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Acceleration

Arc Radius Trend [JOAT]Arc Radius Trend Introduction Arc Radius Trend is an open-source, overlay-based trend-following system that replaces the static ATR band of conventional supertrend-style indicators with a curved, acceleration-responsive radius. The band does not scale linearly with volatility alone — it also responds to how fast price is accelerating or decelerating, expanding when momentum surges and tightening when price action becomes uniform. This gives it a shape that mirrors how institutional participants view momentum: not as a constant envelope, but as one that breathes with the market. The problem ART solves is over-sensitivity. Standard ATR-based trailing stops flip direction too freely during acceleration events, producing false exits at exactly the moment when the trend is strongest. By expanding the radius during acceleration, ART gives trends room to breathe without permanently widening the band for all conditions. Core Concepts 1. Velocity and Acceleration from Price ART computes price velocity as the EMA of the bar-to-bar change in close, and acceleration as the EMA of the change in velocity. Both use the same smoothing length. Acceleration is normalized by ATR so that it is dimensionless and comparable across instruments and timeframes: velocity = ta.ema(ta.change(close), accelLength) accel = ta.ema(ta.change(velocity), accelLength) accelNorm = atr > 0 ? accel / atr : 0.0 2. Curved Radius Scaling The base radius is ATR multiplied by a configurable multiplier. The acceleration norm is then used to scale that radius with a power function, creating a nonlinear expansion curve. The exponent (Curve Strength) controls how aggressively acceleration widens the band: radiusScale = math.pow(1.0 + math.min(math.abs(accelNorm), 2.0), curvePower) radius = atr * baseMult * radiusScale 3. Ratcheting Band Logic The active band ratchets in the direction of the current trend. When price is above the band (bull), the lower band is preserved at its maximum achieved value, preventing it from retreating while the trend holds. The trend flips when price closes through the opposite band: trend := close > upperBand ? 1 : close < lowerBand ? -1 : nz(trend , 1) activeBand = trend == 1 ? lowerBand : upperBand 4. JOAT Institutional Expansion Layer Each JOAT indicator carries a shared Expansion Layer — an adaptive spine built from price efficiency, Shannon entropy, Parkinson range volatility, and a market impact ratio. The spine tracks the dominant flow using an KAMA-style adaptive constant, and its width is scaled by ATR ratio, range volatility, and noise. Stress and calm rails extend beyond the outer context boundary and change color based on composite stress readings. Bull and bear regime shift nodes mark confirmed directional transitions in the expansion layer state. Features Curved radius expansion: Band width nonlinearly expands during price acceleration events Ratcheting trend band: Lower band preserved on bull trend, upper band preserved on bear trend — no backward drift Outer envelope: A second ring outside the active band provides an extended volatility reference Trend-state candle coloring: Candles tinted to reflect current trend direction Regime flip nodes: Circle markers on the active band at confirmed bull and bear regime transitions JOAT Expansion Layer: Adaptive spine with efficiency/entropy scoring, context box, stress rails, calm rails, and shift nodes Stress and calm telemetry rails: Outer halos that widen with impact ratio and volatility stress Dashboard (top right): Live display of trend state, active band level, normalized acceleration, and last flip All signals on confirmed bars: No repainting — all state changes fire only on barstate.isconfirmed Input Parameters Radius Model: Radius ATR Length: ATR period for radius computation (default: 21) Base Radius Multiplier: Baseline band width in ATR units (default: 2.4) Acceleration Smoothing: EMA length for velocity and acceleration (default: 8) Curve Strength: Power applied to acceleration scale — higher values expand the band more aggressively (default: 1.35) Outer Envelope: Multiplier for the secondary outer ring (default: 1.65) Display: Trend-State Candles toggle Show Dashboard toggle JOAT Expansion Layer: Efficiency, Entropy, Impact lengths; Adaptive Fast/Slow periods; Context Width Spine, Context Box, Regime Nodes, Candle Tint, Projection Bars, and Opacity toggles Independently configurable Bull, Bear, Neutral, and Accent colors How to Use This Indicator Step 1: Establish trend direction Read the active band color and the dashboard. Green indicates bull trend; red indicates bear. Use this as the primary directional filter for entries. Step 2: Watch for confirmed flip nodes Circle markers at confirmed trend reversals mark the bar where the band direction changed. These are not entry signals — they are context anchors. Evaluate what triggered the flip (structural break, momentum loss) before acting. Step 3: Use the outer envelope as a volatility reference When price extends to the outer envelope, the market is in elevated acceleration. This is not necessarily a reversal signal — it may indicate trend continuation with excess momentum. Step 4: Read the Expansion Layer spine The JOAT spine color and state convey institutional flow independent of the ART band. Bull spine with bull ART band is high-confidence alignment. Divergence between the two (e.g., bull ART, neutral spine) suggests weakening conditions. Indicator Limitations Acceleration-driven radius expansion may produce very wide bands during high-velocity events, temporarily reducing the band's usefulness as a stop reference The ratchet mechanism preserves the band in the trend direction — during prolonged consolidation, the band will not tighten until a directional break occurs On very low-liquidity instruments, the ATR-based radius may be structurally noisy; increasing the ATR length reduces this Arc Radius Trend does not generate entries. It identifies directional state and provides a trailing reference level Originality Statement Arc Radius Trend is original in its use of normalized price acceleration as a multiplicative, power-scaled modifier to ATR radius. Existing supertrend variants use static ATR multiples or linear volatility adjustments. The combination of: Velocity → acceleration derivation applied to a curved radius (not a flat multiplier) Power-function scaling that produces nonlinear radius expansion only during acceleration events Ratcheting band logic that is conditioned on the curved radius (not a fixed channel) An institutional expansion layer carrying efficiency, entropy, Parkinson range vol, and impact scoring as a second independent context layer ...makes ART a structurally distinct contribution rather than a parameter variation of existing published work. Disclaimer This indicator is provided for educational and informational purposes only. It is not financial advice or a recommendation to buy or sell any instrument. Trading involves substantial risk of loss. Past behavior of this indicator does not guarantee future results. All signals should be validated within a complete trading framework that includes risk management. The author is not responsible for trading losses resulting from the use of this indicator. -Made with passion by jackofalltrades
Pine Script® インジケーター
officialjackofalltradesの投稿
Kinetic Inertia Field [JOAT]Kinetic Inertia Field Introduction Kinetic Inertia Field models price like a noisy particle using velocity, acceleration, jerk, kinetic energy, potential displacement, and equilibrium deviation. This open-source indicator is designed as a context tool, not a standalone trading system. It focuses on explaining the current market state with restrained visuals and confirmed-bar logic where signals are used. Core Concepts 1. Velocity and Acceleration Log returns are normalized by volatility to create velocity, then differentiated into acceleration and jerk. 2. Kinetic Energy Inverse volatility acts as a mass proxy and squared velocity creates energy context. 3. Equilibrium Displacement A regression/VWAP blend creates a fair path and ATR-normalized displacement. 4. Inertia Field Energy, acceleration, and displacement combine into inertial up, inertial down, or elastic state. kineticEnergy = 0.5 * mass * velocity * velocity Features Velocity, acceleration, and jerk model Kinetic and potential energy scoring Regression/VWAP equilibrium Energy rails and impulse trace K+ and K- labels plus snapback markers Input Parameters Velocity smoothing Volatility memory Equilibrium horizon Energy and inertia gates Cooldown and display toggles How to Use This Script Use K+ and K- as confirmed high-energy state changes. Gold markers show elastic snapback conditions. Limitations The script uses historical OHLCV data and cannot know future prices. Signals and states can be late during fast reversals because confirmed-bar logic is used to reduce repainting. Model outputs should be interpreted with market context, risk controls, and independent analysis. No visual state should be treated as a certain trade outcome. Originality Statement KIF is original in applying kinetic energy, potential displacement, and inertia scoring to price-state analysis. Disclaimer This indicator is provided for educational and informational purposes only. It is not financial advice, investment advice, or a recommendation to buy or sell any financial instrument. All calculations are derived from historical market data and may produce inaccurate readings in some market conditions. No indicator can predict future market behavior. Use proper risk management and independent judgment. -Made with passion by jackofalltrades
Pine Script® インジケーター
officialjackofalltradesの投稿
Nexus Kinetic Reactor [JOAT]Nexus Kinetic Reactor Introduction Nexus Kinetic Reactor estimates price as a noisy state process. It tracks state, velocity, uncertainty, confidence, and optional projection cones. This open-source indicator is designed as a context tool, not a standalone trading system. It focuses on explaining the current market state with restrained visuals and confirmed-bar logic where signals are used. Core Concepts 1. Recursive State Estimate A smoothing lambda updates the estimated price state bar by bar. 2. Velocity Regime Changes in the state estimate create velocity and acceleration-style context. 3. Uncertainty Bands Noise windows and sigma bands show how uncertain the current estimate is. 4. Confidence Gate Signals require tracking confidence and expectancy thresholds before labels appear. state := state + lambdaAdjustment * (price - state) Features Recursive price-state estimator Velocity and acceleration regime logic Uncertainty bands Projection cone Blocked signal markers and dashboard Input Parameters Smoothing lambda and noise window ATR length and velocity threshold Minimum confidence and expectancy Band sigma and projection bars Cone, candle, and panel toggles How to Use This Script Use the state estimate and uncertainty bands as kinetic context. Labels only appear when the model clears confidence and expectancy gates. Limitations The script uses historical OHLCV data and cannot know future prices. Signals and states can be late during fast reversals because confirmed-bar logic is used to reduce repainting. Model outputs should be interpreted with market context, risk controls, and independent analysis. No visual state should be treated as a certain trade outcome. Originality Statement Nexus is original in combining state estimation, velocity gating, uncertainty bands, expectancy filtering, and projection visualization. Disclaimer This indicator is provided for educational and informational purposes only. It is not financial advice, investment advice, or a recommendation to buy or sell any financial instrument. All calculations are derived from historical market data and may produce inaccurate readings in some market conditions. No indicator can predict future market behavior. Use proper risk management and independent judgment. -Made with passion by jackofalltrades
Pine Script® インジケーター
officialjackofalltradesの投稿
Parabolic Move Detector [AGPro Series]🚀 Parabolic Move Detector A dedicated framework for identifying, measuring, and classifying parabolic price acceleration across any asset and any timeframe. Built on a single transparent metric — Parabolic Pace — the tool objectively detects the start bar of a parabolic move, tracks its age, scores its intensity on a 0-100 scale, classifies its lifecycle phase, and contextualizes each move against the asset's own historical parabolic events. 🔹 OVERVIEW Parabolic moves are notoriously difficult to recognize in real time. By the time they look obvious, the move is already late-stage. Conventional momentum tools (RSI, MACD, standard ROC) measure speed, not the underlying structural character of a parabolic move. They fire constantly on ordinary trends and miss what makes a parabolic move structurally different: the rate at which price is covering ATR-sized distance per bar. Parabolic Move Detector closes that gap with a single, transparent metric. It measures how many ATRs price has moved per bar over a configurable lookback window. That is the literal mathematical definition of a parabolic move: sustained directional travel at an unusual speed relative to recent volatility. The framework auto-calibrates per timeframe and per asset, so a 15m memecoin pump and a 1D large-cap rally are measured with the same structural definition. 🔹 UNIQUE EDGE Most acceleration or momentum indicators in the public space fall into two buckets: oscillators with hardcoded thresholds that need retuning per symbol, or composite "trend strength" meters that blur acceleration into raw trend direction. This tool is different in four concrete ways: 1. Single-metric detection engine. The entire detection pipeline is driven by one transparent number: Parabolic Pace = cumulative price move divided by cumulative ATR over the lookback. No percentiles, no hidden regressions, no black-box composite. This makes the tool easy to audit, fast to calibrate, and consistent across assets. 2. ATR-normalized by design. Because pace is expressed in ATRs per bar, it is inherently timeframe-adaptive and asset-adaptive. No need to retune for BTC vs a thin-volume altcoin, or for 15m vs 1W. 3. Four-phase state machine. Each move is classified through a deterministic lifecycle — Accelerating → Peaking → Decelerating → Exhaustion — with explicit transition conditions rather than heuristic labels. This turns a vague concept ("it looks parabolic") into a reproducible state with measurable transitions. 4. Per-asset historical statistics. The tool logs every completed parabolic cycle on the current chart, filters out micro-events, and reports the average duration and average drawdown from peak. That gives structural context no oscillator provides: what has this specific asset actually done the last N times it went parabolic. 🔹 METHODOLOGY Core detection pipeline: • Pace is computed as (close − close ) divided by (ATR14 × N), where N is the lookback window. The result is the number of ATRs traveled per bar. • Pace is lightly smoothed with a short SMA to reduce single-bar noise. • Detection triggers when smoothed pace exceeds the Pace Threshold and the move is directionally up. • A minimum-duration filter requires the pace condition to persist for N consecutive bars before confirming the start, eliminating single-bar spikes. • A post-move cooldown prevents the same move being re-detected as multiple events. State machine transitions: • Idle → Accelerating : pace sustained above threshold for the minimum duration. • Accelerating → Peaking : Acceleration Score drops >20% from its cycle peak while still elevated. • Any phase → Decelerating : score drops below 40% of cycle peak. • Decelerating → Exhaustion : pace rolls over below half-threshold, and the move has lived at least 6 bars. • Exhaustion → Idle : cooldown bars elapsed and score collapsed. Acceleration Score (0-100) is a direct function of pace: score rises linearly with pace and receives a small persistence bonus for sustained upward momentum, capped at 100. Historical statistics: Each time a full cycle closes on the chart, the tool checks whether the move traveled at least the minimum ATRs from start to peak. If it qualifies, duration (start bar to peak bar) and drawdown from move high to subsequent low are averaged into rolling per-asset statistics. 🔹 STATES AND VISUALS • Parabolic Zone : gradient background across the active move. Color reflects phase (brand blue in Accelerating, indigo in Peaking, amber in Decelerating). Intensity scales with Acceleration Score. • Parabolic Start label : marks the confirmed start bar of a new move. • Peaking / Decelerating labels : mark phase transitions. Labels are automatically suppressed within a confluence window to prevent stacking. • Exhaustion label : marks the bar where the move has structurally collapsed. • Duration Projection : dotted forward line sized to the asset's historical average parabolic duration, shown only while a move is active. 🔹 KEY INPUTS Detection group: • Pace Lookback — window over which parabolic pace is measured. • Pace Threshold — minimum ATRs-per-bar required to qualify as parabolic. • Minimum Move Duration — bars of sustained pace required before confirming a start. • Minimum Event Size — minimum ATR-normalized move size required to log an event in historical statistics. • Post-Move Cooldown — minimum bars after a completed move before a new one can start. Historical Stats group: • Show Duration Projection — toggle the forward projection line. • Projection Length — forward projection cap in bars. Visuals group: • Parabolic Zone Background, Ambient Score Tint, Parabolic Start Label, Exhaustion Warning Label, Phase Transition Labels — all independently toggleable. Style group: • Label Size, Panel Size, Help Text Size — default Normal. • Panel Location — six anchor positions. • Panel Theme — Dark or Light. Alerts group: • Parabolic Start, Peaking Phase Reached, Exhaustion Detected — individually toggleable alerts. 🔹 HOW TO USE • On any asset and any timeframe, wait for a confirmed Accelerating phase. The Parabolic Start label marks the reference bar. • Track the Acceleration Score as the move develops. A score climbing toward 60-100 indicates a textbook parabolic. • Compare Move Age against the panel's Avg Duration statistic. Moves significantly older than the asset's historical average are in late-cycle territory. • Compare Move Change % against the Avg Reversal statistic for post-move drawdown context. • Watch for the Peaking transition — this is the first structural deceleration, not a reversal call. • The Exhaustion state marks where pace has decisively collapsed and the move is structurally over. • Combine with your existing trend, structure, or volume framework. This tool is designed to complement directional analysis, not replace it. 🔹 LIMITATIONS AND TRANSPARENCY • The tool detects and classifies acceleration structure. It does not predict reversals, tops, or bottoms. Avg Reversal is a post-cycle statistic computed from completed events on the current chart, not a forward-looking forecast. • Historical statistics require completed cycles on the chart. Newly loaded symbols with few prior parabolic events will show low sample sizes until more cycles complete. • The tool confirms a move only after pace has been sustained for the minimum duration. The start label is therefore plotted retroactively on its true start bar, which is the correct academic behavior for a sustained-condition detector. • All computations are on confirmed bar close logic. No repainting of historical signals once a bar closes. • The Pace metric requires a valid ATR reading, so at least 14+ bars of history are needed before the tool becomes active on a fresh chart. 🔹 RISK DISCLOSURE This script is an analytical tool provided for educational and research purposes only. It is not a trading strategy, not financial advice, and does not generate buy or sell recommendations. Trading any market involves substantial risk of loss. All decisions and their consequences are the sole responsibility of the user. Past behavior of parabolic cycles on any asset does not guarantee future behavior.
Pine Script® インジケーター
AGProLabsの投稿
Ferrum Pressure Gauge [JOAT]Ferrum Pressure Gauge Introduction The Ferrum Pressure Gauge is an open-source composite momentum-volume oscillator that fuses three independent pressure measurements — volume-weighted momentum, price velocity with acceleration, and RSI-derived trend pressure — into a single index displayed in a separate pane. The index is paired with a signal (resonance) line, and the space between them is filled with an 8-layer gradient that visually communicates momentum intensity at a glance. Dynamic non-repainting zones adapt to recent range, divergence detection identifies price-vs-index fractures, and a precursor engine spots early reversal conditions before the main index confirms them. Most momentum oscillators measure a single dimension — either price momentum or volume momentum, but rarely both in a unified way. FPG addresses this by weighting price changes by volume activity through a logarithmic volume impact function, then combining that with velocity, acceleration, and RSI into a composite reading. The result is an oscillator that responds to both the speed and the conviction behind price moves. Core Engine: Fusion Reactor The composite index is built from three sub-components: 1. Volume-Weighted Momentum (Net Flow) Price changes are scaled by a logarithmic volume impact function that amplifies moves occurring on above-average volume while dampening moves on thin volume: float vRatio = ta.sma(volume, 3) / ta.sma(volume, volPeriod) float vwMom = pChange * math.log(1 + vRatio * volSens) The logarithmic scaling prevents extreme volume spikes from producing absurdly large momentum readings while still giving meaningful weight to elevated volume. Fast and slow EMAs of this volume-weighted momentum produce a dual-speed flow, and their difference (smoothed) becomes the Net Flow component. 2. Price Velocity and Acceleration Velocity measures the average price change per bar over the fast period. Acceleration is the change in velocity — it detects whether momentum is building or fading. These are combined with the volume ratio and scaled to produce the Flow Strength component. 3. RSI Trend Pressure RSI is centered around zero (RSI - 50) and smoothed, providing a bounded measure of trend pressure that complements the unbounded volume-weighted components. The three components are averaged and passed through a final WMA smoothing pass to produce the Pressure Index. A separate EMA of the index produces the Resonance (signal) line. 8-Layer Gradient Fill The space between the Pressure Index and the Resonance Line is divided into 8 equal segments, each filled with progressively increasing transparency. This creates a smooth gradient that is dense and vivid when momentum is strong (large gap between index and signal) and thin and faded when momentum is weak. The gradient direction and color shift based on whether the index is positive or negative and whether it is in the upper or lower crucible zone. Dynamic Crucible Boundaries (Non-Repainting Zones) Rather than using fixed overbought/oversold levels, FPG calculates dynamic zones based on the recent range of the index: float rHi = ta.highest(idx, zoneLen) float rLo = ta.lowest(idx, zoneLen) float volF = (rHi - rLo) / 2 float upperZ = math.min(60, 30 + volF * 0.3) float lowerZ = math.max(-60, -30 - volF * 0.3) The offset on highest/lowest ensures these zones never repaint. They widen during volatile periods and tighten during calm ones, adapting the overbought/oversold thresholds to current market conditions rather than using arbitrary fixed levels. Volume Climax (Surge Detection) The indicator percentile-ranks current volume against a configurable lookback (default 100 bars). When volume exceeds the 90th percentile, a surge is detected. The edge-triggered SURGE label fires only on the first bar of the spike, marking potential climax events where institutional-scale volume enters the market. Exhaustion Index (Fatigue Meter) When the Pressure Index dwells in an extreme zone (above upper or below lower boundary), a fatigue counter increments each bar. The fatigue percentage rises linearly toward 100% over a configurable horizon (default 20 bars). Fatigue is classified as NONE, MILD, BUILDING, or CRITICAL. Critical fatigue warns that momentum has been stretched for an extended period and reversal probability is elevated. Fracture Detection (Divergence) The indicator detects classic divergences between price and the Pressure Index: Bullish Fracture: Price is falling (making lower lows) while the Pressure Index is rising — hidden buying pressure beneath falling prices. Bearish Fracture: Price is rising (making higher highs) while the Pressure Index is falling — hidden selling pressure beneath rising prices. Fracture signals are confirmed-bar only and placed outside the crucible boundaries to avoid overlapping with the main index plot. Precursor Engine (Early Reversal Detection) The precursor engine identifies conditions where the fast and slow flow lines cross while the main index is on the opposite side of zero: IGNITION (Bullish Precursor): Fast flow crosses above slow flow while the Pressure Index is still negative — early bullish momentum building before the index turns positive. QUENCH (Bearish Precursor): Fast flow crosses below slow flow while the Pressure Index is still positive — early bearish momentum building before the index turns negative. These signals often lead the main index crossover by several bars, providing an early warning system. Command Panel (Dashboard) A 9-row monospace dashboard displays: PRESSURE: Current Pressure Index value with color reflecting zone position RESONANCE: Current signal line value FLOW: Net flow delta (fast minus slow) — the raw momentum differential FLUX: Volume ratio (short/long SMA) — values above 1.2 indicate elevated activity CRUCIBLE: Current dynamic upper and lower zone boundaries SURGE: Whether volume is currently in a climax state (ACTIVE / QUIET) FATIGUE: Exhaustion classification with percentage (NONE / MILD / BUILDING / CRITICAL) DELTA: Histogram value (index minus signal) — positive = bullish momentum, negative = bearish Input Parameters Fusion Reactor: Ignition Cycle: Fast EMA period (default 8) Sustain Cycle: Slow EMA period (default 21) Flux Epoch: Volume SMA lookback (default 14) Flux Amplifier: Volume impact scaling (default 1.5) Forge Smoothing / Temper Pass: Composite and final smoothing Resonance Layer: Resonance Period: Signal line EMA (default 12) Crucible Boundaries: Toggle dynamic zones Boundary Lookback: Zone calculation window (default 50) Volume Climax: Enable Surge Detection / Surge Percentile / Surge Lookback Exhaustion Index: Enable Fatigue Meter / Fatigue Horizon: Bars in extreme zone before max fatigue Fracture Detection: Show Fractures / Fracture Lookback: Divergence detection parameters Precursor Engine: Show Precursors: Toggle early reversal signals How to Use This Indicator Use the Pressure Index crossing above/below the Resonance Line as a momentum confirmation signal — similar to MACD crossovers but volume-weighted. Watch for IGNITION/QUENCH precursor signals — they often lead the main crossover by several bars and can provide earlier entries. FRACTURE (divergence) signals are among the most reliable warnings of trend exhaustion. A bullish fracture during a downtrend suggests hidden accumulation. Monitor the Fatigue meter when the index is in an extreme zone. CRITICAL fatigue combined with a fracture signal is a high-probability reversal setup. SURGE markers highlight institutional-scale volume events. A surge occurring at a crucible boundary often marks a climax reversal point. The 8-layer gradient provides instant visual feedback — dense, vivid fills indicate strong momentum conviction; thin, faded fills indicate weakening momentum. Limitations Like all momentum oscillators, FPG is lagging — it confirms momentum after it has begun, not before. Divergence (fracture) signals can persist for extended periods before price reverses. They indicate weakening momentum, not guaranteed reversals. Precursor signals are early by design and therefore have a higher false-positive rate than confirmed crossover signals. Volume-weighted calculations are less reliable on instruments with inconsistent or unreported volume data. The Fatigue meter is a heuristic based on time-in-zone, not a statistical probability. Extended trends can maintain extreme readings longer than expected. Dynamic zones adapt to recent range but may lag during sudden regime changes. Originality Statement This indicator is original in its composite fusion approach. While MACD, RSI, and volume analysis are established concepts individually, FPG is justified because: The logarithmic volume-weighted momentum calculation provides a unique fusion of price change and volume conviction that differs from standard MACD or OBV approaches. Three independent sub-components (volume-weighted flow, velocity/acceleration, RSI pressure) are composited into a single index, providing multi-dimensional momentum measurement. The 8-layer gradient fill between index and signal line creates a visual momentum density map not found in standard oscillators. Dynamic non-repainting crucible boundaries adapt overbought/oversold levels to current conditions rather than using fixed thresholds. The Exhaustion Index tracks time-in-extreme-zone as a fatigue metric, adding a temporal dimension to momentum analysis. The Precursor Engine identifies early flow crossovers while the main index is on the opposite side, providing leading signals ahead of the main crossover. Volume Climax detection via percentile ranking integrates institutional-scale volume event identification directly into the oscillator. Disclaimer This indicator is provided for educational and informational purposes only. It is not financial advice. Momentum oscillators describe the current state of price momentum but do not predict future price direction. Overbought conditions can persist in strong trends, and oversold conditions can deepen in bear markets. Always use proper risk management and conduct your own analysis before making trading decisions. The author is not responsible for any losses incurred from using this tool. -Made with passion by officialjackofalltrades
Pine Script® インジケーター
officialjackofalltradesの投稿
ATR Volume ROC Acceleration & Alerts [HYPR-run]DESCRIPTION: Rate of change applied to ATR and volume to measure volatility acceleration and participation momentum. ATR ROC catches expanding ranges before the move is obvious on price; volume ROC confirms whether participation backs the expansion. Gradient coloring intensifies with sustained directional momentum and fades on pullbacks. Volume ROC is auto-scaled to ATR ROC's range using the ratio of their standard deviations, so both signals plot in the same visual ballpark without one crushing the other. DISCOVERING EDGE ATR and volume are widely used, but most traders read them as separate panes with different scales. This indicator helps confirm whether participation backs a volatility expansion. Catching range expansion before the big candle prints is a leading confirmation signal we often use for entries and exits in our automated strategies. ATR ROC + VOLUME ROC vs SEPARATE ATR/VOLUME PANES Auto-scaling both ROC signals to the same range using their standard deviation ratio allows confirmation or divergence between volatility and participation signal to be captured and used for confirming entries and exits. - Vol breakout markers flag new 233-bar ATR ROC highs (yellow) and 30-bar range breaks (white); a 233-bar high means ATR hasn't expanded this fast in the entire lookback. - ATR expanding with volume ROC also rising = conviction; ATR expanding with volume flat = thin-market spike, treat with caution. - Webhook alerts on vol breakout (233-bar high, fewest signals) and std dev spike (more frequent) with full bar filter and directional candle confirmation. FEATURES - ATR ROC columns with advance/decline gradient (orange/red) - Volume ROC histogram, auto-scaled to ATR ROC range (cyan/blue gradient) - Vol breakout markers: new 233-bar ATR ROC high (yellow) and 30-bar range break (white) - Standard deviation filter for extreme ATR acceleration events - Structural ATR regime line (RMA baseline, optional) - Webhook-ready alerts with full bar filter - Full bar filter: body >= 66.6% of range (no doji fakeouts) HOW IT WORKS ATR measures range; its ROC measures whether ranges are expanding or contracting. Volume ROC (applied to the range of volume over N bars) measures whether participation is surging or fading. The advance/decline gradient (credit: LucF) tracks consecutive advances and declines relative to their historical max, mapping the ratio to color transparency. Strong sustained moves are vivid; weak or choppy moves are faded. ALERTS Two alert modes: - Vol Breakout: ATR ROC exceeds 233-bar high (fewest signals, highest conviction) - Std Dev Spike: ATR ROC exceeds its standard deviation band (more frequent) Bar direction determines LONG or SHORT. Full bar filter applies to both modes. Alert payload is built into the script; works with any webhook receiver. CREDITS Advance/Decline Gradient function: LucF
Pine Script® インジケーター
HYPR-runの投稿
Triple Derivative EngineMost momentum indicators tell you where the price is. The Triple Derivative Engine tells you how fast it's getting there, whether that speed is increasing or fading, and whether the acceleration itself is changing direction — three layers of motion analysis extracted from a single smoothed price signal, all normalized to a common ±100 scale so every layer is directly comparable at a glance. How It Works Step 1 — Smoothing Raw price is too noisy to differentiate reliably. TDE first passes your source through one of three selectable filters to extract the underlying motion curve before computing any derivatives. Savitzky-Golay (default) fits a 2nd-order polynomial to a moving window of bars using Gram polynomial coefficients. Unlike a moving average, it preserves the shape of peaks and troughs rather than smoothing them away. Window sizes of 5, 7, 9, 11, 13, and 15 are supported, each with exact integer coefficients — no approximation. This gives the best phase response of the three filters: signals appear earlier and with less distortion. Gaussian weights each past bar by a bell-curve function of its distance from the current bar. Sigma controls how quickly the weights fall off. Softer and more trailing than SG, useful when you want a cleaner curve at the cost of a slight lag. Kalman is a single-state recursive filter that continuously estimates the "true" price by balancing how much it trusts the new measurement (R) versus how much the underlying process is expected to move (Q). It adapts bar-to-bar, making it the most responsive of the three with the least lag, but also the most sensitive to sharp moves. Step 2 — Finite Difference Derivatives Once the smoothed signal sm is computed, three derivatives are calculated using standard finite difference formulas: Velocity (1st derivative): sm − sm — the rate of change of price. Positive means price is rising, negative means it is falling. The magnitude tells you how fast. Acceleration (2nd derivative): sm − 2·sm + sm — the rate of change of velocity. Positive means momentum is building; negative means it is fading, even if price is still moving in the same direction. Jerk (3rd derivative): sm − 3·sm + 3·sm − sm — the rate of change of acceleration. A leading indicator of acceleration reversals. When jerk crosses zero, acceleration is about to change direction. Step 3 — Normalization Each derivative is divided by its rolling peak absolute value over the normalization lookback window, then scaled to ±100. This keeps all three series on the same axis and comparable to each other, regardless of the instrument's price level or volatility. A velocity reading of +80 and an acceleration reading of +80 carry equivalent relative meaning within their own histories. Signals Zero Crosses Every time a derivative crosses the zero line, a marker appears at the top or bottom of the panel. Each derivative has a distinct shape to avoid confusion: Velocity (Circle): Bottom (bullish) / Top (bearish) Acceleration (Diamond): Bottom (bullish) / Top (bearish) Jerk (Square): Bottom (bullish) / Top (bearish) Each set of markers is independently gated by its visibility toggle, so you only see the crosses for the series you have enabled. Velocity cross — the most direct signal. When velocity crosses above zero, price momentum has turned positive on the source timeframe. Below zero, it has turned negative. Acceleration cross — a timing tool, not a trend signal. When acceleration crosses above zero while velocity is still positive, the move is re-accelerating. When acceleration crosses below zero while velocity is still positive, the move is losing steam — the trend continues, but is starting to exhaust. Acceleration reversals frequently precede velocity reversals by several bars. Jerk cross — the earliest signal in the chain. Jerk crossing zero means acceleration is about to change direction. By itself, jerk is noisy, but when it aligns with acceleration near a zero cross, it can give a meaningful early warning. Divergence Markers (Triangles) Divergence fires when acceleration crosses zero while velocity is still extreme — specifically when |vn| > 30. This combination means the move has been strong enough to be considered extended, but the underlying force driving it is already reversing. Bear divergence (▼ triangle, top): Acceleration crosses below zero while velocity is still elevated above +30. The upswing's engine is cutting out while the price is still high. Historically, this precedes deceleration into a stall or reversal. Bull divergence (▲ triangle, bottom): Acceleration crosses above zero while velocity is still depressed below −30. The downswing is losing power from the bottom. Historically, this precedes a deceleration of selling and a potential recovery. Divergence markers are rarer than zero crosses by design. They represent a specific confluence, not a general crossover signal. Regime Background The panel background is tinted to reflect the current momentum regime: Velocity > 0 and Acceleration > 0: Accelerating bull - Cyan tint Velocity < 0 and Acceleration < 0: Accelerating bear - Red tint No tint: Decelerating or mixed - Neutral The regime is also displayed in the info table with four states: ▲ Accelerating, ↗ Decelerating, ↘ Recovering, ▼ Falling. Signal Line An EMA of velocity (default length 9) is plotted as a thin white line over the velocity histogram. Velocity crossing its own signal line is an additional early entry cue, analogous to the MACD signal cross but applied directly to the derivative layer. Settings ⏱ Timeframe Source Timeframe — the timeframe on which the smoothed signal is computed before derivatives are taken. Options: Auto, Chart, 5m, 15m, 1H, 4H, 1D, 1W. Auto scales to a fixed higher timeframe based on your current chart: below 5m → 15m, below 15m → 1H, below 1H → 4H, below 4H → 1D, otherwise 1W. This allows the indicator to show higher-timeframe derivative structure on any intraday chart without manual adjustment. The chart uses the same timeframe as the chart is on. Useful when you want the derivatives of the chart's own bars rather than a higher context. 🔬 Smoothing Filter Filter — selects the smoothing method: Savitzky-Golay (recommended), Gaussian, or Kalman. SG Window (SG only) — odd integer from 5 to 15. Controls the width of the polynomial fitting window. Larger windows produce smoother derivatives with (window−1)/2 additional bars of lag. Window 9 is the default and a good general-purpose choice. Use 5 or 7 for faster signals on volatile instruments; 13 or 15 for cleaner derivatives on smooth trends. Gaussian Length (Gaussian only) — number of bars in the weighted sum. Longer = smoother. Gaussian Sigma (Gaussian only) — controls the standard deviation of the bell curve. Lower values concentrate weight on recent bars; higher values spread it more evenly. Kalman Q — Process Noise (Kalman only) — how much the filter expects the price to move on its own each bar. Higher Q makes the filter track price more closely with less smoothing. Range 0.0001–1.0, default 0.01. Kalman R — Measurement Noise (Kalman only) — how much the filter distrusts the raw price measurement. Higher R produces more smoothing and more lag. Range 0.01–50.0, default 1.0. 📈 Derivatives & Display Price Source — the input series to smooth and differentiate. Defaults to close. Can be set to any source, including hl2, ohlc4, or another indicator's output via the source selector. Normalization Lookback — the rolling window (in bars) over which each derivative is scaled to ±100. Shorter windows (e.g., 50) make the indicator more responsive to recent extremes; longer windows (e.g., 200–500) provide a more stable baseline. Default 100. Signal EMA Length — the length of the EMA applied to normalized velocity to produce the signal line. Default 9. Velocity (1st deriv) — show/hide the velocity histogram and line, and its zero-crossing markers. Acceleration (2nd deriv) — show/hide the acceleration line and its zero-cross diamond markers. Jerk (3rd deriv) — show/hide the jerk line and its zero-crossing square markers. Hidden by default as it is primarily useful for advanced analysis. Signal Line on Velocity — show/hide the EMA signal line overlay on velocity. Divergence Markers — show/hide the bear/bull divergence triangle markers. 🎨 Colors All seven colour elements are individually configurable: Velocity (up/down), Acceleration (up/down), Jerk (up/down), and the Signal line. Alerts Eight alert conditions are available: Velocity → Positive: Velocity crosses above zero Velocity → Negative: Velocity crosses below zero Momentum Trough: Acceleration crosses above zero Momentum Peak: Acceleration crosses below zero Jerk → Positive: Jerk crosses above zero Jerk → Negative: Jerk crosses below zero Bullish Divergence: Acceleration recovers while velocity is below −30 Bearish Divergence: Acceleration rolls over while velocity is above +30 Reading the Indicator Together The three layers are designed to be read in sequence, from slowest to fastest signal: Check velocity for trend direction — is the move positive or negative? Check acceleration for conviction — is the move building or fading? Check jerk for early warning — is acceleration about to change? A high-confidence setup aligns all three: velocity positive, acceleration positive and rising, jerk positive. As a move matures, acceleration will peak and roll over first, while velocity remains elevated — that is the divergence condition. Velocity eventually follows. Jerk will often signal the peak of acceleration one step earlier still. No single cross is a trade signal on its own. TDE is a momentum structure tool. It is most useful when combined with price structure, support/resistance levels, and a defined higher timeframe bias.
Pine Script® インジケーター
Azazel_Tradingの投稿
Pulse Mean AcceleratorPulse Mean Accelerator (PMA) | MisinkoMaster Pulse Mean Accelerator (PMA) is a high-speed adaptive trend engine designed to dynamically accelerate or stabilize its behavior depending on how aggressively price moves relative to its underlying structure. Instead of acting like a traditional moving average that simply lags behind price, PMA attempts to anticipate momentum expansion by accelerating when price pulses strengthen and stabilizing when market movement slows. The result is a responsive yet smooth trend-following tool that adapts to both trending and consolidating markets. PMA is particularly useful for traders who want earlier participation in expanding trends without sacrificing structural clarity. By combining adaptive acceleration, volatility awareness, and layered smoothing, PMA balances speed and stability to help traders remain aligned with developing momentum. Key Features Adaptive acceleration that reacts when price movement intensifies Automatically slows down during consolidation to reduce noise Multiple moving average types supported for flexibility Volatility-aware responsiveness adjustment Optional confirmation logic to filter weak signals Multiple smoothing modes for balancing speed vs stability Dynamic candle coloring reflecting active trend state Automatic Long and Short markers when direction changes Works across fast intraday and slower swing environments Designed to reduce lag while preserving structure How It Works Pulse Mean Accelerator begins with a moving average structure but enhances it by measuring how aggressively price moves relative to that baseline. When price starts moving faster than the average, acceleration increases, allowing the indicator to catch up quickly. When price slows or becomes erratic, acceleration reduces, preventing excessive reaction to noise. Volatility measurements are incorporated to scale this acceleration, ensuring that responsiveness adapts naturally to current market conditions. Strong moves result in quicker adaptation, while quiet markets lead to smoother, calmer behavior. Additional smoothing layers can then be applied, allowing traders to choose between faster responsiveness or more stable structure depending on their trading style. Optional confirmation logic ensures that signals are not triggered solely by temporary price spikes, helping filter weaker moves. The outcome is a moving average framework that behaves more like a dynamic trend engine rather than a static lagging indicator. Trend Detection Logic Trend direction is determined by how price behaves relative to the accelerated mean structure. Bullish phases occur when price maintains strength above the adaptive mean while momentum confirms upward pressure. Bearish phases occur when price weakens below the structure and downward momentum dominates. Signals appear when participation shifts strongly enough to confirm directional change, helping traders detect transitions from consolidation to expansion phases. Acceleration Behavior A defining characteristic of PMA is its pulse acceleration mechanism. • Strong price pulses increase responsiveness • Weak or slow price movement reduces acceleration • Volatility conditions influence adaptation speed • Structure remains smooth when momentum is weak This dynamic adjustment helps traders enter trends earlier while avoiding excessive reactions during sideways markets. Smoothing Modes PMA includes multiple smoothing options so users can tune responsiveness: • Raw acceleration for fastest reaction • Exponential stabilization for balanced behavior • Additional smoothing layers for structural clarity • Double smoothing for maximum noise reduction This flexibility allows PMA to be tailored for scalping, intraday trading, or higher-timeframe trend following. Visual Signals The indicator provides several visual cues for ease of interpretation: • Candle coloring reflects active trend direction • Adaptive mean and accelerated mean are plotted together • Long and Short markers appear when trend shifts occur • Filled areas highlight separation between price and structure These features help traders read market structure quickly without relying on numerical interpretation. Inputs Overview Users can customize behavior through adjustable components including: • Price source selection used in calculations • Moving average type controlling base structure • Length settings affecting responsiveness • Acceleration sensitivity determining reaction speed • Volatility measurement type influencing adaptation • Smoothing mode selection for stability control • Optional confirmation filtering for signal validation These controls allow the tool to be tuned for both aggressive and conservative trading approaches. Usage Notes Ideal for traders needing faster adaptation to momentum expansion Helps detect early stages of trend acceleration Useful for filtering sideways noise while remaining reactive to breakouts Works well in volatile assets where traditional averages lag Can be combined with support/resistance or volume tools for confirmation Higher smoothing settings suit swing traders, lower smoothing benefits intraday traders Confirmation mode reduces false signals in choppy markets Parameter tuning improves performance across different assets Best Use Scenarios Pulse Mean Accelerator performs particularly well in: • Momentum expansion phases • Breakouts from consolidation ranges • Trend continuation environments • High-volatility market conditions • Assets showing periodic acceleration bursts • Markets transitioning from low to high volatility It is especially effective where traditional moving averages react too slowly to developing moves. Summary Pulse Mean Accelerator transforms traditional moving average logic into an adaptive trend engine capable of accelerating when price momentum expands and stabilizing during calm conditions. By blending acceleration, volatility awareness, and flexible smoothing, it provides traders with a faster yet structured view of market direction. PMA is best suited for traders seeking earlier trend participation while maintaining smooth, readable structure across both fast-moving and consolidating markets.
Pine Script® インジケーター
MisinkoMasterの投稿
Momentum TrackerDescription To screen for momentum movers, one can filter for stocks that have made a noticeable move over a set period. This initial move defines the momentum or swing move. From this list of candidates, we can create a watchlist by selecting those showing a momentum pause, such as a pullback or consolidation, which later could set up for a continuation. Momentum = Magnitude × Time This Momentum Tracker indicator serves as a study tool to visualize when stocks historically met these momentum conditions. It marks on the chart where a stock would have appeared on the screener, allowing us to review past momentum patterns and screener requirements. The indicator measures momentum in three different ways: Normalized Momentum Identifies when the current price reaches a new high or low compared to a historical window. This is the most standardized measurement and adapts well across markets. Normalized = Current Price ≥ Maximum Price in Lookback Normalized = Current Price ≤ Minimum Price in Lookback Relative Momentum Measures the percentage difference between a fast and a slow moving average. This method helps capture acceleration, the rate at which momentum is building over time. Relative = |Fast MA − Slow MA| ÷ Slow MA × 100 Absolute Momentum Measures how far price has moved from the highest or lowest point within a defined lookback period. Absolute = (Current Price − Lowest Price) ÷ Lowest Price × 100 Absolute = (Highest Price − Current Price) ÷ Highest Price × 100 Customization The tool is customizable in terms of lookback period and thresholds to accommodate different trading styles and timeframes, allowing users to set criteria that align with specific hold times and momentum requirements. While the various calculations can be enabled, the tool is best used in isolation of each to visualize different momentum conditions.
Pine Script® インジケーター
StockLeaveの投稿
New Momentum H/LNew Momentum H/L shows when momentum, defined as the rate of price change over time, exceeds the highest or lowest values observed over a user-defined period. These events shows points where momentum reaches new extremes relative to that period, and the indicator plots a column to mark each occurrence. Increase in momentum could indicate the start of a trend phase from a low volatile or balanced state. However in developed trends, extreme momentum could also mark potential climaxes which can lead to trend termination. This reflects the dual nature of the component. This indicator is based on the MACD calculated as the difference between a 3-period and a 10-period simple moving average. New highs are indicated when this value exceeds all previous values within the lookback window; new lows when it drops below all previous values. The default lookback period is set to 40 bars, which corresponds with two months on a daily chart. The indicator also computes a z-score of the MACD line over the past 100 bars. This standardization helps compare momentum across different periods and normalizes the values of current moves relative to recent history. In practice, use the indicator to confirm presence of momentum at the start of a move from a balanced state (often following a volatility expansion), track how momentum develops inside of a trend structure and locate potential climactic events. Momentum should in preference be interpreted from price movement. However, to measure and standardize provides structure and helps build more consistent models. This should be used in context of price structure and broader market conditions; as all other tools.
Pine Script® インジケーター
StockLeaveの投稿
Acceleration Bands HTF This version gives you the ability to see the indicator from the HIGHER timeframes when you are on the timeframes. Please note that this is not the original formula, but a factored one that I found effective for identifying market trends. Thanks to @capissimo who provided the base open-code. Acceleration Bands are designed to capture potential price breakouts or reversals in an asset. They are calculated based on a stock's price movements over a specified period, typically using the high, low, and closing prices. The idea is to identify moments when the price is accelerating (hence the name) beyond its normal range, which might indicate the beginning of a new trend. Calculation Acceleration Bands consist of three lines: Upper Band (AB Upper): This is calculated by adding a certain percentage of the simple moving average (SMA) to the highest high over a given period. Middle Band: This is typically the SMA of the stock's price. Lower Band (AB Lower): This is calculated by subtracting the same percentage of the SMA from the lowest low over a given period. Mathematically : AB Upper = SMA + (Highest High * Percentage) AB Lower = SMA - (Lowest Low * Percentage) OR Upper Band = SMA x (1 + (High - Low) / SMA) Lower Band = SMA x (1 - (High - Low) / SMA) Interpretation The bands are used to identify periods when the price of a security is accelerating or decelerating: Breakout Above Upper Band: This is usually considered a bullish signal, suggesting that the price is accelerating upwards and a new uptrend may be starting. Breakdown Below Lower Band: This is usually considered a bearish signal, suggesting that the price is accelerating downwards and a new downtrend may be starting. Reversal Between Bands: When the price re-enters the region between the bands after breaking out, it can be seen as a potential reversal signal. Trading Strategy Entry Signals: Buy when the price breaks above the upper band. Sell or short when the price breaks below the lower band. Exit Signals: Close a long position when the price falls back into the area between the bands. Close a short position when the price rises back into the area between the bands. Advantages Helps capture early trends. Can be used across various time frames and assets. Provides clear entry and exit signals.
Pine Script® インジケーター
ZoharChoの投稿
1
AO/AC Trading Zones Strategy [Skyrexio] Overview AO/AC Trading Zones Strategy leverages the combination of Awesome Oscillator (AO), Acceleration/Deceleration Indicator (AC), Williams Fractals, Williams Alligator and Exponential Moving Average (EMA) to obtain the high probability long setups. Moreover, strategy uses multi trades system, adding funds to long position if it considered that current trend has likely became stronger. Combination of AO and AC is used for creating so-called trading zones to create the signals, while Alligator and Fractal are used in conjunction as an approximation of short-term trend to filter them. At the same time EMA (default EMA's period = 100) is used as high probability long-term trend filter to open long trades only if it considers current price action as an uptrend. More information in "Methodology" and "Justification of Methodology" paragraphs. The strategy opens only long trades. Unique Features No fixed stop-loss and take profit: Instead of fixed stop-loss level strategy utilizes technical condition obtained by Fractals and Alligator to identify when current uptrend is likely to be over. In some special cases strategy uses AO and AC combination to trail profit (more information in "Methodology" and "Justification of Methodology" paragraphs) Configurable Trading Periods: Users can tailor the strategy to specific market windows, adapting to different market conditions. Multilayer trades opening system: strategy uses only 10% of capital in every trade and open up to 5 trades at the same time if script consider current trend as strong one. Short and long term trend trade filters: strategy uses EMA as high probability long-term trend filter and Alligator and Fractal combination as a short-term one. Methodology The strategy opens long trade when the following price met the conditions: 1. Price closed above EMA (by default, period = 100). Crossover is not obligatory. 2. Combination of Alligator and Williams Fractals shall consider current trend as an upward (all details in "Justification of Methodology" paragraph) 3. Both AC and AO shall print two consecutive increasing values. At the price candle close which corresponds to this condition algorithm opens the first long trade with 10% of capital. 4. If combination of Alligator and Williams Fractals shall consider current trend has been changed from up to downtrend, all long trades will be closed, no matter how many trades has been opened. 5. If AO and AC both continue printing the rising values strategy opens the long trade on each candle close with 10% of capital while number of opened trades reaches 5. 6. If AO and AC both has printed 5 rising values in a row algorithm close all trades if candle's low below the low of the 5-th candle with rising AO and AC values in a row. Script also has additional visuals. If second long trade has been opened simultaneously the Alligator's teeth line is plotted with the green color. Also for every trade in a row from 2 to 5 the label "Buy More" is also plotted just below the teeth line. With every next simultaneously opened trade the green color of the space between teeth and price became less transparent. Strategy settings In the inputs window user can setup strategy setting: EMA Length (by default = 100, period of EMA, used for long-term trend filtering EMA calculation). User can choose the optimal parameters during backtesting on certain price chart. Justification of Methodology Let's explore the key concepts of this strategy and understand how they work together. We'll begin with the simplest: the EMA. The Exponential Moving Average (EMA) is a type of moving average that assigns greater weight to recent price data, making it more responsive to current market changes compared to the Simple Moving Average (SMA). This tool is widely used in technical analysis to identify trends and generate buy or sell signals. The EMA is calculated as follows: 1.Calculate the Smoothing Multiplier: Multiplier = 2 / (n + 1), Where n is the number of periods. 2. EMA Calculation EMA = (Current Price) × Multiplier + (Previous EMA) × (1 − Multiplier) In this strategy, the EMA acts as a long-term trend filter. For instance, long trades are considered only when the price closes above the EMA (default: 100-period). This increases the likelihood of entering trades aligned with the prevailing trend. Next, let’s discuss the short-term trend filter, which combines the Williams Alligator and Williams Fractals. Williams Alligator Developed by Bill Williams, the Alligator is a technical indicator that identifies trends and potential market reversals. It consists of three smoothed moving averages: Jaw (Blue Line): The slowest of the three, based on a 13-period smoothed moving average shifted 8 bars ahead. Teeth (Red Line): The medium-speed line, derived from an 8-period smoothed moving average shifted 5 bars forward. Lips (Green Line): The fastest line, calculated using a 5-period smoothed moving average shifted 3 bars forward. When the lines diverge and align in order, the "Alligator" is "awake," signaling a strong trend. When the lines overlap or intertwine, the "Alligator" is "asleep," indicating a range-bound or sideways market. This indicator helps traders determine when to enter or avoid trades. Fractals, another tool by Bill Williams, help identify potential reversal points on a price chart. A fractal forms over at least five consecutive bars, with the middle bar showing either: Up Fractal: Occurs when the middle bar has a higher high than the two preceding and two following bars, suggesting a potential downward reversal. Down Fractal: Happens when the middle bar shows a lower low than the surrounding two bars, hinting at a possible upward reversal. Traders often use fractals alongside other indicators to confirm trends or reversals, enhancing decision-making accuracy. How do these tools work together in this strategy? Let’s consider an example of an uptrend. When the price breaks above an up fractal, it signals a potential bullish trend. This occurs because the up fractal represents a shift in market behavior, where a temporary high was formed due to selling pressure. If the price revisits this level and breaks through, it suggests the market sentiment has turned bullish. The breakout must occur above the Alligator’s teeth line to confirm the trend. A breakout below the teeth is considered invalid, and the downtrend might still persist. Conversely, in a downtrend, the same logic applies with down fractals. In this strategy if the most recent up fractal breakout occurs above the Alligator's teeth and follows the last down fractal breakout below the teeth, the algorithm identifies an uptrend. Long trades can be opened during this phase if a signal aligns. If the price breaks a down fractal below the teeth line during an uptrend, the strategy assumes the uptrend has ended and closes all open long trades. By combining the EMA as a long-term trend filter with the Alligator and fractals as short-term filters, this approach increases the likelihood of opening profitable trades while staying aligned with market dynamics. Now let's talk about the trading zones concept and its signals. To understand this we need to briefly introduce what is AO and AC. The Awesome Oscillator (AO), developed by Bill Williams, is a momentum indicator designed to measure market momentum by contrasting recent price movements with a longer-term historical perspective. It helps traders detect potential trend reversals and assess the strength of ongoing trends. The formula for AO is as follows: AO = SMA5(Median Price) − SMA34(Median Price) where: Median Price = (High + Low) / 2 SMA5 = 5-period Simple Moving Average of the Median Price SMA 34 = 34-period Simple Moving Average of the Median Price The Acceleration/Deceleration (AC) Indicator, introduced by Bill Williams, measures the rate of change in market momentum. It highlights shifts in the driving force of price movements and helps traders spot early signs of trend changes. The AC Indicator is particularly useful for identifying whether the current momentum is accelerating or decelerating, which can indicate potential reversals or continuations. For AC calculation we shall use the AO calculated above is the following formula: AC = AO − SMA5(AO) , where SMA5(AO)is the 5-period Simple Moving Average of the Awesome Oscillator When the AC is above the zero line and rising, it suggests accelerating upward momentum. When the AC is below the zero line and falling, it indicates accelerating downward momentum. When the AC is below zero line and rising it suggests the decelerating the downtrend momentum. When AC is above the zero line and falling, it suggests the decelerating the uptrend momentum. Now let's discuss the trading zones concept and how it can create the signal. Zones are created by the combination of AO and AC. We can divide three zone types: Greed zone: when the AO and AC both are rising Red zone: when the AO and AC both are decreasing Gray zone: when one of AO or AC is rising, the other is falling Gray zone is considered as uncertainty. AC and AO are moving in the opposite direction. Strategy skip such price action to decrease the chance to stuck in the losing trade during potential sideways. Red zone is also not interesting for the algorithm because both indicators consider the trend as bearish, but strategy opens only long trades. It is waiting for the green zone to increase the chance to open trade in the direction of the potential uptrend. When we have 2 candles in a row in the green zone script executes a long trade with 10% of capital. Two green zone candles in a row is considered by algorithm as a bullish trend, but now so strong, that's the reason why trade is going to be closed when the combination of Alligator and Fractals will consider the the trend change from bullish to bearish. If id did not happens, algorithm starts to count the green zone candles in a row. When we have 5 in a row script change the trade closing condition. Such situation is considered is a high probability strong bull market and all trades will be closed if candle's low will be lower than fifth green zone candle's low. This is used to increase probability to secure the profit. If long trades are initiated, the strategy continues utilizing subsequent signals until the total number of trades reaches a maximum of 5. Each trade uses 10% of capital. Why we use trading zones signals? If currently strategy algorithm considers the high probability of the short-term uptrend with the Alligator and Fractals combination pointed out above and the long-term trend is also suggested by the EMA filter as bullish. Rising AC and AO values in the direction of the most likely main trend signaling that we have the high probability of the fastest bullish phase on the market. The main idea is to take part in such rapid moves and add trades if this move continues its acceleration according to indicators. Backtest Results Operating window: Date range of backtests is 2023.01.01 - 2024.12.31. It is chosen to let the strategy to close all opened positions. Commission and Slippage: Includes a standard Binance commission of 0.1% and accounts for possible slippage over 5 ticks. Initial capital: 10000 USDT Percent of capital used in every trade: 10% Maximum Single Position Loss: -9.49% Maximum Single Profit: +24.33% Net Profit: +4374.70 USDT (+43.75%) Total Trades: 278 (39.57% win rate) Profit Factor: 2.203 Maximum Accumulated Loss: 668.16 USDT (-5.43%) Average Profit per Trade: 15.74 USDT (+1.37%) Average Trade Duration: 60 hours How to Use Add the script to favorites for easy access. Apply to the desired timeframe and chart (optimal performance observed on 4h BTC/USDT). Configure settings using the dropdown choice list in the built-in menu. Set up alerts to automate strategy positions through web hook with the text: {{strategy.order.alert_message}} Disclaimer: Educational and informational tool reflecting Skyrex commitment to informed trading. Past performance does not guarantee future results. Test strategies in a simulated environment before live implementation These results are obtained with realistic parameters representing trading conditions observed at major exchanges such as Binance and with realistic trading portfolio usage parameters.
Pine Script® ストラテジー
Skyrexioの投稿
MultiLayer Acceleration/Deceleration Strategy [Skyrexio]Overview MultiLayer Acceleration/Deceleration Strategy leverages the combination of Acceleration/Deceleration Indicator(AC), Williams Alligator, Williams Fractals and Exponential Moving Average (EMA) to obtain the high probability long setups. Moreover, strategy uses multi trades system, adding funds to long position if it considered that current trend has likely became stronger. Acceleration/Deceleration Indicator is used for creating signals, while Alligator and Fractal are used in conjunction as an approximation of short-term trend to filter them. At the same time EMA (default EMA's period = 100) is used as high probability long-term trend filter to open long trades only if it considers current price action as an uptrend. More information in "Methodology" and "Justification of Methodology" paragraphs. The strategy opens only long trades. Unique Features No fixed stop-loss and take profit: Instead of fixed stop-loss level strategy utilizes technical condition obtained by Fractals and Alligator to identify when current uptrend is likely to be over (more information in "Methodology" and "Justification of Methodology" paragraphs) Configurable Trading Periods: Users can tailor the strategy to specific market windows, adapting to different market conditions. Multilayer trades opening system: strategy uses only 10% of capital in every trade and open up to 5 trades at the same time if script consider current trend as strong one. Short and long term trend trade filters: strategy uses EMA as high probability long-term trend filter and Alligator and Fractal combination as a short-term one. Methodology The strategy opens long trade when the following price met the conditions: 1. Price closed above EMA (by default, period = 100). Crossover is not obligatory. 2. Combination of Alligator and Williams Fractals shall consider current trend as an upward (all details in "Justification of Methodology" paragraph) 3. Acceleration/Deceleration shall create one of two types of long signals (all details in "Justification of Methodology" paragraph). Buy stop order is placed one tick above the candle's high of last created long signal. 4. If price reaches the order price, long position is opened with 10% of capital. 5. If currently we have opened position and price creates and hit the order price of another one long signal, another one long position will be added to the previous with another one 10% of capital. Strategy allows to open up to 5 long trades simultaneously. 6. If combination of Alligator and Williams Fractals shall consider current trend has been changed from up to downtrend, all long trades will be closed, no matter how many trades has been opened. Script also has additional visuals. If second long trade has been opened simultaneously the Alligator's teeth line is plotted with the green color. Also for every trade in a row from 2 to 5 the label "Buy More" is also plotted just below the teeth line. With every next simultaneously opened trade the green color of the space between teeth and price became less transparent. Strategy settings In the inputs window user can setup strategy setting: EMA Length (by default = 100, period of EMA, used for long-term trend filtering EMA calculation). User can choose the optimal parameters during backtesting on certain price chart. Justification of Methodology Let's explore the key concepts of this strategy and understand how they work together. We'll begin with the simplest: the EMA. The Exponential Moving Average (EMA) is a type of moving average that assigns greater weight to recent price data, making it more responsive to current market changes compared to the Simple Moving Average (SMA). This tool is widely used in technical analysis to identify trends and generate buy or sell signals. The EMA is calculated as follows: 1.Calculate the Smoothing Multiplier: Multiplier = 2 / (n + 1), Where n is the number of periods. 2. EMA Calculation EMA = (Current Price) × Multiplier + (Previous EMA) × (1 − Multiplier) In this strategy, the EMA acts as a long-term trend filter. For instance, long trades are considered only when the price closes above the EMA (default: 100-period). This increases the likelihood of entering trades aligned with the prevailing trend. Next, let’s discuss the short-term trend filter, which combines the Williams Alligator and Williams Fractals. Williams Alligator Developed by Bill Williams, the Alligator is a technical indicator that identifies trends and potential market reversals. It consists of three smoothed moving averages: Jaw (Blue Line): The slowest of the three, based on a 13-period smoothed moving average shifted 8 bars ahead. Teeth (Red Line): The medium-speed line, derived from an 8-period smoothed moving average shifted 5 bars forward. Lips (Green Line): The fastest line, calculated using a 5-period smoothed moving average shifted 3 bars forward. When the lines diverge and align in order, the "Alligator" is "awake," signaling a strong trend. When the lines overlap or intertwine, the "Alligator" is "asleep," indicating a range-bound or sideways market. This indicator helps traders determine when to enter or avoid trades. Fractals, another tool by Bill Williams, help identify potential reversal points on a price chart. A fractal forms over at least five consecutive bars, with the middle bar showing either: Up Fractal: Occurs when the middle bar has a higher high than the two preceding and two following bars, suggesting a potential downward reversal. Down Fractal: Happens when the middle bar shows a lower low than the surrounding two bars, hinting at a possible upward reversal. Traders often use fractals alongside other indicators to confirm trends or reversals, enhancing decision-making accuracy. How do these tools work together in this strategy? Let’s consider an example of an uptrend. When the price breaks above an up fractal, it signals a potential bullish trend. This occurs because the up fractal represents a shift in market behavior, where a temporary high was formed due to selling pressure. If the price revisits this level and breaks through, it suggests the market sentiment has turned bullish. The breakout must occur above the Alligator’s teeth line to confirm the trend. A breakout below the teeth is considered invalid, and the downtrend might still persist. Conversely, in a downtrend, the same logic applies with down fractals. In this strategy if the most recent up fractal breakout occurs above the Alligator's teeth and follows the last down fractal breakout below the teeth, the algorithm identifies an uptrend. Long trades can be opened during this phase if a signal aligns. If the price breaks a down fractal below the teeth line during an uptrend, the strategy assumes the uptrend has ended and closes all open long trades. By combining the EMA as a long-term trend filter with the Alligator and fractals as short-term filters, this approach increases the likelihood of opening profitable trades while staying aligned with market dynamics. Now let's talk about Acceleration/Deceleration signals. AC indicator is calculated using the Awesome Oscillator, so let's first of all briefly explain what is Awesome Oscillator and how it can be calculated. The Awesome Oscillator (AO), developed by Bill Williams, is a momentum indicator designed to measure market momentum by contrasting recent price movements with a longer-term historical perspective. It helps traders detect potential trend reversals and assess the strength of ongoing trends. The formula for AO is as follows: AO = SMA5(Median Price) − SMA34(Median Price) where: Median Price = (High + Low) / 2 SMA5 = 5-period Simple Moving Average of the Median Price SMA 34 = 34-period Simple Moving Average of the Median Price The Acceleration/Deceleration (AC) Indicator, introduced by Bill Williams, measures the rate of change in market momentum. It highlights shifts in the driving force of price movements and helps traders spot early signs of trend changes. The AC Indicator is particularly useful for identifying whether the current momentum is accelerating or decelerating, which can indicate potential reversals or continuations. For AC calculation we shall use the AO calculated above is the following formula: AC = AO − SMA5(AO), where SMA5(AO)is the 5-period Simple Moving Average of the Awesome Oscillator When the AC is above the zero line and rising, it suggests accelerating upward momentum. When the AC is below the zero line and falling, it indicates accelerating downward momentum. When the AC is below zero line and rising it suggests the decelerating the downtrend momentum. When AC is above the zero line and falling, it suggests the decelerating the uptrend momentum. Now we can explain which AC signal types are used in this strategy. The first type of long signal is when AC value is below zero line. In this cases we need to see three rising bars on the histogram in a row after the falling one. The second type of signals occurs above the zero line. There we need only two rising AC bars in a row after the falling one to create the signal. The signal bar is the last green bar in this sequence. The strategy places the buy stop order one tick above the candle's high, which corresponds to the signal bar on AC indicator. After that we can have the following scenarios: Price hit the order on the next candle in this case strategy opened long with this price. Price doesn't hit the order price, the next candle set lower high. If current AC bar is increasing buy stop order changes by the script to the high of this new bar plus one tick. This procedure repeats until price finally hit buy order or current AC bar become decreasing. In the second case buy order cancelled and strategy wait for the next AC signal. If long trades are initiated, the strategy continues utilizing subsequent signals until the total number of trades reaches a maximum of 5. All open trades are closed when the trend shifts to a downtrend, as determined by the combination of the Alligator and Fractals described earlier. Why we use AC signals? If currently strategy algorithm considers the high probability of the short-term uptrend with the Alligator and Fractals combination pointed out above and the long-term trend is also suggested by the EMA filter as bullish. Rising AC bars after period of falling AC bars indicates the high probability of local pull back end and there is a high chance to open long trade in the direction of the most likely main uptrend. The numbers of rising bars are different for the different AC values (below or above zero line). This is needed because if AC below zero line the local downtrend is likely to be stronger and needs more rising bars to confirm that it has been changed than if AC is above zero. Why strategy use only 10% per signal? Sometimes we can see the false signals which appears on sideways. Not risking that much script use only 10% per signal. If the first long trade has been open and price continue going up and our trend approximation by Alligator and Fractals is uptrend, strategy add another one 10% of capital to every next AC signal while number of active trades no more than 5. This capital allocation allows to take part in long trades when current uptrend is likely to be strong and use only 10% of capital when there is a high probability of sideways. Backtest Results Operating window: Date range of backtests is 2023.01.01 - 2024.11.01. It is chosen to let the strategy to close all opened positions. Commission and Slippage: Includes a standard Binance commission of 0.1% and accounts for possible slippage over 5 ticks. Initial capital: 10000 USDT Percent of capital used in every trade: 10% Maximum Single Position Loss: -5.15% Maximum Single Profit: +24.57% Net Profit: +2108.85 USDT (+21.09%) Total Trades: 111 (36.94% win rate) Profit Factor: 2.391 Maximum Accumulated Loss: 367.61 USDT (-2.97%) Average Profit per Trade: 19.00 USDT (+1.78%) Average Trade Duration: 75 hours How to Use Add the script to favorites for easy access. Apply to the desired timeframe and chart (optimal performance observed on 3h BTC/USDT). Configure settings using the dropdown choice list in the built-in menu. Set up alerts to automate strategy positions through web hook with the text: {{strategy.order.alert_message}} Disclaimer: Educational and informational tool reflecting Skyrex commitment to informed trading. Past performance does not guarantee future results. Test strategies in a simulated environment before live implementation These results are obtained with realistic parameters representing trading conditions observed at major exchanges such as Binance and with realistic trading portfolio usage parameters.
Pine Script® ストラテジー
Skyrexioの投稿
4
Velocity and Acceleration SignalsThe "Velocity and Acceleration Signals" indicator is a versatile tool designed to provide traders with valuable insights into price momentum and acceleration. By harnessing the power of mathematics and visualization, this indicator helps traders make informed decisions in the fast-paced world of financial markets. Crunching the Numbers: How It Works At its core, the indicator relies on two key concepts: velocity and acceleration. Here's how it operates: -- Velocity Calculation : The indicator takes a step back in time, considering a user-defined historical period (typically around 14 bars). It calculates the velocity of price movements during this period. Velocity represents the speed at which an asset's price is changing and is derived by examining how much the price has moved between bars. Specifically, it computes the rate of change in price over time. -- Acceleration Calculation : Building upon velocity, the indicator goes one step further and calculates acceleration. Acceleration signifies how quickly the velocity is changing. It quantifies whether the price is speeding up or slowing down in its ascent or descent. -- Smoothing with EMA : To enhance clarity and reduce noise, the indicator smooths the velocity using an Exponential Moving Average (EMA) with a user-defined length. This smoothed velocity provides a more comprehensive view of the price momentum trend. Visualizing Market Dynamics The indicator doesn't just crunch numbers; it also paints a vivid picture of market sentiment: -- Coloration : The indicator employs a color scheme to visualize market conditions. It uses lime for positive acceleration and fuchsia for negative acceleration. The color green represents positive smoothed velocity, while red denotes negative smoothed velocity. A gray hue signals a neutral or transitional phase. -- Plotting Velocity and Acceleration : The indicator provides visual representations of both smoothed velocity and acceleration. Smoothed velocity is depicted as columns, with green or red coloring indicating the direction. Acceleration is displayed as a histogram, with lime or fuchsia bars showcasing bullish or bearish momentum. A gray zero line offers a reference point for changes in momentum direction. -- Strong Up and Strong Down Conditions : For traders seeking distinctive signals, the indicator identifies "Strong Up" and "Strong Down" conditions. A "Strong Up" occurs when smoothed velocity crosses above a user-defined threshold, coupled with positive acceleration. Conversely, a "Strong Down" emerges when smoothed velocity crosses below another threshold, accompanied by negative acceleration. These conditions are marked with prominent triangular shapes. Unlocking Trading Potential Now, let's explore how traders can leverage the indicator: -- Trend Confirmation : Traders can use this indicator to validate the prevailing market trend. A robust smoothed velocity, combined with acceleration in the same direction, can confirm the current trend. -- Contrarian Signals : Extreme conditions signaled by a strong crossover or crossunder of the smoothed velocity threshold, along with appropriate acceleration, can hint at potential trend reversals. -- Divergence Analysis : Savvy traders can employ this indicator to identify divergences between price movements and momentum. If the price exhibits higher highs while the indicator shows lower highs (or vice versa), it may signify a weakening or strengthening trend. Navigating Limitations As with any trading tool, it's essential to acknowledge the indicator's limitations: -- Lookback Period : The indicator's effectiveness may vary based on the chosen historical period. Longer periods smooth out fluctuations but may lag in capturing recent changes in sentiment. -- Threshold Sensitivity : Interpreting threshold crossovers or crossunders can be subjective. Traders should carefully fine-tune these threshold values based on their trading strategy and market conditions. -- Context Matters : The indicator focuses solely on velocity and acceleration signals and does not incorporate other critical factors such as trading volume, market news, or fundamental analysis. Therefore, traders should use it in conjunction with additional indicators and analysis techniques. While the primary focus is on trend and momentum analysis, this indicator indirectly provides information about volatility as well. Rapid changes in velocity and acceleration can indicate increasing volatility in the market, which may be of interest to traders looking for opportunities during volatile conditions. However, this indicator doesn't directly measure volume. To incorporate volume analysis into your trading strategy, you may want to combine this indicator with volume-based indicators or consider other tools specifically designed for volume analysis. In conclusion, this indicator is a valuable ally for traders looking to decode market dynamics and make data-driven trading decisions. While it offers powerful insights, it's crucial to recognize its limitations and deploy it as part of a comprehensive trading strategy.
Pine Script® インジケーター
LeafAlgoの投稿
13
Velocity Acceleration Convergence Divergence Indicator [CC]I created the Velocity Acceleration Convergence Divergence Indicator, and it is quite a mouthful if I do say so. I based this script on my two previous scripts: Velocity Indicator and Velocity Acceleration Indicator . This acts like a typical MACD but is much faster with the responses. This indicator is created by finding the difference between the Velocity Indicator and Velocity Acceleration Indicator to determine the overall trend strength of the underlying stock. Like the other scripts, I coded the general buy and sell signals the same, so you would want to buy when the indicator crosses over above the zero midline and sell when it crosses below the zero midline. I have also used the same colors, so darker colors for strong signals and lighter colors for normal signals. Please let me know if you would like me to publish another script or if you want something custom done!
Pine Script® インジケーター
cheatcountryの投稿
6
Velocity Acceleration Indicator [CC]The Velocity Acceleration Indicator was created by Scott Cong (Stocks and Commodities Sep 2023, pgs 8-15). This is another personal variation of his formula designed to capture the overall velocity acceleration of the underlying stock by applying the velocity formula to the original indicator to find the acceleration of the underlying velocity. I changed a few things around and managed actually to get less lag and quicker signals for this version, so make sure you compare the Velocity Indicator script that I published yesterday. This indicator is also visually similar to a typical stochastic indicator but uses a different underlying calculation. This works well as a momentum indicator, and the values are completely unbounded, so the best ways to determine bullish or bearish trends is either by using a crossover or crossunder between the indicator and the midline or to buy or sell the indicator when it reaches a high or low point and starts to fall or rise respectively. I used the zero line for my default version to help determine the bullish or bearish trends. I have also included multiple colors to differentiate between very strong signals and normal signals, so very strong signals are darker in color, and normal signals use lighter colors. Buy when the line turns green and sell when it turns red. Let me know if there are any other indicators or scripts you would like to see me publish! I will have some more new scripts in the next week or so.
Pine Script® インジケーター
cheatcountryの投稿
2
Price Acceleration Indicator (PAI)I have designed a "Price Acceleration" Indicator (PAI). It tracks the second derivative in price movements. This is different from ROC as that one measures Price Velocity rather than Acceleration. This Indicator should give you an idea of when the steam has come out of a move, or when one is getting started. For example, if RSI is reaching overbought, and PAI is Negative, that means the move is slowing down and likely to give in to the opposite direction soon.
Pine Script® インジケーター
PHICAPITALINVESTMENTSの投稿
1
Acceleration-Based MA Slope PredictionHello traders, I developed this indicator while working on a trading strategy using moving average slope and acceleration, and I found the concept interesting enough to share it. Let me briefly explain this indicator. ----About White Plot---- 1. Calculate the first derivative approximation at the current point of the Moving Average, and then calculate the second derivative approximation to obtain the 'Acceleration'. 2. Where the acceleration is 0, it signifies a change in the force of the moving average. 3. Therefore, by drawing a parabola based on the acceleration at that time, can depict the parabolic shape of the moving average. This is represented as a white circle on the indicator. 4. These circles are reset at the next point where the acceleration is 0, indicating a change in the parabolic force. If the moving average rises more sharply than the predicted value of the rising parabola, a more drastic increase is expected. 5. In this case, you can start risk management around the time the drawn parabola breaks. (The actual MA is represented by green/red lines) 6. Before the trend changes, i.e., before the direction of the moving average changes, there is a section where the acceleration is 0, and this is represented on the chart as follows. (The lower indicator shows the acceleration of the corresponding parabola) ----About Red Plot---- 1. Calculate the first derivative approximation of the moving average value, the 'slope'. 2. Where the slope is 0, it represents the extreme point of the parabola. 3. Therefore, by using the acceleration at that point as the coefficient of the quadratic function and setting the extreme point as a vertex, we can draw a quadratic function. This is represented as a red circle on the indicator. (Keep in mind that the actual moving average is not a quadratic function; this is a "forced" quadratic function assuming the parabola is maintained) 4. These circles are reset at the next extreme point where the slope is 0, and a new quadratic function is created. Based on the formula obtained in the above process, you can predict the future moving average through 'offset'. 5. That is, if the x value at the current point is 'k', you can predict the moving average one candle ahead by substituting (k+1) into the quadratic function. The predicted value at the past position is shown as a red circle. 6. The smoother the chosen moving average, the fewer extreme points will appear, and the higher the likelihood of the parabola fitting. For the T3 set as the default value, it shows very high accuracy even when predicting about 20 candles ahead. On the other hand, rough moving averages like SMA have limited prediction value. (SMA 60, offset = 10) -------- The moving average with a very high level of accuracy is JMA (Jurik Moving Average). However, since the code for this moving average is not public, I recommend those interested to check it through my code. Additionally, I believe the code of this indicator I've uploaded has significant utility. As an example, you can use the breaking point of the parabola predicted by the acceleration to determine when the force changes again for entries/losses. There are many other possible applications as well. I look forward to seeing more excellent results from this indicator. -------- 안녕하세요 트레이더여러분. 이 지표는, 제가 이동평균선의 기울기와 가속도를 이용하여 매매를 하기 위한 지표를 개발하다가, 흥미로운 내용이라고 판단하여 만들게 되었습니다. 이 지표에 대해 간단히 설명드리겠습니다. ----하얀색 플롯에 대해---- 1. 이동평균선이 진행되는 현재 시점에서 미분의 근사값을 구하고, 다시 한 번 미분의 근사값을 구해서 '가속도'를 얻습니다. 2. 가속도가 0이 되는 곳은, 곧 해당 이동평균선의 힘이 바뀌는 곳을 의미합니다. 3. 따라서, 그 당시 시점 기준으로 포물선을 그려낸다면, 가속도를 이용하여 해당 이동평균선의 포물선을 그려낼 수 있습니다. 이것은 지표의 하얀색점로서 표기됩니다. 4. 이 때, 이러한 점들은 다음의 가속도가 0이 되는 지점, 즉 포물선의 힘이 바뀌는 곳에서 다시 초기화됩니다. 5. 올라가고 있던 포물선에서의 예측치보다 이동평균선이 더 급하게 올라간다면, 더욱 급격한 상승이 예상됩니다. 이 경우, 그려지고있는 포물선이 깨질 때쯤부터 리스크 관리를 시작할 수 있습니다. (녹색/빨간색의 선으로 실제 MA를 표현했습니다. 거슬리시면 '모습'가셔서 끄셔도 좋습니다. ) 6. 추세가 변경되기 전, 즉 이동평균선의 방향이 바뀌기 전에는 가속도가 0이 되는 구간이 존재하고, 그것이 차트 위에 다음과같이 표현됩니다. (하단의 지표는, 해당 포물선의 가속도을 나타냅니다) ----붉은색 플롯에 대해---- 1. 이동평균선 값을 미분 근사값 즉, '기울기'를 구합니다. 2. 기울기가 0이 되는 곳은, 포물선이 극점이 되는 곳을 뜻합니다. 3. 따라서, 해당 시점의 가속도를 2차함수의 계수로 하여, 또한 해당 극점을 하나의 꼭지점으로 설정하여,이차함수를 그려낼 수 있습니다. 이것은 지표의 빨간색점으로서 표현됩니다. (실제 이동평균선은 2차함수가 아니기에, 포물선이 유지된다는 가정 하에 "억지로"만들어낸 이차함수입니다) 4. 이 때, 이러한 점은 다음 극점이 0이 되는 곳에서 초기화되고 이차함수가 만들어집니다. 5. 위의 과정에서 얻은 식을 바탕으로 'offset'을 통해 미래의 이동평균선을 예측할 수 있습니다. 즉, 현재시점의 x값을 'k'라고 한다면, (k+1)을 이차함수에 대입하여 1캔들 앞의 이동평균선을 예측할 수 있습니다. 해당 예측치가 지나간 자리는, 빨간색점을 통해 보여집니다. 6. 선택한 이동평균선이 스무스할수록 극점은 덜 등장하게되고, 포물선의 위치가 맞아들어갈 가능성이 높습니다. 현재 디폴트값으로 설정된 T3의 경우, 약 20캔들 앞을 예측해도 매우 높은 정확도를 보여줍니다. 반면에, SMA와 같이 울퉁불퉁한 이동평균선은 가능한 예측치가 크지 않습니다. (SMA 60, offset=10) -------- 매우 높은 수준의 정확도를 보여준 이동평균선은 JMA(Jurik Moving Average)입니다. 다만 이 이동평균선은 코드가 공개되지 않았기때문에, 관심있으신 분은 저의 코드를 통해 한번 확인해보시길 권장드립니다. 추가로, 제가 올린 이 지표의 코드는 이용가치가 높다고 생각합니다. 하나의 예시로서, 가속도로 예측한 포물선이 깨지는 곳을 기준으로, 힘이 다시 한 번 바뀌는 것을 이용해 진입/로스를 할 수 있습니다. 그 외에도 매우 다양한 활용이 가능합니다. 이 지표를 통해 더욱 좋은 새로운 결과물이 나오길 기대해봅니다.
Pine Script® インジケーター
OptiNodの投稿
15
Leavitt Convolution Acceleration [CC]The Leavitt Convolution Slope indicator was created by Jay Leavitt (Stocks and Commodities Oct 2019, page 11), who is most well-known for creating the Volume-Weighted Average Price indicator. This indicator didn't have a good explanation or description so I custom-coded most of it. The way it works is it will give trend spikes in the direction of the underlying trend. If you don't see a spike then it means that the stock isn't trending at the moment. One possible avenue to explore with this indicator is judging the size of the trend spike before you open a position in that direction (or the opposite direction if you are shorting). I added a normalization function using code from a good friend @loxx that I recommend leaving on but feel free to experiment with it. I have color coded the lines to turn light green for a standard buy signal or dark green for a strong buy signal and light red for a standard sell signal, and dark red for a strong sell signal. This is another indicator in a series that I'm publishing to fulfill a special request from @ashok1961 so let me know if you ever have any special requests for me.
Pine Script® インジケーター
cheatcountryの投稿
8
Carrey's Velocity and AccelerationThis is initially based on the MA Speed indicator from TradeStation () and expanded upon greatly. This implements 3 different variable MAs and calculates and plots both speed and acceleration of each. Also, a single line composite option is included for both speed and acceleration that changes color based on directional confluence of each MA's speed/acceleration. Additionally, optional labels are included to show where the 3 MAs are clustered, and a volatile move is expected, and where they are more distributed, expecting a temporary reversal. The additional acceleration concept comes from kinematics in physics. Utilizing time-based derivatives, we can calculate the velocity and acceleration of the moving averages, which can help us identify momentum of price action and locate reversals sooner.
Pine Script® インジケーター
CarreyTradesの投稿
1
Momentum and AccelerationThe following oscillator is a twist on momentum, incorporating a 2nd derivative "acceleration" to help determine changes in momentum. Both are plotted directly accessing previous series values rather than using a moving average. The script has an option to divide so the formula is d(Price)/d(Time), like a derivative. The script also provides options for the user to use their price source, volume, or a combination of price and volume. Credit: This script utilizes the "color gradient framework" tutorial by LucF (PineCoders) to create user-adjustable gradient visuals. Definitions "1st Derivative - Momentum" - Momentum is most commonly referred to as a rate and measures the acceleration of the price and/or volume of a security. "2nd Derivative - Acceleration" - Acceleration is the rate of change of momentum. Value Added This script may help the trader to assess directional changes in momentum easier. This script also plots using previous series values rather than using a moving average function. To my knowledge, I was unable to find one that does this for "2nd derivative", so it had to be created.
Pine Script® インジケーター
animecummerの投稿
5
Acceleration BandsAcceleration Bands Description: Acceleration Bands serve as a trading envelope that factor in an assets typical volatility over standard settings of 20 or 80 bars. They can be used across any time period, though traders prefer to use them most across weekly and monthly timeframes as breakout indicators outside these bands. Using the shorter time frames can define likely support and resistance levels at the lower and upper Acceleration Bands. Entry is usually made at the breakout point. Once the price closes back within the Acceleration Bands, this is taken as a signal that the acceleration period is over and it’s best to close out the trade.
Pine Script® インジケーター
capissimoの投稿
Neglected Volume by DGTVolume is one piece of information that is often neglected, however, learning to interpret volume brings many advantages and could be of tremendous help when it comes to analyzing the markets. In addition to technicians, fundamental investors also take notice of the numbers of shares traded for a given security. What is Volume? The volume represents all the recorded trades for a security that occurs in a given time interval. It is a measurement of the participation, enthusiasm, and interest in a given security. Think of volume as the force that drives the market. Volume substantiates, energizes, and empowers price. When volume increases, it confirms price direction; when volume decreases, it contradicts price direction. In theory, increases in volume generally precede significant price movements. However, If the price is rising in an uptrend but the volume is reducing or unchanged, it may show that there’s little interest in the security, and the price may reverse. A high volume usually indicates more interest in the security and the presence of institutional traders. However, a rapidly rising price in an uptrend accompanied by a huge volume may be a sign of exhaustion. Traders usually look for breaks of support and resistance to enter positions. When security break critical levels without volume, you should consider the breakout suspect and prime for a reversal off the highs/lows Volume spikes are often the result of news-driven events. Volume spike will often lead to sharp reversals since the moves are unsustainable due to the imbalance of supply and demand note : there’s no centralized exchange where trades are recorded, so the volume data represents what happens at a particular exchange only In most charting platforms, the volume indicator is presented as color-coded bars, green if the security closes up and red if the security closed lower, where the height of the bars show the amount of the recorded trades Within this study, Relative Volume , Volume Weighted Bars and Volume Moving Average are presented, where Relative Volume relates current trading volume to past trading volume over long period, Volume Weighted Bars presents price bars colored based on short period past trading volume average, and Volume Moving Average is average of volume over shot period Relative Volume is presented as color-coded bars similar to regular Volume indicator but uses four color codes instead two. Notable increases of volume are presented in green and red while average values with back and gray, hence adding ability to emphasis notable increases in the volume. It is kind of a like a radar for how "in-play" a security is. Users are allowed to change the threshold, default value is set to Fibonacci golden ration standard deviation away from its moving average. Volume Weighted Bars, a study of Kıvanç Özbilgiç, aims to present if price movements are supported by Volume. Volume Weighted Bars are calculated based on shot period volume moving average which will reflect more recent changes in volume. Price actions with high volume will be displayed with darker colors, average volume values will remain as they are and low volume values will be indicated with lighter colors. Volume Moving Average, Is short period volume moving average, aims to display visually the volume changes. Please not that Relative Volume bars are calculated based on standard deviation of long volume moving average. What Else? Apart from the volume itself, your ability to assess what volume is telling you in conjunction with price action can be a key factor in your ability to turn a profit in the market. It makes little sense to analyze the volume alone. To correctly interpret the volume data, it shall be seen in the light of what the price is doing. there are a lot of other indicators that are based on the volume data as well as price action. Analysing those volume indicators has always helped traders and investors to better understand what is happening in the market. Here are the ones adapted with this study. Some of them used as a source for our aim, some adapted as they are with slight changes to fit visually to this study and please note that the numerical presentation may differ from their regular use • On Balance Volume • Divergence Indicator • Correlation Coefficient • Chaikin Money Flow Shortly; On Balance Volume The On Balance Volume indicator, is a technical analysis indicator that relates volume flow to changes in a security’s price. It uses a cumulative total of positive and negative trading volume to predict the direction of price. The OBV is a volume-based momentum oscillator, so it is a leading indicator — it changes direction before the price Granville, creator of OBV, proposed the theory that changes in volume precede price movements in a measurable way. He believed that volume was the main force behind major market moves and thought of OBV’s prediction of price changes as a compressed spring that expands rapidly when released. It is believed that the OBV shows the interactions between the institutional and retail traders in the market If the price makes a new high, the OBV should also make a new high. If the OBV makes a lower high when the price makes a higher high, there’s a classical bearish divergence — indicating that only the retail traders are buying. Another type of bearish divergence occurs when the price remains relatively quiet and fails to make a higher high but the OBV soars higher than the previous high — indicating that the institutional traders are accumulating short positions. On the other hand, if the price makes a lower low and the OBV makes a higher low, there is a classical bullish divergence, showing that the institutional traders don’t believe in that move With this study, Momentum and Acceleration (optional) of OBV is calculated and presented, where momentum is most commonly referred to as a rate and measures the acceleration of the price and/or volume of a security. It is also referred to as a technical analysis indicator and oscillator that is able to determine market trends. Additionally, smoothing functionality with Least Squares Method is added Divergences especially, should always be noted as a possible reversal in the current trend, so the divergence indicator is adapted with this study where the Momentum of OBV is assumed as Oscillator with similar usages as to RSI. Divergence is most often used to track and analyze the momentum in an asset’s price and the odds of a price reversal within the current trend. The divergence indicator warns traders and technical analysts of changes in a price/volume trend, oftentimes that it is weakening or changing direction. Correlation Coefficient The correlation coefficient is a statistical measure of the strength of the relationship between the relative movements of two variables. A correlation of -1.0 shows a perfect negative correlation, while a correlation of 1.0 shows a perfect positive correlation. A correlation of 0.0 shows no linear relationship between the movement of the two variables. In other words, the closer the Correlation Coefficient is to 1.0, indicates the instruments will move up and down together as it is mostly expected with volume and price. So the Correlation Coefficient Indicator aims to display when the price and volume (on balance volume) is in correlation and when not. With this study blue represent positive correlation while orange negative correlation. The strength of the correlation is determined by the width of the bands, to emphasis the effect horizontal lines are drawn with values set to 0.5 and -0.5. the values above 0.5 (or below -0.5) shows stronger correlation. Chaikin Money Flow , provide optionally as a companion indicator The Chaikin money flow indicator (CMF) is a volume indicator that measures the money flow volume over a chosen period. The money flow volume is a measure of the volume and where the price closed relative to the trading session’s range. It comes from the idea that buying pressure is indicated by a rising volume and recurrent closes in the upper part of the session’s price range while selling pressure is demonstrated by an increasing volume and repeated closes in the lower part of the price range. Both buying and selling pressures are accompanied by an increase in volume, but the location of the closing prices are in accordance with the direction of price Special thanks to @InvestCHK and @hjsjshs , who have enormously contributed while preparing this study related studies: Disclaimer: Trading success is all about following your trading strategy and the indicators should fit within your trading strategy, and not to be traded upon solely The script is for informational and educational purposes only. Use of the script does not constitute professional and/or financial advice. You alone have the sole responsibility of evaluating the script output and risks associated with the use of the script. In exchange for using the script, you agree not to hold dgtrd TradingView user liable for any possible claim for damages arising from any decision you make based on use of the script
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