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Gaps + Imbalances + Wicks (MTF) - By LeviathanThis script will identify and draw price gaps, wicks and imbalances with customizable fill conditions, multi-timeframe function, zone size filtering, volume comparison, lookback filtering, as well as highly customizable appearance and settings. I’ve made this indicator to combine the three similar but different elements that occur in price movements and serve as significant zones of interest or way of PA interpretation in various different strategies. Imbalances (or Fair Value Gap/FVG/Inefficiency/whatever) - The Imbalance “pattern” consists of 3 candles (1- candle before the sharp move, 2 - sharp move candle and 3- candle after the sharp move). When price makes a move downwards, the imbalance zone is defined as the area between the low of 1 and the high of 3 When price makes a move upwards, the imbalance zone is defined as the area between the high of 1 and the low of 3. Gaps A price gap is an area on a chart where no trading activity has taken place. A gap up means that the low of the current candle is higher than the high of the previous candle and a gap down means that the high of the current candle is lower than the low of the previous candle. Wicks (or shadows/tails/whatever) Wicks are used to indicate where the price has fluctuated relative to the opening and closing price of the candle. An upper wick is the zone between candle high and candle close/open (whichever is higher) and a lower wick is the zone between candle’s low and candle’s close/open (whichever is lower). Settings Overview “Zone Type” - This input lets you decide which zones should the script plot and on which timeframe. You should always pick a timeframe higher than your chat’s. “Middle Line, Top Line, Bottom Line” - Show or hide the Middle Line (horizontal level in the middle of each zone), Show or hide Top Line (horizontal level at the top of the zone), Show or hide Bottom Line (horizontal level at the bottom of the zone) “UP/DOWN Zones" - This input lets you show/hide UP Zones or DOWN Zones an pick their color, border color and label color. ”Fill Condition” - If turned ON, the zones will end drawing when your prefered Fill Condition is met (Full Filll = price mitigates the whole zone, Half Fill = zone is at least halfway mitigated and Touch = zone is touched by price). If turned OFF, the zones will only be plotted for the amount of bars defined it “Zone Length”. ”Lookback (D)” - This input lets you limit the amount of zones plotted on the chart by choosing how many days back in time should the script go to find and plot zones. For example, input 1 will only show you the zones of the past day, input 7 will only show you the zones of the past week. ”Hide Filled Zones” - If turned ON, the zones that have been filled will be removed from the chart. ”Show Boxes” - Show or hide the boxes that represent the zones. This is useful for those who want the zones to be visualized by just lines. “Filter Type” - this input lets you create a filter that will make the script only show zones that are larger than ATR or larger than a certain percentage. You can choose the ATR Length and the multiplier (higher multiplier → larger zone required), as well as the Percentage (%) and its multiplier (higher percentage → larger zone required). If you choose “None”, the zones of all sizes will be plotted. ”Zone Labels” - this part of the settings lets you: show/hide labels, decide on the size of the labels and their positions, choose a custom name for each zone, choose the data that the labels present (Type of the zone/Timeframe/ Volume ). ”Other settings” - ‘Stop/Delete zone after X number of candles’ will force stop/delete the zone if it’s plotted for more than prefered number of bars. ‘Line Style’ lets you choose the style and the color of the lines, ‘Zone Length’ defines the length of the zone if Fill Condition is “None”. More settings, modifications and improvements coming in future updates. This script is a bit old so I will clean up and optimize the code once I have more time.
Pine Script® インジケーター
LeviathanCapitalの投稿
51
Adaptive Market Structure Channel By S B PrasadAdaptive Market Structure Channel (AMSC) Institutional-Grade Trend, Volatility & Liquidity Framework Overview The Adaptive Market Structure Channel (AMSC) is a multi-engine, adaptive trading framework designed to read market structure, volatility, liquidity, and trend strength in real time. It integrates ATR-based channels, pivot structure, supply–demand zones, liquidity sweeps, multi-factor momentum, and higher-timeframe confirmation into a single, coherent visual system. AMSC is not a single-indicator strategy. It is a context-driven decision framework intended to help traders align entries with dominant trend, structural levels, and institutional activity. Core Components 1️⃣ Adaptive ATR Trend Channel Dynamic ATR-based support & resistance Automatically adjusts to volatility Color-coded trend strength (strong / weak regimes) Acts as the primary trend bias filter 2️⃣ Pivot-Based ATR Trend Channels Channels built from confirmed pivot highs and lows ATR-expanded structure, not fixed slopes Separates impulse moves from corrections Useful for trend continuation and pullback trades 3️⃣ Market Structure: Supply & Demand Zones Automatically plots fresh demand and supply zones Zones extend forward until violated Helps identify high-probability reaction areas Used as a location filter, not a standalone signal 4️⃣ Liquidity Sweep Detection (Smart Money Logic) Identifies equal high / equal low liquidity pools Detects stop-hunt style sweeps Validates sweeps only when price reacts from structure zones Prevents chasing false breakouts 5️⃣ Multi-Factor Trend Confirmation Engine Combines: EMA structure MACD momentum RSI regime VWAP positioning Optional ribbon & HMA filters Signals are generated only when a majority of factors align, avoiding single-indicator bias. 6️⃣ Volatility Context (Bollinger Bands) Provides volatility expansion / contraction context Helps distinguish trend continuation vs compression Works as a background regime filter 7️⃣ Higher Timeframe Confirmation Confirms trend using a user-selected HTF Prevents counter-trend trades during strong HTF bias Essential for intraday and swing traders 8️⃣ Session-Aware Trading Optional India, London, and New York session filters Signals only during active market participation Avoids low-liquidity false signals 9️⃣ Professional Dashboard Real-time display of: Trend direction Trend strength Factor alignment HTF bias Active zone Trade signal Session status Designed for quick decision-making, not clutter. How to Use AMSC (Best Practice) ✔ Trade in the direction of the ATR trend ✔ Enter near demand/supply within the channel ✔ Confirm with factor alignment & HTF bias ✔ Use liquidity sweeps as entry triggers, not signals alone ✔ Avoid trades during low-strength or inactive sessions AMSC performs best when used as a confluence system, not a mechanical entry-exit robot. Ideal Use Cases Intraday index trading Swing trading in trending markets Futures & FX structure-based trading Traders who prefer context over indicators What AMSC Is NOT ❌ Not a scalping toy ❌ Not a repainting indicator ❌ Not a one-click signal generator It is built for disciplined traders who understand structure and risk. Final Note AMSC is designed to think like the market, not predict it. Use it to read conditions, not chase signals. MSC — BEST CLEAN SETUP (RECOMMENDED) 🎯 Design Philosophy “Context first, signals last.” The goal is to: Read trend & structure at a glance Avoid indicator overload Let price + zones + channel do the heavy lifting 1️⃣ CORE VISUALS (KEEP ON) These are non-negotiable. 🔹 Adaptive ATR Trend Channel ✅ ON Primary trend bias Use ATR Trendline Color = ON This alone defines: Bull vs Bear Strength vs weakness 👉 If price is above channel → bullish context 👉 If price is below channel → bearish context 🔹 Pivot ATR Trend Channel ✅ ON Channel fill: ON Transparency ≥ 85 Purpose: Visualise trend slope Spot pullbacks inside trend 👉 Treat channel edges as dynamic structure, not entry signals. 🔹 Supply & Demand Zones ✅ ON Transparency: 80–85 Zones auto-expire visually when violated 👉 These are your only horizontal levels. 2️⃣ SMART FILTERS (SELECTIVE) 💧 Liquidity Sweep ✅ ON Lookback: 5 Tolerance: 0.15 ATR 👉 Use sweeps only near zones ❌ Ignore sweeps in the middle of nowhere ⏱ Session Filter ✅ ON Trade only one session India (for NSE) London (for FX) New York (for US indices) ❌ Do NOT enable multiple sessions simultaneously 🔍 Higher Timeframe (HTF) ✅ ON Intraday: Daily Swing: Weekly 👉 If HTF disagrees → no trade 3️⃣ WHAT TO TURN OFF (CRITICAL) This is where clutter dies. ❌ Bollinger Bands 🚫 OFF by default Use only when studying volatility compression Otherwise adds visual noise ❌ Full ATR Channel (Ver 15) 🚫 OFF Redundant with pivot + ATR trend Keep only one channel logic ❌ SuperTrend Channel 🚫 OFF ATR Trend Channel already covers this ❌ Pivot Levels (P, R1, S1…) 🚫 OFF Zones replace static pivots Too many horizontal lines = paralysis ❌ Previous Day / Week Levels 🚫 OFF Turn ON only for index option trading Otherwise clutter 4️⃣ MOVING AVERAGES (STRICT RULE) Keep ONLY: EMA Fast (9) EMA Slow (21) Optional: HMA → ON only for scalping ❌ Do NOT stack multiple MAs visually 5️⃣ DASHBOARD (MINIMAL MODE) 🧭 Dashboard ✅ ON Position: Top Right Text Size: Small Watch only: Trend Strength HTF Zone Signal Ignore factor numbers once confidence develops. 6️⃣ SIGNAL USAGE (DISCIPLINE RULE) ✔ Signal must appear inside a zone ✔ Signal must align with trend & HTF ✔ Signal must be during session ❌ Never take: Signals mid-channel Signals against HTF Signals during flat strength (<30%) 7️⃣ RECOMMENDED PRESETS (COPY THIS) 🔹 Intraday (Clean) Timeframe: 5m / 15m HTF: Daily Session: India / NY BB: OFF Full ATR: OFF SuperTrend: OFF Pivots: OFF 🔹 Swing (Ultra Clean) Timeframe: 1H / 4H HTF: Weekly Liquidity: ON Zones: ON Dashboard: ON (small) 8️⃣ GOLDEN RULE (MOST IMPORTANT) If you cannot explain the trade using only: Trend channel One zone One sweep Do not trade it. 🏁 FINAL VERDICT AMSC is not cluttered by design. Clutter comes from turning everything ON. Used correctly: The chart stays clean Decisions become obvious Overtrading disappears AMSC – TRADE EXECUTION RULEBOOK Framework rule: Trend → Structure → Liquidity → Entry → Risk → Exit 1️⃣ MARKET PRE-CONDITIONS (MANDATORY) ❌ NO TRADE unless ALL are TRUE ✅ Trend Filter ATR Trend Channel = Bull for longs / Bear for shorts Trend strength ≥ 40% Price must be on the correct side of the channel ✅ HTF Confirmation HTF bias must match LTF trend If HTF is neutral → NO TRADE ✅ Session Filter Trade only during active session No first 5 minutes after session open No last 15 minutes before session close 2️⃣ LOCATION RULE (MOST IMPORTANT) 🔹 Long Trades Price must be inside or just above a DEMAND zone Zone must be: Fresh (not tested more than twice) Within the Pivot ATR Channel 🔹 Short Trades Price must be inside or just below a SUPPLY zone Same freshness rules apply ❌ No zone → no trade 3️⃣ LIQUIDITY CONFIRMATION (ENTRY TRIGGER) 🔹 Long Entry Trigger At the demand zone, you must see: ✔ Sell-side liquidity sweep ✔ Sweep candle closes bullish ✔ Sweep occurs inside the zone 🔹 Short Entry Trigger At the supply zone, you must see: ✔ Buy-side liquidity sweep ✔ Sweep candle closes bearish ✔ Sweep occurs inside the zone 4️⃣ ENTRY RULE (EXECUTION) 🔵 LONG ENTRY Enter BUY when all conditions align and: Enter at: Close of the sweep candle OR 50% retrace of the sweep candle (preferred) 🔴 SHORT ENTRY Enter SELL when: Enter at: Close of the sweep candle OR 50% retrace of the sweep candle 5️⃣ STOP-LOSS RULES (NON-NEGOTIABLE) 🔻 Long SL Place SL at: Lowest point of the demand zone OR Below sweep low − 0.1 ATR (whichever is lower) 🔺 Short SL Place SL at: Highest point of the supply zone OR Above sweep high + 0.1 ATR (whichever is higher) ❌ Never trail SL early ❌ Never move SL to break-even before partial exit 6️⃣ POSITION SIZE (FIXED RISK ONLY) Risk per trade: 0.5% – 1% max If SL distance is large → reduce position size Do not widen SL to fit position 7️⃣ EXIT RULES (STRUCTURED) 🎯 TARGET 1 (T1 – Protection) At 1R Action: Book 50% Move SL to Break-Even 🎯 TARGET 2 (T2 – Structure) Next opposite zone OR Pivot ATR Channel mid-line Book 30% 🎯 FINAL EXIT (TREND FOLLOW) Exit remaining 20% when: ✔ Opposite liquidity sweep occurs ✔ Price closes beyond Pivot ATR Channel ✔ HTF bias flips ✔ Session ends 8️⃣ NO-TRADE CONDITIONS (ABSOLUTE) ❌ Trend strength < 30% ❌ Zone already tested 3+ times ❌ Liquidity sweep outside zone ❌ Entry candle is oversized (>1.8 ATR) ❌ Trade against HTF ❌ Emotional or revenge trade 9️⃣ ONE-SCREEN TRADE CHECKLIST Before clicking BUY/SELL: ✔ Trend aligned ✔ HTF aligned ✔ In session ✔ At zone ✔ Sweep confirmed ✔ SL defined ✔ R ≥ 2 possible If any answer = NO → skip trade 🔒 DISCIPLINE STATEMENT (PRINT THIS) AMSC does not pay for activity. It pays for patience, location, and discipline. 🏁 EXPECTED PERFORMANCE (REALISTIC) Win rate: 45–60% R:R average: 1:2.5 to 1:4 Drawdown: low Trade frequency: selective Adaptive Market Structure Channel — Visual Layout 5 🧭 How to READ the Chart (Left → Right) 1️⃣ Core Trend Context (FIRST thing your eyes see) ATR Trend Channel Acts as dynamic support/resistance Green = bullish regime Red = bearish regime No second trendline competing with it 👉 If price is on the wrong side → no trade 2️⃣ Pivot ATR Structure Channel (SECOND layer) Sloping channel following real swing structure Shows: Trend acceleration Healthy pullbacks Channel fill is very light (high transparency) 👉 Pullbacks inside this channel are valid 👉 Breaks outside = caution / exit 3️⃣ Supply & Demand Zones (ONLY horizontal objects) Few, wide, soft-colored zones No pivot clutter, no fibs, no grids 👉 Trades happen only here 4️⃣ Liquidity Sweep Markers (EVENT-BASED) Appears only near zones Indicates stop-hunt, not entry by itself 👉 Sweep + zone + trend = setup 👉 Sweep alone = ignore 5️⃣ Dashboard (Decision Support, not distraction) Small Corner-placed Shows only: Trend Strength HTF bias Zone Signal Session 👉 After experience, you’ll barely look at it 🚫 What You DO NOT See (Very Important) A clean AMSC chart intentionally avoids: Multiple moving averages Pivot levels (P/R/S) Too many channels Oscillator panels Bright fills or thick lines If your chart looks “busy”, something is ON that should be OFF. 🧠 Mental Model (Keep This Image in Mind) AMSC chart = 1 dynamic trend 1 structure channel 1 zone 1 liquidity event 1 decision Anything more → clutter Anything less → blind trading ✅ Final Visual Checklist (Before Trading) ✔ Chart background visible ✔ Candles clearly readable ✔ Zones visible but not loud ✔ Channel guides the eye ✔ Nothing overlaps price excessively If yes → you are trading AMSC correctly
Pine Script® インジケーター
ritaprasad43の投稿
Supply & Demand Sniper369Indicator Philosophy: The Convergence of Structure and Liquidity The Supply & Demand Sniper369 is not just another signal generator; it is a professional-grade execution framework built on the principles of Institutional Order Flow and Liquidity Engineering. While standard indicators often lag or provide signals in "no-man's land," this script is designed to identify high-probability reversal points by combining macro-structural zones with micro-execution triggers. What Makes This Script Original? Most scripts treat Supply/Demand and Entry Triggers as separate entities. The originality of the Sniper369 lies in its Strict Hierarchical Logic. It employs a "Two-Factor Authentication" system for trades: 1. Structural Validation: Identifying where "Smart Money" has historically left unfilled orders. 2. Liquidity Sweep Confirmation: Using the Enigma 369 logic to detect a specific manipulation pattern (a stop-run or "sweep") that occurs exclusively within those structural zones. By using Pine Script v6 Object-Oriented Programming, the script manages dynamic arrays of boxes and lines that auto-delete upon mitigation, ensuring your chart remains a clean, actionable workspace. Underlying Concepts & Calculations 1. Macro: Structural Supply & Demand The indicator calculates zones based on Pivot Strength and Volatility Scaling. Calculations: It scans for major structural pivots ( and ). Once a pivot is confirmed, it doesn't just draw a line; it calculates a zone width based on the Average True Range (ATR). Why it works: Institutions do not enter at a single price; they enter in "pockets" of liquidity. Using ATR-based zones ensures that on high-volatility pairs (like Gold or GBP/JPY), your zones are appropriately wide, while on lower-volatility pairs, they remain tight and precise. 2. Micro: The Enigma 369 Sniper Logic Once price enters a zone, the "Sniper" logic activates. This is based on the Institutional Wick-Liquidity concept. The Sweep: The script looks for a candle that breaks the high/low of the previous candle (trapping "breakout" traders) but fails to hold that level. The Mean Threshold (50% Wick): A core calculation of the Enigma logic is the midpoint of the rejection wick. Calculation: for Sells. Logic: Institutions often re-test the 50% level of a long wick to fill the remaining orders before the real move starts. How to Use the Indicator Step 1: Wait for Structural Alignment Observe the Teal (Demand) and Red (Supply) boxes. These are your "Points of Interest" (POI). Do not take any trades until the price is physically touching or inside these boxes. Step 2: Monitor for the Sniper Trigger When the price is inside a zone, look for the appearance of the Solid and Dotted lines. The Solid Line: This is the extreme of the manipulation candle. It serves as your structural invalidation level (Stop Loss). The Dotted Line: This is the 50% Wick level. It is your "Sniper Entry" target. Step 3: Execution & Alerts The script features a built-in alert system that notifies you the moment a Sniper activation occurs inside a zone. Conservative Entry: Place a Limit Order at the Dotted Line. Aggressive Entry: Market enter on the close of the Sniper candle if the price has already reacted strongly. Exit: Target the opposing Supply or Demand zone for a high Risk-to-Reward ratio. Technical Summary for Traders Trend Detection: Uses an EMA-50 Filter to ensure Snipers only fire in the direction of the dominant trend (optional). Scalping/Day Trading: Optimized for the 1m, 5m, and 15m timeframes, but functions perfectly on 4H/Daily for swing traders. Dynamic Cleanup: The script automatically deletes lines if the price closes past them, signaling that the "Liquidity Grab" was actually a breakout, thus preventing you from entering a losing trade.
Pine Script® インジケーター
Niko-picasso369の投稿
8
SMC Flow: Order Blocks & FVGDescription: This indicator is designed to identify key liquidity zones based on Smart Money Concepts (SMC). It focuses on identifying high-probability reversal and continuation areas by tracking Order Blocks and Price Imbalances. Key Features: Order Blocks (OB): Automatically identifies supply and demand zones. The script filters for candles with high relative volume (above 20-period SMA) to ensure the zone represents significant market activity. Fair Value Gaps (FVG): Detects 3-candle imbalance structures where price moved rapidly, leaving "gaps" that often act as magnets for future price action. Structure Tracking: Includes a visual step-line based on the highest high and lowest low of the last 10 bars to help traders identify the current market bias. How to use: Demand/Supply Zones: Look for Price Action confirmation when the market returns to the highlighted Order Block boxes. Efficiency: Use FVG boxes to identify where the market is "unbalanced." These areas often get filled before a trend continues. Confluence: This tool is most effective when used in alignment with higher timeframe analysis and additional technical filters.
Pine Script® インジケーター
tomgoodcarkhonsan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
Trade Setup A+ [v.8 Fixed Lines]🚀 Trade Setup A+ : Liquidity Hunter System (XAUUSD) This indicator is an "All-in-One" trading system designed specifically for XAUUSD (Gold) Scalping and Swing trading. It combines Smart Money Concepts (SMC) with Price Action to identify high-probability setups by tracking liquidity pools and institutional order blocks. 💎 Key Features (v.8 Updated): Auto Order Blocks (Clean View): Automatically detects and draws Bullish (Green) and Bearish (Red) Order Blocks based on swing points. Clean Look: Limits display to the last 5 active zones to keep the chart clutter-free. Liquidity Levels (Fixed Lines): D-High / D-Low: Thin lines representing Previous Day’s High & Low. W-High / W-Low: Thick lines representing Previous Week’s High & Low (Strong Support/Resistance). Dual Entry Signals: Method 1 (Sniper): Shows a Diamond Icon (💎) when price touches an Order Block zone (Reversal setup). Method 2 (Follow): Shows a Triangle Arrow (🔼/🔽) when price crosses EMA 14 with trend confirmation from EMA 49. Macro Time Zones: Highlights high-volume trading sessions (Asia, London, NY) on the background to identify "Killzones". 📈 How to Trade: BUY Signal: Look for a Green Diamond (Touch OB) or Green Triangle (Price > EMA 14 & 49). SELL Signal: Look for a Red Diamond (Touch OB) or Orange Triangle (Price < EMA 14). Best Time: Trade when signals align with highlighted Macro Time zones. ⚠️ Disclaimer: This tool is for educational purposes only. Always use proper risk management. 🚀 Trade Setup A+ : ระบบเทรดล่าสภาพคล่อง (สำหรับทองคำ) อินดิเคเตอร์ชุดนี้ออกแบบมาเพื่อเทรด XAUUSD (ทองคำ) โดยเฉพาะ ผสมผสานเทคนิค SMC (Smart Money Concepts) และ Price Action เพื่อหาจุดเข้าที่มีความแม่นยำสูง (High Probability) โดยเน้นการดักจับสภาพคล่องของรายใหญ่ค่ะ 💎 ฟีเจอร์หลัก (อัปเดตล่าสุด v.8): Auto Order Blocks (แบบคลีน): สร้างกล่องโซนซื้อขาย (Supply/Demand) ให้อัตโนมัติ (สีเขียว = โซน Buy, สีแดง = โซน Sell) Clean Look: ระบบจะโชว์เฉพาะ 5 กล่องล่าสุดเท่านั้น เพื่อไม่ให้กราฟรกสายตา Liquidity Levels (เส้นแนวรับต้าน): D-High / D-Low: เส้นบาง แสดงราคาสูงสุด/ต่ำสุดของ "เมื่อวาน" (Day) W-High / W-Low: เส้นหนา แสดงราคาสูงสุด/ต่ำสุดของ "สัปดาห์ที่แล้ว" (Week) ซึ่งเป็นแนวรับต้านที่แข็งแกร่ง สัญญาณเข้าเทรด 2 แบบ (Dual Signals): วิธีที่ 1 (Sniper): แสดงรูป เพชร (💎) เมื่อราคาวิ่งชนขอบกล่อง Order Block (ดักจุดกลับตัวปลายไส้) วิธีที่ 2 (Follow Trend): แสดงรูป ลูกศรสามเหลี่ยม (🔼/🔽) เมื่อราคาตัดเส้น EMA ตามเงื่อนไข (Buy ต้องยืนเหนือ EMA 14 และ 49) Macro Time (ช่วงเวลาทำเงิน): ระบายสีพื้นหลังบอกช่วงเวลาที่ตลาดวิ่งแรง (Asia, London, NY) เพื่อให้โฟกัสถูกจุด 📈 วิธีใช้งาน: ขา BUY: รอสัญญาณ เพชรสีเขียว (ชนกล่องรับ) หรือ ลูกศรเขียว (ตามเทรนด์) ขา SELL: รอสัญญาณ เพชรสีแดง (ชนกล่องต้าน) หรือ ลูกศรส้ม (ตามเทรนด์) คำแนะนำ: ประสิทธิภาพสูงสุดเมื่อสัญญาณเกิดในช่วงเวลา Macro Time (แถบสีพื้นหลัง)
Pine Script® インジケーター
BuntitaPrommolmasの投稿
T-DOW-FLOW: Final Edition T-DOW-FLOW: Market Structure & Smart Pivot Zones This indicator is a comprehensive technical analysis tool designed to visualize "Market Structure" based on Dow Theory and precise Supply/Demand Zones. It helps traders identify the true market trend and high-probability reaction levels by analyzing raw price action (ZigZag Pivots) rather than lagging indicators. The script integrates three core systems: ZigZag Trend Cloud: Visualizes the market bias (Uptrend/Downtrend). Smart Pivot Zones (Type 1): Highlights the specific "Wick-to-Body" area of recent pivots. Auto Density Channels (Type 2): Detects historical support/resistance clusters. 1. ZigZag Trend Identification Logic: The script utilizes ta.highestbars and ta.lowestbars to detect Swing Highs and Swing Lows. Trend Cloud: If the structure creates a Higher High, the background cloud turns Green (Uptrend). If the structure creates a Lower Low, the background cloud turns Red (Downtrend). This provides an instant visual filter for "Trend Flow," encouraging traders to trade only in the direction of the dominant market structure. 2. SR Type 1: Smart Pivot Zones (Wick-to-Body) Unlike standard indicators that draw thin lines at the absolute High/Low, this script focuses on the "Imbalance Zone". It calculates the price range between the Pivot's Wick and the Pivot's Body (Open/Close) and fills this area with a colored zone. Why? The area between the wick and body often represents the precise zone where institutional orders were filled, acting as a more reliable support/resistance level than a single price point. 3. SR Type 2: Auto Density Channels This module scans a significant amount of historical data (default: 300 bars) to find clusters of pivot points. Areas where multiple pivots align within a specific width are drawn as Channels. These represent strong, long-term psychological levels. Trend Filter: Check the Trend Cloud color. Green: Look for Long opportunities. Red: Look for Short opportunities. Entry Trigger: Wait for the price to retrace into a Smart Pivot Zone (Type 1) or an Auto Channel (Type 2). Look for price rejection (wicks) at these zones in the direction of the Trend Cloud. Structure Confirmation: Use the ZigZag lines and labels (HH, HL, etc.) to confirm that the market structure is still intact before entering. ZigZag Settings: Adjust the sensitivity of the trend detection. SR Type 1: Toggle the "Wick-to-Body" fill and choose between Wicks or Bodies as the primary source. SR Type 2: Adjust the historical loopback period and channel width sensitivity. This script is for educational and technical analysis purposes only. Past performance does not guarantee future results. (以下、日本語説明 / Japanese Description) このインジケーターは、「ダウ理論」に基づくトレンド判定と、精密な「需給ゾーン（Supply/Demand）」を可視化するための市場構造分析ツールです。 遅行指標を使わず、純粋なプライスアクション（ZigZagピボット）に基づいて、機関投資家の意識する価格帯を特定します。 1. ZigZagトレンドクラウド ロジック: 一定期間の高値・安値を検出し、ダウ理論に基づいてトレンドを判定します。 視覚化: 高値切り上げ（上昇トレンド）なら「緑」、安値切り下げ（下落トレンド）なら「赤」の背景色を表示します。これにより、トレードすべき方向（順張り）を一目で判断できます。 2. SR Type 1: スマートピボットゾーン (Wick-to-Body) 単なる水平線ではなく、ローソク足の**「ヒゲ先」から「実体」までの価格差**をゾーンとして塗りつぶして表示します。 理由: ヒゲと実体の間の領域は、大口の注文が執行された（需給の不均衡が発生した）重要なエリアであることが多く、ピンポイントのラインよりも信頼性の高い反発ゾーンとして機能します。 3. SR Type 2: オート・デンシティ・チャネル 過去の長期間（デフォルト300本）のデータをスキャンし、ピボットが密集している価格帯を自動で「チャネル」として描画します。長期的に意識される強力なレジサポ帯です。 環境認識: 背景のトレンドクラウドの色に従い、目線を固定します。 エントリー: 価格がSRゾーン（Type 1）やチャネル（Type 2）に引きつけて、反発する動きを確認してエントリーします。 構造確認: ZigZagラインとラベル（HH/HLなど）を見て、トレンドが崩れていないことを確認します。
Pine Script® インジケーター
na-giの投稿
2
Liquidation Heatmap [Alpha Extract]A sophisticated liquidity zone visualization system that identifies and maps potential liquidation levels based on swing point analysis with volume-weighted intensity measurement and gradient heatmap coloring. Utilizing pivot-based pocket detection and ATR-scaled zone heights, this indicator delivers institutional-grade liquidity mapping with dynamic color intensity reflecting relative liquidity concentration. The system's dual-swing detection architecture combined with configurable weight metrics creates comprehensive liquidation level identification suitable for strategic position planning and market structure analysis. 🔶 Advanced Pivot-Based Pocket Detection Implements dual swing width analysis to identify potential liquidation zones at pivot highs and lows with configurable lookback periods for comprehensive level coverage. The system detects primary swing points using main pivot width and optional secondary swing detection for increased pocket density, creating layered liquidity maps that capture both major and minor liquidation levels across extended price history. 🔶 Multi-Metric Weight Calculation Engine Features flexible weight source selection including Volume, Range (high-low spread), and Volume × Range composite metrics for liquidity intensity measurement. The system calculates pocket weights based on market activity at pivot formation, enabling traders to identify which liquidation levels represent higher concentration of potential stops and liquidations with configurable minimum weight thresholds for noise filtering. 🔶 ATR-Based Zone Height Framework Utilizes Average True Range calculations with percentage-based multipliers to determine pocket vertical dimensions that adapt to market volatility conditions. The system creates ATR-scaled bands above swing highs for short liquidation zones and below swing lows for long liquidation zones, ensuring zone heights remain proportional to current market volatility for accurate level representation. 🔶 Dynamic Gradient Heatmap Visualization Implements sophisticated color gradient system that maps pocket weights to intensity scales, creating intuitive visual representation of relative liquidity concentration. The system applies power-law transformation with configurable contrast adjustment to enhance differentiation between weak and strong liquidity pockets, using cyan-to-blue gradients for long liquidations and yellow-to-orange for short liquidations. 🔶 Intelligent Pocket State Management Features advanced pocket tracking system that monitors price interaction with liquidation zones and updates pocket states dynamically. The system detects when price trades through pocket midpoints, marking them as "hit" with optional preservation or removal, and manages pocket extension for untouched levels with configurable forward projection to maintain visibility of approaching liquidity zones. 🔶 Real-Time Liquidity Scale Display Provides gradient legend showing min-max range of pocket weights with 24-segment color bar for instant liquidity intensity reference. The system positions the scale at chart edge with volume-formatted labels, enabling traders to quickly assess relative strength of visible liquidation pockets without numerical clutter on the main chart area. 🔶 Touched Pocket Border System Implements visual confirmation of executed liquidations through border highlighting when price trades through pocket zones. The system applies configurable transparency to touched pocket borders with inverted slider logic (lower values fade borders, higher values emphasize them), providing clear historical record of liquidated levels while maintaining focus on active untouched pockets. 🔶 Dual-Swing Density Enhancement Features optional secondary swing width parameter that creates additional pocket layer with tighter pivot detection for increased liquidation level density. The system runs parallel pivot detection at both primary and secondary swing widths, populating chart with comprehensive liquidity mapping that captures both major swing liquidations and intermediate level clusters. 🔶 Adaptive Pocket Extension Framework Utilizes intelligent time-based extension that projects untouched pockets forward by configurable bar count, maintaining visibility as price approaches potential liquidation zones. The system freezes touched pocket right edges at hit timestamps while extending active pockets dynamically, creating clear distinction between historical liquidations and forward-projected active levels. 🔶 Weight-Based Label Integration Provides floating labels on untouched pockets displaying volume-formatted weight values with dynamic positioning that follows pocket extension. The system automatically manages label lifecycle, creating labels for new pockets, updating positions as pockets extend, and removing labels when pockets are touched, ensuring clean chart presentation with relevant liquidity information. 🔶 Performance Optimization Framework Implements efficient array management with automatic clean-up of old pockets beyond lookback period and optimized box/label deletion to maintain smooth performance. The system includes configurable maximum object counts (500 boxes, 50 labels, 100 lines) with intelligent removal of oldest elements when limits are approached, ensuring consistent operation across extended timeframes. This indicator delivers sophisticated liquidity zone analysis through pivot-based detection and volume-weighted intensity measurement with intuitive heatmap visualization. Unlike simple support/resistance indicators, the Liquidation Heatmap combines swing point identification with market activity metrics to identify where concentrated liquidations are likely to occur, while the gradient color system instantly communicates relative liquidity strength. The system's dual-swing architecture, configurable weight metrics, ATR-adaptive zone heights, and intelligent state management make it essential for traders seeking strategic position planning around institutional liquidity levels across cryptocurrency, forex, and futures markets. The visual heatmap approach enables instant identification of high-probability reversal zones where cascading liquidations may trigger significant price reactions.
Pine Script® インジケーター
AlphaExtractの投稿
7
Ultimate_Price_Action_Tool_V2 by chaitu50cUltimate_Price_Action_Tool_V2 by chaitu50c — Session-Based SR Box Engine This indicator builds clean, session-aware support and resistance “zones” from pure price action. It is designed for intraday and positional traders who want objective, rule-based zones instead of manual drawing. Core Logic Price-action based MAIN zones Detects bullish and bearish breakouts using a strict body-structure: Single-candle and double-candle breakout patterns. Breakouts are confirmed only when closes break beyond previous highs/lows. From each valid breakout, the tool builds a MAIN Support or MAIN Resistance box: For bullish breaks, the zone is created from a combined low to the nearest open/close in the breakout combo. For bearish breaks, the zone is created from a combined high to the nearest open/close in the breakout combo. Optional first-box logic: Can create the very first MAIN zone in a session from a simple opposite-color pair (without a full breakout), if enabled. SUB zones on break When price breaks a MAIN Support downwards with a red candle, the MAIN box is removed/frozen and: A new SUB Resistance box is created above, using the current bar’s structure. When price breaks a MAIN Resistance upwards with a green candle: A new SUB Support box is created below. SUB zones are optional and can be fully disabled if the user prefers a clean MAIN-only view. Session Handling The script is fully session-aware and can work in different market structures: Session Mode options Clock Session Uses a fixed time window (e.g., 09:15–15:30). Zones can be shown only inside the session or kept visible outside, depending on settings. New Day Each new trading day is treated as a fresh session. Auto Gap A new session starts whenever the time gap between candles exceeds a user-defined threshold (in minutes). Session IDs and history Each new session gets its own ID. You can display zones for the last N sessions (including current). Older sessions fade out visually but remain internally tracked to control visibility. Main Features & Options Initial Right Offset Every new zone is projected to the right by a configurable number of bars. All active boxes continuously extend with this offset, keeping zones clearly projected into the future. Single MAIN per side (per session) Optional constraint to have only: One active MAIN Support and One active MAIN Resistance per session on the chart. This prevents overcrowding and focuses on the most recent key structure. MAIN vs SUB Overlap Control When a new MAIN zone overlaps an existing SUB zone, you can choose: Suppress MAIN (ignore the new MAIN if it clashes with a SUB), Remove SUB (delete overlapping SUB zones and keep the new MAIN), or Allow Both (plot everything and let the trader decide). Vertical overlap is evaluated using a configurable minimum overlap percentage. SUB suppression under MAIN SUB boxes that overlap strongly with active MAIN zones can be auto-suppressed to avoid redundant clutter. This suppression uses the same percent-based overlap logic. Broken MAIN box handling When a MAIN zone is broken: Option 1: Fully delete it (classic behavior). Option 2: Convert it into a 1-bar “marker” box at its origin, so you still see where the original zone formed without extending into the future. Break candle coloring The candle that breaks a MAIN zone can be optionally painted: Red when breaking support. Green when breaking resistance. Helps visually confirm genuine breaks vs. simple intrabar tests. Visual & Styling Controls Separate style controls for: MAIN Support / MAIN Resistance Independent fill and border colors. SUB Support / SUB Resistance Independent fill and border colors. Opacity and border colors are internally managed so that: Recent sessions are clearly visible. Older sessions are softly faded to maintain context without noise. Typical Use Cases Intraday traders looking for: Clean, rule-based supply and demand zones. Zones that respect actual session structure (clock, daily, or gap-based). Swing traders who: Want to track how current price reacts to the most recent 1–N sessions’ zones. Price action traders who: Prefer breakout-based zones rather than indicator-driven levels. Need automatic zone management (creation, extension, break handling, and suppression). This tool is built to be modular and configurable: you can run it minimal (only MAIN zones, single side per session) or fully featured (MAIN + SUB, multi-session history, overlap handling, and break paints). All logic is strictly price-action based with no dependency on volume or external indicators.
Pine Script® インジケーター
chaitu50cの投稿
7
Viprasol Elite Flow Pro - Premium Order Flow & Trend System═══════════════════════════════════════════════════════════════ 🔥 VIPRASOL ELITE FLOW PRO Professional Order Flow & Trend Detection System ═══════════════════════════════════════════════════════════════ 📊 WHAT IS THIS INDICATOR? Viprasol Elite Flow Pro is a comprehensive trading system that combines institutional order flow analysis with adaptive trend detection. Unlike basic indicators, this tool identifies high-probability setups by analyzing where smart money is likely positioning, while filtering signals through multiple confirmation layers. This indicator is designed for traders who want to: ✓ Identify premium (supply) and discount (demand) zones automatically ✓ Detect trend direction with adaptive cloud technology ✓ Spot high-volume rejection points before major moves ✓ Filter low-quality signals with intelligent confirmation logic ✓ Track market strength in real-time via elite dashboard ═══════════════════════════════════════════════════════════════ 🎯 CORE FEATURES ═══════════════════════════════════════════════════════════════ 1️⃣ ELITE TREND ENGINE • Adaptive Moving Average system (Fast/Adaptive/Smooth modes) • Dynamic trend cloud that expands/contracts with volatility • Real-time trend state tracking (Bullish/Bearish/Ranging) • Trend strength meter (0-10 scale) • ATR-based volatility adjustments 2️⃣ ORDER FLOW DETECTION • Automatic Premium Zone (Supply) identification • Automatic Discount Zone (Demand) identification • Smart zone extension - zones remain valid until broken • Zone rejection detection with price action confirmation • Customizable zone strength (5-30 bars lookback) 3️⃣ VOLUME INTELLIGENCE • Volume spike detection (configurable threshold) • Climax bar identification (exhaustion signals) • Volume filter for signal validation • Institutional activity detection 4️⃣ SMART SIGNAL SYSTEM • 3 Signal Modes: Aggressive, Balanced, Conservative • Multi-layer confirmation logic • Automatic profit targets (2:1 risk-reward) • Stop loss suggestions based on ATR • Prevents overtrading with bars-since-signal filter 5️⃣ ELITE DASHBOARD (HUD) • Real-time trend direction and strength • Volume status monitoring • Active zones counter • Market volatility gauge • Current signal status • 4 positioning options, compact mode available 6️⃣ PREMIUM STYLING • 4 Professional color themes (Cyber/Gold/Ocean/Fire) • Adjustable transparency and label sizes • Clean, institutional-grade visuals • Optimized for all chart types ═══════════════════════════════════════════════════════════════ 📖 HOW TO USE THIS INDICATOR ═══════════════════════════════════════════════════════════════ STEP 1: TREND IDENTIFICATION → Green Cloud = Bullish trend - look for LONG opportunities → Red Cloud = Bearish trend - look for SHORT opportunities → Purple Cloud = Ranging - wait for breakout or fade extremes STEP 2: ZONE ANALYSIS → PREMIUM (Red) zones = Potential resistance/supply areas → DISCOUNT (Green) zones = Potential support/demand areas → Price rejecting from zones = high-probability setups STEP 3: SIGNAL CONFIRMATION → Wait for "LONG" or "SHORT" labels to appear → Check dashboard for trend strength (Moderate/Strong preferred) → Confirm volume status is "HIGH" or "CLIMAX" → Entry: Enter when label appears → Stop Loss: Use dotted line (1 ATR away) → Take Profit: Use dashed line (2 ATR away) STEP 4: RISK MANAGEMENT → Never risk more than 1-2% per trade → Use the provided stop loss levels → Trail stops as price moves in your favor → Avoid trading during low volatility periods ═══════════════════════════════════════════════════════════════ ⚙️ RECOMMENDED SETTINGS ═══════════════════════════════════════════════════════════════ FOR SCALPING (1M - 5M): - Trend Type: Fast - Sensitivity: 15 - Signal Mode: Aggressive - Zone Strength: 8 FOR DAY TRADING (15M - 1H): - Trend Type: Adaptive - Sensitivity: 21 (default) - Signal Mode: Balanced - Zone Strength: 12 (default) FOR SWING TRADING (4H - Daily): - Trend Type: Smooth - Sensitivity: 34 - Signal Mode: Conservative - Zone Strength: 20 BEST MARKETS: ✓ Crypto (BTC, ETH, major altcoins) ✓ Forex (Major pairs: EUR/USD, GBP/USD) ✓ Indices (S&P 500, NASDAQ, DAX) ✓ High-liquidity stocks ═══════════════════════════════════════════════════════════════ 🎓 UNDERSTANDING THE METHODOLOGY ═══════════════════════════════════════════════════════════════ This indicator is built on three core concepts: 1. ORDER FLOW THEORY Markets move between premium (expensive) and discount (cheap) zones. Smart money accumulates in discount zones and distributes in premium zones. This indicator identifies these zones automatically. 2. ADAPTIVE TREND FOLLOWING Unlike fixed-period moving averages, the Elite Trend Engine adjusts to current market volatility, providing more accurate trend signals in both trending and ranging conditions. 3. CONFLUENCE-BASED ENTRIES Signals only trigger when multiple conditions align: - Price in correct zone (premium for shorts, discount for longs) - Trend confirmation (cloud color matches direction) - Volume validation (spike or climax present) - Price action strength (strong rejection candles) This multi-layer approach dramatically reduces false signals. ═══════════════════════════════════════════════════════════════ 🔔 ALERT SETUP ═══════════════════════════════════════════════════════════════ This indicator includes 5 alert types: 1. Long Signal → Triggers when buy conditions met 2. Short Signal → Triggers when sell conditions met 3. Volume Climax → Warns of pot
Pine Script® インジケーター
viprasolの投稿
5
Directional Strength and Momentum Index█ OVERVIEW “Directional Strength and Momentum Index” (DSMI) is a technical analysis indicator inspired by DMI, but due to different source data, it produces distinct results. DSMI combines direction measurement, trend strength, and overheat levels into a single index, enhanced with gradient fills, extreme zones, entry signals, candle coloring, and a summary table. █ CONCEPT The classic DMI, despite its relatively simple logic, can seem somewhat chaotic due to separate +DI and -DI lines and the need for manual interpretation of their relationships. The DSMI indicator was created to increase clarity and speed up results, consolidating key information into a single index from 0 to 100 that simultaneously: - Indicates trend direction (bullish/bearish) - Measures movement strength - Identifies overheat levels - Generates ready entry signals DMI (ADX + +DI / -DI) measures trend direction and strength, but does so based solely on comparing price movements between candles. ADX shows whether the trend is orderly and growing (e.g., above 20–30), but does not assess how dynamic the movement is. DSMI, on the other hand, takes into account candle size and actual market aggression, thus showing directional momentum — whether the trend has real “fuel” to sustain or accelerate, not just whether it is orderly. The main calculation difference involves replacing True Range with candle size (high-low) and using directional EMA instead of Wilder smoothing. This allows DSMI to react faster to momentum changes, eliminating delays typical of classic DMI based on TR. This gives the trader an immediate picture of the market situation without analyzing multiple lines. █ FEATURES DSMI Main Line: - EMA(Directional Index) based on +DS and -DS - Scale 0–100, smooth color gradient depending on strength +DS / -DS: - Positive and Negative Directional Strength - Gradient fill between lines — more intense with stronger trend Extreme Zones: - Default 20 and 80 - Gradient fill outside zones Trend Strength Levels: - Weak (<10) → neutral - Moderate (up to 35) - Strong (up to 45) - Overheated (up to 55) - Extreme (>55) All levels editable Entry Signals: - Activated on crossing entry level (default 20) Or on direction change when DSMI already ≥ entry level - Highlighted background (green/red) Candle Coloring: - According to current trend Trend Strength Table: - Top-right corner - Shows current strength (WEAK/STRONG etc.) + DSMI value Alerts: - DSMI Bullish Entry - DSMI Bearish Entry █ HOW TO USE Add to Chart: Paste code in Pine Editor or find in indicator library. Settings: DSMI Parameters: - DSMI Period → default 20 - Show DSMI Line → on/off Extreme Zones: - Lower Level → default 20 - Upper Level → default 80 Trend Strength Levels: - Weak, Moderate, Strong, Overheated → adjust to strategy Trend Colors: - BULLISH → default green - BEARISH → default red - NEUTRAL → gray Entry Signals: - Show Highlight → on/off - DSMI Entry Level → default 20 Signal Interpretation: - DSMI Line: Main strength indicator. - Gradient between +DS and -DS: Visualizes side dominance. - Crossing 18 with direction confirmation → entry signal. - Extreme Zones: Potential reversal or continuation points after correction. - Table: Quick overview of current trend condition. █ APPLICATIONS The indicator works well in: - Trend-following: Enter on signal, exit on direction change or overheat. When a new trend appears, consider entering a position, preferably with a rising trend strength indicator. - Scalping/daytrading: Shorter period (7–10), lower entry level. - Swing/position: Longer period (20–30), higher entry level, extreme zones as filters. - Noise filtering: Ignores consolidation below “Weak” – increasing value e.g. to 15 highlights consolidation zones, but no signals appear there. Style Adjustment: - Aggressive strategies → shorten period and entry level - Conservative → extend period, raise entry level (25–30), watch “Overheated” “Weak” level (<10 default) → neutral; increasing it e.g. to 15 gives fewer but higher-quality signals. The Weak zone value controls the level below which no signals appear, and the gradient turns gray (often aligned with consolidation zones). Combine with: - Support/resistance levels - Fair Value Gaps (FVG) - Volume (Volume Profile, VWAP) - Other oscillators (RSI, Stochastic) █ NOTES - Works on all markets and timeframes. - Adjust period and levels to instrument volatility. - Higher entry level → fewer signals, higher quality. - Neutral color below “Weak” – avoids trading in consolidation. - Gradient and table enable quick assessment without line analysis.
Pine Script® インジケーター
Uncle_the_shooterの投稿
12
NY/LDN/TOK Stock Exchange Opening HoursThis indicator displays vertical dotted lines marking the exact opening times of the three major global stock exchanges: New York (NYSE), London (LSE), and Tokyo (TSE). Perfect for traders who need to track market opening sessions across different time zones. Features: New York Stock Exchange (NYSE): 9:30 AM EST/EDT London Stock Exchange (LSE): 8:00 AM GMT/BST Tokyo Stock Exchange (TSE): 9:00 AM JST Key Highlights: ✓ Automatic daylight saving time adjustments for NY and London ✓ Individual color customization for each market ✓ Toggle on/off functionality for each exchange ✓ Clean vertical dotted lines (1-pixel width) that extend across the entire chart ✓ Interactive legend in bottom-right corner showing active markets ✓ Weekdays only (Monday-Friday) - no weekend lines ✓ Uses official local time zones for accurate timing Customizable Settings: Enable/disable individual exchanges Custom color selection for each market line Dynamic legend that shows only enabled markets Time Zone Handling: The indicator automatically handles daylight saving time transitions using official time zones: America/New_York (EST/EDT) Europe/London (GMT/BST) Asia/Tokyo (JST - no DST) Perfect for: Multi-market traders Session overlap analysis Global market timing coordination Institutional trading schedules Simply add to your chart and customize colors/visibility in the indicator settings. The legend will automatically update to show your active markets in their respective colors.
Pine Script® インジケーター
julbbnjの投稿
X Opens+Overview: The X Opens+ indicator is a precision tool designed for traders seeking to analyze market structure and behavior around key timeframe opens. It highlights the open prices of custom-selected higher timeframes—such as daily, weekly, or monthly sessions—and visualizes them directly on lower timeframes. These open levels often coincide with high-volume zones, market imbalance, and institutional interest, making them powerful reference points for intraday and swing trading strategies. Key Features: Custom Timeframe Anchoring: Users can select any timeframe (e.g., daily, 4H, 1W) to display its current and previous session opens directly on their active chart. This allows for flexible multi-timeframe analysis within a single view. Price Reaction Zones: Timeframe opens are frequently areas of heightened liquidity and directional bias. By identifying these opens and their relationship to current price action, traders can anticipate areas of support/resistance, trend continuation, or reversal. Derived Midpoints and Ranges: The indicator also computes and displays the previous session’s range midpoint (EQ), as well as extension bands (e.g., ±1.0x or ±1.5x the prior range). These levels are useful for contextualizing volatility expansion and identifying breakout or fade setups around key open zones. Historical Session Mapping: In addition to live opens, the tool optionally displays opens and range-based levels from previous sessions. This historical layering gives traders a broader context of how price has respected or rejected these levels over time. Labeling and Customization: Each level can be labeled and color-coded to match user preferences. The visibility, size, and style of each element (e.g., lines, labels, bands) are fully configurable for visual clarity and user alignment. Use Cases: Confirming bias around daily or weekly opens, especially during market opens or key economic releases. Identifying equilibrium levels for mean reversion or continuation setups. Using ±1.0 and ±1.5 range projections as dynamic targets or invalidation zones. Anchoring to key sessions for volume profile or order flow-based strategies. Summary: X Opens+ is a data-driven utility that transforms static session opens into dynamic market tools. By spotlighting where institutional interest likely concentrates—at the opens of significant timeframes—this indicator provides traders with a structural edge in identifying key zones that influence price behavior throughout the trading day or week
Pine Script® インジケーター
KinetiCapitalの投稿
Your trading time period background fillThis script allows you to add background highlights to charts during any regional trading session, customize your own trading time, and is precise and customizable yet simple and easy to use, making it more convenient to review transactions. Support global mainstream time zones: The drop-down list includes 30 commonly used IANA time zones (default is Asia/Shanghai) (such as Asia/Shanghai, America/New_York, Europe/London, etc.), one-click switching, no need to manually calculate the time difference. Fully localized time input: "Start hour/minute" and "End hour/minute" are filled in with the local time of the selected time zone. The end hour defaults to 23:00 and can be adjusted to 0-23 at will. Accurate time difference splitting: The script internally splits the time zone offset into whole hours and remainder minutes (supports half-hour zones, such as UTC+5:30), and ensures that all parameters are integers when calling timestamp to avoid errors. Dynamic background rendering: Each K-line is judged according to the UTC timestamp whether it falls within the set range. If it meets the time period, it will be marked with a semi-transparent green background, and it will return to its original state after crossing the time period, helping you to identify the opening, closing or active period of any market at a glance. Wide range of scenarios: It can be used for time-sharing highlighting of all-weather varieties of foreign exchange and cryptocurrency, and can also be used in conjunction with backtesting and timing strategies to only send signals during the active period of the target market, greatly improving trading efficiency and strategy accuracy. Just select the region and set the time, and the script will automatically complete all complex time zone conversions and drawing, allowing you to focus on the transaction itself.
Pine Script® インジケーター
baomingli6780の投稿
Dynamic VWAP: Fair Value & Divergence SuiteDynamic VWAP: Fair Value & Divergence Suite Dynamic VWAP: Fair Value & Divergence Suite is a comprehensive tool for tracking contextual valuation, overextension, and potential reversal signals in trending markets. Unlike traditional VWAP that anchors to the start of a session or a fixed period, this indicator dynamically resets the VWAP anchor to the most recent swing low. This design allows you to monitor how far price has extended from the most recent significant low, helping identify zones of potential profit-taking or reversion. Deviation bands (standard deviations above the anchored VWAP) provide a clear visual framework to assess whether price is in a fair value zone (±1σ), moderately extended (+2σ), or in zones of extreme extension (+3σ to +5σ). The indicator also highlights contextual divergence signals, including slope deceleration, weak-volume retests, and deviation failures—giving you actionable confluence around potential reversal points. Because the anchor updates dynamically, this tool is particularly well suited for trend-following assets like BTC or stocks in sustained moves, where price rarely returns to deep negative deviation zones. For this reason, the indicator focuses on upside extension rather than symmetrical reversion to a long-term mean. 🎯 Key Features ✅ Dynamic Swing Low Anchoring Continuously re-anchors VWAP to the most recent swing low based on your chosen lookback period. Provides context for trend progression and overextension relative to structural lows. ✅ Standard Deviation Bands Plots up to +5σ deviation bands to visualize levels of overextension. Extended bands (+3σ to +5σ) can be toggled for simplicity. ✅ Conditional Zone Fills Colored background fills show when price is inside each valuation zone. Helps you immediately see if price is in fair value, moderately extended, or highly stretched territory. ✅ Divergence Detection VWAP Slope Divergence: Flags when price makes a higher high but VWAP slope decelerates. Low Volume Retest: Highlights weak re-tests of VWAP on low volume. Deviation Failure: Identifies when price reverts back inside +1σ after closing beyond +3σ. ✅ Volume Fallback If volume is unavailable, uses high-low range as a proxy. ✅ Highly Customizable Adjust lookbacks, show/hide extended bands, toggle fills, and enable or disable divergences. 🛠️ How to Use Identify Buy and Sell Zones Price in the fair value band (±1σ) suggests equilibrium. Reaching +2σ to +3σ signals increasing overextension and potential areas to take profits. +4σ to +5σ zones can be used to watch for exhaustion or mean-reversion setups. Monitor Divergence Signals Use slope divergence and deviation failures to look for confluence with overextension. Low volume retests can flag rallies lacking conviction. Adapt Swing Lookback 30–50 bars: Faster re-anchoring for swing trading. 75–100 bars: More stable anchors for longer-term trends. 🧭 Best Practices Combine the anchored VWAP with higher timeframe structure. Confirm signals with other tools (momentum, volume profiles, or trend filters). Use extended deviation zones as context, not as standalone signals. ⚠️ Disclaimer This script is for educational and informational purposes only. It does not constitute financial advice or a recommendation to buy or sell any security or asset. Always do your own research and consult a qualified financial professional before making any trading decisions. Past performance does not guarantee future results.
Pine Script® インジケーター
RWCS_LTDの投稿
Tensor Market Analysis Engine (TMAE)# Tensor Market Analysis Engine (TMAE) ## Advanced Multi-Dimensional Mathematical Analysis System *Where Quantum Mathematics Meets Market Structure* --- ## 🎓 THEORETICAL FOUNDATION The Tensor Market Analysis Engine represents a revolutionary synthesis of three cutting-edge mathematical frameworks that have never before been combined for comprehensive market analysis. This indicator transcends traditional technical analysis by implementing advanced mathematical concepts from quantum mechanics, information theory, and fractal geometry. ### 🌊 Multi-Dimensional Volatility with Jump Detection **Hawkes Process Implementation:** The TMAE employs a sophisticated Hawkes process approximation for detecting self-exciting market jumps. Unlike traditional volatility measures that treat price movements as independent events, the Hawkes process recognizes that market shocks cluster and exhibit memory effects. **Mathematical Foundation:** ``` Intensity λ(t) = μ + Σ α(t - Tᵢ) ``` Where market jumps at times Tᵢ increase the probability of future jumps through the decay function α, controlled by the Hawkes Decay parameter (0.5-0.99). **Mahalanobis Distance Calculation:** The engine calculates volatility jumps using multi-dimensional Mahalanobis distance across up to 5 volatility dimensions: - **Dimension 1:** Price volatility (standard deviation of returns) - **Dimension 2:** Volume volatility (normalized volume fluctuations) - **Dimension 3:** Range volatility (high-low spread variations) - **Dimension 4:** Correlation volatility (price-volume relationship changes) - **Dimension 5:** Microstructure volatility (intrabar positioning analysis) This creates a volatility state vector that captures market behavior impossible to detect with traditional single-dimensional approaches. ### 📐 Hurst Exponent Regime Detection **Fractal Market Hypothesis Integration:** The TMAE implements advanced Rescaled Range (R/S) analysis to calculate the Hurst exponent in real-time, providing dynamic regime classification: - **H > 0.6:** Trending (persistent) markets - momentum strategies optimal - **H < 0.4:** Mean-reverting (anti-persistent) markets - contrarian strategies optimal - **H ≈ 0.5:** Random walk markets - breakout strategies preferred **Adaptive R/S Analysis:** Unlike static implementations, the TMAE uses adaptive windowing that adjusts to market conditions: ``` H = log(R/S) / log(n) ``` Where R is the range of cumulative deviations and S is the standard deviation over period n. **Dynamic Regime Classification:** The system employs hysteresis to prevent regime flipping, requiring sustained Hurst values before regime changes are confirmed. This prevents false signals during transitional periods. ### 🔄 Transfer Entropy Analysis **Information Flow Quantification:** Transfer entropy measures the directional flow of information between price and volume, revealing lead-lag relationships that indicate future price movements: ``` TE(X→Y) = Σ p(yₜ₊₁, yₜ, xₜ) log ``` **Causality Detection:** - **Volume → Price:** Indicates accumulation/distribution phases - **Price → Volume:** Suggests retail participation or momentum chasing - **Balanced Flow:** Market equilibrium or transition periods The system analyzes multiple lag periods (2-20 bars) to capture both immediate and structural information flows. --- ## 🔧 COMPREHENSIVE INPUT SYSTEM ### Core Parameters Group **Primary Analysis Window (10-100, Default: 50)** The fundamental lookback period affecting all calculations. Optimization by timeframe: - **1-5 minute charts:** 20-30 (rapid adaptation to micro-movements) - **15 minute-1 hour:** 30-50 (balanced responsiveness and stability) - **4 hour-daily:** 50-100 (smooth signals, reduced noise) - **Asset-specific:** Cryptocurrency 20-35, Stocks 35-50, Forex 40-60 **Signal Sensitivity (0.1-2.0, Default: 0.7)** Master control affecting all threshold calculations: - **Conservative (0.3-0.6):** High-quality signals only, fewer false positives - **Balanced (0.7-1.0):** Optimal risk-reward ratio for most trading styles - **Aggressive (1.1-2.0):** Maximum signal frequency, requires careful filtering **Signal Generation Mode:** - **Aggressive:** Any component signals (highest frequency) - **Confluence:** 2+ components agree (balanced approach) - **Conservative:** All 3 components align (highest quality) ### Volatility Jump Detection Group **Volatility Dimensions (2-5, Default: 3)** Determines the mathematical space complexity: - **2D:** Price + Volume volatility (suitable for clean markets) - **3D:** + Range volatility (optimal for most conditions) - **4D:** + Correlation volatility (advanced multi-asset analysis) - **5D:** + Microstructure volatility (maximum sensitivity) **Jump Detection Threshold (1.5-4.0σ, Default: 3.0σ)** Standard deviations required for volatility jump classification: - **Cryptocurrency:** 2.0-2.5σ (naturally volatile) - **Stock Indices:** 2.5-3.0σ (moderate volatility) - **Forex Major Pairs:** 3.0-3.5σ (typically stable) - **Commodities:** 2.0-3.0σ (varies by commodity) **Jump Clustering Decay (0.5-0.99, Default: 0.85)** Hawkes process memory parameter: - **0.5-0.7:** Fast decay (jumps treated as independent) - **0.8-0.9:** Moderate clustering (realistic market behavior) - **0.95-0.99:** Strong clustering (crisis/event-driven markets) ### Hurst Exponent Analysis Group **Calculation Method Options:** - **Classic R/S:** Original Rescaled Range (fast, simple) - **Adaptive R/S:** Dynamic windowing (recommended for trading) - **DFA:** Detrended Fluctuation Analysis (best for noisy data) **Trending Threshold (0.55-0.8, Default: 0.60)** Hurst value defining persistent market behavior: - **0.55-0.60:** Weak trend persistence - **0.65-0.70:** Clear trending behavior - **0.75-0.80:** Strong momentum regimes **Mean Reversion Threshold (0.2-0.45, Default: 0.40)** Hurst value defining anti-persistent behavior: - **0.35-0.45:** Weak mean reversion - **0.25-0.35:** Clear ranging behavior - **0.15-0.25:** Strong reversion tendency ### Transfer Entropy Parameters Group **Information Flow Analysis:** - **Price-Volume:** Classic flow analysis for accumulation/distribution - **Price-Volatility:** Risk flow analysis for sentiment shifts - **Multi-Timeframe:** Cross-timeframe causality detection **Maximum Lag (2-20, Default: 5)** Causality detection window: - **2-5 bars:** Immediate causality (scalping) - **5-10 bars:** Short-term flow (day trading) - **10-20 bars:** Structural flow (swing trading) **Significance Threshold (0.05-0.3, Default: 0.15)** Minimum entropy for signal generation: - **0.05-0.10:** Detect subtle information flows - **0.10-0.20:** Clear causality only - **0.20-0.30:** Very strong flows only --- ## 🎨 ADVANCED VISUAL SYSTEM ### Tensor Volatility Field Visualization **Five-Layer Resonance Bands:** The tensor field creates dynamic support/resistance zones that expand and contract based on mathematical field strength: - **Core Layer (Purple):** Primary tensor field with highest intensity - **Layer 2 (Neutral):** Secondary mathematical resonance - **Layer 3 (Info Blue):** Tertiary harmonic frequencies - **Layer 4 (Warning Gold):** Outer field boundaries - **Layer 5 (Success Green):** Maximum field extension **Field Strength Calculation:** ``` Field Strength = min(3.0, Mahalanobis Distance × Tensor Intensity) ``` The field amplitude adjusts to ATR and mathematical distance, creating dynamic zones that respond to market volatility. **Radiation Line Network:** During active tensor states, the system projects directional radiation lines showing field energy distribution: - **8 Directional Rays:** Complete angular coverage - **Tapering Segments:** Progressive transparency for natural visual flow - **Pulse Effects:** Enhanced visualization during volatility jumps ### Dimensional Portal System **Portal Mathematics:** Dimensional portals visualize regime transitions using category theory principles: - **Green Portals (◉):** Trending regime detection (appear below price for support) - **Red Portals (◎):** Mean-reverting regime (appear above price for resistance) - **Yellow Portals (○):** Random walk regime (neutral positioning) **Tensor Trail Effects:** Each portal generates 8 trailing particles showing mathematical momentum: - **Large Particles (●):** Strong mathematical signal - **Medium Particles (◦):** Moderate signal strength - **Small Particles (·):** Weak signal continuation - **Micro Particles (˙):** Signal dissipation ### Information Flow Streams **Particle Stream Visualization:** Transfer entropy creates flowing particle streams indicating information direction: - **Upward Streams:** Volume leading price (accumulation phases) - **Downward Streams:** Price leading volume (distribution phases) - **Stream Density:** Proportional to information flow strength **15-Particle Evolution:** Each stream contains 15 particles with progressive sizing and transparency, creating natural flow visualization that makes information transfer immediately apparent. ### Fractal Matrix Grid System **Multi-Timeframe Fractal Levels:** The system calculates and displays fractal highs/lows across five Fibonacci periods: - **8-Period:** Short-term fractal structure - **13-Period:** Intermediate-term patterns - **21-Period:** Primary swing levels - **34-Period:** Major structural levels - **55-Period:** Long-term fractal boundaries **Triple-Layer Visualization:** Each fractal level uses three-layer rendering: - **Shadow Layer:** Widest, darkest foundation (width 5) - **Glow Layer:** Medium white core line (width 3) - **Tensor Layer:** Dotted mathematical overlay (width 1) **Intelligent Labeling System:** Smart spacing prevents label overlap using ATR-based minimum distances. Labels include: - **Fractal Period:** Time-based identification - **Topological Class:** Mathematical complexity rating (0, I, II, III) - **Price Level:** Exact fractal price - **Mahalanobis Distance:** Current mathematical field strength - **Hurst Exponent:** Current regime classification - **Anomaly Indicators:** Visual strength representations (○ ◐ ● ⚡) ### Wick Pressure Analysis **Rejection Level Mathematics:** The system analyzes candle wick patterns to project future pressure zones: - **Upper Wick Analysis:** Identifies selling pressure and resistance zones - **Lower Wick Analysis:** Identifies buying pressure and support zones - **Pressure Projection:** Extends lines forward based on mathematical probability **Multi-Layer Glow Effects:** Wick pressure lines use progressive transparency (1-8 layers) creating natural glow effects that make pressure zones immediately visible without cluttering the chart. ### Enhanced Regime Background **Dynamic Intensity Mapping:** Background colors reflect mathematical regime strength: - **Deep Transparency (98% alpha):** Subtle regime indication - **Pulse Intensity:** Based on regime strength calculation - **Color Coding:** Green (trending), Red (mean-reverting), Neutral (random) **Smoothing Integration:** Regime changes incorporate 10-bar smoothing to prevent background flicker while maintaining responsiveness to genuine regime shifts. ### Color Scheme System **Six Professional Themes:** - **Dark (Default):** Professional trading environment optimization - **Light:** High ambient light conditions - **Classic:** Traditional technical analysis appearance - **Neon:** High-contrast visibility for active trading - **Neutral:** Minimal distraction focus - **Bright:** Maximum visibility for complex setups Each theme maintains mathematical accuracy while optimizing visual clarity for different trading environments and personal preferences. --- ## 📊 INSTITUTIONAL-GRADE DASHBOARD ### Tensor Field Status Section **Field Strength Display:** Real-time Mahalanobis distance calculation with dynamic emoji indicators: - **⚡ (Lightning):** Extreme field strength (>1.5× threshold) - **● (Solid Circle):** Strong field activity (>1.0× threshold) - **○ (Open Circle):** Normal field state **Signal Quality Rating:** Democratic algorithm assessment: - **ELITE:** All 3 components aligned (highest probability) - **STRONG:** 2 components aligned (good probability) - **GOOD:** 1 component active (moderate probability) - **WEAK:** No clear component signals **Threshold and Anomaly Monitoring:** - **Threshold Display:** Current mathematical threshold setting - **Anomaly Level (0-100%):** Combined volatility and volume spike measurement - **>70%:** High anomaly (red warning) - **30-70%:** Moderate anomaly (orange caution) - **<30%:** Normal conditions (green confirmation) ### Tensor State Analysis Section **Mathematical State Classification:** - **↑ BULL (Tensor State +1):** Trending regime with bullish bias - **↓ BEAR (Tensor State -1):** Mean-reverting regime with bearish bias - **◈ SUPER (Tensor State 0):** Random walk regime (neutral) **Visual State Gauge:** Five-circle progression showing tensor field polarity: - **🟢🟢🟢⚪⚪:** Strong bullish mathematical alignment - **⚪⚪🟡⚪⚪:** Neutral/transitional state - **⚪⚪🔴🔴🔴:** Strong bearish mathematical alignment **Trend Direction and Phase Analysis:** - **📈 BULL / 📉 BEAR / ➡️ NEUTRAL:** Primary trend classification - **🌪️ CHAOS:** Extreme information flow (>2.0 flow strength) - **⚡ ACTIVE:** Strong information flow (1.0-2.0 flow strength) - **😴 CALM:** Low information flow (<1.0 flow strength) ### Trading Signals Section **Real-Time Signal Status:** - **🟢 ACTIVE / ⚪ INACTIVE:** Long signal availability - **🔴 ACTIVE / ⚪ INACTIVE:** Short signal availability - **Components (X/3):** Active algorithmic components - **Mode Display:** Current signal generation mode **Signal Strength Visualization:** Color-coded component count: - **Green:** 3/3 components (maximum confidence) - **Aqua:** 2/3 components (good confidence) - **Orange:** 1/3 components (moderate confidence) - **Gray:** 0/3 components (no signals) ### Performance Metrics Section **Win Rate Monitoring:** Estimated win rates based on signal quality with emoji indicators: - **🔥 (Fire):** ≥60% estimated win rate - **👍 (Thumbs Up):** 45-59% estimated win rate - **⚠️ (Warning):** <45% estimated win rate **Mathematical Metrics:** - **Hurst Exponent:** Real-time fractal dimension (0.000-1.000) - **Information Flow:** Volume/price leading indicators - **📊 VOL:** Volume leading price (accumulation/distribution) - **💰 PRICE:** Price leading volume (momentum/speculation) - **➖ NONE:** Balanced information flow - **Volatility Classification:** - **🔥 HIGH:** Above 1.5× jump threshold - **📊 NORM:** Normal volatility range - **😴 LOW:** Below 0.5× jump threshold ### Market Structure Section (Large Dashboard) **Regime Classification:** - **📈 TREND:** Hurst >0.6, momentum strategies optimal - **🔄 REVERT:** Hurst <0.4, contrarian strategies optimal - **🎲 RANDOM:** Hurst ≈0.5, breakout strategies preferred **Mathematical Field Analysis:** - **Dimensions:** Current volatility space complexity (2D-5D) - **Hawkes λ (Lambda):** Self-exciting jump intensity (0.00-1.00) - **Jump Status:** 🚨 JUMP (active) / ✅ NORM (normal) ### Settings Summary Section (Large Dashboard) **Active Configuration Display:** - **Sensitivity:** Current master sensitivity setting - **Lookback:** Primary analysis window - **Theme:** Active color scheme - **Method:** Hurst calculation method (Classic R/S, Adaptive R/S, DFA) **Dashboard Sizing Options:** - **Small:** Essential metrics only (mobile/small screens) - **Normal:** Balanced information density (standard desktop) - **Large:** Maximum detail (multi-monitor setups) **Position Options:** - **Top Right:** Standard placement (avoids price action) - **Top Left:** Wide chart optimization - **Bottom Right:** Recent price focus (scalping) - **Bottom Left:** Maximum price visibility (swing trading) --- ## 🎯 SIGNAL GENERATION LOGIC ### Multi-Component Convergence System **Component Signal Architecture:** The TMAE generates signals through sophisticated component analysis rather than simple threshold crossing: **Volatility Component:** - **Jump Detection:** Mahalanobis distance threshold breach - **Hawkes Intensity:** Self-exciting process activation (>0.2) - **Multi-dimensional:** Considers all volatility dimensions simultaneously **Hurst Regime Component:** - **Trending Markets:** Price above SMA-20 with positive momentum - **Mean-Reverting Markets:** Price at Bollinger Band extremes - **Random Markets:** Bollinger squeeze breakouts with directional confirmation **Transfer Entropy Component:** - **Volume Leadership:** Information flow from volume to price - **Volume Spike:** Volume 110%+ above 20-period average - **Flow Significance:** Above entropy threshold with directional bias ### Democratic Signal Weighting **Signal Mode Implementation:** - **Aggressive Mode:** Any single component triggers signal - **Confluence Mode:** Minimum 2 components must agree - **Conservative Mode:** All 3 components must align **Momentum Confirmation:** All signals require momentum confirmation: - **Long Signals:** RSI >50 AND price >EMA-9 - **Short Signals:** RSI <50 AND price 0.6):** - **Increase Sensitivity:** Catch momentum continuation - **Lower Mean Reversion Threshold:** Avoid counter-trend signals - **Emphasize Volume Leadership:** Institutional accumulation/distribution - **Tensor Field Focus:** Use expansion for trend continuation - **Signal Mode:** Aggressive or Confluence for trend following **Range-Bound Markets (Hurst <0.4):** - **Decrease Sensitivity:** Avoid false breakouts - **Lower Trending Threshold:** Quick regime recognition - **Focus on Price Leadership:** Retail sentiment extremes - **Fractal Grid Emphasis:** Support/resistance trading - **Signal Mode:** Conservative for high-probability reversals **Volatile Markets (High Jump Frequency):** - **Increase Hawkes Decay:** Recognize event clustering - **Higher Jump Threshold:** Avoid noise signals - **Maximum Dimensions:** Capture full volatility complexity - **Reduce Position Sizing:** Risk management adaptation - **Enhanced Visuals:** Maximum information for rapid decisions **Low Volatility Markets (Low Jump Frequency):** - **Decrease Jump Threshold:** Capture subtle movements - **Lower Hawkes Decay:** Treat moves as independent - **Reduce Dimensions:** Simplify analysis - **Increase Position Sizing:** Capitalize on compressed volatility - **Minimal Visuals:** Reduce distraction in quiet markets --- ## 🚀 ADVANCED TRADING STRATEGIES ### The Mathematical Convergence Method **Entry Protocol:** 1. **Fractal Grid Approach:** Monitor price approaching significant fractal levels 2. **Tensor Field Confirmation:** Verify field expansion supporting direction 3. **Portal Signal:** Wait for dimensional portal appearance 4. **ELITE/STRONG Quality:** Only trade highest quality mathematical signals 5. **Component Consensus:** Confirm 2+ components agree in Confluence mode **Example Implementation:** - Price approaching 21-period fractal high - Tensor field expanding upward (bullish mathematical alignment) - Green portal appears below price (trending regime confirmation) - ELITE quality signal with 3/3 components active - Enter long position with stop below fractal level **Risk Management:** - **Stop Placement:** Below/above fractal level that generated signal - **Position Sizing:** Based on Mahalanobis distance (higher distance = smaller size) - **Profit Targets:** Next fractal level or tensor field resistance ### The Regime Transition Strategy **Regime Change Detection:** 1. **Monitor Hurst Exponent:** Watch for persistent moves above/below thresholds 2. **Portal Color Change:** Regime transitions show different portal colors 3. **Background Intensity:** Increasing regime background intensity 4. **Mathematical Confirmation:** Wait for regime confirmation (hysteresis) **Trading Implementation:** - **Trending Transitions:** Trade momentum breakouts, follow trend - **Mean Reversion Transitions:** Trade range boundaries, fade extremes - **Random Transitions:** Trade breakouts with tight stops **Advanced Techniques:** - **Multi-Timeframe:** Confirm regime on higher timeframe - **Early Entry:** Enter on regime transition rather than confirmation - **Regime Strength:** Larger positions during strong regime signals ### The Information Flow Momentum Strategy **Flow Detection Protocol:** 1. **Monitor Transfer Entropy:** Watch for significant information flow shifts 2. **Volume Leadership:** Strong edge when volume leads price 3. **Flow Acceleration:** Increasing flow strength indicates momentum 4. **Directional Confirmation:** Ensure flow aligns with intended trade direction **Entry Signals:** - **Volume → Price Flow:** Enter during accumulation/distribution phases - **Price → Volume Flow:** Enter on momentum confirmation breaks - **Flow Reversal:** Counter-trend entries when flow reverses **Optimization:** - **Scalping:** Use immediate flow detection (2-5 bar lag) - **Swing Trading:** Use structural flow (10-20 bar lag) - **Multi-Asset:** Compare flow between correlated assets ### The Tensor Field Expansion Strategy **Field Mathematics:** The tensor field expansion indicates mathematical pressure building in market structure: **Expansion Phases:** 1. **Compression:** Field contracts, volatility decreases 2. **Tension Building:** Mathematical pressure accumulates 3. **Expansion:** Field expands rapidly with directional movement 4. **Resolution:** Field stabilizes at new equilibrium **Trading Applications:** - **Compression Trading:** Prepare for breakout during field contraction - **Expansion Following:** Trade direction of field expansion - **Reversion Trading:** Fade extreme field expansion - **Multi-Dimensional:** Consider all field layers for confirmation ### The Hawkes Process Event Strategy **Self-Exciting Jump Trading:** Understanding that market shocks cluster and create follow-on opportunities: **Jump Sequence Analysis:** 1. **Initial Jump:** First volatility jump detected 2. **Clustering Phase:** Hawkes intensity remains elevated 3. **Follow-On Opportunities:** Additional jumps more likely 4. **Decay Period:** Intensity gradually decreases **Implementation:** - **Jump Confirmation:** Wait for mathematical jump confirmation - **Direction Assessment:** Use other components for direction - **Clustering Trades:** Trade subsequent moves during high intensity - **Decay Exit:** Exit positions as Hawkes intensity decays ### The Fractal Confluence System **Multi-Timeframe Fractal Analysis:** Combining fractal levels across different periods for high-probability zones: **Confluence Zones:** - **Double Confluence:** 2 fractal levels align - **Triple Confluence:** 3+ fractal levels cluster - **Mathematical Confirmation:** Tensor field supports the level - **Information Flow:** Transfer entropy confirms direction **Trading Protocol:** 1. **Identify Confluence:** Find 2+ fractal levels within 1 ATR 2. **Mathematical Support:** Verify tensor field alignment 3. **Signal Quality:** Wait for STRONG or ELITE signal 4. **Risk Definition:** Use fractal level for stop placement 5. **Profit Targeting:** Next major fractal confluence zone --- ## ⚠️ COMPREHENSIVE RISK MANAGEMENT ### Mathematical Position Sizing **Mahalanobis Distance Integration:** Position size should inversely correlate with mathematical field strength: ``` Position Size = Base Size × (Threshold / Mahalanobis Distance) ``` **Risk Scaling Matrix:** - **Low Field Strength (<2.0):** Standard position sizing - **Moderate Field Strength (2.0-3.0):** 75% position sizing - **High Field Strength (3.0-4.0):** 50% position sizing - **Extreme Field Strength (>4.0):** 25% position sizing or no trade ### Signal Quality Risk Adjustment **Quality-Based Position Sizing:** - **ELITE Signals:** 100% of planned position size - **STRONG Signals:** 75% of planned position size - **GOOD Signals:** 50% of planned position size - **WEAK Signals:** No position or paper trading only **Component Agreement Scaling:** - **3/3 Components:** Full position size - **2/3 Components:** 75% position size - **1/3 Components:** 50% position size or skip trade ### Regime-Adaptive Risk Management **Trending Market Risk:** - **Wider Stops:** Allow for trend continuation - **Trend Following:** Trade with regime direction - **Higher Position Size:** Trend probability advantage - **Momentum Stops:** Trail stops based on momentum indicators **Mean-Reverting Market Risk:** - **Tighter Stops:** Quick exits on trend continuation - **Contrarian Positioning:** Trade against extremes - **Smaller Position Size:** Higher reversal failure rate - **Level-Based Stops:** Use fractal levels for stops **Random Market Risk:** - **Breakout Focus:** Trade only clear breakouts - **Tight Initial Stops:** Quick exit if breakout fails - **Reduced Frequency:** Skip marginal setups - **Range-Based Targets:** Profit targets at range boundaries ### Volatility-Adaptive Risk Controls **High Volatility Periods:** - **Reduced Position Size:** Account for wider price swings - **Wider Stops:** Avoid noise-based exits - **Lower Frequency:** Skip marginal setups - **Faster Exits:** Take profits more quickly **Low Volatility Periods:** - **Standard Position Size:** Normal risk parameters - **Tighter Stops:** Take advantage of compressed ranges - **Higher Frequency:** Trade more setups - **Extended Targets:** Allow for compressed volatility expansion ### Multi-Timeframe Risk Alignment **Higher Timeframe Trend:** - **With Trend:** Standard or increased position size - **Against Trend:** Reduced position size or skip - **Neutral Trend:** Standard position size with tight management **Risk Hierarchy:** 1. **Primary:** Current timeframe signal quality 2. **Secondary:** Higher timeframe trend alignment 3. **Tertiary:** Mathematical field strength 4. **Quaternary:** Market regime classification --- ## 📚 EDUCATIONAL VALUE AND MATHEMATICAL CONCEPTS ### Advanced Mathematical Concepts **Tensor Analysis in Markets:** The TMAE introduces traders to tensor analysis, a branch of mathematics typically reserved for physics and advanced engineering. Tensors provide a framework for understanding multi-dimensional market relationships that scalar and vector analysis cannot capture. **Information Theory Applications:** Transfer entropy implementation teaches traders about information flow in markets, a concept from information theory that quantifies directional causality between variables. This provides intuition about market microstructure and participant behavior. **Fractal Geometry in Trading:** The Hurst exponent calculation exposes traders to fractal geometry concepts, helping understand that markets exhibit self-similar patterns across multiple timeframes. This mathematical insight transforms how traders view market structure. **Stochastic Process Theory:** The Hawkes process implementation introduces concepts from stochastic process theory, specifically self-exciting point processes. This provides mathematical framework for understanding why market events cluster and exhibit memory effects. ### Learning Progressive Complexity **Beginner Mathematical Concepts:** - **Volatility Dimensions:** Understanding multi-dimensional analysis - **Regime Classification:** Learning market personality types - **Signal Democracy:** Algorithmic consensus building - **Visual Mathematics:** Interpreting mathematical concepts visually **Intermediate Mathematical Applications:** - **Mahalanobis Distance:** Statistical distance in multi-dimensional space - **Rescaled Range Analysis:** Fractal dimension measurement - **Information Entropy:** Quantifying uncertainty and causality - **Field Theory:** Understanding mathematical fields in market context **Advanced Mathematical Integration:** - **Tensor Field Dynamics:** Multi-dimensional market force analysis - **Stochastic Self-Excitation:** Event clustering and memory effects - **Categorical Composition:** Mathematical signal combination theory - **Topological Market Analysis:** Understanding market shape and connectivity ### Practical Mathematical Intuition **Developing Market Mathematics Intuition:** The TMAE serves as a bridge between abstract mathematical concepts and practical trading applications. Traders develop intuitive understanding of: - **How markets exhibit mathematical structure beneath apparent randomness** - **Why multi-dimensional analysis reveals patterns invisible to single-variable approaches** - **How information flows through markets in measurable, predictable ways** - **Why mathematical models provide probabilistic edges rather than certainties** --- ## 🔬 IMPLEMENTATION AND OPTIMIZATION ### Getting Started Protocol **Phase 1: Observation (Week 1)** 1. **Apply with defaults:** Use standard settings on your primary trading timeframe 2. **Study visual elements:** Learn to interpret tensor fields, portals, and streams 3. **Monitor dashboard:** Observe how metrics change with market conditions 4. **No trading:** Focus entirely on pattern recognition and understanding **Phase 2: Pattern Recognition (Week 2-3)** 1. **Identify signal patterns:** Note what market conditions produce different signal qualities 2. **Regime correlation:** Observe how Hurst regimes affect signal performance 3. **Visual confirmation:** Learn to read tensor field expansion and portal signals 4. **Component analysis:** Understand which components drive signals in different markets **Phase 3: Parameter Optimization (Week 4-5)** 1. **Asset-specific tuning:** Adjust parameters for your specific trading instrument 2. **Timeframe optimization:** Fine-tune for your preferred trading timeframe 3. **Sensitivity adjustment:** Balance signal frequency with quality 4. **Visual customization:** Optimize colors and intensity for your trading environment **Phase 4: Live Implementation (Week 6+)** 1. **Paper trading:** Test signals with hypothetical trades 2. **Small position sizing:** Begin with minimal risk during learning phase 3. **Performance tracking:** Monitor actual vs. expected signal performance 4. **Continuous optimization:** Refine settings based on real performance data ### Performance Monitoring System **Signal Quality Tracking:** - **ELITE Signal Win Rate:** Track highest quality signals separately - **Component Performance:** Monitor which components provide best signals - **Regime Performance:** Analyze performance across different market regimes - **Timeframe Analysis:** Compare performance across different session times **Mathematical Metric Correlation:** - **Field Strength vs. Performance:** Higher field strength should correlate with better performance - **Component Agreement vs. Win Rate:** More component agreement should improve win rates - **Regime Alignment vs. Success:** Trading with mathematical regime should outperform ### Continuous Optimization Process **Monthly Review Protocol:** 1. **Performance Analysis:** Review win rates, profit factors, and maximum drawdown 2. **Parameter Assessment:** Evaluate if current settings remain optimal 3. **Market Adaptation:** Adjust for changes in market character or volatility 4. **Component Weighting:** Consider if certain components should receive more/less emphasis **Quarterly Deep Analysis:** 1. **Mathematical Model Validation:** Verify that mathematical relationships remain valid 2. **Regime Distribution:** Analyze time spent in different market regimes 3. **Signal Evolution:** Track how signal characteristics change over time 4. **Correlation Analysis:** Monitor correlations between different mathematical components --- ## 🌟 UNIQUE INNOVATIONS AND CONTRIBUTIONS ### Revolutionary Mathematical Integration **First-Ever Implementations:** 1. **Multi-Dimensional Volatility Tensor:** First indicator to implement true tensor analysis for market volatility 2. **Real-Time Hawkes Process:** First trading implementation of self-exciting point processes 3. **Transfer Entropy Trading Signals:** First practical application of information theory for trade generation 4. **Democratic Component Voting:** First algorithmic consensus system for signal generation 5. **Fractal-Projected Signal Quality:** First system to predict signal quality at future price levels ### Advanced Visualization Innovations **Mathematical Visualization Breakthroughs:** - **Tensor Field Radiation:** Visual representation of mathematical field energy - **Dimensional Portal System:** Category theory visualization for regime transitions - **Information Flow Streams:** Real-time visual display of market information transfer - **Multi-Layer Fractal Grid:** Intelligent spacing and projection system - **Regime Intensity Mapping:** Dynamic background showing mathematical regime strength ### Practical Trading Innovations **Trading System Advances:** - **Quality-Weighted Signal Generation:** Signals rated by mathematical confidence - **Regime-Adaptive Strategy Selection:** Automatic strategy optimization based on market personality - **Anti-Spam Signal Protection:** Mathematical prevention of signal clustering - **Component Performance Tracking:** Real-time monitoring of algorithmic component success - **Field-Strength Position Sizing:** Mathematical volatility integration for risk management --- ## ⚖️ RESPONSIBLE USAGE AND LIMITATIONS ### Mathematical Model Limitations **Understanding Model Boundaries:** While the TMAE implements sophisticated mathematical concepts, traders must understand fundamental limitations: - **Markets Are Not Purely Mathematical:** Human psychology, news events, and fundamental factors create unpredictable elements - **Past Performance Limitations:** Mathematical relationships that worked historically may not persist indefinitely - **Model Risk:** Complex models can fail during unprecedented market conditions - **Overfitting Potential:** Highly optimized parameters may not generalize to future market conditions ### Proper Implementation Guidelines **Risk Management Requirements:** - **Never Risk More Than 2% Per Trade:** Regardless of signal quality - **Diversification Mandatory:** Don't rely solely on mathematical signals - **Position Sizing Discipline:** Use mathematical field strength for sizing, not confidence - **Stop Loss Non-Negotiable:** Every trade must have predefined risk parameters **Realistic Expectations:** - **Mathematical Edge, Not Certainty:** The indicator provides probabilistic advantages, not guaranteed outcomes - **Learning Curve Required:** Complex mathematical concepts require time to master - **Market Adaptation Necessary:** Parameters must evolve with changing market conditions - **Continuous Education Important:** Understanding underlying mathematics improves application ### Ethical Trading Considerations **Market Impact Awareness:** - **Information Asymmetry:** Advanced mathematical analysis may provide advantages over other market participants - **Position Size Responsibility:** Large positions based on mathematical signals can impact market structure - **Sharing Knowledge:** Consider educational contributions to trading community - **Fair Market Participation:** Use mathematical advantages responsibly within market framework ### Professional Development Path **Skill Development Sequence:** 1. **Basic Mathematical Literacy:** Understand fundamental concepts before advanced application 2. **Risk Management Mastery:** Develop disciplined risk control before relying on complex signals 3. **Market Psychology Understanding:** Combine mathematical analysis with behavioral market insights 4. **Continuous Learning:** Stay updated on mathematical finance developments and market evolution --- ## 🔮 CONCLUSION The Tensor Market Analysis Engine represents a quantum leap forward in technical analysis, successfully bridging the gap between advanced pure mathematics and practical trading applications. By integrating multi-dimensional volatility analysis, fractal market theory, and information flow dynamics, the TMAE reveals market structure invisible to conventional analysis while maintaining visual clarity and practical usability. ### Mathematical Innovation Legacy This indicator establishes new paradigms in technical analysis: - **Tensor analysis for market volatility understanding** - **Stochastic self-excitation for event clustering prediction** - **Information theory for causality-based trade generation** - **Democratic algorithmic consensus for signal quality enhancement** - **Mathematical field visualization for intuitive market understanding** ### Practical Trading Revolution Beyond mathematical innovation, the TMAE transforms practical trading: - **Quality-rated signals replace binary buy/sell decisions** - **Regime-adaptive strategies automatically optimize for market personality** - **Multi-dimensional risk management integrates mathematical volatility measures** - **Visual mathematical concepts make complex analysis immediately interpretable** - **Educational value creates lasting improvement in trading understanding** ### Future-Proof Design The mathematical foundations ensure lasting relevance: - **Universal mathematical principles transcend market evolution** - **Multi-dimensional analysis adapts to new market structures** - **Regime detection automatically adjusts to changing market personalities** - **Component democracy allows for future algorithmic additions** - **Mathematical visualization scales with increasing market complexity** ### Commitment to Excellence The TMAE represents more than an indicator—it embodies a philosophy of bringing rigorous mathematical analysis to trading while maintaining practical utility and visual elegance. Every component, from the multi-dimensional tensor fields to the democratic signal generation, reflects a commitment to mathematical accuracy, trading practicality, and educational value. ### Trading with Mathematical Precision In an era where markets grow increasingly complex and computational, the TMAE provides traders with mathematical tools previously available only to institutional quantitative research teams. Yet unlike academic mathematical models, the TMAE translates complex concepts into intuitive visual representations and practical trading signals. By combining the mathematical rigor of tensor analysis, the statistical power of multi-dimensional volatility modeling, and the information-theoretic insights of transfer entropy, traders gain unprecedented insight into market structure and dynamics. ### Final Perspective Markets, like nature, exhibit profound mathematical beauty beneath apparent chaos. The Tensor Market Analysis Engine serves as a mathematical lens that reveals this hidden order, transforming how traders perceive and interact with market structure. Through mathematical precision, visual elegance, and practical utility, the TMAE empowers traders to see beyond the noise and trade with the confidence that comes from understanding the mathematical principles governing market behavior. Trade with mathematical insight. Trade with the power of tensors. Trade with the TMAE. *"In mathematics, you don't understand things. You just get used to them." - John von Neumann* *With the TMAE, mathematical market understanding becomes not just possible, but intuitive.* — Dskyz, Trade with insight. Trade with anticipation.
Pine Script® インジケーター
DskyzInvestmentsの投稿
17
CVD Divergence & Volume ProfileThis Pine Script indicator, named "CVD Divergence & Volume Profile," is designed to identify potential trading opportunities by combining Cumulative Volume Delta (CVD) divergence with Volume Profile levels and an optional Simple Moving Average (SMA) trend filter. It plots signals directly on the price chart. Here's a breakdown of what each component does and how to potentially trade with it: 1. Cumulative Volume Delta (CVD) Divergence What it does: CVD measures the cumulative difference between buying and selling volume. A rising CVD indicates more buying pressure, while a falling CVD indicates more selling pressure. Divergence occurs when the price action contradicts the CVD's direction, suggesting a potential shift in momentum or trend reversal. Bearish Divergence: The price makes a higher high, but the CVD makes a lower high (or fails to make a new high). This suggests that despite the price increasing, the underlying buying pressure is weakening. Bullish Divergence: The price makes a lower low, but the CVD makes a higher low (or fails to make a new low). This suggests that despite the price decreasing, the underlying selling pressure is weakening. Visualization: Red triangle pointing down on the chart indicates a Bearish Divergence signal. Green triangle pointing up on the chart indicates a Bullish Divergence signal. 2. Volume Profile Levels (VAH, VAL, POC) What it does: The indicator calculates simplified Volume Profile levels over a user-defined vp_range (number of candles). These levels represent areas where significant trading activity has occurred: VAH (Value Area High): The upper boundary of the "Value Area," where 70% of the volume traded. VAL (Value Area Low): The lower boundary of the "Value Area," where 70% of the volume traded. POC (Point of Control): The price level within the vp_range where the most volume was traded. Significance: These levels often act as significant support and resistance zones. Visualization: Orange lines for VAH and VAL. Yellow line for POC. Zone Proximity (zone_thresh): The indicator only generates divergence signals if the current close price is within a specified percentage zone_thresh of either VAH, VAL, or POC. This filters signals to areas of high liquidity and potential turning points. 3. Trend Filter (SMA) What it does: This is an optional filter (use_trend_filter) that uses a Simple Moving Average (sma_period, default 200). Significance: It helps ensure that divergence signals are traded in alignment with the broader market trend, potentially increasing their reliability. For long signals (bullish divergence), the price (close) must be above the SMA (indicating an uptrend). For short signals (bearish divergence), the price (close) must be below the SMA (indicating a downtrend). Visualization: A blue line on the chart representing the SMA. How to Trade with It (Potential Strategies) The indicator aims to provide high-probability entry points by combining multiple confirming factors. Here's how you might interpret and trade the signals: Identify Divergence: Look for the triangle signals on your chart (red for bearish, green for bullish). Confirm Proximity to Volume Profile Levels: The signal itself confirms that the price is near a significant Volume Profile level (VAH, VAL, or POC). These are areas where price often reacts. Bullish Signal (Green Triangle): This suggests buying momentum is returning after a price decline, especially when the price is near VAL or POC, which might act as support. Bearish Signal (Red Triangle): This suggests selling momentum is increasing after a price rally, especially when the price is near VAH or POC, which might act as resistance. Check Trend Alignment (SMA Filter): For a long trade: You would ideally want to see a green triangle (bullish divergence) while the price is above the blue SMA line. This indicates a bullish divergence confirming a potential bounce within an existing uptrend. For a short trade: You would ideally want to see a red triangle (bearish divergence) while the price is below the blue SMA line. This indicates a bearish divergence confirming a potential rejection within an existing downtrend. Entry and Exit Considerations: Entry: Consider entering a trade on the candle where the signal appears, or on the subsequent candle for confirmation. Stop Loss: For a long trade, a logical stop-loss could be placed below the lowest point of the divergence, or below the VAL/POC if the signal occurred near it. For a short trade, above the highest point of the divergence or VAH/POC. Take Profit: Targets could be set at the opposite Volume Profile level, previous swing highs/lows, or using a fixed risk-reward ratio. Example Trading Scenario: Long Trade: You see a green triangle (bullish divergence) printed on the chart. You notice the price is currently at the VAL (orange line). You check the blue SMA line and confirm that the price is above it (uptrend). This confluence of factors (bullish divergence, support at VAL, and uptrend) provides a strong potential long entry signal. You might enter, place your stop loss just below VAL, and target VAH or the next resistance level. Short Trade: You see a red triangle (bearish divergence). The price is at the VAH (orange line). The price is also below the blue SMA line (downtrend). This suggests a potential short entry. You might enter, place your stop loss just above VAH, and target VAL or the next support level.
Pine Script® インジケーター
Makadaveの投稿
1
FVG Premium [no1x]█ OVERVIEW This indicator provides a comprehensive toolkit for identifying, visualizing, and tracking Fair Value Gaps (FVGs) across three distinct timeframes (current chart, a user-defined Medium Timeframe - MTF, and a user-defined High Timeframe - HTF). It is designed to offer traders enhanced insight into FVG dynamics through detailed state monitoring (formation, partial fill, full mitigation, midline touch), extensive visual customization for FVG representation, and a rich alert system for timely notifications on FVG-related events. █ CONCEPTS This indicator is built upon the core concept of Fair Value Gaps (FVGs) and their significance in price action analysis, offering a multi-layered approach to their detection and interpretation across different timeframes. Fair Value Gaps (FVGs) A Fair Value Gap (FVG), also known as an imbalance, represents a range in price delivery where one side of the market (buying or selling) was more aggressive, leaving an inefficiency or an "imbalance" in the price action. This concept is prominently featured within Smart Money Concepts (SMC) and Inner Circle Trader (ICT) methodologies, where such gaps are often interpreted as footprints left by "smart money" due to rapid, forceful price movements. These methodologies suggest that price may later revisit these FVG zones to rebalance a prior inefficiency or to seek liquidity before continuing its path. These gaps are typically identified by a three-bar pattern: Bullish FVG : This is a three-candle formation where the second candle shows a strong upward move. The FVG is the space created between the high of the first candle (bottom of FVG) and the low of the third candle (top of FVG). This indicates a strong upward impulsive move. Bearish FVG : This is a three-candle formation where the second candle shows a strong downward move. The FVG is the space created between the low of the first candle (top of FVG) and the high of the third candle (bottom of FVG). This indicates a strong downward impulsive move. FVGs are often watched by traders as potential areas where price might return to "rebalance" or find support/resistance. Multi-Timeframe (MTF) Analysis The indicator extends FVG detection beyond the current chart's timeframe (Low Timeframe - LTF) to two higher user-defined timeframes: Medium Timeframe (MTF) and High Timeframe (HTF). This allows traders to: Identify FVGs that might be significant on a broader market structure. Observe how FVGs from different timeframes align or interact. Gain a more comprehensive perspective on potential support and resistance zones. FVG State and Lifecycle Management The indicator actively tracks the lifecycle of each detected FVG: Formation : The initial identification of an FVG. Partial Fill (Entry) : When price enters but does not completely pass through the FVG. The indicator updates the "current" top/bottom of the FVG to reflect the filled portion. Midline (Equilibrium) Touch : When price touches the 50% level of the FVG. Full Mitigation : When price completely trades through the FVG, effectively "filling" or "rebalancing" the gap. The indicator records the mitigation time. This state tracking is crucial for understanding how price interacts with these zones. FVG Classification (Large FVG) FVGs can be optionally classified as "Large FVGs" (LV) if their size (top to bottom range) exceeds a user-defined multiple of the Average True Range (ATR) for that FVG's timeframe. This helps distinguish FVGs that are significantly larger relative to recent volatility. Visual Customization and Information Delivery A key concept is providing extensive control over how FVGs are displayed. This control is achieved through a centralized set of visual parameters within the indicator, allowing users to configure numerous aspects (colors, line styles, visibility of boxes, midlines, mitigation lines, labels, etc.) for each timeframe. Additionally, an on-chart information panel summarizes the nearest unmitigated bullish and bearish FVG levels for each active timeframe, providing a quick glance at key price points. █ FEATURES This indicator offers a rich set of features designed to provide a highly customizable and comprehensive Fair Value Gap (FVG) analysis experience. Users can tailor the FVG detection, visual representation, and alerting mechanisms across three distinct timeframes: the current chart (Low Timeframe - LTF), a user-defined Medium Timeframe (MTF), and a user-defined High Timeframe (HTF). Multi-Timeframe FVG Detection and Display The core strength of this indicator lies in its ability to identify and display FVGs from not only the current chart's timeframe (LTF) but also from two higher, user-selectable timeframes (MTF and HTF). Timeframe Selection: Users can specify the exact MTF (e.g., "60", "240") and HTF (e.g., "D", "W") through dedicated inputs in the "MTF (Medium Timeframe)" and "HTF (High Timeframe)" settings groups. The visibility of FVGs from these higher timeframes can be toggled independently using the "Show MTF FVGs" and "Show HTF FVGs" checkboxes. Consistent Detection Logic: The FVG detection logic, based on the classic three-bar imbalance pattern detailed in the 'Concepts' section, is applied consistently across all selected timeframes (LTF, MTF, HTF) Timeframe-Specific Visuals: Each timeframe's FVGs (LTF, MTF, HTF) can be customized with unique colors for bullish/bearish states and their mitigated counterparts. This allows for easy visual differentiation of FVGs originating from different market perspectives. Comprehensive FVG Visualization Options The indicator provides extensive control over how FVGs are visually represented on the chart for each timeframe (LTF, MTF, HTF). FVG Boxes: Visibility: Main FVG boxes can be shown or hidden per timeframe using the "Show FVG Boxes" (for LTF), "Show Boxes" (for MTF/HTF) inputs. Color Customization: Colors for bullish, bearish, active, and mitigated FVG boxes (including Large FVGs, if classified) are fully customizable for each timeframe. Box Extension & Length: FVG boxes can either be extended to the right indefinitely ("Extend Boxes Right") or set to a fixed length in bars ("Short Box Length" or "Box Length" equivalent inputs). Box Labels: Optional labels can display the FVG's timeframe and fill percentage on the box. These labels are configurable for all timeframes (LTF, MTF, and HTF). Please note: If FVGs are positioned very close to each other on the chart, their respective labels may overlap. This can potentially lead to visual clutter, and it is a known behavior in the current version of the indicator. Box Borders: Visibility, width, style (solid, dashed, dotted), and color of FVG box borders are customizable per timeframe. Midlines (Equilibrium/EQ): Visibility: The 50% level (midline or EQ) of FVGs can be shown or hidden for each timeframe. Style Customization: Width, style, and color of the midline are customizable per timeframe. The indicator tracks if this midline has been touched by price. Mitigation Lines: Visibility: Mitigation lines (representing the FVG's opening level that needs to be breached for full mitigation) can be shown or hidden for each timeframe. If shown, these lines are always extended to the right. Style Customization: Width, style, and color of the mitigation line are customizable per timeframe. Mitigation Line Labels: Optional price labels can be displayed on mitigation lines, with a customizable horizontal bar offset for positioning. For optimal label placement, the following horizontal bar offsets are recommended: 4 for LTF, 8 for MTF, and 12 for HTF. Persistence After Mitigation: Users can choose to keep mitigation lines visible even after an FVG is fully mitigated, with a distinct color for such lines. Importantly, this option is only effective if the general setting 'Hide Fully Mitigated FVGs' is disabled, as otherwise, the entire FVG and its lines will be removed upon mitigation. FVG State Management and Behavior The indicator tracks and visually responds to changes in FVG states. Hide Fully Mitigated FVGs: This option, typically found in the indicator's general settings, allows users to automatically remove all visual elements of an FVG from the chart once price has fully mitigated it. This helps maintain chart clarity by focusing on active FVGs. Partial Fill Visualization: When price enters an FVG, the indicator offers a dynamic visual representation: the portion of the FVG that has been filled is shown as a "mitigated box" (typically with a distinct color), while the original FVG box shrinks to clearly highlight the remaining, unfilled portion. This two-part display provides an immediate visual cue about how much of the FVG's imbalance has been addressed and what potential remains within the gap. Visual Filtering by ATR Proximity: To help users focus on the most relevant price action, FVGs can be dynamically hidden if they are located further from the current price than a user-defined multiple of the Average True Range (ATR). This behavior is controlled by the "Filter Band Width (ATR Multiple)" input; setting this to zero disables the filter entirely, ensuring all detected FVGs remain visible regardless of their proximity to price. Alternative Usage Example: Mitigation Lines as Key Support/Resistance Levels For traders preferring a minimalist chart focused on key Fair Value Gap (FVG) levels, the indicator's visualization settings can be customized to display only FVG mitigation lines. This approach leverages these lines as potential support and resistance zones, reflecting areas where price might revisit to address imbalances. To configure this view: Disable FVG Boxes: Turn off "Show FVG Boxes" (for LTF) or "Show Boxes" (for MTF/HTF) for the desired timeframes. Hide Midlines: Disable the visibility of the 50% FVG Midlines (Equilibrium/EQ). Ensure Mitigation Lines are Visible: Keep "Mitigation Lines" enabled. Retain All Mitigation Lines: Disable the "Hide Fully Mitigated FVGs" option in the general settings. Enable the feature to "keep mitigation lines visible even after an FVG is fully mitigated". This ensures lines from all FVGs (active or fully mitigated) remain on the chart, which is only effective if "Hide Fully Mitigated FVGs" is disabled. This setup offers: A Decluttered Chart: Focuses solely on the FVG opening levels. Precise S/R Zones: Treats mitigation lines as specific points for potential price reactions. Historical Level Analysis: Includes lines from past, fully mitigated FVGs for a comprehensive view of significant price levels. For enhanced usability with this focused view, consider these optional additions: The on-chart Information Panel can be activated to display a quick summary of the nearest unmitigated FVG levels. Mitigation Line Labels can also be activated for clear price level identification. A customizable horizontal bar offset is available for positioning these labels; for example, offsets of 4 for LTF, 8 for MTF, and 12 for HTF can be effective. FVG Classification (Large FVG) This feature allows for distinguishing FVGs based on their size relative to market volatility. Enable Classification: Users can enable "Classify FVG (Large FVG)" to identify FVGs that are significantly larger than average. ATR-Based Threshold: An FVG is classified as "Large" if its height (price range) is greater than or equal to the Average True Range (ATR) of its timeframe multiplied by a user-defined "Large FVG Threshold (ATR Multiple)". The ATR period for this calculation is also configurable. Dedicated Colors: Large FVGs (both bullish/bearish and active/mitigated) can be assigned unique colors, making them easily distinguishable on the chart. Panel Icon: Large FVGs are marked with a special icon in the Info Panel. Information Panel An on-chart panel provides a quick summary of the nearest unmitigated FVG levels. Visibility and Position: The panel can be shown/hidden and positioned in any of the nine standard locations on the chart (e.g., Top Right, Middle Center). Content: It displays the price levels of the nearest unmitigated bullish and bearish FVGs for LTF, MTF (if active), and HTF (if active). It also indicates if these nearest FVGs are Large FVGs (if classification is enabled) using a selectable icon. Styling: Text size, border color, header background/text colors, default text color, and "N/A" cell background color are customizable. Highlighting: Background and text colors for the cells displaying the overall nearest bullish and bearish FVG levels (across all active timeframes) can be customized to draw attention to the most proximate FVG. Comprehensive Alert System The indicator offers a granular alert system for various FVG-related events, configurable for each timeframe (LTF, MTF, HTF) independently. Users can enable alerts for: New FVG Formation: Separate alerts for new bullish and new bearish FVG formations. FVG Entry/Partial Fill: Separate alerts for price entering a bullish FVG or a bearish FVG. FVG Full Mitigation: Separate alerts for full mitigation of bullish and bearish FVGs. FVG Midline (EQ) Touch: Separate alerts for price touching the midline of a bullish or bearish FVG. Alert messages are detailed, providing information such as the timeframe, FVG type (bull/bear, Large FVG), relevant price levels, and timestamps. █ NOTES This section provides additional information regarding the indicator's usage, performance considerations, and potential interactions with the TradingView platform. Understanding these points can help users optimize their experience and troubleshoot effectively. Performance and Resource Management Maximum FVGs to Track : The "Max FVGs to Track" input (defaulting to 25) limits the number of FVG objects processed for each category (e.g., LTF Bullish, MTF Bearish). Increasing this value significantly can impact performance due to more objects being iterated over and potentially drawn, especially when multiple timeframes are active. Drawing Object Limits : To manage performance, this script sets its own internal limits on the number of drawing objects it displays. While it allows for up to approximately 500 lines (max_lines_count=500) and 500 labels (max_labels_count=500), the number of FVG boxes is deliberately restricted to a maximum of 150 (max_boxes_count=150). This specific limit for boxes is a key performance consideration: displaying too many boxes can significantly slow down the indicator, and a very high number is often not essential for analysis. Enabling all visual elements for many FVGs across all three timeframes can cause the indicator to reach these internal limits, especially the stricter box limit Optimization Strategies : To help you manage performance, reduce visual clutter, and avoid exceeding drawing limits when using this indicator, I recommend the following strategies: Maintain or Lower FVG Tracking Count: The "Max FVGs to Track" input defaults to 25. I find this value generally sufficient for effective analysis and balanced performance. You can keep this default or consider reducing it further if you experience performance issues or prefer a less dense FVG display. Utilize Proximity Filtering: I suggest activating the "Filter Band Width (ATR Multiple)" option (found under "General Settings") to display only those FVGs closer to the current price. From my experience, a value of 5 for the ATR multiple often provides a good starting point for balanced performance, but you should feel free to adjust this based on market volatility and your specific trading needs. Hide Fully Mitigated FVGs: I strongly recommend enabling the "Hide Fully Mitigated FVGs" option. This setting automatically removes all visual elements of an FVG from the chart once it has been fully mitigated by price. Doing so significantly reduces the number of active drawing objects, lessens computational load, and helps maintain chart clarity by focusing only on active, relevant FVGs. Disable FVG Display for Unused Timeframes: If you are not actively monitoring certain higher timeframes (MTF or HTF) for FVG analysis, I advise disabling their display by unchecking "Show MTF FVGs" or "Show HTF FVGs" respectively. This can provide a significant performance boost. Simplify Visual Elements: For active FVGs, consider hiding less critical visual elements if they are not essential for your specific analysis. This could include box labels, borders, or even entire FVG boxes if, for example, only the mitigation lines are of interest for a particular timeframe. Settings Changes and Platform Limits : This indicator is comprehensive and involves numerous calculations and drawings. When multiple settings are changed rapidly in quick succession, it is possible, on occasion, for TradingView to issue a "Runtime error: modify_study_limit_exceeding" or similar. This can cause the indicator to temporarily stop updating or display errors. Recommended Approach : When adjusting settings, it is advisable to wait a brief moment (a few seconds) after each significant change. This allows the indicator to reprocess and update on the chart before another change is made Error Recovery : Should such a runtime error occur, making a minor, different adjustment in the settings (e.g., toggling a checkbox off and then on again) and waiting briefly will typically allow the indicator to recover and resume correct operation. This behavior is related to platform limitations when handling complex scripts with many inputs and drawing objects. Multi-Timeframe (MTF/HTF) Data and Behavior HTF FVG Confirmation is Essential: : For an FVG from a higher timeframe (MTF or HTF) to be identified and displayed on your current chart (LTF), the three-bar pattern forming the FVG on that higher timeframe must consist of fully closed bars. The indicator does not draw speculative FVGs based on incomplete/forming bars from higher timeframes. Data Retrieval and LTF Processing: The indicator may use techniques like lookahead = barmerge.lookahead_on for timely data retrieval from higher timeframes. However, the actual detection of an FVG occurs after all its constituent bars on the HTF have closed. Appearance Timing on LTF (1 LTF Candle Delay): As a natural consequence of this, an FVG that is confirmed on an HTF (i.e., its third bar closes) will typically become visible on your LTF chart one LTF bar after its confirmation on the HTF. Example: Assume an FVG forms on a 30-minute chart at 15:30 (i.e., with the close of the 30-minute bar that covers the 15:00-15:30 period). If you are monitoring this FVG on a 15-minute chart, the indicator will detect this newly formed 30-minute FVG while processing the data for the 15-minute bar that starts at 15:30 and closes at 15:45. Therefore, the 30-minute FVG will become visible on your 15-minute chart at the earliest by 15:45 (i.e., with the close of that relevant 15-minute LTF candle). This means the HTF FVG is reflected on the LTF chart with a delay equivalent to one LTF candle. FVG Detection and Display Logic Fair Value Gaps (FVGs) on the current chart timeframe (LTF) are detected based on barstate.isconfirmed. This means the three-bar pattern must be complete with closed bars before an FVG is identified. This confirmation method prevents FVGs from being prematurely identified on the forming bar. Alerts Alert Setup : To receive alerts from this indicator, you must first ensure you have enabled the specific alert conditions you are interested in within the indicator's own settings (see 'Comprehensive Alert System' under the 'FEATURES' section). Once configured, open TradingView's 'Create Alert' dialog. In the 'Condition' tab, select this indicator's name, and crucially, choose the 'Any alert() function call' option from the dropdown list. This setup allows the indicator to trigger alerts based on the precise event conditions you have activated in its settings Alert Frequency : Alerts are designed to trigger once per bar close (alert.freq_once_per_bar_close) for the specific event. User Interface (UI) Tips Settings Group Icons: In the indicator settings menu, timeframe-specific groups are marked with star icons for easier navigation: 🌟 for LTF (Current Chart Timeframe), 🌟🌟 for MTF (Medium Timeframe), and 🌟🌟🌟 for HTF (High Timeframe). Dependent Inputs: Some input settings are dependent on others being enabled. These dependencies are visually indicated in the settings menu using symbols like "↳" (dependent setting on the next line), "⟷" (mutually exclusive inline options), or "➜" (directly dependent inline option). Settings Layout Overview: The indicator settings are organized into logical groups for ease of use. Key global display controls – such as toggles for MTF FVGs, HTF FVGs (along with their respective timeframe selectors), and the Information Panel – are conveniently located at the very top within the '⚙️ General Settings' group. This placement allows for quick access to frequently adjusted settings. Other sections provide detailed customization options for each timeframe (LTF, MTF, HTF), specific FVG components, and alert configurations. █ FOR Pine Script® CODERS This section provides a high-level overview of the FVG Premium indicator's internal architecture, data flow, and the interaction between its various library components. It is intended for Pine Script™ programmers who wish to understand the indicator's design, potentially extend its functionality, or learn from its structure. System Architecture and Modular Design The indicator is architected moduarly, leveraging several custom libraries to separate concerns and enhance code organization and reusability. Each library has a distinct responsibility: FvgTypes: Serves as the foundational data definition layer. It defines core User-Defined Types (UDTs) like fvgObject (for storing all attributes of an FVG) and drawSettings (for visual configurations), along with enumerations like tfType. CommonUtils: Provides utility functions for common tasks like mapping user string inputs (e.g., "Dashed" for line style) to their corresponding Pine Script™ constants (e.g., line.style_dashed) and formatting timeframe strings for display. FvgCalculations: Contains the core logic for FVG detection (both LTF and MTF/HTF via requestMultiTFBarData), FVG classification (Large FVGs based on ATR), and checking FVG interactions with price (mitigation, partial fill). FvgObject: Implements an object-oriented approach by attaching methods to the fvgObject UDT. These methods manage the entire visual lifecycle of an FVG on the chart, including drawing, updating based on state changes (e.g., mitigation), and deleting drawing objects. It's responsible for applying the visual configurations defined in drawSettings. FvgPanel: Manages the creation and dynamic updates of the on-chart information panel, which displays key FVG levels. The main indicator script acts as the orchestrator, initializing these libraries, managing user inputs, processing data flow between libraries, and handling the main event loop (bar updates) for FVG state management and alerts. Core Data Flow and FVG Lifecycle Management The general data flow and FVG lifecycle can be summarized as follows: Input Processing: User inputs from the "Settings" dialog are read by the main indicator script. Visual style inputs (colors, line styles, etc.) are consolidated into a types.drawSettings object (defined in FvgTypes). Other inputs (timeframes, filter settings, alert toggles) control the behavior of different modules. CommonUtils assists in mapping some string inputs to Pine constants. FVG Detection: For the current chart timeframe (LTF), FvgCalculations.detectFvg() identifies potential FVGs based on bar patterns. For MTF/HTF, the main indicator script calls FvgCalculations.requestMultiTFBarData() to fetch necessary bar data from higher timeframes, then FvgCalculations.detectMultiTFFvg() identifies FVGs. Newly detected FVGs are instantiated as types.fvgObject and stored in arrays within the main script. These objects also undergo classification (e.g., Large FVG) by FvgCalculations. State Update & Interaction: On each bar, the main indicator script iterates through active FVG objects to manage their state based on price interaction: Initially, the main script calls FvgCalculations.fvgInteractionCheck() to efficiently determine if the current bar's price might be interacting with a given FVG. If a potential interaction is flagged, the main script then invokes methods directly on the fvgObject instance (e.g., updateMitigation(), updatePartialFill(), checkMidlineTouch(), which are part of FvgObject). These fvgObject methods are responsible for the detailed condition checking and the actual modification of the FVG's state. For instance, the updateMitigation() and updatePartialFill() methods internally utilize specific helper functions from FvgCalculations (like checkMitigation() and checkPartialMitigation()) to confirm the precise nature of the interaction before updating the fvgObject’s state fields (such as isMitigated, currentTop, currentBottom, or isMidlineTouched). Visual Rendering: The FvgObject.updateDrawings() method is called for each fvgObject. This method is central to drawing management; it creates, updates, or deletes chart drawings (boxes, lines, labels) based on the FVG's current state, its prev_* (previous bar state) fields for optimization, and the visual settings passed via the drawSettings object. Information Panel Update: The main indicator script determines the nearest FVG levels, populates a panelData object (defined in FvgPanelLib), and calls FvgPanel.updatePanel() to refresh the on-chart display. Alert Generation: Based on the updated FVG states and user-enabled alert settings, the main indicator script constructs and triggers alerts using Pine Script's alert() function." Key Design Considerations UDT-Centric Design: The fvgObject UDT is pivotal, acting as a stateful container for all information related to a single FVG. Most operations revolve around creating, updating, or querying these objects. State Management: To optimize drawing updates and manage FVG lifecycles, fvgObject instances store their previous bar's state (e.g., prevIsVisible, prevCurrentTop). The FvgObject.updateDrawings() method uses this to determine if a redraw is necessary, minimizing redundant drawing calls. Settings Object: A drawSettings object is populated once (or when inputs change) and passed to drawing functions. This avoids repeatedly reading numerous input() values on every bar or within loops, improving performance. Dynamic Arrays for FVG Storage: Arrays are used to store collections of fvgObject instances, allowing for dynamic management (adding new FVGs, iterating for updates).
Pine Script® インジケーター
no1xの投稿
23
SMC+The "SMC+" indicator is a comprehensive tool designed to overlay key Smart Money Concepts (SMC) levels, support/resistance zones, order blocks (OB), fair value gaps (FVG), and trap detection on your TradingView chart. It aims to assist traders in identifying potential areas of interest based on price action, swing structures, and volume dynamics across multiple timeframes. This indicator is fully customizable, allowing users to adjust lookback periods, colors, opacity, and sensitivity to suit their trading style. Key Components and Functionality 1. Key Levels (Support and Resistance) This section plots horizontal lines representing support and resistance levels based on highs and lows over three distinct lookback periods, plus daily nearest levels. Short-Term Lookback Period (Default: 20 bars) Plots the highest high (short_high) and lowest low (short_low) over the specified period. Visualized as dotted lines with customizable colors (Short-Term Resistance Color, Short-Term Support Color) and opacity (Short-Term Resistance Opacity, Short-Term Support Opacity). Adjustment Tip: Increase the lookback (e.g., to 30-50) for less frequent but stronger levels on higher timeframes, or decrease (e.g., to 10-15) for scalping on lower timeframes. Long-Term Lookback Period (Default: 50 bars) Plots broader support (long_low) and resistance (long_high) levels using a solid line style. Customizable via Long-Term Resistance Color, Long-Term Support Color, and their respective opacity settings. Adjustment Tip: Extend to 100-200 bars for swing trading or major trend analysis on daily/weekly charts. Extra-Long Lookback Period (Default: 100 bars) Identifies significant historical highs (extra_long_high) and lows (extra_long_low) with dashed lines. Configurable with Extra-Long Resistance Color, Extra-Long Support Color, and opacity settings. Adjustment Tip: Use 200-500 bars for monthly charts to capture macro-level key zones. Daily Nearest Resistance and Support Levels Dynamically calculates the nearest resistance (daily_res_level) and support (daily_sup_level) based on the current day’s price action relative to historical highs and lows. Displayed with Daily Resistance Color and Daily Support Color (with opacity options). Adjustment Tip: Works best on intraday charts (e.g., 15m, 1h) to track daily pivots; combine with volume profile for confirmation. How It Works: These levels update dynamically as new highs/lows form, providing a visual guide to potential reversal or breakout zones. 2. SMC Inputs (Smart Money Concepts) This section identifies swing structures, order blocks, fair value gaps, and entry signals based on SMC principles. SMC Swing Lookback Period (Default: 12 bars) Defines the period for detecting swing highs (smc_swing_high) and lows (smc_swing_low). Adjustment Tip: Increase to 20-30 for smoother swings on higher timeframes; reduce to 5-10 for faster signals on lower timeframes. Minimum Swing Size (%) (Default: 0.5%) Filters out minor price movements to focus on significant swings. Adjustment Tip: Raise to 1-2% for volatile markets (e.g., crypto) to avoid noise; lower to 0.2-0.3% for forex pairs with tight ranges. Order Block Sensitivity (Default: 1.0) Scales the size of detected order blocks (OBs) for bullish reversal (smc_ob_bull), bearish reversal (smc_ob_bear), and continuation (smc_cont_ob). Visuals include customizable colors, opacity, border thickness, and blinking effects (e.g., SMC Bullish Reversal OB Color, SMC Bearish Reversal OB Blink Thickness). Adjustment Tip: Increase to 1.5-2.0 for wider OBs in choppy markets; keep at 1.0 for precision in trending conditions. Minimum FVG Size (%) (Default: 0.3%) Sets the minimum gap size for Fair Value Gaps (fvg_high, fvg_low), displayed as boxes with Fair Value Gap Color and FVG Opacity. Adjustment Tip: Increase to 0.5-1% for larger, more reliable gaps; decrease to 0.1-0.2% for scalping smaller inefficiencies. How It Works: Bullish Reversal OB: Detects a bearish candle followed by a bullish break, marking a potential demand zone. Bearish Reversal OB: Identifies a bullish candle followed by a bearish break, marking a supply zone. Continuation OB: Spots strong bullish momentum after a prior high, indicating a continuation zone. FVG: Highlights bullish gaps where price may retrace to fill. Entry Signals: Plots triangles (SMC Long Entry) when price retests an OB with a liquidity sweep or break of structure (BOS). 3. Trap Inputs This section detects potential bull and bear traps based on price action, volume, and key level rejections. Min Down Move for Bear Trap (%) (Default: 1.0%) Sets the minimum drop required after a bearish OB to qualify as a trap. Visualized with Bear Trap Color, Bear Trap Opacity, and blinking borders. Adjustment Tip: Increase to 2-3% for stronger traps in trending markets; lower to 0.5% for ranging conditions. Min Up Move for Bull Trap (%) (Default: 1.0%) Sets the minimum rise required after a bullish OB to flag a trap. Customizable with Bull Trap Color, Bull Trap Border Thickness, etc. Adjustment Tip: Adjust similarly to bear traps based on market volatility. Volume Lookback for Traps (Default: 5 bars) Compares current volume to a moving average (avg_volume) to filter low-volume traps. Adjustment Tip: Increase to 10-20 for confirmation on higher timeframes; reduce to 3 for intraday sensitivity. How It Works: Bear Trap: Triggers when price drops significantly after a bearish OB but reverses up with low volume or support rejection. Bull Trap: Activates when price rises after a bullish OB but fails with low volume or resistance rejection. Boxes highlight trap zones, resetting when price breaks out. 4. Visual Customization Line Width (Default: 2) Adjusts thickness of support/resistance lines. Tip: Increase to 3-4 for visibility on cluttered charts. Blink On (Default: Close) Sets whether OB/FVG borders blink based on Open or Close price interaction. Tip: Use "Open" for intraday precision; "Close" for confirmed reactions. Colors and Opacity: Each element (OBs, FVGs, traps, key levels) has customizable colors, opacity (0-100), border thickness (1-5 or 1-7), and blink effects for dynamic visualization. How to Use SMC+ Setup: Apply the indicator to any chart and adjust inputs based on your timeframe and market. Key Levels: Watch for price reactions at short, long, extra-long, or daily levels for potential reversals or breakouts. SMC Signals: Look for entry signals (triangles) near OBs or FVGs, confirmed by liquidity sweeps or BOS. Traps: Avoid false breakouts by monitoring trap boxes, especially near key levels with low volume. Notes: This indicator is a visual aid and does not guarantee trading success. Combine it with other analysis tools and risk management strategies. Performance may vary across markets and timeframes; test settings thoroughly before use. For optimal results, experiment with lookback periods and sensitivity settings to match your trading style. The default settings are optimal for 1 minute and 10 second time frames for small cap low float stocks. Continuation OB are Blue. Bullish Reversal OB color is Green Bearish Reversal OB color is Red FVG color is purple Bear Trap OB is red with a green border and often appears with a Bearish Reversal OB signaling caution to a short position. Bull trap OB is green with a Red border signaling caution to a long position. All active OB area are highlighted and solid in color while other non active OB area are dimmed. My personal favorite setups are when we have an active bullish reversal with an active FVG along with an active Continuation OB. Another personal favorite is the Bearish reversal OB signaling an end to a recent uptrend. The Trap OB detection are also a unique and Original helpful source of information. The OB have a white boarder by default that are colored black giving a simulated blinking effect when price is acting in that zone. The Trap OB border are colored with respect to direction of intended trap, all of which can be customized to personal style. All vaild OB zones are shown compact in size ,a unique and original view until its no longer valid.
Pine Script® インジケーター
kwsatterfield1の投稿
4
RSI and CCICombined RSI and CCI Indicator for MetaTrader The Combined RSI and CCI Indicator is a powerful hybrid momentum oscillator designed to merge the strengths of two popular indicators—the Relative Strength Index (RSI) and the Commodity Channel Index (CCI)—into a single, visually intuitive chart window. This tool enhances traders’ ability to identify overbought and oversold conditions, divergences, trend strength, and potential reversal zones with improved precision. Purpose By integrating RSI and CCI, this indicator helps filter out false signals that often occur when using each tool independently. It is especially useful for swing trading, trend confirmation, and spotting high-probability entry/exit zones. This dual-oscillator approach combines RSI’s relative momentum insights with CCI’s deviation-based analysis to produce a more reliable signal structure. Key Features Dual Oscillator Display: Plots both RSI and CCI on the same subwindow for easy comparison and correlation analysis. Customizable Parameters: RSI Period and Level (default: 14) CCI Period and Typical Price Type (default: 20, TP) Overbought/Oversold Levels for both indicators Color-Coded Zones: Background highlights when both RSI and CCI enter overbought/oversold territory, signaling high potential reversal zones. Combined Signal Logic (Optional Feature): Buy Signal: RSI < 30 and CCI < -100 Sell Signal: RSI > 70 and CCI > 100 These can be visualized as arrows or plotted as signal markers. Trend Filter Overlay (Optional): Can be combined with a moving average or price action filter to confirm trend direction before accepting signals. Divergence Detection (Advanced Option): Optional plotting of bullish or bearish divergence where both indicators diverge from price action. Multi-Timeframe Compatibility: Allows the use of higher timeframe RSI/CCI values to confirm signals on lower timeframes. Benefits Improved Signal Accuracy: Using both RSI and CCI together helps avoid false breakouts and whipsaws. More Informed Decision-Making: Correlating momentum (RSI) with deviation (CCI) provides a well-rounded picture of market behavior. Efficient Charting: Saves screen space and cognitive load by combining two indicators into one clean panel. Scalable Strategy Integration: Can be used in discretionary trading or coded into automated strategies/alerts. Use Case Example In a ranging market, the indicator highlights zones where both RSI and CCI are oversold, alerting traders to potential bounce opportunities. In trending markets, it confirms trend strength when RSI and CCI are both aligned with trend direction. When RSI is diverging from price but CCI isn’t, it can be a clue of weakening momentum, helping traders scale out or avoid traps. This combined indicator offers a versatile, high-performance toolset for traders looking to elevate their technical analysis by leveraging multiple momentum perspectives simultaneously.
Pine Script® インジケーター
curiousEggs21247の投稿
ZigZag█ Overview This Pine Script™ library provides a comprehensive implementation of the ZigZag indicator using advanced object-oriented programming techniques. It serves as a developer resource rather than a standalone indicator, enabling Pine Script™ programmers to incorporate sophisticated ZigZag calculations into their own scripts. Pine Script™ libraries contain reusable code that can be imported into indicators, strategies, and other libraries. For more information, consult the Libraries section of the Pine Script™ User Manual. █ About the Original This library is based on TradingView's official ZigZag implementation . The original code provides a solid foundation with user-defined types and methods for calculating ZigZag pivot points. █ What is ZigZag? The ZigZag indicator filters out minor price movements to highlight significant market trends. It works by: 1. Identifying significant pivot points (local highs and lows) 2. Connecting these points with straight lines 3. Ignoring smaller price movements that fall below a specified threshold Traders typically use ZigZag for: - Trend confirmation - Identifying support and resistance levels - Pattern recognition (such as Elliott Waves) - Filtering out market noise The algorithm identifies pivot points by analyzing price action over a specified number of bars, then only changes direction when price movement exceeds a user-defined percentage threshold. █ My Enhancements This modified version extends the original library with several key improvements: 1. Support and Resistance Visualization - Adds horizontal lines at pivot points - Customizable line length (offset from pivot) - Adjustable line width and color - Option to extend lines to the right edge of the chart 2. Support and Resistance Zones - Creates semi-transparent zone areas around pivot points - Customizable width for better visibility of important price levels - Separate colors for support (lows) and resistance (highs) - Visual representation of price areas rather than just single lines 3. Zig Zag Lines - Separate colors for upward and downward ZigZag movements - Visually distinguishes between bullish and bearish price swings - Customizable colors for text - Width customization 4. Enhanced Settings Structure - Added new fields to the Settings type to support the additional features - Extended Pivot type with supportResistance and supportResistanceZone fields - Comprehensive configuration options for visual elements These enhancements make the ZigZag more useful for technical analysis by clearly highlighting support/resistance levels and zones, and providing clearer visual cues about market direction. █ Technical Implementation This library leverages Pine Script™'s user-defined types (UDTs) to create a robust object-oriented architecture: - Settings : Stores configuration parameters for calculation and display - Pivot : Represents pivot points with their visual elements and properties - ZigZag : Manages the overall state and behavior of the indicator The implementation follows best practices from the Pine Script™ User Manual's Style Guide and uses advanced language features like methods and object references. These UDTs represent Pine Script™'s most advanced feature set, enabling sophisticated data structures and improved code organization. For newcomers to Pine Script™, it's recommended to understand the language fundamentals before working with the UDT implementation in this library. █ Usage Example //@version=6 indicator("ZigZag Example", overlay = true, shorttitle = 'ZZA', max_bars_back = 5000, max_lines_count = 500, max_labels_count = 500, max_boxes_count = 500) import andre_007/ZigZag/1 as ZIG var group_1 = "ZigZag Settings" //@variable Draw Zig Zag on the chart. bool showZigZag = input.bool(true, "Show Zig-Zag Lines", group = group_1, tooltip = "If checked, the Zig Zag will be drawn on the chart.", inline = "1") // @variable The deviation percentage from the last local high or low required to form a new Zig Zag point. float deviationInput = input.float(5.0, "Deviation (%)", minval = 0.00001, maxval = 100.0, tooltip = "The minimum percentage deviation from a previous pivot point required to change the Zig Zag's direction.", group = group_1, inline = "2") // @variable The number of bars required for pivot detection. int depthInput = input.int(10, "Depth", minval = 1, tooltip = "The number of bars required for pivot point detection.", group = group_1, inline = "3") // @variable registerPivot (series bool) Optional. If `true`, the function compares a detected pivot // point's coordinates to the latest `Pivot` object's `end` chart point, then // updates the latest `Pivot` instance or adds a new instance to the `ZigZag` // object's `pivots` array. If `false`, it does not modify the `ZigZag` object's // data. The default is `true`. bool allowZigZagOnOneBarInput = input.bool(true, "Allow Zig Zag on One Bar", tooltip = "If checked, the Zig Zag calculation can register a pivot high and pivot low on the same bar.", group = group_1, inline = "allowZigZagOnOneBar") var group_2 = "Display Settings" // @variable The color of the Zig Zag's lines (up). color lineColorUpInput = input.color(color.green, "Line Colors for Up/Down", group = group_2, inline = "4") // @variable The color of the Zig Zag's lines (down). color lineColorDownInput = input.color(color.red, "", group = group_2, inline = "4", tooltip = "The color of the Zig Zag's lines") // @variable The width of the Zig Zag's lines. int lineWidthInput = input.int(1, "Line Width", minval = 1, tooltip = "The width of the Zig Zag's lines.", group = group_2, inline = "w") // @variable If `true`, the Zig Zag will also display a line connecting the last known pivot to the current `close`. bool extendInput = input.bool(true, "Extend to Last Bar", tooltip = "If checked, the last pivot will be connected to the current close.", group = group_1, inline = "5") // @variable If `true`, the pivot labels will display their price values. bool showPriceInput = input.bool(true, "Display Reversal Price", tooltip = "If checked, the pivot labels will display their price values.", group = group_2, inline = "6") // @variable If `true`, each pivot label will display the volume accumulated since the previous pivot. bool showVolInput = input.bool(true, "Display Cumulative Volume", tooltip = "If checked, the pivot labels will display the volume accumulated since the previous pivot.", group = group_2, inline = "7") // @variable If `true`, each pivot label will display the change in price from the previous pivot. bool showChgInput = input.bool(true, "Display Reversal Price Change", tooltip = "If checked, the pivot labels will display the change in price from the previous pivot.", group = group_2, inline = "8") // @variable Controls whether the labels show price changes as raw values or percentages when `showChgInput` is `true`. string priceDiffInput = input.string("Absolute", "", options = , tooltip = "Controls whether the labels show price changes as raw values or percentages when 'Display Reversal Price Change' is checked.", group = group_2, inline = "8") // @variable If `true`, the Zig Zag will display support and resistance lines. bool showSupportResistanceInput = input.bool(true, "Show Support/Resistance Lines", tooltip = "If checked, the Zig Zag will display support and resistance lines.", group = group_2, inline = "9") // @variable The number of bars to extend the support and resistance lines from the last pivot point. int supportResistanceOffsetInput = input.int(50, "Support/Resistance Offset", minval = 0, tooltip = "The number of bars to extend the support and resistance lines from the last pivot point.", group = group_2, inline = "10") // @variable The width of the support and resistance lines. int supportResistanceWidthInput = input.int(1, "Support/Resistance Width", minval = 1, tooltip = "The width of the support and resistance lines.", group = group_2, inline = "11") // @variable The color of the support lines. color supportColorInput = input.color(color.red, "Support/Resistance Color", group = group_2, inline = "12") // @variable The color of the resistance lines. color resistanceColorInput = input.color(color.green, "", group = group_2, inline = "12", tooltip = "The color of the support/resistance lines.") // @variable If `true`, the support and resistance lines will be drawn as zones. bool showSupportResistanceZoneInput = input.bool(true, "Show Support/Resistance Zones", tooltip = "If checked, the support and resistance lines will be drawn as zones.", group = group_2, inline = "12-1") // @variable The color of the support zones. color supportZoneColorInput = input.color(color.new(color.red, 70), "Support Zone Color", group = group_2, inline = "12-2") // @variable The color of the resistance zones. color resistanceZoneColorInput = input.color(color.new(color.green, 70), "", group = group_2, inline = "12-2", tooltip = "The color of the support/resistance zones.") // @variable The width of the support and resistance zones. int supportResistanceZoneWidthInput = input.int(10, "Support/Resistance Zone Width", minval = 1, tooltip = "The width of the support and resistance zones.", group = group_2, inline = "12-3") // @variable If `true`, the support and resistance lines will extend to the right of the chart. bool supportResistanceExtendInput = input.bool(false, "Extend to Right", tooltip = "If checked, the lines will extend to the right of the chart.", group = group_2, inline = "13") // @variable References a `Settings` instance that defines the `ZigZag` object's calculation and display properties. var ZIG.Settings settings = ZIG.Settings.new( devThreshold = deviationInput, depth = depthInput, lineColorUp = lineColorUpInput, lineColorDown = lineColorDownInput, textUpColor = lineColorUpInput, textDownColor = lineColorDownInput, lineWidth = lineWidthInput, extendLast = extendInput, displayReversalPrice = showPriceInput, displayCumulativeVolume = showVolInput, displayReversalPriceChange = showChgInput, differencePriceMode = priceDiffInput, draw = showZigZag, allowZigZagOnOneBar = allowZigZagOnOneBarInput, drawSupportResistance = showSupportResistanceInput, supportResistanceOffset = supportResistanceOffsetInput, supportResistanceWidth = supportResistanceWidthInput, supportColor = supportColorInput, resistanceColor = resistanceColorInput, supportResistanceExtend = supportResistanceExtendInput, supportResistanceZoneWidth = supportResistanceZoneWidthInput, drawSupportResistanceZone = showSupportResistanceZoneInput, supportZoneColor = supportZoneColorInput, resistanceZoneColor = resistanceZoneColorInput ) // @variable References a `ZigZag` object created using the `settings`. var ZIG.ZigZag zigZag = ZIG.newInstance(settings) // Update the `zigZag` on every bar. zigZag.update() //#endregion The example code demonstrates how to create a ZigZag indicator with customizable settings. It: 1. Creates a Settings object with user-defined parameters 2. Instantiates a ZigZag object using these settings 3. Updates the ZigZag on each bar to detect new pivot points 4. Automatically draws lines and labels when pivots are detected This approach provides maximum flexibility while maintaining readability and ease of use.
Pine Script® ライブラリ
andre_007の投稿
12
FVG Visual Trading ToolHow to Use the FVG Tool 1. Identify the FVG Zone Bullish FVG: Look for green boxes that represent potential support zones. These are areas where price is likely to retrace before continuing upward. Bearish FVG: Look for red boxes that represent potential resistance zones. These are areas where price is likely to retrace before continuing downward. 2. Set Up Your Trade Entry: Place a limit order at the retracement zone (inside the FVG box). This ensures you enter the trade when the price retraces into the imbalance. Stop-Loss (SL): Place your stop-loss just below the FVG box for bullish trades or just above the FVG box for bearish trades. The tool provides a suggested SL level. Take-Profit (TP): Set your take-profit level at a 2:1 risk-reward ratio (or higher). The tool provides a suggested target level. 3. Let the Trade Run Once your trade is set up, let it play out. Avoid micromanaging the trade unless market conditions change drastically. Step-by-Step Example Bullish FVG Trade Identify the FVG: A green box appears, indicating a bullish FVG. The tool provides the target price (e.g., 0.6371) and the stop-loss level (e.g., 0.6339). Set Up the Trade: Place a limit buy order at the retracement zone (inside the green box). Set your stop-loss just below the FVG box (e.g., 0.6339). Set your take-profit at a 2:1 risk-reward ratio or the suggested target (e.g., 0.6371). Monitor the Trade: Wait for the price to retrace into the FVG zone and trigger your limit order. Let the trade run until it hits the take-profit or stop-loss. Bearish FVG Trade Identify the FVG: A red box appears, indicating a bearish FVG. The tool provides the target price and the stop-loss level. Set Up the Trade: Place a limit sell order at the retracement zone (inside the red box). Set your stop-loss just above the FVG box. Set your take-profit at a 2:1 risk-reward ratio or the suggested target. Monitor the Trade: Wait for the price to retrace into the FVG zone and trigger your limit order. Let the trade run until it hits the take-profit or stop-loss. Key Features of the Tool in Action Visual Clarity: The green and red boxes clearly show the FVG zones, making it easy to identify potential trade setups. Labels provide the target price and stop-loss level for quick decision-making. Risk-Reward Management: The tool encourages disciplined trading by providing predefined SL and TP levels. A 2:1 risk-reward ratio ensures that profitable trades outweigh losses. Hands-Off Execution: By placing limit orders, you can let the trade execute automatically without needing to monitor the market constantly. Best Practices Trade in the Direction of the Trend: Use higher timeframes (e.g., 4-hour or daily) to identify the overall trend. Focus on bullish FVGs in an uptrend and bearish FVGs in a downtrend. Combine with Confirmation Signals: Look for additional confirmation, such as candlestick patterns (e.g., engulfing candles) or indicator signals (e.g., RSI, MACD). Adjust Parameters for Volatility: For highly volatile markets, consider increasing the stop-loss percentage to avoid being stopped out prematurely. Avoid Overtrading: Not every FVG is a good trading opportunity. Be selective and only trade setups that align with your strategy. Backtest and Optimize: Use historical data to test the tool and refine your approach before trading live. Common Mistakes to Avoid Entering Without Confirmation: Wait for price to retrace into the FVG zone before entering a trade. Avoid chasing trades that have already moved away from the zone. Ignoring Risk Management: Always use a stop-loss to protect your account. Stick to a consistent risk-reward ratio. Trading Against the Trend: Avoid taking trades that go against the prevailing market trend unless there is strong evidence of a reversal. Final Thoughts The FVG Visual Trading Tool is a powerful aid for identifying high-probability trade setups. By following the steps outlined above, you can use the tool to trade with confidence and discipline. Remember, no tool guarantees success, so always combine it with sound trading principles and proper risk management
Pine Script® インジケーター
bcavinの投稿
1
Fair Value Gap [by Oberlunar]Fair Value Gap This indicator is designed to identify and display Fair Value Gaps (FVG) on the price chart. Fair Value Gaps are areas between candles where the price lacks continuity, leaving a "gap" that can serve as a reference point for price retracements. These zones are often considered important by traders as they represent market imbalances that tend to be "mitigated" (i.e., filled or tested) over time. Purpose of Publication This indicator addresses a common gap in FVG indicators. Most existing FVG indicators do not visually distinguish between mitigated (touched) FVGs and those that remain intact. With this indicator: Mitigated FVGs are clearly displayed with distinct colors, allowing traders to identify which zones have been partially or fully filled by the price. Unmitigated FVGs remain prominent, representing potential points of interest. Key Features Identification of Fair Value Gaps: A Bullish FVG (upward gap) forms when the high of the three previous candles (candle -3) is lower than the low of the next candle (candle -1). A Bearish FVG (downward gap) forms when the low of the three previous candles (candle -3) is higher than the high of the next candle (candle -1). Dynamic Coloring: Unmitigated FVGs are highlighted with specific colors: green for Bullish and red for Bearish gaps. When an FVG is "touched" by the price (i.e., mitigated), the color changes: Yellow-green for mitigated Bullish FVGs. Purple for mitigated Bearish FVGs. Handling Mitigated FVGs: When an FVG is touched by the price, it is visually updated with a different color. An option can be enabled to "shrink" the mitigated zone, adjusting the box to reflect the remaining untested portion of the gap. Customization: Configure the maximum number of FVGs to display on the chart. Set specific colors for mitigated and unmitigated FVGs. Choose whether to automatically shrink mitigated zones. How to Identify Support and Resistance Levels Support: Bullish FVGs represent potential support levels, as they indicate areas where the price might return to seek liquidity or fill the imbalance. An FVG that is repeatedly touched without being fully filled becomes a significant support zone. Resistance: Bearish FVGs represent potential resistance levels, indicating zones where the price might stall or reverse direction. Why a Repeatedly Mitigated FVG is Significant When an FVG is touched or mitigated multiple times, it means the market recognizes that area as significant. This can happen for several reasons: Accumulation or Distribution: Institutional traders may use these zones to accumulate or distribute positions without causing excessive market movement. Presence of Liquidity: FVGs often represent areas with pending orders (stop-losses, limit orders), and the price revisits these zones to seek liquidity. Market Equilibrium: When an FVG is repeatedly filled, it indicates the market's attempt to balance a demand-supply imbalance. This makes the zone an important level to monitor for potential breakouts or reversals.
Pine Script® インジケーター
oberlunar_trの投稿
9