: Mode A — Z-Score (default): Computes SMA and StDev over Lookback Converts ROC to Z-score Clamps Z using Z-Score Clamp Maps to −100…+100 Mode B — Min/Max: Finds the highest/lowest ROC over Lookback Converts the current ROC to a 0…1 percentile position Remaps to −100…+100 █ How to Use ⚪ Bullish Read Oscillator above 0 = bullish momentum regime Stronger bullish momentum as oscillator rises toward +60 ⚪ Bearish Read Oscillator below 0 = bearish momentum regime Stronger bearish momentum as oscillator falls toward −60 █ Settings Ranking Period (Cycles) — how far back momentum is measured (cycles). Bars per Cycle — converts cycles to bars (daily≈21). Smoothing — EMA smoothing applied to ROC before normalization. Lookback — window used to compute Z-Score or Min/Max ranges. Use Z-Score — stable regime-based normalization (recommended). Z-Score Clamp — limits extreme Z values to reduce spikes. ----------------- Disclaimer The content provided in my scripts, indicators, ideas, algorithms, and systems is for educational and informational purposes only. It does not constitute financial advice, investment recommendations, or a solicitation to buy or sell any financial instruments. I will not accept liability for any loss or damage, including without limitation any loss of profit, which may arise directly or indirectly from the use of or reliance on such information. All investments involve risk, and the past performance of a security, industry, sector, market, financial product, trading strategy, backtest, or individual's trading does not guarantee future results or returns. Investors are fully responsible for any investment decisions they make. Such decisions should be based solely on an evaluation of their financial circumstances, investment objectives, risk tolerance, and liquidity needs.
Indikator Pine Script®
oleh Zeiierman
4
Volatility Expansion Indicator - D_QuantVolatility Expansion Indicator - D_Quant |V|C|E| 1. Concept & Overview The Volatility Expansion Indicator (VCE) is a composite quantitative tool designed to identify robust trend states by aggregating signals from three distinct market dimensions: Relative Position (Volatility), Cyclical Momentum, and Price Velocity. Unlike single-source indicators which often generate false positives during choppy markets, the VCE utilizes a "Consensus Engine." It normalizes signals from Bollinger %B, CCI, and ROC into a unified trend score (-1 to +1). This score drives the visual coloring of the price action and background, allowing traders to instantly gauge whether the market is in a state of volatility expansion (trending) or contraction (ranging). 2. Methodology & Calculation The core logic relies on a weighted aggregation of three technical components. Users can toggle these components on or off in the settings to isolate specific market mechanics. A. Component 1: Bollinger %B (Relative Positioning) Logic: Measures where the price is located relative to the Bollinger Bands. Bullish Condition: If %B > 0.5 (Price is operating in the upper hemisphere of the bands). Bearish Condition: If %B < 0.0 (Price has broken below the lower band). Purpose: Filters out weak trends by ensuring price is statistically significant relative to its recent volatility. B. Component 2: CCI (Commodity Channel Index) Logic: Measures current price levels relative to an average price level over a specific period. Thresholds: A standard +100 / -100 threshold is used. Values above 100 add to the bullish score; values below -100 add to the bearish score. Purpose: Identifies cyclical momentum extremes. f_cci(_len) => cci_val = ta.cci(close, _len) val = 0 if cci_val > 100 val := 1 if cci_val < -100 val := -1 val C. Component 3: ROC (Rate of Change) Logic: Calculates the percentage change between the current price and the price n periods ago. Thresholds: Simple zero-line crossover. Positive ROC implies bullish velocity; negative implies bearish. Purpose: Provides a raw directional bias based on pure price speed. D. The Aggregation Engine: The script sums the active signals and divides by the number of active components. Bullish Trend: Composite Score > 0 (Visualized as Deep Navy). Bearish/Neutral: Composite Score ≤ 0 (Visualized as White). E. Multi-Timeframe (MTF) Capability: The indicator includes a request.security module. This allows you to calculate the consensus trend on a higher timeframe (e.g., Daily) while viewing price action on a lower timeframe (e.g., 15-minute), ensuring you are trading in alignment with the macro trend. // NEW: Timeframe Selection tf_input = input.timeframe("", "VCE Timeframe", group=grp_sets, tooltip="Empty = Current Chart. Set to 'D' for fixed Daily trend.") = request.security(syminfo.tickerid, tf_input, , lookahead=barmerge.lookahead_on) 3. Visualizations The indicator overlays the following elements on the chart: Trend SMMA: A central Smoothed Moving Average (SMMA 20) representing the mean. Volatility Bands: Upper and Lower bands calculated at 2 Standard Deviations from the SMMA. Bar Coloring: Navy Blue: Indicates a confirmed Volatility Expansion (Bullish Confluence). White: Indicates Neutrality, Retracement, or Bearish conditions. Dynamic Fills: The space between the bands fills with color to highlight the strength of the current regime. 4. How to Use Trend Following: Look for the bar color to switch to Navy. This indicates that momentum, volatility, and velocity have aligned bullishly. This is often an entry trigger for long positions. Exits: When the bars switch from Navy back to White/Gray, the volatility expansion has ceased or momentum is diverging. This serves as a warning to tighten stops or take profits. MTF Filter: Set the "VCE Timeframe" input to "D" (Daily). Trade on the H1 chart. Only take long positions when the Daily VCE paints the background/bands in the Bullish color. 5. Settings Bollinger %B: Adjust Length and Multiplier (Default: 20, 2.0). CCI: Adjust Length (Default: 23). ROC: Adjust Length (Default: 50). Signal Components: Toggle specific logic blocks on/off to customize the sensitivity of the composite score. VCE Timeframe: Select the resolution for the calculation (Leave empty for current chart). Disclaimer: This tool is for informational purposes only. Past performance of volatility expansion does not guarantee future results. Always manage risk appropriately.
Indikator Pine Script®
oleh D_QUANT
Volatility Momentum Suite | Lyro RSVolatility Momentum Suite is an advanced momentum and volatility-based oscillator designed to deliver a complete view of trend strength, acceleration, and market extremes in a single pane. By combining rate-of-change smoothing, adaptive moving averages, standard deviation bands, and momentum acceleration, the indicator provides clear structural insight into trend continuation, exhaustion, and potential reversals. Built with multiple display and signal modes, it adapts seamlessly to both trend-following and mean-reversion workflows while maintaining strong visual clarity. Key Features Momentum Core (Smoothed RoC) The foundation of the indicator is a Rate of Change (RoC) calculation applied to a selectable price source. This RoC is smoothed using one of 14+ moving average types, including EMA, HMA, KAMA, FRAMA, JMA, and more, allowing precise control over responsiveness versus smoothness. Standard Deviation Bands Dynamic deviation bands are calculated around the smoothed momentum line using rolling standard deviation. Two band layers are plotted: Inner bands for early expansion signals Outer bands for extreme conditions These bands adapt automatically to volatility, highlighting momentum expansions, compressions, and exhaustion zones. Momentum Acceleration A dedicated acceleration line measures the momentum of momentum itself. This helps identify: Early trend ignition Momentum deceleration before reversals Continuation strength during expansions Acceleration smoothing and MA type are fully configurable. Multi-Mode Signal System Trend Mode Colors momentum and price according to position above or below the zero line, emphasizing directional bias and trend continuation. Heikin Ashi Candles Mode Applies Heikin Ashi logic directly to the momentum series, filtering noise and revealing smoother trend transitions through candle structure. Extremes Mode Detects statistically extreme momentum conditions beyond outer deviation bands. Signals are only confirmed after a Heikin Ashi momentum flip, reducing premature reversal entries. Histogram Mode Displays the difference between momentum and its signal line as a histogram, useful for divergence spotting and momentum shifts. Histogram & Signal Line An EMA signal line is applied to the smoothed momentum, producing a histogram that visually tracks momentum expansion, contraction, and directional changes with adaptive coloring. Visual Customization Choose from multiple predefined color palettes: Classic Mystic Accented Royal Or define your own bullish and bearish colors. Additional visual features include: Momentum-colored candles Heikin Ashi momentum candles Band shading and fills Optional zero-line reference Integrated Status Table A built-in table summarizes the real-time state of: Trend bias Heikin Ashi momentum direction Extreme overbought / oversold conditions This allows rapid decision-making without needing to interpret every visual element manually. How It Works Momentum Calculation Computes Rate of Change on the selected source and smooths it using the chosen moving average. Volatility Structure Builds adaptive deviation bands from rolling standard deviation of the momentum line. Acceleration Layer Measures the rate of momentum change to detect early shifts in strength. Mode-Dependent Logic Trend mode focuses on directional bias HA mode smooths momentum structure Extremes mode filters reversals using volatility and HA confirmation Histogram mode emphasizes momentum differentials Signals & Alerts Automatic alerts trigger on: Momentum crossing above or below zero Heikin Ashi momentum flips Confirmed overbought and oversold extremes Practical Use Trend Confirmation: Sustained momentum above zero with expanding bands supports trend continuation. Reversal Identification: Momentum pushing beyond outer bands followed by HA confirmation often precedes reversals. Momentum Quality: Acceleration helps distinguish strong breakouts from weakening moves. Multi-Timeframe Alignment: Use higher timeframes for bias and lower timeframes for precision entries using the same indicator. Customization Adjust RoC length and smoothing for sensitivity Tune band length and multipliers for volatility conditions Select display and signal modes based on strategy type Fully customize colors to match your chart environment ⚠️ Disclaimer This indicator is a technical analysis tool and does not guarantee results. It should be used alongside other forms of analysis and proper risk management. The author assumes no responsibility for trading decisions made using this indicator.
Indikator Pine Script®
oleh LyroRS
Z-Fusion Oscillator | Lyro RSThe Z-Fusion Oscillator converts five momentum indicators into Z-scores and blends them into one normalized signal that adapts across markets. By combining normalization, smoothing, and divergence detection, users can easily identify when momentum is accelerating, weakening, reversing, or entering extreme zones 🔶 USAGE The Z-Fusion Oscillator is designed to give traders a unified reading of market momentum—removing the noise of comparing tools that normally run on different scales. By transforming RSI, MACD histogram, Stochastic, Momentum, and Rate of Change into Z-scores, this tool standardizes all inputs, making trend strength and shifts easier to interpret. A dual-line system (fast Z-fusion line + slower baseline) highlights turning points, while overbought/oversold bands and “X-marks” help traders spot exhaustion and potential reversals. 🔹 Unified Momentum Structure The indicator’s core strength comes from combining five Z-scored signals into one average. Which makes momentum behavior more consistent across assets, reduces false extremes, and highlights true shifts in trend conviction. 🔹 Divergence Detection The tool includes fully integrated divergence detection: Regular Bullish Divergence: Price makes a lower low while Z-Fusion forms a higher low. Regular Bearish Divergence: Price makes a higher high while Z-Fusion forms a lower high Bullish and bearish divergences are marked directly on the oscillator with labels and colored pivot connections, making hidden momentum shifts obvious. 🔹 Visual Extremes Two sets of upper and lower Z-score thresholds help identify: Extreme overbought surges Extreme oversold drops Reversal zones Potential exhaustion conditions Background coloring reinforces when the oscillator moves beyond major levels, helping traders quickly assess momentum pressure. 🔹 Detecting Momentum Anomalies Z-scores allow the oscillator to highlight when market momentum behaves abnormally relative to its own recent history. For example: The oscillator reaching +1 or –1 after an extended trend may indicate a climax. A sharp Z-score reversal within an extreme zone can signal a trend exhaustion or a corrective move. Divergences often appear earlier due to normalization smoothing out indicator noise. This makes the Z-Fusion Oscillator particularly useful for spotting subtle shifts in trend direction that traditional indicators may miss. 🔶 DETAILS 🔹 Composite Z-Score Framework Each momentum tool is smoothed, normalized, and transformed: RSI → EMA-smoothed, Z-scored MACD histogram → Z-scored Stochastic → EMA + SMA smoothing, then Z-scored Momentum → EMA-smoothed, Z-scored Rate of Change → EMA-smoothed, Z-scored These are averaged into one composite Z-score to provide a consistent reading across assets and market conditions. 🔹 Fusion Trend Lines Two lines serve as the core signal: Fast Line (savg) – reacts quicker to trend changes Slow Line (savg2) – acts as a baseline filter Crossovers between these lines highlight momentum shifts, while their color reflects trend bias. 🔹 Overbought/Oversold Zones Two upper and two lower Z-score thresholds define “zones”: Upper zones highlight overheated momentum or potential bearish reversals Lower zones highlight depressed momentum or potential bullish reversals Filled regions and background colors help visually confirm extreme conditions. 🔹 Pivot-Based Divergence Engine The script includes filtered pivot detection with customizable look-backs and range limits to ensure divergences are meaningful, not noise-driven. 🔶 SETTINGS 🔹 Indicator Settings Source — Price series used for all calculations. Z-Score Length — Lookback period for Z-score normalization. Z-Score MA Length — Smoothing length for the fusion signal lines. Overbought/Oversold Levels — Four customizable threshold lines. Color Palette — Choose from preset themes or define custom colors. 🔹 RSI Length — RSI calculation period. EMA Smoothing Length — Smooths RSI before Z-score conversion. 🔹 MACD Fast Length — Fast EMA length. Slow Length — Slow EMA length. Signal Line Length — MACD signal smoothing. 🔹 Stochastic %K Length — Main stochastic length. EMA Smoothing — Smooths %K for stability. %D Length — Smoothing for the signal line. 🔹 Momentum Length — Momentum lookback. EMA Smoothing — Smooths momentum before Z-scoring. 🔹 Rate of Change Length — ROC lookback. EMA Smoothing — Smooths ROC values. 🔹 Divergence Enable/Disable Divergence Detection — Toggle divergence engine. Pivot Left/Right Lookback — Defines pivot detection sensitivity. Detection Range Limits — Controls allowable range for divergence. Bull/Bear Colors & Styling — Customize divergence visualization. 🔶 SUMMARY The Z-Fusion Oscillator combines multiple momentum signatures into a single normalized signal, enabling traders to: Identify reversals early Detect momentum exhaustion Spot bullish and bearish divergences Track overbought/oversold conditions Visualize trend strength with clarity Whether you're a swing trader, intraday analyst, or trend-reversal hunter, the Z-Fusion Oscillator provides a powerful and adaptive way to read momentum.
Indikator Pine Script®
oleh LyroRS
2
Adaptive Momentum Pressure (AMP)🔹 Adaptive Momentum Pressure (AMP) A hybrid momentum oscillator that adapts to volatility and trend dynamics. AMP measures the rate of change of price pressure and automatically adjusts its sensitivity based on market volatility. It reacts faster in trending markets and smooths out noise during consolidation — helping traders identify genuine momentum shifts early while avoiding whipsaws. 🧠 Core Concept AMP fuses three elements into one adaptive momentum model: Normalized Momentum (ROC) – captures directional acceleration of price. Adaptive Smoothing – the smoothing length dynamically contracts when volatility rises and expands when it falls. Directional Bias – derived from the short-term EMA slope to weight momentum toward the prevailing trend. Combined, these form a pressure value oscillating between –100 and +100, revealing when momentum expands or fades. ⚙️ How It Works Calculates a normalized rate of change (ROC) relative to recent volatility. Adjusts its effective length using the ATR — more volatile periods shorten the lookback for quicker reaction. Applies a custom EMA that adapts in real time. Modulates momentum by a normalized EMA slope (“trend bias”). Produces a smoothed AMP line with a Signal line and crossover markers. 🔍 How to Read It Green AMP line rising above Signal → Building bullish momentum. Red AMP line falling below Signal → Fading or bearish momentum. White Signal line = smoothed confirmation of trend energy. Green dots = early bullish crossovers. Red dots = early bearish crossovers. Typical interpretations: AMP crossing above 0 from below → early bullish impulse. AMP peaking near +50–100 and curling down → potential momentum exhaustion. Crosses below 0 with red pressure → bearish confirmation. ⚡ Advantages ✅ Adaptive across all markets and timeframes ✅ Built-in trend bias filters false signals ✅ Reacts earlier than RSI/MACD while reducing noise ✅ No manual retuning required 🧩 Suggested Use Combine with structure or volume tools to confirm breakouts. Works well as a momentum confirmation filter for entries/exits. Optimal display: separate oscillator pane (not overlay). Use it responsibly — AMP is an analytical tool, not financial advice.
Indikator Pine Script®
oleh Cryptobingbong
ROC & Momentum FusionROC & Momentum Fusion (by HabibiTrades ©) Purpose: “ROC & Momentum Fusion” combines the Rate of Change (ROC) with a MACD-style signal engine to identify early momentum reversals, confirmed trend shifts, and low-volatility choppy zones. It’s built for traders who want early momentum detection with the clarity of trend persistence — adaptable to any instrument and timeframe. ⚙️ How It Works Rate of Change (ROC): Measures the percentage speed of price change over time, showing the raw momentum strength. Signal Line (EMA): A short EMA of the ROC — responds faster to new directional shifts, similar to a MACD signal line. Histogram: Displays acceleration and deceleration between the ROC and its signal line. Persistent Trend States: When the ROC crosses the signal line or zero, the indicator enters a new momentum regime (bullish or bearish) and stays in that color until another flip occurs. Dynamic Choppy Zone: When ROC momentum fades within the zero buffer zone, the indicator turns orange, signaling a sideways or indecisive market. 🟢 Visual Regimes Regime Description Color Bullish Momentum ROC above zero or signal line 🟢 Neon Green Bearish Momentum ROC below zero or signal line 🔴 Neon Red Choppy / Neutral ROC hovering within ±threshold range 🟠 Neon Orange This color system makes it visually effortless to see whether the market is trending, reversing, or consolidating. 🧭 Adaptive Intelligence The script automatically adjusts to market type and session for consistent accuracy: Session Adaptive: Adjusts smoothing based on global sessions (Asian, London, New York, Sydney). Instrument Adaptive: Fine-tunes sensitivity automatically for major assets — NASDAQ (NQ), S&P 500 (ES), Gold (GC), Oil (CL), Bitcoin (BTC). Volatility Normalization: Optionally divides ROC by its own standard deviation to stabilize noisy assets and maintain consistent scaling. 🔔 Signals & Alerts Bullish Reversal: ROC crosses above its signal or zero line — early momentum flip. Bearish Reversal: ROC crosses below its signal or zero line — downward momentum flip. Alerts: Both reversal conditions include built-in alert triggers for automation and notifications. 🎨 Visual Features Main ROC Line: Adaptive EMA of ROC, color-coded by trend regime. Signal Line: Optional white EMA overlay for MACD-style crossovers. Histogram: Visual burst display of acceleration (green/red). Reversal Markers: Optional triangles marking exact crossover points. Threshold Lines: Highlight the zero and buffer zones for visual clarity. 🧩 Best Use Cases Identify early momentum shifts before price confirms them. Confirm trend continuation or exhaustion with color persistence. Detect choppy / low-volatility periods instantly. Works across all timeframes — from 1-minute scalping to weekly swings. Combine with structure, EMAs, or volume for confirmation. ⚙️ Recommended Settings Setting Default Description ROC Period 6 Core momentum length (lower = faster response). Signal EMA Length 3 MACD-style responsiveness (lower = more reactive). Zero Buffer Threshold 0.15 Defines the width of the neutral zone around zero. Choppy Zone Multiplier 1.0 Expands or tightens the orange zone sensitivity. These defaults have been optimized through real-market testing to balance responsiveness and smoothness across different asset classes. ⚠️ Notes The color regime is persistent, meaning once the line turns bullish or bearish, it remains in that state until momentum structurally flips. The orange zone represents momentum uncertainty and helps avoid false entries in range-bound markets. Works seamlessly on any timeframe and with any asset.
Indikator Pine Script®
oleh Habibitrades_
Momentum Shift Oscillator (MSO) [SharpStrat]Momentum Shift Oscillator (MSO) The Momentum Shift Oscillator (MSO) is a custom-built oscillator that combines the best parts of RSI, ROC, and MACD into one clean, powerful indicator. Its goal is to identify when momentum shifts are happening in the market, filtering out noise that a single momentum tool might miss. Why MSO? Most traders rely on just one momentum indicator like RSI, MACD, or ROC. Each has strengths, but also weaknesses: RSI → great for overbought/oversold, but often lags in strong trends. ROC (Rate of Change) → captures price velocity, but can be too noisy. MACD Histogram → shows trend strength shifts, but reacts slowly at times. By blending all three (with adjustable weights), MSO gives a balanced view of momentum. It captures trend strength, velocity, and exhaustion in one oscillator. How MSO Works Inputs: RSI, ROC, and MACD Histogram are calculated with user-defined lengths. Each is normalized (so they share the same scale of -100 to +100). You can set weights for RSI, ROC, and MACD to emphasize different components. The components are blended into a single oscillator value. Smoothing (SMA, EMA, or WMA) is applied. MSO plots as a smooth line, color-coded by slope (green rising, red falling). Overbought and oversold levels are plotted (default: +60 / -60). A zero line helps identify bullish vs bearish momentum shifts. How to trade with MSO Zero line crossovers → crossing above zero suggests bullish momentum; crossing below zero suggests bearish momentum. Overbought and oversold zones → values above +60 may indicate exhaustion in bullish moves; values below -60 may signal exhaustion in bearish moves. Slope of the line → a rising line shows strengthening momentum, while a falling line signals fading momentum. Divergences → if price makes new highs or lows but MSO does not, it can point to a possible reversal. Why MSO is Unique Combines trend + momentum + velocity into one view. Filters noise better than standalone RSI/MACD. Adapts to both trend-following and mean-reversion styles. Can be used across any timeframe for confirmation.
Indikator Pine Script®
oleh SharpStrat
BK AK-Scope🔭 Introducing BK AK-Scope — Target Locked. Signal Acquired. 🔭 After building five precision weapons for traders, I’m proud to unveil the sixth. BK AK-Scope — the eye of the arsenal. This is not just an indicator. It’s an intelligence system for volatility, signal clarity, and rate-of-change dynamics — forged for elite vision in any market terrain. 🧠 Why “Scope”? And Why “AK”? Every shooter knows: you can’t hit what you can’t see. The Scope brings range, clarity, and target distinction. It filters motion from noise. Purpose from panic. “AK” continues to honor the man who trained my sight — my mentor, A.K. His discipline taught me to wait for alignment. To move with reason, not emotion. His vision lives in every code line here. 🔬 What Is BK AK-Scope? A Triple-Tier TSI Correlation Engine, fused with adaptive opacity logic, a volatility scoring system, and real-time signal clarity. It’s momentum dissected — by speed, depth, and rate of change. Built to serve traders who: Need visual hierarchy between fast, mid, and slow TSI responses. Want adaptive fills that pulse with volatility — not static zones. Require a volatility scoring overlay that reads the battlefield in real time. ⚙️ Core Systems: How BK AK-Scope Works ✅ Fast/Mid/Slow TSI → Three layers of correlation: like scopes with zoom levels. You track micro moves, mid swings, and macro flow simultaneously. ✅ Rate-of-Change Adaptive Opacity → Momentum fills fade or flash based on speed — giving you movement density at a glance. Bull vs. Bear zones adapt to strength. You feel the market’s pulse. ✅ Volatility Score Intelligence → Custom algorithm measuring: Range expansion Rate-of-change differentials ATR dynamics Standard deviation pressure All combined into a score from 0–100 with live icons: 🔥 = Extreme Heat (70+) 🧊 = Cold Zone (<30) ⚠️ = ROC Warning • = Neutral drift ✅ Auto-Detect Volatility Modes → Scalp = <15min Swing = intraday/hourly Macro = daily/weekly Or override manually with total control. 🎯 How To Use BK AK-Scope 🔹 Trend Continuation → When all three TSI layers align in direction + volatility score climbs, ride with the trend. 🔹 Early Reversals → Opposing TSI + rapid opacity change + volatility shift = sniper reversal zone. 🔹 Consolidation Filter → Neutral fills + score < 30 = stay out, wait for signal surge. 🔹 Signal Confluence → Pair with: • Gann fans or angles • Fib time/price clusters • Elliott Wave structure • Harmonics or divergence To isolate entry perfection. 🛡️ Why This Indicator Changes the Game It's not just momentum. It’s TSI with depth hierarchy. It’s not just color. It’s real-time strength visualization. It’s not just volatility. It’s rate-weighted market intelligence. This is market optics for the advanced trader — built for vision, clarity, and discipline. 🙏 Final Thoughts 🔹 In honor of A.K., my mentor. The man who taught me to see what others miss. 🔹 Inspired by the power of vision — because execution without clarity is chaos. 🔹 Powered by faith — because Gd alone gives sight beyond the visible. “He gives sight to the blind and wisdom to the humble.” — Psalms 146 Every tool I build is a prayer in code — that it helps someone trade with clarity, integrity, and precision. ⚡ Zoom In. Focus Deep. Trade Clean. BK AK-Scope — Lock on the target. See what others don’t. 🔫 Clarity is power. 🔫 Gd bless. 🙏
Indikator Pine Script®
oleh Ki11a_B
New Momentum H/LNew Momentum H/L shows when momentum, defined as the rate of price change over time, exceeds the highest or lowest values observed over a user-defined period. These events shows points where momentum reaches new extremes relative to that period, and the indicator plots a column to mark each occurrence. Increase in momentum could indicate the start of a trend phase from a low volatile or balanced state. However in developed trends, extreme momentum could also mark potential climaxes which can lead to trend termination. This reflects the dual nature of the component. This indicator is based on the MACD calculated as the difference between a 3-period and a 10-period simple moving average. New highs are indicated when this value exceeds all previous values within the lookback window; new lows when it drops below all previous values. The default lookback period is set to 40 bars, which corresponds with two months on a daily chart. The indicator also computes a z-score of the MACD line over the past 100 bars. This standardization helps compare momentum across different periods and normalizes the values of current moves relative to recent history. In practice, use the indicator to confirm presence of momentum at the start of a move from a balanced state (often following a volatility expansion), track how momentum develops inside of a trend structure and locate potential climactic events. Momentum should in preference be interpreted from price movement. However, to measure and standardize provides structure and helps build more consistent models. This should be used in context of price structure and broader market conditions; as all other tools.
Indikator Pine Script®
oleh StockLeave
Rate of Change HistogramExplanation of Modifications Converting ROC to Histogram: Original ROC: The ROC is calculated as roc = 100 * (source - source ) / source , plotted as a line oscillating around zero. Modification: Instead of plotting roc as a line, it’s now plotted as a histogram using style=plot.style_columns. This makes the ROC values visually resemble the MACD histogram, with bars extending above or below the zero line based on momentum. Applying MACD’s Four-Color Scheme: Logic: The histogram’s color is determined by: Above Zero (roc >= 0): Bright green (#26A69A) if ROC is rising (roc > roc ), light green (#B2DFDB) if falling (roc < roc ). Below Zero (roc < 0): Bright red (#FF5252) if ROC is falling (roc < roc ), light red (#FFCDD2) if rising (roc > roc ). Implementation: Used the exact color logic and hex codes from the MACD code, applied to the ROC histogram. This highlights momentum ebbs (falling ROC, fading waves) and flows (rising ROC, strengthening waves). Removing Signal Line: Unlike the previous attempt, no signal line is added. The histogram is purely the ROC value, ensuring it directly reflects price change momentum without additional smoothing, making it faster and more responsive to pulse waves, as you indicated ROC performs better than other oscillators. Alert Conditions: Added alerts to match the MACD’s logic, triggering when the ROC histogram crosses the zero line: Rising to Falling: When roc >= 0 and roc < 0, signaling a potential wave peak (e.g., end of Wave 3 or C). Falling to Rising: When roc <= 0 and roc > 0, indicating a potential wave bottom (e.g., start of Wave 1 or rebound). These alerts help identify transitions in 3-4 wave pulse patterns. Plotting: Histogram: Plotted as columns (plot.style_columns) with the four-color scheme, directly representing ROC momentum. Zero Line: Kept the gray zero line (#787B86) for reference, consistent with the MACD. Removed ROC Line/Signal Line: Since you want the ROC to act as the histogram itself, no additional lines are plotted. Inputs: Retained the original length (default 9) and source (default close) inputs for consistency. Removed signal-related inputs (e.g., signal_length, sma_signal) as they’re not needed for a pure ROC histogram. How This ROC Histogram Works for Wave Pulses Wave Alignment: Above Zero (Bullish Momentum): Positive ROC bars indicate flows (e.g., impulse Waves 1, 3, or rebounds in Wave B/C). Bright green bars show accelerating momentum (strong pulses), while light green bars suggest fading momentum (potential wave tops). Below Zero (Bearish Momentum): Negative ROC bars indicate ebbs (e.g., corrective Waves 2, 4, A, or C). Bright red bars show increasing bearish momentum (strong pullbacks), while light red bars suggest slowing declines (potential wave bottoms). 3-4 Wave Pulses: In a 3-wave A-B-C correction: Wave A (down) shows bright red bars (falling ROC), Wave B (up) shows bright/light green bars (rising ROC), and Wave C (down) shifts back to red bars. In a 4-wave consolidation: Alternating green/red bars highlight the rhythmic ebbs and flows as momentum oscillates. Timing: Zero-line crossovers mark wave transitions (e.g., from Wave 2 to Wave 3). Color changes (e.g., bright to light green) signal momentum shifts within waves, helping identify pulse peaks/troughs. Advantages Over MACD: The ROC histogram is more responsive than the MACD histogram because ROC directly measures price change percentage, while MACD relies on moving average differences, which introduce lag. This makes the ROC histogram better for capturing rapid 3-4 wave pulses, as you noted. Example Usage For a stock with 3-4 wave pulses on a 5-minute chart: Wave 1 (Flow): ROC rises above zero, histogram turns bright green (rising momentum), indicating a strong bullish pulse. Wave 2 (Ebb): ROC falls below zero, histogram shifts to bright red (falling momentum), signaling a corrective pullback. Wave 3 (Flow): ROC crosses back above zero, histogram becomes bright green again, confirming a powerful pulse. Wave 4 (Ebb): ROC dips slightly, histogram turns light green (falling momentum above zero) or light red (rising momentum below zero), indicating consolidation. Alerts trigger on zero-line crosses (e.g., from Wave 2 to Wave 3), helping time trades. Settings Recommendations Default (length=9): Works well for most time frames, balancing sensitivity and smoothness. Intraday Pulses: Use length=5 or length=7 for faster signals on 5-minute or 15-minute charts. Daily Charts: Try length=12 or length=14 for broader wave cycles. Testing: Apply to a stock with clear wave patterns (e.g., tech stocks like AAPL or TSLA) and adjust length to match the pulse frequency you observe. Notes Confirmation: Pair the ROC histogram with price action (e.g., Fibonacci retracements, support/resistance) to validate wave counts, as momentum oscillators can be noisy in choppy markets. Divergences: Watch for divergences (e.g., price makes a higher high, but ROC histogram bars are lower) to spot wave reversals, especially at Wave 3 or C ends. Comparison to MACD: The ROC histogram is faster and more direct, making it ideal for short-term pulse waves, but it may be more volatile, so use with technical levels for precision.
Indikator Pine Script®
oleh Coulisnosaj
rate_of_changeLibrary "rate_of_change" // @description: Applies ROC algorithm to any pair of values. // This library function is used to scale change of value (price, volume) to a percentage value, just as the ROC indicator would do. It is good practice to scale arbitrary ranges to set boundaries when you try to train statistical model. rateOfChange(value, base, hardlimit)   This function is a helper to scale a value change to its percentage value.   Parameters:      value (float)      base (float)      hardlimit (int)   Returns: per: A float comprised between 0 and 100
Perpustakaan Pine Script®
oleh DidierB2F
ROC + SMI Auto Adjust This indicator combines the Rate of Change (ROC) and the Stochastic Momentum Index (SMI) with automatically adjusted parameters for different time frames (short, medium, long). It normalizes the ROC to match the SMI levels, displays the ROC as a histogram and the SMI as lines, highlights overbought/oversold zones and includes a settings table. Ideal for analyzing momentum on different time frames. Key Features: Automatic Parameter Adjustment: The script detects the current chart time frame (e.g. 1-minute, 1-hour, daily) and adjusts the parameters for the ROC and SMI accordingly. Parameters such as ROC length, SMI length and smoothing periods are optimized for short, medium and long term time frames. Rate of Change (ROC): ROC measures the percentage change in price over a specified period. The script normalizes the ROC values ​​to match the SMI range, making it easier to compare the two indicators on the same scale. The ROC is displayed as a histogram, where positive values ​​are colored green and negative values ​​are colored red. Stochastic Momentum Index (SMI): SMI is a momentum oscillator that identifies overbought and oversold conditions. The script calculates the SMI and its signal line, plotting them on the chart. Overbought and oversold levels are displayed as dotted lines for convenience. SMI and SMI Signal Crossover: When the main SMI crosses the signal line from below upwards, it may be a buy signal (bullish signal). When the SMI crosses the signal line from above downwards, it may be a sell signal (bearish signal). Configurable Inputs: Users can use the automatically adjusted settings or manually override the parameters (e.g. ROC length, SMI length, smoothing periods). Overbought and oversold levels for SMI are also configurable. Parameter Table: A table is displayed on the chart showing the current parameters (e.g. timeframe, ROC length, SMI length) for transparency and debugging. The position of the table is configurable (e.g. top left, bottom right). How it works: The script first detects the chart timeframe and classifies it as short-term (e.g. 1M, 5M), medium-term (e.g. 1H, 4H) or long-term (e.g. D1, W1). Based on the timeframe, it sets default values ​​for the ROC and SMI parameters. ROC and SMI are calculated and normalized so that they can be compared on the same scale. ROC is displayed as a histogram, while SMI and its signal line are displayed as lines. Overbought and oversold levels are displayed as horizontal lines. Use cases: Trend identification: ROC helps to identify the strength of the trend, while SMI indicates overbought/oversold conditions. Momentum analysis: The combination of ROC and SMI provides insight into both price momentum and potential reversals. Time frame flexibility: The auto-adjustment feature makes the script suitable for scalping (short-term), swing trading (medium-term) and long-term investing.
Indikator Pine Script®
oleh X_Brain
Enhanced ROC - Savitzky–Golay [AIBitcoinTrend]👽 Adaptive ROC - Savitzky–Golay (AIBitcoinTrend) The Adaptive ROC - Savitzky–Golay redefines traditional Rate of Change (ROC) analysis by integrating Savitzky–Golay smoothing with volatility-adaptive normalization, allowing it to dynamically adjust across different market conditions. Unlike the standard ROC, which reacts rigidly to price changes, this advanced version refines trend signals while maintaining responsiveness to volatility. Additionally, this indicator features real-time divergence detection and an ATR-based trailing stop system, equipping traders with a powerful toolset for momentum analysis, reversals, and trend-following strategies. 👽 What Makes the Adaptive ROC - Savitzky–Golay Unique? Unlike conventional ROC indicators, this enhanced version leverages volatility-adjusted scaling and Z-score normalization to improve signal consistency across different timeframes and assets. ✅ Savitzky–Golay Smoothing – Reduces noise while preserving trend structure for clearer signals. ✅ Volatility-Adaptive Normalization – Ensures that overbought and oversold thresholds remain consistent across different markets. ✅ Real-Time Divergence Detection – Identifies early bullish and bearish divergence signals for potential reversals. ✅ Crossovers & ATR-Based Trailing Stops – Implements intelligent trade management with dynamic stop levels. 👽 The Math Behind the Indicator 👾 Savitzky–Golay Smoothing The indicator applies a Savitzky–Golay filter to the raw ROC data, creating a smoother curve while preserving key inflection points. This technique prevents excessive lag while maintaining the integrity of price movements. sg_roc = (roc_raw + 3*roc_raw + 5*roc_raw + 7*roc_raw + 5*roc_raw + 3*roc_raw + roc_raw ) / 25 👾 Volatility-Adaptive Scaling By dynamically adjusting the smoothed ROC using standard deviation, the indicator ensures that momentum readings remain relative to the market’s current volatility. volatility = ta.stdev(close, rocLength) dynamicFactor = 1 / (1 + volatility / 100) advanced_sg_roc = sg_roc * dynamicFactor 👾 Z-Score Normalization To maintain a stable Overbought/Oversold structure across different markets, the ROC is normalized using a Z-score transformation, ensuring its values remain statistically relevant. rocMean = ta.wma(advanced_sg_roc, lenZ) rocStdev = ta.stdev(advanced_sg_roc, lenZ) zRoc = (advanced_sg_roc - rocMean) / rocStdev 👽 How Traders Can Use This Indicator 👾 Divergence Trading Strategy Bullish Divergence Setup: Price makes a lower low, while the ROC forms a higher low. A buy signal is confirmed when the ROC starts rising. Bearish Divergence Setup: Price makes a higher high, while the ROC forms a lower high. A sell signal is confirmed when the ROC starts declining. 👾 Buy & Sell Signals with Trailing Stop Bullish Setup: ✅ ROC crosses above the bullish trigger level → Buy Signal. ✅ A bullish trailing stop is placed at Low - (ATR × Multiplier). ✅ Exit if price crosses below the stop. Bearish Setup: ✅ ROC crosses below the bearish trigger level → Sell Signal. ✅ A bearish trailing stop is placed at High + (ATR × Multiplier). ✅ Exit if price crosses above the stop. 👽 Why It’s Useful for Traders Savitzky–Golay Filtering – Retains essential trend details while eliminating excessive noise. Volatility-Adjusted Normalization – Makes overbought/oversold levels universally reliable across markets. Real-Time Divergence Alerts – Identifies early reversal signals for optimal entries and exits. ATR-Based Risk Management – Ensures stops dynamically adapt to market conditions. Works Across Markets & Timeframes - Suitable for stocks, forex, crypto, and futures trading. 👽 Indicator Settings ROC Period – Defines the number of bars used for ROC calculation. Smoothing Strength – Adjusts the degree of Savitzky–Golay filtering. Volatility Scaling – Enables or disables the adaptive volatility factor. Enable Divergence Analysis – Turns on real-time divergence detection. Lookback Period – Specifies the pivot detection period for divergences. Enable Crosses Signals – Activates trade signals based on ROC crossovers. ATR Multiplier – Controls the sensitivity of the trailing stop. Disclaimer: This indicator is designed for educational purposes and does not constitute financial advice. Please consult a qualified financial advisor before making investment decisions.
Indikator Pine Script®
oleh aibitcointrend
Johnny's Volatility-Driven Trend Identifier w/ Reversal SignalsJohnny's Volatility-Driven Trend Identifier w/ Reversal Signals is designed to identify high-probability trend shifts and reversals by incorporating volatility, momentum, and impulse-based filtering. It is specifically built for traders who want to capture strong trend movements while minimizing false signals caused by low volatility noise. By leveraging Rate of Change (ROC), Relative Strength Index (RSI), and Average True Range (ATR)-based volatility detection, the indicator dynamically adapts to market conditions. It highlights breakout trends, reversals, and early signs of momentum shifts using strategically placed labels and color-coded trend visualization. Inspiration taken from Top G indicator . What This Indicator Does The Volatility-Driven Trend Identifier works by: Measuring Market Extremes & Momentum: Uses ROC normalization with standard deviation to identify impulse moves in price action. Implements RSI filtering to determine overbought/oversold conditions that validate trend strength. Utilizes ATR-based volatility tracking to ensure signals only appear when meaningful market movements are occurring. Identifying Key Trend Events: Power Peak (🔥): Marks a confirmed strong downtrend, ideal for shorting opportunities. Surge (🚀): Indicates a confirmed strong uptrend, signaling a potential long entry. Soft Surge (↗): Highlights a mild bullish reentry or early uptrend formation. Soft Peak (↘): Shows a mild bearish reentry or early downtrend formation. Providing Adaptive Filtering for Reliable Signals: Filters out weak trends with a volatility check, ensuring signals appear only in strong market conditions. Implements multi-level confirmation by combining trend strength metrics, preventing false breakouts. Uses gradient-based visualization to color-code market sentiment for quick interpretation. What This Indicator Signals Breakouts & Impulse Moves: 🚀🔥 The Surge (🚀) and Power Peak (🔥) labels indicate confirmed momentum breakouts, where the trend has been validated by a combination of ROC impulse, RSI confirmation, and ATR volatility filtering. These signals suggest that the market is entering a strong trend, and traders can align their entries accordingly. Early Trend Formation & Reentries: ↗ ↘ The Soft Surge (↗) and Soft Peak (↘) labels indicate areas where a trend might be forming, but is not yet fully confirmed. These signals help traders anticipate potential entries before the trend gains full strength. Volatility-Adaptive Trend Filtering: 📊 Since the indicator only activates in volatile conditions, it avoids the pitfalls of low-range choppy markets where false signals frequently occur. ATR-driven adaptive windowing allows the indicator to dynamically adjust its sensitivity based on real-time volatility conditions. How to Use This Indicator 1. Identifying High-Probability Entries Bullish Entries (Long Trades) Look for 🚀 Surge signals in an uptrend. Confirm with RSI (should be above 50 for momentum). Ensure volatility is increasing to validate the breakout. Use ↗ Soft Surge signals for early entries before the trend fully confirms. Bearish Entries (Short Trades) Look for 🔥 Power Peak signals in a downtrend. RSI should be below 50, indicating downward momentum. Volatility should be rising, ensuring market momentum is strong. Use ↘ Soft Peak signals for early entries before a full bearish confirmation. 2. Avoiding False Signals Ignore signals when the market is ranging (low ATR). Check RSI and ROC alignment to ensure trend confirmation. Use additional confluences (e.g., price action, support/resistance levels, moving averages) for enhanced accuracy. 3. Trend Confirmation & Filtering The stronger the trend, the higher the likelihood that Surge (🚀) and Power Peak (🔥) signals will continue in their direction. Soft Surge (↗) and Soft Peak (↘) act as early warning signals before major breakouts occur. What Makes This a Machine Learning-Inspired Moving Average? While this indicator is not a direct implementation of machine learning (as Pine Script lacks AI/ML capabilities), it mimics machine learning principles by adapting dynamically to market conditions using the following techniques: Adaptive Trend Selection: It does not rely on fixed moving averages but instead adapts dynamically based on volatility expansion and momentum detection. ATR-based filtering adjusts the indicator’s sensitivity to real-time conditions. Multi-Factor Confirmation (Feature Engineering Equivalent in ML): Combines ROC, RSI, and ATR in a structured way, similar to how ML models use multiple inputs to filter and classify data. Implements conditional trend recognition, ensuring that only valid signals pass through the filter. Noise Reduction with Data Smoothing: The algorithm avoids false signals by incorporating trend intensity thresholds, much like how ML models remove outliers to refine predictions. Adaptive filtering ensures that low-volatility environments do not produce misleading signals. Why Use This Indicator? ✔ Reduces False Signals: Multi-factor validation ensures only high-confidence signals are triggered. ✔ Works in All Market Conditions: Volatility-adaptive nature allows the indicator to perform well in both trending and ranging markets. ✔ Great for Swing & Intraday Trading: It helps spot momentum shifts early and allows traders to catch major market moves before they fully develop. ✔ Visually Intuitive: Color-coded trends and clear signal markers make it easy to interpret.
Indikator Pine Script®
oleh JonathanLeyva
6
Momentum Ghost Machine [ChartPrime]Momentum Ghost Machine (ChartPrime) is designed to be the next generation in momentum/rate of change analysis. This indicator utilizes the properties of one of our favorite filters to create a more accurate and stable momentum oscillator by using a high quality filtered delayed signal to do the momentum comparison. Traditional momentum/roc uses the raw price data to compare current price to previous price to generate a directional oscillator. This leaves the oscillator prone to false readings and noisy outputs that leave traders unsure of the real likelihood of a future movement. One way to mitigate this issue would be to use some sort of moving average. Unfortunately, this can only go so far because simple moving average algorithms result in a poor reconstruction of the actual shape of the underlying signal. The windowed sinc low pass filter is a linear phase filter, meaning that it doesn't change the shape or size of the original signal when applied. This results in a faithful reconstruction of the original signal, but without the "high frequency noise". Just like any filter, the process of applying it requires that we have "future" samples resulting in a time delay for real time applications. Fortunately this is a great thing in the context of a momentum oscillator because we need some representation of past price data to compare the current price data to. By using an ideal low pass filter to generate this delayed signal we can super charge the momentum oscillator and fix the majority of issues its predecessors had. This indicator has a few extra features that other momentum/roc indicators dont have. One major yet simple improvement is the inclusion of a moving average to help gauge the rate of change of this indicator. Since we included a moving average, we thought it would only be appropriate to add a histogram to help visualize the relationship between the signal and its average. To go further with this we have also included linear extrapolation to further help you predict the momentum and direction of this oscillator. Included with this extrapolation we have also added the histogram in the extrapolation to further enhance its visual interpretation. Finally, the inclusion of a candle coloring feature really drives how the utility of the Momentum Machine . There are three distinct options when using the candle coloring feature: Direct, MA, and Both. With direct the candles will be colored based on the indicators direction and polarity. When it is above zero and moving up, it displays a green color. When it is above zero and moving down it will display a light green color. Conversely, when the indicator is below zero and moving down it displays a red color, and when it it moving up and below zero it will display a light red color. MA coloring will color the candles just like a MACD. If the signal is above its MA and moving up it will display a green color, and when it is above its MA and moving down it will display a light green color. When the signal is below its MA and moving down it will display a red color, and when its below its ma and moving up it will display a light red color. Both combines the two into a single color scheme providing you with the best of both worlds. If the indicator is above zero it will display the MA colors with a slight twist. When the indicator is moving down and is below its MA it will display a lighter color than before, and when it is below zero and is above its MA it will display a darker color color. Length of 50 with a smoothing of 100 Length of 50 with a smoothing of 25 By default, the indicator is set to a momentum length of 50, with a post smoothing of 2. We have chosen the longer period for the momentum length to highlight the performance of this indicator compared to its ancestors. A major point to consider with this indicator is that you can only achieve so much smoothing for a chosen delay. This is because more data is required to produce a smoother signal at a specified length. Once you have selected your desired momentum length you can then select your desired momentum smoothing . This is made possible by the use of the windowed sinc low pass algorithm because it includes a frequency cutoff argument. This means that you can have as little or as much smoothing as you please without impacting the period of the indicator. In the provided examples above this paragraph is a visual representation of what is going on under the hood of this indicator. The blue line is the filtered signal being compared to the current closing price. As you can see, the filtered signal is very smooth and accurately represents the underlying price action without noise. We hope that users can find the same utility as we did in this indicator and that it levels up your analysis utilizing the momentum oscillator or rate of change. Enjoy
Indikator Pine Script®
oleh ChartPrime
31
Exponentially Weighted Moving Average Oscillator [BackQuant]Exponentially Weighted Moving Average (EWMA) The Exponentially Weighted Moving Average (EWMA) is a quantitative or statistical measure used to model or describe a time series. The EWMA is widely used in finance, the main applications being technical analysis and volatility modeling. The moving average is designed as such that older observations are given lower weights. The weights fall exponentially as the data point gets older – hence the name exponentially weighted. Applications of the EWMA The EWMA is widely used in technical analysis. It may not be used directly, but it is used in conjunction with other indicators to generate trading signals. A well-known example is the Negative Volume Index (NVI), which is used in conjunction with its EWMA. Why is it different from the In-Built TradingView EWMA Adaptive Algorithms: If your strategy requires the alpha parameter to change adaptively based on certain conditions (for example, based on market volatility), a for loop can be used to adjust the weights dynamically within the loop as opposed to the fixed decay rate in the standard EWMA. Customization: A for loop allows for more complex and nuanced calculations that may not be directly supported by built-in functions. For example, you might want to adjust the weights in a non-standard way that the typical EWMA calculation doesn't allow for. Use of the Oscillator This mainly comes from 3 main premises, this is something I like to do personally since it is easier to work with them in the context of my system. E.g. Using them to spot clear trends without noise on longer timeframes. Clarity: Plotting the EWMA as an oscillator provides a clear visual representation of the momentum or trend strength. It allows traders to see overbought or oversold conditions relative to a normalized range. Comparison: An oscillator can make it easier to compare different securities or timeframes on a similar scale, especially when normalized. This is because the oscillator values are typically bounded within a range (like -1 to 1 or 0 to 100), whereas the actual price series can vary significantly. Focus on Change: When plotted as an oscillator, the focus is on the rate of change or the relative movement of the EWMA, not on the absolute price levels. This can help traders spot divergences or convergences that may not be as apparent when the EWMA is plotted directly on the price chart. This is also one reason there is a conditional plotting on the chart. Trend Strength: When normalized, the distance of the oscillator from its midpoint can be interpreted as the strength of the trend, providing a quantitative measure that can be used to make systematic trading decisions. Here are the backtests on the 1D Timeframe for BITSTAMP:BTCUSD BITSTAMP:ETHUSD COINBASE:SOLUSD When using this script the user is able to define a source and period, which by extension calculates the alpha. An option to colour the bars accord to trend. This makes it super easy to use in a system. I recommend using this as above the midline (0) for a positive trend and below the midline for negative trend. Hence why I put a label on the last bar to ensure it is easier for traders to read. Lastly, The decreasing colour relative to RoC, this also helps traders to understand the strength of the indicator and gain insight into when to potentially reduce position size. This indicator is best used in the medium timeframe.
Indikator Pine Script®
oleh BackQuant
4