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インジケーターとストラテジー

Wavelet Candlestick Slope Follower-Master Edition Here is a short description of this script: This is a **Trend Following strategy** that utilizes advanced mathematics—the **Wavelet Transform**—to filter out market noise. **Key Features:** 1. **Synthetic Candles:** The script does not analyze raw prices. Instead, it constructs "Wavelet Candles"—smoothed candles created through mathematical convolution of prices with a specific wavelet "kernel" (e.g., Mexican Hat, Morlet, Haar). 2. **Auto-Correction (Normalization):** This is the most critical technical feature of this code. The script automatically normalizes the weights. This ensures that even when using complex mathematical shapes (like the Mexican Hat), the output price remains accurate to the real chart scale and is not distorted. 3. **Strategy Logic:** The logic is very straightforward—the system enters a **Long** position when the smoothed closing price (`w_close`) is rising, and closes the position when it starts to fall. 4. **Visualization:** It draws new, cleaner candles (green/red) on the chart, revealing the "true" trend structure after filtering out temporary fluctuations. This is a example of use idea of wavelet candle
Pine Script® ストラテジー
wojluczの投稿
Hybrid Strategy: Trend/ORB/MTFHybrid Strategy: Trend + ORB + Multi-Timeframe Matrix This script is a comprehensive "Trading Manager" designed to filter out noise and identify high-probability breakout setups. It combines three powerful concepts into a single, clean chart interface: Trend Alignment, Opening Range Breakout (ORB), and Multi-Timeframe (MTF) Analysis. It is designed to prevent "analysis paralysis" by providing a unified Dashboard that confirms if the trend is aligned across 5 different timeframes before you take a trade. How it Works The strategy relies on the "Golden Trio" of confluence: 1. Trend Definition (The Setup) Before looking for entries, the script analyzes the immediate trend. A bullish trend is defined as: Price is above the Session VWAP. The fast EMA (9) is above the slow EMA (21). (The inverse applies for bearish trends). 2. The Signal (The Trigger) The script draws the Opening Range (default: first 15 minutes of the session). Buy Signal: Price breaks above the Opening Range High while the Trend is Bullish. Sell Signal: Price breaks below the Opening Range Low while the Trend is Bearish. 3. The Confirmation (The Filter) A signal is only valid if the Higher Timeframe (default: 60m) agrees with the direction. If the 1m chart says "Buy" but the 60m chart is bearish, the signal is filtered out to prevent false breakouts. Key Features The Matrix Dashboard A zero-lag, real-time table in the corner of your screen that monitors 5 user-defined timeframes (e.g., 5m, 15m, 30m, 60m, 4H). Trend: Checks if Price > EMA 21. VWAP: Checks if Price > VWAP. ORB: Checks if Price is currently above/below the Opening Range of that session. D H/L: Warns if price is near the Daily High or Low. PD H/L: Warns if price is near the Previous Daily High or Low. Visual Order Blocks The script automatically identifies valid Order Blocks (sequences of consecutive candles followed by a strong explosive move). Chart: Draws Green/Red zones extending to the right, showing where price may react. Dashboard: Displays the exact High, Low, and Average price of the most recent Order Blocks for precision planning. Risk Management (Trailing Stop) Once a trade is active, the script plots Chandelier Exit dots (ATR-based trailing stop) to help you manage the trade and lock in profits during trend runs. Visual Guide (Chart Legend) ⬜ Gray Box: Represents the Opening Range (first 15 minutes). This is your "No Trade Zone." Wait for price to break out of this box. 🟢 Green Line: The Opening Range High. A break above this line signals potential Bullish momentum. 🔴 Red Line: The Opening Range Low. A break below this line signals potential Bearish momentum. 🟢 Green / 🔴 Red Zones (Boxes): These are Order Blocks. 🟢 Green Zone: A Bullish Order Block (Demand). Expect price to potentially bounce up from here. 🔴 Red Zone: A Bearish Order Block (Supply). Expect price to potentially reject down from here. ⚪ Dots (Trailing Stop): 🟢 Green Dots: These appear below price during a Bullish trend. They represent your suggested Stop Loss. 🔴 Red Dots: These appear above price during a Bearish trend. 🏷️ Buy / Sell Labels: BUY: Triggers when Price breaks the Green Line + Trend is Bullish + HTF is Bullish. SELL: Triggers when Price breaks the Red Line + Trend is Bearish + HTF is Bearish. Settings Session: Customizable RTH (Regular Trading Hours) to filter out pre-market noise. Matrix Timeframes: 5 fixed slots to choose which timeframes you want to monitor. Order Blocks: Adjust the sensitivity and lookback period for Order Block detection. Risk: Customize the ATR multiplier for the trailing stop. Disclaimer This tool is for educational purposes only. Past performance does not guarantee future results. Always manage your risk properly.
Pine Script® インジケーター
EliasVictorの投稿
SHAP-Aligned BUY Signal (Daily, Edge-Triggered)Based on the XGBoost + SHAP interpretation report, I'll explain which indicators to monitor for buying NVO. However, I must emphasize that this model performed poorly (47.5% accuracy) and should NOT be used for actual trading! That said, here's what the model learned (for educational purposes): 📊 Top Indicators to Monitor for BUY Signals 1. Days_Since_Low (Most Important - 1.264) Direction: BULLISH ↑ Interpretation: Higher values → UP prediction What to monitor: Track how many days since the stock hit its recent low Buy signal: When the stock has been recovering for an extended period (e.g., 100+ days from low) Why it matters: The model learned that stocks in long-term recovery tend to continue rising 2. SMA_50 (50-day Moving Average) (0.413) Direction: BULLISH ↑ Interpretation: Higher absolute SMA_50 values → UP prediction What to monitor: The 50-day simple moving average price level Buy signal: When SMA_50 is at higher levels (e.g., above $80-90) Why it matters: Higher moving averages indicate stronger long-term trends 3. SMA_200 (200-day Moving Average) (0.274) Direction: BULLISH ↑ Interpretation: Higher SMA_200 → UP prediction What to monitor: The 200-day simple moving average Buy signal: When SMA_200 is trending upward and at elevated levels Why it matters: Long-term trend indicator; golden cross (SMA_50 > SMA_200) is traditionally bullish 4. BB_Width (Bollinger Band Width) (0.199) Direction: BULLISH ↑ Interpretation: WIDER Bollinger Bands → UP prediction What to monitor: The distance between upper and lower Bollinger Bands Buy signal: When BB_Width is expanding (increasing volatility often precedes trend moves) Why it matters: Widening bands can signal the start of a new trend 5. Price_SMA_50_Ratio (0.158) Direction: BULLISH ↑ Interpretation: When price is ABOVE the 50-day MA → UP prediction What to monitor: Current price ÷ SMA_50 Buy signal: When ratio > 1.0 (price is above the 50-day average) Why it matters: Price above moving averages indicates uptrend 6. Momentum_21D (21-day Momentum) (0.152) Direction: BULLISH ↑ Interpretation: Positive 21-day momentum → UP prediction What to monitor: 21-day rate of change Buy signal: When momentum is positive and increasing Why it matters: Positive momentum suggests continuation 7. Stoch_K (Stochastic Oscillator) (0.142) Direction: BULLISH ↑ Interpretation: Higher Stochastic K → UP prediction What to monitor: Stochastic oscillator (0-100 scale) Buy signal: When Stoch_K is rising from oversold (<20) or in mid-range (40-60) Why it matters: Measures momentum and overbought/oversold conditions
Pine Script® インジケーター
yellowpieridの投稿
Relative Strength Index_YJ//@version=5 indicator(title="MACD_YJ", shorttitle="MACD_YJ",format=format.price, precision=2) source = close useCurrentRes = input.bool(true, title="Use Current Chart Resolution?") resCustom = input.timeframe("60", title="Use Different Timeframe? Uncheck Box Above") smd = input.bool(true, title="Show MacD & Signal Line? Also Turn Off Dots Below") sd = input.bool(false, title="Show Dots When MacD Crosses Signal Line?") sh = input.bool(true, title="Show Histogram?") macd_colorChange = input.bool(true, title="Change MacD Line Color-Signal Line Cross?") hist_colorChange = input.bool(true, title="MacD Histogram 4 Colors?") // === Divergence inputs === grpDiv = "Divergence" calculateDivergence = input.bool(true, title="Calculate Divergence", group=grpDiv, tooltip="피벗 기반 정/역배 다이버전스 탐지 및 알람 사용") lookbackRight = input.int(5, "Lookback Right", group=grpDiv, minval=1) lookbackLeft = input.int(5, "Lookback Left", group=grpDiv, minval=1) rangeUpper = input.int(60, "Bars Range Upper", group=grpDiv, minval=1) rangeLower = input.int(5, "Bars Range Lower", group=grpDiv, minval=1) bullColor = input.color(color.new(#4CAF50, 0), "Bull Color", group=grpDiv) bearColor = input.color(color.new(#F23645, 0), "Bear Color", group=grpDiv) textColor = color.white noneColor = color.new(color.white, 100) res = useCurrentRes ? timeframe.period : resCustom fastLength = input.int(12, minval=1) slowLength = input.int(26, minval=1) signalLength= input.int(9, minval=1) fastMA = ta.ema(source, fastLength) slowMA = ta.ema(source, slowLength) macd = fastMA - slowMA signal = ta.sma(macd, signalLength) hist = macd - signal outMacD = request.security(syminfo.tickerid, res, macd) outSignal = request.security(syminfo.tickerid, res, signal) outHist = request.security(syminfo.tickerid, res, hist) // 가격도 같은 res로 hi_res = request.security(syminfo.tickerid, res, high) lo_res = request.security(syminfo.tickerid, res, low) // ── Histogram 색 histA_IsUp = outHist > outHist and outHist > 0 histA_IsDown = outHist < outHist and outHist > 0 histB_IsDown = outHist < outHist and outHist <= 0 histB_IsUp = outHist > outHist and outHist <= 0 macd_IsAbove = outMacD >= outSignal plot_color = hist_colorChange ? (histA_IsUp ? color.new(#00FF00, 0) : histA_IsDown ? color.new(#006900, 0) : histB_IsDown ? color.new(#FF0000, 0) : histB_IsUp ? color.new(#670000, 0) : color.yellow) : color.gray macd_color = macd_colorChange ? color.new(#00ffff, 0) : color.new(#00ffff, 0) signal_color = color.rgb(240, 232, 166) circleYPosition = outSignal // 골든/데드 크로스 (경고 해결: 먼저 계산) isBullCross = ta.crossover(outMacD, outSignal) isBearCross = ta.crossunder(outMacD, outSignal) cross_color = isBullCross ? color.new(#00FF00, 0) : isBearCross ? color.new(#FF0000, 0) : na // ── 플롯 plot(sh and outHist ? outHist : na, title="Histogram", color=plot_color, style=plot.style_histogram, linewidth=5) plot(smd and outMacD ? outMacD : na, title="MACD", color=macd_color, linewidth=1) plot(smd and outSignal? outSignal: na, title="Signal Line", color=signal_color, style=plot.style_line, linewidth=1) plot(sd and (isBullCross or isBearCross) ? circleYPosition : na, title="Cross", style=plot.style_circles, linewidth=3, color=cross_color) hline(0, "0 Line", linestyle=hline.style_dotted, color=color.white) // ===================== // Divergence (정배/역배) - 피벗 비교 // ===================== _inRange(cond) => bars = ta.barssince(cond) rangeLower <= bars and bars <= rangeUpper plFound = false phFound = false bullCond = false bearCond = false macdLBR = outMacD if calculateDivergence // 정배: 가격 LL, MACD HL plFound := not na(ta.pivotlow(outMacD, lookbackLeft, lookbackRight)) macdHL = macdLBR > ta.valuewhen(plFound, macdLBR, 1) and _inRange(plFound ) lowLBR = lo_res priceLL = lowLBR < ta.valuewhen(plFound, lowLBR, 1) bullCond := priceLL and macdHL and plFound // 역배: 가격 HH, MACD LH phFound := not na(ta.pivothigh(outMacD, lookbackLeft, lookbackRight)) macdLH = macdLBR < ta.valuewhen(phFound, macdLBR, 1) and _inRange(phFound ) highLBR = hi_res priceHH = highLBR > ta.valuewhen(phFound, highLBR, 1) bearCond := priceHH and macdLH and phFound // 시각화 (editable 파라미터 삭제) plot(plFound ? macdLBR : na, offset=-lookbackRight, title="Regular Bullish (MACD)", linewidth=2, color=(bullCond ? bullColor : noneColor), display=display.pane) plotshape(bullCond ? macdLBR : na, offset=-lookbackRight, title="Bullish Label", text=" Bull ", style=shape.labelup, location=location.absolute, color=bullColor, textcolor=textColor, display=display.pane) plot(phFound ? macdLBR : na, offset=-lookbackRight, title="Regular Bearish (MACD)", linewidth=2, color=(bearCond ? bearColor : noneColor), display=display.pane) plotshape(bearCond ? macdLBR : na, offset=-lookbackRight, title="Bearish Label", text=" Bear ", style=shape.labeldown, location=location.absolute, color=bearColor, textcolor=textColor, display=display.pane) // 알람 alertcondition(bullCond, title="MACD Regular Bullish Divergence", message="MACD 정배 다이버전스 발견: 현재 봉에서 lookbackRight 만큼 좌측.") alertcondition(bearCond, title="MACD Regular Bearish Divergence", message="MACD 역배 다이버전스 발견: 현재 봉에서 lookbackRight 만큼 좌측.")
Pine Script® インジケーター
Donggrimonの投稿
Daily Open Shift The "Daily Open Shift" System (V2.0) 1. The Setup (Indicators & Timeframe) • Timeframe: 15-Minute Chart (Execution). • Key Levels: Daily Open (DO) or New York Open (NYO). • Trend Indicators: o 24 & 42 EMA Ribbon (Exponential Moving Averages). o 30-Minute Supertrend. ________________________________________ 2. Phase 1: Establish The Bias (The Filter) This is the V2 upgrade. We do not trade against the day's opening momentum. 1. Mark the Open: Draw a horizontal line at the Daily Open (00:00) or Session Open. 2. The "First 2H" Rule: Observe the price action for the first 2 hours after the open. o First 2H are Green/Bullish? → You are LONG BIAS only for the rest of the session. (Ignore all sell signals). o First 2H are Red/Bearish? → You are SHORT BIAS only for the rest of the session. (Ignore all buy signals). ________________________________________ 3. Phase 2: The Signal (The Switch) Wait for the chart to confirm your bias technically. 1. The Switch: Price must cross and close a 15M candle on the correct side of the Daily Open. o Longs: Price switches from below to above DO. o Shorts: Price switches from above to below DO. 2. Indicator Confluence: o EMAs: Must be crossed in your direction (Green for Long, Red for Short). o 30M Supertrend: Must match your direction. ________________________________________ 4. Phase 3: The Entry (The Trigger) We never chase the breakdown. We wait for the price to come to us. 1. The Pullback: Wait for the price to retrace and touch/wick into the 24/42 EMA Ribbon. 2. The Confirmation: Watch the candle that touches the EMA. o It must reject the EMA (wick off it) and close respecting the trend. o Do not enter if the candle closes forcefully through the EMA, breaking structure. 3. Execution: Enter Market Order immediately on that candle close. ________________________________________ 5. Phase 4: Risk Management (The Math) This is the V2 upgrade. We aim for higher profitability. 1. Stop Loss (SL): o Longs: Placed strictly below the lowest EMA band. o Shorts: Placed strictly above the highest EMA band. o Logic: If price crosses the EMA band completely, the trend is dead. Get out. 2. Take Profit (TP): o FIXED 3R (Reward = 3x Risk). o Example: If Risk is $100, TP is set to make $300. o Rule: Do not move the TP. Do not close early. Let the math play out. ________________________________________ Summary Checklist (Print This) Time: Is the First 2H bias clear? (Green=Buy / Red=Sell) Switch: Did price close above/below the Daily Open? Trend: Are EMAs crossed and Supertrend agreeing? Patience: Did I wait for the price to pull back to the EMA band? Trigger: Did the candle close respecting the EMA? Execution: Market Entry + Stop Loss behind EMA + Fixed 3R Target. Mindset: Am I at "2/10" emotion? Set the trade and walk away.
Pine Script® ストラテジー
purplebeltの投稿
Momentum Burst Pullback System v66* Detects **momentum “bursts”** using: * **Keltner breakout** (high above upper band for long, low below lower band for short), and/or * **MACD histogram extreme** (highest/lowest in a lookback window, with correct sign). * Optional **burst-zone extension** keeps the burst “active” for N extra bars after the burst. * Marks bursts with **K** (Keltner) and **M** (MACD) labels: * Core burst labels use one color, extension labels use a different color. * Tracks the most recent burst as the **dominant side** (long or short), and stores burst “leg” anchors (high/low context). * Adds **structure-based invalidation**: * On a new **core burst**, it locks the most recent **confirmed swing** level (pivot): * Long: locks the last confirmed **swing low**. * Short: locks the last confirmed **swing high**. * After the burst, if price **breaks that locked level**, the burst regime is **cancelled** (and any pending setup on that side is dropped). * Finds **pullback setups** after a dominant burst (and not inside the active burst zone), within min/max bars: * Long pullback requires a sequence of **lower highs** and price still below the burst high. * Short pullback requires **higher lows** and price still above the burst low. * Optional background shading highlights pullback bars. * On pullback bars, plots **static TP/SL crosses** using ATR: * Anchor is the pullback bar’s high (long) or low (short). * TP/SL are ± ATR * multiple. * TP plots are visually classified (bright vs faded) based on whether TP would exceed the prior burst extreme. * Maintains a **state-machine entry + trailing stop**: * Sets a “waiting” trigger on pullback. * Enters when price breaks the trigger (high break for long, low break for short). * Trails a stop using **R-multiples**, with different behavior pre-break-even, post-break-even, and near-TP. * Optionally draws the trailing stop as horizontal line segments. * Optionally shows a **last-bar label** with the most recent pullback’s TP and SL values.
Pine Script® インジケーター
Flatlands1900の投稿
Colby Cheese VWAP Setup [v2.0]🔧 Core Refactors • Imbalance function fixed: • Removed invalid usage. • Now uses for past bar references. • Bias checks are handled outside the function with proper series indexing. • Bias alignment: • Added and so CHoCH signals only fire when price change agrees with EMA bias. • Swing reset: • After a valid CHoCH, and reset to so stale levels don’t keep firing. • Line/label management: • CHoCH lines and labels now reuse persistent IDs (, ) instead of spamming new objects every trigger. ✨ New Features • Anticipation mode: • Blue “Anticipate” lines/labels drawn when delta + bias align before CHoCH confirmation. • Helps you see potential setups earlier. • Entry zone lines: • Solid green/red lines drawn at entry levels when is enabled. • Separate from FRVP dashed zones. • Stop‑loss lines: • Orange dotted lines drawn opposite the entry zone when is enabled. • Gives a visual risk marker. 🎨 Visual Consistency • Candle coloring simplified: white candles only when CHoCH triggers. • FRVP zones remain dashed lines with “Enter” labels. • Anticipation zones are blue solid lines. • Entry zones are solid green/red. • Stop‑loss lines are orange dotted.
Pine Script® インジケーター
dscottmullerの投稿
Trading Value RSI (NQ Tuned)The Trading Value RSI (NQ Tuned) is an indicator that applies the RSI calculation to trading value, defined as volume × close, rather than just price. It is specifically tuned for Nasdaq 100 futures (NQ), with a default RSI length of 24, overbought level at 75, and oversold level at 25 to filter out false signals from high volatility. The indicator visually colors the RSI line based on overbought (red), oversold (green), or neutral (blue) conditions. A horizontal midline at 50 helps identify potential trend direction changes or confirm ongoing momentum. This tool allows traders to monitor capital flow intensity, giving insight into when strong buying or selling pressure may drive short-term market moves.
Pine Script® インジケーター
amkodeの投稿
5-Period Average of Returns (Close)This indicator calculates the 5-period average of returns of the closing price, providing a detrended, zero-centered oscillator ideal for cycle analysis and timing. Key Features: Detrended: Centers around zero to clearly reveal cyclical patterns. Cycle-friendly: Highlights peaks and troughs for measuring dominant cycles. Flexible: Can be applied to multiple timeframes (daily, weekly, intraday). Zero Line Reference: Quickly identify directional shifts in average returns. Foundation for Advanced Analysis: Can be combined with RSI, statistical bands, or multi-timeframe studies. Use this indicator to: Identify dominant cycles and their phase Measure cycle length and rhythm Assist in entry and exit timing based on average-return oscillations Detrend price data for more precise technical and cyclical analysis
Pine Script® インジケーター
aroramunish1992の投稿
MNQ Pro Scalping | SMA20 + VWAP Color //@version=5 TIFFANY//@version=5 indicator("MNQ Pro Scalping | SMA20 + VWAP Color + ATR SLTP + Fake Breakout", overlay=true) // ===== INPUTS ===== smaLen = input.int(20, "SMA Length") atrLen = input.int(14, "ATR Length") slMult = input.float(1.0, "SL = ATR x", step=0.1) tpMult = input.float(1.5, "TP = ATR x", step=0.1) showNY = input.bool(true, "Only New York Session (09:30–16:00 ET)") // ===== NY SESSION FILTER ===== inNY = not showNY or time(timeframe.period, "0930-1600") // ===== SMA 20 ===== sma20 = ta.sma(close, smaLen) smaColor = close > sma20 ? color.green : color.red plot(sma20, "SMA 20", color=smaColor, linewidth=2) // ===== VWAP (COLOR CHANGE) ===== vwapVal = ta.vwap(hlc3) vwapColor = close > vwapVal ? color.green : color.red plot(vwapVal, "VWAP", color=vwapColor, linewidth=2) // ===== ATR ===== atr = ta.atr(atrLen) // ===== CROSS CONDITIONS ===== crossUp = ta.crossover(close, sma20) crossDown = ta.crossunder(close, sma20) // ===== VALID TRADE CONDITIONS ===== longCond = crossUp and close > vwapVal and inNY shortCond = crossDown and close < vwapVal and inNY // ===== ATR SL / TP LEVELS ===== longSL = close - atr * slMult longTP = close + atr * tpMult shortSL = close + atr * slMult shortTP = close - atr * tpMult // ===== PLOT SL / TP WHEN SIGNAL ===== plot(longCond ? longSL : na, "Long SL", color=color.red, style=plot.style_linebr) plot(longCond ? longTP : na, "Long TP", color=color.green, style=plot.style_linebr) plot(shortCond ? shortSL : na, "Short SL", color=color.red, style=plot.style_linebr) plot(shortCond ? shortTP : na, "Short TP", color=color.green, style=plot.style_linebr) // ===== FAKE BREAKOUT DETECTION ===== // Giá cắt SMA nhưng đóng nến quay ngược lại fakeUp = ta.crossover(high, sma20) and close < sma20 fakeDown = ta.crossunder(low, sma20) and close > sma20 plotshape(fakeUp and inNY, title="Fake Up", style=shape.xcross, location=location.abovebar, color=color.red, size=size.small) plotshape(fakeDown and inNY, title="Fake Down", style=shape.xcross, location=location.belowbar, color=color.green, size=size.small) // ===== SIGNAL SHAPES ===== plotshape(longCond, title="LONG", style=shape.triangleup, location=location.belowbar, color=color.green, size=size.small) plotshape(shortCond, title="SHORT", style=shape.triangledown, location=location.abovebar, color=color.red, size=size.small) // ===== ALERTS ===== alertcondition(longCond, title="MNQ LONG – ATR Setup", message="MNQ LONG: Cross ABOVE SMA20 | Above VWAP | ATR SL/TP valid") alertcondition(shortCond, title="MNQ SHORT – ATR Setup", message="MNQ SHORT: Cross BELOW SMA20 | Below VWAP | ATR SL/TP valid") alertcondition(fakeUp, title="Fake Breakout UP", message="WARNING: Fake breakout ABOVE SMA20") alertcondition(fakeDown, title="Fake Breakout DOWN", message="WARNING: Fake breakout BELOW SMA20")
Pine Script® インジケーター
QueenBee708の投稿
MACD Trend Count ScoreThis indicator aims to confirm trends in an asset's price. This confirmation is achieved by counting the MACD bars in a calculation using the chosen timeframe. Positive and negative bars are considered in the calculation of the strength index, which indicates the current trend of that asset. This Delta index summarizes the predominance of positive or negative bars in the MACD histogram over weekly, bi-weekly, monthly, bi-monthly, and quarterly periods, and, depending on the timeframe used, its result allows one to indicate the intensity of the current trend, according to the results it shows within the following ranges: Acima de +60 → Strong Raise. Entre +20 e +60 → Moderate High. Entre -20 e +20 → Neutral. Entre -60 e -20 → Moderate Low. Abaixo de -60 → Strong Low.
Pine Script® インジケーター
NelsonViannnaの投稿
Abyss Protocol OneAbyss Protocol One — Momentum Exhaustion Trading System Overview Abyss Protocol One is a momentum exhaustion indicator designed to identify high-probability reversal points by detecting when price momentum has reached extreme levels. It combines Chande Momentum Oscillator (CMO) threshold signals with dynamic volatility-adjusted bands and multiple protective filters to generate buy and sell signals. Core Concept The indicator operates on the principle that extreme momentum readings (CMO reaching ±80) often precede mean reversion. Rather than chasing trends, Abyss Protocol waits for momentum exhaustion before signaling entries and exits. Key Components 1. Dynamic Bands (Money Line ± ATR) Center line uses linear regression (Money Line) for smooth trend representation Bands expand and contract based on Bollinger Band Width Percentile (BBWP) Low volatility (BBWP < 30): Tighter bands using lower multiplier High volatility (BBWP > 70): Wider bands using higher multiplier Bands visually adapt to current market conditions 2. CMO Exhaustion Signals BUY Signal: CMO drops below -80 (oversold/momentum exhaustion to downside) SELL Signal: CMO rises above +80 (overbought/momentum exhaustion to upside) Thresholds are configurable for different assets and timeframes 3. ADX Filter Signals only fire when ADX exceeds minimum threshold (default: 22) Ensures there's enough directional movement to trade Prevents signals during choppy, directionless markets 4. Band Contraction Filter Calculates band width percentile rank over configurable lookback When bands are contracted (below 18th percentile), ALL signals are blocked Prevents trading during low-volatility squeeze periods where breakout direction is uncertain 5. Consecutive Buy Limit Maximum of 3 consecutive buys allowed before a sell is required Prevents overexposure during extended downtrends Counter resets when a sell signal fires 6. Underwater Protection Tracks rolling average of recent entry prices (last 10 entries within 7 days) Blocks sell signals if current price is below average entry price Prevents locking in losses during drawdowns 7. Signal Cooldown Minimum 5-bar cooldown between signals Prevents rapid-fire signals during volatile swings 8. Extreme Move Detection Detects when price penetrates beyond bands by more than 0.6 × ATR Extreme signals can bypass normal cooldown period Fire intra-bar for faster response to capitulation/blow-off moves Still respects max consecutive buys and underwater protection Visual Features Trend State Detection The indicator classifies market conditions into six states based on EMA stack, price position, and directional indicators: STRONG UP: Full bullish alignment (EMA stack + price above trend + bullish DI + ADX > threshold) UP: Moderate bullish conditions NEUTRAL: No clear directional bias DOWN: Moderate bearish conditions STRONG DOWN: Full bearish alignment CONTRACTED: Bands squeezed, volatility low ADX Trend Bar Colored dots at chart bottom provide instant trend state visibility: Lime = Strong Uptrend Blue = Uptrend Orange = Neutral Red = Downtrend Maroon = Strong Downtrend White = Contracted Volume Spike Highlighting Purple background highlights candles where volume exceeds 2x the 20-bar average, helping identify institutional activity or significant market events. Signal Labels Buy labels show consecutive buy count (e.g., "BUY 2/3"), price, and CMO value Sell labels show consecutive sell count, price, and CMO value Extreme signals display in distinct colors (cyan for buys, fuchsia for sells) Signal candles turn bright blue for easy identification Info Panel Real-time dashboard displaying: Current trend state CMO value with threshold status CMO thresholds (buy/sell levels) ADX with directional indicator (▲/▼) and signal eligibility BBWP percentage Buy/Sell counters Average entry price (with underwater shield indicator 🛡 when protected) Price position relative to Money Line Band width percentile rank Extreme move status Signals status (OPEN/BLOCKED) Recommended Use Timeframe: 5-15 minute charts (parameters tuned for this range) Best suited for: Assets with regular oscillations between overbought/oversold extremes Trading style: Mean reversion, momentum exhaustion, scaled entries Parameters Summary Money Line Length: 12 — Smoothing for center line ATR Length: 10 — Volatility measurement Band Multiplier (Low/High Vol): 1.5 / 2.5 — Dynamic band width CMO Length: 9 — Momentum calculation period CMO Buy/Sell Threshold: -80 / +80 — Signal trigger levels ADX Min for Signals: 22 — Minimum trend strength Signal Cooldown: 5 bars — Minimum bars between signals Max Consecutive Buys: 3 — Position scaling limit Band Contraction Threshold: 18th %ile — Low volatility filter Band Contraction Lookback: 188 bars — Percentile calculation period Extreme Penetration: 0.6 × ATR — Threshold for extreme signals
Pine Script® インジケーター
ralis24の投稿
Trinity Bollinger Bands Pro with BreakoutsTrinity Bollinger Bands Pro Indicator The **Trinity Bollinger Bands Pro + Triple Bands & Expansion** is a highly customized, advanced volatility and breakout indicator built on the classic Bollinger Bands framework. It expands the standard single-pair bands into **three independent deviation levels** (typically 1σ, 2σ, and 3σ) around a user-selectable moving average basis (default EMA 20). This creates clear "zones" of volatility, with dynamic trend-based coloring, layered fills, fixed-style labels, and a statistical volatility expansion detector shown as a directional background highlight in a separate pane. The result is a visually intuitive tool that helps traders identify consolidation, building momentum, confirmed trends, and rare explosive moves with high-probability filtering. ### Why It's Good and Different from Standard Indicators This indicator stands out by addressing common limitations of traditional Bollinger Bands and multi-deviation scripts: - **Layered statistical significance**: Unlike single (2σ) or basic double-band setups, it provides three distinct levels—early momentum (1σ), standard confirmation (2σ), and extreme/rare breakouts (3σ)—making it easier to stage trades progressively rather than relying on one ambiguous cross. - **Trend-aware visuals**: Bands, basis, and fills change color based on price position relative to a separate trend MA, giving immediate bullish/bearish bias without needing additional indicators. - **Clean, fixed labels**: Tiny, arrow-pointing labels ("1/2/3 SD Above/Below", "BB Basis") with consistent colors (purple upper, blue lower, yellow basis) provide instant identification - **Statistical expansion detection**: Uses percentile ranking of band width "bell curve" concept" to identify abnormally high volatility, triggering directional background highlights (green bullish, red bearish) earlier than raw width spikes. - **Reduced noise and fakeouts**: Tiered breakouts + expansion filter focus alerts on high-probability moves, unlike most BB scripts that flood signals on every touch. Compared to popular public scripts (e.g., standard Bollinger Bands, Triple BB variants, or separate BBW Percentile tools), this combines everything into one cohesive indicator with superior visual clarity and statistical rigor. ### Key Features - **Triple customizable bands**: Enable/disable and adjust multipliers for 1σ (early), 2σ (confirmed), 3σ (extreme) deviations. - **Trend-based dynamic coloring**: Separate editable colors for each band set (bullish/bearish). - **Layered zone fills**: Colored between bands with transparency, reflecting current trend. - **Fixed tiny labels**: All left-pointing arrows with purple (upper), blue (lower), yellow (basis) backgrounds for quick reference. - **Statistical expansion overlay**: with directional background (green/red) during extreme volatility expansions (earlier trigger using 2σ width). - **Tiered alerts**: Early (Band 1), Confirmed (Band 2), Extreme (Band 3), High-Probability (Extreme + expansion), and general expansion alerts. - **Fully configurable basis**: Length, type (SMA/EMA/WMA/RMA), and thin fixed lines for minimal clutter. ### How Traders Can Use It - **Spot squeezes and breakouts**: Watch for tight bands (low width) → expansion background → price closing outside Band 1 (early entry), Band 2 (add/confirm), Band 3 (strong trend conviction). - **Filter fakeouts**: Only act on crosses accompanied by expansion background color matching trend direction—dramatically reduces whipsaws. - **Trend riding**: Price "walking" colored bands (e.g., hugging upper purple-label bands in green background = strong bullish momentum). - **Scalping/intraday**: On lower timeframes (e.g., 10min), use early Band 1 signals with expansion for quick moves. - **Swing/position trading**: Wait for Band 3 extreme breakout + colored background for higher-probability, larger moves. - **Risk management**: Place stops near basis or inner band; trail using outer bands during expansions. Overall, this indicator excels at turning volatility into actionable, staged signals with visual simplicity—ideal for traders seeking an edge in identifying real explosive trends over noise. It's particularly powerful on volatile stocks like AMD/INTC or indices during news/events.
Pine Script® インジケーター
EMA34TRADERの投稿