Uptrick: Adaptive Trend TrailIntroduction
Uptrick: Adaptive Trend Trail is a trend-following overlay indicator that holds one of three states, bullish, bearish or neutral, where neutral applies only before the first confirmed flip on the chart. That state is visualized through a layered ATR trail or volatility bands, colored candles, and reversal labels. Rather than deriving direction from a single crossover, the indicator builds a composite regime score from nine weighted measurements, requires agreement from three internally calculated adaptive Supertrends, and then applies confirmation, cooldown and hysteresis rules whose strictness changes with measured market conditions. It also includes a valuation meter and a set of internal simulation statistics displayed in the Data Window.
The design intent is to require more evidence before accepting a state change when measured directional efficiency is low, rather than to detect every turn as early as possible.
Originality
A trend state can be derived from a single measurement: a moving average cross, one Supertrend, or one oscillator threshold. Each responds to a different aspect of price and each has conditions where it carries less information. A long moving average responds slowly. A single volatility-stop line can change direction repeatedly when price oscillates within its band width. An oscillator carries no information about price structure or volatility state. This script combines measurements that are informative under different conditions, so that no single one can force a state change on its own, and it makes the strictness of the decision depend on measured market conditions rather than holding it fixed.
Why these specific components were chosen :
Directional efficiency (net movement over total path traveled over 10 bars) is used because it distinguishes directional movement from back-and-forth movement covering the same ground. Its inverse, chop, is the central control variable of the script. Chop is not only an input to the score; it directly changes how many Supertrends must agree, how many bars a signal must persist, how wide the hysteresis gate is, and how long the cooldown lasts. This is the mechanism that lets one configuration behave differently in high-efficiency and low-efficiency conditions without the user changing settings.
Three Supertrends at different ATR lengths (fast 9, medium 14, slow 21) are used instead of one because a single Supertrend returns a binary direction with no measure of agreement. Three produce a vote count, which serves both as a gate (how many must agree) and as a continuous input to the composite score (vote difference divided by three). Their ATR multipliers are not fixed: chop and volatility expansion are added on top of the user's base factor, so all three widen as efficiency falls or volatility expands.
Distance from the EMA baseline and momentum are both normalized by ATR rather than used raw. This expresses them relative to recent volatility and reduces their dependence on the instrument's absolute price scale, so the same threshold values remain meaningful on instruments with very different nominal prices.
Baseline slope and a slower HL2 baseline slope are included because distance alone does not distinguish a market moving away from its mean from one moving back toward it. Two slopes at different speeds mean a short-term push against a flat longer-term structure contributes less to the score than an aligned move.
RSI is included with a small weight (0.08) as a momentum cross-check rather than as a signal generator. At that weight it cannot on its own carry the score past the gate.
Candle pressure (body direction and close location within the bar) and structure breaks (close beyond the prior N-bar high or low) are included with small weights (0.05 each) because they respond on the current bar, adding a small amount of immediacy to a score otherwise built from lagging averages.
How they work together : the nine fields are blended into one regime value smoothed by a 3-period EMA. That value must exceed a dynamic gate whose size grows with selectivity, chop and volatility deviation. Price must also be displaced from the baseline. Momentum must have the correct sign. The Supertrend vote must be confirmed and persistent. Only then does a candidate exist, and the candidate must persist for one to three consecutive bars depending on chop, with a cooldown of six to ten bars since the last flip. A separate strong-move path can bypass the candidate persistence requirement and the cooldown when all three Supertrends agree unanimously, the score exceeds the gate by an additional margin, momentum is strong and efficiency is above 0.42. It does not bypass the underlying Supertrend persistence requirement. Finally, a takeover rule requires the fast Supertrend plus at least one slower one to agree with the new direction, so a flip cannot occur against the shorter-term Supertrend structure.
The valuation meter and the internal simulation exist to provide context on the same chart rather than requiring separate indicators: one shows where smoothed RSI currently sits on a segmented scale, the other reports how the script's own state changes would have resolved under a simple trailing-stop assumption.
Features
Single trend state driving all visuals, bullish or bearish once the first flip occurs, neutral before that point
Composite regime score built from nine weighted fields, blended and smoothed with a 3-period EMA
Weighting: baseline distance 0.22, Supertrend consensus 0.20, momentum 0.19, baseline slope 0.14, slow baseline slope 0.10, directional efficiency 0.09, RSI 0.08, candle pressure 0.05, structure break 0.05
Directional efficiency engine measuring net movement against total path over 10 bars, producing a chop value used throughout the script
Volatility regime measurement comparing current ATR to its 50-period EMA, producing expansion and deviation values
Three internally calculated Supertrends (fast, medium, slow) used for logic only and not plotted on the chart
Adaptive Supertrend factors, where chop and volatility expansion are added on top of each user-set base multiplier, with the slow Supertrend receiving the largest adjustment
Vote-based Supertrend consensus requiring two of three in normal conditions and three of three when chop exceeds 0.70
Supertrend persistence requirement of one confirmed bar normally and two when chop exceeds 0.72
Dynamic hysteresis gate that widens with the selectivity input, with chop, and with volatility deviation
Price displacement filter requiring close to be above or below the baseline by an ATR-scaled amount
Momentum sign filter requiring directional momentum beyond a small deadband
Adaptive confirmation requiring one, two or three consecutive candidate bars depending on measured chop
Strong-move path that can bypass the candidate confirmation requirement and the cooldown when all three Supertrends agree, the score clears the gate by an additional 0.26, momentum exceeds 0.16 and efficiency exceeds 0.42, while still requiring Supertrend persistence
Takeover rule requiring the fast Supertrend plus one slower Supertrend to align with the new direction before any flip
Adaptive cooldown of six to ten bars between state changes, scaled by chop
All state changes evaluated on confirmed bars only, so the state does not flip on an unclosed bar
Trail overlay mode with three layers constructed at 0.55, 1.15 and 1.60 ATR multiples from the smoothed baseline, placed below it in bullish states and above it in bearish states, scaled by the width input
Bands overlay mode with three levels on each side of the baseline at 1.30, 2.00 and 2.90 ATR multiples, scaled by the width input, using an additional smoothing stage applied to the already-smoothed baseline and ATR
Overlay None mode that hides the Trail and Bands while leaving the other independently controlled outputs available
Smoothness control applied to the baseline and ATR used for the overlay geometry
Trend candles that recolor the price bars to the active state
Reversal labels printed on the bar where the state changes, placed relative to the outer trail layer
Valuation meter drawn as a table with a segmented scale and a pointer showing where 3-period smoothed RSI(14) currently sits
Four meter sizes: Off, Compact (11 segments), Normal (17 segments) and Large (25 segments)
Six meter positions covering top and bottom, left, center and right
Internal historical trade simulation driven by the script's own state changes, reported in the Data Window
Simulation outputs: return percent, win rate percent, profit factor, maximum drawdown percent and closed trade count
Simulation uses a fixed 10000 starting equity and full-equity sizing, with a fee equal to 0.1 percent of entry equity deducted at entry and a further amount equal to 0.1 percent of that same entry equity applied at exit
Simulation stop is set from the outer trail on the entry bar, constrained to at least one minimum tick beyond the entry close, and thereafter can only move in the position's favorable direction using the previous bar's outer trail value
Simulation return figure includes unrealized profit or loss on any position still open, so it is not a closed-trade-only figure
Two alert conditions, one for the bullish flip and one for the bearish flip, each carrying the ticker in the message
Inputs
Group 01, Trend Engine
Trend Length, default 34, range 10 to 200. Sets the primary EMA baseline used for the overlay, the distance field and the baseline slope field. It also determines two internally derived lengths: the slower HL2 baseline is calculated at approximately 70 percent of this value with a floor of 10, and the structure-break lookback is approximately 12 percent of this value with a floor of 3.
Momentum Length, default 12, range 3 to 100. Lookback used to measure directional momentum before ATR normalization.
Signal Selectivity, default 0.35, range 0.10 to 1.25. Raises both the hysteresis gate and the required price displacement. Higher values produce fewer state changes.
Group 02, Supertrend Confirmation
Fast Length, default 9, range 2 to 100. ATR length of the fast internal Supertrend.
Fast Factor, default 1.45, range 0.25 to 10.0. Base ATR multiplier of the fast internal Supertrend before adaptive widening.
Medium Length, default 14, range 2 to 150. ATR length of the medium internal Supertrend.
Medium Factor, default 1.95, range 0.25 to 10.0. Base ATR multiplier of the medium internal Supertrend.
Slow Length, default 21, range 2 to 200. ATR length of the slow internal Supertrend, acting as the broader continuation confirmation.
Slow Factor, default 2.55, range 0.25 to 10.0. Base ATR multiplier of the slow internal Supertrend.
Group 03, Overlay
Overlay, default Trail, options Trail, Bands, None. Selects which overlay geometry is drawn, or hides both.
Width, default 1.00, range 0.40 to 2.50. Scales the distance of all trail layers and all band levels from the baseline. Because the internal simulation uses the outer trail layer as its stop, this input also changes the Data Window statistics. It does not affect the trend engine.
Smoothness, default 5, range 1 to 20. Smooths the baseline and ATR used to build the overlay geometry, and is applied a second time to those already-smoothed values when Bands mode is selected. Because the outer trail layer is built from these smoothed values, this input also changes the Data Window statistics. It does not affect the trend engine.
Group 04, Valuation
Meter Size, default Normal, options Off, Compact, Normal, Large. Controls whether the meter is shown and how many segments it uses.
Position, default Top Center, options Top Left, Top Center, Top Right, Bottom Left, Bottom Center, Bottom Right.
How It Works
The baseline is an EMA of close over the Trend Length. ATR(14) is the volatility unit and is floored at one tick to avoid division problems on illiquid data.
Directional efficiency is the absolute 10-bar net price change divided by the sum of the absolute bar-to-bar changes over the same window, clamped between 0 and 1. Chop is one minus that value. Efficiency is signed by the 10-bar direction to form the efficiency field.
Volatility regime compares current ATR to its 50-period EMA. Expansion is the amount above one, clamped to 1.25. Deviation is the absolute distance from one, clamped to 1.50.
The three Supertrend factors are the user's base values plus a chop term and a volatility expansion term. Their directions become bullish or bearish votes. The vote requirement is two of three normally and three of three when chop exceeds 0.70, and the confirmed vote must persist for one confirmed bar, or two when chop exceeds 0.72.
Nine fields are then blended. Distance from baseline and momentum are divided by ATR and clamped. Baseline slope and slow baseline slope are three-bar changes divided by ATR and clamped. RSI(14) is centered on 50 and clamped. The Supertrend field is the vote difference divided by three. Candle pressure combines body direction and close location within the bar. Structure is plus one when close breaks the prior N-bar high and minus one when it breaks the prior N-bar low. The weighted sum is smoothed with a 3-period EMA to produce the regime value.
The gate is 0.22 plus selectivity times 0.12, plus chop times 0.085, plus a volatility deviation term capped at 0.06. A bullish candidate exists when the regime exceeds the gate, close is above the baseline by the required ATR displacement, momentum is positive beyond its deadband, and the bullish Supertrend consensus is persistent. The bearish candidate is the mirror.
A candidate must persist for one bar in high-efficiency conditions, two when chop exceeds 0.40, and three when chop exceeds 0.72. The strong-move path can bypass that candidate persistence requirement and the cooldown, but only when all three Supertrends agree, the regime clears the gate by an additional 0.26, momentum exceeds 0.16 in absolute terms and efficiency is above 0.42. Because the strong-move path is itself built on the candidate condition, it does not bypass the Supertrend persistence requirement. It is intended to provide a faster response when directional evidence is unusually strong under the script's own measurements.
Before any flip is accepted, the takeover rule requires the fast Supertrend and at least one of the medium or slow Supertrends to be aligned with the new direction. A cooldown of six bars plus up to four additional bars scaled by chop must also have elapsed since the last flip, unless the strong-move path is active. All of this is evaluated on confirmed bars only.
When the state flips, the counters reset, the label prints, the candles recolor and the overlay switches sides. Before the first flip on a chart the state is neutral, candles are yellow, and the trail layers sit flat on the baseline.
The valuation meter takes RSI(14), smooths it with a 3-period EMA, and maps it onto the selected number of segments with a pointer. It is a positioning display for smoothed RSI and nothing more; it does not measure fair value and is not part of the trend decision.
The Data Window values come from a simplified internal historical trade simulation implemented inside the indicator. The script is an indicator, not a TradingView strategy, so these are not Strategy Tester results and no Strategy Tester properties apply. The simulation opens a position at the close of each flip bar and closes it on either an opposite flip or a stop. The stop is set on the entry bar from the outer trail, constrained to at least one minimum tick beyond the entry close, and thereafter can only move in the position's favorable direction using the previous bar's outer trail value. Starting equity is 10000, the full equity is used on every position, a fee equal to 0.1 percent of entry equity is deducted at entry, and a further amount equal to 0.1 percent of that same entry equity is applied at exit. Win rate and profit factor are classified on the fee-inclusive result of each position. The return figure is calculated from equity including unrealized profit or loss on any position still open, so it is not a closed-trade-only figure.
These assumptions are deliberately simplified. The purpose is to compare the effect of different settings against one another on the same symbol, not to model a tradable account. Full-equity sizing is used so the figures are not dependent on an arbitrary position size choice, and no sizing shown here is being recommended. No slippage, spread, funding cost or gap-through-stop execution is modelled, so the simulation does not reproduce actual execution conditions and may differ materially from live trading. There is no take profit and positions are never partially closed. These values describe the script's own historical state changes under those assumptions and are not evidence about future behavior.
How to Use
Add the indicator to a clean chart and read the current state from the candle color and the overlay side. In Trail mode the layers are constructed below the smoothed baseline while the state is bullish and above it while the state is bearish. In Bands mode the three levels on each side show how far price has extended from the baseline in ATR terms.
Increase Signal Selectivity if you are getting more state changes than you want, or increase Trend Length for a slower baseline. Increase the Supertrend factors to require larger moves before the internal confirmation layer will agree. Reduce the factors and lengths for faster and noisier behavior on lower timeframes.
Width and Smoothness do not affect the trend engine, so flips and alerts are identical regardless of their values. Both do change the Data Window statistics, because the stop used by the internal simulation is drawn from the outer trail layer.
The two alerts fire on confirmed bars when the state changes. Treat the Data Window values as a rough comparison tool between settings on the loaded symbol and history, subject to the assumptions listed above.
Limitations to be aware of: because confirmation, persistence, takeover and cooldown conditions must all be satisfied before a state change is accepted, a flip can occur after price has already moved some distance from where the previous state ended. During lower-efficiency conditions the script requires additional Supertrend agreement and additional confirmation bars, which increases that distance further. These mechanisms intentionally prioritize confirmation over earliest possible detection, and that trade-off cannot be removed by settings, only shifted. Values on the current unclosed bar can change until that bar closes, since state changes are only committed on confirmed bars. The chart begins in a neutral state until the first flip is accepted. Behavior varies substantially between symbols and timeframes, and the defaults are a starting point rather than an optimized configuration.
Conclusion
Uptrick: Adaptive Trend Trail derives a trend state from nine weighted measurements rather than a single crossing, and makes the strictness of that decision a function of measured directional efficiency and volatility through the chop and volatility terms. The overlay, the trend candles, the valuation meter and the internal simulation are there to make that state and its context readable on one chart. It is a decision-support tool for discretionary trend reading and is intended to be used alongside your own analysis and risk management rather than as a standalone system.
Disclaimer
This indicator is provided for educational and informational purposes only. It is not financial advice and does not constitute a recommendation to buy or sell any instrument. All trading involves risk and can result in substantial losses. Leveraged products can involve additional risks that depend on the instrument, broker and account structure. Past behavior of this indicator, including any statistics it displays, does not predict or guarantee future results. Signals, statistics and visuals vary across symbols, timeframes and market conditions. You are solely responsible for your own trading decisions and should test any tool thoroughly and apply your own risk management before using it with real capital. インジケーター
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KOOB Pre-Trade Checklist🔥 KOOB PRE-TRADE CHECKLIST — DEEP BREAKDOWN
1. CLEAR BIAS + LIQUIDITY DRAW
Before you even think about entering, you need to know where price is likely trying to go.
You’re asking:
Is the market bullish or bearish?
What is the current higher-timeframe structure?
Where is the obvious liquidity?
Is price likely drawing toward buy-side or sell-side liquidity?
Am I trading with the current market direction?
Is there a clear target for price to reach?
The goal is to eliminate random entries.
You don't want:
“Price is going up, so I'm buying.”
You want:
“My bias is bullish, sell-side liquidity has been taken, and price is drawing toward buy-side liquidity.”
2. HIGHER-TIMEFRAME FVG
Once you establish your bias and liquidity draw, you look for a higher-timeframe Fair Value Gap.
This gives you a potential area where price could react.
For example:
1H / 15M FVG → 5M → 1M entry
You're essentially asking:
“Is there a meaningful higher-timeframe imbalance sitting in the path of my trade?”
The HTF FVG gives your setup location.
Instead of entering in the middle of nowhere, you're waiting for price to reach an area that matters.
3. DROP TO LOWER TIMEFRAME → LIQUIDITY SWEEP / SMT
Once price reaches your higher-timeframe area, you drop down to the execution timeframe.
This is where you look for confirmation.
You want to see something such as:
Liquidity Sweep
Price runs a previous high/low, takes liquidity, and then potentially reverses.
OR
SMT
You compare correlated markets and look for divergence that suggests the move isn't being confirmed.
For example, if you're trading NQ/MNQ, you could compare it against ES/MES.
The idea is:
HTF gives you the location.
LTF gives you the confirmation.
This step is extremely important because simply touching an FVG isn't enough.
4. WAIT FOR AN INVERSE FVG
This is your actual entry confirmation.
After the liquidity sweep or SMT occurs, you don't immediately enter.
You wait for the market to show displacement and create an FVG that can become an inverse FVG.
Your sequence becomes:
Liquidity → HTF FVG → LTF confirmation → displacement → IFVG → entry
This gives you a much more specific trigger.
Instead of:
“Price swept the low, I'm buying.”
You're waiting for:
“Price swept liquidity inside my HTF area, gave me confirmation, displaced, created an FVG, and that FVG became my inverse FVG entry.”
That is a much more disciplined setup.
🧠 THE ENTIRE KOOB MODEL
Your checklist can basically be thought of as a 5-layer filter:
🟦 LOCATION
Where am I?
→ HTF FVG
🟨 DIRECTION
Where is price trying to go?
→ Bias + Liquidity Draw
🟥 LIQUIDITY
Has the market grabbed liquidity?
→ LTF Sweep / SMT
🟩 CONFIRMATION
Has the market actually shown me a reaction?
→ Displacement + Inverse FVG
🟪 EXECUTION
Is my actual entry model present?
→ Entry confirmation
🚨 WHY THE CHECKLIST IS IMPORTANT
The biggest purpose isn't actually the table.
It's preventing you from skipping steps.
A lot of traders see:
FVG → ENTER
or:
Liquidity sweep → ENTER
But your model requires multiple pieces of information to line up.
You want to train yourself to think:
No bias = no trade.
No liquidity draw = no trade.
No HTF location = no trade.
No sweep/SMT = no trade.
No IFVG = no trade.
Only when the entire story makes sense do you execute.
🔥 WHAT I WOULD MAKE THE FINAL INDICATOR DO
Instead of the basic version I gave you, I'd build KOOB ENTRY MODEL v2 around this exact sequence:
BIAS
↓
LIQUIDITY DRAW
↓
HTF FVG
↓
LTF LIQUIDITY SWEEP / SMT
↓
DISPLACEMENT
↓
INVERSE FVG
↓
ENTRY
And the top-right dashboard could look something like: インジケーター
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ScottyTeng Swing Pressure Model v1.43Swing Pressure Model v1.43
Swing Pressure Model is a swing-trading framework designed to evaluate trend structure, buying/selling pressure, volume participation, market conditions, and position risk within a typical 5–20 trading-day swing cycle.
Rather than relying on a single momentum oscillator, the model combines multiple dimensions of market behavior to identify whether a stock is building strength, confirming a bullish move, losing momentum, or entering structural weakness.
The model is designed to work together with Swing Strength Index (SSI):
SSI evaluates the development and stage of price strength.
Swing Pressure Model evaluates whether internal pressure, volume, trend, and market conditions support the move.
Together, they provide two different perspectives: Strength Stage + Trading Pressure.
Core Components
The model calculates a composite Swing Strength score from -100 to +100 using five components:
Trend
Price relative to the fast moving average
Fast MA relative to the slow MA
Pressure
Estimated buying versus selling pressure
Short-term changes in Volume Pressure Oscillator (VPO)
Pressure quality adjustment using normalized pressure behavior
Volume
Relative volume compared with the recent average
Whether expanding volume supports rising or falling pressure
Divergence
Detects disagreement between price movement and internal pressure
Positive pressure divergence may indicate improving internal strength
Negative divergence may indicate weakening participation
Market Environment
Uses the relevant market index and its MA20 / MA50 structure
Reduces bullish confidence when the broader market environment deteriorates
The final Swing Strength score represents the combined condition of these factors rather than a conventional overbought/oversold reading.odel インジケーター
CAN SLIM CheckerWHAT THIS IS
A single diagnostic table that scores the chart's symbol against William O'Neil's CAN SLIM criteria - 17 pass/fail checks plus 4 informational rows - and tells you plainly which ones it clears, which it fails, and which cannot be evaluated because the data does not exist.
Every row shows three things: the actual value , the threshold it has to clear , and the verdict . The threshold string is generated from the same input the pass/fail test reads, so retuning a setting can never leave the table displaying a stale target.
Every check is evaluated on every bar, not just the last one, so the chart background can be shaded across the whole history wherever the symbol met a threshold you set. That turns a snapshot into a timeline: you can see which stretches of a stock's past actually satisfied CAN SLIM and which did not.
This is a checker, not a signal generator . It plots no entries, no arrows, no alerts. It answers one question - how much of CAN SLIM does this stock actually satisfy right now, and when has it satisfied it before - and shows its working.
WHERE CAN SLIM COMES FROM
CAN SLIM is the growth-stock methodology William J. O'Neil set out in "How to Make Money in Stocks" (1988), derived from a study of the biggest US stock market winners going back to the 1950s. It is an acronym for seven characteristics those winners shared before their major advances:
C - Current quarterly earnings up sharply. O'Neil's floor: +25% year over year; he preferred 40%+.
A - Annual earnings growth of 25%+ in each of the last three years, with return on equity of 17%+.
N - Something New: a new product, new management, or a new price high. O'Neil bought new highs, not bargains.
S - Supply and demand: a smaller float moves further on the same demand, and volume should be flowing in on up days.
L - Leader, not laggard: buy the best-performing stocks, not the cheap ones.
I - Institutional sponsorship: funds should be accumulating it.
M - Market direction: three of four stocks follow the market, so nothing else matters in a correction.
This script implements each letter as one or more concrete tests. Where O'Neil's criterion cannot be computed from data Pine Script can reach, the row says so instead of substituting something weaker and calling it a pass.
HOW EACH LETTER IS CALCULATED
C - Current quarterly earnings
Quarterly EPS (diluted by default, basic as fallback) against the same quarter a year ago, and the same for revenue. Optionally the prior quarter must clear the threshold too, because O'Neil wanted a run of strong quarters rather than one good print. A loss turning into a profit has no percentage growth rate, so it is detected separately and counted as a pass. A fourth row shows whether growth is accelerating quarter over quarter - O'Neil's ideal, not his floor, so it is informational and never scored.
Reaching "four reports ago" needs care. request.financial() returns step series that only change when a filing posts, so the usual change-detection trick fails silently whenever two consecutive reports carry an identical value - which share counts do constantly:
// Breaks when two reports carry the same value - the occurrence is skipped
// and this silently reads 5 or 6 reports back instead of 4.
ta.valuewhen(ta.change(totShares) != 0, totShares, 4)
// One report clock, driven by revenue, which effectively never repeats.
newFQ = f_moved(revFq)
shares4 = ta.valuewhen(newFQ, totShares, 4)
A - Annual earnings
Annual EPS growth in each of the last three fiscal years, all three required. Return on equity from the latest annual report. Debt-to-equity computed from TOTAL_DEBT / TOTAL_EQUITY rather than the packaged ratio field so the units are unambiguous, displayed alongside its own value a year earlier, because O'Neil cared about the direction of leverage as much as the level.
N - New high
Distance below the 52-week high on daily bars, upgrading to NEW HIGH when today sets one. Two informational companions: breakout volume against the 50-day average (only meaningful within 2% of the high), and distance above the 50-day MA as a climax warning - a stand-in for O'Neil's "never chase more than 5% past the pivot", since Pine cannot locate a pivot without base detection.
S - Supply and demand
Free-float share count, share-count change year over year (buybacks pass, dilution fails), and the up/down volume ratio: volume on up-closes divided by volume on down-closes over the lookback.
L - Leader
Three tests:
The stock holding above its own 50- and 200-day moving averages.
The RS line (close divided by the index) at or near its own 52-week high. O'Neil's ideal breakout has the RS line making a new high with or before price.
An IBD-weighted 12-month momentum score - 40% on the 3-month return, 20% each on the 6/9/12-month legs - required to beat the index's own score.
I - Institutional sponsorship
This one is honestly not computable. request.financial() exposes no ownership, fund-count or 13F data, so the row is permanently gray and excluded from the score rather than faked. A liquidity proxy sits beside it - 50-day average dollar volume and a minimum share price - which establishes that institutions COULD hold it, not that they ARE buying it.
M - Market direction
Three rows feeding a three-state gate:
Index structure - the market symbol above its 21-day EMA and 50-day SMA, with the 50 above the 200. Deliberately slow; this is the "is the tide in" question.
Power Trend - IBD's own rule set, and the reason a plain fast-MA cross is the wrong tool for a market gate. It turns ON only when four conditions hold simultaneously: the index LOW has stayed above the 21-day EMA for 10 straight sessions (not merely the close - the index has not even dipped to it), the 21-EMA has held above the 50-SMA for 5 sessions, the 50-SMA is rising, and today closed up. It ends on a 21/50 cross back down, or on a circuit breaker: a close under the 50-SMA while already 10% off the three-month high. Those persistence counters are what stop a fast pair of averages whipsawing the gate.
Distribution days - index closing down 0.2%+ on volume higher than the previous session, counted over a rolling 25-session window, with days retired once the index rallies 5% above the close of that day. IBD treats 5-6 as a correction signal.
Those three produce a state rather than a boolean, because "not a confirmed uptrend" and "get out" are different instructions:
CONFIRMED UPTREND - Power Trend on, distribution contained. Buy normally.
UNDER PRESSURE - One of those failing but the index still holds its 50-day. Smaller size, best setups only.
CORRECTION - Power Trend off with the 50-day lost, or distribution past the danger threshold. The one O'Neil said to sit out.
By default a correction stamps the score row regardless of how good the stock looks, which is what O'Neil meant when he called M the most important letter.
THE BACKGROUND SHADING
The chart is shaded on every bar where the symbol met a CAN SLIM bar you define, so the qualifying windows are visible across history instead of only the latest reading. An optional second shade marks bars where the stock cleared your bar but the market gate vetoed it - the setups worth remembering, where the stock was ready and the tape was not.
Three conditions must all hold, and the third is the one that matters:
An absolute floor on the number of checks passed.
A percentage floor on passed / evaluable.
A data-coverage floor on how many checks resolved at all.
Unresolved rows leave the denominator rather than counting as failures, which is correct for a checker but has a nasty consequence for shading: a symbol with almost no reported financials posts a clean 3 / 3 and would shade its entire chart green on nothing at all. The coverage floor refuses to shade until enough checks actually resolved. Without it the shading would be brightest exactly where the data is thinnest, which is the opposite of useful. Keep that floor high.
What the shading is, and what it is not. It is honest about time: request.financial() delivers each figure on its publication date, so a bar in 2019 only ever sees numbers that were public in 2019. There is no lookahead and the green stretches are real. It is not a backtest . It says "this symbol met your bar here", never "buying here worked" - no entry, no exit, no position and no return is implied or computed anywhere in this script.
Turning the market-gate requirement off is worth doing deliberately: it shows whether a name held up THROUGH a correction, which is where O'Neil looked for the next cycle's leaders.
HOW TO USE IT
Put it on a daily chart of an individual stock. Everything price- and volume-based is pulled from a daily request.security() on the chart's own symbol, so the moving averages, the 52-week high and the momentum legs stay correct on weekly, monthly and intraday charts too. One row - the RS line's own 52-week high - cannot be built that way and grays out on intraday charts rather than reporting a nonsense number.
Read the market state row first. In a correction, the rest of the table is academic.
Read the score as a fraction of what was resolvable , not out of 17. Gray rows leave the denominator rather than being waved through, so 13/13 on a symbol with no financial data means far less than 13/17.
Set the shading thresholds to your own standard, then scroll back. The green stretches tell you how often and for how long this name has actually met that standard. The Shading row in the table explains why the current bar is or is not shaded, and how many bars the current run has lasted.
Use the tooltips. Every row carries the rule it implements, its limitations, and why it fails when it fails. Hover the row name.
Scrub the Data Window for raw numbers on a historical bar. The table itself always reflects the most recent bar.
Best used as the last filter before a watchlist entry, or as a post-mortem on a position that is not working. It will not find candidates for you - point it at names you already like.
SETTINGS
C - Current Quarterly Earnings
Use diluted EPS (on) - Diluted accounts for options and convertibles; basic flatters heavy issuers. Falls back to basic when diluted is unavailable.
Min EPS YoY growth (FQ) % (25) - O'Neil's stated floor. He preferred 40%+.
Require the prior quarter to clear it too (on) - Demands a run of quarters, not one print.
Min Sales YoY growth (FQ) % (20) - EPS growth without revenue behind it is cost-cutting.
A - Annual Earnings Growth
Min annual EPS growth, each of last 3 years % (25) - All three years must clear it.
Min Return on Equity % (17) - O'Neil's efficiency threshold.
Max Debt / Equity (1.0) - Industry-dependent. Utilities and REITs fail this by construction.
N - New High
Max distance below 52-week high % (15) - The buyable zone: basing near highs, not repairing damage.
Min share price (10) - Institutions largely cannot buy below this. Folded into the liquidity row rather than scored separately.
Breakout volume vs 50-day avg (x) (1.4) - O'Neil wanted 40-50%+ above average on the breakout. Informational.
Climax warning: % above 50-day MA (12) - Proxy for "too extended to start". Informational.
S - Supply & Demand
Max float (millions of shares) (100) - O'Neil's 1988 examples used under 25M; floats have inflated since.
Max shares-outstanding growth YoY % (2) - New supply works against the holder.
Up/Down volume lookback (daily bars) (50) - Window for the accumulation ratio.
Min U/D volume ratio (1.0) - 1.0 is neutral; real leaders usually read 1.25+.
L - Leader
Max RS-line distance below its 52-week high % (5) - How close to a new RS high counts as leadership.
Required momentum margin over index (0) - Zero means "merely beating the market", a low bar in a bear market. Raise it to demand real leadership.
I - Institutional (proxy only)
Min avg daily dollar volume ($ millions) (20) - Depth at which funds CAN build a position. Not evidence that they are.
M - Market Direction
Market index (AMEX:SPY) - SPY rather than SPX because distribution days need volume and SPX has none. Use QQQ for tech-heavy portfolios.
Distribution-day window (days) (25) - IBD's trailing count.
Max distribution days (4) - Pass threshold.
Distribution-day decline threshold % (0.2) - How far down counts as distribution.
Expire a distribution day after a rally of % (5) - IBD retires days the index has rallied past. Set 0 to count purely by age.
Power Trend: days the low must hold above the 21-EMA (10) - Persistence condition 1.
Power Trend: days the 21-EMA must hold above the 50-SMA (5) - Persistence condition 2.
Power Trend circuit breaker: % below 3-month high (10) - The rare early exit in a fast decline.
Distribution days that force a correction call (6) - Above the pass threshold but at or below this reads UNDER PRESSURE; beyond it, CORRECTION.
Treat M as a gate (on) - Off makes M ordinary points in the score.
Gate blocks when the market is (Correction only) - Or "Correction or Under Pressure" for a stricter stance.
Background Shading
Shade the chart while the score qualifies (on) - Paints the background on every bar meeting the criteria below.
Min checks passed (12) - Absolute floor, out of 17 scored checks. The main dial.
Min % of evaluable checks passed (70) - Ratio floor on top of the absolute one. Both must be satisfied.
Min evaluable checks, data coverage floor (12) - The guard that makes this honest. Refuses to shade until enough checks actually resolved, so a symbol with no reported financials cannot shade green on a 3 / 3. Keep it high.
Also require the market gate to allow buying (on) - Applies the same three-state gate the score row uses. Off judges the stock alone.
Shade differently when only the market blocks it (on) - A second shade for bars where the stock cleared your bar and the market vetoed it.
Qualifying shade / Stock-only shade - Colour pickers, so you can tune them to your chart theme.
Display
Table position (Top right) - Five anchor points.
Layout (Full) - Full = all 21 rows, 5 columns, plus the Shading status row. Compact = 17 scored rows, shortened labels, informational rows dropped. Minimal (phone) = one row per CAN SLIM letter with that letter's tally, 9 rows total. The score and the shading are identical in all three - layouts hide rows, they do not skip arithmetic.
Table text size (Small) - Auto scales to the chart pane, which is usually what you want on a phone.
Show the "Needs" column (on) - The threshold column. Turning it off collapses the column rather than leaving an empty strip.
LIMITATIONS - READ THESE
The shading is not a backtest and not a strategy. It marks bars where the symbol met a threshold you chose. No entry, exit, position or return is implied or computed anywhere in this script, and a long green stretch is not evidence that trading it would have worked.
Institutional sponsorship cannot be evaluated. No ownership or 13F data exists in Pine. That row is permanently gray by design. Check IBD's Accumulation/Distribution rating or 13F filings directly.
The L rows are not IBD's RS Rating. That rating is a percentile rank across the entire market; a Pine script sees one symbol at a time. The RS line and the weighted momentum score are single-symbol stand-ins, and beating the index is a floor, not a top-20% ranking.
No base or pivot detection. There is no cup-with-handle recognition, no pivot point, no proper buy point. "Within 15% of the high" will keep passing stocks that are 14% down in a downtrend - pair it with the 50/200-day row before trusting it.
Float is an annual figure. TradingView publishes FLOAT_SHARES_OUTSTANDING only as FY, so it can be up to a year stale, and it is missing outright for many symbols.
Annual rows need history. Three years of annual growth requires four annual reports inside the chart's history - roughly five years of bars. Recent listings show gray, and the early years of any chart will sit unshaded for want of data rather than want of quality.
Restatements are not modelled. Each figure appears on its publication date, which is what keeps the history free of lookahead, but a later revision is not reflected back onto the bars it would have changed.
Fundamentals are as reported by TradingView , which is GAAP. IBD works from adjusted operating earnings, so numbers will not match IBD's screens exactly.
Non-equity symbols (indices, forex, crypto) have no financials at all. Most rows will be gray, the score will be small and meaningless, and the coverage floor will correctly refuse to shade anything.
The current day's volume is still forming until the close, so the breakout-volume row and today's distribution-day count can move intraday.
NOTES
Open source - read the code. The header comment documents every design decision and every place a shortcut was taken. Built in Pine Script v6.
This is a research and education tool. It is not financial advice, not a recommendation to buy or sell anything, and no combination of green rows or green bars predicts a future price. CAN SLIM is a rules framework for narrowing a universe, not a system with an edge you can automate. Do your own work.
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Volatility Regime Breakout [Squeeze + ATR + Trend + PreAlert]Volatility Regime Breakout
A hybrid indicator combining three layers of confirmation to detect the birth of high-volatility regimes and filter out low-quality entries in sideways markets.
How it works:
🔹 Squeeze (BB vs KC): detects when Bollinger Bands compress inside Keltner Channels — a low-volatility phase that historically precedes strong directional moves.
🔹 Pre-Alert: before the release, the indicator measures whether the compression is accelerating (band-width contraction) to give you early warning (purple background + ⚠ icon) that an entry may be developing — this is not an entry signal, it's an early heads-up.
🔹 Expansion confirmation (ATR Ratio): on squeeze release, the script requires the ATR to be genuinely expanding relative to its baseline, filtering out false breakouts with no real range/momentum behind them.
🔹 Trend direction (EMA + slope): only generates a buy/sell signal when the breakout aligns with the underlying trend direction, avoiding counter-trend entries on the first impulse.
Includes:
Three distinct background states: normal squeeze, pre-alert, confirmed breakout
BUY/SELL signals on bar close only (no repainting)
Suggested Stop Loss / Take Profit levels based on ATR (visual reference only, not automatic execution)
Independent, configurable alerts for pre-alert and confirmed entry, with custom messages
All sensitivity parameters are adjustable from the settings panel
Recommended for: BTC and high-volatility crypto assets, 1h timeframe and above to reduce noise.
⚠️ This script is a technical analysis tool, not an automated trading system or financial advice. SL/TP levels are for reference only. We recommend validating the logic through your own backtesting before using it on a live account, and always applying proper risk management. インジケーター
Volatility Regime Breakout [Squeeze + ATR + Trend + PreAlert]Volatility Regime Breakout
Indicador híbrido que combina tres capas de confirmación para detectar el nacimiento de regímenes de alta volatilidad y filtrar entradas de baja calidad en mercados laterales.
Cómo funciona:
🔹 Squeeze (BB vs KC): detecta cuándo las Bandas de Bollinger se comprimen dentro de los Canales de Keltner — una fase de baja volatilidad que históricamente precede a movimientos direccionales fuertes.
🔹 Pre-Alerta: antes del release, el indicador mide si la compresión se está acelerando (contracción del ancho de banda) para avisarte con anticipación (fondo morado + icono ⚠) de que una entrada podría estar gestándose — no es señal de entrada, es un aviso temprano.
🔹 Confirmación de expansión (ATR Ratio): al salir del squeeze, exige que el ATR esté expandiéndose realmente respecto a su media, filtrando rupturas falsas sin volumen/rango real detrás.
🔹 Dirección de tendencia (EMA + pendiente): solo genera señal de compra/venta cuando la ruptura coincide con la dirección de la tendencia de fondo, evitando operar contra-tendencia en el primer impulso.
Incluye:
Fondo de color diferenciado para 3 estados: squeeze normal, pre-alerta, breakout confirmado
Señales BUY/SELL en vela cerrada (sin repintado)
Niveles de Stop Loss / Take Profit sugeridos basados en ATR (referencia visual, no ejecución automática)
Alertas configurables independientes para pre-alerta y entrada confirmada, con mensajes personalizados
Todos los parámetros de sensibilidad son ajustables desde el panel de configuración
Recomendado para: BTC y criptoactivos de alta volatilidad, marcos temporales de 1h en adelante para reducir ruido.
⚠️ Este script es una herramienta de análisis técnico, no un sistema de trading automático ni una recomendación financiera. Los niveles de SL/TP son referenciales. Se recomienda validar la lógica mediante backtesting propio antes de usar en cuenta real, y aplicar siempre una gestión de riesgo adecuada. インジケーター
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TuraTuruOpitlo-CISD# TuraTuruOpitlo-CISD
A multi-layered CISD-based trading indicator designed to help traders identify high-quality market delivery changes, liquidity reactions, market structure shifts, and structured trade opportunities.
Built primarily for **US100, US500, US30 and XAUUSD on the 5-minute timeframe**, TuraTuruOpitlo-CISD combines CISD detection with confluence filters, FVG confirmation, market structure, Supply & Demand, Killzones, and a dedicated risk engine for funded/prop-firm trading.
## Core Features
### CISD Signal Engine
Detects bullish and bearish **Change in State of Delivery (CISD)** based on displacement and configurable noise filtering.
Signals can be filtered using:
* Displacement strength
* Liquidity sweep
* Higher-timeframe bias
* Volume surge
* ADX trend filter
* Trading session filter
* Signal cooldown
Qualified signals receive a configurable **A / B / C quality grade** based on the available confluence score.
### FVG Full-Body Break Entry
One of the main features of this version.
When a qualified CISD creates a directional Fair Value Gap (FVG), the indicator can wait for a **full-body candle break through the FVG** before producing the FVG entry signal.
The setup includes:
* Directional FVG detection
* FVG zone visualization
* Full-body break confirmation
* Automatic SL calculation
* Configurable Risk : Reward
* Funded position sizing
The FVG setup can also be used in **FVG-Only Focus mode**, hiding standard CISD levels and allowing the funded risk engine to follow FVG entries.
### Real-Time CISD Preparation
Before a CISD is fully confirmed, the indicator can display a preparation setup showing:
* Potential Entry
* Potential SL
* Potential TP
* Real-time "CALON CISD" level
* Buy Stop / Sell Stop preparation
Potential setups automatically expire after the configured number of candles if they are not triggered.
### Market Structure
Includes a lightweight market structure mapper displaying:
* BOS — Break of Structure
* CHoCH — Change of Character
* MSS — Market Structure Shift
This helps provide additional structural context around CISD setups.
### Supply & Demand
Automatically maps Supply and Demand zones based on swing structure, with configurable zone visibility, transparency, maximum zones, and mitigation handling.
### Killzones
Built-in session boxes for:
* Asia
* London
* New York AM
* New York PM
Killzone timezone and session settings are configurable.
### Funded / Prop-Firm Risk Engine
The Funded Edition adds a dedicated risk-planning layer designed for traders who need more disciplined position sizing.
Features include:
* Account-size based position sizing
* Risk percentage per trade
* SL-distance based sizing
* Point-value calculation
* Spread-aware position sizing
* Daily risk-budget / trade allowance
* News / avoid windows
* ATR percentile volatility regime filter
* Optional Risk Engine HUD
* Alert when the daily risk budget is reached
The daily trade allowance is intended as a **risk-management and discipline tool**, not as a real-time account P&L tracker. The indicator cannot directly read your actual broker or prop-firm account balance/P&L.
## Recommended Use
The default configuration is optimized around:
**5-Minute | US100 | US500 | US30 | XAUUSD**
However, parameters such as noise filter, swing period, session, ADX threshold, FVG expiry, risk percentage, RR, and other filters can be customized to match different instruments and trading styles.
## Alerts
The indicator includes alerts for:
* Bullish / Bearish CISD
* Strong CISD with liquidity sweep
* Qualified Bull / Bear signals
* BOS / CHoCH structure breaks
* Buy Stop / Sell Stop preparation
* FVG Break Buy / Sell
* Daily funded risk budget reached
* News / avoid window activation
## Important Notes
This indicator is a **technical analysis and risk-planning tool**, not a guarantee of profitable trades.
Market conditions can change, and signals should be evaluated together with your own trading plan, execution rules, and risk management.
For serious validation, test the methodology using historical data and, where appropriate, a TradingView strategy implementation including realistic spread, commissions, and execution costs.
**Trade the setup. Respect the risk. Let the market confirm.**
### Credits & License
The core CISD methodology is credited to **Viprasol**.
This script includes additional components and integrations developed for the TuraTuru version, including the funded risk engine, FVG entry logic, preparation levels, market structure, Supply & Demand, and Killzones.
The script is subject to the **Mozilla Public License 2.0 (MPL 2.0)**.
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El Doble Double Bollinger [Artillery]El Doble is a double Bollinger Band mean-reversion strategy: a slow band defines the stretch, a fast band confirms the snap-back, and an EMA/ADX filter keeps entries aligned with the broader drift. This is a canonical republication of the earlier "El Doble v3.0" script with the version suffix dropped; the trading logic is unchanged.
CONCEPT AND CREDIT
The two-Bollinger approach - a standard 20-period band for the outer stretch plus a very fast band for timing the reversal - is the method popularised by the trader Straight Kim. That is a concept credit: all code in this script is original and uses only Pine built-ins (SMA, standard deviation, EMA, DMI).
WHAT IT DOES
1) Stretch - a touch of the slow Bollinger Band (20 SMA +/- 2 standard deviations by default) marks price as extended. The touch stays valid for a limited number of bars.
2) Snap-back trigger - within that window, the entry bar must close back through the fast band's basis (4-period by default) in the reversion direction: a bullish close above the fast basis after a lower-band touch, or the mirror for shorts. A cooldown prevents entering on the touch bar itself.
3) Trend alignment - longs require price above the 55 EMA or a rising EMA slope; shorts the mirror. An ADX floor skips dead, driftless tape where mean reversion has nothing to revert.
4) Exits - fixed point-based stop and target (15 / 25 points by default, scaled for MNQ) plus a time stop that closes stale positions after a set number of bars.
5) Guard rails - a trades-per-day cap, one position at a time, and a session window (2:00-9:00 ET by default, covering the late Globex / European hours where this mean-reversion behaviour was designed to be studied).
WHAT YOU SEE ON THE CHART
- The slow band (grey) with its midline, the fast band (dotted green/red circles), and the shaded zones between fast and slow bands where setups arm
- The 55 EMA coloured by slope direction
- Triangle markers at long and short entries, plus the strategy's own trade markers
BACKTEST PROPERTIES (documented so you can judge the report)
The report uses realistic single micro-contract properties: 50,000 initial capital, fixed 1 contract, 0.62 commission per contract per side, 1 tick of slippage. The default window on MNQ 5-minute bars produces well over 100 trades, so the sample is meaningful for behavioural analysis - but backtest results remain historical, vary with the tested window, and do not predict future performance. The point-based stop, target and the session hours were chosen for MNQ and must be rescaled for other symbols and timeframes.
BEHAVIOUR NOTES
All conditions evaluate on closed bars: no intrabar order generation, no higher-timeframe requests, no lookahead. Bands and EMA are standard rolling calculations and do not repaint. Entries are processed on the bar after the signal. Strategies in Pine v6 alert through order-fill events.
This is an educational and analytical tool for studying band-based mean reversion. It is not financial advice. ストラテジー
Trendline Breakout LiteTRENDLINE BREAKOUT LITE
Trendline Breakout Lite è un indicatore intraday progettato per tracciare automaticamente le trendline principali e individuare possibili segnali BUY e SELL quando il prezzo conferma una rottura.
L’obiettivo è fornire una lettura semplice della direzione, mantenendo il grafico pulito con soltanto due trendline dinamiche.
LOGICA DELL’INDICATORE
L’indicatore identifica automaticamente gli swing high e gli swing low confermati.
Utilizzando gli ultimi punti strutturali disponibili, traccia:
• una trendline rossa sui massimi, utilizzata come resistenza dinamica;
• una trendline verde sui minimi, utilizzata come supporto dinamico.
Le trendline vengono aggiornate automaticamente quando viene confermato un nuovo massimo o minimo strutturale.
SEGNALE BUY
Un potenziale segnale BUY viene generato quando:
• il prezzo rompe la trendline rossa;
• la candela chiude sopra la trendline;
• la direzione del timeframe superiore è rialzista;
• il periodo minimo tra due segnali è rispettato.
La trendline rossa rappresenta una resistenza dinamica. La sua rottura rialzista confermata può indicare un possibile cambiamento della struttura o la continuazione del movimento ascendente.
SEGNALE SELL
Un potenziale segnale SELL viene generato quando:
• il prezzo rompe la trendline verde;
• la candela chiude sotto la trendline;
• la direzione del timeframe superiore è ribassista;
• il periodo minimo tra due segnali è rispettato.
La trendline verde rappresenta un supporto dinamico. La sua rottura ribassista confermata può indicare un possibile cambiamento della struttura o la continuazione del movimento discendente.
FILTRO DELLA DIREZIONE
L’indicatore utilizza il prezzo di chiusura e due medie mobili esponenziali sul timeframe superiore per classificare il contesto come:
• BULLISH: direzione rialzista;
• BEARISH: direzione ribassista;
• NEUTRAL: direzione non definita.
Quando il filtro è attivo, i segnali BUY vengono accettati principalmente in un contesto rialzista e i segnali SELL in un contesto ribassista.
BIAS AUTOMATICO
Il timeframe utilizzato per la direzione cambia automaticamente:
• grafico M1–M5: bias H1;
• grafico M15: bias H4;
• grafico M30–H1: bias H4;
• grafico H4 o superiore: bias Daily.
Il bias automatico può essere disattivato per selezionare manualmente il timeframe desiderato.
DASHBOARD
La dashboard mostra:
• timeframe del grafico;
• timeframe utilizzato per il bias;
• direzione BULLISH, BEARISH o NEUTRAL;
• ultimo segnale BUY o SELL;
• prezzo di entrata;
• Stop Loss;
• Take Profit 1;
• Take Profit 2;
• Take Profit 3.
GESTIONE DEL RISCHIO
Per un segnale BUY, lo Stop Loss viene posizionato sotto il minimo recente con un buffer ATR configurabile.
Per un segnale SELL, lo Stop Loss viene posizionato sopra il massimo recente con un buffer ATR configurabile.
I target vengono calcolati utilizzando multipli del rischio:
• TP1 predefinito: 1R;
• TP2 predefinito: 2R;
• TP3 predefinito: 3R.
IMPOSTAZIONI PRINCIPALI
Pivot Length
Determina la sensibilità utilizzata per identificare i massimi e i minimi strutturali. Un valore più basso produce trendline più reattive; un valore più alto seleziona strutture più importanti.
Confirm at Candle Close
Quando questa opzione è attiva, il segnale viene confermato soltanto dopo la chiusura della candela oltre la trendline.
Bars Between Signals
Imposta il numero minimo di candele tra due segnali consecutivi, riducendo i segnali ripetuti.
Automatic Bias Timeframe
Seleziona automaticamente il timeframe superiore in base al timeframe del grafico.
Direction Filter
Permette di accettare soltanto i segnali coerenti con la direzione del timeframe superiore.
UTILIZZO CONSIGLIATO
Configurazione iniziale suggerita per XAUUSD:
• timeframe M5 o M15;
• Pivot Length: 5;
• conferma alla chiusura attiva;
• filtro della direzione attivo;
• bias automatico attivo;
• almeno 8 candele tra due segnali;
• controllo delle notizie economiche prima dell’ingresso.
INTERPRETAZIONE VISIVA
• linea rossa: resistenza dinamica;
• rottura confermata sopra la linea rossa: possibile BUY;
• linea verde: supporto dinamico;
• rottura confermata sotto la linea verde: possibile SELL;
• etichetta verde BUY: segnale rialzista confermato;
• etichetta rossa SELL: segnale ribassista confermato.
AVVERTENZA
Trendline Breakout Lite è uno strumento di analisi tecnica e non un sistema automatico di esecuzione.
La rottura di una trendline può generare falsi segnali, soprattutto durante mercati laterali, periodi di bassa liquidità o eventi economici ad alto impatto.
I segnali non garantiscono risultati futuri e non devono essere utilizzati come unica motivazione per aprire una posizione.
Questo indicatore è fornito esclusivamente per finalità educative e informative e non costituisce consulenza finanziaria.
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