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VS Score [SpiritualHealer117]An experimental indicator that uses historical prices and readings of technical indicators to give the probability that stock and crypto prices will be in a certain range on the next close. This indicator may be helpful for options traders or for traders who want to see the probability of a move. It classifies returns into five categories: Extreme Rise - Over 2 standard deviations above normal returns Rise - Between 0.5 standard deviations and 2 standard deviations above normal returns Flat - Falling in the range of +/- 0.5 standard deviations of normal returns Fall - Between 0.5 standard deviations and 2 standard deviations below normal returns Extreme Fall - Over 2 standard deviations below normal returns It is an adaptive probability model, which trains on the previous 1000 data points, and is calculated by creating probability vectors for the current reading of the PPO, MA, volume histogram, and previous return, and combining them into one probability vector.
Indikator Pine Script®
oleh spiritualhealer117
3
Omega Score — 10 Omegas × 10 pts (v6)What it is Omega Scoreboard is a multi-factor market “weather station.” It computes 24 tiny “Omega” subscores (0–10 each) covering trend, momentum, pullback quality, breakout pressure, volatility, liquidity/flow and structure. The dashboard aggregates them into a total (0–240) and a percentage so you can gauge conditions at a glance and drill into the ingredients. What’s scored (24 Omegas) Regime / Bias ADX sweet-spot + ATR expansion EMA stack & slope alignment CLV / close-location regime KAMA/EMA hybrid slope Entry / Momentum Trend + MACD hist + RSI>50 confluence Thrust quality (body% + acceleration) Micro-pullback success rate Rolling breakout failure/pressure Pullback Quality Distance to EMA50±ATR band Z-score of close (mean reversion heat) Wick/Body balance (rejection vs absorption) “Near-POC/EMA” magnetism Breakout Physics Bollinger width percentile (compression) Donchian proximity + expansion follow-through Range expansion vs baseline ATR Closing strength after break Liquidity / Flow Session VWAP ladder alignment Distance to VWAP & deviation context Volume pulse vs SMA (ATR fallback on no-vol) Supertrend pressure (up/down bias) Structure / MTF MTF EMA alignment (fast>slow across TFs) Higher-low / lower-high micro-structure Gap/OR context (open location, drive) Composite candle quality (body%, CLV, spread) Each Omega outputs 0–10 (bad→good). The Total is the sum (0–240). The % is Total ÷ 240 × 100. How to read it 70%+ → conditions supportive; trends/continuations more likely. 30–70% → mixed/chop; wait for confluence spikes or pullback edges. <30% → hostile; mean-reversion spikes or stand aside. Watch for bar-over-bar increases in the total (+15–25% surges) near levels; that often precedes actionable momentum or high-quality pullbacks. Features Compact badge with totals and key line items Optional mini table (each Omega and its score) Bar coloring on GO/NO-GO thresholds Sensible fallbacks (e.g., ATR replaces volume on illiquid symbols) Tips Use on any symbol/timeframe; pair with your execution plan. For entries, look for clustered greens in the Omegas that matter to your style (e.g., Breakout + Momentum + Flow for trend; Pullback + Mean-revert for fades). Tune lengths/weights to your product (crypto vs FX vs equities). Alerts GO when composite ≥ your threshold (default 80%) NO-GO when composite ≤ your threshold (default 20%) Notes / Caveats This is context, not a stand-alone signal. Combine with risk & structure. MTF requests are used safely; still, always verify on the chart. Extremely low-vol symbols can mute Flow/VWAP signals—fallbacks help but YMMV. Credits: concept + build by GPT-420 (publisher); assistant: GPT-5 Thinking. Enjoy the confluence—and may your Omegas stack in your favor. 🚀
Indikator Pine Script®
oleh GPT-420
Weather Score 420 — 6 Families × 6 Variants (v6)Weather Score 420 — 6 Families × 6 Variants (v6) What it is A multi-factor “market weather” meter built from six very important signal families. Each family uses 6 parameter variants, is normalized, and scaled to 0–70. Summed together you get a composite 0 → 420 readiness score with GO / NO-GO alerts, a badge, painted bars, and a mini table with notes. Families (each scaled 0–70): Trend (EMAs): Price vs fast/slow EMAs, stacking (fast>slow), and short/long slopes. RSI: 6 lengths normalized around the 40–60 balance zone. MACD (hist z-score): 6 classic sets; histogram standardized by its own stdev. ADX strength: Wilder ADX across 6 lengths, favoring the 15–35 “power zone.” ATR %: Current ATR vs its own min/max range (expansion vs contraction). BB Width: Volatility via Bollinger Band width percentile. Scoring Each family builds 6 sub-scores (0–10 each) → scaled to 0–70. Composite = sum of enabled families → 0–420 max. Signals & visuals GO ✅ when composite ≥ your threshold (default 80% of max). NO-GO 🛑 when composite ≤ your threshold (default 20%). Optional painted bars (soft lime/red). Badge shows per-family scores + total; Mini Table adds color heat and short notes. How to use Add WS420, keep defaults for a few sessions to learn its rhythm. Treat GO as “conditions favorable,” not an auto-entry—confirm with your own setup (structure, S/R, pullbacks). Works on any symbol/timeframe (no volume dependency). Tuning tips Raise GO (e.g., 0.85–0.90) for stricter, higher-quality conditions; lower to ~0.70 for more frequency. Trend-following? Watch Trend + ADX + MACD. Regime changes? Track ATR% + BB Width expansions. RSI near 40/60 helps read mean-reversion vs momentum. Why it’s robust Multiple variants per family reduce single-setting bias. Manual MACD + Wilder ADX; careful normalization for Pine v6 stability. Works across crypto, FX, indices, equities—intraday to higher TF. Notes Needs some history to warm up the longest windows (≈ 300–500 bars recommended). Educational tool only — not financial advice.
Indikator Pine Script®
oleh GPT-420
Weather Score 444 — 4 Families × 4 Variants (v6)Weather Score 444 — 4 Families × 4 Variants (v6) What it is A fast, lightweight market “weather” meter. It evaluates 4 core indicator families, each with 4 parameter variants, normalizes their signals, and aggregates them to a composite 0 → 444 readiness score with GO / NO-GO alerts, a badge, painted bars, and a mini table. Families (each scaled 0–111): Trend (EMAs): Price vs fast/slow EMAs, stack (fast > slow), and short/long slope checks. RSI: 4 lengths normalized around the 40–60 balance zone (momentum/mean-reversion context). MACD (hist z-score): 4 classic MACD sets; histogram is standardized by its own stdev. ATR %: Current ATR vs its own range/percentile (expansion vs contraction). Scoring Each family builds 4 sub-scores (0–10 each) → summed and scaled to 0–111. Composite = sum of enabled families → 0–444 max. Signals & visuals GO ✅ when composite ≥ your threshold (default 80% of max). NO-GO 🛑 when composite ≤ your threshold (default 20%). Optional painted bars (soft lime/red). Badge shows per-family scores + total; Mini Table adds color heat and short notes. How to use Add WS444 to your chart, keep defaults for a few sessions to learn the rhythm. Treat GO as “conditions favorable,” not an auto-entry—confirm with your own triggers (S/R, structure, pullbacks). Works on any symbol/timeframe; higher TFs produce smoother, more stable scores. Tuning tips Raise GO (e.g., 0.85–0.90) for stricter conditions; lower to ~0.70 for more opportunities. Lower NO-GO to exit faster in poor regimes. Trend-following? Emphasize Trend + MACD, watch ATR% for expansions. Mean-reversion? Watch RSI behavior around 40–60 and soft ATR%. Why it’s robust Multiple variants per family reduce single-setting bias. Manual MACD and careful normalization keep it Pine v6-friendly and consistent across markets. No volume dependency—works on crypto, FX, indices, equities, anything. Notes Needs some lookback to warm up the longest windows. Educational tool only — not financial advice.
Indikator Pine Script®
oleh GPT-420
Weather Score 555 — 5 Families × 5 Variants (v6)Weather Score 555 — 5 Families × 5 Variants (v6) What it is A lightweight multi-factor “market weather” meter. It evaluates 5 indicator families, each with 5 parameter variants, normalizes them, and aggregates to a composite 0 → 555 readiness score with GO / NO-GO alerts, a draggable badge, painted bars, and a mini table. Families (each scaled 0–111): Trend: EMA fast/slow pairs with price-above/below, stacking, and short/long slope bonuses. RSI: 5 lengths normalized around the 40–60 balance zone. MACD (histogram z-score): 5 classic parameter sets, standardized by per-set stdev. ADX strength: Wilder ADX across 5 lengths, favoring the 15–35 “power zone.” ATR %: Current ATR vs its own range (expansion vs contraction) across 5 len/lookbacks. Scoring Each family builds 5 sub-scores (0–10 each) → summed and scaled to 0–111. Composite = sum of enabled families → 0–555 max. Signals & visuals GO ✅ when composite ≥ your threshold (default 80% of max). NO-GO 🛑 when composite ≤ your threshold (default 20%). Optional painted bars (soft lime/red) during GO/NO-GO. Badge shows per-family scores + total; Mini Table gives a color heat view. How to use Add WS555 to your chart; keep defaults for a few sessions to learn its rhythm. Treat GO as “conditions are favorable,” not an auto-entry. Confirm with your own triggers (structure, S/R, pullbacks). Use on your trading timeframe; higher TFs make the score steadier. Tuning tips Raise GO toward 0.90 for fewer, stronger conditions; lower toward 0.70 for more opportunities. Lower NO-GO if you want faster exits in bad regimes. Trend-following? Emphasize Trend + ADX + MACD. Mean-reversion? Watch ATR% behavior and RSI balance. Why it’s robust Multiple parameter variants per family reduce single-setting bias. Manual MACD & Wilder ADX avoid common Pine v6 quirks. No dependency on volume data (works on any symbol/timeframe). Notes Needs some history to warm up longer lookbacks (~150–200 bars recommended). Educational tool only — not financial advice.
Indikator Pine Script®
oleh GPT-420
Weather Score 666 — 6 Families × 6 Variants (v6)Weather Score 666 (WS666) Multi-factor market “weather” meter that blends 6 families × 6 variants into a single score from 0 → 666. What it measures (families, each scaled 0→111): Trend: EMA fast/slow pairs + slope/stacking (structure & momentum agreement). RSI: 6 lengths, normalized around the 40–60 balance zone. Stochastic %K: 6 lengths, normalized 20–80 for rotation/mean-reversion context. MACD (hist z-score): 6 classic parameter sets, volatility-adjusted by per-set stdev. ADX strength: Wilder ADX across 6 lengths, favoring the 15–35 “power zone.” ATR %: ATR vs its own percentile/range (expansion vs contraction). Score & signals Total = sum of 6 families (max 666). Mid ~330 is neutral; higher = more aligned tailwind. GO / NO-GO alerts: fire when composite crosses your thresholds (default 80% / 20% of max). Optional paint bars, a badge with per-family scores, and a mini table for quick diagnostics. Why it’s robust Every family uses 6 time-horizon variants, reducing single-setting bias. Custom Wilder ADX and manual MACD avoid na/assignment quirks in Pine v6. Works on any symbol/timeframe (intraday → higher-TF). How to use Add WS666, keep defaults to learn its rhythm on your market. Tune GO/NO-GO for your instrument/timeframe. Combine with structure (S/R, trendlines) for entries/exits; WS666 is a context/confirmation tool, not a standalone trade system. Tip: Strong trends often show high Trend + ADX + MACD; emerging expansions show rising ATR %; choppy conditions show softer, mixed family scores.
Indikator Pine Script®
oleh GPT-420
Weather Score 777 — 7 Families × 7 Variants (v6)Weather Score 777 — 7 Families × 7 Variants (v6) What it is A multi-factor market “weather” meter. It evaluates 7 indicator families, each with 7 parameter variants, normalizes every variant to a 0–10 score, aggregates the family to 0–111, then sums all enabled families to a composite 0–777 trend/condition score. Families (7×): Trend — EMA pairs (price above/below, stack, and short/long slope checks) RSI — 7 lengths, scaled around the 40–60 balance zone Stochastic — %K normalized in the 20–80 band MACD — histogram z-score (per-set stdev windows) BB Width — volatility via Bollinger Band width percentile ADX — directional strength, sweet spot 15–35 ATR % — current ATR vs its own lookback range (expansion/contraction) How scoring works Each family builds 7 sub-scores → summed to 0–70, then linearly rescaled to 0–111. Composite = sum of enabled families → 0..777 max. Defaults: GO ≥ 80% of max, NO-GO ≤ 20% of max (tweak in Alerts). Why 777? It’s an “alignment detector.” Multiple families must agree (and with robust parameter spreads) before the score climbs. That reduces single-indicator bias and helps classify regime quality (tailwind vs headwind) rather than raw entries. On-chart features Badge: shows each family’s 0–111 plus the composite and % of max (purple/pink heat theme). Mini Table: quick view of family scores and notes. Paint Bars (optional): soft lime/red during GO/NO-GO regimes. Alerts: GO ✅ when composite ≥ threshold NO-GO 🛑 when composite ≤ threshold Quick start Add to chart, keep the default 7 families on. Use on your main trading timeframe; higher timeframes make the score steadier. Treat GO as conditions are favorable and NO-GO as conditions are hostile. Combine with your own triggers (structure breaks, pullbacks, risk model). The score is a regime filter, not a standalone signal generator. Tuning tips Uncheck families you don’t care about (e.g., turn off BBW if you trade only trending conditions). Raise GO toward 0.9 for stricter filters; lower it toward 0.7 for more frequency. Lower NO-GO if you want to exit faster in bad regimes. For mean-reversion styles, emphasize BBW and ATR%; for trend-following, emphasize Trend/ADX/MACD. Notes Built with Pine Script® v6. Works on assets with or without native volume (this 777 build doesn’t rely on volume). Educational tool only — not financial advice. have fun and may your skies stay purple-pink and sunny ☀️🌈 uwu
Indikator Pine Script®
oleh GPT-420
Advanced Correlation Monitor📊 Advanced Correlation Monitor - Pine Script v6 🎯 What does this indicator do? Monitors real-time correlations between 13 different asset pairs and alerts you when historically strong correlations break, indicating potential trading opportunities or changes in market dynamics. 🚀 Key Features ✨ Multi-Market Monitoring 7 Forex Pairs (GBPUSD/DXY, EURUSD/GBPUSD, etc.) 6 Index/Stock Pairs (SPY/S&P500, DAX/NASDAQ, TSLA/NVDA, etc.) Fully configurable - change any pair from inputs 📈 Dual Correlation Analysis Long Period (90 bars): Identifies historically strong correlations Short Period (6 bars): Detects recent breakdowns Pearson Correlation using Pine Script v6 native functions 🎨 Intuitive Visualization Real-time table with 6 information columns Color coding: Green (correlated), Red (broken), Gray (normal) Visual states: 🟢 OK, 🔴 BROKEN, ⚫ NORMAL 🚨 Smart Alert System Only alerts previously correlated pairs (>80% historical) Detects breakdowns when short correlation <80% Consolidated alert with all affected pairs 🛠️ Flexible Configuration Adjustable Parameters: 📅 Periods: Long (30-500), Short (2-50) 🎯 Threshold: 50%-99% (default 80%) 🎨 Table: Configurable position and size 📊 Symbols: All pairs are configurable Default Pairs: FOREX: INDICES/STOCKS: - GBPUSD vs DXY • SPY vs S&P500 - EURUSD vs GBPUSD • DAX vs S&P500 - EURUSD vs DXY • DAX vs NASDAQ - USDCHF vs DXY • TSLA vs NVDA - GBPUSD vs USDCHF • MSFT vs NVDA - EURUSD vs USDCHF • AAPL vs NVDA - EURUSD vs EURCAD 💡 Practical Use Cases 🔄 Pairs Trading Detects when strong correlations break for: Statistical arbitrage Mean reversion trading Divergence opportunities 🛡️ Risk Management Identifies when "safe" assets start moving independently: Portfolio diversification Smart hedging Regime change detection 📊 Market Analysis Understand underlying market structure: Forex/DXY correlations Tech sector rotation Regional market disconnection 🎓 Results Interpretation Reading Example: EURUSD vs DXY: -98.57% → -98.27% | 🟢 OK └─ Perfect negative correlation maintained (EUR rises when DXY falls) TSLA vs NVDA: 78.12% → 0% | ⚫ NORMAL └─ Lost tech correlation (divergence opportunity) Trading Signals: 🟢 → 🔴: Broken correlation = Possible opportunity Large difference: Indicates correlation tension Multiple breaks: Market regime change
Indikator Pine Script®
oleh didaz
Super EMA PrismThis script implements the Binary Trade Logic (BTL) algorithm to calculate two distinct scores that range from 0 to 7. One score is calculated assigning a power of 2 weight to the positive sign of 3 Phi^3 distant Moving Average (MA) slopes. The other score is calculated assigning a power of 2 weight to the sign of the difference between the price and the value of 3 Phi^3 distant Moving Average (MA). For the first score, hereafter called as the angle score (AS), the largest MA slope positive sign receives weight 4, the middle length MA slope positive sign receives weight 2 and the shortest MA slope positive sign receives weight 1. The positive sign of an MA is defined as 1 if the slope of the MA is positive and 0, otherwise. Therefore, for MAs 305, 72 and 17, if slope(MA305) > 0, slope(MA72) < 0 and slope(MA17) > 0, then score will be 4*1 + 2*0 + 1*1 = 5. Up to my knowledge, this score was first proposed by Bo Williams and named by him as Prisma. For the second score, hereafter called as the value score (VS), if the price > largest MA, it receives weight 4. If the price > the middle length MA, it receives weight 2 and if the price > the the shortest MA, it receives weight 1. Therefore, for MAs 305, 72 and 17, if price < MA305, price > MA72 and price > MA17, then score will be 4*0 + 2*1 + 1*1 = 3. Up to my knowledge, this score was first proposed by Bo Williams and named by him as Prisma. Both AS and VS are calculated for Phi^3 lengths (610, 144, 34) and for Phi^3/2 lengths (305, 72, 17). The scores of the same kind calculated for each set of length are combined multiplying the Phi^3 length score by 10 and adding with with the Phi^3/2 score, therefore providing a 2 digit score ranging from 0 to 77. For instance, if we have AS(610, 144, 34) = 7 and AS(305, 72, 17) = 5, we have AS=75. At the same time, if we have VS(610, 144, 34) = 6 and VS(305, 72, 17) = 4, we have VS=64. VS score is plotted by default in black, but it can be on white for dark themes. AS is plotted with the color of the longest MA used. Chart background is colored according to the range of values for AS and VS, checked in the following order: if AS >= 13 and VS <= 13 then back color = red if AS >= 13 or VS <= 13 then back color = orange if AS >= 64 and VS >= 64 then back color = green if AS >= 64 or VS >= 64 then back color = blue otherwise back color = none (white o black)
Indikator Pine Script®
oleh luyikaibr
Cross-Correlation Lead/Lag AnalyzerCross-Correlation Lead/Lag Analyzer (XCorr) Discover which instrument moves first with advanced cross-correlation analysis. This indicator analyzes the lead/lag relationship between any two financial instruments using rolling cross-correlation at multiple time offsets. Perfect for pairs trading, market timing, and understanding inter-market relationships. Key Features: Universal compatibility - Works with any two symbols (stocks, futures, forex, crypto, commodities) Multi-timeframe analysis - Automatically adjusts lag periods based on your chart timeframe Real-time correlation table - Shows current correlation values for all lag scenarios Visual lead/lag detection - Color-coded plots make it easy to spot which instrument leads Smart "Best" indicator - Automatically identifies the strongest relationship How to Use: Set your symbols in the indicator settings (default: NQ1! vs RTY1!) Adjust correlation length (default: 20 periods for smooth but responsive analysis) Watch the colored lines: • Red/Orange: Symbol 2 leads Symbol 1 by 1-2 periods • Blue: Instruments move simultaneously • Green/Purple: Symbol 1 leads Symbol 2 by 1-2 periods Check the table for exact correlation values and the "Best" relationship Interpreting Results: Correlation > 0.7: Strong positive relationship Correlation 0.3-0.7: Moderate relationship Correlation < 0.3: Weak/no relationship Highest line indicates the optimal timing relationship Popular Use Cases: Index Futures : NQ vs ES, RTY vs IWM Sector Rotation : XLF vs XLK, QQQ vs SPY Commodities : GC vs SI, CL vs NG Currency Pairs : EURUSD vs GBPUSD Crypto : BTC vs ETH correlation analysis Technical Notes: Cross-correlation measures linear relationships between two time series at different time lags. This implementation uses Pearson correlation with adjustable periods, calculating correlations from -2 to +2 period offsets to detect leading/lagging behavior. Perfect for quantitative analysts, pairs traders, and anyone studying inter-market relationships.
Indikator Pine Script®
oleh public_username_twice
Ichimoku Power Indicator# Ichimoku Power Indicator ## Overview The Ichimoku Power Indicator is an advanced tool that combines the traditional Ichimoku Cloud system with a unique power ranking mechanism. This indicator provides traders with a comprehensive view of market trends and potential reversal points, all while quantifying the strength of bullish and bearish signals. ## Key Features 1. **Full Ichimoku Cloud Visualization:** Displays all components of the Ichimoku Cloud system, including Conversion Line (Tenkan-sen), Base Line (Kijun-sen), Leading Span A and B (Kumo), and Lagging Span (Chikou Span). 2. **Power Ranking System:** Calculates and displays a bullish and bearish power score based on 11 different Ichimoku-derived conditions. 3. **Real-time Updates:** Power scores are updated in real-time as market conditions change. 4. **Easy-to-Read Display:** A clear, color-coded table shows the current bullish and bearish power scores. 5. **Customizable Parameters:** Allows adjustment of key Ichimoku settings to suit different trading styles and timeframes. ## How It Works The indicator evaluates 11 different conditions derived from Ichimoku Cloud components: 1. Cloud color 2. Price position relative to the cloud 3. Tenkan-sen vs Kijun-sen 4. Price vs Tenkan-sen 5. Price vs Kijun-sen 6. Tenkan-sen vs Cloud 7. Kijun-sen vs Cloud 8. Chikou Span vs Cloud 9. Chikou Span vs Tenkan-sen 10. Chikou Span vs Kijun-sen 11. Chikou Span vs Price Each bullish condition adds a point to the bullish power score, while each bearish condition adds a point to the bearish power score. The maximum score for each is 11. ## Interpretation - Higher bullish scores suggest stronger upward trends or potential bullish reversals. - Higher bearish scores indicate stronger downward trends or potential bearish reversals. - When scores are close, it may indicate a period of consolidation or uncertainty. ## Use Cases - Trend Confirmation: Use in conjunction with price action to confirm the strength of current trends. - Reversal Detection: Watch for changes in power scores as early indicators of potential trend reversals. - Entry and Exit Signals: High power scores can be used to identify optimal entry or exit points. - Market Analysis: Gain a quick overview of market conditions across multiple assets or timeframes. ## Note This indicator is designed to complement your existing trading strategy. Always use it in conjunction with other forms of analysis and proper risk management techniques. Experiment with different timeframes and settings to find the configuration that best suits your trading style and the assets you trade. Happy trading!
Indikator Pine Script®
oleh atakhadivi
Price Divergence IndicatorThis Price Divergence Indicator indicator modifies the standard Divergence Indicator to look for price divergences between the current chart and any other selected TradingView chart. The thesis that this indicator is built upon: Prices on assets or indices that are normally correlated move in lock step. Where there are deviations between the confirmed highs or lows of two assets or indices it is likely that they will "catch up" in the near future. By default it will load the price data for the SPX and look for price divergences on the current chart timeframe. Any TradingView Symbol can be selected as the 'Comparison Source' and any timeframe. Some of the options I've been trying out include: SPX vs NDQ XAO vs SPX UK100 vs NDQM MSFT vs NDQM GOOG vs NDQM AMZN vs MSFT BTC vs ETH BTC vs NDQ BTC vs DXY I've found looking for divergences on a longer timeframe can be useful and don't expect any meaningful results if you set it to shorter than chart timeframes. Alerts can be created based on any of the divergences and the 'Backtest Buy Signal' can be used to send notification to a backtester (bull = 2, hidden bull = 1, neutral = 0, hidden bear = -1, bear = -2), this is plotted to display.none, so enable it in Settings - Style and disable all other plots to see it. Divergences are measured between the CONFIRMED peaks of the two charts. The confirmation timeframe is set using 'Pivot Lookback Right'. The lower the lookback the quicker the signal and the more likely it is to not have hit an actual peak, a higher lookback will give a much more dependable signal but the move may be finished by the time the alert actually fires. The "Plot When Alerts Fire" option should give you an idea (top and bottom triangles) of what to expect, but you should watch bar replays to understand how your setting will impact when alerts are created and potential false positives.
Indikator Pine Script®
oleh EltAlt
8
BOCS Channel Scalper Indicator - Mean Reversion Alert System# BOCS Channel Scalper Indicator - Mean Reversion Alert System ## WHAT THIS INDICATOR DOES: This is a mean reversion trading indicator that identifies consolidation channels through volatility analysis and generates alert signals when price enters entry zones near channel boundaries. **This indicator version is designed for manual trading with comprehensive alert functionality.** Unlike automated strategies, this tool sends notifications (via popup, email, SMS, or webhook) when trading opportunities occur, allowing you to manually review and execute trades. The system assumes price will revert to the channel mean, identifying scalp opportunities as price reaches extremes and preparing to bounce back toward center. ## INDICATOR VS STRATEGY - KEY DISTINCTION: **This is an INDICATOR with alerts, not an automated strategy.** It does not execute trades automatically. Instead, it: - Displays visual signals on your chart when entry conditions are met - Sends customizable alerts to your device/email when opportunities arise - Shows TP/SL levels for reference but does not place orders - Requires you to manually enter and exit positions based on signals - Works with all TradingView subscription levels (alerts included on all plans) **For automated trading with backtesting**, use the strategy version. For manual control with notifications, use this indicator version. ## ALERT CAPABILITIES: This indicator includes four distinct alert conditions that can be configured independently: **1. New Channel Formation Alert** - Triggers when a fresh BOCS channel is identified - Message: "New BOCS channel formed - potential scalp setup ready" - Use this to prepare for upcoming trading opportunities **2. Long Scalp Entry Alert** - Fires when price touches the long entry zone - Message includes current price, calculated TP, and SL levels - Notification example: "LONG scalp signal at 24731.75 | TP: 24743.2 | SL: 24716.5" **3. Short Scalp Entry Alert** - Fires when price touches the short entry zone - Message includes current price, calculated TP, and SL levels - Notification example: "SHORT scalp signal at 24747.50 | TP: 24735.0 | SL: 24762.75" **4. Any Entry Signal Alert** - Combined alert for both long and short entries - Use this if you want a single alert stream for all opportunities - Message: "BOCS Scalp Entry: at " **Setting Up Alerts:** 1. Add indicator to chart and configure settings 2. Click the Alert (⏰) button in TradingView toolbar 3. Select "BOCS Channel Scalper" from condition dropdown 4. Choose desired alert type (Long, Short, Any, or Channel Formation) 5. Set "Once Per Bar Close" to avoid false signals during bar formation 6. Configure delivery method (popup, email, webhook for automation platforms) 7. Save alert - it will fire automatically when conditions are met **Alert Message Placeholders:** Alerts use TradingView's dynamic placeholder system: - {{ticker}} = Symbol name (e.g., NQ1!) - {{close}} = Current price at signal - {{plot_1}} = Calculated take profit level - {{plot_2}} = Calculated stop loss level These placeholders populate automatically, creating detailed notification messages without manual configuration. ## KEY DIFFERENCE FROM ORIGINAL BOCS: **This indicator is designed for traders seeking higher trade frequency.** The original BOCS indicator trades breakouts OUTSIDE channels, waiting for price to escape consolidation before entering. This scalper version trades mean reversion INSIDE channels, entering when price reaches channel extremes and betting on a bounce back to center. The result is significantly more trading opportunities: - **Original BOCS**: 1-3 signals per channel (only on breakout) - **Scalper Indicator**: 5-15+ signals per channel (every touch of entry zones) - **Trade Style**: Mean reversion vs trend following - **Hold Time**: Seconds to minutes vs minutes to hours - **Best Markets**: Ranging/choppy conditions vs trending breakouts This makes the indicator ideal for active day traders who want continuous alert opportunities within consolidation zones rather than waiting for breakout confirmation. However, increased signal frequency also means higher potential commission costs and requires disciplined trade selection when acting on alerts. ## TECHNICAL METHODOLOGY: ### Price Normalization Process: The indicator normalizes price data to create consistent volatility measurements across different instruments and price levels. It calculates the highest high and lowest low over a user-defined lookback period (default 100 bars). Current close price is normalized using: (close - lowest_low) / (highest_high - lowest_low), producing values between 0 and 1 for standardized volatility analysis. ### Volatility Detection: A 14-period standard deviation is applied to the normalized price series to measure price deviation from the mean. Higher standard deviation values indicate volatility expansion; lower values indicate consolidation. The indicator uses ta.highestbars() and ta.lowestbars() to identify when volatility peaks and troughs occur over the detection period (default 14 bars). ### Channel Formation Logic: When volatility crosses from a high level to a low level (ta.crossover(upper, lower)), a consolidation phase begins. The indicator tracks the highest and lowest prices during this period, which become the channel boundaries. Minimum duration of 10+ bars is required to filter out brief volatility spikes. Channels are rendered as box objects with defined upper and lower boundaries, with colored zones indicating entry areas. ### Entry Signal Generation: The indicator uses immediate touch-based entry logic. Entry zones are defined as a percentage from channel edges (default 20%): - **Long Entry Zone**: Bottom 20% of channel (bottomBound + channelRange × 0.2) - **Short Entry Zone**: Top 20% of channel (topBound - channelRange × 0.2) Long signals trigger when candle low touches or enters the long entry zone. Short signals trigger when candle high touches or enters the short entry zone. Visual markers (arrows and labels) appear on chart, and configured alerts fire immediately. ### Cooldown Filter: An optional cooldown period (measured in bars) prevents alert spam by enforcing minimum spacing between consecutive signals. If cooldown is set to 3 bars, no new long alert will fire until 3 bars after the previous long signal. Long and short cooldowns are tracked independently, allowing both directions to signal within the same period. ### ATR Volatility Filter: The indicator includes a multi-timeframe ATR filter to avoid alerts during low-volatility conditions. Using request.security(), it fetches ATR values from a specified timeframe (e.g., 1-minute ATR while viewing 5-minute charts). The filter compares current ATR to a user-defined minimum threshold: - If ATR ≥ threshold: Alerts enabled - If ATR < threshold: No alerts fire This prevents notifications during dead zones where mean reversion is unreliable due to insufficient price movement. The ATR status is displayed in the info table with visual confirmation (✓ or ✗). ### Take Profit Calculation: Two TP methods are available: **Fixed Points Mode**: - Long TP = Entry + (TP_Ticks × syminfo.mintick) - Short TP = Entry - (TP_Ticks × syminfo.mintick) **Channel Percentage Mode**: - Long TP = Entry + (ChannelRange × TP_Percent) - Short TP = Entry - (ChannelRange × TP_Percent) Default 50% targets the channel midline, a natural mean reversion target. These levels are displayed as visual lines with labels and included in alert messages for reference when manually placing orders. ### Stop Loss Placement: Stop losses are calculated just outside the channel boundary by a user-defined tick offset: - Long SL = ChannelBottom - (SL_Offset_Ticks × syminfo.mintick) - Short SL = ChannelTop + (SL_Offset_Ticks × syminfo.mintick) This logic assumes channel breaks invalidate the mean reversion thesis. SL levels are displayed on chart and included in alert notifications as suggested stop placement. ### Channel Breakout Management: Channels are removed when price closes more than 10 ticks outside boundaries. This tolerance prevents premature channel deletion from minor breaks or wicks, allowing the mean reversion setup to persist through small boundary violations. ## INPUT PARAMETERS: ### Channel Settings: - **Nested Channels**: Allow multiple overlapping channels vs single channel - **Normalization Length**: Lookback for high/low calculation (1-500, default 100) - **Box Detection Length**: Period for volatility detection (1-100, default 14) ### Scalping Settings: - **Enable Long Scalps**: Toggle long alert generation on/off - **Enable Short Scalps**: Toggle short alert generation on/off - **Entry Zone % from Edge**: Size of entry zone (5-50%, default 20%) - **SL Offset (Ticks)**: Distance beyond channel for stop (1+, default 5) - **Cooldown Period (Bars)**: Minimum spacing between alerts (0 = no cooldown) ### ATR Filter: - **Enable ATR Filter**: Toggle volatility filter on/off - **ATR Timeframe**: Source timeframe for ATR (1, 5, 15, 60 min, etc.) - **ATR Length**: Smoothing period (1-100, default 14) - **Min ATR Value**: Threshold for alert enablement (0.1+, default 10.0) ### Take Profit Settings: - **TP Method**: Choose Fixed Points or % of Channel - **TP Fixed (Ticks)**: Static distance in ticks (1+, default 30) - **TP % of Channel**: Dynamic target as channel percentage (10-100%, default 50%) ### Appearance: - **Show Entry Zones**: Toggle zone labels on channels - **Show Info Table**: Display real-time indicator status - **Table Position**: Corner placement (Top Left/Right, Bottom Left/Right) - **Long Color**: Customize long signal color (default: darker green for readability) - **Short Color**: Customize short signal color (default: red) - **TP/SL Colors**: Customize take profit and stop loss line colors - **Line Length**: Visual length of TP/SL reference lines (5-200 bars) ## VISUAL INDICATORS: - **Channel boxes** with semi-transparent fill showing consolidation zones - **Colored entry zones** labeled "LONG ZONE ▲" and "SHORT ZONE ▼" - **Entry signal arrows** below/above bars marking long/short alerts - **TP/SL reference lines** with emoji labels (⊕ Entry, 🎯 TP, 🛑 SL) - **Info table** showing channel status, last signal, entry/TP/SL prices, risk/reward ratio, and ATR filter status - **Visual confirmation** when alerts fire via on-chart markers synchronized with notifications ## HOW TO USE: ### For 1-3 Minute Scalping with Alerts (NQ/ES): - ATR Timeframe: "1" (1-minute) - ATR Min Value: 10.0 (for NQ), adjust per instrument - Entry Zone %: 20-25% - TP Method: Fixed Points, 20-40 ticks - SL Offset: 5-10 ticks - Cooldown: 2-3 bars to reduce alert spam - **Alert Setup**: Configure "Any Entry Signal" for combined long/short notifications - **Execution**: When alert fires, verify chart visuals, then manually place limit order at entry zone with provided TP/SL levels ### For 5-15 Minute Day Trading with Alerts: - ATR Timeframe: "5" or match chart - ATR Min Value: Adjust to instrument (test 8-15 for NQ) - Entry Zone %: 20-30% - TP Method: % of Channel, 40-60% - SL Offset: 5-10 ticks - Cooldown: 3-5 bars - **Alert Setup**: Configure separate "Long Scalp Entry" and "Short Scalp Entry" alerts if you trade directionally based on bias - **Execution**: Review channel structure on alert, confirm ATR filter shows ✓, then enter manually ### For 30-60 Minute Swing Scalping with Alerts: - ATR Timeframe: "15" or "30" - ATR Min Value: Lower threshold for broader market - Entry Zone %: 25-35% - TP Method: % of Channel, 50-70% - SL Offset: 10-15 ticks - Cooldown: 5+ bars or disable - **Alert Setup**: Use "New Channel Formation" to prepare for setups, then "Any Entry Signal" for execution alerts - **Execution**: Larger timeframes allow more analysis time between alert and entry ### Webhook Integration for Semi-Automation: - Configure alert webhook URL to connect with platforms like TradersPost, TradingView Paper Trading, or custom automation - Alert message includes all necessary order parameters (direction, entry, TP, SL) - Webhook receives structured data when signal fires - External platform can auto-execute based on alert payload - Still maintains manual oversight vs full strategy automation ## USAGE CONSIDERATIONS: - **Manual Discipline Required**: Alerts provide opportunities but execution requires judgment. Not all alerts should be taken - consider market context, trend, and channel quality - **Alert Timing**: Alerts fire on bar close by default. Ensure "Once Per Bar Close" is selected to avoid false signals during bar formation - **Notification Delivery**: Mobile/email alerts may have 1-3 second delay. For immediate execution, use desktop popups or webhook automation - **Cooldown Necessity**: Without cooldown, rapidly touching price action can generate excessive alerts. Start with 3-bar cooldown and adjust based on alert volume - **ATR Filter Impact**: Enabling ATR filter dramatically reduces alert count but improves quality. Track filter status in info table to understand when you're receiving fewer alerts - **Commission Awareness**: High alert frequency means high potential trade count. Calculate if your commission structure supports frequent scalping before acting on all alerts ## COMPATIBLE MARKETS: Works on any instrument with price data including stock indices (NQ, ES, YM, RTY), individual stocks, forex pairs (EUR/USD, GBP/USD), cryptocurrency (BTC, ETH), and commodities. Volume-based features are not included in this indicator version. Multi-timeframe ATR requires higher-tier TradingView subscription for request.security() functionality on timeframes below chart timeframe. ## KNOWN LIMITATIONS: - **Indicator does not execute trades** - alerts are informational only; you must manually place all orders - **Alert delivery depends on TradingView infrastructure** - delays or failures possible during platform issues - **No position tracking** - indicator doesn't know if you're in a trade; you must manage open positions independently - **TP/SL levels are reference only** - you must manually set these on your broker platform; they are not live orders - **Immediate touch entry can generate many alerts** in choppy zones without adequate cooldown - **Channel deletion at 10-tick breaks** may be too aggressive or lenient depending on instrument tick size - **ATR filter from lower timeframes** requires TradingView Premium/Pro+ for request.security() - **Mean reversion logic fails** in strong breakout scenarios - alerts will fire but trades may hit stops - **No partial closing capability** - full position management is manual; you determine scaling out - **Alerts do not account for gaps** or overnight price changes; morning alerts may be stale ## RISK DISCLOSURE: Trading involves substantial risk of loss. This indicator provides signals for educational and informational purposes only and does not constitute financial advice. Past performance does not guarantee future results. Mean reversion strategies can experience extended drawdowns during trending markets. Alerts are not guaranteed to be profitable and should be combined with your own analysis. Stop losses may not fill at intended levels during extreme volatility or gaps. Never trade with capital you cannot afford to lose. Consider consulting a licensed financial advisor before making trading decisions. Always verify alerts against current market conditions before executing trades manually. ## ACKNOWLEDGMENT & CREDITS: This indicator is built upon the channel detection methodology created by **AlgoAlpha** in the "Smart Money Breakout Channels" indicator. Full credit and appreciation to AlgoAlpha for pioneering the normalized volatility approach to identifying consolidation patterns. The core channel formation logic using normalized price standard deviation is AlgoAlpha's original contribution to the TradingView community. Enhancements to the original concept include: mean reversion entry logic (vs breakout), immediate touch-based alert generation, comprehensive alert condition system with customizable notifications, multi-timeframe ATR volatility filtering, cooldown period for alert management, dual TP methods (fixed points vs channel percentage), visual TP/SL reference lines, and real-time status monitoring table. This indicator version is specifically designed for manual traders who prefer alert-based decision making over automated execution.
Indikator Pine Script®
oleh TradeManager_PRO
Mongoose Compass v2 — Regime & Position SizingWhat it does Mongoose Compass v2 is a regime‐detection dashboard and optional price-chart ribbon. It combines four market “pillars” into a 0–4 score and a suggested equity beta/position size. It is scale-independent and works on any host symbol. Pillars (green = expansion supportive): RS IWM/SPY – small-cap relative strength vs large caps Credit HYG/LQD – high-yield vs investment-grade credit Growth Cu/Au – copper vs gold (cyclical demand vs safety) Participation – uses the first available of: Breadth (% > 200-DMA) if you provide a symbol, else Cboe S&P 500 Dispersion (DSPX), else RSP/SPY equal-weight proxy Score (0–4): ≥ 3 = Expansion 2 = Neutral ≤ 1 = Contraction A panel shows each pillar’s normalized value (0–100), bias, total score, and a suggested size (default mapping: 0/30/60/90/100% for scores 0–4). The companion “Ribbon” script paints the price chart background by regime and displays the suggested size. How to use Timeframes Weekly for regime calls (recommended anchor). Daily for execution within the active regime (adds, trims, hedges). Playbook Expansion (score ≥ 3): increase risk/beta; favor cyclicals, small caps, EM; reduce hedges. Neutral (score = 2): keep moderate beta; use relative value (e.g., quality/mega vs small caps) until RS or Cu/Au turns. Contraction (score ≤ 1): de-risk; rotate to defensives/quality, gold/long duration; add hedges. Alerts (included): Expansion Regime (score ≥ 3) – risk-on trigger Contraction Regime (score ≤ 1) – risk-off trigger Methodology Prices are pulled with request.security on the chosen timeframe. Pillars are built from ratios then smoothed with an SMA (Smoothing Length, default 20). For display/comparison, series are normalized to 0–100 within a rolling window (Normalization Length, default 60). Bias rules: RS / Credit / Growth: fast SMA( len ) vs slow SMA( len*2 ) of each ratio Breadth: normalized value > 60 DSPX: normalized value < 40 (lower dispersion supports index coherence) RSP/SPY proxy: fast > slow trend test Score is the count of green pillars (0–4). Suggested size is a deterministic mapping from score (editable in settings). Notes: Host chart scaling (log vs linear) does not affect calculations. If a breadth series is unavailable, the script automatically falls back to DSPX, then to RSP/SPY. Settings Sources Default inputs use liquid ETFs (BATS/AMEX). You may switch Copper/Gold to futures (e.g., COMEX_DL:HG1!, COMEX_DL:GC1!) if your data plan supports them. Optional Breadth: paste a percent-above-MA series if you have one. DSPX: uses CBOE:DSPX when breadth is blank. If neither breadth nor DSPX resolve, the script uses RSP/SPY as a participation proxy. Calculation Smoothing Length (20) – higher = steadier regime, fewer flips; lower = faster reaction. Normalization Length (60) – window for the 0–100 scaling; increase to reduce pinning at extremes. Regime Timeframe (Ribbon only) – lock the ribbon to Weekly while viewing Daily charts. Visual Show/hide dashboard table, choose table position, dark/light theme, ribbon opacity. Recommended usage Anchor decisions on Weekly Compass; use Daily for timing. For small-cap rotation, apply on IWM/RTY; for broad beta, use SPY/ES. Output is identical regardless of host symbol because inputs are fetched internally. Limitations & disclaimer This is a systematic information tool, not investment advice. Signals can whipsaw in fast markets; confirm with your risk framework. Data availability varies by plan (especially futures and DSPX). When a source is unavailable the scripted fallbacks apply automatically.
Indikator Pine Script®
oleh TheRealMongoose
BOCS Channel Scalper Strategy - Automated Mean Reversion System# BOCS Channel Scalper Strategy - Automated Mean Reversion System ## WHAT THIS STRATEGY DOES: This is an automated mean reversion trading strategy that identifies consolidation channels through volatility analysis and executes scalp trades when price enters entry zones near channel boundaries. Unlike breakout strategies, this system assumes price will revert to the channel mean, taking profits as price bounces back from extremes. Position sizing is fully customizable with three methods: fixed contracts, percentage of equity, or fixed dollar amount. Stop losses are placed just outside channel boundaries with take profits calculated either as fixed points or as a percentage of channel range. ## KEY DIFFERENCE FROM ORIGINAL BOCS: **This strategy is designed for traders seeking higher trade frequency.** The original BOCS indicator trades breakouts OUTSIDE channels, waiting for price to escape consolidation before entering. This scalper version trades mean reversion INSIDE channels, entering when price reaches channel extremes and betting on a bounce back to center. The result is significantly more trading opportunities: - **Original BOCS**: 1-3 signals per channel (only on breakout) - **Scalper Version**: 5-15+ signals per channel (every touch of entry zones) - **Trade Style**: Mean reversion vs trend following - **Hold Time**: Seconds to minutes vs minutes to hours - **Best Markets**: Ranging/choppy conditions vs trending breakouts This makes the scalper ideal for active day traders who want continuous opportunities within consolidation zones rather than waiting for breakout confirmation. However, increased trade frequency also means higher commission costs and requires tighter risk management. ## TECHNICAL METHODOLOGY: ### Price Normalization Process: The strategy normalizes price data to create consistent volatility measurements across different instruments and price levels. It calculates the highest high and lowest low over a user-defined lookback period (default 100 bars). Current close price is normalized using: (close - lowest_low) / (highest_high - lowest_low), producing values between 0 and 1 for standardized volatility analysis. ### Volatility Detection: A 14-period standard deviation is applied to the normalized price series to measure price deviation from the mean. Higher standard deviation values indicate volatility expansion; lower values indicate consolidation. The strategy uses ta.highestbars() and ta.lowestbars() to identify when volatility peaks and troughs occur over the detection period (default 14 bars). ### Channel Formation Logic: When volatility crosses from a high level to a low level (ta.crossover(upper, lower)), a consolidation phase begins. The strategy tracks the highest and lowest prices during this period, which become the channel boundaries. Minimum duration of 10+ bars is required to filter out brief volatility spikes. Channels are rendered as box objects with defined upper and lower boundaries, with colored zones indicating entry areas. ### Entry Signal Generation: The strategy uses immediate touch-based entry logic. Entry zones are defined as a percentage from channel edges (default 20%): - **Long Entry Zone**: Bottom 20% of channel (bottomBound + channelRange × 0.2) - **Short Entry Zone**: Top 20% of channel (topBound - channelRange × 0.2) Long signals trigger when candle low touches or enters the long entry zone. Short signals trigger when candle high touches or enters the short entry zone. This captures mean reversion opportunities as price reaches channel extremes. ### Cooldown Filter: An optional cooldown period (measured in bars) prevents signal spam by enforcing minimum spacing between consecutive signals. If cooldown is set to 3 bars, no new long signal will fire until 3 bars after the previous long signal. Long and short cooldowns are tracked independently, allowing both directions to signal within the same period. ### ATR Volatility Filter: The strategy includes a multi-timeframe ATR filter to avoid trading during low-volatility conditions. Using request.security(), it fetches ATR values from a specified timeframe (e.g., 1-minute ATR while trading on 5-minute charts). The filter compares current ATR to a user-defined minimum threshold: - If ATR ≥ threshold: Trading enabled - If ATR < threshold: No signals fire This prevents entries during dead zones where mean reversion is unreliable due to insufficient price movement. ### Take Profit Calculation: Two TP methods are available: **Fixed Points Mode**: - Long TP = Entry + (TP_Ticks × syminfo.mintick) - Short TP = Entry - (TP_Ticks × syminfo.mintick) **Channel Percentage Mode**: - Long TP = Entry + (ChannelRange × TP_Percent) - Short TP = Entry - (ChannelRange × TP_Percent) Default 50% targets the channel midline, a natural mean reversion target. Larger percentages aim for opposite channel edge. ### Stop Loss Placement: Stop losses are placed just outside the channel boundary by a user-defined tick offset: - Long SL = ChannelBottom - (SL_Offset_Ticks × syminfo.mintick) - Short SL = ChannelTop + (SL_Offset_Ticks × syminfo.mintick) This logic assumes channel breaks invalidate the mean reversion thesis. If price breaks through, the range is no longer valid and position exits. ### Trade Execution Logic: When entry conditions are met (price in zone, cooldown satisfied, ATR filter passed, no existing position): 1. Calculate entry price at zone boundary 2. Calculate TP and SL based on selected method 3. Execute strategy.entry() with calculated position size 4. Place strategy.exit() with TP limit and SL stop orders 5. Update info table with active trade details The strategy enforces one position at a time by checking strategy.position_size == 0 before entry. ### Channel Breakout Management: Channels are removed when price closes more than 10 ticks outside boundaries. This tolerance prevents premature channel deletion from minor breaks or wicks, allowing the mean reversion setup to persist through small boundary violations. ### Position Sizing System: Three methods calculate position size: **Fixed Contracts**: - Uses exact contract quantity specified in settings - Best for futures traders (e.g., "trade 2 NQ contracts") **Percentage of Equity**: - position_size = (strategy.equity × equity_pct / 100) / close - Dynamically scales with account growth **Cash Amount**: - position_size = cash_amount / close - Maintains consistent dollar exposure regardless of price ## INPUT PARAMETERS: ### Position Sizing: - **Position Size Type**: Choose Fixed Contracts, % of Equity, or Cash Amount - **Number of Contracts**: Fixed quantity per trade (1-1000) - **% of Equity**: Percentage of account to allocate (1-100%) - **Cash Amount**: Dollar value per position ($100+) ### Channel Settings: - **Nested Channels**: Allow multiple overlapping channels vs single channel - **Normalization Length**: Lookback for high/low calculation (1-500, default 100) - **Box Detection Length**: Period for volatility detection (1-100, default 14) ### Scalping Settings: - **Enable Long Scalps**: Toggle long entries on/off - **Enable Short Scalps**: Toggle short entries on/off - **Entry Zone % from Edge**: Size of entry zone (5-50%, default 20%) - **SL Offset (Ticks)**: Distance beyond channel for stop (1+, default 5) - **Cooldown Period (Bars)**: Minimum spacing between signals (0 = no cooldown) ### ATR Filter: - **Enable ATR Filter**: Toggle volatility filter on/off - **ATR Timeframe**: Source timeframe for ATR (1, 5, 15, 60 min, etc.) - **ATR Length**: Smoothing period (1-100, default 14) - **Min ATR Value**: Threshold for trade enablement (0.1+, default 10.0) ### Take Profit Settings: - **TP Method**: Choose Fixed Points or % of Channel - **TP Fixed (Ticks)**: Static distance in ticks (1+, default 30) - **TP % of Channel**: Dynamic target as channel percentage (10-100%, default 50%) ### Appearance: - **Show Entry Zones**: Toggle zone labels on channels - **Show Info Table**: Display real-time strategy status - **Table Position**: Corner placement (Top Left/Right, Bottom Left/Right) - **Color Settings**: Customize long/short/TP/SL colors ## VISUAL INDICATORS: - **Channel boxes** with semi-transparent fill showing consolidation zones - **Colored entry zones** labeled "LONG ZONE ▲" and "SHORT ZONE ▼" - **Entry signal arrows** below/above bars marking long/short entries - **Active TP/SL lines** with emoji labels (⊕ Entry, 🎯 TP, 🛑 SL) - **Info table** showing position status, channel state, last signal, entry/TP/SL prices, and ATR status ## HOW TO USE: ### For 1-3 Minute Scalping (NQ/ES): - ATR Timeframe: "1" (1-minute) - ATR Min Value: 10.0 (for NQ), adjust per instrument - Entry Zone %: 20-25% - TP Method: Fixed Points, 20-40 ticks - SL Offset: 5-10 ticks - Cooldown: 2-3 bars - Position Size: 1-2 contracts ### For 5-15 Minute Day Trading: - ATR Timeframe: "5" or match chart - ATR Min Value: Adjust to instrument (test 8-15 for NQ) - Entry Zone %: 20-30% - TP Method: % of Channel, 40-60% - SL Offset: 5-10 ticks - Cooldown: 3-5 bars - Position Size: Fixed contracts or 5-10% equity ### For 30-60 Minute Swing Scalping: - ATR Timeframe: "15" or "30" - ATR Min Value: Lower threshold for broader market - Entry Zone %: 25-35% - TP Method: % of Channel, 50-70% - SL Offset: 10-15 ticks - Cooldown: 5+ bars or disable - Position Size: % of equity recommended ## BACKTEST CONSIDERATIONS: - Strategy performs best in ranging, mean-reverting markets - Strong trending markets produce more stop losses as price breaks channels - ATR filter significantly reduces trade count but improves quality during low volatility - Cooldown period trades signal quantity for signal quality - Commission and slippage materially impact sub-5-minute timeframe performance - Shorter timeframes require tighter entry zones (15-20%) to catch quick reversions - % of Channel TP adapts better to varying channel sizes than fixed points - Fixed contract sizing recommended for consistent risk per trade in futures **Backtesting Parameters Used**: This strategy was developed and tested using realistic commission and slippage values to provide accurate performance expectations. Recommended settings: Commission of $1.40 per side (typical for NQ futures through discount brokers), slippage of 2 ticks to account for execution delays on fast-moving scalp entries. These values reflect real-world trading costs that active scalpers will encounter. Backtest results without proper cost simulation will significantly overstate profitability. ## COMPATIBLE MARKETS: Works on any instrument with price data including stock indices (NQ, ES, YM, RTY), individual stocks, forex pairs (EUR/USD, GBP/USD), cryptocurrency (BTC, ETH), and commodities. Volume-based features require data feed with volume information but are optional for core functionality. ## KNOWN LIMITATIONS: - Immediate touch entry can fire multiple times in choppy zones without adequate cooldown - Channel deletion at 10-tick breaks may be too aggressive or lenient depending on instrument tick size - ATR filter from lower timeframes requires higher-tier TradingView subscription (request.security limitation) - Mean reversion logic fails in strong breakout scenarios leading to stop loss hits - Position sizing via % of equity or cash amount calculates based on close price, may differ from actual fill price - No partial closing capability - full position exits at TP or SL only - Strategy does not account for gap openings or overnight holds ## RISK DISCLOSURE: Trading involves substantial risk of loss. Past performance does not guarantee future results. This strategy is for educational purposes and backtesting only. Mean reversion strategies can experience extended drawdowns during trending markets. Stop losses may not fill at intended levels during extreme volatility or gaps. Thoroughly test on historical data and paper trade before risking real capital. Use appropriate position sizing and never risk more than you can afford to lose. Consider consulting a licensed financial advisor before making trading decisions. Automated trading systems can malfunction - monitor all live positions actively. ## ACKNOWLEDGMENT & CREDITS: This strategy is built upon the channel detection methodology created by **AlgoAlpha** in the "Smart Money Breakout Channels" indicator. Full credit and appreciation to AlgoAlpha for pioneering the normalized volatility approach to identifying consolidation patterns. The core channel formation logic using normalized price standard deviation is AlgoAlpha's original contribution to the TradingView community. Enhancements to the original concept include: mean reversion entry logic (vs breakout), immediate touch-based signals, multi-timeframe ATR volatility filtering, flexible position sizing (fixed/percentage/cash), cooldown period filtering, dual TP methods (fixed points vs channel percentage), automated strategy execution with exit management, and real-time position monitoring table.
Strategi Pine Script®
oleh TradeManager_PRO