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インジケーターとストラテジー

Volume Expansion vs 20-Day AverageThis indicator compares the current bar’s volume with the average volume of the previous 20 periods. It highlights moments of volume expansion, where trading activity exceeds its recent norm, often associated with increased participation, momentum, or institutional interest. The indicator is designed to be used as a filter, not a standalone signal. It is particularly useful for confirming breakouts, momentum setups, or avoiding low-quality trades during low-liquidity conditions. Volume thresholds can be adjusted to require a minimum multiple of the average volume, allowing traders to focus only on meaningful volume surges.
Pine Script® インジケーター
danavillanuevaの投稿
Entropy Balance Oscillator [JOAT] Entropy Balance Oscillator - Chaos Theory Edition Overview Entropy Balance Oscillator is an open-source oscillator indicator that applies chaos theory concepts to market analysis. It calculates market entropy (disorder/randomness), balance (price position within range), and various chaos metrics to identify whether the market is in an ordered, chaotic, or balanced state. This helps traders understand market regime and adjust their strategies accordingly. What This Indicator Does The indicator calculates and displays: Entropy - Measures market disorder using return distribution analysis Balance - Price position within the high-low range, normalized to -1 to +1 Lyapunov Exponent - Estimates sensitivity to initial conditions (chaos indicator) Hurst Exponent - Measures long-term memory in price series (trend persistence) Strange Attractor - Simulated attractor points for visualization Bifurcation Detection - Identifies potential regime change points Chaos Index - Combined entropy and volatility score Market Phase - Classification as CHAOS, ORDER, or BALANCED How It Works Entropy is calculated using return distribution: calculateEntropy(series float price, simple int period) => // Calculate returns and their absolute values // Sum absolute returns for normalization // Apply Shannon entropy formula: -sum(p * log(p)) float entropy = 0.0 for i = 0 to array.size(returns) - 1 float prob = math.abs(array.get(returns, i)) / sumAbs if prob > 0 entropy -= prob * math.log(prob) entropy Balance measures price position within range: calculateBalance(series float high, series float low, series float close, simple int period) => float range = high - low float position = (close - low) / (range > 0 ? range : 1) float balance = ta.ema(position, period) (balance - 0.5) * 2 // Normalize to -1 to +1 Lyapunov Exponent estimates chaos sensitivity: lyapunovExponent(series float price, simple int period) => float sumLog = 0.0 for i = 1 to period float ratio = price > 0 ? math.abs(price / price ) : 1.0 if ratio > 0 sumLog += math.log(ratio) lyapunov := sumLog / period Hurst Exponent measures trend persistence: H > 0.5: Trending/persistent behavior H = 0.5: Random walk H < 0.5: Mean-reverting behavior Signal Generation Phase changes and extreme conditions generate signals: Chaos Phase: Normalized entropy exceeds chaos threshold (default 0.7) Order Phase: Normalized entropy falls below order threshold (default 0.3) Extreme Chaos: Entropy exceeds 1.5x chaos threshold Extreme Order: Entropy falls below 0.5x order threshold Bifurcation: Variance exceeds 2x average variance Dashboard Panel (Top-Right) Market Phase - Current phase (CHAOS/ORDER/BALANCED) Entropy Level - Normalized entropy value Balance - Current balance reading (-1 to +1) Chaos Index - Combined chaos score percentage Volatility - Current price volatility Lyapunov Exp - Lyapunov exponent value Hurst Exponent - Hurst exponent value Chaos Score - Overall chaos assessment Status - Current market status Visual Elements Entropy Line - Main oscillator showing normalized entropy Entropy EMA - Smoothed entropy for trend reference Balance Area - Filled area showing balance direction Chaos/Order Thresholds - Horizontal dashed lines Lyapunov Line - Step line showing Lyapunov exponent Strange Attractor - Circle plots showing attractor points Phase Space - Line showing phase space reconstruction Phase Background - Background color based on current phase Extreme Markers - X-cross for extreme chaos, diamond for extreme order Bifurcation Markers - Circles at potential regime changes Input Parameters Entropy Period (default: 20) - Period for entropy calculation Balance Period (default: 14) - Period for balance calculation Chaos Threshold (default: 0.7) - Threshold for chaos phase Order Threshold (default: 0.3) - Threshold for order phase Lyapunov Exponent (default: true) - Enable Lyapunov calculation Hurst Exponent (default: true) - Enable Hurst calculation Strange Attractor (default: true) - Enable attractor visualization Bifurcation Detection (default: true) - Enable bifurcation detection Suggested Use Cases Identify market regime for strategy selection (trend-following vs mean-reversion) Watch for phase changes as potential trading environment shifts Use Hurst exponent to assess trend persistence Monitor chaos index for volatility regime awareness Avoid trading during extreme chaos phases Timeframe Recommendations Best on 1H to Daily charts. Chaos metrics require sufficient data for meaningful calculations. Limitations Chaos theory concepts are applied as analogies, not rigorous mathematical implementations Lyapunov and Hurst calculations are simplified approximations Strange attractor visualization is conceptual Bifurcation detection uses variance as proxy Open-Source and Disclaimer This script is published as open-source under the Mozilla Public License 2.0 for educational purposes. It does not constitute financial advice. Past performance does not guarantee future results. Always use proper risk management. - Made with passion by officialjackofalltrades
Pine Script® インジケーター
officialjackofalltradesの投稿
#BLTA - CARE 7891🔷 #BLTA - CARE 7891: Ny session toolkit + Risk box + Confirmed levels + Asia box + Structure + Imbalances Description: #BLTA - CARE 7891 is an overlay toolkit 🧭🛠️ built for structured discretionary trading preparation. Its main purpose is to keep your chart reading and pre-trade planning in one place by combining time context, confirmed reference levels, liquidity framing, manual risk sizing, and context overlays (structure + imbalances). 🚫 This script is an indicator, not a strategy. It does not place orders. 🧩 Why these modules are combined (and how they work together) This is not a “mashup for the sake of mixing”. Each module supports a specific step of a practical workflow: 🕒 Time context (new york session mapping) Background highlights mark precise NY-time windows (day division at 17:00, london blocks, and new york blocks). This provides the timing framework for when you typically scan, plan, or execute. 📰📅 Confirmed reference levels (previous day/week highs & lows) Instead of plotting live extremes, this script confirms levels at defined boundaries: Trading day: 17:00 → 17:00 NY Weekly boundary: Sunday 17:00 NY Lines start exactly at the candle where the high/low occurred and extend forward. Optional “stop on hit” 🧊 freezes a level once price touches it, keeping the chart clean and realistic for forward analysis. 🈵 Asian range liquidity box (session that can cross midnight) A dedicated Asian range container tracks high/low and an optional 50% midline. It uses NY timestamps and safely handles sessions that cross midnight (storing the correct session date). This gives you a daily liquidity “frame” often used for sweeps, breaks, and invalidations. 💸 Manual risk planning (trade box + lot sizing + table) You select Entry (EP) and Stop (SL) directly on the chart using input.price(..., confirm=true) and time anchors. The script then calculates: 💰 cash at risk from balance and risk % 📏 stop distance in pips (forex-aware pip sizing) 📦 lot size using units-per-lot and account currency inputs 🎯 target price using a reward ratio It draws a risk box + target box and shows a compact table for quick verification. 🔁 Re-confirm mode (wizard) is included to prevent “stale” anchor points after timeframe changes or when you want a clean reset. While enabled, the risk table is replaced with a step guide and temporary EP/SL markers. 📈 Market structure overlay (1H zigzag projected to any timeframe) A zigzag swing engine is computed on 1H via request.security() and projected onto the current chart. Opacity is automatically reduced on non-1H charts so it stays contextual, not dominant. Optional live extension of the last leg helps you see the active swing in progress. 📊 Imbalance map (fvg / og / vi) + optional dashboard The script detects and draws: 🤏 fair value gaps (fvg) 👐 opening gaps (og) 🔎 volume imbalances (vi) Optional filters allow minimum width by points / % / atr, and each imbalance type can be extended forward. A dashboard 📱 can summarize bullish/bearish frequency and fill rates for context review. ✅ Quick start (recommended order) Turn on 🕒 session visualization to align with NY timing. Enable 📰 pdh/pdl and 📅 weekly highs/lows to map confirmed reference liquidity. Use 🈵 the asian range box to frame the early-session liquidity container. Plan your trade with 💸 risk module (pick EP/SL, verify pips + lots + target). Add 📈 zigzag structure and 📊 imbalances only as supporting context. ⚠️ Notes & limitations This tool is for planning and chart reading, not automated execution. Lot sizing is an estimate based on your inputs; always confirm broker contract specs. Some modules draw many objects (boxes/lines/tables) 🧱, which may slow very small timeframes.
Pine Script® インジケーター
rau_u_lanzの投稿
40 SMA Scaling StrategyThis trend-following strategy focuses on capturing momentum when price breaks above the 40-period Simple Moving Average (SMA) while utilizing a systematic scale-out (Take Profit) approach to lock in gains during extended runs. Strategy Logic Entry: Opens a Long position with 100% of current equity when the price closes above the 40 SMA. This ensures maximum capital efficiency at the start of a new perceived trend. Scaling Take Profits: To reduce risk as the trade progresses, the strategy automatically closes 25% of the initial position for every 1% increase in price from the entry point. Exit: The entire remaining position is closed immediately if the price closes below the 40 SMA, acting as a trailing stop that adapts to the moving average. Key Features Capital-Efficient: Starts with a full account allocation to maximize exposure to the initial breakout. Systematic De-risking: By scaling out in 25% increments, the strategy banks profits early while leaving a portion of the trade active for potential "moon shots." Trend-Following Exit: Uses a classic SMA filter to exit, aiming to stay in the trade as long as the medium-term trend remains bullish.
Pine Script® ストラテジー
myers2115の投稿
Gridbot Ping Pong🏓 Gridbot Ping Pong is a dynamic grid bot indicator that generates buy and sell signals as price oscillates between automatically calculated support and resistance levels. The grid adapts to trending markets through adjustable tilt and anchor parameters, which control the grid slope and shift resistance respectively. Entry signals trigger when price touches grid levels, while take profit and stop signals manage position exits. Unlike traditional grid bots that require horizontal ranges, this indicator maintains its oscillation zone as price trends by tilting and shifting the grid structure to follow momentum. The grid bot approach aims to accumulate gains through frequent touches across multiple grid levels rather than seeking large directional moves. Like a ping pong ball in motion, price oscillates between grid levels — each touch generates a signal. ⚡ THEORY & CONCEPTS ⚡ Grid trading is a systematic approach that places buy and sell orders at predetermined price intervals, creating a grid of orders above and below a set price level. In ranging markets, this method capitalizes on natural price oscillations by buying at lower grid levels and selling at higher ones. Each completed round trip between levels represents a captured opportunity, and the frequency of these oscillations determines the grid's effectiveness. Traditional grid bots excel when price remains within the defined range, methodically accumulating gains as price bounces between levels. However, traditional grid structures face significant challenges when markets begin to trend. Fixed horizontal levels that performed well during consolidation become liabilities during directional moves. An uptrend leaves buy orders unfilled while sell orders trigger prematurely, and a downtrend creates the opposite problem. Extended trends can result in accumulated positions at increasingly unfavorable prices, with no mechanism to adapt to the new market reality. The static nature of traditional grids assumes markets will return to the mean, yet sustained breakouts regularly invalidate this assumption. Gridbot Ping Pong addresses these limitations through dynamic grid adaptation. The tilt parameter angles the grid in the direction of the prevailing trend, aligning support and resistance levels with market momentum rather than fighting against it. The anchor parameter creates buffer zones beyond the outer grid boundaries, requiring price to demonstrate conviction before triggering a grid shift. When price breaks through these buffers, the entire grid recenters to the new price level. This combination of tilting grids and controlled shifting allows the indicator to maintain grid trading mechanics while acknowledging that markets trend. The grid adapts through a downtrend and early reversal. Entry signals (▲▼), take profit signals (△▽), and grid shifts demonstrate the ping pong sequence as price oscillates between levels. The grid structure consists of five levels: two potential support levels below, a center base price, and two potential resistance levels above. These levels are calculated as percentage intervals from a dynamic base price, with the spacing parameter determining the distance between each level. Trend direction is derived from consecutive grid shifts, where multiple shifts in the same direction confirm momentum. The grid restricts entries to the trend direction — buy signals in uptrends, sell signals in downtrends — while counter-trend signals convert to exits when appropriate. Full market cycle demonstrating grid adaptation through rally, reversal, decline, and recovery. Buy signals dominate during uptrends, sell signals during downtrends, with take profits at boundaries throughout. Two stop signals mark the trend reversals. Tilt The tilt mechanic introduces slope to the grid structure based on trend direction and momentum. When consecutive shifts occur in the same direction, the tilt increases, creating a steeper grid that tracks with the trend. As the trend progresses, support levels rise with it — buy signals trigger on pullbacks to these rising levels rather than static levels abandoned by price. Similarly, resistance levels fall during downtrends, keeping sell signals relevant to current price action. If the trend reverses and shifts occur in the opposite direction, the tilt resets and begins building in the new direction. The tilt strength parameter controls how aggressively the grid slopes, with higher values producing steeper angles. Negative tilt values invert this relationship, angling the grid against the prevailing momentum rather than with it. This counter-trend configuration positions support levels lower during uptrends and resistance levels higher during downtrends, favoring mean reversion entries that anticipate pullbacks rather than continuation. Negative tilt applied during an uptrend. Despite the bullish price action from late November through December, the grids slope downward, positioning buy signals at deeper support levels. Take profit signals appear at resistance as price reaches the upper grid boundaries before pulling back. The counter-trend configuration captures oscillations within the rising market rather than chasing momentum. Anchor The anchor mechanic provides resistance to grid shifting. Buffer zones extend beyond the outer grid boundaries, requiring price to demonstrate conviction before triggering a shift. Higher anchor values create larger buffers, requiring more significant price movement. As consecutive shifts confirm a trend, the pro-trend buffer shrinks, allowing the grid to follow momentum with increasing ease. This lets the indicator commit to established trends while resisting premature shifts during consolidations. Tilt and anchor work in complementary tension: tilt rewards momentum by angling the grid, while anchor resists excessive shifting by requiring price conviction to recenter. When price breaks through these buffers, the entire grid recenters to the new price level and play continues on a fresh table. Steady uptrend with minimal tilt. The flat grid segments demonstrate that shifting alone keeps the grid aligned with price action. Buy signals (▲) and take profit signals (▽) alternate as price bounces between levels, accumulating gains through repetition across the entire move. Sustained uptrend from June through September. The grid follows the trend with increasing ease as consecutive shifts reduce the pro-trend buffer. The October consolidation eventually triggers a downward shift and stop signal, but the system adapts to the renewed uptrend in November with fresh entry signals. Signal Generation The indicator generates three signal types. Entry signals (▲▼) trigger when price reaches a grid level in the direction of the trend, initiating a new position. Take profit signals (△▽) trigger when price reaches a grid level against the trend direction while a position is held, capturing gains as the rally continues. Stop signals (⦿) trigger when a grid shift occurs while holding a position adverse to the new shift direction. The ball goes off the table. Trend reversal from bearish to bullish. The grid follows the downtrend through November with consecutive sell signals. A stop signal (⦿) triggers at the bottom as the grid shifts adversely against the held position. The system resets and adapts to the emerging uptrend in December, generating fresh buy signals as the new direction establishes. Trigger Options The signal trigger determines what price data the indicator uses to detect grid touches, balancing responsiveness against confirmation. Auto : The default setting, using wick-based detection for pro-trend signals and close-based detection for counter-trend signals. This balances responsiveness when entering with the trend against confirmation when signaling against it. Wick Touch : Generates signals in real-time when the high or low touches a grid level, providing the fastest response to price interaction. Wick Reverse : Requires the wick to cross through the grid level from the previous bar, confirming the touch before signaling. SWMA : Uses a Symmetrically Weighted Moving Average as the trigger source, generating signals only when the smoothed price crosses grid levels. Close : Uses the bar's closing price as the trigger source, providing confirmed signals after each bar completes. Symmetrically Weighted Moving Average (SWMA) trigger during a trend reversal. The smoothed price line filters intrabar noise, generating signals only when the SWMA crosses grid levels rather than reacting to wick touches. The grid follows the downtrend through November, resets at the bottom, and adapts to the emerging uptrend in December. Signal Safeguards The indicator includes built-in protections to reduce overtrading and mitigate risk, keeping the ball in play longer: Boundary Protection : New entries are blocked at the outermost grid levels where breakout risk is highest. Exits remain permitted at these boundaries. Signal Spacing : Signals maintain one-level separation from the most recent signal, preventing clusters of entries at similar prices. Trend Alignment : When conflicting conditions arise, signals align with the prevailing trend direction rather than fighting momentum. Automatic Profit Taking : Counter-trend interactions convert to take profit signals when a position is held, capturing gains rather than reversing exposure. Adverse Shift Stops : When the grid shifts against a held position, a stop signal triggers to exit before further adverse movement. Cautious Breakout Entries : On the first shift in a new direction, entries are restricted to favorable grid levels until the trend confirms through consecutive shifts. Shift Resistance : Counter-trend shifts always require full buffer conviction, while pro-trend shifts become easier only after the trend is confirmed. 🛠️ CONFIGURATION & SETTINGS 🛠️ Core Parameters SPACING (%) : Sets the percentage distance between grid levels. Higher values create wider grids with more room between signals, lower values create tighter grids with more frequent signal opportunities. TRIGGER : Selects the price source for signal detection. See Trigger Options above. TILT : Controls the grid slope factor in the trend direction. ANCHOR : Controls resistance to grid shifting. Visual Settings GRIDS : Sets the colors for support (lower) and resistance (upper) grid levels. FILL : Sets the gradient fill colors between the price line and outer grid boundaries. SWMA : Sets the color of the Symmetrically Weighted Moving Average line. 🏓 PLAYING GRIDBOT PING PONG 🏓 ⚪The objective is not to predict where price will go, but to be present at each level when it arrives. ⚪Each touch at a boundary counts. Gains accumulate through repetition, not single swings. ⚪The rally continues until it doesn't. When the ball goes off the table, the game resets. ⚪The grid creates boundaries where price bounces back and forth. The table is set — the ball does the work. ⚪Price oscillates between defined levels. The grid is the table. Everything else is just ping pong. Tennis is a form of ping pong. In fact, tennis is ping pong played while standing on the table. In fact, all racquet games are nothing but derivatives of ping pong. — George Carlin ⚠️ DISCLAIMER ⚠️ The Gridbot Ping Pong indicator is a visual analysis tool designed to illustrate grid trading concepts and serve as a framework for understanding grid bot mechanics. While the indicator generates entry, exit, and stop signals, no guarantee is made regarding the profitability of these signals. Like all technical indicators, the grid levels and signals generated by this tool may appear to align with favorable trading opportunities in hindsight. However, these signals are not intended as standalone recommendations for trading decisions. This indicator is intended for educational and analytical purposes, complementing other tools and methods of market analysis. 🧠 BEYOND THE CODE 🧠 Gridbot Ping Pong is part of the Grid Bot Series, building on the concepts introduced in the Grid Bot Simulator , Grid Bot Auto , and Grid Bot Parabolic indicators. While those tools established the foundation for grid-based analysis, this indicator introduces dynamic tilt and anchor mechanics that adapt to trending market conditions. This indicator shares the same educational philosophy as the Fibonacci Time-Price Zones and the Fibonacci Geometry Series - providing frameworks for understanding market concepts through visualization and experimentation rather than black-box signals. The Gridbot Ping Pong indicator, like other xxattaxx indicators , is designed to encourage both education and community engagement. Feedback and insights are invaluable to refining and enhancing this tool. We look forward to the creative applications, observations, and discussions this indicator inspires within the trading community.
Pine Script® インジケーター
xxattaxxの投稿
Borna Zones EntryThis indicator marks close-based entry signals for DAX / GER40 on the 1-minute timeframe, using two fixed intraday zones: 08:00 candle → Zone 08 09:00 candle → Zone 09 If the zones overlap, an entry is marked on the first candle close breaking the combined zone. If the zones are separated, an entry is marked on the first candle close breaking the 09:00 zone, in the direction of the 08:00 zone. Entries are shown only between 09:00 and 11:00 and only on the first valid breakout (no repeated signals).
Pine Script® インジケーター
Borna_tradingの投稿
MAs + Bollinger Bands by @ETERNYWORLDMAs + Bollinger Bands by @ETERNYWORLD is the core trend and volatility layer inside the Trend Mastery Pro ecosystem, engineered by EternityWorld to deliver a clean, structured, and highly customizable market bias reading directly on the chart. What’s Inside the Indicator 5 independent Moving Averages (EMA or SMA) with individual enable/disable toggles, lengths, colors, and widths. Bollinger Bands with professional basis options: SMA, EMA, RMA/SMMA, WMA, VWMA, plus adjustable deviation multiplier and visual band fill. Chart overlay compatibility, making trend and volatility easy to interpret for fast decisions. Fully configurable alerts, enabling traders to stay proactive without missing high-probability expansion triggers. Enhanced by Trend Mastery Pro Workflow This indicator complements the 3-step methodology of Trend Mastery Pro: Bias → defines the dominant trend direction. Trigger → identifies breakout or momentum expansion zones using confluence with volatility. Management → supports consistent risk execution when combined with external strategy rules and trade plans. Key Strengths ✔ Unified trend + volatility envelope on chart ✔ Individual component control (no clutter, no guesswork) ✔ Noise reduction in consolidation environments ✔ Adaptable to crypto, forex, indices, commodities, and equities ✔ Reliable for intraday impulse plays and structured directional setups How to Use It Context: Align your analysis with the broader bias before execution. Signal: Watch for volatility expansion and trend alignment for breakout scenarios. Execution: Apply your risk plan (position size, partials, BE/trailing) based on your trading model. Best Practices 🛡️ Tune sensitivity according to asset volatility and timeframe horizon 🛡️ Avoid trading against dominant bias during compression phases 🛡️ Always validate through backtesting and forward testing before scaling 🛡️ Log performance and refine parameters iteratively Who It's For Traders who want: A repeatable and disciplined process A professional visual structure Less noise, more clarity, better bias alignment A premium indicator suite that supports real decision-making Compatibility Seamlessly works with any asset and timeframe on TradingView supporting chart overlay indicators. Alerts are designed to help monitoring without being glued to the screen. Disclaimer ⚠️ This product is not financial advice and does not guarantee results. Performance varies depending on market conditions, asset behavior, user configuration, and applied risk management. Always trade responsibly and follow your own risk plan.
Pine Script® インジケーター
ETERNYWORLDの投稿
VQI Z-Score Pro Suite [MTF + Divs]Description: The VQI Z-Score Pro Suite is a premium-grade volatility oscillator designed to filter market noise and identify high-probability reversal or continuation points. It evolves the classic Volatility Quality Index (VQI) by applying advanced smoothing and statistical normalization (Z-Score). Unlike standard indicators that lag significantly, this suite uses advanced moving averages (JMA, FRAMA, ALMA) to remain responsive while filtering out "bad volatility" (choppy markets). 🚀 Key Features: Advanced MA Engine: Choose from over 20 smoothing methods, including Jurik (JMA), ALMA, and Kaufman (KAMA), to perfectly tune the indicator to your asset. Statistical Thresholds: Uses Z-Score standard deviations to objectively identify market extremes: > 1.64: Start of Momentum (90% Probability) > 1.96: Strong Trend (95% Probability) > 2.58: Extreme / Exhaustion (99% Probability) Auto-Adaptive Length: Optional feature that adjusts the Z-Score lookback period dynamically based on market volatility (ATR). Smart Divergences: Automatically detects Regular (Reversal) and Hidden (Continuation) divergences between Price and Volatility. 📊 Pro Dashboard: Includes a glass-morphism information panel that displays: Current Trend Status (with Unicode arrows) Z-Score Value (Color coded) Active Divergences Timeframe & Settings 🛠 How to use: Trend Trading: Look for the Z-Score to cross 1.64 (Yellow) to confirm a breakout. Reversals: Watch for the Z-Score hitting Extreme levels (>2.58) combined with a Regular Divergence label (R+ / R-). Multi-Timeframe: Enable MTF in settings to view higher timeframe volatility trends while trading on lower timeframes. 📘 Operating Manual: VQI Z-Score Pro Suite 1. Introduction & Philosophy The VQI Z-Score Pro is not just a simple oscillator. It is an advanced statistical tool designed to solve the main problem traders face: distinguishing "good" volatility (Trend) from "bad" volatility (Noise). The indicator leverages two powerful mathematical concepts: VQI (Volatility Quality Index): An algorithm that measures the quality of price movement (how "clean" the trend is). Z-Score (Statistical Normalization): Transforms raw VQI values into Standard Deviations. This allows us to objectively know if a movement is statistically significant or extreme. 2. Visual Interpretation (Chart & Dashboard) The Chart (Histogram) The indicator displays bars (columns) oscillating around a zero line. Gray Zone (-1.64 to +1.64): Market noise or consolidation. No statistical edge. Yellow Zone (> 1.64): Momentum Start. Price has broken statistical normality (90% confidence). Orange Zone (> 1.96): Strong Trend. Healthy directional movement (95% confidence). Green/Red Zone (> 2.58): Extreme/Climatic. Exceptional movement (99% confidence). This may indicate a violent pump/dump or imminent exhaustion (top/bottom). The "Glass" Dashboard (Info Panel) Located in the top right, it provides an instant snapshot: Mode: The Moving Average type and Timeframe currently in use. Z-Score: The exact numerical value. Status: Indicates current sentiment with arrows (e.g., ▲ STRONG BULL). Divergence: Signals if a divergence is active (REG = Reversal, HID = Continuation). Settings: Displays the calculation length (useful if using Auto-Adaptive mode). 3. Parameters Guide (Inputs) ⚙️ General Settings Price Smoothing Length: (Default: 15). Determines how much the price is "smoothed" before calculation. Low values (5-10) for reactive scalping, high values (20-30) for clean swing trading. MA Mode: The core of the system. Choose the smoothing algorithm: Recommended: JMA (Jurik - Perfect balance), ALMA (Arnaud Legoux - Great for reducing lag), KAMA (Kaufman - Adaptive). Classic: EMA, SMA, RMA. 📊 Z-Score Settings (Auto-Tuning) Auto-Adaptive Length? (Default: False). OFF: Uses a fixed length (Default 100). Ideal for standard analysis. ON: The indicator adapts the Z-Score length based on volatility (ATR). If the market is frantic, it shortens the period to be more reactive; if calm, it lengthens it to filter false signals. 🎯 Signal Thresholds These levels are derived from the Normal Distribution (Gaussian): 1.64: 90% Threshold. Filters baseline noise. 1.96: 95% Threshold. Confirms the trend. 2.58: 99% Threshold. Rare event (Black Swan or Exhaustion). 💎 Divergences (Premium) The system automatically detects discrepancies between Price and Oscillator: Regular (R+ / R-): Solid Lines. Indicate a possible Reversal. (e.g., Price makes lower lows, but the oscillator makes higher lows). Hidden (H+ / H-): Dashed Lines. Indicate trend Continuation. (e.g., Price makes higher lows, oscillator unloads making lower lows). 4. Technical Trading Strategies Strategy A: Trend Following (Breakout) Ideal for catching the start of a movement. Setup: Wait for the histogram to be gray (consolidation). Trigger: The histogram breaks the 1.64 threshold and becomes colored (Yellow/Orange). Confirmation: The Dashboard reads "BULLISH" or "STRONG BULL". Exit: When the histogram falls back below 1.64 or changes to the opposite color. Strategy B: Mean Reversion (Contrarian) Ideal for catching tops and bottoms (Top/Bottom fishing). Setup: The histogram reaches extreme levels > 2.58 (Bright Green or Bright Red). Trigger: A Regular Divergence (R+ or R-) appears. This indicates that momentum is exhausted even if the price is still moving. Entry: At the close of the candle with the Divergence Label. Strategy C: Multi-Timeframe (MTF) To filter false signals on lower timeframes (e.g., 5 min). Go to Settings > Multi-Timeframe. Check "Enable MTF" and set "Higher Timeframe" to 1 Hour or 4 Hours. Rule: Trade on your 5-min chart ONLY in the direction indicated by the higher timeframe Z-Score (e.g., if MTF is Green/Bullish, only take long positions). 5. Technical Notes & Troubleshooting Repainting: The indicator does NOT repaint on the current timeframe. In MTF mode, historical bars may update until the higher timeframe candle closes (standard TradingView behavior). Performance: If the chart appears slow on very low timeframes (1 second), disable "Divergences" to lighten the calculation load. Chart Hygiene: The system includes a "Garbage Collector" that automatically deletes old divergence lines to keep the chart clean (max 30 visible objects). Disclaimer: This tool provides statistical analysis and does not constitute financial advice. Always use stop losses and proper risk management.
Pine Script® インジケーター
mentalExpert19609の投稿
MA Strategy with Confirmation & Trailing SLCore Philosophy This is a multi-timeframe, multi-confirmation trend-following strategy that uses Moving Averages as its primary engine, enhanced with breakout/reversal detection via Supertrend and confirmed by multiple technical indicators. The strategy intelligently combines trend-following and mean-reversion principles. Strategy Components 1. Primary Engine: Moving Average System Dual MA System: Fast (20) and Slow (50) MAs (SMA, EMA, or WMA) Trend Filter: Uses MA crossover direction as primary trend bias Configurable: Can be disabled for pure breakout/reversal trading 2. Breakout/Reversal Engine: Supertrend Multi-timeframe: Can use Supertrend from any timeframe (higher for slower signals, lower for faster) Dual Entry Types: Breakouts: Price breaks 5-bar high/low with Supertrend confirmation Reversals: Early entries on Supertrend flips with momentum confirmation Visual Levels: Plots breakout highs/lows for clear visualization 3. Confirmation Layers (NOT Primary Triggers) RSI: Filters out overbought/oversold extremes, confirms momentum ADX: Ensures sufficient trend strength (avoids choppy markets) ATR: Volatility filter to avoid false breakouts in low-volatility environments Entry Logic Long Entries: Breakout Entry: Supertrend flips bullish Price breaks above 5-bar high MA trend bullish (if enabled) RSI, ADX, ATR confirmations Reversal Entry: Supertrend flips bullish Price closes above open Price above fast MA RSI recovering from oversold (below 40) All confirmations met Short Entries: Breakout Entry: Supertrend flips bearish Price breaks below 5-bar low MA trend bearish (if enabled) RSI, ADX, ATR confirmations Reversal Entry: Supertrend flips bearish Price closes below open Price below fast MA RSI pulling back from overbought (above 60) All confirmations met Exit & Risk Management Stop Loss System: Trailing Stop: Activates after trailActivation% profit (default: 2%) Trails at trailPercent% from extreme price Automatically adjusts as price moves favorably Fixed Stop Loss: Backup stop at stopLossPercent% (default: 2%) Used until trailing stop activates Exit Signals: Indicator-Based Exits: Supertrend flips direction MA trend changes (if enabled as filter) Key Features Direction Control: Long Only Mode: For traditional investors Long/Short Enabled: For directional markets Independent Long/Short toggles: Fine-tune market participation Flexibility: Multi-timeframe: Trade higher timeframe signals on lower timeframe charts Configurable Filters: Enable/disable each confirmation layer Adaptive: Works in trending and ranging markets Risk Management: Equity-based position sizing: Consistent risk per trade Trailing stops: Lock in profits during strong trends Multiple confirmation: Reduces false signals Visualization & Analysis On-Chart Plots: Fast & Slow MAs (Blue & Red) Supertrend line (Green/Red based on direction) Breakout levels (Green/Red circles) Entry markers (Green triangles up/down) Stop loss levels (Orange circles) Exit signals (Blue X marks) Background Colors: Green background: MA bullish trend Red background: MA bearish trend Optimal Market Conditions Works Best In: Trending markets with clear direction Breakout scenarios after consolidation Volatile conditions with ATR expansion Higher timeframes for more reliable signals May Struggle In: Extreme choppy/range-bound markets Low volatility environments News-driven spikes without follow-through Strategic Advantages Multiple Entry Types: Captures both breakouts and early reversals Multi-Timeframe Analysis: Higher timeframe trend on lower timeframe entries Layered Confirmation: Reduces false signals without over-optimization Adaptive Risk Management: Trailing stops protect profits in strong trends Clear Visualization: All levels and signals plotted for easy analysis Suggested Optimization Trending Markets: Use higher Supertrend timeframe, enable all filters Ranging Markets: Lower Supertrend timeframe, focus on breakouts Volatile Markets: Increase ATR multiplier, use tighter stops Low Volatility: Increase stop distances, require stronger confirmations This strategy is designed for disciplined trend-followers who want to capture significant moves while managing risk through multiple confirmation layers and adaptive stop losses.
Pine Script® ストラテジー
dash2crash1の投稿
Tradehook.tech-MTMGBS- OTE Price Action HTF Trend DependentProfessional ICT-inspired strategy combining Optimal Trade Entry (OTE) with Dealing Range Theory, featuring HTF trend dependency, smart money concepts, and multi-timeframe confluence. █ OVERVIEW OTE Price Action Model #1 (OTE•PAM1 Pro) is a comprehensive trading strategy built on institutional trading concepts. It combines Optimal Trade Entry (OTE) zones with Dealing Range Theory to identify high-probability entries that align with higher timeframe trend direction. The strategy automatically adapts to market conditions: • BULLISH HTF → Only generates LONG signals in discount zones • BEARISH HTF → Only generates SHORT signals in premium zones This ensures you're always trading WITH the trend, not against it. █ PRICE ACTION MODEL #1 RULES The strategy implements the following systematic approach: ┌─────────────────────────────────────────────────────────┐ │ BULLISH SETUP │ ├───────────────────────────────────────────────────────┤ │ ✓ HTF Trend is BULLISH (EMA 9 > EMA 21, Price > EMA 50) │ │ ✓ Price is in DISCOUNT zone of Dealing Range (below 50%) │ │ ✓ Current time is BEFORE 10AM │ │ ✓ Day is Monday-Wednesday (ideal) or Thursday (conditional)│ │ ✓ Price enters OTE Zone (62%-79% Fibonacci retracement) │ │ ✓ Bullish candle confirmation │ └───────────────────────────────────────────────────────┘ ┌─────────────────────────────────────────────────────────┐ │ ENTRY EXECUTION │ ├─────────────────────────────────────────────────────────┤ │ • Entry: 62% Fib Level + 5 ticks │ │ • Stop Loss: OTE Anchor Low - 5 ticks │ │ • TP1: OTE Anchor High (Swing High) │ │ • TP2: 161.8% Fibonacci Extension │ │ • TP3: 200% Fibonacci Extension (Runner) │ └───────────────────────────────────────────────────────┘ ┌─────────────────────────────────────────────────────────┐ │ EXIT MANAGEMENT │ ├─────────────────────────────────────────────────────────┤ │ 1. Take 33% at TP1 → Move stop to breakeven + 10 ticks │ │ 2. Take 33% at TP2 → Trail stop on swing lows │ │ 3. Runner (34%) → Exit on CISD or TP3 │ │ 4. CISD Exit: Close if Change in State of Delivery occurs │ └───────────────── █ KEY FEATURES ▸ HTF TREND DEPENDENCY Strategy only generates signals aligned with higher timeframe trend. Configurable HTF (default: 4H). Prevents counter-trend trades. ▸ DEALING RANGE THEORY Automatically calculates premium/discount zones. Visual zones: Extreme Premium, Premium, Discount, Extreme Discount. Only enters LONGS in discount, SHORTS in premium. ▸ OPTIMAL TRADE ENTRY (OTE) Identifies 62%-79% Fibonacci retracement zones. Dynamic calculation based on recent swing highs/lows. OTE zones only display when aligned with HTF trend. ▸ SMART MONEY CONCEPTS • CISD Detection (Change in State of Delivery) • Displacement candle identification • Institutional order flow analysis • Swing structure tracking ▸ SESSION & KILLZONE FILTERS • Configurable "No trades after X AM" (default: 10AM) • London Killzone highlighting • New York Killzone highlighting • Day-of-week filters (Thu conditional on price < prev high) ▸ ADVANCED EXIT MANAGEMENT • Three-tier partial profit system • Automatic breakeven adjustment • Swing-based trailing stop for runners • CISD-triggered exits █ RECOMMENDED SETTINGS ┌────────────────┬─────────────────────────────────────┐ │ INSTRUMENT │ SETTINGS │ ├────────────────┼─────────────────────────────────────┤ │ ES / MES │ Tick Size: 0.25, HTF: 240 (4H) │ │ NQ / MNQ │ Tick Size: 0.25, HTF: 240 (4H) │ │ CL / MCL │ Tick Size: 0.01, HTF: 240 (4H) │ │ FOREX │ Tick Size: 0.0001, HTF: 240 (4H) │ │ CRYPTO │ Tick Size: 0.01, HTF: 240 (4H) │ └────────────────┴─────────────────────────────────────┘ █ HOW TO USE 1. Add to your chart (recommended: 5-minute timeframe) 2. Configure the Higher Timeframe for trend (default: 4H) 3. Adjust tick size for your instrument 4. Set your preferred killzone times 5. Wait for signals aligned with HTF trend 6. Strategy automatically manages entries and exits █ VISUAL GUIDE 🟢 Green Background = HTF Bullish (look for LONGS) 🔴 Red Background = HTF Bearish (look for SHORTS) 🔵 Blue Zone = OTE Entry Zone 💚 Green Fill = Discount Zone (buy zone) 🟠 Orange Fill = Premium Zone (sell zone) █ ALERTS • 🎯 LONG Entry - Bullish entry signal triggered • 🎯 SHORT Entry - Bearish entry signal triggered • 💎 OTE Zone - Price entered OTE zone • ⚠️ CISD - Change in State of Delivery detected █ DISCLAIMER This strategy is for educational purposes only. Trading involves substantial risk of loss. Past performance does not guarantee future results. Always use proper risk management and never risk more than you can afford to lose. The developer is not responsible for any financial losses incurred from using this strategy. Backtest thoroughly and paper trade before risking real capital. █ VERSION HISTORY v1.0 - Initial release • Full Price Action Model #1 implementation • HTF trend dependency • Multi-partial exit system • CISD detection • Comprehensive visual suite █ CREDITS Based on ICT (Inner Circle Trader) concepts including: • Optimal Trade Entry (OTE) • Dealing Range Theory • Smart Money Concepts • Killzone Trading ═══════════════════════════════════════════════════════════ Made with ❤️ for the trading community ═══════════════════════════════════════════════════════════
Pine Script® ストラテジー
Making_Trades_Matterの投稿
VWAP Institutional Trading Engine INDICATORVWAP Institutional Trading Engine Adaptive Market Regime & Trading Model Indicator 🔍 Overview The VWAP Institutional Trading Engine is an advanced, rule-based market analysis indicator designed to replicate institutional decision-making logic using VWAP, volatility, and session-based market behavior. This indicator does not predict price. Instead, it answers a more important question: “What type of trading is appropriate right now – if any?” The engine continuously evaluates: Market regime (trend, range, dead market) Volatility conditions VWAP acceptance and deviation Trading session (Asia / London / New York) Based on this, it dynamically activates one of three trading models: TREND MEAN REVERSION OFF (no trading) This makes it ideal for: Discretionary traders Systematic traders Risk-focused trading Educational / portfolio-style trading approaches 🧠 Core Philosophy Professional trading is not about finding more signals. It is about knowing when not to trade. This indicator is built around three institutional principles: VWAP defines fair value Volatility defines opportunity or danger Different sessions require different behavior ⚙️ Indicator Components 1️⃣ VWAP & Statistical Deviation Bands VWAP represents institutional fair price ±1σ bands indicate acceptance zones ±2σ bands represent statistical extremes Used for: Mean reversion zones Trend acceptance confirmation Go Score calculation 2️⃣ Volatility Engine Volatility is measured using ATR relative to price Compared against its own moving average Classifications: Low volatility → dead / untradable market Normal volatility → structured behavior High volatility → trend or liquidation events 3️⃣ Market Regime Detection The engine classifies each moment into one regime: Regime Meaning TREND Price accepts above or below VWAP with volatility RANGE Price rotates near VWAP DEAD Low volatility, no opportunity MIXED Unclear structure 4️⃣ Active Trading Model (Most Important) Displayed in the dashboard as Model: Model Interpretation TREND Trade with momentum and continuation MEAN_REVERT Trade extremes back to VWAP OFF Do not trade The Model tells you HOW you are allowed to trade right now. 5️⃣ Session Awareness (UTC) The indicator adapts behavior based on session logic: Session Preferred Behavior Asia Mean Reversion London Trend New York Selective / adaptive Trades are only allowed when model + session are aligned. 6️⃣ Go Score – Trade Quality Filter Each potential setup receives a Go Score (0–100), based on: Distance from VWAP Market regime quality Volatility penalties Go Score Interpretation ≥ 80 High-quality (A+) 65–79 Acceptable < 65 No trade 7️⃣ Risk Guidance (Informational) The indicator outputs a Risk % suggestion, based on: Go Score Simulated drawdown logic ⚠️ This is guidance only, not position sizing. 📈 Visual Signals The indicator plots contextual signals, not blind entries: Mean Reversion Signals ▲ Long below −2σ ▼ Short above +2σ Trend Signals ↑ Long after acceptance above +1σ ↓ Short after acceptance below −1σ Signals appear only when trading is allowed by: Model Session Go Score 🧩 Dashboard Explanation The top-right dashboard displays real-time engine state: Field Description Session Current UTC session Regime Detected market condition Go Score Trade quality score Risk % Suggested relative risk Drawdown % Virtual defensive metric Model Active trading model If Model = OFF → do nothing. 🧭 Practical Trading Manual (Step-by-Step) Step 1 – Check the Model TREND → look for continuation MEAN_REVERT → look for extremes OFF → do not trade Step 2 – Confirm Session Alignment Asia + Mean Reversion ✔ London + Trend ✔ Misalignment = caution Step 3 – Check Go Score Below 65 → skip 65+ → proceed Step 4 – Use Chart Structure VWAP = anchor σ bands = context Signal = permission, not obligation Step 5 – Manage Risk Manually Use your own SL/TP rules Follow the Risk % as guidance, not law ❌ What This Indicator Is NOT Not a signal spam tool Not a prediction system Not a “holy grail” It is a decision framework. ✅ Best Use Cases Futures Indices Forex Crypto Intraday & swing trading Recommended timeframes: 5m – 1H (intraday) 4H (contextual swing) 🏁 Final Notes This indicator is intentionally transparent and rule-based. It is designed to help traders: Think in regimes Trade with structure Avoid overtrading Protect capital If you trade with the Model, not against it, you will already be ahead of most market participants.
Pine Script® インジケーター
ypkiss12の投稿
MACDHistogram CrossoverScript Title: MACD Histogram Zero-Cross with 9/20 EMA Overlay Script Description: This indicator is a combined trend and momentum tool designed to identify market shifts directly on the price chart. It tracks MACD Histogram crossovers while providing 9 and 20 Exponential Moving Average (EMA) filters for trend confirmation. How it Works: The script monitors the MACD Histogram (12, 26, 9) for "Zero-Cross" events and labels them for maximum clarity: Green "L" (Long/Bullish): Appears below the candle when the Histogram moves from negative to positive. This indicates a shift toward bullish momentum. Red "P" (Put/Bearish): Appears above the candle when the Histogram moves from positive to negative. This indicates a shift toward bearish momentum. Trend Filter Integration: To help filter out "fake" signals in choppy markets, the script includes two essential EMAs: 9 EMA (Blue): Fast-reacting line for short-term price action. 20 EMA (Orange): Medium-term trend line. Trading Logic: Bullish Setup: Look for the green "L" when price is trading above the 9 and 20 EMAs. Bearish Setup: Look for the red "P" when price is trading below the 9 and 20 EMAs. Exit/Caution: If an "L" or "P" appears against the EMA trend, it may signal a period of consolidation or a potential reversal. Features: Clean Visuals: Signal letters are sized small to avoid obstructing price action. Real-time Overlay: Calculates MACD momentum in the background while keeping your main chart focused on price. Versatile: Works on any timeframe (Intraday, Daily, or Weekly). Disclaimer: This script is for educational purposes and should be used as part of a comprehensive trading strategy. Always practice proper risk management.
Pine Script® インジケーター
kamalchowduryの投稿