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Luxalgo

Predictive Monte Carlo Engine [LuxAlgo]The Predictive Monte Carlo Engine tool is a high-performance forecasting suite that uses probabilistic simulations to project future price paths based on historical volatility and market regimes. 🔶 USAGE The indicator generates hundreds of potential price paths starting from the current bar (or an anchored point) to visualize the most likely price distribution over a user-defined projection length. It serves as a powerful volatility and support/resistance mapping tool, providing traders with an "expected value" range rather than a single fixed forecast. Users can choose between three distinct mathematical methods to generate these paths, apply regime filters to isolate specific market conditions, and utilize a real-time dashboard that renders a visual "forecasted candle" for the next period. 🔹 Anchor Mode By default, the simulation recalculates and updates on every new bar. By enabling Anchor Mode , users can lock the projection starting point. The engine will then only update every X bars (e.g., every 100 bars). This allows traders to observe how price actually reacted against historical Monte Carlo projections and Support/Resistance levels as the chart progresses. 🔶 DETAILS The engine utilizes three primary simulation methodologies: Geometric Brownian Motion (GBM): A stochastic process that assumes returns follow a log-normal distribution. This is the industry standard for modeling asset prices, ensuring prices remain positive and incorporating both drift and volatility. Simple Random Walk (SRW): A basic additive model where price changes are sampled from a normal distribution based on historical mean and standard deviation. Historical Shuffle (Bootstrapping): Instead of using random numbers, this method randomly samples actual historical price returns from the lookback period. This preserves the "fat tails" and unique characteristics of the specific asset being traded. 🔹 Regime Filtering To improve accuracy, the engine can filter the historical data used for simulations. If "Trend" or "Momentum" regimes are selected, the indicator only calculates volatility and drift from past bars that match the current market environment (e.g., only using data from previous uptrends to forecast a current uptrend). 🔹 Fading S/R Zones The tool identifies four key levels based on the simulation distribution: Max, R1 (90th percentile), S1 (10th percentile), and Min. These are rendered as horizontal zones that feature a unique horizontal gradient, fading as they extend into the future to represent the increasing uncertainty of the projection over time. 🔶 SETTINGS 🔹 Monte Carlo Settings Simulation Method: Choose between GBM, SRW, or Historical Shuffle. Regime Filter: Filter historical data by Trend (SMA) or Momentum (RSI). Historical Lookback: The number of past bars used to calculate volatility. Projection Length: How many bars into the future the paths extend. Simulation Count: Number of individual paths to calculate (max 200). Volatility Multiplier: Scales the historical volatility to simulate "stress-test" scenarios. Anchor Mode: When enabled, locks the projection to update only at specific intervals. 🔹 Style Path Percentiles: Adjust the thresholds for coloring the "Top" and "Bottom" path groups. Colors: Customize the colors for bullish, bearish, and neutral paths, as well as the average projection line. Show S/R Levels: Toggles the visibility of the horizontally fading Support and Resistance zones. 🔹 Dashboard Show Dashboard: Toggles the statistical metrics table. Next Candle Prediction: Enables the "Forecasted Candle" visual, which uses the 1-bar-ahead expected mean and distribution to render a text-based candlestick on the dashboard.
Pine Script® インジケーター
LuxAlgoの投稿
5
EQH/EQL Liquidity Zones [LuxAlgo]The EQH/EQL Liquidity Zones indicator automatically detects and tracks Equal Highs (EQH) and Equal Lows (EQL) to identify significant areas of resting liquidity. It provides a visual framework for understanding where market participants have placed stop-orders, offering dynamic targets for price action to gravitate toward and eventually "sweep." 🔶 USAGE Equal Highs and Equal Lows are key structural patterns used in Smart Money Concepts (SMC) to represent liquidity. When price forms two or more peaks or troughs at approximately the same price level, it creates a "retail" resistance or support line. The script highlights these as zones, as price often seeks to move beyond these levels to activate the liquidity (stop-orders) residing there. 🔹 Identifying Liquidity The script scans historical pivots to find matching prices within a user-defined threshold. When a match is found, a zone is drawn from the original pivot point and extended until the level is "swept" (price moves above an EQH or below an EQL). 🔹 Volume and Clusters To help traders prioritize zones, the indicator displays the volume associated with the specific pivot points forming the liquidity. If multiple liquidity zones are situated very close to one another, the script dynamically merges their labels to show a "cluster" count (e.g., 2x EQH) and the total accumulated volume at that level. 🔹 Sweep Behavior Once price breaches the maximum high or minimum low of a zone, the zone is considered "swept." Users can choose to have these zones deleted immediately or kept on the chart with a greyed-out visual style to study historical price reactions. 🔶 DETAILS The indicator uses a pivot-based detection system combined with a percentage-based threshold. This ensures that even if two highs are not exactly equal to the decimal point, they can still be classified as Equal Highs if they are within a tight proximity (the "Equality Threshold"). The script tracks "Active Zones" up to a configurable limit. For high-volatility environments or lower timeframes (like the 1m chart), users can increase the maximum active zones to ensure all relevant resting liquidity is accounted for during fast-moving market conditions. 🔶 SETTINGS 🔹 Liquidity Detection Pivot Left/Right Length: Determines the number of bars required to confirm a structural high or low. Equality Threshold (%): The maximum percentage difference allowed between two pivots to classify them as "Equal." Max Active Zones: Controls the maximum number of unswept zones tracked simultaneously. 🔹 Visuals Bullish/Bearish Zone Color: Sets the colors for EQL (supportive liquidity) and EQH (resistance liquidity). Zone Transparency: Adjusts the opacity of the liquidity boxes. Show Midline: Toggles a dashed line at the average price of the equal pivots. Show Volume: Displays the volume captured at the specific pivot points. Delete on Sweep: If enabled, removes the zone from the chart immediately once price breaches the level.
Pine Script® インジケーター
LuxAlgoの投稿
12
Ultimate Opening Range Breakout [LuxAlgo]The Ultimate Opening Range Breakout indicator is a comprehensive toolkit designed to identify, visualize, and analyze price movements following the initial market session. It empowers traders to define a specific opening range and monitor subsequent breakouts with integrated volume analysis, automated trailing stops, and a performance-tracking dashboard. 🔶 USAGE The indicator identifies the high and low prices of a user-defined session (e.g., the first 30 minutes of the New York open) and projects potential expansion targets based on that range. Traders can use these levels to identify breakout opportunities and set realistic price targets. 🔹 Breakout Signals & Volume When price crosses above the range high or below the range low, the script generates "BULL BREAK" or "BEAR BREAK" labels. These signals include a volume context suffix: (HV) : High Volume breakout, where current volume exceeds the 20-period average. (LV) : Low Volume breakout, suggesting a potential lack of conviction behind the move. 🔹 Trailing Stop & Optimization A dynamic ATR-based trailing stop can be enabled to manage open positions. To help refine your strategy, the built-in Stop Optimizer runs simultaneous simulations of five different ATR multipliers in the background. It identifies which multiplier would have yielded the highest cumulative profit based on historical session data. 🔹 Hit Rate Dashboard The indicator includes a real-time statistical table that tracks the "Hit Rate" of each expansion target. This allows you to see at a glance what percentage of sessions successfully reached Target 1, 2, or 3, helping you gauge the probability of price reaching specific levels on any given day. 🔶 DETAILS 🔹 Opening Range Volume Profile (ORVP) Unlike standard range indicators, this tool includes an intra-range Volume Profile. It calculates the distribution of volume within the opening range itself, highlighting the Point of Control (POC). This helps traders identify where the most significant positioning occurred before the breakout. 🔹 Adaptive Scaling The Volume Profile utilizes an asset-adaptive scaling mechanism. By using the Average True Range (ATR) to determine "price buckets," the profile remains visually consistent whether you are trading high-priced indices or low-priced penny stocks. 🔶 SETTINGS 🔹 Session Settings Opening Range Session : Define the time window for the range (e.g., 0930-1000). Timezone : Adjust the session time to match your local or exchange timezone. 🔹 Calculation Settings Range Source : Choose between using the High/Low or the candle Close to define the range. Extension Type : Switch between standard Multiples or Fibonacci levels (0.382, 0.618, 1.0). 🔹 Volume Profile Number of Rows : Adjusts the vertical granularity of the profile. Profile Width : Controls how far the profile extends horizontally from the range. 🔹 Trailing Stop & Optimizer ATR Multiplier : The sensitivity of the active trailing stop. Show Stop Optimizer : Enables the background simulation to find the most profitable multiplier. 🔹 Plotting Duration End Plotting At : Choose to stop drawing levels at specific market closes (NY, London, or Manual) to keep the chart clean after trading hours.
Pine Script® インジケーター
LuxAlgoの投稿
11
Inertial RSI [LuxAlgo]The Inertial RSI indicator introduces a novel approach to momentum smoothing by implementing "Forced Persistence," a technique that achieves stability at the mathematical source rather than through traditional lagging filters. By dynamically optimizing the RSI lookback period on every bar to minimize the variation between consecutive values, the tool effectively creates an inertial effect that resists erratic market noise and "sawtooth" fluctuations, providing a significant advantage over standard oscillators by maintaining a high degree of smoothness and trend coherence without the heavy group delay typically introduced by long-period moving averages. 🔶 USAGE The indicator is used similarly to a standard Relative Strength Index (RSI) but with significantly reduced noise and more stable transitions. It helps traders identify momentum and overbought/oversold conditions while maintaining a more consistent trajectory, making it easier to interpret the underlying market trend without being shaken out by minor price jitters. 🔹 Forced Persistence Traditional oscillators achieve smoothness by applying lagging filters (like moving averages) to a fixed-length calculation. The Inertial RSI introduces the concept of "Forced Persistence," where smoothing is achieved by selecting the input data dynamically. By selecting the lookback length that results in the smallest change from the previous bar, the oscillator "forces" itself to remain stable. This allows the indicator to stay at extreme levels during strong trends or transition smoothly during reversals without the typical noise found in fixed-length oscillators. 🔹 Interpretation Inertial RSI (Solid): Represents the primary smoothed RSI value. It changes color based on whether it is above or below the 50 centerline (Bullish/Bearish). Signal Line (Dotted): A secondary signal line calculated as a simple moving average of the RSI line, used to identify potential local crossovers or momentum shifts. Zones: The area between the RSI line and the 50 level is filled with a gradient to highlight the strength and direction of the current momentum. 🔶 DETAILS The core logic of the script is an optimization loop that runs on every bar. Instead of using one fixed value for N (the lookback period), the algorithm evaluates every possible integer length within the user-defined range (from Minimum Length to Maximum Length). For each potential length, the script calculates a raw RSI value using an RMA-based approach (Wilder's Moving Average) for consistent bar-to-bar logic. It then measures the absolute difference between that candidate value and the final output from the previous bar. The algorithm "hunts" for the specific length that minimizes this difference: Best RSI = min(|Current Candidate(N) - Previous Final RSI|) By selecting the value that is most similar to the previous one, the indicator effectively filters out market noise by choosing a lookback window that "agrees" with the current trend's inertia. This methodology allows the oscillator to be responsive to major price shifts while ignoring minor fluctuations that do not significantly alter the internal relative strength calculation. 🔶 SETTINGS 🔹 Settings Minimum Length: The shortest lookback period the algorithm can consider for the optimization loop. Maximum Length: The longest lookback period the algorithm can consider. A wider range between min/max allows for more "inertia" but increases computational intensity. RSI Smoothing: The length of the SMA used to provide a final aesthetic smoothing to the inertial RSI value. Signal Line Length: The length of the SMA used to create the signal line from the smoothed RSI. 🔹 Visuals Show Gradient Fill: Enables or disables the gradient fill between the RSI line and the 50 centerline. Bullish Color: Defines the color of the RSI line and the upper gradient fill when the value is above 50. Bearish Color: Defines the color of the RSI line and the lower gradient fill when the value is below 50.
Pine Script® インジケーター
LuxAlgoの投稿
5
Initial Balance Volume Deficit [LuxAlgo]The IB Volume Deficit indicator measures the relationship between Initial Balance (IB) volume and the volume traded during the remainder of the session to identify shifts in market participation, institutional conviction, and potential exhaustion. 🔶 USAGE The indicator operates on the principle that the first 60 minutes of a trading session (the Initial Balance) often set the tone for the day, representing the period where institutional "price discovery" and large-scale orders are most prevalent. By tracking the cumulative volume during this period and subsequently subtracting the volume from the rest of the session, the script visualizes whether the "opening conviction" is being sustained or overwhelmed by subsequent market activity. 🔹 Volume Deficit and Trend Conviction When the oscillator drops below the zero line, a "Volume Deficit" occurs. This signifies that the volume traded after the Initial Balance has exceeded the volume accumulated during the IB. This is a critical marker for trend traders; a deep deficit often confirms that the market has found a directional bias with enough sustained participation to overcome the initial opening volatility. If the deficit continues to grow (the oscillator moves further into negative territory), it suggests that late-session participants are aggressively following the trend established (or reversed) after the first hour. 🔹 No Deficit Detection & Market Psychology If the oscillator remains above zero until the end of the session, the script highlights this at the start of the next session with a colored background. This "No Deficit" event indicates that the volume in the first hour was greater than the volume of the entire rest of the day combined. From a psychological perspective, this represents a "Loud Open, Quiet Close" scenario. It suggests that while there was significant institutional interest or news-driven positioning at the open, it failed to attract follow-through participation from the broader market. This often results in: Exhaustion: The initial move spent all available "fuel" in the first hour. Range-Bound Behavior: Without a volume deficit, the market likely spent the afternoon in a low-liquidity chop, unable to break the IB high or low. Lack of Retail Follow-through: It indicates that the initial institutional orders were met with indifference rather than a trend-following response. 🔹 Trading with the Anchored Moving Average (AMA) The indicator includes an Anchored Moving Average (AMA) that resets at the start of each session. The relationship between the oscillator and the AMA provides a real-time gauge of volume momentum. Bullish Momentum: When the oscillator is above the AMA during the IB, it indicates an accelerating buildup of volume, often seen in high-impact opens. Bearish Momentum (Depletion): After the IB, if the oscillator crosses below the AMA, it suggests that volume is being subtracted (consumed) faster than the average rate. This can be used as a confirmation signal for entering trend trades as the market moves toward a deficit state. 🔶 DETAILS The indicator calculates a cumulative sum starting at the first bar of a new session. During the first 60 minutes (IB), the oscillator increases by the volume of each bar. After 60 minutes, the logic flips, and the volume of each subsequent bar is subtracted from the total. 🔹 Tops and Bottoms Averages To provide historical context and act as dynamic benchmarks for volume conviction, the indicator plots two dashed horizontal lines: Tops Average (Benchmark of Opening Strength): This is the average peak volume reached at the end of the IB over the last N sessions. If the current session's peak is significantly higher than this average, it suggests an unusually high-conviction opening, often triggered by major news or earnings. If the peak fails to reach this average, the session may lack the necessary liquidity for a sustained directional move. Bottoms Average (Benchmark of Session Intensity): This tracks the average final deficit value at the close of the last N sessions. It serves as a target or "support" level for volume. If the oscillator breaches this average to the downside, it signals an exceptionally high-conviction trend day that is outperforming historical norms. 🔶 SETTINGS Moving Average Length: Sets the smoothing period for the Anchored Moving Average (AMA). A shorter length makes the AMA more reactive to sudden bursts in volume. Tops/Bottoms Average Length: Determines the lookback period (in sessions) used to calculate the historical benchmarks for IB peaks and session-end deficits. Style Group: Bullish Color: Sets the color of the oscillator during the IB accumulation phase. Bearish Color: Sets the color of the oscillator once it enters a deficit (below zero) or starts subtracting volume. MA Color: Sets the color of the Anchored Moving Average line.
Pine Script® インジケーター
LuxAlgoの投稿
4
Market State Matrix [LuxAlgo]The Market State Matrix indicator is a high-density radial dashboard designed to visualize the entire market condition as a layered, 360-degree "radar." Unlike linear indicators, the Matrix organizes data into 5 concentric rings and 12 multi-scale slices , providing an instant snapshot of market confluence, conflict, and cyclical phases. 🔶 USAGE The indicator operates in a dedicated pane, providing a centralized view of market health across five dimensions and twelve lookback periods. 🔹 The 5 Radial Dimensions (Inside to Outside) Ring 1: Trend Regime (Teal/Red) - Visualizes the primary EMA-based direction. Ring 2: Momentum Intensity (Cyan/Purple) - A heatmap based on RSI distance from the 50-level. Ring 3: Volatility Glow (Gold) - Brightens as ATR expands relative to its historical average. Ring 4: Volume Pressure (White) - Highlights areas of high relative participation and interest. Ring 5: Price Structure (Lime/Orange) - Tracks Higher Highs/Lows vs. Lower Highs/Lows across various scales. 🔹 Interpretation Full Alignment: Look for solid "columns" of color from the core to the outer ring. This represents maximum conviction across all market dimensions. Internal Conflict: Mixed colors within a slice indicate internal disagreement—for example, a bullish trend (Ring 1) with bearish momentum (Ring 2) suggests potential exhaustion or a mean-reversion setup. Volatility Breaks: Watch the Gold ring (Ring 3) for expansion. High volatility paired with high volume (Ring 4) often precedes a significant trend shift. Regime Core: The center circle acts as your primary anchor, glowing solid Bullish or Bearish based on the fastest timeframe's regime. 🔶 DETAILS The Matrix utilizes a Multi-Scale Engine divided into 12 radial slices, each representing a progressively longer lookback period (ranging from 8 to 220 bars). This allows users to see how different time-clusters are reacting simultaneously. "Sensitive Slices" respond to micro-shifts and short-term volatility, while "Stable Slices" reflect the long-term macro regime. The tool also features a **Dominant Phase Highlighter**: A glowing radial arc and focus overlay highlight the current active slice of price action. This identifies where the market is positioned in its current cycle (Expansion, Exhaustion, Contraction, or Accumulation). 🔶 SETTINGS 🔹 Visual Settings Horizontal Offset: Adjusts the X-axis position of the wheel on the chart. Core Radius: Sets the size of the inner-most circle. Ring Width: Determines the thickness of each of the 5 concentric rings. Ring Gap: Sets the thin separation distance between segments for visual clarity. Show Dashboard Legend: Toggles the visibility of the "Matrix Layers" table in the top-right corner.
Pine Script® インジケーター
LuxAlgoの投稿
7
Sigmoid Transition Trailing Stop [LuxAlgo]The Sigmoid Transition Trailing Stop indicator provides a dynamic risk management tool that utilizes a mathematical sigmoid function to smoothly adjust stop levels when price trends become overextended. Unlike traditional trailing stops that move linearly or remain static until a new high/low is formed, this script proactively "catches up" to price during periods of high momentum using a non-linear transition. 🔶 USAGE The indicator functions as a trend-following stop-loss or take-profit level. When the price crosses the trailing stop, the trend direction flips, and a new stop is calculated based on the ATR-derived distance. The unique behavior of this tool occurs during "Adjustment" phases. When the distance between the price and the trailing stop becomes too wide (exceeding the initial ATR multiplier), the script triggers a sigmoid transition. During this phase: The trailing stop line becomes solid (0% transparency) to indicate an active adjustment. The stop level moves towards the price following an S-curve, providing a smooth acceleration and deceleration of the stop level. The adjustment concludes once the sigmoid duration is reached or if the stop gets too close to the price (defined by the Min Distance setting). 🔹 Visual Cues Green Line/Fill: Indicates a bullish trend where the stop is below the price. Red Line/Fill: Indicates a bearish trend where the stop is above the price. Solid Line: The sigmoid adjustment is currently active, moving the stop closer to price. Transparent Line: The stop is in its standard state, maintaining its level or trailing highs/lows. 🔶 DETAILS The core of the script is the sigmoid function, which creates a natural-looking transition between two price levels. Mathematically, it maps a linear time input (bars passed) to an S-shaped curve between 0 and 1. The logic ensures that the "trailing" property is never violated; even during a sigmoid transition, the stop level can only move in the direction of the trend (up for bullish, down for bearish). If the price moves against the trend during an adjustment, the stop will simply hold its level until the price moves favorably again or the adjustment period ends. 🔶 SETTINGS 🔹 General Settings ATR Length: The lookback period used to calculate the Average True Range, which determines the volatility-based distance of the stop. ATR Multiplier: The base distance (in ATR units) used when the trend first flips. Sigmoid Length (Bars): The number of bars over which the sigmoid transition occurs once triggered. Sigmoid Amplitude (ATR Units): The maximum distance the stop is allowed to travel toward the price during an adjustment phase. Min Distance (ATR Units): A safety buffer that prevents the sigmoid adjustment from moving the stop too close to the current price, preventing premature exits.
Pine Script® インジケーター
LuxAlgoの投稿
4
3D Opportunity Cone [LuxAlgo]The 3D Opportunity Cone indicator is a multi-dimensional visualization tool that maps market conditions into a 3D geometric space to identify high-value, low-risk entry points. By synthesizing price action, volatility, and volume into a single spatial model, it allows traders to visualize the "distance" between current market states and optimal buying conditions. 🔶 USAGE The indicator projects a 3D cone onto the right side of the chart, representing a theoretical "Opportunity Space." A historical trail of dots moves through this space, showing how the market's internal mechanics have evolved over time. 🔹 The 3D Coordinate System The position of the market "point" within the cone is determined by three distinct factors: Height (Value Factor): Derived from the Stochastic oscillator. Higher positions in the cone represent oversold (value) conditions, while lower positions represent overbought states. Radius (Risk Factor): Derived from the Average True Range (ATR). Points closer to the center of the cone represent lower volatility risk, while points pushed toward the outer edges indicate high-volatility environments. Angle (Conviction Factor): Derived from Normalized Volume. The rotation around the central axis indicates the level of market participation and conviction behind the current price movement. 🔹 Interpreting the Zones The "Buy Zone" is located at the apex (top) of the cone. An ideal opportunity occurs when the market point is high (Value), centered (Low Risk), and supported by conviction. Conversely, the "Risk Zone" at the base of the cone represents overbought or high-volatility conditions where caution is required. 🔶 DETAILS The script uses a custom projection engine to convert 3D coordinates (X, Y, Z) into 2D chart space. The "Opportunity Space" is anchored to a Simple Moving Average (SMA) to provide a localized context for the visualization. The historical trail provides a temporal dimension, allowing users to see if the market is spiraling toward a value zone or drifting away into a high-risk state. The trail colors fade from red (High Risk/Overbought) to green (High Value/Oversold) to provide an immediate visual cue of market health. 🔶 SETTINGS 🔹 Cone Settings Evaluation Lookback: The period used for calculating the Stochastic, ATR, and Volume normalization. Cone Scale: Adjusts the visual size of the 3D cone on the chart. X Offset (Bars): Determines how many bars to the right of the current price the cone is rendered. 3D Tilt: Adjusts the perspective/inclination of the 3D projection. 🔹 Trail & Colors Highlight Color: The color of the current market point and its projection lines. Cone Fill Color: The background color of the cone's surface. Trail Length: The number of historical periods to display within the 3D space.
Pine Script® インジケーター
LuxAlgoの投稿
5
Inertial Stochastic [LuxAlgo]The Inertial Stochastic indicator introduces a novel approach to oscillator smoothing by implementing "Forced Persistence," a technique that achieves stability at the mathematical source rather than through traditional lagging filters. By dynamically optimizing the lookback period on every bar to minimize the variation between consecutive values, the tool effectively creates an inertial effect that resists erratic market noise and "sawtooth" fluctuations. This provides a significant advantage over standard oscillators, as it maintains a high degree of smoothness and trend coherence without the heavy group delay typically introduced by long-period moving averages, allowing traders to stay positioned in trends while identifying overbought or oversold conditions with greater clarity. 🔶 USAGE The indicator is used similarly to a standard Stochastic oscillator but with significantly reduced noise and more stable transitions. It helps traders identify momentum and overbought/oversold conditions while maintaining a more consistent trajectory, making it easier to interpret the underlying market trend without being shaken out by minor price jitters. 🔹 Forced Persistence Traditional oscillators achieve smoothness by applying lagging filters (like moving averages) to a fixed-length calculation. The Inertial Stochastic introduces the concept of "Forced Persistence," where smoothing is achieved by selecting the input data dynamically. By selecting the lookback length that results in the smallest change from the previous bar, the oscillator "forces" itself to remain stable. This allows the indicator to stay at extreme levels during strong trends or transition smoothly during reversals without the typical noise found in fixed-length oscillators. 🔹 Interpretation K Line (Solid): Represents the primary smoothed inertial stochastic. It changes color based on whether it is above or below the 50 centerline (Bullish/Bearish). D Line (Dotted): A signal line calculated as a simple moving average of the K line, used to identify potential local crossovers. Zones: The area between the K line and the 50 level is filled with a gradient to highlight the strength and direction of the current momentum. 🔶 DETAILS The core logic of the script is an optimization loop that runs on every bar. Instead of using one fixed value for N (the lookback period), the algorithm evaluates every possible integer length within the user-defined range (from Minimum Length to Maximum Length). For each potential length, the script calculates a raw Stochastic value. It then measures the absolute difference between that candidate value and the final output from the previous bar. The algorithm "hunts" for the specific length that minimizes this difference: Best Stoch = min(|Current Candidate(N) - Previous Final Stoch|) By selecting the value that is most similar to the previous one, the indicator effectively filters out market noise by choosing a lookback window that "agrees" with the current trend's inertia. This methodology allows the oscillator to be responsive to major price shifts while ignoring minor fluctuations that do not significantly alter the lookback's internal range. 🔶 SETTINGS 🔹 Settings Minimum Length: The shortest lookback period the algorithm can consider for the optimization loop. Maximum Length: The longest lookback period the algorithm can consider. A wider range between min/max allows for more "inertia" but increases computational intensity. K Smoothing: The length of the SMA used to provide a final aesthetic smoothing to the inertial stochastic value. D Smoothing: The length of the SMA used to create the signal (D) line from the K line. 🔹 Visuals Bullish Color: Defines the color of the K line and the upper gradient fill when the value is above 50. Bearish Color: Defines the color of the K line and the lower gradient fill when the value is below 50.
Pine Script® インジケーター
LuxAlgoの投稿
4
HTF Volume Spike & Imbalance Projection [LuxAlgo]The HTF Volume Spike & Imbalance Projection indicator provides a comprehensive multi-timeframe analysis tool that projects higher timeframe (HTF) candle structures, volume spikes, and volume profiles directly onto the current chart. This script aims to bridge the gap between different time horizons, allowing traders to identify institutional interest, supply/demand zones, and significant order flow imbalances within an HTF context without ever switching timeframes. 🔶 USAGE 🔹 The Core Concept While standard charts only show the OHLC of a candle, this indicator deconstructs a single large candle (e.g., a 1-hour candle) into its individual internal components. It looks for Volume Spikes (moments of high activity) and Stacked Imbalances (where aggressive participants stepped in repeatedly) to reveal the "story" inside the bar. 🔹 Reading the Projection The indicator projects two visual blocks to the right of your current price action: Ghost Bar (Left Block): This represents the previous completed HTF candle. It is faded out to provide historical context and show where the previous "value" was established. Current Bar (Right Block): This represents the HTF candle currently forming and updates in real-time as new data arrives. Each block is divided into three distinct visual sections: HTF Candle: A standard candle representation of the higher timeframe (Open, High, Low, Close). Scatter Plot (The Bubbles): Every bubble represents a volume spike that occurred on the lower timeframe (LTF) granularity. The size of the bubble indicates higher volume, while the color indicates buying (Green) or selling (Red) pressure. Dotted lines connect the High and Low of the candle to this zone for reference. Volume Profile (The Histogram): Displays the total distribution of volume across the entire HTF candle, highlighting high-volume nodes. 🔹 Key Feature: Stacked Imbalances Look for the solid colored boxes behind the scatter plot bubbles. These "Stacked Imbalances" appear when 3 or more volume spikes of the same direction occur at the same price level within one HTF candle. Bullish Imbalance (Green Box): Indicates a strong area of buying interest. These often act as support levels. Bearish Imbalance (Red Box): Indicates a strong area of selling interest. These often act as resistance levels. 🔹 On-Chart Bubbles The bubbles visible on the actual candles of your chart are the same spikes shown in the projection. A cluster of large bubbles at the top of a candle indicates exhaustion or heavy selling at the highs. Large bubbles at the bottom indicate a strong floor being built by buyers. 🔶 DETAILS The indicator uses request.security_lower_tf() to pull granular data. By analyzing volume at this "Spike Granularity," the script can pinpoint specific price levels where volume exceeded a moving average by a user-defined multiplier. 🔹 Trading Tips Identify Point of Control: Use the Volume Profile in the projection to see where the "Value" is. Trading usually gravitates back to high-volume areas. Trade the Imbalances: When price returns to a previously formed "Stacked Imbalance" box from the Ghost Bar, look for a reversal. These are high-probability areas where institutional activity was detected. Volatility Detection: If the scatter plot is empty, the current move is "low conviction" (low volume). If it's filled with large bubbles, big players are active. 🔶 SETTINGS 🔹 Higher Timeframe (Anchor) HTF Anchor Timeframe: Defines the timeframe of the main projection. The "Auto" setting selects a logical HTF based on your current chart. 🔹 Volume Spike Detection Spike Granularity: The lower timeframe used to find individual spikes. Volume Spike Multiplier: The threshold used to define a "spike" relative to the volume average. Volume MA Length: The lookback period for the volume average. 🔹 Advanced Features Show Ghost (Previous) Bar: Toggles the visualization of the previous HTF period. Highlight Stacked Imbalances: Enables detection of price zones with high-frequency aggressive volume. Show Anchor Connection Lines: Toggles lines connecting chart levels to the projection block. Show Bubbles on Chart Candles: Toggles the LTF volume spikes directly on the main chart bars.
Pine Script® インジケーター
LuxAlgoの投稿
6
Daily Polynomial Regressions [LuxAlgo]The Daily Polynomial Regressions indicator uses matrix calculations to solve polynomial regression (degrees 1-4) on a daily basis, providing a dynamic visualization of intraday trends and price distribution. By fitting a curved line to price action throughout the trading session, it helps traders identify the underlying momentum and strength of the daily trend. The fit for the current day may be subject to repainting 🔶 USAGE The indicator highlights each trading day with a dynamic box that expands as the daily high and low are updated. Inside this box, a polynomial regression curve is plotted using a polyline to represent the best-fit path of price action for that specific day. The tool is particularly useful for identifying: Intraday Trend Direction: The background and curve color change based on whether the current regression endpoint is higher (bullish) or lower (bearish) than its daily starting point. Trend Strength: A higher R² value indicates that the price action is following the regression curve more closely, suggesting a more "orderly" or predictable trend. Mean Reversion: The regression curve acts as a dynamic moving average that adapts to the specific curvature of the day's price movement, highlighting potential overextensions. 🔶 DETAILS 🔹 Polynomial Degrees The indicator allows users to select between different regression complexities: Degree 1 (Linear): Fits a straight line. Best for identifying simple linear trends. Degree 2 (Quadratic): Fits a simple curve (parabola). Useful for identifying trend exhaustion or rounding tops/bottoms. Degree 3 (Cubic) & 4 (Quartic): Provides a highly flexible curve that can account for multiple shifts in momentum within a single day. 🔹 Matrix Calculations Unlike standard moving averages, this script solves the Normal Equation (X'X)B = X'Y using matrix inversion to find the coefficients for the selected polynomial degree. All accumulators reset at the start of each new day to ensure the analysis remains strictly intraday. 🔹 R-Squared (R²) The R² statistic is calculated as 1 - (SSres / SStot). It represents the proportion of variance for the price that's explained by the polynomial model. A value of 1.0 would mean the price is perfectly following the curve. 🔶 SETTINGS Polynomial Degree: Determines the complexity of the regression curve (1: Linear, 2: Quadratic, 3: Cubic, 4: Quartic). Show Median Line: Toggles the visibility of a dashed line representing the midpoint (HL2) of the daily high-low range. Show R² Label: Displays the R-squared statistic at the top of the daily box to indicate how well the curve fits the price data. Bullish Color: The color used for the curve and box background when the trend is positive. Bearish Color: The color used for the curve and box background when the trend is negative. Fill Transparency: Adjusts the opacity of the daily background highlighting.
Pine Script® インジケーター
LuxAlgoの投稿
3
Rolling KPSS Statistic [LuxAlgo]The Rolling KPSS Statistic indicator evaluates the stationarity of price action within a rolling window using the Kwiatkowski-Phillips-Schmidt-Shin (KPSS) test. This tool helps traders identify whether the current market environment is ranging, trending, or undergoing a structural regime shift by providing a continuous statistical measure of mean reversion. 🔶 USAGE The indicator is designed to distinguish between stationary price action (where price fluctuates around a mean or trend) and non-stationary price action (where price exhibits random walk or breakout behavior). By applying a rolling window calculation, it provides a real-time assessment of market stability. The script offers two primary modes of operation tailored to different market conditions: 🔹 Level Mode This mode tests for stationarity around a constant mean. It is the optimal setting for detecting ranging or mean-reverting environments. When the KPSS statistic is low in this mode, it suggests the market is staying within a defined horizontal corridor. 🔹 Trend Mode This mode tests for stationarity around a linear trend. It is used to identify if the market is moving consistently within a trending channel. A low KPSS value here indicates that while the price is moving up or down, it is doing so in a mathematically stable "stationary" trend rather than an erratic or parabolic one. 🔶 DETAILS The KPSS test operates on the null hypothesis that the series is stationary. Unlike other unit root tests (like the Augmented Dickey-Fuller test), a low value in KPSS indicates stationarity, while a high value suggests the presence of a unit root (non-stationarity). 🔹 Critical Levels The indicator plots three significance thresholds: 10%, 5%, and 1%. KPSS < 5% Level: The market is considered stationary. In "Level" mode, this implies a Range. In "Trend" mode, this implies a stable Trend. KPSS > 5% Level: The null hypothesis is rejected. The market is "Non-Stationary," suggesting a breakout, a trend reversal, or a transition into a random walk state. KPSS > 1% Level: This indicates a highly significant deviation from stationarity, often seen during impulsive market expansions. 🔹 Visual Feedback The indicator uses a Viridis gradient theme. Brighter colors (yellow/green) represent stationary, mean-reverting behavior, while darker colors (purple/blue) represent non-stationary or trending behavior. A real-time dashboard is also included to provide an immediate summary of the current market state. 🔶 SETTINGS 🔹 Main Settings Window Length: The number of bars used for the rolling window. The default of 100 provides a balanced statistical lookback for most timeframes. Source: The price data used for the calculation (default is Close). Test Type: Select between "Level" (for ranges) or "Trend" (for trending stationarity). Newey-West Bandwidth: A lag truncation parameter used to account for serial correlation in the residuals. 🔹 Visuals & Dashboard Show Critical Levels: Toggles the visibility of the 10%, 5%, and 1% dashed lines. Dashboard: Enables or disables the on-screen information table. Position/Size: Controls the location and scale of the dashboard on the chart.
Pine Script® インジケーター
LuxAlgoの投稿
3
KNN Supertrend Horizon [LuxAlgo]The KNN Supertrend Horizon indicator is a machine learning tool that combines K-Nearest Neighbors (KNN) classification with Supertrend logic to identify high-probability trend directions and price rejection zones. 🔶 USAGE The indicator provides a comprehensive view of market trends by filtering traditional Supertrend calculations through a machine learning engine. It is designed to help traders stay on the right side of the trend while identifying potential exhaustion points through visual "Rejection Orbs." 🔹 Trend Identification The core trend logic is driven by the KNN engine, which analyzes RSI and volatility (ATR) features over a lookback window to determine the most likely trend direction. When the ML confidence aligns with the Supertrend, the indicator displays a colored horizon at the top or bottom of the chart. 🔹 3D Rejection Orbs Specialized rejection signals appear when price interacts with the Supertrend level and forms a significant wick. The size of the orb is dynamically adjusted based on relative volume. A label attached to the orb displays the exact volume of the rejection candle. These orbs serve as potential entry or exit signals where price is "bouncing" off the trend baseline. 🔹 Confidence Visualization The script features "Liquid Smooth" gradient candle coloring. The intensity of the candle colors shifts based on the ML engine's confidence level. Brighter, more vibrant colors indicate a high-conviction trend, while muted colors suggest the trend may be weakening or entering a sideways phase. 🔶 DETAILS The KNN engine functions by searching for historical similarities in price behavior. By comparing the current RSI and ATR-based volatility to the past N bars (Search Window), it finds the K closest matches (Neighbors) to predict the current trend state. A confidence buffer is applied to this probability to filter out market noise and prevent rapid signal flipping. 🔶 SETTINGS 🔹 Machine Learning Settings K-Neighbors: The number of historical neighbors the algorithm looks for to determine the trend direction. Search Window: The lookback period (in bars) used to find similar historical patterns. 🔹 Supertrend Settings ATR Length: The period used for the Average True Range calculation. Factor: The multiplier applied to the ATR to set the distance of the Supertrend line. 🔹 Noise Filter Settings Smooth Price Input: Enables HMA smoothing on the price source used for ML features. ML Confidence Buffer (%): The percentage threshold above/below 50% required to trigger a trend change. 🔹 Rejection Signal Settings Show 3D Rejection Orbs: Toggles the visibility of the volume-based rejection bubbles. Min Wick-to-Body Multiplier: The required ratio of wick length to body size to qualify as a rejection. Min Bubble Gap: The minimum number of bars required between consecutive rejection signals. 🔹 Visual & Dashboard Settings Liquid Smoothness: Controls the EMA smoothing applied to the ML confidence for visual gradients. Vibrancy: Increases the color intensity of the gradient candles and horizons. Show Dashboard: Toggles the real-time statistics table containing trend direction, ML confidence, and relative volatility.
Pine Script® インジケーター
LuxAlgoの投稿
6
Trailing Peak Activity Level [LuxAlgo]The Trailing Peak Activity Level indicator tracks the price level associated with the highest volume during the current trading session, updating dynamically when price displacement exceeds a volatility-based threshold. This tool helps traders identify significant high-volume nodes that act as trailing points of interest or potential support and resistance throughout the trading day. 🔶 USAGE The indicator identifies the "Peak Activity Level" by monitoring the bar with the highest volume in the current session. Unlike a static Volume Profile, this indicator treats the peak activity level as a trailing anchor that updates based on price movement and volume intensity. 🔹 Directional Shifts When the peak activity level moves, the script provides visual cues to identify the direction and magnitude of the shift: A Green dotted vertical line appears when the peak activity level shifts upward. A Red dotted vertical line appears when the peak activity level shifts downward. 🔹 Sensitivity and Volatility The indicator uses an ATR (Average True Range) multiplier to determine how much the price must deviate from the current level before a new peak can be established. This prevents the level from flickering or shifting during periods of low volatility or insignificantly small price changes. 🔶 DETAILS The script logic follows a session-based reset. At the start of each new trading day, the volume tracker resets, and the initial peak level is established at the session's opening price. As the session progresses, the script compares the current volume to the session's maximum volume. If a new volume peak is reached and the price has moved beyond the "Sensitivity" threshold (ATR x Multiplier), the indicator updates the horizontal level to the current price. An integrated dashboard provides a real-time summary of the session's data: Peak Level: The current price coordinate of the high-volume node. Max Volume: The highest volume value recorded in a single bar during the session. 🔶 SETTINGS The settings are organized into three primary groups to allow for easy customization of both logic and appearance. 🔹 Settings Sensitivity: The ATR multiplier used to determine the minimum price displacement required to establish a new peak activity level. ATR Length: The lookback period used for the Average True Range calculation. 🔹 Dashboard Dashboard: Toggles the visibility of the on-screen information table. Position: Determines where the dashboard is located (Top Right, Bottom Right, or Bottom Left). Size: Adjusts the scale of the dashboard text and cells.
Pine Script® インジケーター
LuxAlgoの投稿
8
Omni-Flow Consensus [LuxAlgo]The Omni-Flow Consensus indicator is a high-performance momentum and liquidity oscillator designed to visualize the directional pressure behind price movements through volume-weighted aggression and adaptive smoothing. It provides a comprehensive view of market regimes, identifying high-conviction capital injections while filtering out low-probability market noise. 🔶 USAGE The indicator is designed to be used as a primary trend-confirmation tool. Unlike standard oscillators that only track price, Omni-Flow incorporates volume and candle body relativity to determine if a move has "weight" behind it. 🔹 Momentum Regimes Bullish Flow (Cyan): Occurs when the main flow line is above zero and expanding toward the upper bands. This indicates aggressive buying pressure. Bearish Flow (Red): Occurs when the main flow line is below zero and expanding toward the lower bands. This indicates aggressive selling pressure. Accumulation/Neutral (Gray): When the flow line stays within the "Zero Zone" (±10), the market is in a contraction phase. Users should exercise caution as this is often a "no-trade" zone. 🔹 Impulse Injections The indicator plots small diamond shapes within the oscillator pane. These represent "Flow Injections"—moments where momentum has been confirmed by the Signal Strictness logic and has broken out of the neutral threshold. These are high-probability entry or trend-continuation points. 🔹 Gradient Candle Coloring The script features a cinematic gradient coloring system for price bars. Instead of binary "Up/Down" colors, the candles transition smoothly between Bullish, Neutral, and Bearish states based on the flow intensity. This allows traders to visually "feel" the momentum fading or building before a crossover actually occurs. 🔶 HOW TO USE Traders can utilize the Omni-Flow Consensus to filter entries and manage trend expectations: Trend Confirmation: Look for the main flow line to cross the Zero Axis. A cross above zero suggests a shift toward bullish dominance, while a cross below suggests bearish dominance. Identifying Injections: Pay attention to the Diamond symbols. These appear when the flow line crosses its signal line and maintains its direction for a set number of bars (defined by Strictness). These are often the start of volatile "expansion" phases. Volatility Monitoring: When the flow line remains flat near the zero line and the dashboard displays "ACCUMULATION," it indicates a lack of directional conviction. Traders may use this as a signal to avoid trend-following strategies until an injection occurs. Exhaustion Signals: When the flow line enters the glow bands (±70 to ±90), the market is in an extreme state. While trends can persist here, a crossover of the signal line within these bands often precedes a mean reversion or deep pullback. 🔶 DETAILS 🔹 Smart-Flow Engine To ensure the tool works across all assets (including Forex, which lacks centralized volume), the script uses a "Smart-Flow" proxy. If volume data is available, it calculates (Close - Open) / (High - Low) * Volume. If volume is missing, it automatically swaps to a Volatility Proxy using True Range, ensuring consistent behavior on any chart. 🔹 Adaptive Spectral Filter (ASF) The main flow line uses an adaptive alpha-based smoothing technique. This allows the indicator to remain reactive during high-volatility spikes (reducing lag) while smoothing out "whipsaws" during sideways consolidation. 🔹 Stochastic Normalization The values are mapped to a fixed -100 to +100 range using a double-lookback window. This ensures the oscillator utilizes the full vertical space of the pane, making Overbought and Oversold levels much easier to identify compared to standard Z-score oscillators. 🔶 SETTINGS 🔹 Core Logic Flow Sensitivity: Adjusts the primary lookback for the flow calculation. Higher values result in a slower, more macro view. Spectral Smoothing: Controls the responsiveness of the Adaptive Spectral Filter. Signal Boost: A non-linear multiplier that "magnifies" movements near the zero line to make crossings more distinct. 🔹 Signal Filtering Smooth Signals: When enabled, uses the Strictness and Threshold logic to remove false "whipsaw" signals. Signal Strictness: Defines how many bars the flow must maintain its position to confirm an "Impulse." Momentum Threshold: The level the flow must break (e.g., ±15) before a signal is considered valid. 🔹 Aesthetics Gradient Candle Coloring: Toggles the smooth color transitions on the price chart. Glow Intensity: Adjusts the visual brightness of the "Momentum Fill" between the main and signal lines. Flow Dashboard: Enables a real-time HUD showing the current Regime, Flow Intensity %, and Signal Status.
Pine Script® インジケーター
LuxAlgoの投稿
2
Spline Quantile Regression Channel [LuxAlgo]The Spline Quantile Regression Channel indicator implements an advanced non-linear regression model to fit a flexible, multi-level channel over recent price action. Unlike standard linear regression which identifies the mean trend, this tool fits specific price percentiles (quantiles) using cubic splines, providing robust support and resistance zones that adapt to market volatility and non-linear structures. 🔶 USAGE The indicator is designed to provide a sophisticated view of the current trend and its extremes. By fitting cubic splines to specific quantiles, the script offers a "bendable" channel that can follow complex price movements more accurately than traditional straight-line regressions. 🔹 Trend Identification The median line (default 0.5 quantile) represents the central tendency of the price action. When the spline is sloping upward, it indicates a non-linear bullish regime; a downward slope indicates a bearish regime. 🔹 Support and Resistance The upper and lower bands represent the specified extremes (e.g., the 90th and 10th percentiles). These act as dynamic boundaries: Prices reaching the upper band often indicate overextended conditions within the current lookback period. Prices reaching the lower band suggest the asset is trading at the lower end of its recent distribution. 🔹 Forecasting The indicator projects the calculated spline into the future using a dashed line. This forecast is a mathematical extrapolation of the current non-linear trend, helping traders visualize where the price distribution is headed if the current momentum and curvature persist. 🔶 DETAILS The script employs several advanced mathematical concepts to ensure accuracy and stability: Cubic Spline Basis: The model uses a piecewise polynomial basis ($1, x, x^2, x^3$) combined with truncated power functions at "knots." This allows the curve to change its curvature locally, adapting to swings that a simple polynomial cannot capture. Quantile Optimization: Instead of minimizing squared errors (OLS), the script uses an Iteratively Reweighted Least Squares (IRLS) solver to minimize the "check function." This allows the script to target specific percentiles of the price data. Numerical Stability: To prevent matrix overflows common in high-degree polynomial calculations, the script standardizes price data (Z-score) and scales time coordinates between 0 and 1 before performing matrix inversion. 🔶 SETTINGS 🔹 Spline Configuration Lookback Period: The number of historical bars used to fit the spline regression. Larger windows result in a more "macro" trend, while smaller windows react quickly to recent changes. Internal Knots: Determines the "flexibility" of the spline. More knots allow the curve to follow price swings more tightly, while fewer knots yield a smoother, more rigid curve. 🔹 Optimization IRLS Iterations: The number of optimization passes for the solver. Higher values improve the accuracy of the quantile fit, especially in volatile markets. Forecast Length: The number of bars to project the calculated spline into the future. 🔹 Quantile Levels Upper Quantile: The specific percentile for the upper band (e.g., 0.95 for the top 5%). Median Quantile: The central percentile (typically 0.5 for the median). Lower Quantile: The specific percentile for the lower band (e.g., 0.05 for the bottom 5%). 🔹 Visuals Colors: Individual color settings for the upper, median, and lower bands. Line Width: Controls the thickness of the polylines rendered on the chart.
Pine Script® インジケーター
LuxAlgoの投稿
14
Rolling Segment [LuxAlgo]The Rolling Segment indicator provides a dynamic, trend-following reference line that adapts its slope and direction based on price volatility and distance from the market. 🔶 USAGE The indicator is designed to filter out minor price fluctuations while remaining responsive to significant trend shifts. It appears as a continuous segmented line on the chart, changing color based on the current trend (Green for bullish, Red for bearish). A gradient fill is applied between the price and the segment to visualize the "stretch" or deviation of the current price action from the trend line. This visual aid helps traders identify when price is moving in lockstep with the trend versus when it is overextending. 🔹 Reversal Signals The indicator identifies trend reversals when the distance between the price and the segment exceeds a user-defined ATR-based threshold. These reversals are marked on the chart with triangle labels: A bullish triangle (▲) appears below the segment when a new uptrend begins. A bearish triangle (▼) appears above the segment when a new downtrend begins. 🔹 Speed Modes The segment operates in two speed modes: "Fast" and "Slow." When price moves significantly away from the segment (crossing the Fast Threshold), the indicator switches to a faster slope to catch up with the momentum. When price is closer to the segment, it maintains a slower, more stable slope to avoid premature trend changes during consolidation. 🔶 MARKET INTERPRETATION The Rolling Segment acts as a measure of trend health. Because the slope is derived from the Average True Range (ATR), the "speed" of the line is normalized to the asset's current volatility. Trend Momentum: When the price stays consistently above a green segment (or below a red one) without triggering the "Fast" mode, it indicates a stable, sustainable trend. Price Exhaustion: A sudden jump into "Fast" mode often highlights a surge in momentum. If the price continues to stretch significantly beyond the segment even in fast mode, it may signal an overextended move prone to mean reversion. Consolidation: Horizontal or shallow segments indicate a period where the market is lacking a clear directional driver relative to its recent volatility. 🔶 DETAILS The core of the script relies on a state-machine logic that governs a unique slope-freezing mechanism. Unlike traditional moving averages that recalculate every bar based on shifting data, this indicator calculates a linear slope and "freezes" it until a specific state change occurs. The state is defined by the combination of Trend Direction and Speed Mode . The ATR value used to calculate the slope is only updated when: A trend reversal is detected (Price crosses the Reverse Threshold). The distance between price and the segment crosses the "Fast Threshold," triggering a shift in speed mode. The initial calculation begins at the start of the data series. By freezing the slope, the indicator produces perfectly linear segments. This mathematical intuition ensures that the reference line moves at a constant "volatility-adjusted rate" per bar, providing a cleaner visual representation of trend momentum and making it easier to spot price exhaustion when the market deviates too far from this constant rate. 🔶 SETTINGS 🔹 Slopes Fast Slope Length: The period used to determine the slope speed when the price is trending strongly. Lower values result in a steeper, more aggressive slope. Slow Slope Length: The period used to determine the slope speed during standard market conditions. Higher values create a flatter, more trailing segment. 🔹 ATR Settings ATR Length: The lookback period for the Average True Range calculation, which scales the slope and thresholds to current market volatility. 🔹 Thresholds Fast Slope Threshold (ATR Multiplier): The distance (in ATR units) the price must reach from the segment to trigger the "Fast" slope mode. Reverse Threshold (ATR Multiplier): The distance (in ATR units) the price must cross against the current trend to trigger a reversal and change the segment direction.
Pine Script® インジケーター
LuxAlgoの投稿
12
kNN Market Architecture [LuxAlgo]The kNN Market Architecture indicator is a professional-grade market structure framework that utilizes a k-nearest neighbors (kNN) machine learning classifier to validate price pivots across multiple time horizons. By integrating a dynamic detection engine, cumulative volume delta analysis, and a range-based volume profile, this tool provides a multi-layered hierarchical view of price action to identify high-probability reversal and breakout zones. 🔶 USAGE The indicator identifies and classifies market structure into three distinct layers: Short-Term (ST), Medium-Term (MT), and Long-Term (LT). Unlike traditional pivot indicators that rely on static lookbacks, each point must pass a kNN similarity test based on relative volatility and volume features to be validated and plotted. 🔹 Multi-Scale Bias Analysis Users can define which structural layer (ST, MT, or LT) dictates the overall market bias. When price is trading above the most recent validated high of the selected term, the candles and dashboard will reflect a bullish bias. Conversely, trading below the recent validated low indicates a bearish bias. This allows for seamless "top-down" analysis within a single chart view. 🔹 The Delta Tank When a structural level is active (not yet breached), a "Delta Tank" label appears at the price line. This tool tracks the cumulative volume and delta (buying vs. selling pressure) since the level was formed. A green icon with a high fill percentage indicates aggressive buying defending a support level or attacking resistance. A red icon suggests selling pressure is mounting, potentially signaling an upcoming Break of Structure (BOS). The percentage value represents the delta-to-total-volume ratio, providing a metric for the "exhaustion" or "strength" of a specific level. 🔹 Anchor Volume Profile The indicator includes a dynamic Volume Profile that anchors itself specifically to the current active structural range. This profile calculates volume distribution between the most recent validated High and Low of your chosen Bias Source, allowing you to see exactly where the most "fair value" was traded within the current trading range. 🔶 ADVANTAGES OVER TRADITIONAL METHODS The kNN Market Architecture offers several significant improvements over standard market structure indicators: Noise Filtering via Machine Learning: Traditional pivot indicators plot every mathematical high/low within a window. The kNN classifier filters these by comparing the "signature" (volatility and volume) of the current point against historical successful pivots. If a pivot lacks the necessary confidence, it is ignored, leading to much cleaner charts. Volatility-Adjusted Detection: Most indicators use a fixed lookback (e.g., 10 bars). This script uses a dynamic engine that expands during high volatility and contracts during low volatility, ensuring the structure remains relevant regardless of market speed. Contextual Volume Data: While standard indicators only show price, this tool layers Volume Delta and Volume Profiles directly onto the structure points, providing the "why" behind price movements. 🔶 DETAILS 🔹 Auto-Adjust Sensitivity The core of the detection engine is its ability to adapt to changing market conditions. When "Auto-Adjust Sensitivity" is enabled, the script calculates a volatility ratio by comparing the current ATR to its long-term average. During periods of high volatility, the engine automatically expands the detection window. This ensures that the indicator requires more significant price movement to confirm a new structure point, preventing "false positives" during erratic price swings. In low-volatility environments, the window contracts, making the engine more sensitive to subtle structural shifts. 🔹 kNN Validation Engine For every potential price pivot, the engine analyzes features such as Relative ATR and Relative Volume. It compares these features against a historical database of previous pivots. If the current point does not meet the "Confidence Threshold" (the average score of its k-nearest neighbors), it is discarded. 🔶 SETTINGS 🔹 Dynamic Engine Structure Sensitivity: Controls the base lookback for pivot detection. Auto-Adjust Sensitivity: Enables volatility-based scaling of the detection engine. 🔹 kNN Classifier k-Nearest Neighbors: The number of historical neighbors to compare against the current pivot. Confidence Threshold: The minimum similarity score required to validate a structure point. 🔹 Visual Hierarchy ST/MT/LT Toggles: Enables or disables the visibility of Short, Medium, and Long-term structures. Bias Source: Choose which term (Auto, LT, MT, ST) governs candle coloring and the Volume Profile. Color Candles by Bias: Toggles the gradient candle coloring based on the current range position. 🔹 Volume Profile Show Volume Profile: Toggles the structural range-based profile. Profile Rows: Adjusts the vertical granularity (price bins) of the profile. Profile Width (%): Controls the horizontal scale of the profile.
Pine Script® インジケーター
LuxAlgoの投稿
5
Probabilistic Breakout Forecaster [LuxAlgo]The Probabilistic Breakout Forecaster indicator calculates the statistical probability of price breaking out of a defined range within a specific future time horizon. Using a log-normal random walk model, it provides traders with a quantitative estimate of whether current price action is likely to exceed local highs or lows. 🔶 USAGE The indicator is displayed in a separate pane, showing two oscillating probability lines: a bullish breakout probability (positive values) and a bearish breakout probability (negative values). When the bullish probability line approaches or exceeds the 50% threshold, it indicates a higher statistical likelihood that the price will break above the recent range high within the specified forecast horizon. Conversely, when the bearish probability line (plotted negatively) reaches the -50% threshold, it suggests a high probability of a breakdown below the recent range low. The tool is particularly useful for: Identifying potential breakout candidates before the price movement occurs. Assessing the risk of "fakeouts" by comparing price proximity to the range boundary versus the statistical probability of a sustained move. Determining if current volatility levels are sufficient to support a trend continuation. 🔹 Dashboard The real-time dashboard provides a concise summary of the current forecast: Bullish/Bearish Probabilities: The exact percentage chance of a breakout within the selected horizon. Squeeze Intensity: A metric indicating how compressed the current volatility is relative to historical averages. High squeeze intensity (above 50%) often precedes significant expansion. Horizon: The number of bars the current forecast is looking into the future. 🔶 DETAILS The script utilizes a Log-Normal Random Walk model to forecast price distributions. This approach assumes that price returns follow a normal distribution, allowing the script to calculate the Z-score for the distance between the current price and the range boundaries. 🔹 Breakout Probability The probability is derived using the Normal Cumulative Distribution Function (CDF). It calculates the area under the bell curve beyond the upper and lower range boundaries, adjusted for the square root of time (Forecast Horizon) and the standard deviation of log returns (Volatility Lookback). 🔹 Volatility Squeeze The Squeeze Intensity metric compares the current Average True Range (ATR) to its 100-period simple moving average. When the ATR is significantly lower than its historical average, the intensity increases, signaling that the market is in a period of low-volatility consolidation that often leads to a "volatility explosion." 🔶 SETTINGS 🔹 Calculation Settings Range Length: The lookback period used to determine the highest high and lowest low that act as the breakout boundaries. Forecast Horizon (Bars): The number of bars into the future the model is predicting. A longer horizon generally increases the probability of hitting a boundary but decreases the precision of the timing. Volatility Lookback: The period used to calculate the standard deviation of log returns, which informs the "width" of the expected price distribution. 🔹 Visualization Bullish/Bearish Color: Customizes the colors for the respective probability plots and fills. Fill Transparency: Adjusts the visibility of the area between the probability lines and the zero baseline. 🔹 Dashboard Enable Dashboard: Toggles the visibility of the on-screen information table. Position: Moves the dashboard to different corners of the chart. Size: Adjusts the scale of the dashboard text and cells.
Pine Script® インジケーター
LuxAlgoの投稿
4
RSI Prediction by Range Segmentation [LuxAlgo]The RSI Prediction by Range Segmentation indicator projects a future path for the Relative Strength Index (RSI) by analyzing and averaging historical patterns that originated from similar RSI levels. This tool provides a probabilistic forecast based on how the RSI has historically behaved after reaching specific value segments. 🔶 USAGE The indicator segments the RSI range (0-100) into multiple horizontal zones. When the current RSI value falls into a specific zone, the script identifies all historical instances where the RSI was in that same zone and calculates the average path it took over a subsequent period. Users can observe the dynamic polyline forecast extending from the current RSI value to anticipate potential overbought or oversold conditions before they occur. The RSI line itself changes color based on its position relative to the 50 level, providing an immediate visual cue for bullish or bearish momentum. 🔹 Range Segmentation The RSI scale is divided into "Range Segments" (e.g., 10 segments of 10 points each). This allows the indicator to categorize market momentum into specific states. By increasing the number of segments, you make the historical matching more precise but may have fewer historical samples to average. A step-line is plotted to visualize the base of the current segment being analyzed. 🔹 The Forecast The forecast is generated only on the most recent bar using a polyline. It looks at the current RSI segment, retrieves the "Historical Limit" of stored patterns for that specific segment, and plots the mathematical average of those paths. The forecast color is dynamic: it appears bullish if the predicted endpoint is higher than the current RSI, and bearish if it is lower. 🔹 Overbought/Oversold Fills To highlight extreme momentum, the script includes conditional vertical gradient fills. When the RSI rises above the user-defined Overbought Level, a green gradient fills the space between the RSI and the level. Conversely, when it drops below the Oversold Level, a red gradient appears. 🔶 DETAILS The script utilizes User-Defined Types (UDTs) to store sequences of RSI values (Segments) within specific RangeData objects. This architecture allows the script to efficiently manage memory while maintaining a deep history of price momentum patterns. Every time a new bar is processed, the script "looks back" at a pattern of a specific length and stores it in the bucket corresponding to where that pattern started (the anchor point). This creates a library of outcomes categorized by their starting momentum state, which is then accessed on the real-time bar to generate the forecast. 🔶 SETTINGS 🔹 General Settings Historical Limit : Determines the maximum number of historical segments stored for each RSI range. A higher limit provides a more "smoothed" average by including more historical data. Forecast Length : The number of bars into the future the prediction will extend. This also defines the length of the historical patterns being recorded. Range Segments : The number of divisions for the 0-100 RSI scale. For example, setting this to 10 creates segments of 10 units (0-10, 10-20, etc.). RSI Length : The lookback period for the standard RSI calculation. 🔹 Levels Overbought Level : The threshold above which the RSI is considered overbought and the bullish gradient fill is triggered. Oversold Level : The threshold below which the RSI is considered oversold and the bearish gradient fill is triggered. 🔹 Colors Bullish Color : The color used for the RSI line (when > 50), the overbought gradient, and bullish forecasts. Bearish Color : The color used for the RSI line (when < 50), the oversold gradient, and bearish forecasts. Level Color : The color of the Overbought, Oversold, and Center (50) horizontal levels.
Pine Script® インジケーター
LuxAlgoの投稿
HTF Reversal Divergences [LuxAlgo]The HTF Reversal Divergences indicator is a multi-timeframe analysis tool that integrates higher timeframe (HTF) price action patterns, RSI divergences, and advanced candle projections (PO3) to identify potential market reversals. 🔶 USAGE The indicator is designed to provide traders with a comprehensive view of market exhaustion and trend shifts by combining momentum oscillators with structural price patterns. Users can monitor HTF candles (e.g., 1H, 4H) while trading on lower timeframes (e.g., 5m, 15m). When a reversal pattern like an Engulfing candle or a Pin Bar forms on the higher timeframe, the script highlights the specific area on the chart using styled boxes and labels. 🔹 RSI Divergences The script calculates the Relative Strength Index (RSI) and automatically detects regular divergences. These are visualized with connecting lines on both the indicator pane and the main price chart: Bullish Divergence : Occurs when price makes a lower low but the RSI makes a higher low, suggesting waning downward momentum. Bearish Divergence : Occurs when price makes a higher high but the RSI makes a lower high, suggesting waning upward momentum. 🔹 Advanced HTF PO3 (Power of 3) A unique feature of this tool is the projection of Higher Timeframe candles to the right of the current price action. This allows traders to see how the current lower-timeframe bars are contributing to the formation of the larger HTF candle (Open, High, Low, Close). The PO3 projection includes a "Running Delta" which tracks volume-based buying and selling pressure within the current HTF period. Dashed lines connect the projected candle's OHLC levels back to the specific bars where those levels were established on the current timeframe. 🔶 DETAILS The indicator uses request.security() to fetch data from the user-specified higher timeframe. The reversal patterns are defined as follows: Engulfing : A candle that completely overlaps the body of the previous candle in the opposite direction. Pin Bars : Hammers and Shooting Stars, defined by a long wick representing at least 60% of the total candle range. The PO3 (Accumulation, Manipulation, Distribution) logic is reflected in the live candle projection, helping traders visualize where the "open" of the session is relative to current price, and whether the high or low of the HTF bar has likely been set. 🔶 SETTINGS 🔹 HTF Reversal Patterns High Timeframe : Sets the timeframe used for pattern detection and candle projections. Show Engulfing Patterns : Toggles the detection of bullish and bearish engulfing candles. Show Pin Bars : Toggles the detection of Hammers and Shooting Stars. Colors : Customize the visual representation of bullish and bearish structural patterns. 🔹 RSI Divergence Show RSI Divergences : Toggles the calculation and display of momentum divergences. RSI Length : The lookback period for the RSI calculation. Pivot Lookbacks : Determines the sensitivity of the pivot detection used for finding divergence points. 🔹 Advanced: HTF PO3 Show HTF PO3 : Toggles the projected candle interface on the right side of the chart. Candles to Show : The number of historical HTF candles to project alongside the live one. Right Offset : How many bars to the right the projection is rendered. Show PO3 Price Labels/Delta : Toggles specific data points on the projection UI.
Pine Script® インジケーター
LuxAlgoの投稿
12
Structural SVM Ranker [LuxAlgo]The Structural SVM Ranker indicator is a market structure tool that utilizes a linear Support Vector Machine (SVM) algorithm to classify and rank structural breaks based on volume, momentum, and price magnitude. By assigning a score from 0 to 100 to every Break of Structure (BOS) and Change of Character (CHoCH), it aims to help traders differentiate between high-conviction structural shifts and low-probability price action. 🔶 USAGE The indicator identifies key pivot highs and lows to map out the market structure. When price closes beyond these levels, a structural break is identified and assigned a score based on the quality of the move. BOS (Break of Structure): Represented by solid lines, these indicate a continuation of the current local trend. CHoCH (Change of Character): Represented by dashed lines, these indicate a potential reversal in the trend direction. SVM Score: Displayed on labels and the dashboard. A higher score suggests the break occurred with significant relative volume, strong RSI momentum, and a meaningful price distance beyond the pivot level. Traders can use the SVM score to filter trade quality. For example, a "CHoCH" with a score above 70 indicates a high-conviction reversal backed by volume and momentum, whereas a score below 30 might suggest a "fakeout" or a weak structural shift. 🔶 DETAILS The core of the script is a linear classification logic inspired by Support Vector Machines. It takes three primary features into account to determine the "strength" of a break: Relative Volume: Compares current volume to its 20-period average to ensure the break is supported by market participation. RSI Momentum: Measures the distance of the RSI from its midpoint (50) to confirm trend strength. Break Distance: Measures how far the price closed beyond the structural level, normalized by the Average True Range (ATR). These features are multiplied by user-defined weights and then passed through a Sigmoid function to produce a normalized score between 0 and 100. 🔶 SETTINGS 🔹 Market Structure Pivot Lookback: Determines the number of bars required to confirm a pivot high or low. Show BOS/CHoCH: Toggles the visibility of structural break lines and labels. 🔹 SVM Ranking Parameters Relative Volume Weight: Adjusts the influence of volume on the final score. RSI Momentum Weight: Adjusts the influence of RSI deviation from 50 on the final score. Break Distance Weight: Adjusts the influence of the price distance beyond the pivot (relative to ATR). ATR Length: The period used for the ATR normalization of the break distance. 🔹 Dashboard Dashboard: Toggles the visibility of the real-time ranking table. Position: Moves the dashboard to different corners of the chart (Top Right, Bottom Right, Bottom Left). Size: Adjusts the scale of the dashboard text.
Pine Script® インジケーター
LuxAlgoの投稿
14
Support & Resistance Pro Toolkit [LuxAlgo]The Support & Resistance Pro Toolkit indicator is the ultimate professional structural analysis engine for TradingView, meticulously engineered to provide the definitive solution for modern structural analysis by integrating four sophisticated detection algorithms—Pivots, Donchian Alternating, CSID, and ZigZag—marked by directional triangle signals to identify high-conviction swing points. This powerhouse tool allows traders to seamlessly toggle between precise level plotting and dynamic ATR-based zones, both featuring a revolutionary security breakout buffer and 25-bar future projections, alongside advanced filtering based on traded volume, liquidity sweeps (marked by prominent dot signals), re-test frequency, and survival duration. 🔶 USAGE The toolkit identifies significant price structures using one of four sophisticated detection methods. Once a level is identified, it can be displayed as a precise line or a dynamic zone with depth determined by the Average True Range (ATR). Traders can use this toolkit to filter out market noise by setting minimum requirements for volume, re-tests, or liquidity sweeps. This ensures that only the most significant institutional structures are displayed on the chart. 🔹 Advanced Detection Engines The foundation of any structural analysis is detection. This toolkit offers four unique methodologies to suit any trading style: Pivots : The industry-standard approach using left/right strength lookbacks to find peak highs and valley lows. Donchian (Alternating) : A high-performance state-machine detector. It identifies alternating swings without fixed lag, confirming a previous extreme precisely when price shifts to a new directional state (e.g., a new Higher High confirms the previous Lower Low). CSID : A momentum-based detector that identifies structural extremes based on a consecutive sequence of N bullish or bearish candles, highlighting areas of strong trend initiation. ZigZag : A volatility-adjusted method that identifies swings based on a percentage deviation from price, filtering out minor fluctuations and focusing on significant market moves. 🔹 Zone Sizing & The Security Buffer Structural areas are rarely single prices. This toolkit treats S&R as dynamic regions of interest: Zone Depth (ATR Mult) : Zones are calculated using the Average True Range (ATR) to ensure they adapt to current market volatility. This sets the thickness from the swing point inwards towards price. Breakout Buffer (ATR Mult) : A revolutionary "Security Buffer" that extends the zone outwards on the breakout side. This requires price to clear an additional layer of volatility before a breakout is confirmed, significantly reducing "fakeouts" and noise-triggered mitigations. 🔹 Overlap & Structural Hygiene Keep your charts actionable and clean with institutional-grade overlap management: Merge Overlapping : When two zones interact, the older zone expands its boundaries to encompass the newer one, creating a "Super Zone" that respects the combined historical context. Hide Oldest First : Prioritizes the most recent market context by hiding older levels that are overlapped by newer ones. Hide Youngest First : Respects established, historical structures by ignoring newer, smaller levels that form within the range of existing unmitigated zones. 🔹 Institutional Filtering Eliminate minor "noise" levels by showing only structures that meet high-conviction criteria: Price Entries (E) : Shows zones only after they have been re-tested a specific number of times. Strength (S) : Tracks the number of additional swing points that occur within the zone range during its lifetime. Sweeps (SW) : Filters for zones that have successfully trapped liquidity through wick-only violations. Traded Volume (V) : Sums every tick of volume that occurs while price is within the zone, identifying areas of massive institutional participation. Duration (D) : Requires a level to survive for a minimum number of bars before it is considered a valid structure. 🔶 DETAILS 🔹 Symbols & Analytic Feedback ▲/▼ Triangles : Pinpoint markers at the exact bar of every detected swing high and low. ● Large Dots : Marked at the exact location of "Sweeps"—where price wicks past a boundary but closes back inside, signaling a potential reversal or liquidity grab. Future Projections : Active, unmitigated levels extend 25 bars beyond the current price action for immediate visual guidance. Dynamic Shorthand Labels : Positioned at the end of the extension and centered on the zone average, providing a real-time data readout: E:Entries | S:Strength | SW:Sweeps | V:Volume | D:Duration 🔹 The Performance Dashboard A 4-column command center providing a side-by-side comparison of structural performance across Support, Resistance, and Totals: Active / Total : Real-time count of currently valid versus historically detected structures. Mitigation % : The structural "break rate" of your current settings. Avg Duration : The average number of bars a level survives before being violated—critical for timing trades. Avg Volume : The typical "weight" of institutional activity accumulated within zones before they break. Total Sweeps : A macro-view of liquidity hunting activity on both sides of the market. 🔶 SETTINGS 🔹 Detection Settings Detection Method : Choose between Pivots, Donchian, CSID, or ZigZag logic. Swing Sensitivity : Adjusts the lookback or deviation required to confirm a new swing point. 🔹 Zone & Level Sizing Display Style : Toggles between horizontal levels and ATR-based zones. ATR Period : Period used for the volatility calculations. Zone Depth (ATR Mult) : Sets the vertical thickness of the S&R zones. Breakout Buffer (ATR Mult) : Adds a buffer to the breakout side to filter out false breaks. 🔹 Filtering & Visibility Overlap Handling : Manages how overlapping zones are displayed (Merge, Hide Oldest, or Hide Youngest). Max Active (Unmitigated) : Limits the number of unmitigated levels shown on the chart. Show Broken S&R : Toggles the visibility of levels that have already been mitigated. Extend Active S&R : Extends active levels into the future for better visibility. 🔹 Minimum Requirements Min Price Entries : Minimum re-tests required for a level to be visible. Min Overall Strength : Minimum strength score required based on internal swing points. Min Sweeps : Minimum liquidity sweeps required. Min Traded Volume : Minimum accumulated volume required within the zone. Min Duration (Bars) : Minimum age of the level in bars before display.
Pine Script® インジケーター
LuxAlgoの投稿
17