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Institutional PointOverview Institutional Point is a sophisticated data-mining indicator designed to identify and track "institutional footprints" by isolating the single candle with the highest volume relative to a specific time anchor. Unlike traditional volume profiles that aggregate data into price bins, this script pinpoints the exact temporal origin of massive liquidity injections. Core Methodology The script operates on a multi-timeframe analysis engine (MTF). It scans sub-chart data (2-minute or 15-minute intervals) to find the absolute maximum volume peak within a defined period. Once the "Institutional Point" is identified: Source Identification: The origin candle is highlighted in white, signaling a high-conviction entry or exit by large-scale market participants. Zone Projection: A borderless "Institutional Zone" is projected forward from the spike’s high/low range. Dynamic Interaction: The zone remains active until the price revisits the area (mitigation) or until the time-based expiration is reached. Anchor Modes & Precision 8-Hour Cycle: Optimized for high-frequency scalping. Anchors reset at 00:00, 08:00, and 16:00. Utilizes ultra-precise 2-minute volume detection. Daily Session: Designed for intraday and swing traders. Anchors to the Daily Open. Utilizes 2-minute volume detection to isolate precise institutional orders. Weekly Cycle: Built for identifying major structural pivots. Anchors to the Weekly Open. Utilizes 15-minute volume detection for macro-liquidity analysis. Key Features Naked Level Tracking: Zones automatically stop extending the moment they are "hit" by price action, providing a clean visual of unmitigated liquidity. Anti-Noise Filter: Automatically excludes Saturday and Sunday data to maintain statistical integrity across global markets. Minimalist Interface: High-contrast visual design focused on scannability and professional chart aesthetics. Use Cases Data Science & Backtesting: Ideal for measuring the "Z-Score" or "Percentile Distance" from institutional peaks. Supply & Demand Trading: Automated identification of the "Origin of the Move." Magnet Analysis: Tracking "Naked" volume spikes as high-probability magnets for future price mean reversion.
Indikator Pine Script®
oleh AlchimistOfCrypto
Smart Trader,Episode 1, by Ata Sabanci | Unified Matrix⚠️ **CRITICAL: READ BEFORE USING** ⚠️ This strategy is **100% VOLUME-BASED** and requires **Lower Timeframe (LTF) intrabar data** for accurate calculations. Please understand the following limitations before using: **📊 DATA ACCURACY LEVELS:** • **1T (Tick)** — Most accurate, real volume distribution per tick • **1S (1 Second)** — Reasonably accurate approximation • **15S (15 Seconds)** — Good approximation, longer historical data available • **1M (1 Minute)** — Rough approximation, maximum historical data range **⚠️ BACKTEST & REPLAY LIMITATIONS:** • TradingView's Strategy Tester uses historical LTF data which may be limited depending on your subscription plan • Replay mode results may differ from live trading due to data availability • For longer backtest periods, use higher LTF settings (15S or 1M) • Not all symbols/exchanges support tick-level data • Crypto and Forex typically have better LTF data availability than stocks **💡 A NOTE ON TOOLS:** Successful trading requires proper tools. Higher TradingView plans provide access to more historical intrabar data, which directly impacts the accuracy of volume-based calculations. More precise volume data leads to more reliable signals. Consider this when evaluating your trading infrastructure. **WHY "EPISODE 1"?** This strategy is titled "Episode 1" because it focuses exclusively on **Highest Buyers (HB)** — a single but powerful concept in volume analysis. **The Philosophy:** A single high-volume buying event can tell us a story about market psychology: • Where did the biggest buyers enter? • How much of their power remains? • Are sellers consuming their advantage? • At what rate is the balance shifting? By focusing on just ONE aspect of volume analysis, traders can deeply understand how a buying surge affects future price action before moving to more complex multi-factor analysis. **The Reality:** This script alone is approximately **2000 lines of code** — and it only analyzes buyers. A comprehensive system covering all aspects (sellers, combined analysis, multi-timeframe correlation) would be significantly larger and computationally heavier. Breaking this into focused modules allows for: • Deeper understanding of each component • Lighter, more responsive scripts • Educational progression from simple to complex **OVERVIEW** Smart Trader EP1 is a volume-based trading strategy that tracks the balance of power between buyers and sellers through the lens of the **Highest Buyers event**. Unlike traditional indicators that rely on price patterns or mathematical formulas, this strategy analyzes *actual volume flow* to identify who is in control of the market. The core philosophy is simple: **markets move when one side (buyers or sellers) exhausts their power while the opposing side accumulates strength.** By measuring this power shift in real-time, the strategy identifies high-probability entry and exit points. **HOW IT WORKS** **1. Volume Engine** The strategy splits each candle's volume into buying volume and selling volume using intrabar data. In *Intrabar (Precise)* mode, it uses actual tick-by-tick or second-by-second data to calculate the exact buy/sell distribution. In *Geometry* mode, it approximates based on candle structure (close position within the range). **2. Event Detection** Within the lookback window, the strategy identifies key events: • **HB (Highest Buyers)** — The candle with maximum buying volume (potential resistance when exhausted) • **HS (Highest Sellers)** — The candle with maximum selling volume (potential support when exhausted) • **LB (Lowest Buyers)** — The candle with minimum buying volume (buyer absence) • **LS (Lowest Sellers)** — The candle with minimum selling volume (seller absence) These events create dynamic support and resistance levels based on actual volume, not arbitrary price levels. **3. Power Tracking (Attrition Model)** For the Highest Buyers event (HB), the strategy tracks: • **Start Power (X)** — The initial buying volume at the HB event • **Consumed Power (Y)** — How much selling volume has accumulated since the event • **Remaining Power (Z)** — Start Power minus Consumed Power (X - Y) • **Opponent Dominance** — When Remaining Power goes negative (Z < 0), sellers have overtaken buyers Think of it like a battle: buyers establish a position (HB), and sellers gradually consume their power. When buyers' power is exhausted (Remaining Power ≤ 0), sellers have taken control. **4. Depletion Markers** Visual markers appear on the chart when power reaches critical thresholds: • **🔋** — Buyers consumed 100% (Remaining = 0) • **🚨** — Buyers consumed 200% (Opponent Dominance = 100%) • **🪫** — Sellers consumed 100% • **⚠️** — Sellers consumed 200% **5. Cumulative Delta** Beyond tracking power at specific events, the strategy calculates the cumulative buy volume minus sell volume since the HB event. This shows the *net flow* of money: • **Positive Delta** — More buying than selling since HB (bullish pressure) • **Negative Delta** — More selling than buying since HB (bearish pressure) **6. Trend Channel** A 5-point linear regression channel identifies the current trend: • **UPTREND** — Both upper and lower channel lines slope upward • **DOWNTREND** — Both lines slope downward • **RANGING** — Mixed or flat slopes The strategy also tracks where the HB event occurred within this channel (TOP, UPPER, MIDDLE, LOWER, BOTTOM) to contextualize the signal. **7. Nearest Event Analysis** The strategy identifies which event is closest to the current candle and analyzes the price action *after* that event: • How many bullish vs bearish candles followed? • Does post-event momentum confirm or contradict the event type? This prevents false signals when, for example, a bearish event occurs but is immediately followed by strong bullish candles. **SIGNAL LOGIC** **🟢 LONG Signal Conditions:** • Uptrend with positive cumulative delta and buyers accumulating • At channel bottom/lower with strong buyer power remaining • After a bearish event (HS) with bullish post-event momentum (reversal signal) • Ranging market with positive delta and strong power **🔴 SHORT Signal Conditions:** • Downtrend with negative cumulative delta and sellers in control • Opponent Dominance (buyer power exhausted) with bearish momentum • Buyer Trap: HB at TOP in uptrend but power exhausted and delta negative • After a bullish event (HB) with bearish post-event momentum (trap signal) **⏳ NO_TRADE Conditions:** • Conflicting signals (e.g., bearish event but bullish post-momentum) • Ranging market without clear direction • Mixed power readings • Price position contradicts signal direction **STRATEGY EXECUTION** **Entry Rules:** • Enter LONG when signal is "LONG" and conditions are valid • Enter SHORT when signal is "SHORT" and conditions are valid • **Pyramid**: Up to 2 entries allowed in the same direction (configurable) • Each entry uses 10% of equity by default • Only one entry per confirmed candle (prevents multiple fills) **Stop Loss (Event Line Based):** • **LONG positions**: Stop Loss placed below the HS line (seller support level) • **SHORT positions**: Stop Loss placed above the HB line (buyer resistance level) • A small buffer percentage is added to prevent premature stops **Take Profit (Event Line Based):** • **LONG positions**: Take Profit near the HB line (buyer resistance target) • **SHORT positions**: Take Profit near the HS line (seller support target) • A small buffer percentage ensures realistic fill expectations **Exit Rules:** • Exit LONG when signal changes to SHORT • Exit SHORT when signal changes to LONG • **NO_TRADE signal = HOLD** (do not exit, wait for clear direction) • SL/TP orders remain active regardless of signal changes **SETTINGS GUIDE** **⚙️ General Settings:** • *Calculation Method* — Choose between Intrabar (Precise) or Geometry (approximation) • *Intrabar Resolution* — LTF for volume data (1T, 1S, 15S, 1M) • *Lookback Length* — Window for scanning events (10-150 bars) • *Timezone Offset* — Adjust clock display to your local time **📊 Matrix Display Settings:** • *Show Unified Matrix* — Toggle the information dashboard • *Show Event Lines* — Toggle horizontal lines at event prices • *Panel Size/Position* — Customize dashboard appearance • *Projection Bars* — Extend event lines into the future • *Depletion Threshold* — Percentage for depletion markers (default: 100%) **🏷️ Rank Labels Settings:** • *Show Rank Labels (HB/HS)* — Display labels on highest volume candles • *Show Low Labels (LB/LS)* — Display labels on lowest volume candles • *Ranks Count* — Number of rankings to display (1-5) **📐 Trend Channel Settings:** • *Show Trend Channel* — Toggle the 5-point regression channel • *Line Color/Fill/Width/Style* — Customize channel appearance **🎯 Trade Signal Settings:** • *Long: Min Remaining Power %* — Minimum buyer power for LONG signal (default: 50%) • *Short: Max Remaining Power %* — Maximum power for SHORT signal (default: 30%) • *Opponent Dominance Threshold* — When to consider power "exhausted" (default: 0%) • *Max Decay Angle* — Maximum consumption rate for valid entries (default: 60°) **📈 Strategy Execution Settings:** • *Enable Strategy* — Turn automatic trading on/off • *Allow LONG/SHORT* — Enable or disable specific directions • *Max Pyramid Entries* — Maximum entries in same direction (1-3) • *SL Buffer %* — Distance below/above event line for stop loss (default: 0.15%) • *TP Buffer %* — Distance from event line for take profit (default: 0.05%) **VISUAL ELEMENTS** **Chart Labels:** • **#1 HB** — Highest Buyers (rank label on candle high) • **#1 HS** — Highest Sellers (rank label on candle low) • **#1 LB** — Lowest Buyers (rank label on candle high) • **#1 LS** — Lowest Sellers (rank label on candle low) • **🔋 / 🚨** — Buyer power depletion markers • **🪫 / ⚠️** — Seller power depletion markers **Event Lines:** • **Blue horizontal lines** — HB price levels (buyer entry points) • **Red horizontal lines** — HS price levels (seller entry points) • **Cyan lines** — LB price levels • **Orange lines** — LS price levels • **Dashed extensions** — Projected levels into future bars **Trend Channel:** • **Orange lines** — Upper and lower channel boundaries (5-point regression) • **Orange fill** — Channel area (90% transparency) **Matrix Dashboard (6 rows):** • Row 1: Header with symbol, LTF setting, and local clock • Row 2: Volume snapshot (Total, Buy, Sell, Delta) • Row 3: Column headers • Row 4: Highest Buyers data (Age, Start Power, Consumed, Remaining, Decay, ETA) • Row 5: Highest Sellers data • Row 6: Signal Evaluation (Trend, Zone, Nearest Event, Signal, Reason) **Strategy Markers:** • **Green triangle up** — LONG entry • **Red triangle down** — SHORT entry • **Faded triangles** — Pyramid entries • **Colored lines** — SL (red) and TP (green) levels when in position **BEST PRACTICES** **For Maximum Accuracy:** 1. Use **1T (tick)** or **1S** intrabar resolution when available 2. Trade liquid markets with good volume data (crypto majors, forex majors, high-volume stocks) 3. Use smaller lookback length (20-30) to ensure all bars have valid LTF data 4. Monitor the "Intrabar Valid Bars" counter in the matrix header 5. If you see data warnings, reduce lookback or increase LTF resolution **For Longer Backtests:** 1. Use **15S or 1M** intrabar resolution for more historical data 2. Increase lookback length if needed 3. Understand that accuracy decreases with higher LTF settings 4. Consider using Geometry mode for very long backtests (approximation but always available) **Understanding the Signals:** • Pay attention to the signal *reasoning* shown in the matrix — it explains WHY • **NO_TRADE** means the system sees conflicting factors — respect this caution • Event lines act as dynamic S/R — they update as new volume events occur • Cumulative Delta (Δ) often provides early warning of trend changes **Risk Management:** • The default 10% per entry with max 2 pyramids = 20% maximum exposure • Event-line-based SL/TP provides logical levels based on actual volume events • Always verify signals with your own analysis before trading **INTERPRETING THE MATRIX** **Power Status Examples:** • *Remaining Power: 75%* — Buyers still have most of their strength • *Remaining Power: 25%* — Buyers nearly exhausted, watch for reversal • *Opponent Dominance: -50%* — Sellers have consumed 150% of buyer power (strong bearish) **Decay Angle:** • *Low angle (0-30°)* — Slow consumption, power lasting longer • *High angle (60-90°)* — Rapid consumption, expect quick exhaustion **ETA to Parity:** • Shows estimated bars until Remaining Power reaches zero • *"Overtaken"* with 🚨 means sellers have already dominated **LIMITATIONS & DISCLAIMER** **Technical Limitations:** • Requires sufficient historical LTF data (varies by TradingView plan and symbol) • Intrabar (Precise) mode may show invalid data warnings on symbols with limited history • Strategy tester may not have access to the same LTF data as live trading • Maximum 500 lines and 500 labels (TradingView platform limits) **Important Notes:** • This strategy focuses on **Highest Buyers only** — it does not analyze all market factors • Past performance does not guarantee future results • Volume data quality varies significantly between symbols and exchanges • The strategy's signals are analytical tools, not trading recommendations **Risk Disclaimer:** This strategy is provided for **educational and informational purposes only**. Trading involves substantial risk of loss and is not suitable for all investors. • Always use proper risk management • Never risk more than you can afford to lose • Backtest results may differ significantly from live trading • You are solely responsible for your trading decisions **TECHNICAL SPECIFICATIONS** • Pine Script Version: 6 • Calculation: calc_on_every_tick=true, use_bar_magnifier=true • Default Capital: 10,000 • Default Position Size: 10% of equity • Maximum Lines: 500 • Maximum Labels: 500 • External Library: TradingView/ta/10 (for requestUpAndDownVolume) *Smart Trader EP1 — Understanding Volume, One Event at a Time*
Strategi Pine Script®
oleh ata_sabanci
8
FVG Scanner CareCA Fair Value Gap detection indicator that identifies institutional order flow imbalances by highlighting price gaps where buyers or sellers overwhelmingly dominated. It marks bullish FVGs (green gaps where buyers controlled) and bearish FVGs (red gaps where sellers controlled), providing clear visual zones for potential support/resistance retests and institutional entry points. Perfect for identifying smart money footprints and combining with other indicators to find high-probability reversal zones during scalping.
Indikator Pine Script®
oleh CareExtended
FVG Scanner CareCA Fair Value Gap detection indicator that identifies institutional order flow imbalances by highlighting price gaps where buyers or sellers overwhelmingly dominated. It marks bullish FVGs (green gaps where buyers controlled) and bearish FVGs (red gaps where sellers controlled), providing clear visual zones for potential support/resistance retests and institutional entry points. Perfect for identifying smart money footprints and combining with other indicators to find high-probability reversal zones during scalping.
Indikator Pine Script®
oleh CareExtended
Smart OBV StrategyThe Smart OBV Strategy is a comprehensive volume-momentum tool designed to identify high-probability trend entries while filtering out market noise. By combining classic On-Balance Volume (OBV) with multi-layered price filters, ADX-based "Anti-Chop" detection, and a fixed pivot-to-pivot divergence engine, this script provides a clear view of where "Smart Money" is moving. Unlike standard OBV indicators, this version categorizes signals based on risk and trend alignment, helping traders distinguish between a trend-continuation trade and a counter-trend scalp.
Indikator Pine Script®
oleh alex_ap1
CVD Flow Labels for Sessions Ranges [AMT Edition]CVD Flow Labels for Session Ranges Description: This script provides a session-aware Cumulative Volume Delta (CVD) analysis designed to enhance the “Session Ranges ” framework by combining price extremes with detailed volume flow dynamics. Unlike generic trend or scalping indicators, this tool focuses on identifying aggressive buying and selling pressure, distinguishing between absorption (failed auctions where aggressive flows are rejected) and acceptance (confirmed continuation of flows). How it works: CVD Calculation: The script calculates delta for each bar using a choice of Total, Periodic, or EMA-based cumulative methods. Delta represents the net difference between estimated buying and selling volume per bar. Normalization: By normalizing delta relative to recent volatility, it highlights extreme flows that are statistically significant, making large shifts in market sentiment easier to spot. Session-Specific Analysis: The indicator separates Asia, London, and New York sessions to allow context-sensitive interpretation of price and volume interactions. Each session’s extremes are monitored, and flow labels are plotted relative to these extremes. Flow Labels: Bullish and bearish absorption (“ABS”) and acceptance (“ACC WEAK/STRONG”) labels provide immediate visual cues about whether aggressive flows are being absorbed or accepted at key price levels. Alerts: Configurable alerts trigger when absorption or acceptance occurs, supporting active trading or strategy automation. Originality & Usefulness: This script is original because it integrates volume-based auction theory with session-specific market structure, rather than simply showing trend or scalping signals. By combining CVD dynamics with session extreme levels from the “Session Ranges ” script, traders can: Identify where price is likely to be accepted or rejected. Confirm aggressive buying or selling flows before entering trades. Time entries near session extremes with higher probability setups. How to use: Apply the “Session Ranges ” to see session highs, lows, and interaction lines. Use this CVD Flow Labels script to visualize absorption and acceptance at these session levels. Enter trades based on alignment of session extremes and flow signals: Absorption at a session extreme may indicate a potential reversal. Acceptance suggests continuation in the direction of the flow. Alerts can help manage trades without constant screen monitoring. This tool is designed to give traders a structured, session-based view of market auctions, providing actionable insights that go beyond typical trend-following or scalping methods. It emphasizes flow analysis and statistical extremes, enabling traders to make more informed decisions grounded in market microstructure.
Indikator Pine Script®
oleh samb817
3
Price Log Regression (by Currency)1. Introduction This indicator draws a logarithmic regression line directly on top of the price candles, showing the long‑term “average” growth path of any asset in the currency you select (for example USD). It is inspired by popular log‑regression studies used on assets like Bitcoin, where price is transformed to a log scale and a straight regression line is used to visualize macro trends and diminishing returns over time. 2. Key Features - Currency‑aware trend line : Before calculating the regression, the script converts the asset’s price into the chosen currency, so the line represents the trend of “price in USD”, not just the original quote on the chart. - Logarithmic regression : The script takes the logarithm (base 10) of the converted price, applies a linear regression to that log series, and then converts the result back to normal price; this produces a smooth line that follows the exponential character of many long‑term price moves. - On‑chart overlay : Only the regression line is plotted and `overlay` is enabled, so the line appears directly over your existing candles, keeping the chart clean and making it easy to compare current price versus its long‑term log‑trend in the selected currency. 3. How to Use - Add the script to any symbol and timeframe, then choose the Currency input (for example set it to “USD” if you want to see the trend of that asset measured in Dolars). - Adjust the Regression length input: longer lengths give a slower, smoother macro line, while shorter lengths react more to recent price action; use what best matches the horizon you are analysing. - Read the line as an analytical tool, not as guaranteed support or resistance: if price is far above the line, it may indicate an extended move relative to its long‑term path in that currency; if it is far below, it may indicate a cheaper zone relative to that same path, always remembering that this is educational analysis and not financial advice. Note: This indicator focuses on long‑term logarithmic trends rather than short‑term noise, it is best suited for longer‑horizon approaches such as swing trading and position trading, rather than intraday scalping.
Indikator Pine Script®
oleh destrobr0685
HMA 9/50 Crossover + RSI 50 Filter1. The Core Indicators HMA 9 (Fast): Acts as the primary trigger line. Its unique calculation minimizes lag compared to standard moving averages, allowing for faster entries. HMA 50 (Slow): Defines the medium-term trend direction and acts as the "anchor" for crossover signals. RSI 14: Serves as a "momentum gate." Instead of traditional overbought/oversold levels, we use the 50 midline to confirm that the directional strength supports the crossover. 2. Entry Conditions Long Entry: Triggered when the HMA 9 crosses above the HMA 50 AND the RSI is greater than 50. Short Entry: Triggered when the HMA 9 crosses below the HMA 50 AND the RSI is less than 50. 3. Execution & Reversal This strategy is currently configured as an Always-in-the-Market system. A "Long" position is automatically closed when a "Short" signal is triggered. To prevent "pyramiding" (buying multiple positions in one direction), the script checks the current position_size before opening new entries. How to Use Timeframe: Optimized for 3-minute (3m) candles but can be tuned for 1m to 15m scalping. Settings: Use the Inputs panel to adjust HMA lengths based on the volatility of your specific asset (e.g., shorter for stable stocks, longer for volatile crypto). Visuals: Aqua Line: HMA 9 Orange Line: HMA 50 Green Background: Bullish RSI Momentum (> 50) Red Background: Bearish RSI Momentum (< 50) Risk Disclosure Whipsaws: This strategy is likely to underperform in sideways markets. Backtesting: Past performance does not guarantee future results. Always test this strategy in the Strategy Tester with appropriate commission and slippage settings before live use.
Strategi Pine Script®
oleh justincheong06
CryptoFlux Dynamo [JOAT]CryptoFlux Dynamo: Velocity Scalping Strategy WHAT THIS STRATEGY IS CryptoFlux Dynamo is an open-source Pine Script v6 strategy designed for momentum-based scalping on cryptocurrency perpetual futures. It combines multiple technical analysis methods into a unified system that adapts its behavior based on current market volatility conditions. This script is published open-source so you can read, understand, and modify the complete logic. The description below explains everything the strategy does so that traders who cannot read Pine Script can fully understand how it works before using it. HOW THIS STRATEGY IS ORIGINAL AND WHY THE INDICATORS ARE COMBINED This strategy uses well-known indicators (MACD, EMA, RSI, MFI, Bollinger Bands, Keltner Channels, ATR). The originality is not in the individual indicators themselves, but in the specific way they are integrated into a regime-adaptive system. Here is the detailed justification for why these components are combined and how they work together: The Problem Being Solved: Standard indicator-based strategies use fixed thresholds. For example, a typical MACD strategy might enter when the histogram crosses above zero. However, in cryptocurrency markets, volatility changes dramatically throughout the day and week. A MACD crossover during a low-volatility consolidation period has very different implications than the same crossover during a high-volatility trending period. Using the same entry thresholds and stop distances in both conditions leads to either: Too many false signals during consolidation (if thresholds are loose) Missing valid opportunities during expansion (if thresholds are tight) Stops that are too tight during volatility spikes (causing premature exits) Stops that are too wide during compression (giving back profits) The Solution Approach: This strategy first classifies the current volatility regime using normalized ATR (ATR as a percentage of price), then dynamically adjusts ALL other parameters based on that classification. This creates a context-aware system rather than a static threshold comparison. How Each Component Contributes to the System: ATR-Based Regime Classification (The Foundation) The strategy calculates ATR over 21 periods, smooths it with a 13-period EMA to reduce noise from wicks, then divides by price to get a normalized percentage. This ATR% is classified into three regimes: - Compression (ATR% < 0.8%): Market is consolidating, breakouts are more likely but false signals are common - Expansion (ATR% 0.8% - 1.6%): Normal trending conditions - Velocity (ATR% > 1.6%): High volatility, larger moves but also larger adverse excursions This regime classification then controls stop distances, profit targets, trailing stop offsets, and signal strength requirements. The regime acts as a "meta-parameter" that tunes the entire system. EMA Ribbon (8/21/34) - Trend Structure Detection The three EMAs establish trend direction and structure. When EMA 8 > EMA 21 > EMA 34, the trend structure is bullish. The slope of the middle EMA (21) is calculated over 8 bars and converted to degrees using arctangent. This slope measurement quantifies trend strength, not just direction. Why these specific periods? The 8/21/34 sequence follows Fibonacci-like spacing and provides good separation on 5-minute cryptocurrency charts. The fast EMA (8) responds to immediate price action, the mid EMA (21) represents the short-term trend, and the slow EMA (34) acts as a trend filter. The EMA ribbon works with the regime classification: during compression regimes, the strategy requires stronger ribbon alignment before entry because false breakouts are more common. MACD (8/21/5) - Momentum Measurement The MACD uses faster parameters (8/21/5) than the standard (12/26/9) because cryptocurrency markets move faster than traditional markets. The histogram is smoothed with a 5-period EMA to reduce noise. The key innovation is the adaptive histogram baseline. Instead of using a fixed threshold, the strategy calculates a rolling baseline from the smoothed absolute histogram value, then multiplies by a sensitivity factor (1.15). This means the threshold for "significant momentum" automatically adjusts based on recent momentum levels. The MACD works with the regime classification: during velocity regimes, the histogram baseline is effectively higher because recent momentum has been stronger, preventing entries on relatively weak momentum. RSI (21 period) and MFI (21 period) - Independent Momentum Confirmation RSI measures momentum using price changes only. MFI (Money Flow Index) measures momentum using price AND volume. By requiring both to confirm, the strategy filters out price moves that lack volume support. The 21-period length is longer than typical (14) to reduce noise on 5-minute charts. The trigger threshold (55 for longs, 45 for shorts) is slightly offset from 50 to require momentum in the trade direction, not just neutral readings. These indicators work together: a signal requires RSI > 55 AND MFI > 55 for longs. This dual confirmation reduces false signals from price manipulation or low-volume moves. Bollinger Bands (1.5 mult) and Keltner Channels (1.8 mult) - Squeeze Detection When Bollinger Bands contract inside Keltner Channels, volatility is compressing and a breakout is likely. This is the "squeeze" condition. When the bands expand back outside the channels, the squeeze "releases." The strategy uses a 1.5 multiplier for Bollinger Bands (tighter than standard 2.0) and 1.8 for Keltner Channels. These values were chosen to identify meaningful squeezes on 5-minute cryptocurrency charts without triggering too frequently. The squeeze detection works with the regime classification: squeeze releases during compression regimes receive additional signal strength points because breakouts from consolidation are more significant. Volume Impulse Detection - Institutional Participation Filter The strategy calculates a volume baseline (34-period SMA) and standard deviation. A "volume impulse" is detected when current volume exceeds the baseline by 1.15x OR when the volume z-score exceeds 0.5. This filter ensures entries occur when there is meaningful market participation, not during low-volume periods where price moves are less reliable. Volume impulse is required for all entries and adds points to the composite signal strength score. Cycle Oscillator - Trend Alignment Filter The strategy calculates a 55-period EMA as a cycle basis, then measures price deviation from this basis as a percentage. When price is more than 0.15% above the cycle basis, the cycle is bullish. When more than 0.15% below, the cycle is bearish. This filter prevents counter-trend entries. Long signals require bullish cycle alignment; short signals require bearish cycle alignment. BTC Dominance Filter (Optional) - Market Regime Filter The strategy can optionally use BTC.D (Bitcoin Dominance) as a market regime filter. When BTC dominance is rising (slope > 0.12), the market is in "risk-off" mode and long entries on altcoins are filtered. When dominance is falling (slope < -0.12), short entries are filtered. This filter is optional because the BTC.D data feed may lag during low-liquidity periods. How The Components Work Together (The Mashup Justification): The strategy uses a composite scoring system where each signal pathway contributes points: Trend Break pathway (30 points): Requires EMA ribbon alignment + positive slope + price breaks above recent structure high Momentum Surge pathway (30 points): Requires MACD histogram > adaptive baseline + MACD line > signal + RSI > 55 + MFI > 55 + volume impulse Squeeze Release pathway (25 points): Requires BB inside KC (squeeze) then release + momentum bias + histogram confirmation Micro Pullback pathway (15 points): Requires shallow retracement to fast EMA within established trend + histogram confirmation + volume impulse Additional modifiers: +5 points if volume impulse is present, -5 if absent +5 points in velocity regime, -2 in compression regime +5 points if cycle is aligned, -5 if counter-trend A trade only executes when the composite score reaches the minimum threshold (default 55) AND all filters agree (session, cycle bias, BTC dominance if enabled). This scoring system is the core innovation: instead of requiring ALL conditions to be true (which would generate very few signals) or ANY condition to be true (which would generate too many false signals), the strategy requires ENOUGH conditions to be true, with different conditions contributing different weights based on their reliability. HOW THE STRATEGY CALCULATES ENTRIES AND EXITS Entry Logic: 1. Calculate current volatility regime from ATR% 2. Calculate all indicator values (MACD, EMA, RSI, MFI, squeeze, volume) 3. Evaluate each signal pathway and sum points 4. Check all filters (session, cycle, dominance, kill switch) 5. If composite score >= 55 AND all filters pass, generate entry signal 6. Calculate position size based on risk per trade and regime-adjusted stop distance 7. Execute entry with regime name as comment Position Sizing Formula: RiskCapital = Equity * (0.65 / 100) StopDistance = ATR * StopMultiplier(regime) RawQuantity = RiskCapital / StopDistance MaxQuantity = Equity * (12 / 100) / Price Quantity = min(RawQuantity, MaxQuantity) Quantity = round(Quantity / 0.001) * 0.001 This ensures each trade risks approximately 0.65% of equity regardless of volatility, while capping total exposure at 12% of equity. Stop Loss Calculation: Stop distance is ATR multiplied by a regime-specific multiplier: Compression regime: 1.05x ATR (tighter stops because moves are smaller) Expansion regime: 1.55x ATR (standard stops) Velocity regime: 2.1x ATR (wider stops to avoid premature exits during volatility) Take Profit Calculation: Target distance is ATR multiplied by regime-specific multiplier and base risk/reward: Compression regime: 1.6x ATR * 1.8 base R:R * 0.9 regime bonus = approximately 2.6x ATR Expansion regime: 2.05x ATR * 1.8 base R:R * 1.0 regime bonus = approximately 3.7x ATR Velocity regime: 2.8x ATR * 1.8 base R:R * 1.15 regime bonus = approximately 5.8x ATR Trailing Stop Logic: When adaptive trailing is enabled, the strategy calculates a trailing offset based on ATR and regime: Compression regime: 1.1x base offset (looser trailing to avoid noise) Expansion regime: 1.0x base offset (standard) Velocity regime: 0.8x base offset (tighter trailing to lock in profits during fast moves) The trailing stop only activates when it would be tighter than the initial stop. Momentum Fail-Safe Exits: The strategy closes positions early if momentum reverses: Long positions close if MACD histogram turns negative OR EMA ribbon structure breaks (fast EMA crosses below mid EMA) Short positions close if MACD histogram turns positive OR EMA ribbon structure breaks This prevents holding through momentum reversals even if stop loss hasn't been hit. Kill Switch: If maximum drawdown exceeds 6.5%, the strategy disables new entries until manually reset. This prevents continued trading during adverse conditions. HOW TO USE THIS STRATEGY Step 1: Apply to Chart Use a 5-minute chart of a high-liquidity cryptocurrency perpetual (BTC/USDT, ETH/USDT recommended) Ensure at least 200 bars of history are loaded for indicator stabilization Use standard candlestick charts only (not Heikin Ashi, Renko, or other non-standard types) Step 2: Understand the Visual Elements EMA Ribbon: Three lines (8/21/34 periods) showing trend structure. Bullish when stacked upward, bearish when stacked downward. Background Color: Shows current volatility regime - Indigo/dark blue = Compression (low volatility) - Purple = Expansion (normal volatility) - Magenta/pink = Velocity (high volatility) Bar Colors: Reflect signal strength divergence. Brighter colors indicate stronger directional bias. Triangle Markers: Entry signals. Up triangles below bars = long entry. Down triangles above bars = short entry. Dashboard (top-right): Real-time display of regime, ATR%, signal strengths, position status, stops, targets, and risk metrics. Step 3: Interpret the Dashboard Regime: Current volatility classification (Compression/Expansion/Velocity) ATR%: Normalized volatility as percentage of price Long/Short Strength: Current composite signal scores (0-100) Cycle Osc: Price deviation from 55-period EMA as percentage Dominance: BTC.D slope and filter status Position: Current position direction or "Flat" Stop/Target: Current stop loss and take profit levels Kill Switch: Status of drawdown protection Volume Z: Current volume z-score Impulse: Whether volume impulse condition is met Step 4: Adjust Parameters for Your Needs For more conservative trading: Increase "Minimum Composite Signal Strength" to 65 or higher For more aggressive trading: Decrease to 50 (but expect more false signals) For higher timeframes (15m+): Increase "Structure Break Window" to 12-15, increase "RSI Momentum Trigger" to 58 For lower liquidity pairs: Increase "Volume Impulse Multiplier" to 1.3, increase slippage in strategy properties To disable short selling: Uncheck "Enable Short Structure" To disable BTC dominance filter: Uncheck "BTC Dominance Confirmation" STRATEGY PROPERTIES (BACKTEST SETTINGS) These are the exact settings used in the strategy's Properties dialog box. You must use these same settings when evaluating the backtest results shown in the publication: Initial Capital: $100,000 Justification: This amount is higher than typical retail accounts. I chose this value to demonstrate percentage-based returns that scale proportionally. The strategy uses percentage-based position sizing (0.65% risk per trade), so a $10,000 account would see the same percentage returns with 10x smaller position sizes. The absolute dollar amounts in the backtest should be interpreted as percentages of capital. Commission: 0.04% (commission_value = 0.04) Justification: This reflects typical perpetual futures exchange fees. Major exchanges charge between 0.02% (maker) and 0.075% (taker). The 0.04% value is a reasonable middle estimate. If your exchange charges different fees, adjust this value accordingly. Higher fees will reduce net profitability. Slippage: 1 tick Justification: This is conservative for liquid pairs like BTC/USDT on major exchanges during normal conditions. For less liquid altcoins or during high volatility, actual slippage may be higher. If you trade less liquid pairs, increase this value to 2-3 ticks for more realistic results. Pyramiding: 1 Justification: No position stacking. The strategy holds only one position at a time. This simplifies risk management and prevents overexposure. calc_on_every_tick: true Justification: The strategy evaluates on every price update, not just bar close. This is necessary for scalping timeframes where waiting for bar close would miss opportunities. Note that this setting means backtest results may differ slightly from bar-close-only evaluation. calc_on_order_fills: true Justification: The strategy recalculates immediately after order fills for faster response to position changes. RISK PER TRADE JUSTIFICATION The default risk per trade is 0.65% of equity. This is well within the TradingView guideline that "risking more than 5-10% on a trade is not typically considered viable." With the 12% maximum exposure cap, even if the strategy takes multiple consecutive losses, the total risk remains manageable. The kill switch at 6.5% drawdown provides additional protection by halting new entries during adverse conditions. The position sizing formula ensures that stop distance (which varies by regime) is accounted for, so actual risk per trade remains approximately 0.65% regardless of volatility conditions. SAMPLE SIZE CONSIDERATIONS For statistically meaningful backtest results, you should select a dataset that generates at least 100 trades. On 5-minute BTC/USDT charts, this typically requires: 2-3 months of data during normal market conditions 1-2 months during high-volatility periods 3-4 months during low-volatility consolidation periods The strategy's selectivity (requiring 55+ composite score plus all filters) means it generates fewer signals than less filtered approaches. If your backtest shows fewer than 100 trades, extend the date range or reduce the minimum signal strength threshold. Fewer than 100 trades produces statistically unreliable results. Win rate, profit factor, and other metrics can vary significantly with small sample sizes. STRATEGY DESIGN COMPROMISES AND LIMITATIONS Every strategy involves trade-offs. Here are the compromises made in this design and the limitations you should understand: Selectivity vs. Opportunity Trade-off The 55-point minimum threshold filters many potential trades. This reduces false signals but also misses valid setups that don't meet all criteria. Lowering the threshold increases trade frequency but decreases win rate. There is no "correct" threshold; it depends on your preference for fewer higher-quality signals vs. more signals with lower individual quality. Regime Classification Lag The ATR-based regime detection uses historical data (21 periods + 13-period smoothing). It cannot predict sudden volatility spikes. During flash crashes or black swan events, the strategy may be classified in the wrong regime for several bars before the classification updates. This is an inherent limitation of any lagging indicator. Indicator Parameter Sensitivity The default parameters (MACD 8/21/5, EMA 8/21/34, RSI 21, etc.) are tuned for BTC/ETH perpetuals on 5-minute charts during 2024 market conditions. Different assets, timeframes, or market regimes may require different parameters. There is no guarantee that parameters optimized on historical data will perform similarly in the future. BTC Dominance Filter Limitations The CRYPTOCAP:BTC.D data feed may lag during low-liquidity periods or weekends. The dominance slope calculation uses a 5-bar SMA, adding additional delay. If you notice the filter behaving unexpectedly, consider disabling it. Backtest vs. Live Execution Differences TradingView backtesting does not replicate actual broker execution. Key differences: Backtests assume perfect fills at calculated prices; real execution involves order book depth, latency, and partial fills The calc_on_every_tick setting improves backtest realism but still cannot capture sub-bar price action or order book dynamics Commission and slippage settings are estimates; actual costs vary by exchange, time of day, and market conditions Funding rates on perpetual futures are not modeled in backtests and can significantly impact profitability over time Exchange-specific limitations (position limits, liquidation mechanics, order types) are not modeled Market Condition Dependencies This strategy is designed for trending and breakout conditions. During extended sideways consolidation with no clear direction, the strategy may generate few signals or experience whipsaws. No strategy performs well in all market conditions. Cryptocurrency-Specific Risks Cryptocurrency markets operate 24/7 without session boundaries. This means: No natural "overnight" risk reduction Volatility can spike at any time Liquidity varies significantly by time of day Exchange outages or issues can occur at any time WHAT THIS STRATEGY DOES NOT DO To be straightforward about limitations: This strategy does not guarantee profits. Past backtest performance does not indicate future results. This strategy does not predict the future. It reacts to current conditions based on historical patterns. This strategy does not account for funding rates, which can significantly impact perpetual futures profitability. This strategy does not model exchange-specific execution issues (partial fills, requotes, outages). This strategy does not adapt to fundamental news events or black swan scenarios. This strategy is not optimized for all market conditions. It may underperform during extended consolidation. IMPORTANT RISK WARNINGS Past performance does not guarantee future results. The backtest results shown reflect specific historical market conditions and parameter settings. Markets change constantly, and strategies that performed well historically may underperform or lose money in the future. A single backtest run does not constitute proof of future profitability. Trading involves substantial risk of loss. Cryptocurrency derivatives are highly volatile instruments. You can lose your entire investment. Only trade with capital you can afford to lose completely. This is not financial advice. This strategy is provided for educational and informational purposes only. It does not constitute investment advice, trading recommendations, or any form of financial guidance. The author is not a licensed financial advisor. You are responsible for your own decisions. Before using this strategy with real capital: Thoroughly understand the code and logic by reading the open-source implementation Forward test with paper trading or very small positions for an extended period Verify that commission, slippage, and execution assumptions match your actual trading environment Understand that live results will differ from backtest results Consider consulting with a qualified financial advisor No guarantees or warranties. This strategy is provided "as is" without any guarantees of profitability, accuracy, or suitability for any purpose. The author is not responsible for any losses incurred from using this strategy. OPEN-SOURCE CODE STRUCTURE The strategy code is organized into these sections for readability: Configuration Architecture: Input parameters organized into logical groups (Core Controls, Optimization Constants, Regime Intelligence, Signal Pathways, Risk Architecture, Visualization) Helper Functions: calcQty() for position sizing, clamp01() and normalize() for value normalization, calcMFI() for Money Flow Index calculation Core Indicator Engine: EMA ribbon, ATR and regime classification, MACD with adaptive baseline, RSI, MFI, volume analytics, cycle oscillator, BTC dominance filter, squeeze detection Signal Pathway Logic: Trend break, momentum surge, squeeze release, micro pullback pathways with composite scoring Entry/Exit Orchestration: Signal filtering, position sizing, entry execution, stop/target calculation, trailing stop logic, momentum fail-safe exits Visualization Layer: EMA plots, regime background, bar coloring, signal labels, dashboard table You can read and modify any part of the code. Understanding the logic before deployment is strongly recommended. - Made with passion by officialjackofalltrades
Strategi Pine Script®
oleh officialjackofalltrades
Order Blocks & Breaker BlocksOrder Blocks & Breaker Blocks Enhance your trading with this advanced indicator that highlights Bullish and Bearish Order Blocks (OBs) and Breaker Blocks on any chart. It is designed to help traders quickly identify key supply and demand zones and potential reversal points with clear visual cues. Key Features Automatically highlights Bullish and Bearish OBs. Detects Breaker Blocks when OB levels are violated, signaling potential trend shifts. Fully customizable visuals: Box and Breaker Box transparency Line transparency, width, and style (Solid, Dashed, Dotted) Option to calculate OBs using candle body or high/low. Adjustable number of recent OBs displayed. Recommended Settings by Timeframe Timeframe Swing Lookback Show OBs Notes 5 min 10 3 For fast intraday trading and scalping. 15 min 12 3 For intraday trend analysis 1H 15 3 Ideal for intraday support/resistance and breakout detection. 4H 22 3 Captures stronger OBs for swing trades. Daily 22 3 Highlights major supply and demand zones for trend trading. Weekly 30 2 Focuses on long-term OBs for strategic analysis. These values provide a good balance of accuracy and chart clarity across all timeframes. Why Use This Indicator Quickly visualize key supply and demand zones. Identify potential reversals and breakout points. Improve trade timing and risk management with enhanced visual clarity. Works across all major timeframes, making it suitable for intraday, swing, and long-term traders.
Indikator Pine Script®
oleh WorldMarket618F
Box Theory [Interactive Zones] PyraTimeThis script combines Nicholas Darvas’s "Box Theory" with modern Supply and Demand (Premium/Discount) concepts. It automatically identifies the most recent Swing High and Swing Low to delineate the current trading range. The purpose of this tool is to visualize market structure and help traders identify when price is relatively expensive (Premium) or cheap (Discount) within a defined range. Visual Guide: What You Are Seeing The Box: Represents the active trading range defined by the most recent significant Swing High and Swing Low. Red Zone (Premium): The top 25% of the range. Mathematically, prices here are considered "expensive" relative to the current structure. Green Zone (Discount): The bottom 25% of the range. Prices here are considered "cheap" relative to the current structure. Grey Zone (Equilibrium): The middle 50% of the range. This is the area of fair value where price often consolidates. Dashed Line (EQ): The exact 50% midpoint of the range. Tutorial: How to Trade Using This Indicator Method 1: Mean Reversion (Range Trading) This method applies when the market is moving sideways. Identify Structure: Wait for a box to form. Wait for Extremes: Do not trade when price is in the middle (Grey/White area). Wait for price to enter the Red or Green zones. Entry Trigger: Shorts: When price enters the Red Zone, look for a rejection (wicks leaving the zone) or a lower timeframe breakdown. Target the EQ (Midline) as your first take profit. Longs: When price enters the Green Zone, look for support formation. Target the EQ (Midline) as your first take profit. Method 2: Trend Continuation (Breakouts) This method applies when the market is trending strongly. Breakout: Monitor the alerts. A close outside the box indicates a potential shift in market structure. Retest: After a breakout up, the old "Red Zone" (Resistance) often flips to become new Support. Wait for price to pull back to the top of the old box before entering. Configuration Guide (Settings) Pivot Left/Right Bars (Sensitivity): Default (20/20): Best for Swing Trading. It filters out market noise and only draws boxes based on major structural points. Lower (5/5): Best for Scalping. It will create smaller, more frequent boxes but increases the risk of false signals. Zone Percentage: Default (25%): Standard deviation for Supply/Demand zones. Alternative (15%): Use this for "sniping" entries at the absolute extremes of the range. Multi-Timeframe (MTF): Enable "Use Higher Timeframe" to see Daily or Weekly ranges while trading on lower timeframes (like the 15m or 1H). This helps keep your intraday trades aligned with the major trend. Technical Note on "Lag" This indicator uses Pivots to draw the box. A pivot is only confirmed after a certain number of bars have passed (the "Pivot Right Bars" setting). Example: If "Pivot Right Bars" is set to 20, the box will update 20 bars after the actual high or low occurred. This is necessary to confirm that the point was indeed a Swing High/Low. Do not treat the box lines as predictive; they are reactive to confirmed structure.
Indikator Pine Script®
oleh PyraTime
1
Multi-Fractal Trading Plan [Gemini] v22Multi-Fractal Trading Plan The Multi-Fractal Trading Plan is a quantitative market structure engine designed to filter noise and generate actionable daily strategies. Unlike standard auto-trendline indicators that clutter charts with irrelevant data, this system utilizes Fractal Geometry to categorize market liquidity into three institutional layers: Minor (Intraday), Medium (Swing), and Major (Institutional). This tool functions as a Strategic Advisor, not just a drawing tool. It calculates the delta between price and structural pivots in real-time, alerting you when price enters high-probability "Hot Zones" and generating a live trading plan on your dashboard. Core Features 1. Three-Tier Fractal Engine The algorithm tracks 15 distinct fractal lengths simultaneously, aggregating them into a clean hierarchy: Minor Structure (Thin Lines): Captures high-frequency volatility for scalping. Medium Structure (Medium Lines): Identifies significant swing points and intermediate targets. Major Structure (Thick Lines): Maps the "Institutional" defense lines where trend reversals and major breakouts occur. 2. The Strategic Dashboard A dynamic data panel in the bottom-right eliminates analysis paralysis: Floor & Ceiling Targets: Displays the precise price levels of the nearest Support and Resistance. AI Logic Output: The script analyzes market conditions to generate a specific command, such as "WATCH FOR BREAKOUT", "Near Lows (Look Long?)", or "WAIT (No Setup)". 3. "Hot Zone" Detection Never miss a critical test of structure. Dynamic Alerting: When price trades within 1% (adjustable) of a Major Trend Line, the indicator’s labels turn Bright Yellow and flash a warning (e.g., "⚠️ WATCH: MAJOR RES"). Focus: This visual cue highlights the exact moment execution is required, reducing screen fatigue. 4. The Quant Web & Markers Pivot Validation: Deep blue fractal markers (▲/▼) identify the exact candles responsible for the structure. Inter-Timeframe Web: Faint dotted lines connect Minor pivots directly to Major pivots, visualizing the "hidden" elasticity between short-term noise and long-term trend anchors. 5. Enterprise Stability Engine Engineered to solve the "Vertical Line" and "1970 Epoch" glitches common in Pine Script trend indicators. This engine is optimized for Futures (NQ/ES), Forex, and Crypto, ensuring stability across all timeframes (including gaps on ETH/RTH charts). Operational Guide Consult the Dashboard: Before executing, check the "Strategy" output. If it says "WAIT", the market is in chop. If it says "WATCH FOR BOUNCE", prepare your entry criteria. Monitor Hot Zones: A Yellow Label indicates price is testing a major liquidity level. This is your signal to watch for a rejection wick or a high-volume breakout. Utilize the Web: Use the faint web lines to find "confluence" where a short-term pullback aligns with a long-term trend line. Configuration Show History: Toggles "Ghost Lines" (Blue) to display historical structure and broken trends. Fractal Points: Toggles the geometric pivot markers. Hot Zone %: Adjusts the sensitivity of the Yellow Warning system (Default: 1%). Max Line Length: A noise filter that removes stale or "spiderweb" lines that are no longer statistically relevant.
Indikator Pine Script®
oleh CustomQuantLabs
2
BALANCED Strategy: Intraday Pro + Smart DashboardWelcome to the BALANCED Strategy: Intraday Pro. This all-in-one indicator is designed for Intraday traders looking to capture trend movements while effectively filtering out sideways market noise. It combines the power of Supertrend for direction, EMA 100 for the baseline trend, and rigorous validation via RSI and ADX. The script also integrates a complete Risk Management system with targets based on the Golden Ratio (Fibonacci) and a real-time Dashboard. ⏳ Recommended Timeframes This algorithm is optimized for Intraday volatility: M5 (5 Minutes) ⭐️: Ideal for quick Scalping. The ADX filter is crucial here to avoid false signals. M15 (15 Minutes) 🏆: The "Sweet Spot." It offers the best balance between signal frequency and trend reliability. M30 / H1: For a "Swing Intraday" approach—calmer, fewer signals, but higher precision. Not recommended for M1 (1 Minute) with default settings (too much noise). 🚀 How It Works The algorithm follows a strict 3-step logic to generate high-quality signals: 1. Trend Identification (The Engine) Supertrend: Determines the immediate direction. EMA 100: Acts as a background trend filter. We only buy above and sell below the EMA. 2. Noise Filtering (Safety) ADX (Average Directional Index): The signal is only validated if there is sufficient volatility (Configurable threshold, default 12) to avoid "chop markets" (flat markets). RSI (Relative Strength Index): Strict momentum filter. Buy only if RSI > 50, Sell if RSI < 50. 3. Entry Confirmation (The Trigger) The script doesn't just rely on a crossover. It waits for "Price Action" confirmation: the candle must close higher than the previous one (for Long) or lower (for Short) to validate the entry. 🛡️ Risk Management (Money Management) This is the core strength of this tool. Upon signal validation, the script automatically calculates and plots: Stop Loss (SL): Based on volatility (ATR). It places the stop at the recent Low/High with a safety padding. Take Profit (TP): Two modes available: Fibonacci Mode (Default): Targets the 1.618 extension (Golden Ratio) of the risk taken. Fixed Ratio Mode: Targets a manual Risk/Reward ratio (e.g., 2.0). 📊 The Dashboard Located at the bottom right, the smart dashboard provides vital info at a glance: Signal Time: To check if the alert is fresh. Type (LONG/SHORT): Color-coded (Green/Pink). Tech Data: RSI and ADX values at the moment of the signal. Exact Prices: Entry Level, Target (TP), and Stop Loss (SL). ⚙️ Configurable Settings Sensitivity: Adjust the Supertrend factor (Default 2.0). Filters: Toggle the RSI filter ON/OFF or adjust the ADX threshold. Execution: Choose between Fibonacci Target (1.618) or a Manual Ratio. ⚠️ Disclaimer: This tool is a technical decision aid and does not constitute financial investment advice. Always use prudent risk management and backtest the indicator on your preferred assets before live use.
Indikator Pine Script®
oleh manolodes
Hyper Insight MA Strategy [Universal]Hyper Insight MA Strategy ** is a comprehensive trend-following engine designed for traders who require precision and flexibility. Unlike standard indicators that lock you into a single calculation method, this strategy serves as a "Universal Adapter," allowing you to **Mix & Match 13 different Moving Average types** for both the Fast and Slow trend lines independently. Whether you need the smoothness of T3, the responsiveness of HMA, or the classic reliability of SMA, this script enables you to backtest thousands of combinations to find the perfect edge for your specific asset class. --- 🔬 Deep Dive: Calculation Logic of Included MAs This strategy includes 13 distinct calculation methods. Understanding the math behind them will help you choose the right tool for your specific market conditions. #### 1. Standard Averages * **SMA (Simple Moving Average):** The unweighted mean of the previous $n$ data points. * *Logic:* Treats every price point in the period with equal importance. Good for identifying long-term macro trends but reacts slowly to recent volatility. * **WMA (Weighted Moving Average):** A linear weighted average. * *Logic:* Assigns heavier weight to current data linearly (e.g., $1, 2, 3... n$). It reacts faster than SMA but is still relatively smooth. * **SWMA (Symmetrically Weighted Moving Average):** * *Logic:* Uses a fixed-length window (usually 4 bars) with symmetrical weights $ $. It prioritizes the center of the recent data window. #### 2. Exponential & Lag-Reducing Averages * **EMA (Exponential Moving Average):** * *Logic:* Applies an exponential decay weighting factor. Recent prices have significantly more impact on the average than older prices, reducing lag compared to SMA. * **RMA (Running Moving Average):** Also known as Wilder's Smoothing (used in RSI). * *Logic:* It is essentially an EMA but with a slower alpha weight of $1/length$. It provides a very smooth, stable line that filters out noise effectively. * **DEMA (Double Exponential Moving Average):** * *Logic:* Calculated as $2 \times EMA - EMA(EMA)$. By subtracting the "lag" (the smoothed EMA) from the original EMA, DEMA provides a much faster reaction to price changes with less noise than a standard EMA. * **TEMA (Triple Exponential Moving Average):** * *Logic:* Calculated as $3 \times EMA - 3 \times EMA(EMA) + EMA(EMA(EMA))$. This effectively eliminates the lag inherent in single and double EMAs, making it an extremely fast-tracking indicator for scalping. #### 3. Advanced & Adaptive Averages * **HMA (Hull Moving Average):** * *Logic:* A composite formula involving Weighted Moving Averages: ASX:WMA (2 \times Integer(n/2)) - WMA(n)$. The result is then smoothed by a $\sqrt{n}$ WMA. * *Effect:* It eliminates lag almost entirely while managing to improve curve smoothness, solving the traditional trade-off between speed and noise. * **ZLEMA (Zero Lag Exponential Moving Average):** * *Logic:* This calculation attempts to remove lag by modifying the data source before smoothing. It calculates a "lag" value $(length-1)/2$ and applies an EMA to the data: $Source + (Source - Source )$. This creates a projection effect that tracks price tightly. * **T3 (Tillson T3 Moving Average):** * *Logic:* A complex smoothing technique that runs an EMA through a filter multiple times using a "Volume Factor" (set to 0.7 in this script). * *Effect:* It produces a curve that is incredibly smooth and free of "overshoot," making it excellent for filtering out market chop. * **ALMA (Arnaud Legoux Moving Average):** * *Logic:* Uses a Gaussian distribution (bell curve) to assign weights. It allows the user to offset the moving average (moving the peak of the weight) to align it perfectly with the price, balancing smoothness and responsiveness. * **LSMA (Least Squares Moving Average):** * *Logic:* Calculates the endpoint of a Linear Regression line for the lookback period. It essentially guesses where the price "should" be based on the best-fit line of the recent trend. * **VWMA (Volume Weighted Moving Average):** * *Logic:* Weights the closing price by the volume of that bar. * *Effect:* Prices on high volume days pull the MA harder than prices on low volume days. This is excellent for validating true trend strength (i.e., a breakout on high volume will move the VWMA significantly). --- ### 🛠 Features & Settings * **Universal Switching:** Change the `Fast MA` and `Slow MA` types instantly via the settings menu. * **Trend Cloud:** A dynamic background fill (Green/Red) highlights the crossover zone for immediate visual trend identification. * **Strategy Mode:** Built-in Backtesting logic triggers `LONG` entries when Fast MA crosses over Slow MA, and `EXIT` when Fast MA crosses under. ### ⚠️ Disclaimer This script is intended for educational and research purposes. The wide variety of MA combinations can produce vastly different results. Past performance is not indicative of future results. Please use proper risk management.
Strategi Pine Script®
oleh waranyutrkm