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ビル・ウィリアムズのインジケーター

Scalp Trend Engine v2 (Alerts + TP/SL)Scalp Trend Engine: Methodology & Trading Rules 1. Core Philosophy The Scalp Trend Engine is designed for high-frequency, precision execution on lower timeframes (1m, 3m, 5m). Unlike swing trading systems that rely on confirmed structure (which lags), this engine prioritizes immediate momentum aligned with the dominant trend, filtered by volatility. "Trade the Ripple, Filter the Chop." 2. Technical Components Component Setting Purpose Fast EMA 9 Immediate price momentum direction. Slow EMA 50 Dominant trend baseline. ATR 14 Measures current market "noise" / volatility. Spread Filter 0.25x ATR Ensures trend is strong enough to trade (avoids flat markets). 3. Trade Logic The "Go/No-Go" Gauge (The Filter) Before any trade is considered, the Spread Condition must be met: Distance between EMA 9 and EMA 50 > 0.25 * ATR Why? If the lines are touching or tangled (less than 25% of an ATR candle apart), the market is "chopping." NO TRADE. Long Setup (Buy) Trend: EMA 9 is ABOVE EMA 50. Filter: Spread is valid (Market is expanding). Trigger: Price closes ABOVE the EMA 9 (Pullback recovery). Logic: Price dipped, touched/broke EMA 9, and is now reclaiming it in the direction of the uptrend. Short Setup (Sell) Trend: EMA 9 is BELOW EMA 50. Filter: Spread is valid. Trigger: Price closes BELOW the EMA 9. Logic: Price rallied, failed, and is now breaking back down with the downtrend. 4. Risk Management (The "Engine" Settings) This system uses ATR-based targets to adapt to market speed. Stop Loss (SL): 1.0x ATR from Entry. Theory: If price moves 1 full average candle against you, the immediate momentum is likely gone. Get out. Take Profit (TP): 1.5x ATR from Entry. Theory: Aim for a quick burst of continuation. This offers a 1:1.5 Risk/Reward Ratio. 5. Execution Workflow Check Context: Is the macro trend (1H/4H) matching your scalp direction? (Optional but recommended). Wait for Alert: Let the script ding you. Don't chase. Verify Visuals: Are the EMA lines clearly separated? Is the "Target" dot feasible (not right into a huge resistance level)? Execute: Enter at the close of the signal candle. Set Orders: Place your OCO (One-Cancels-Other) bracket orders at the prices shown by the indicator dots. 6. Comparison to Bill Williams Feature Bill Williams (Chaos) Scalp Trend Engine Trigger Fractal Breakout (5 bars) EMA Crossover (Instant) Best For Swing Trends (4H+) Scalping (1m-5m) Lag High (Confirmation based) Low (Momentum based) Filter Alligator Mouth ATR Spread This system is built for speed and efficiency in fast-moving markets.
Pine Script® インジケーター
yuvalbenrobdの投稿
Institutional Risk Engine v3//@version=6 strategy( "Institutional Risk Engine v3", overlay=true, initial_capital=100000, pyramiding=0, default_qty_type=strategy.percent_of_equity, default_qty_value=10, calc_on_order_fills=true) // ========================================================== // 1️⃣ MULTI-ASSET DATA // ========================================================== btc = request.security("BINANCE:BTCUSDT", timeframe.period, close) eth = request.security("BINANCE:ETHUSDT", timeframe.period, close) es = request.security("CME_MINI:ES1!", timeframe.period, close) // Returns btc_ret = math.log(btc/btc ) eth_ret = math.log(eth/eth ) es_ret = math.log(es/es ) // Volatility btc_vol = ta.stdev(btc_ret, 50) eth_vol = ta.stdev(eth_ret, 50) es_vol = ta.stdev(es_ret, 50) // Correlations corr_be = ta.correlation(btc_ret, eth_ret, 50) corr_bs = ta.correlation(btc_ret, es_ret, 50) corr_es = ta.correlation(eth_ret, es_ret, 50) // ========================================================== // 2️⃣ VOL PARITY WITH CORRELATION ADJUSTMENT // ========================================================== inv_btc = btc_vol != 0 ? 1/btc_vol : 0 inv_eth = eth_vol != 0 ? 1/eth_vol : 0 inv_es = es_vol != 0 ? 1/es_vol : 0 sum_inv = inv_btc + inv_eth + inv_es w_btc = inv_btc / sum_inv w_eth = inv_eth / sum_inv w_es = inv_es / sum_inv // Approx portfolio variance portfolio_var = ( w_btc*w_btc*btc_vol*btc_vol + w_eth*w_eth*eth_vol*eth_vol + w_es*w_es*es_vol*es_vol + 2*w_btc*w_eth*corr_be*btc_vol*eth_vol + 2*w_btc*w_es*corr_bs*btc_vol*es_vol + 2*w_eth*w_es*corr_es*eth_vol*es_vol ) // ========================================================== // 3️⃣ 12-MONTH SHARPE TARGETING (252 trading days proxy) // ========================================================== ret = math.log(close/close ) mean_ret = ta.sma(ret, 252) vol_ret = ta.stdev(ret, 252) sharpe = vol_ret != 0 ? (mean_ret / vol_ret) * math.sqrt(252) : 0 target_sharpe = 1.5 sharpe_scale = sharpe > target_sharpe ? 1 : sharpe > 1 ? 0.7 : 0.4 // ========================================================== // 4️⃣ RISK OF RUIN // ========================================================== wins = strategy.wintrades loss = strategy.losstrades total = strategy.closedtrades p = total > 0 ? wins / total : 0.5 q = 1 - p risk_per_trade = 0.01 capital_units = strategy.equity * risk_per_trade risk_of_ruin = p > q ? math.pow(q/p, capital_units) : 1 // ========================================================== // 5️⃣ PROP FIRM SURVIVAL MODEL // ========================================================== var float peak_equity = na peak_equity := na(peak_equity) ? strategy.equity : math.max(peak_equity, strategy.equity) trailing_dd = (strategy.equity - peak_equity) / peak_equity // Daily var float day_start = na new_day = ta.change(time("D")) != 0 if new_day day_start := strategy.equity daily_pnl = strategy.equity - day_start daily_loss_limit = day_start * 0.03 trailing_limit = -0.10 prop_ok = daily_pnl > -daily_loss_limit and trailing_dd > trailing_limit // Near violation compression prop_scale = trailing_dd > -0.05 ? 1 : trailing_dd > -0.08 ? 0.6 : 0.3 // ========================================================== // FINAL CAPITAL SCALING // ========================================================== base_alloc = 0.6 final_scale = base_alloc * sharpe_scale * prop_scale position_pct = final_scale * 100 // ========================== // ENTRY // ========================== long_signal = close > ta.ema(close, 20) and ta.crossover(ta.rsi(close, 6), 50) // Prop condition default (avoid empty block issues) if strategy.position_size == 0 and prop_ok if long_signal strategy.entry("LONG", strategy.long) // ========================================================== // EXIT // ========================================================== if strategy.position_size != 0 avg = strategy.position_avg_price strategy.exit("EXIT", limit = avg * 1.01, stop = avg * 0.995) // ========================================================== // DASHBOARD // ========================================================== var table dash = table.new(position.top_right, 2, 8) if barstate.islast table.cell(dash, 0, 0, "Portfolio Vol") table.cell(dash, 0, 1, "Sharpe") table.cell(dash, 1, 1, str.tostring(sharpe,"#.##")) table.cell(dash, 0, 2, "Risk of Ruin") table.cell(dash, 1, 2, str.tostring(risk_of_ruin,"#.#####")) table.cell(dash, 0, 3, "Trailing DD") table.cell(dash, 1, 3, str.tostring(trailing_dd*100,"#.##")+"%") table.cell(dash, 0, 4, "Prop OK") table.cell(dash, 1, 4, str.tostring(prop_ok)) table.cell(dash, 0, 5, "Sharpe Scale") table.cell(dash, 1, 5, str.tostring(sharpe_scale,"#.##")) table.cell(dash, 0, 6, "Prop Scale") table.cell(dash, 1, 6, str.tostring(prop_scale,"#.##")) table.cell(dash, 0, 7, "Position %") table.cell(dash, 1, 7, str.tostring(position_pct,"#.##"))
Pine Script® ストラテジー
bettencourt37の投稿
Aroon | TR🎯 Overview Aroon | TR is a versatile trend-following indicator that measures the time elapsed since price recorded its highest high and lowest low over a specified period. Developed by Tiagorocha1989, this enhanced version of Tushar Chande's classic Aroon indicator offers multiple visualization modes, customizable moving averages, and comprehensive visual features to help traders identify trend direction, trend strength, and potential reversal points with greater precision. 🔧 How It Works The Aroon indicator consists of two lines: Aroon Up and Aroon Down. These lines measure how many periods have passed since price recorded a high or low within the lookback period. The relationship between these lines determines trend direction and strength. Core Calculation Logic: The indicator calculates the Aroon lines using the following logic: Aroon Up: Measures the number of periods since the highest high within the lookback period Formula: 100 × (Length - Periods Since Highest High) / Length Aroon Down: Measures the number of periods since the lowest low within the lookback period Formula: 100 × (Length - Periods Since Lowest Low) / Length Both lines oscillate between 0 and 100, with: Values above 50 indicating a recent high/low (strong trend) Values approaching 100 indicating a very recent high/low (very strong trend) Values approaching 0 indicating no recent high/low (weak or reversing trend) The indicator also calculates Aroon as the difference between Aroon Up and Aroon Down (Aroon Up minus Aroon Down), creating an oscillator that oscillates around zero: Positive Aroon values → Bullish momentum (Aroon Up above Aroon Down) Negative Aroon values → Bearish momentum (Aroon Down above Aroon Up) ✨ Key Features 🔹 Multiple Display Modes Average Aroon Mode: Shows the Aroon oscillator (Aroon Up minus Aroon Down) with signal line, providing a clean, oscillator-style view of trend strength and direction Normal Aroon Mode: Displays the classic Aroon Up and Aroon Down lines for traditional analysis Both modes can be combined for comprehensive analysis 🔹 Dual Operating Modes for Signals Zero Line Mode: Signals occur when the Aroon oscillator crosses above or below the zero line Aroon MA Mode: Enhanced mode where signals occur when Aroon crosses its own moving average, providing filtered entries 🔹 Flexible Moving Average Selection Choose from six MA types for the Aroon MA mode: EMA (Exponential Moving Average) for responsive signals SMA (Simple Moving Average) for smoother readings RMA (Rolling Moving Average) for weighted recent data WMA (Weighted Moving Average) for customizable weighting VWMA (Volume-Weighted Moving Average) incorporating volume HMA (Hull Moving Average) for reduced lag 🔹 Customizable Aroon Parameters Length Aroon: Lookback period for Aroon calculation (default 6) Shorter periods (like 6) provide more responsive signals Longer periods (like 14-25) provide smoother, more reliable signals 🔹 Customizable Color Themes Eight distinct color schemes to match your charting preferences: Classic – Green for bullish, Red for bearish Modern – White for bullish, Purple for bearish Robust – Amber for bullish, Maroon for bearish Accented – Violet for bullish, Pink for bearish Monochrome – Light gray for bullish, Dark gray for bearish Moderate – Green for bullish, Red for bearish Aqua – Blue for bullish, Orange for bearish Cosmic – Pink for bullish, Purple for bearish 🔹 Comprehensive Visual Feedback Aroon Oscillator: Colored line showing the difference between Aroon Up and Aroon Down Signal Line: Yellow line for MA-based signals Gradient Fill Zones: Clear visualization of extreme readings (+100 to -100) Dynamic Zone Fills: Semi-transparent fills showing when Aroon is above or below the signal line Aroon Up and Aroon Down Lines: Optional display of classic Aroon lines Color-Coded Candles: Bars reflect current trend direction based on Aroon Up/Aroon Down relationship Signal Markers: Triangle up/down symbols at crossover points Live Value Display: Floating labels showing current values for each enabled component Trend Table: Bullish/Bearish status displayed on the chart 🔹 Ready-to-Use Alerts Built-in alert conditions trigger LONG signals when Aroon Up crosses above Aroon Down, and SHORT signals when Aroon Up crosses below Aroon Down. ⚙️ Settings Summary Color Choice: Select from eight visual themes (Default: Classic) Length Aroon: Lookback period for Aroon calculation (Default: 6) Average Aroon: Toggle to show the Aroon oscillator (Aroon Up minus Aroon Down) (Default: Enabled) Aroon: Toggle to show classic Aroon Up and Aroon Down lines (Default: Disabled) Entry/Exit Signal: Choose between zero line or Aroon MA mode (Default: Zero Line) Length MA: Moving average period for Aroon MA mode (Default: 365) Aroon MA Type: Moving average method for signal line (Default: EMA) 📈 Practical Applications 🔹 Trend Direction Identification The primary use of the Aroon system is identifying trend direction: Aroon Up above Aroon Down → Bullish trend Aroon Down above Aroon Up → Bearish trend The wider the separation, the stronger the trend 🔹 Trend Strength Measurement The actual values of Aroon Up and Aroon Down indicate trend strength: Values above 70 → Strong trend (recent high/low) Values between 50-70 → Moderate trend Values below 30 → Weak trend or consolidation Both lines below 50 → Possible ranging market 🔹 Trend Initiation Detection When Aroon Up crosses above Aroon Down from below, it suggests a new uptrend is beginning. Conversely, when Aroon Down crosses above Aroon Up, it suggests a new downtrend is beginning. 🔹 Trend Exhaustion Signals When Aroon Up is very high (above 80-90) and begins to turn down while Aroon Down remains low, it may indicate an uptrend is tiring. The opposite signals downtrend exhaustion. 🔹 Consolidation Identification When both Aroon lines are low (below 30-40) and moving horizontally, it suggests a consolidation phase with no clear trend. 🔹 Aroon Oscillator Analysis The Aroon oscillator (Aroon Up minus Aroon Down) offers additional insights: Positive values indicate bullish dominance Negative values indicate bearish dominance Crossovers of the zero line confirm trend changes Crossovers of the moving average provide filtered signals 🔹 Multiple Timeframe Confirmation Compare Aroon readings across different timeframes: Higher timeframe Aroon confirms primary trend direction Lower timeframe Aroon identifies entry timing 🎯 Ideal For ✅ Trend Traders seeking early identification of new trends ✅ Swing Traders wanting to capture trend initiations and reversals ✅ Range-Bound Traders identifying consolidation phases ✅ System Developers needing reliable trend direction signals ✅ Multi-Timeframe Analysts comparing trend strength across periods 📌 Key Takeaways Time-Based Approach: Unlike most indicators that use price or volume, Aroon uniquely measures time since significant highs and lows Multiple Display Modes: Choose between classic Aroon Up/Down lines or the Aroon oscillator based on your analysis style Dual-Mode Signal Generation: Zero line crossovers for classic signals or MA-smoothed signals for filtered entries Rich Visual Feedback: Color themes, gradient fills, candles, and floating labels provide immediate market awareness Alert-Ready: Built-in alerts for trend change signals when Aroon Up crosses Aroon Down ⚠️ Important Notes The Aroon indicator works best in trending markets and can produce false signals in ranging conditions. The default length of 6 makes this version very responsive to recent price action, ideal for shorter-term trading. For longer-term analysis, consider increasing the length to 14-25. The 365-day MA default in Aroon MA mode is designed for longer-term trend context on daily charts. Both lines below 50 often indicate consolidation - consider avoiding trend signals in these conditions. Always combine with proper risk management and additional confirmation for best results. Disclaimer: This indicator is provided for educational and informational purposes only. Past performance is not indicative of future results. Always conduct thorough testing and align with your risk management strategy before live deployment.
Pine Script® インジケーター
Tiagorocha1989の投稿
multi assett1222This scanner is designed to identify high-probability trading opportunities using a rules-based, momentum-driven strategy. It filters the market based on trend direction, volume confirmation, and key technical indicators to surface stocks/crypto/forex pairs showing strong potential setups. The scanner focuses on: Trend alignment across multiple timeframes Volume spikes and unusual activity Momentum shifts and breakout signals Volatility expansion for strong price movement Built for active traders and swing traders, this tool helps eliminate noise and highlights assets that meet strict, data-driven criteria. Whether you're trading breakouts, pullbacks, or continuation patterns, this scanner streamlines your workflow and keeps you focused on high-quality setups.
Pine Script® インジケーター
trader3332の投稿
Williams Fractals by YoungAWilliams Fractals - Dynamic Period Indicator This indicator identifies fractal patterns on the chart based on Bill Williams' fractal theory. A fractal is a price formation where the middle candle has the highest high (for down fractal) or lowest low (for up fractal) compared to surrounding candles. Key Features: - Customizable period - set any number of bars on each side (n=1 for 3-bar fractal, n=2 for 5-bar fractal, etc.) - Down Fractal (▼) - white triangle above the bar indicates a local high - Up Fractal (▲) - white triangle below the bar indicates a local low - Non-repainting - fractals appear only after the required number of confirmation bars have closed - 50% transparency for better chart visibility How it works: The indicator checks if the central bar's high/low is the highest/lowest among n bars to the left and n bars to the right. Fractals are displayed with an offset to show exactly where the pattern formed. Perfect for: ✓ Identifying potential reversal points ✓ Drawing support/resistance levels ✓ Combined with other Bill Williams indicators (Alligator, Awesome Oscillator) ✓ Multi-timeframe analysis Coded by: YoungA
Pine Script® インジケーター
YoungAの投稿
Premium Discount Range Daily with VWAPPremium Discount Range (Daily + VWAP): This indicator provides a visual reference for price positioning relative to: • The current day’s developing high/low range midpoint • Session VWAP It classifies price into three zones: Premium → Price trading above midpoint threshold Discount → Price trading below midpoint threshold Fair Value → Price within the defined midpoint band How It Works: 1. Tracks the current day's evolving high and low. 2. Calculates the intraday midpoint. 3. Compares current price to: Midpoint (with adjustable percentage threshold) VWAP 4. Displays status via: Background shading Optional live label Use Cases: • Intraday bias identification • Context for pullback entries • Range positioning analysis • VWAP confluence assessment Notes: Designed for intraday charts. Works across stocks, forex, crypto, and indices. Does not generate trading signals or guarantee outcomes. Use alongside proper risk management and confirmation tools.
Pine Script® インジケーター
uzair2joinの投稿
Pro RSI + Stoch + ATR Dashboard (MASTER) by AliMulti-Timeframe Momentum + Volatility Alignment System Trend Filtered MASTER Signals Designed for Structured, Discipline-Based Trading Pro RSI + Stoch + ATR Dashboard (MASTER) by Ali Full Mathematical Logic & Professional Usage Guide This indicator is a multi-timeframe momentum and volatility dashboard designed to combine: RSI (Trend & Strength) Stochastic (Timing & Trigger) ATR & ATR% (Volatility & Risk Control) Alignment Scoring (Market Structure Confirmation) MASTER Signal Logic (Filtered Trade Execution) The goal is simple: Reduce overtrading. Eliminate counter-trend entries. Trade only when momentum alignment confirms structure. 1️⃣ Core Indicators & Mathematical Foundation 🔹 RSI (Relative Strength Index) RSI measures the ratio between average gains and average losses over a defined period. Formula: RSI = 100 − RS = Average Gain / Average Loss Default Length: 14 Key Level: RSI ≥ 50 → bullish momentum bias RSI < 50 → bearish momentum bias In this system, RSI 50 is used as: Trend filter Alignment scoring basis 🔹 Stochastic (K & D) Stochastic measures where price closes relative to its recent range. K line = smoothed momentum line D line = signal line (smoothed K) Default: Length = 14 K smoothing = 3 D smoothing = 3 Trigger logic: K crossing above D → bullish short-term trigger K crossing below D → bearish short-term trigger ⚠ Stochastic alone does NOT generate signals. It only acts as a timing mechanism inside MASTER logic. 🔹 ATR (Average True Range) ATR measures market volatility. True Range (TR) = max(High−Low, |High−PrevClose|, |Low−PrevClose|) ATR = Moving average of TR over N periods Default Length: 14 ATR% = (ATR / Close) × 100 Why ATR% matters: Higher ATR% → wider stops required Lower ATR% → tighter structure, breakout potential 2️⃣ Multi-Timeframe Structure (MTF Logic) The dashboard evaluates 4 timeframes simultaneously: 15m → Entry & Timing 1H → Short-term bias 4H → Structural trend 1D → Market regime Each timeframe displays: RSI Stoch K/D ATR Status This allows structured decision making instead of single-timeframe guessing. 3️⃣ MASTER Logic (Trend + Alignment + Trigger) A MASTER signal is generated ONLY when all three layers align: 🔹 1) Trend Filter (RSI 50 on selected TF) User selects Trend TF (1H / 4H / 1D) If RSI ≥ 50 → LONG ONLY If RSI < 50 → SHORT ONLY This prevents counter-trend trading. tr.tradingview.com 🔹 2) Alignment Score (MTF Confirmation) Alignment counts how many timeframes have RSI ≥ 50. bullCount = sum of bullish RSI conditions (0–4) Score% = (bullCount / 4) × 100 Example: 4/4 (100%) → Full bullish alignment 2/4 (50%) → Mixed / chop conditions 0/4 (0%) → Full bearish regime This prevents trading in unstable market environments. tr.tradingview.com 🔹 3) Trigger (15m Stoch Cross) Entry confirmation uses: 15m K crossing above D → bullish trigger 15m K crossing below D → bearish trigger 4️⃣ MASTER BUY / SELL Conditions MASTER BUY: Trend = LONG ONLY bullCount ≥ Min Bull TF setting 15m Stoch bullish cross MASTER SELL: Trend = SHORT ONLY bullCount ≤ Max Bull TF setting 15m Stoch bearish cross This ensures: Trend + Structure + Timing = One controlled signal. 5️⃣ Reading the Dashboard Table Columns: TIME → timeframe RSI → momentum strength K / D → stochastic timing ATR → volatility STATUS → simplified momentum state STATUS is informational only. It does NOT replace MASTER logic. 6️⃣ Center Info Label Explained Displays: TREND → Active direction filter ALIGN → MTF momentum strength ATR% → Volatility intensity across TFs Professional usage: ALIGN ≥ 75% → Strong trend continuation ALIGN ≤ 50% → Chop / mean reversion zone High ATR% → Adjust risk and position size Low ATR% → Breakout probability increases 7️⃣ Recommended Settings by Trader Type 🔹 General / Balanced: Trend TF: 4H Min Bull BUY: 3 Max Bull SELL: 1 🔹 Intraday: Trend TF: 1H or 4H Min Bull BUY: 2–3 Max Bull SELL: 1–2 🔹 Scalper: Trend TF: 1H Min Bull BUY: 2 Max Bull SELL: 2 🔹 Swing: Trend TF: 1D Min Bull BUY: 3 Max Bull SELL: 1 8️⃣ Professional Trade Workflow Check TREND first Confirm ALIGN strength Wait for 15m trigger Enter with structure-based stop Adjust position size using ATR% This indicator is a structured decision framework, not a random signal generator. Built for traders who value structure over impulse. ⚠ Risk Disclaimer This tool enhances structure and discipline. It does not predict markets. Best performance occurs in aligned trending environments.
Pine Script® インジケーター
dokuyucuali006の投稿
Nico Trend Change Indicator + 2 TP TargetsThe Trend Change Indicator (TCI) is a trend-following momentum tool designed to identify clear trade entries and exits based on the relationship between two moving averages and volatility-adjusted margins. Here is a breakdown of how the indicator works and how to interpret its components: 1. The Core Ribbon (Momentum & Trend) The heart of the indicator is the "Ribbon," formed by a Fast and a Slow-moving average. Green Ribbon (Bullish): This occurs when the Fast length is significantly above the Slow length, indicating strong upward momentum. This serves as your Long Entry signal. Red Ribbon (Bearish): This occurs when the Fast length is significantly below the Slow length, indicating strong downward momentum. This serves as your Put / Short Entry signal. White Ribbon (Neutral/Chop): When the difference between the two averages is smaller than the volatility-based margin (determined by the ATR), the ribbon turns white. This is a No Trade Zone or a Take Profit (TP) Zone. 2. Volatility Filtering (ATR Margin) Unlike a standard moving average crossover, the TCI uses an ATR (Average True Range) Margin. The trend only changes to Bullish or Bearish if the gap between the Fast and Slow lines is larger than a specific percentage of the market's current volatility. This helps filter out "fakeouts" or "noise" during sideways markets where moving averages might cross frequently without a real trend starting. 3. Support/Resistance & Forecast Dots SMA Line: The thick white line is a long-term Simple Moving Average (defaulting to 140 periods). It acts as the primary "baseline." If the price is above this line, the overall bias is bullish; below it, the bias is bearish. Forecast Dots: The white dots appearing ahead of the price are SMA Forecasts. They project where the SMA will likely be in the future based on current price action, helping you visualize potential dynamic support or resistance levels before the price reaches them. 4. Higher Timeframe (HTF) Analysis The indicator includes a built-in "Security" function that looks at a higher timeframe (like the 4H or 12H) regardless of what chart you are currently viewing. The dashboard table uses this to show you if the "Big Trend" (HTF) matches the "Current Trend" (Chart TF). Trading in the direction of both timeframes (e.g., both are Green) typically increases the probability of a successful trade. Summary of Trade Signals
Pine Script® インジケーター
nio1101の投稿
aurora//@version=6 strategy("AURORA PRIME — MAX CAGR v3", overlay=true, initial_capital=100000, pyramiding=2, process_orders_on_close=true) //---------------------------------------------------- // INPUTS //---------------------------------------------------- baseRisk = input.float(0.6, "Base Risk %", step=0.1) expRisk = input.float(0.9, "Expansion Risk %", step=0.1) atrLen = input.int(14, "ATR Length") stopATRmult = input.float(1.5, "Stop ATR Mult") trailATRmult = input.float(2.0, "Trail ATR Mult") adxLen = input.int(14, "ADX Length") adxThresh = input.float(22, "ADX Trend Threshold") volMult = input.float(1.5, "Volume Expansion Mult") //---------------------------------------------------- // CORE INDICATORS //---------------------------------------------------- atr = ta.atr(atrLen) ema200 = ta.ema(close, 200) // --- Manual ADX Calculation --- upMove = high - high downMove = low - low plusDM = (upMove > downMove and upMove > 0) ? upMove : 0 minusDM = (downMove > upMove and downMove > 0) ? downMove : 0 trur = ta.rma(ta.tr(true), adxLen) plusDI = 100 * ta.rma(plusDM, adxLen) / trur minusDI = 100 * ta.rma(minusDM, adxLen) / trur dx = 100 * math.abs(plusDI - minusDI) / (plusDI + minusDI) adx = ta.rma(dx, adxLen) volPower = volume / ta.sma(volume, 20) volExpansion = volPower > volMult trendRegime = adx > adxThresh expansionRegime = trendRegime and volExpansion // Structure bias (HTF) htfClose = request.security(syminfo.tickerid, "60", close) htfEMA = request.security(syminfo.tickerid, "60", ta.ema(close, 50)) bullBias = htfClose > htfEMA bearBias = htfClose < htfEMA //---------------------------------------------------- // ENTRY LOGIC //---------------------------------------------------- longSignal = bullBias and trendRegime and close > ema200 shortSignal = bearBias and trendRegime and close < ema200 //---------------------------------------------------- // RISK ENGINE //---------------------------------------------------- riskPct = expansionRegime ? expRisk : baseRisk riskCash = strategy.equity * riskPct * 0.01 stopDist = atr * stopATRmult qty = stopDist > 0 ? riskCash / stopDist : 0 //---------------------------------------------------- // EXECUTION //---------------------------------------------------- longSL = close - stopDist shortSL = close + stopDist // 2R partial longTP1 = close + stopDist * 2 shortTP1 = close - stopDist * 2 // ATR trail trailLong = atr * trailATRmult trailShort = atr * trailATRmult if longSignal and strategy.position_size <= 0 strategy.entry("AURORA", strategy.long, qty) strategy.exit("TP1", "AURORA", qty_percent=50, limit=longTP1) strategy.exit("Trail", "AURORA", stop=longSL, trail_points=trailLong) if shortSignal and strategy.position_size >= 0 strategy.entry("AURORA", strategy.short, qty) strategy.exit("TP1", "AURORA", qty_percent=50, limit=shortTP1) strategy.exit("Trail", "AURORA", stop=shortSL, trail_points=trailShort) // Pyramiding logic inLong = strategy.position_size > 0 inShort = strategy.position_size < 0 entryPrice = strategy.position_avg_price unrealRLong = inLong ? (close - entryPrice) / stopDist : 0 unrealRShort = inShort ? (entryPrice - close) / stopDist : 0 if inLong and unrealRLong >= 1 and expansionRegime strategy.entry("AURORA-ADD", strategy.long, qty) if inShort and unrealRShort >= 1 and expansionRegime strategy.entry("AURORA-ADD", strategy.short, qty) plot(ema200, color=color.orange)
Pine Script® ストラテジー
bettencourt37の投稿
Brahmastra: Stochastic Supertrend⚡ STOCHASTIC SUPERTREND — Premium Edition ⚡ ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ An institutional-grade trend detection system that combines Supertrend direction with Stochastic momentum to deliver high-probability signals with stunning visual clarity. █ CORE TECHNOLOGY ━━━━━━━━━━━━━━━━━ - SUPERTREND (ATR-based) → Defines trend direction - STOCHASTIC (%K/%D) → Confirms momentum & entry timing - GRADIENT ENGINE → Colors adapt to momentum strength █ HOW IT WORKS ━━━━━━━━━━━━━━ The indicator uses a two-layer confirmation system: 1. SUPERTREND determines if we are in a BULL or BEAR trend 2. STOCHASTIC confirms entry timing with crossovers in extreme zones (oversold for buy, overbought for sell) Signals only fire when BOTH conditions align — eliminating low-probability setups and noise. █ PREMIUM GRADIENT CLOUD ━━━━━━━━━━━━━━━━━━━━━━━━ The cloud fills between Supertrend and price with a TWO-LAYER gradient that shifts based on momentum: 🔷 BULLISH CLOUD: Teal core → Cyan glow Strong momentum = rich, vivid colors Weak momentum = faded, transparent 🔶 BEARISH CLOUD: Magenta core → Crimson glow Strong momentum = deep, saturated colors Weak momentum = light, transparent The cloud intensity tells you AT A GLANCE how strong the current trend is — no need to check indicators. █ GRADIENT CANDLE COLORING ━━━━━━━━━━━━━━━━━━━━━━━━━━ Candles dynamically shift color based on trend + stochastic: BULLISH TREND: Bright Green → Stoch > 80 (strong momentum) Medium Green → Stoch 50-80 (moderate) Light Green → Stoch < 50 (weak) BEARISH TREND: Bright Red → Stoch < 20 (strong momentum) Medium Red → Stoch 20-50 (moderate) Light Red → Stoch > 50 (weak) █ SIGNAL CONDITIONS ━━━━━━━━━━━━━━━━━━━ BUY SIGNAL (all must be true): ✅ Supertrend = Bullish ✅ Stochastic %K crosses above %D ✅ %K is in oversold zone (< 30) SELL SIGNAL (all must be true): ✅ Supertrend = Bearish ✅ Stochastic %K crosses below %D ✅ %K is in overbought zone (> 70) █ REAL-TIME DASHBOARD ━━━━━━━━━━━━━━━━━━━━━ ┌─────────────┬──────────────────┐ │ Trend │ ▲ BULLISH / ▼ BEARISH │ │ %K / %D │ Live values │ │ Zone │ OB / OS / NEUTRAL│ │ Momentum │ STRONG / MODERATE / WEAK │ │ Duration │ Bars in trend │ │ ATR │ Current value │ └─────────────┴──────────────────┘ █ VISUAL ELEMENTS ━━━━━━━━━━━━━━━━━ - Multi-layer gradient cloud (no lines, clean look) - Trend trail dots along Supertrend level - Styled BUY/SELL labels with arrows - Diamond markers on trend flips - Gradient candle coloring - Dark-theme dashboard panel All 5 elements can be toggled ON/OFF independently. █ SETTINGS ━━━━━━━━━━ - ATR Length (default: 10) - ATR Multiplier (default: 3.0) - Stochastic %K Length (default: 14) - Stochastic %D Length (default: 3) - Smoothing (default: 3) - Overbought/Oversold Levels █ HOW TO TRADE ━━━━━━━━━━━━━━ SCALPING (1M-5M) → Trade BUY/SELL signals with tight stops → Use gradient candles for momentum confirmation INTRADAY (15M-1H) → Follow cloud color direction → Enter on signals, exit on cloud color change SWING (4H-Daily) → Hold as long as cloud color persists → Use dashboard momentum for position sizing █ PROFESSIONAL STANDARDS ━━━━━━━━━━━━━━━━━━━━━━━━ ❌ NO REPAINTING — Confirmed bar close only ❌ NO FUTURE LEAK — All historical data ✅ DUAL CONFIRMATION — Two independent systems must agree ✅ MOMENTUM FILTERING — Adapts to trend strength █ WORKS ON ━━━━━━━━━━ - Stocks • Indices • Crypto • Forex - All timeframes ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Developed by Brahmastra Trading Systems 💡 Like & Follow for more premium indicators! 🔔 Set alerts to never miss a trend change!
Pine Script® インジケーター
StockEngineeringの投稿
RSI Divergence + OpacityRSI + Divergences + OB/OS Opacity Fill This indicator is a streamlined enhancement of the classic Relative Strength Index (RSI), designed to preserve the familiar TradingView RSI behavior while adding visual context for momentum extremes and potential reversals. The script keeps the original RSI calculation and structure intact, ensuring consistent readings across all timeframes. Features • Standard RSI (Wilder’s RMA) Identical calculation logic to the default TradingView RSI. • Regular Divergence Detection Automatically highlights: – Bullish divergence (price lower low + RSI higher low) – Bearish divergence (price higher high + RSI lower high) Divergences are drawn directly on the RSI pane using minimal, unobtrusive visuals. • Clipped Overbought / Oversold Fill Dynamic opacity fill activates only when RSI moves beyond key levels: – Above 70 (overbought region) – Below 30 (oversold region) Fill intensity increases as RSI pushes further into extremes and fades as it returns toward the threshold. • Vertical Opacity Behavior Color remains constant per bar; only transparency changes based on RSI distance from OB/OS levels. This avoids noisy gradients and preserves chart readability. Design Philosophy The goal of this script is not to reinvent RSI, but to provide clearer visual feedback for momentum conditions while keeping the indicator lightweight and predictable. No smoothing tricks, no alternate formulas, no hidden complexity. Notes • Divergences use pivot-based logic and will naturally appear after pivots are confirmed. • Like all divergence tools, signals should be interpreted within broader market context. • Default RSI levels (70 / 30) are intentionally preserved.
Pine Script® インジケーター
prater18の投稿
BR-DowTheory//@version=6 indicator("BTC道氏趋势指标", overlay=true, shorttitle="BTC Dow", precision=2) // 1. 参数设置 trend_length = input.int(10, title="趋势周期", minval=5) vol_length = input.int(15, title="成交量周期", minval=5) stop_loss = input.float(50.0, title="止损点数") tp_ratio = input.float(2.0, title="止盈倍数") vol_threshold = input.float(1.2, title="放量阈值") // 2. 趋势判断 uptrend = close > ta.highest(high, trend_length) downtrend = close < ta.lowest(low, trend_length) // 3. 放量信号 vol_ma = ta.sma(volume, vol_length) vol_bull = volume >= vol_ma * vol_threshold and close > open vol_bear = volume >= vol_ma * vol_threshold and close < open // 4. 开仓信号（去重） var string last_signal = na long_signal = uptrend and vol_bull and last_signal != "long" short_signal = downtrend and vol_bear and last_signal != "short" if long_signal last_signal := "long" if short_signal last_signal := "short" // 5. 开仓价与止损止盈 var float long_entry = na var float short_entry = na if long_signal long_entry := close short_entry := na if short_signal short_entry := close long_entry := na long_sl = long_entry - stop_loss long_tp = long_entry + stop_loss * tp_ratio short_sl = short_entry + stop_loss short_tp = short_entry - stop_loss * tp_ratio // 6. 绘制信号与线条 plotshape(long_signal, title="做多", location=location.belowbar, color=color.green, style=shape.labelup, text="L", textcolor=color.white) plotshape(short_signal, title="做空", location=location.abovebar, color=color.red, style=shape.labeldown, text="S", textcolor=color.white) plot(long_sl, title="多止损", color=color.red, style=plot.style_linebr) plot(long_tp, title="多止盈", color=color.blue, style=plot.style_linebr) plot(short_sl, title="空止损", color=color.red, style=plot.style_linebr) plot(short_tp, title="空止盈", color=color.blue, style=plot.style_linebr) // 7. 背景色 bgcolor(uptrend ? color.new(color.green, 90) : downtrend ? color.new(color.red, 90) : na)
Pine Script® インジケーター
brio21583の投稿
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Pine Script® インジケーター
aditparmarの投稿
NQ 9:45-10:15 ICT Strategy - CompleteNQ 9:45–10:15 ICT Strategy – High-Probability Nasdaq Scalper (ICT/Smart Money) This open-source strategy is a complete, rules-based implementation of core Inner Circle Trader (ICT) / Smart Money concepts, specifically optimized for **Nasdaq futures (NQ)** during the high-volatility 9:45–10:15 AM New York time window (first 30 minutes after the 9:30 open liquidity grab phase). Core Philosophy & Why This Combination? ICT emphasizes that institutional order flow often creates **false moves** (liquidity sweeps of previous day high/low), followed by **market structure shifts (MSS / Break of Structure)** that reveal true directional intent, with entries taken from **mitigation of Order Blocks** (areas of institutional interest / imbalance). This script enforces strict confluence: - Daily bias filter (price or prev close vs daily EMA20) - Liquidity sweep confirmation (PDH/PDL raid + reversal close) - Bullish/Bearish Market Structure Shift (close beyond last swing high/low) - Refined Order Block detection (last opposite candle before MSS, with defensive/aggressive mitigation logic inspired by popular ICT order block refinements) - Tight time filter (only 9:45–10:15 NY) — captures post-open manipulation & directional resolve - One trade per day rule — prevents overtrading in chop The tight combination reduces false signals dramatically and aligns with ICT's focus on high-probability setups during specific market sessions. Key Components & Logic 1. Daily Bias - Bullish if current price > daily EMA20 (or prev daily close > EMA20 — user choice) - Bearish otherwise - Background tint + orange EMA line 2. Liquidity Sweep - Low < PD Low but close > PD Low → bullish sweep (stops taken below) - High > PD High but close < PD High → bearish sweep - Resets daily 3. Market Structure Shift (MSS / BoS) - Bullish MSS: close > last fractal swing high - Bearish MSS: close < last fractal swing low - Uses 5-bar fractal detection for swing points - Resets daily 4. Order Block (OB) Detection & Refinement - Bullish OB: last bearish candle (close < open) before bullish MSS - Bearish OB: last bullish candle before bearish MSS - Refinement options (On/Off): - Defensive: tightens OB to body or wick depending on candle range vs ATR(55) - Aggressive: uses full candle wick range - OB box drawn until mitigated (price touches opposite side) - Labeled "OB+" / "OB-" 5. Entry Window & Confluence - Only allowed 9:45–10:15 NY time - Long: bullish bias + low swept + bullish MSS + price mitigates bullish OB (touches high side, closes inside/above low side) - Short: mirror logic - One trade per day max 6. Risk & Exit - SL = opposite side of Order Block - TP = 2:1 RR (adjustable) from entry - No trailing / partials — clean single target Visuals - Daily EMA (orange) - Prev Day High/Low circles - Bullish/Bearish background tint - MSS triangles - Order Block boxes + "OB+"/"OB-" labels - Entry labels with price/SL/TP Alerts - "NQ Long: Bullish Bias + Sweep + MSS + OB" - "NQ Short: Bearish Bias + Sweep + MSS + OB" Realistic Backtesting & Usage Guidelines To publish non-misleading results: - Initial Capital: $10,000–$50,000 (realistic futures account) - Position sizing: 1–3% of equity per trade (change default_qty_value from 100%!) - Commission: $4–$8 round-turn per contract (typical NQ futures commission) - Slippage: 1–4 ticks (NQ is liquid but fast-moving post-open) - Dataset: ≥2–3 years of 1-minute or 5-minute NQ data (aim for 300–600+ trades) - Risk per trade: 0.5–1.5% with defaults — never risk more than sustainable The 30-minute window produces relatively few trades per year — perfect for statistical significance over long periods, but results vary heavily by market regime (trending vs. choppy opens). How to Use 1. Apply to NQ1! or MNQ1! (continuous futures) on 1-minute or 5-minute chart. 2. Keep default NY timezone (America/New_York). 3. Start with 2:1 RR, Defensive refinement, show levels on. 4. Trade only during the window — best setups show clear sweep + MSS + OB mitigation. 5. Avoid major news overlapping the window (FOMC, CPI, etc.) or widen SL. 6. Forward-test on demo for several months — this is a high-confluence, low-frequency setup. Publish Recommendation - Use a clean chart: only this strategy, no extra indicators/drawings. - Show realistic Strategy Tester view with commission/slippage applied. - Screenshot during NY morning session with visible OB & signal. Test thoroughly and trade responsibly.
Pine Script® ストラテジー
uzair2joinの投稿