(16) DRAGON-X VS-148The Dragon is an experimental indicator that is currently still under development. I called this indicator the Dragon because, not unlike the movie and book; “How to train your Dragon”, you must adjust or dial in this indicator (train it) to get good entry/exit signals out of it, for each individual equity you want to examine. That is not nearly as convenient as all of my other indicators, but the extra work can be worth the effort. The benefits of this indicator are its responsive nature and it forecasting ability. In the inputs the algorithm allows you to select a forecasting option. Forecasting in this instance merely means shifting the resulting indicator projections forward by altering the algorithm to be looser. It can fairly accurately forecast 1 to 3 bars forward. The more forward you set the adjustment the less accurate it becomes. John Ehlers was the first person to transform Dr. Voss’s algorithm into an equity trading indicatory. His observations about forecasting are important. While the Voss filter “can’t it really look into the future, it can provide signals in advance of signals used by other traders – and that may be enough to create a successful trading edge.”
As the image below demonstrates the Dragon does indeed get you into and our of trades in advance of even our best indicator, Genie-Cycles, shown below the Dragon.
The second issue regarding this indicator is, it’s not easy to understand the rational behind it. The Dragon filter is a direct derivative of the Voss Predictive Filter. Dr. Voss describes this filter as “A filter for universal real-time prediction of band-limited signals” This algorithm was developed to provide greater resolution and insight into a wide class of signals generated by deterministic or stochastic systems. It attempts to remove group and phase delays from the Weighted Moving Average output. One of Dr. Voss’s fields of endeavor is working to make MRI images clearer. This is done by extracting the first harmonic of the output using a bandpass filter and then applying a "negative-delay" formula to it. Forecasting financial time series is regarded as one of the most challenging applications of time series prediction due to their dynamic nature.
We have more information on our website describing this indicator as well as three links to reference articles that describe the scientific concept underpinning this indicator.
In the image below, the Dragon Indicator is plotted below the price chart so you can see the correlation between the two. If you examine the last two entry signals you can clearly see that the Dragon flags an entry position very early in the turning point transition shift. Actually, at points in the chart that do not in any way look like the end of the last down leg of the cycle. This get you into a trade before most of the rest of the other market competitors.
We consider the Dragon to still be under development. It requires a narrow band width of input data, for the output to generate reliably accurate signals. Market data has unlimited bandwidth.
Our future development of this indicator will take two center of gravity filters and first narrow that resulting bandwidth by utilizing a pass band filter. We will than use this data as an input to the Voss algorithm. We will advise all of our user when this updated version is available. Currentely this experimental version is only available to our unlimited members.
Access this Genie indicator for your Tradingview account, through our web site. (Links Below) This will provide you with additional educational information and reference articles, videos, input and setting options and trading strategies this indicator excels in.
"algo"に関するスクリプトを検索
JERK UP {LM.Alerts Edition} (D)This is the " LONGS-MANAGEMENT Alerts " {LM.Alerts} Edition of JERK UP to enable auto-trading via alerts signaling.
Only the long-signals, generated from the underlying JERK UP algorithm, is used in this strategy-alerts script, with my latest risk-exit (collect gains) and stop-limit algorithms, as well as a bear-market filter, implemented.
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Since {LM.Alerts} engine only focuses on trading and managing longs, a bear-market filter is implemented base on the FUSIONGAPS indicator.
The FUSIONGAPS algorithm signals local bull or bear market phases, and then disables trades conditionally to reduce the chances of having to take losses during a local bear market phase (since the short-signals are not traded).
Enabling the different (Fastest >> Slowest) FUSIONGAPS levels (e.g. 50/15, 100/50, 200/50, 200/100, etc) activates the use of each of these levels to decide the local bull/bear market phases.
So in summary, the {LM.Alerts} algorithm trades up a bullish-hill, taking profits along the way; but stops all trading activity when the market is rolling down a bearish-hill; and then once a local bull-phase is detected again, it resumes trading, etc.
Note: To trade on both bullish and bearish phases, {LM.Alerts} scripts can be applied on an inverse-chart (i.e. 0-BTCUSD) for shorts.
The {LM.Alerts} engine will be ported to my other more powerful trade-signaling scripts in the future.
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FUSIONGAPS V5
Note: In no way is this intended as a financial/investment/trading advice. You are responsible for your own investment decisions and/or trades.
~JuniAiko
(=^~^=)v~
MTF Improved Schaff Trend Cycle IndicatorThis is my cutting edge "Improved Schaff Trend Cycle Indicator" that I radically modified for all assets, not just Forex. Just when you may have thought it was the end of the evolutionary line for Schaff trend cycle indicators, it's not! It's actually two different modified Schaff trend cycle tandem algorithms combined making this a very versatile multicator. Members obtaining Invite-Only access, I might suggest using two of these for increased situational awareness. The creator of "Schaff Trend Cycle", Doug Schaff, a pioneer in Forex analytic trading tools, was really on the right track decades ago when he created the original indicator. At the time of this release, my original free to use formulation shown on the very bottom above is highly popular with members on TV, and in my opinion, one of my most favored indicators I have published so far. Well, this is the NEW and IMPROVED version with reduced lag...
Modifications included are rescaling the range from 0/100 to +/-1.0, employing reversion to the mean principles Dr. John Ehlers elaborates about. The thresholds are set to +/-0.8, nothing significant about those numbers at all, be forewarned! One characteristic about these formulations is that I was able to reduce the lag in many cases. While both are more reactive than the original Schaff trend cycle indicator, often in downward trends, one has the ability to hug the -1.0 line more having an occasional propensity to anticipate false bottoms when significant divergences between the two occur. This is one capability in an indicator I have for so long tried to achieve without any success until now. Also in positive trends, these formulations are more effective when encountering detected peaks/tops without the inherent lag the original formulation had. Both are typically in agreement when an opportune selling exit point is commencing. These characteristics are displayed above on top of the original formulation shown on the bottom.
Another most notable feature I have been including recently is the multiple time frame (MTF) features in the indicator "Settings". The indicator accommodates selectable second-based time frames. This is my third PSv4.0 script to accommodate seconds in MTF adequately. Be forewarned, second-based time frames are currently for Premium subscribers only, until such time in the future when the prerogative of TV might change. I will continue adding second-based time frames to my other indicators where I feel it is beneficial to the indicator.
I.P.O.C.S.: "Initial Public Offering Clean Start" proprietary technology. I figured it's time to more accurately describe this tech starting with this novel indicator. Many of my other indicators already possess this capability. It allows suitable plotting from day one, minute one of IPO, remedying visually delayed signal analysis. It's basically accurate plotting from the very first bar (bar_index==0) on Tradingview. If you don't know what this is, most people don't, go back to the VERY beginning of any stock on the "All" chart and compare it to other similar indicators. What's so special about this? It is extremely difficult to get a healthy plot from bar_index==0 on any platform. However, I have become exceedingly talented performing this feat in most cases but not all depending on the algorithm. This indicator is a successful accomplishment implementing IPOCS. It's inherent value is predominantly for IPO traders who in the past have had to wait 20, 50, and 150 bars before they obtain a precise indicator measurement for the simplest of algorithms in order to make a properly informed decision to potentially invest in an asset. How is this achieved? It's a highly protected secret of mine... but I will say I rarely use Pine built-in functions at all. When I do, I use them scarcely due to currently existing Pine language limitations.
Anyhow, this supersedes my "Enhanced Schaff Trend Cycle Indicator" by far. For those of you who obtain this indicator, enjoy the POWER of Schaff renewed!
Features List Includes:
I.P.O.C.S.(Initial Public Offering Clean Start) Technology
Enable/disable dark background for enhanced visibility
MTF adjustments/selections
Typical Schaff adjustments
"Display Trends" selection to show both trends or each one independently
"Line Width" adjustment for increased line visibility
Ranges and thresholds are enable/disable capable
Upper threshold adjustment
Lower threshold adjustment
Adjustable centered medial zone
This is not a freely available indicator, FYI. To witness my Pine poetry in action, properly negotiated requests for unlimited access, per indicator, may ONLY be obtained by direct contact with me using TV's "Private Chats" or by "Message" hidden in my member name above. The comments section below is solely just for commenting and other remarks, ideas, compliments, etc... regarding only this indicator, not others. If you do have any questions or comments regarding this indicator, I will consider your inquiries, thoughts, and concepts presented below in the comments section, when time provides it. When my indicators achieve more prevalent use by TV members, I will implement more ideas when they present themselves as worthy additions. As always, "Like" it if you simply just like it with a proper thumbs up, and also return to my scripts list occasionally for additional postings. Have a profitable future everyone!
Enhanced Instantaneous Cycle Period - Dr. John EhlersThis is my first public release of detector code entitled "Enhanced Instantaneous Cycle Period" for PSv4.0 I built many months ago. Be forewarned, this is not an indicator, this is a detector to be used by ADVANCED developers to build futuristic indicators in Pine. The origins of this script come from a document by Dr. John Ehlers entitled "SIGNAL ANALYSIS CONCEPTS". You may find this using the NSA's reverse search engine "goggles", as I call it. John Ehlers' MESA used this measurement to establish the data window for analysis for MESA Cycle computations. So... does any developer wish to emulate MESA Cycle now??
I decided to take instantaneous cycle period to another level of novel attainability in this public release of source code with the following methods, if you are curious how I ENHANCED it. Firstly I reduced the delay of accurate measurement from bar_index==0 by quite a few bars closer to IPO. Secondarily, I provided a limit of 6 for a minimum instantaneous cycle period. At bar_index==0, it would provide a period of 0 wrecking many algorithms from the start. I also increased the instantaneous cycle period's maximum value to 80 from 50, providing a window of 6-80 for the instantaneous cycle period value window limits. Thirdly, I replaced the internal EMA with another algorithm. It reduces the lag while extracting a floating point number, for algorithms that will accept that, compared to a sluggish ordinary EMA return. You will see the excessive EMA delay with adding plot(ema(ICP,7)) as it was originally designed. Lastly it's in one simple function for reusability in a nice little package comprising of less than 40 lines of code. I hope I explained that adequately enough and gave you the reader a glimpse of the "Power of Pine" combined with ingenuity.
Be forewarned again, that most of Pine's built-in functions will not accept a floating-point number or dynamic integers for the "length" of it's calculation. You will have to emulate the built-in functions by creating Pine based custom functions, and I assure you, this is very possible in many cases, but not all without array support. You may use int(ICP) to extract an integer from the smoothICP return variable, which may be favorable compared to the choppiness/ringing if ICP alone.
This is commonly what my dense intricate code looks like behind the veil. If you are wondering why there is barely any notation, that's because the notation is in the variable naming and this is intended primarily for ADVANCED developers too. It does contain lines of code that explore techniques in Pine that may be applicable in other Pine projects for those learning or wishing to excel with Pine.
Showcased in the chart below is my free to use "Enhanced Schaff Trend Cycle Indicator", having a common appeal to TV users frequently. If you do have any questions or comments regarding this indicator, I will consider your inquiries, thoughts, and ideas presented below in the comments section, when time provides it. As always, "Like" it if you simply just like it with a proper thumbs up, and also return to my scripts list occasionally for additional postings. Have a profitable future everyone!
NOTICE: Copy pasting bandits who may be having nefarious thoughts, DO NOT attempt this, because this may violate Tradingview's terms, conditions and/or house rules. "WE" are always watching the TV community vigilantly for mischievous behaviors and actions that exploit well intended authors for the purpose of increasing brownie points in reputation scores. Hiding behind a "protected" wall may not protect you from investigation and account penalization by TV staff. Be respectful, and don't just throw an ma() in there branding it as "your" gizmo. Fair enough? Alrighty then... I firmly believe in "innovating" future state-of-the-art indicators, and please contact me if you wish to do so.
Bold Plot-v5A non multi time frame indicator script that includes different algorithms in order to create signals. All signals are created upon new candle open. Never re-paints. When initial entry achieved, it follows the trend and creates different RE-entry/TP/Safety Exit signals depending price movement. It is a release candidate version and still under development.
Changes in v5:
- Take Profit algorithm severely enhanced.
- New Safe Exit algorithm integrated. Safety Exit signals are being created if no take profit signals achieved after an initial entry or re-entry and safety exit algorithm senses a price movement change opposite to recent position.
- Re-Entry algorithm severely enhanced.
Zentrading Trend Follower_v1.1For more information on how to use and how to subscribe please visit
www.zentrading.co
Our ZenTrend Follower is designed to get you into trends in a safe an risk averse manner. It does not only provide you with buy and sell signals forcing you to either react quickly or miss the trade. Rather, our algorithm detects when a trend setup is active and plots a breakout level where you can enter the trade. This also makes it easy for you to scan many assets quickly: All you need to do is see if the indicator has detected a setup, if not, move on!
To ensure that you capture the trend, the indicator indicator shows you where to place your stop loss as the trend progresses. We will also show you a few other simple ways to exit the trades at higher profit levels in the detailed manual you receive after purchasing the indicator.
The shaded areas on the chart indicate that a trade setup has been detected by the algorithm: Green for bullish setups, red for bearish setups. The blue dots are the breakout level, if the price breaks this level the trade is entered. (as you can see on the chart, they can sometimes move towards the price!) Red crosses are plotted as your trailing stop loss, if price breaks the stop loss the trade is closed.
The Forexation: Super Trend SignalsOverview:
The Forexation: Super Trend Signals (STS) indicator was crafted to enhance visualization of market trends by integrating multiple technical analysis tools and adding logic to them so they color bullish, bearish, counter trends, and cautious trends. By combining standard and higher-timeframe Supertrends with dynamic EMAs and VWAP, STS offers a multi-dimensional view of market dynamics. This synergy allows traders to:
Assess Trend Strength and Alignment
Identify Momentum Shifts and Reversals
Gauge Market Sentiment through Volume-Weighted Pricing
Filter Out Market Noise for Clearer Signals
Key Features and Synergy:
1. Dual Supertrend Analysis:
Standard Supertrend:
Utilizes the Average True Range (ATR) and a multiplier factor to detect immediate market trends.
Customizable ATR Length and Factor to adjust sensitivity to market volatility.
Used as a guide to help follow the trend and identify where if price breaks through we can be reversing trend or entering a counter/cautious trend.
Higher Time Frame (HTF) Supertrend:
Integrates Supertrend data from a higher timeframe for a broader market perspective.
Smoothing applied via an EMA to reduce lag and false signals.
**Synergistic Effect:
Trend Alignment: By analyzing both standard and HTF Supertrends, STS identifies when short-term trends align with long-term trends, increasing the reliability of trend signals.
Dynamic Adjustments: Traders can adjust parameters to fine-tune the balance between responsiveness and stability.
2. Customized EMAs with Contextual Color-Coding:
Fast and Slow EMAs:
Customizable periods to match different trading strategies and timeframes.
EMAs are used to identify momentum shifts and potential reversals through crossovers.
Dynamic Color-Coding:
EMA lines change color based on their relationship with each other, the Supertrends, and VWAP.
Visual Interpretation:
Bullish Alignment: Fast EMA above Slow EMA, both above Supertrend and VWAP, signals strong upward momentum.
Bearish Alignment: Fast EMA below Slow EMA, both below Supertrend and VWAP, signals strong downward momentum.
Caution Zones: Misalignment or crossovers indicate potential reversals or consolidation.
**Synergistic Effect:
Momentum Confirmation: EMA crossovers are validated against Supertrend directions, reducing false signals.
Support and Resistance Zones: The area between EMAs acts as dynamic support/resistance, visualized through an optional fill.
3. VWAP Integration for Volume-Weighted Insights:
VWAP Analysis:
Calculates the average price weighted by volume, providing insights into institutional trading levels and market sentiment.
**Synergistic Effect:
Trend Validation: Confirms trend strength by analyzing whether price and EMAs are above or below VWAP.
Counter-Trend Detection: Identifies potential pullbacks or reversals when price interacts with VWAP against the prevailing trend of the standard and higher time frame SuperTrend.
4. Composite Signal Generation:
Color-Coded Market Conditions:
Bullish Signals (Green): Strong upward trends with alignment across standard + HTF Supertrend, EMAs, and price above VWAP.
Bearish Signals (Red): Strong downward trends with inverse alignment.
Caution State (Orange): Potential market reversals or uncertainty when indicators are misaligned. (Example: price above VWAP but under HTF SuperTrend)
Counter-Trend Conditions (Yellow): Signals possible pullbacks or consolidations when price or EMAs cross VWAP. (Example: Price is above VWAP & HTF SuperTrend but the EMAs and Standard SuperTrend are in a down trend)
**Synergistic Effect:
Enhanced Signal Accuracy: By requiring multiple confirmations across different indicators and timeframes, STS filters out noise and increases the probability of trends in the market.
Timely Alerts: Alerts are generated when critical conditions are met, keeping traders informed of significant market movements.
Underlying Concepts and Calculations:
Supertrend Algorithm:
Calculation:
Supertrend is calculated using ATR to set a dynamic trailing stop that follows price movements.
The indicator switches between bullish and bearish modes when price crosses the Supertrend line.
Customization:
ATR Length and Factor can be adjusted to make the Supertrend more or less sensitive to price changes.
In STS: Both standard and HTF Supertrends are used, with the HTF providing longer-term trend context.
Exponential Moving Averages (EMAs):
Calculation:
EMAs apply more weight to recent prices, making them more responsive than Simple Moving Averages (SMAs).
Crossovers between Fast and Slow EMAs signal potential momentum shifts.
Customization:
Periods for Fast and Slow EMAs are user-defined to suit different trading styles.
In STS: EMA behavior is analyzed in conjunction with Supertrend and VWAP to validate signals.
Volume Weighted Average Price (VWAP):
Calculation:
VWAP accumulates total dollars traded (price times volume) divided by total volume over a specific period.
Reflects the average price at which the instrument has traded throughout the day based on both price and volume.
**In STS:
VWAP serves as a dynamic support/resistance level.
Interaction with VWAP can indicate shifts in market sentiment, especially when combined with other indicators.
Justifying the Value of STS:
Holistic Market Analysis:
STS doesn't just merge indicators; it creates a cohesive system where each component validates and enhances the others.
This integrated approach offers a more reliable analysis than using individual indicators in isolation.
Customizable and Adaptive:
Traders have control over key parameters, allowing STS to be tailored to different markets and trading styles.
The ability to adjust sensitivity helps in adapting to varying market conditions.
Enhanced Decision-Making:
By providing clear visual cues and alerts, STS aids in quick interpretation of complex market data.
The indicator helps in identifying high-probability trend opportunities and managing risk effectively with trailing SuperTrend guidance.
Unique Signal Filtering:
The combination of multiple confirmations reduces the likelihood of false trend signals.
The use of higher timeframe data and volume-weighted analysis adds depth to trend assessment.
How to Use STS Effectively:
1. Configuring Settings:
Supertrend Settings:
Adjust ATR Length and Factor to set the desired sensitivity.
Select the Higher Time Frame for the HTF Supertrend to align with your trading horizon.
Set the Smoothing Period for the EMA applied to the HTF Supertrend.
EMA Settings:
Define periods for Fast and Slow EMAs based on your strategy.
Ensure the Fast EMA period is shorter than the Slow EMA for effective crossovers.
Color and Display Settings:
Customize colors for different market conditions to enhance visual clarity.
Choose whether to display the HTF Supertrend, EMA lines, EMA fill, and VWAP.
2. Interpreting Signals:
Bullish Scenario:
Supertrends indicate an uptrend.
Fast EMA crosses above Slow EMA, both trending upwards.
Price and EMAs are above VWAP.
Action: Consider long positions, using the standard Supertrend as a trailing stop.
Bearish Scenario:
Supertrends indicate a downtrend.
Fast EMA crosses below Slow EMA, both trending downwards.
Price and EMAs are below VWAP.
Action: Consider short positions. using the standard Supertrend as a trailing stop
Caution and Counter-Trend Signals:
Misalignment between indicators or color changes to orange/yellow.
Action: Exercise caution, tighten stops, or wait for clearer signals.
4. Setting Up Alerts:
Access the Alerts menu.
Configure alerts for:
Supertrend Direction Changes
EMA Crossovers
Price Crossing VWAP
Set alert actions and ensure they trigger on confirmed data by selecting "Once Per Bar Close."
Example Trading Strategies:
Trend Following:
Use STS to identify strong trends where all indicators are aligned.
Enter positions in the direction of the trend.
Use Supertrend lines as dynamic stop-loss levels.
Pullback Entries:
Wait for price to pull back to the EMA fill area or VWAP in a prevailing trend.
Look for bounce signals off these levels when supported by Supertrend direction.
Counter-Trend Opportunities:
Identify potential reversals when caution or counter-trend signals appear.
Confirm with additional analysis or indicators before taking positions against the main trend.
Disclaimer:
This indicator is intended to aid in technical analysis and should be used as part of a comprehensive trading strategy. It does not guarantee profits and carries the risk of loss. Trading financial instruments involves significant risk; please consult with a qualified financial advisor before making any investment decisions. Past performance is not indicative of future results.
Final Notes:
The Forexation: Super Trend Signals (STS) indicator represents a thoughtfully engineered tool that brings together multiple technical elements to provide a more nuanced understanding of market behavior. By leveraging the strengths of Supertrend, EMAs, and VWAP in unison, STS aims to enhance trading precision and confidence in the trends the market creates but also guide risk management levels for managing a trade and stop loss areas.
We are committed to continuous improvement and value user feedback. Please share your experiences and suggestions to help us refine the indicator further.
Happy Trading!
Volume Based Price Prediction [EdgeTerminal]This indicator combines price action, volume analysis, and trend prediction to forecast potential future price movements. The indicator creates a dynamic prediction zone with confidence bands, helping you visualize possible price trajectories based on current market conditions.
Key Features
Dynamic price prediction based on volume-weighted trend analysis
Confidence bands showing potential price ranges
Volume-based candle coloring for enhanced market insight
VWAP and Moving Average overlay
Customizable prediction parameters
Real-time updates with each new bar
Technical Components:
Volume-Price Correlation: The indicator analyzes the relationship between price movements and volume, Identifies stronger trends through volume confirmation and uses Volume-Weighted Average Price (VWAP) for price equilibrium
Trend Strength Analysis: Calculates trend direction using exponential moving averages, weights trend strength by relative volume and incorporates momentum for improved accuracy
Prediction Algorithm: combines current price, trend, and volume metrics, projects future price levels using weighted factors and generates confidence bands based on price volatility
Customizable Parameters:
Moving Average Length: Controls the smoothing period for calculations
Volume Weight Factor: Adjusts how much volume influences predictions
Prediction Periods: Number of bars to project into the future
Confidence Band Width: Controls the width of prediction bands
How to use it:
Look for strong volume confirmation with green candles, watch for prediction line slope changes, use confidence bands to gauge potential volatility and compare predictions with key support/resistance levels
Some useful tips:
Start with default settings and adjust gradually
Use wider confidence bands in volatile markets
Consider prediction lines as zones rather than exact levels
Best applications of this indicator:
Trend continuation probability assessment
Potential reversal point identification
Risk management through confidence bands
Volume-based trend confirmation
MACD Cloud with Moving Average and ATR BandsThe algorithm implements a technical analysis indicator that combines the MACD Cloud, Moving Averages (MA), and volatility bands (ATR) to provide signals on market trends and potential reversal points. It is divided into several sections:
🎨 Color Bars:
Activated based on user input.
Controls bar color display according to price relative to ATR levels and moving average (MA).
Logic:
⚫ Black: Potential bearish reversal (price above the upper ATR band).
🔵 Blue: Potential bullish reversal (price below the lower ATR band).
o
🟢 Green: Bullish trend (price between the MA and upper ATR band).
o
🔴 Red: Bearish trend (price between the lower ATR band and MA).
o
📊 MACD Bars:
Description:
The MACD Bars section is activated by default and can be modified based on user input.
🔴 Red: Indicates a bearish trend, shown when the MACD line is below the Signal line (Signal line is a moving average of MACD).
🔵 Blue: Indicates a bullish trend, shown when the MACD line is above the Signal line.
Matching colors between MACD Bars and MACD Cloud visually confirms trend direction.
MACD Cloud Logic: The MACD Cloud is based on Moving Average Convergence Divergence (MACD), a momentum indicator showing the relationship between two moving averages of price.
MACD and Signal Lines: The cloud visualizes the MACD line relative to the Signal line. If the MACD line is above the Signal line, it indicates a potential bullish trend, while below it suggests a potential bearish trend.
☁️ MA Cloud:
The MA Cloud uses three moving averages to analyze price direction:
Moving Average Relationship: Three MAs of different periods are plotted. The cloud turns green when the shorter MA is above the longer MA, indicating an uptrend, and red when below, suggesting a downtrend.
Trend Visualization: This graphical representation shows the trend direction.
📉 ATR Bands:
The ATR bands calculate overbought and oversold limits using a weighted moving average (WMA) and ATR.
Center (matr): Shows general trend; prices above suggest an uptrend, while below indicate a downtrend.
Up ATR 1: Marks the first overbought level, suggesting a potential bearish reversal if the price moves above this band.
Down ATR 1: Marks the first oversold level, suggesting a possible bullish reversal if the price moves below this band.
Up ATR 2: Extends the overbought range to an extreme, reinforcing the possibility of a bearish reversal at this level.
Down ATR 2: Extends the oversold range to an extreme, indicating a stronger bullish reversal possibility if price reaches here.
Español:
El algoritmo implementa un indicador de análisis técnico que combina la nube MACD, promedios móviles (MA) y bandas de volatilidad (ATR) para proporcionar señales sobre tendencias del mercado y posibles puntos de reversión. Se divide en varias secciones:
🎨 Barras de Color:
- Activado según la entrada del usuario.
- Controla la visualización del color de las barras según el precio en relación con los niveles de ATR y el promedio móvil (MA).
- **Lógica:**
- ⚫ **Negro**: Reversión bajista potencial (precio por encima de la banda superior ATR).
- 🔵 **Azul**: Reversión alcista potencial (precio por debajo de la banda inferior ATR).
- 🟢 **Verde**: Tendencia alcista (precio entre el MA y la banda superior ATR).
- 🔴 **Rojo**: Tendencia bajista (precio entre la banda inferior ATR y el MA).
### 📊 Barras MACD:
- **Descripción**:
- La sección de barras MACD se activa por defecto y puede modificarse según la entrada del usuario.
- 🔴 **Rojo**: Indica una tendencia bajista, cuando la línea MACD está por debajo de la línea de señal (la línea de señal es una media móvil de la MACD).
- 🔵 **Azul**: Indica una tendencia alcista, cuando la línea MACD está por encima de la línea de señal.
- La coincidencia de colores entre las barras MACD y la nube MACD confirma visualmente la dirección de la tendencia.
### 🌥️ Nube MACD:
- **Lógica de la Nube MACD**: Basada en el indicador de convergencia-divergencia de medias móviles (MACD), que muestra la relación entre dos medias móviles del precio.
- **Líneas MACD y de Señal**: La nube visualiza la relación entre la línea MACD y la línea de señal. Si la línea MACD está por encima de la de señal, indica una tendencia alcista potencial; si está por debajo, sugiere una tendencia bajista.
### ☁️ Nube MA:
- **Relación entre Medias Móviles**: Se trazan tres medias móviles de diferentes períodos. La nube se vuelve verde cuando la media más corta está por encima de la más larga, indicando una tendencia alcista, y roja cuando está por debajo, sugiriendo una tendencia bajista.
- **Visualización de Tendencias**: Proporciona una representación gráfica de la dirección de la tendencia.
### 📉 Bandas ATR:
- Las bandas ATR calculan límites de sobrecompra y sobreventa usando una media ponderada y el ATR.
- **Centro (matr)**: Muestra la tendencia general; precios por encima indican tendencia alcista y debajo, bajista.
- **Up ATR 1**: Marca el primer nivel de sobrecompra, sugiriendo una reversión bajista potencial si el precio sube por encima de esta banda.
- **Down ATR 1**: Marca el primer nivel de sobreventa, sugiriendo una reversión alcista potencial si el precio baja por debajo de esta banda.
- **Up ATR 2**: Amplía el rango de sobrecompra a un nivel extremo, reforzando la posibilidad de reversión bajista.
- **Down ATR 2**: Extiende el rango de sobreventa a un nivel extremo, sugiriendo una reversión alcista más fuerte si el precio alcanza esta banda.
Super Scalping SystemChart/Grafik: XU100.USD
Time/Zaman: 15 Minute/15 Dakika
English Explanation (Türkçe açıklaması aşağıda)
Overview:
The "Super Scalping System" is a lightweight trend-following indicator designed to assist traders in detecting short-term trend reversals and market conditions. The indicator draws a dynamic trendline and changes the color of the candlesticks according to the calculated trend. It is built to enhance quick decision-making for scalpers operating on low timeframes.
Key Features:
Instantaneous Trendline Calculation
The trendline is calculated using a weighted average of the last four bars, giving more importance to the most recent bar. This smoothens the trend and helps scalpers identify trend changes quickly.
Candle Coloring
The indicator colors the bars green or red based on whether the trendline is above or below the zero line.
Zero Line Reference
A zero line is included as a visual reference, indicating when the trendline crosses into positive or negative territory.
Indicator Settings
The indicator will be displayed directly on the main price chart.
Alarm Setup on Zero Line Crossings
Users can set an alarm when the trendline crosses the zero line to receive notifications for potential trend changes.
*/-/-/* Moving the Indicator to a New Pane */-/-/*
To move the indicator to a separate panel, click on the three dots next to the indicator name at the top left of the screen. Then, select “Move to” and click “New Pane Below” from the dropdown menu. This step is crucial for better chart management and visibility.
User Input (Length):
A Length input is provided, where the minimum allowed value is 4 bars to ensure meaningful calculations.
Price Calculation (OHLC4):
The average price, known as OHLC4, is used to smooth out volatility by averaging the open, high, low, and close prices.
Super Scalping System Calculation:
The trendline dynamically adjusts based on recent price movements, giving greater emphasis to the latest data to reflect market conditions accurately. A sophisticated smoothing technique is applied to filter out noise and enhance trend detection. This process ensures a responsive trendline that helps traders quickly identify potential market shifts. The final value is derived from a proprietary formula optimized for short-term scalping strategies.
Plotting the Trendline:
The trendline is plotted. If the value is above the zero line, it appears green; otherwise, it turns red.
Candle Coloring:
The candles are colored green during an uptrend and red during a downtrend to provide visual clarity to users.
Zero Line Plot:
A white zero line is plotted for reference to easily identify the trendline's position.
How to Use the Indicator:
Uptrend Signal:
When the trendline crosses above the zero line and turns green, it indicates a potential upward trend. Traders may consider buying in this scenario.
Downtrend Signal:
When the trendline crosses below the zero line and turns red, it indicates a potential downward trend. Traders may consider selling in this case.
Scalping Strategy Tips:
Best suited for low-timeframe charts (1-minute or 5-minute).
Use in conjunction with other indicators (like RSI or MACD) for better accuracy.
Be cautious in choppy markets, as scalping involves quick trend reversals.
Important Disclaimer:
No indicator, algorithm, or strategy can predict the markets with 100% accuracy. This tool is designed to help make informed decisions but should not be used as the sole basis for trading. Always consider using additional analysis and risk management strategies. Blind reliance on any tool can lead to significant financial losses.
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Türkçe Açıklama
Genel Bakış:
"Super Scalping System", kısa vadeli trend dönüşlerini ve piyasa koşullarını tespit etmek için tasarlanmış hafif bir trend takip göstergesidir. Gösterge, dinamik bir trend çizgisi çizer ve mumları hesaplanan trende göre renklendirir. Özellikle düşük zaman dilimlerinde işlem yapan scalping yatırımcılarının hızlı karar vermesine yardımcı olmak için geliştirilmiştir.
Temel Özellikler:
Anlık Trend Çizgisi Hesaplaması
Trend çizgisi, son dört mumun ağırlıklı ortalaması kullanılarak hesaplanır. Son mumlara daha fazla önem verilerek trendin daha yumuşak görünmesi sağlanır.
Mumların Renklendirilmesi
Gösterge, mumları trend çizgisinin sıfır çizgisinin üstünde veya altında olmasına göre yeşil veya kırmızıya boyar.
Sıfır Çizgisi Referansı
Trend çizgisinin pozitif veya negatif bölgeye geçtiğini görsel olarak anlamak için bir sıfır çizgisi eklenmiştir.
Gösterge Ayarları:
Gösterge ana fiyat grafiği üzerine eklenir.
Sıfır Çizgisi Kesişmelerine Alarm Kurulumu:
Trend çizgisi sıfır çizgisini kestiğinde alarm kurarak olası trend değişimlerinden haberdar olabilirsiniz.
*/-/-/* Göstergeyi Yeni Bir Panoya Taşımak */-/-/*
Göstergeyi ayrı bir panele taşımak için, ekranın sol üst köşesindeki gösterge adının yanında bulunan üç noktaya tıklayın. Ardından, “Taşı” seçeneğine tıklayıp açılan menüden “Aşağıda Yeni Pano” seçeneğini seçin. Bu adım, grafik yönetimini ve görünürlüğü iyileştirmek için oldukça önemlidir.
Kullanıcı Girdisi (Length):
Length girdisi, en az 4 mum olacak şekilde ayarlanmıştır.
Fiyat Hesaplama (OHLC4):
Açılış, en yüksek, en düşük ve kapanış fiyatlarının ortalaması alınarak volatilite azaltılır.
Super Scalping System Hesaplaması:
Trend çizgisi, son fiyat hareketlerine dayalı olarak dinamik şekilde ayarlanır ve piyasa koşullarını doğru yansıtmak için en güncel verilere daha fazla ağırlık verir. Gürültüyü filtrelemek ve trend tespitini iyileştirmek için gelişmiş bir düzeltme tekniği uygulanır. Bu süreç, hızlı piyasa değişimlerini yakalamaya yönelik duyarlı bir trend çizgisi sağlar. Son değer, kısa vadeli scalping stratejileri için optimize edilmiş özel bir formülden elde edilir.
Trend Çizgisinin Çizimi:
Trend çizgisi sıfır çizgisinin üstündeyse yeşil, altındaysa kırmızı olarak çizilir.
Mum Renklendirmesi:
Yukarı trendde mumlar yeşil, aşağı trendde kırmızı renkte gösterilir.
Sıfır Çizgisi:
Sıfır çizgisi, trend çizgisinin pozisyonunu görmek için beyaz renkte çizilir.
Gösterge Nasıl Kullanılır:
Yükseliş Trendi Sinyali:
Trend çizgisi sıfır çizgisinin üzerine çıkıp yeşile döndüğünde, olası bir yükseliş trendi sinyali verir. Bu durumda alış yapmayı düşünebilirsiniz.
Düşüş Trendi Sinyali:
Trend çizgisi sıfır çizgisinin altına indiğinde ve kırmızıya döndüğünde, olası bir düşüş trendi sinyali verir. Bu durumda satış yapabilirsiniz.
Scalping Stratejisi İpuçları:
1 veya 5 dakikalık grafiklerde daha etkilidir.
Daha yüksek doğruluk için RSI veya MACD gibi diğer göstergelerle kullanın.
Dalgalı piyasalarda dikkatli olun, scalping hızlı trend dönüşleri gerektirir.
Önemli Uyarı:
Hiçbir gösterge, algoritma veya strateji piyasaları %100 doğrulukla tahmin edemez. Bu araç, bilinçli kararlar vermenize yardımcı olmak için tasarlanmıştır, ancak yalnızca ticaret için tek temel olarak kullanılmamalıdır. Daima ek analizler ve risk yönetimi stratejileri kullanmayı düşünün. Herhangi bir araca körü körüne bağlı kalmak, önemli finansal kayıplara yol açabilir.
Third-order moment by TonymontanovThe "Third-order moment" indicator is designed to help traders identify asymmetries and potential turning points in a financial instrument's price distribution over a specified period. By calculating the skewness of the price distribution, this indicator provides insights into the potential future movement direction of the market.
User Parameters:
- Length: This parameter defines the number of bars (or periods) used to compute the mean and third-order moment. A longer length provides a broader historical context, which may smooth out short-term volatility.
- Source: The data input for calculations, defaulting to the closing price of each bar, although users can select alternatives like open, high, low, or any custom value to suit their analysis preferences.
Operational Algorithm:
1. Mean Calculation:
- The indicator begins by calculating the arithmetic mean of the selected data source over the specified period.
2. Third-order Moment Calculation:
- A deviation from the mean is calculated for each data point. These deviations are then cubed to capture any asymmetry in the price distribution.
- The third-order moment is determined by summing these cubed deviations over the specified length and dividing by the number of periods, providing a measure of skewness.
3. Graphical Representation:
- The indicator plots the third-order moment as a column plot. The color of the columns changes based on the sign of the moment: green for positive and red for negative, suggesting bullish and bearish skewness, respectively.
- A zero line is included to help visualize transitions between positive and negative skewness clearly.
- Additionally, the background color shifts depending on whether the third-order moment is above or below zero, further highlighting the prevailing market sentiment.
The "Third-order moment" indicator is a valuable tool for traders looking to gauge the market's skewness, helping identify potential trend continuations or reversals. By understanding the dominance of positive or negative skewness, traders can make more informed decisions.
Asymmetric volatilityThe "Asymmetric Volatility" indicator is designed to visualize the differences in volatility between upward and downward price movements of a selected instrument. It operates on the principle of analyzing price movements over a specified time period, with particular focus on the symmetrical evaluation of both price rises and falls.
User Parameters:
- Length: This parameter specifies the number of bars (candles) used to calculate the average volatility. The larger the value, the longer the time period, and the smoother the volatility data will be.
- Source: This represents the input data for the indicator calculations. By default, the close value of each bar is used, but the user can choose another data source (such as open, high, low, or any custom value).
Operational Algorithm:
1. Movement Calculation:
- UpMoves: Computed as the positive difference between the current bar value and the previous bar value, if it is greater than zero.
- DownMoves: Computed as the positive difference between the previous bar value and the current bar value, if it is greater than zero.
2. Volatility Calculation:
- UpVolatility: This is the arithmetic mean of the UpMoves values over the specified period.
- DownVolatility: This is the arithmetic mean of the DownMoves values over the specified period.
3. Graphical Representation:
- The indicator displays two plots: upward and downward volatility, represented by green and red lines, respectively.
- The background color changes based on which volatility is dominant: a green background indicates that upward volatility prevails, while a red background indicates downward volatility.
The indicator allows traders to quickly assess in which direction the market is more volatile at the moment, which can be useful for making trading decisions and evaluating the current market situation.
VATICAN BANK CARTELVATICAN BANK CARTEL - Precision Signal Detection for Buyers.
The VATICAN BANK CARTEL indicator is a highly sophisticated tool designed specifically for buyers, helping them identify key market trends and generate actionable buy signals. Utilizing advanced algorithms, this indicator employs a multi-variable detection mechanism that dynamically adapts to price movements, offering real-time insights to assist in executing profitable buy trades. This indicator is optimized solely for identifying buying opportunities, ensuring that traders are equipped to make well-timed entries and exits, without signals for shorting or selling.
The recommended settings for VATICAN BANK CARTEL indicator is as follows:-
Depth Engine = 20,30,40,50,100.
Deviation Engine = 3,5,7,15,20.
Backstep Engine = 15,17,20,25.
NOTE:- But you can also use this indicator as per your setting, whichever setting gives you best results use that setting.
Key Features:
1.Adaptive Depth, Deviation, and Backstep Inputs:
The core of this indicator is its customizable Depth Engine, Deviation Engine, and Backstep Engine parameters. These inputs allow traders to adjust the sensitivity of the trend detection algorithm based on specific market conditions:
Depth: Defines how deep the indicator scans historical price data for potential trend reversals.
Deviation: Determines the minimum required price fluctuation to confirm a market movement.
Backstep: Sets the retracement level to filter false signals and maintain the accuracy of trend detection.
2. Visual Signal Representation:
The VATICAN BANK CARTEL plots highly visible labels on the chart to mark trend reversals. These labels are customizable in terms of size and transparency, ensuring clarity in various chart environments. Traders can quickly spot buying opportunities with green labels and potential square-off points with red labels, focusing exclusively on buy-side signals.
3.Real-Time Alerts:
The indicator is equipped with real-time alert conditions to notify traders of significant buy or square-off buy signals. These alerts, which are triggered based on the indicator’s internal signal logic, ensure that traders never miss a critical market movement on the buy side.
4.Custom Label Size and Transparency:
To enhance visual flexibility, the indicator allows the user to adjust label size (from small to large) and transparency levels. This feature provides a clean, adaptable view suited for different charting styles and timeframes.
How It Works:
The VATICAN BANK CARTEL analyzes the price action using a sophisticated algorithm that considers historical low and high points, dynamically detecting directional changes. When a change in market direction is detected, the indicator plots a label at the key reversal points, helping traders confirm potential entry points:
- Buy Signal (Green): Indicates potential buying opportunities based on a trend reversal.
- Square-Off Buy Signal (Red): Marks the exit point for open buy positions, allowing traders to take profits or protect capital from potential market reversals.
Note: This indicator is exclusively designed to provide signals for buyers. It does not generate sell or short signals, making it ideal for traders focused solely on identifying optimal buying opportunities in the market.
Customizable Parameters:
- Depth Engine: Fine-tunes the historical data analysis for signal generation.
- Deviation Engine: Adjusts the minimum price change required for detecting trends.
- Backstep Engine: Controls the indicator's sensitivity to retracements, minimizing false signals.
- Labels Transparency: Adjusts the opacity of the labels, ensuring they integrate seamlessly into any chart layout.
- Buy and Sell Colors: Customizable color options for buy and square-off buy labels to match your preferred color scheme.
- Label Size: Select between five different label sizes for optimal chart visibility.
Ideal For:
This indicator is ideal for both beginner and experienced traders looking to enhance their buying strategy with a highly reliable, visual, and alert-driven tool. The VATICAN BANK CARTEL adapts to various timeframes, making it suitable for day traders, swing traders, and long-term investors alike—focused exclusively on buying opportunities.
Benefits and Applications:
1.Intraday Trading: The VATICAN BANK CARTEL indicator is particularly well-suited for intraday trading, as it provides accurate and timely "buy" and "square-off buy" signals based on the current market dynamics.
2.Trend-following Strategies: Traders who employ trend-following strategies can leverage the indicator's ability to identify the overall market direction, allowing them to align their trades with the dominant trend.
3.Swing Trading: The dynamic price tracking and signal generation capabilities of the indicator can be beneficial for swing traders, who aim to capture medium-term price movements.
Security Measures:
1. The code includes a security notice at the beginning, indicating that it is subject to the Mozilla Public License 2.0, which is a reputable open-source license.
2. The code does not appear to contain any obvious security vulnerabilities or malicious content that could compromise user data or accounts.
NOTE:- This indicator is provided under the Mozilla Public License 2.0 and is subject to its terms and conditions.
Disclaimer: The usage of VATICAN BANK CARTEL indicator might or might not contribute to your trading capital(money) profits and losses and the author is not responsible for the same.
IMPORTANT NOTICE:
While the indicator aims to provide reliable "buy" and "square-off buy" signals, it is crucial to understand that the market can be influenced by unpredictable events, such as natural disasters, political unrest, changes in monetary policies, or economic crises. These unforeseen situations may occasionally lead to false signals generated by the VATICAN BANK CARTEL indicator.
Users should exercise caution and diligence when relying on the indicator's signals, as the market's behavior can be unpredictable, and external factors may impact the accuracy of the signals. It is recommended to thoroughly backtest the indicator's performance in various market conditions and to use it as one of the many tools in a comprehensive trading strategy, rather than solely relying on its output.
Ultimately, the success of the VATICAN BANK CARTEL indicator will depend on the user's ability to adapt it to their specific trading style, market conditions, and risk management approach. Continuous monitoring, analysis, and adjustment of the indicator's settings may be necessary to maintain its effectiveness in the ever-evolving financial markets.
DEVELOPER:- yashgode9
PineScript:- version:- 5
This indicator aims to enhance trading decision-making by combining DEPTH, DEVIATION, BACKSTEP with custom signal generation, offering a comprehensive tool for traders seeking clear "buy" and "square-off buy" signals on the TradingView platform.
Stationarity Test: Dickey-Fuller & KPSS [Pinescriptlabs]
📊 Kwiatkowski-Phillips-Schmidt-Shin Model Indicator & Dickey-Fuller Test 📈
This algorithm performs two statistical tests on the price spread between two selected instruments: the first from the current chart and the second determined in the settings. The purpose is to determine if their relationship is stationary. It then uses this information to generate **visual signals** based on how far the current relationship deviates from its historical average.
⚙️ Key Components:
• 🧪 ADF Test (Augmented Dickey-Fuller):** Checks if the spread between the two instruments is stationary.
• 🔬 KPSS Test (Kwiatkowski-Phillips-Schmidt-Shin):** Another test for stationarity, complementing the ADF test.
• 📏 Z-Score Calculation:** Measures how many standard deviations the current spread is from its historical mean.
• 📊 Dynamic Threshold:** Adjusts the trading signal threshold based on recent market volatility.
🔍 What the Values Mean:
The indicator displays several key values in a table:
• 📈 ADF Stationarity:** Shows "Stationary" or "Non-Stationary" based on the ADF test result.
• 📉 KPSS Stationarity:** Shows "Stationary" or "Non-Stationary" based on the KPSS test result.
• 📏 Current Z-Score:** The current Z-score of the spread.
• 🔗 Hedge Ratio:** The relationship coefficient between the two instruments.
• 🌐 Market State:** Describes the current market condition based on the Z-score.
📊 How to Interpret the Chart:
• The main chart displays the Z-score of the spread over time.
• The green and red lines represent the upper and lower thresholds for trading signals.
• The area between the **Z-score** and the thresholds is filled when a trading signal is active.
• Additional charts show the **statistics of the ADF and KPSS tests** and their critical values.
**📉 Practical Example: NVIDIA Corporation (NVDA)**
Looking at the chart for **NVIDIA Corporation (NVDA)**, we can see how the indicator applies in a real case:
1. **Main Chart (Top):**
• Shows the **historical price** of NVIDIA on a weekly scale.
• A general **uptrend** is observed with periods of consolidation.
2. **KPSS & ADF Indicator (Bottom):**
• The lower chart shows the KPSS & ADF Model indicator applied to NVIDIA.
• The **green line** represents the Z-score of the spread.
• The **green shaded areas** indicate periods where the Z-score exceeded the thresholds, generating trading signals.
3. **📋 Current Values in the Table:**
• **ADF Stationarity:** Non-Stationary
• **KPSS Stationarity:** Non-Stationary
• **Current Z-Score:** 3.45
• **Hedge Ratio:** -164.8557
• **Market State:** Moderate Volatility
4. **🔍 Interpretation:**
• A Z-score of **3.45** suggests that NVIDIA’s price is significantly above its historical average relative to **EURUSD**.
• Both the **ADF** and **KPSS** tests indicate **non-stationarity**, suggesting **caution** when using mean reversion signals at this moment.
• The market state "Moderate Volatility" indicates noticeable deviation, but not extreme.
---
**💡 Usage:**
• **When Both Tests Show Stationarity:**
• **🔼 If Z-score > Upper Threshold:** Consider **buying the first instrument** and **selling the second**.
• **🔽 If Z-score < Lower Threshold:** Consider **selling the first instrument** and **buying the second**.
• **When Either Test Shows Non-Stationarity:**
• Wait for the relationship to become **stationary** before trading.
• **Market State:**
• Use this information to evaluate **general market conditions** and adjust your trading strategy accordingly.
**Mirror Comparison of the Same as Symbol 2 🔄📊**
**📊 Table Values:**
• **Extreme Volatility Threshold:** This value is displayed when the **Z-score** exceeds **100%**, indicating **extreme deviation**. It signals a potential **trading opportunity**, as the spread has reached unusually high or low levels, suggesting a **reversion or correction** in the market.
• **Mean Reversion Threshold:** Appears when the **Z-score** begins returning towards the mean after a period of **high or extreme volatility**. It indicates that the spread between the assets is returning to normal levels, suggesting a phase of **stabilization**.
• **Neutral Zone:** Displayed when the **Z-score** is near **zero**, signaling that the spread between assets is within expected limits. This indicates a **balanced market** with no significant volatility or clear trading opportunities.
• **Low Volatility Threshold:** Appears when the **Z-score** is below **70%** of the dynamic threshold, reflecting a period of **low volatility** and market stability, indicating fewer trading opportunities.
Español:
📊 Indicador del Modelo Kwiatkowski-Phillips-Schmidt-Shin & Prueba de Dickey-Fuller 📈
Este algoritmo realiza dos pruebas estadísticas sobre la diferencia de precios (spread) entre dos instrumentos seleccionados: el primero en el gráfico actual y el segundo determinado en la configuración. El objetivo es determinar si su relación es estacionaria. Luego utiliza esta información para generar señales visuales basadas en cuánto se desvía la relación actual de su promedio histórico.
⚙️ Componentes Clave:
• 🧪 Prueba ADF (Dickey-Fuller Aumentada): Verifica si el spread entre los dos instrumentos es estacionario.
• 🔬 Prueba KPSS (Kwiatkowski-Phillips-Schmidt-Shin): Otra prueba para la estacionariedad, complementando la prueba ADF.
• 📏 Cálculo del Z-Score: Mide cuántas desviaciones estándar se encuentra el spread actual de su media histórica.
• 📊 Umbral Dinámico: Ajusta el umbral de la señal de trading en función de la volatilidad reciente del mercado.
🔍 Qué Significan los Valores:
El indicador muestra varios valores clave en una tabla:
• 📈 Estacionariedad ADF: Muestra "Estacionario" o "No Estacionario" basado en el resultado de la prueba ADF.
• 📉 Estacionariedad KPSS: Muestra "Estacionario" o "No Estacionario" basado en el resultado de la prueba KPSS.
• 📏 Z-Score Actual: El Z-score actual del spread.
• 🔗 Ratio de Cobertura: El coeficiente de relación entre los dos instrumentos.
• 🌐 Estado del Mercado: Describe la condición actual del mercado basado en el Z-score.
📊 Cómo Interpretar el Gráfico:
• El gráfico principal muestra el Z-score del spread a lo largo del tiempo.
• Las líneas verdes y rojas representan los umbrales superior e inferior para las señales de trading.
• El área entre el Z-score y los umbrales se llena cuando una señal de trading está activa.
• Los gráficos adicionales muestran las estadísticas de las pruebas ADF y KPSS y sus valores críticos.
📉 Ejemplo Práctico: NVIDIA Corporation (NVDA)
Observando el gráfico para NVIDIA Corporation (NVDA), podemos ver cómo se aplica el indicador en un caso real:
Gráfico Principal (Superior): • Muestra el precio histórico de NVIDIA en escala semanal. • Se observa una tendencia alcista general con períodos de consolidación.
Indicador KPSS & ADF (Inferior): • El gráfico inferior muestra el indicador Modelo KPSS & ADF aplicado a NVIDIA. • La línea verde representa el Z-score del spread. • Las áreas sombreadas en verde indican períodos donde el Z-score superó los umbrales, generando señales de trading.
📋 Valores Actuales en la Tabla: • Estacionariedad ADF: No Estacionario • Estacionariedad KPSS: No Estacionario • Z-Score Actual: 3.45 • Ratio de Cobertura: -164.8557 • Estado del Mercado: Volatilidad Moderada
🔍 Interpretación: • Un Z-score de 3.45 sugiere que el precio de NVIDIA está significativamente por encima de su promedio histórico en relación con EURUSD. • Tanto la prueba ADF como la KPSS indican no estacionariedad, lo que sugiere precaución al usar señales de reversión a la media en este momento. • El estado del mercado "Volatilidad Moderada" indica una desviación notable, pero no extrema.
💡 Uso:
• Cuando Ambas Pruebas Muestran Estacionariedad:
• 🔼 Si Z-score > Umbral Superior: Considera comprar el primer instrumento y vender el segundo.
• 🔽 Si Z-score < Umbral Inferior: Considera vender el primer instrumento y comprar el segundo.
• Cuando Alguna Prueba Muestra No Estacionariedad:
• Espera a que la relación se vuelva estacionaria antes de operar.
• Estado del Mercado:
• Usa esta información para evaluar las condiciones generales del mercado y ajustar tu estrategia de trading en consecuencia.
Comparativo en Espejo del Mismo Como Símbolo 2 🔄📊
📊 Valores de la Tabla:
• Umbral de Volatilidad Extrema: Este valor se muestra cuando el Z-score supera el 100%, indicando desviación extrema. Señala una posible oportunidad de trading, ya que el spread entre los activos ha alcanzado niveles inusualmente altos o bajos, lo que podría indicar una reversión o corrección en el mercado.
• Umbral de Reversión a la Media: Aparece cuando el Z-score comienza a volver hacia la media tras un período de alta o extrema volatilidad. Indica que el spread entre los activos está regresando a niveles normales, sugiriendo una fase de estabilización.
• Zona Neutral: Se muestra cuando el Z-score está cerca de cero, señalando que el spread entre activos está dentro de lo esperado. Esto indica un mercado equilibrado con ninguna volatilidad significativa ni oportunidades claras de trading.
• Umbral de Baja Volatilidad: Aparece cuando el Z-score está por debajo del 70% del umbral dinámico, reflejando un período de baja volatilidad y estabilidad del mercado, indicando menos oportunidades de trading.
[DarkTrader] Harmonic SNRThe Harmonic SNR indicator identifies key price levels (pivots) based on harmonic swings and highlights these levels as potential support and resistance zones. It works by analyzing price swings on two different timeframes simultaneously and compares the resulting pivot points to find matching levels between the timeframes.
Once the matching levels are identified, the script filters out the ones that are too close to each other based on a user-defined minimum distance. This helps in displaying only the most relevant levels on the chart. The valid levels are then sorted and plotted as lines on the chart to provide visual reference points for potential support and resistance areas. These harmonic levels can help traders identify key price zones where the market may react or reverse.
The difference between Harmonic SNR algorithm and traditional Classic Support and Resistance (SNR) lies in the methodology of identifying key price levels, the comparison of timeframes, and the way the levels are filtered and plotted.
1. Method of Calculation
Classic SNR :
Support and resistance levels are often identified based on historical price highs and lows, psychological round numbers, or areas where price has reversed multiple times in the past.
This approach is more static and often relies on manual identification or simple horizontal lines that mark historical levels.
Harmonic SNR :
This indicator uses pivot highs and lows from harmonic swings based on a defined swing period. It calculates swing points programmatically (using pivot calculations) and identifies key price levels algorithmically.
It compares pivot points across two different timeframes (intraday and a higher timeframe) to filter out important price levels, providing a more dynamic and multi-timeframe perspective.
2. Multi-Timeframe Comparison
Classic SNR :
Classic SNR typically focuses on one timeframe and doesn’t involve comparing key levels across different timeframes.
It marks levels purely based on historical price behavior within the single timeframe of analysis.
Harmonic SNR :
This algorithm compares price swings from two different timeframes (e.g., intraday and daily or higher timeframes). Only levels that appear in both timeframes are considered valid.
This makes the harmonic SNR more selective, filtering out weaker levels and highlighting only those that are significant on both timeframes.
3. Dynamic Filtering and Distance Control
Classic SNR :
Traditional SNR does not typically involve filtering based on the distance between levels. It can plot multiple levels even if they are very close to each other, which can clutter the chart.
Harmonic SNR :
This script introduces a filtering mechanism based on a user-defined minimum distance between two levels. If two levels are too close to each other (within a specified threshold), one is excluded to avoid redundancy.
This distance control adds an additional layer of precision to your SNR levels, making them more reliable by avoiding over-clustered levels.
Indicator In Use :
By using harmonic swing points, this indicator indirectly reflects harmonic price movement, which is rooted in the natural oscillation of the market. This gives your SNR levels a dynamic, harmonic-based foundation.
FloWave Oscillator [StabTrading]The FloWave Oscillator is a powerful trading tool designed to identify market trends and reversals by analysing reversal zones based on momentum and fear algorithms.
Serving as the first stage in a comprehensive trading system, it is intentionally straightforward, allowing traders to clearly see potential entry points across all charts and timeframes.
By inputting their own market sentiment, traders can customize the algorithm to align with their trading style. This flexibility helps traders navigate complex market environments with greater precision, whether they are seeking to capitalize on short-term opportunities or ride longer-term trends.
💡 Features
Reversal Zones - The FloWave Oscillator identifies key reversal zones driven by momentum and fear dynamics. Lighter green zones signal the initial stages of a potential reversal, while darker green zones indicate that a trend flip is imminent.
Trading Style Customization - The indicator allows traders to adjust their trading style with sensitivity settings ranging from Very Aggressive to Very Conservative. This flexibility lets traders tailor the indicator to their preferred time horizon—whether they seek to scalp short-term opportunities or capture long-term reversals.
🔥 Sensitivity Settings
Very Aggressive/Aggressive - These settings increase the indicator's sensitivity, generating more frequent signals, ideal for traders focused on short-term gains or those navigating choppy markets.
Neutral - Offers a balanced approach, combining both aggressive and conservative elements. It's a starting point for traders to evaluate performance before adjusting to more specific styles.
Conservative/Very Conservative - These settings reduce signal frequency, focusing on stronger, more reliable reversals. Best suited for long-term traders aiming to minimize risk and avoid premature market entries or exits.
🛠️ Usage/Practice
In the above example we’ll analysis how the indicator accurately predicts both the tops and bottoms of a market cycle.
Top of the Bull Market - The trendline initially shows two light red reversal zones, signalling a potential weakening in the upward momentum. As the trend progresses, a dark red zone emerges, confirming that a more substantial trend reversal to the downside is likely. This sequence provides an early warning, allowing traders to prepare for a possible market shift.
First Bull Signal - In the following phase, the indicator mirrors the previous action but in the opposite direction, identifying a reversal towards the upside. This behaviour demonstrates the indicator's ability to adapt to changing market conditions.
Bottom of the Bear Market - As the market continues its downward trajectory, the indicator presents two dark green reversal zones, highlighting areas where the selling pressure may be easing. These dark green zones offer three distinct opportunities to dollar-cost average (DCA) into the asset, allowing traders to build or enhance their positions during the end of the bear cycle. The indicator’s sensitivity in this phase ensures that traders can navigate the bearish market with confidence.
Continuation of Bull Cycle - In this segment, the indicator does not display any dark green reversal zones, implying that the uptrend remains robust. The absence of these zones suggests that the upward momentum is likely to continue, providing traders with another opportunity to add to their long positions. This scenario underscores the indicator’s capacity to identify when a trend is strong enough to warrant additional investment.
Potential Correction in an Uptrend - A light red zone appears, signalling a possible correction within the ongoing uptrend. However, the absence of a dark red zone indicates that the correction may be minor and that the overall trend is still upward. Traders might view this as a conservative point to take some profits off the table, managing risk while staying aligned with the broader bull market.
Bearish Signal - Eventually, a dark red reversal zone emerges, indicating that the trend has lost its upward momentum. This signal serves as a strong indicator that the uptrend may be concluding, prompting traders to consider exiting their positions or taking a more defensive stance. As the market enters a sideways phase, the trader can switch to a more aggressive trading style, seeking opportunities to scalp within the range while navigating the flat market conditions.
In this example, we demonstrate how to identify scalp trading opportunities by combining the Very Conservative and Very Aggressive settings. The key strategy is to use the Very Conservative trend to confirm the validity of reversal zones identified by the Very Aggressive setting.
The VC trend doesn’t indicate a buy reversal zone, but it shows an upward divergence. This suggests that the reversal buy zone on the VA chart is a potential entry point due to the supportive VC trend.
Multiple sell zones appear on the VA chart, but the VC trend shows a strong and steady uptrend. This suggests that we should wait for confirmation from the VC trend before considering a sell position, as the market is still moving upward strongly.
The VA chart shows several buy zones, but the VC trend indicates a strong downtrend, and no buy zone appears on the conservative setting. This suggests waiting for the next VA buy zone, confirmed by an upward divergence on the VC trend, before entering a trade.
Similar to Point 3 but in the opposite direction, the VA chart shows sell zones, but the VC trend indicates caution. The strategy would be to wait for confirmation from the VC trend before making a move.
🔶Conclusion
When used in conjunction with other indicators like the MeanRevert Matrix, the FloWave Oscillator becomes an integral part of a comprehensive trading system. It helps traders make informed decisions by providing clear signals that are aligned with the current market sentiment and broader economic trends. By following the implementation guidelines and adjusting the indicator settings as market conditions change, traders can effectively enhance their trading performance.
