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[LTS] Marubozu Candle StrategyOVERVIEW The Marubozu Candle Strategy identifies and trades wickless candles (Marubozu patterns) with dynamic take-profit and stop-loss levels based on market volatility. This indicator combines traditional Japanese candlestick pattern recognition with modern volatility-adjusted risk management and includes a comprehensive performance tracking dashboard. A Marubozu candle is a powerful continuation pattern characterized by the complete absence of wicks on one side, indicating strong directional momentum. This strategy specifically detects: - Bullish Marubozu: Close > Open AND Low = Open (no lower wick) - Bearish Marubozu: Close < Open AND High = Open (no upper wick) When price returns to test these levels, the indicator generates trading signals with predefined risk-reward parameters. CORE METHODOLOGY Detection Logic: The script scans each bar for Marubozu formations using precise price comparisons. When a wickless candle appears, a horizontal line extends from the opening price, marking it as a potential support (bullish) or resistance (bearish) level. These levels remain active until price touches them or until the maximum line limit is reached. EMA Filter (Optional): An exponential moving average filter enhances signal quality by requiring proper trend alignment. For bullish signals, price must be above the EMA when touching the level. For bearish signals, price must be below the EMA. This filter reduces counter-trend trades and improves win rates in trending markets. Users can disable this filter for range-bound conditions. Dynamic Risk Management: The strategy employs ATR-based (Average True Range) position sizing rather than fixed point values. This approach adapts to market volatility automatically: - In low volatility: Tighter stops and targets - In high volatility: Wider stops and targets proportional to market movement Default settings use a 2:1 reward-to-risk ratio (1x ATR for take-profit, 0.5x ATR for stop-loss), but users can adjust these multipliers to match their trading style. HOW IT WORKS Step 1 - Pattern Detection: On each bar, the indicator evaluates whether the candle qualifies as a Marubozu by comparing the high, low, open, and close prices. When detected, the opening price becomes the key level. Step 2 - Level Management: Horizontal lines extend from each Marubozu's opening price. The indicator maintains two separate arrays: one for unbroken levels (actively extending) and one for broken levels (historical reference). Users can configure how many of each type to display, preventing chart clutter while maintaining relevant context. Step 3 - Signal Generation: When price returns to touch a Marubozu level, the indicator evaluates the EMA filter condition. If the filter passes (or is disabled), the script draws TP/SL boxes showing the expected profit and loss zones based on current ATR values. Step 4 - Trade Tracking: Each valid signal enters the tracking system, which monitors subsequent price action to determine outcomes. The script identifies whether the take-profit or stop-loss was hit first (discarding trades where both trigger on the same candle to avoid ambiguous results). PERFORMANCE DASHBOARD The integrated dashboard provides real-time strategy analytics to automatically convert results to dollar values for any instrument: Tracked Metrics: - Total Trades: Complete count of closed positions - Wins/Losses: Individual counts with color coding - Win Rate: Success percentage with dynamic color (green >= 50%, red < 50%) - Total P&L: Cumulative profit/loss in dollars - Avg Win: Mean dollar amount per winning trade - Avg Loss: Mean dollar amount per losing trade NOTE: The dollar values shown in the dashboard are for trading only a single share/contract/etc. You will need to manually multiply those numbers by the amount of shares/contracts you are trading to get a true value. The dollar conversion works automatically across all markets: - Futures contracts (ES, NQ, CL, etc.) use their contract specifications - Forex pairs use standard lot calculations - Stocks and crypto use their respective point values This eliminates manual calculation and provides immediate performance feedback in meaningful currency terms. CUSTOMIZATION OPTIONS ATR Settings: - ATR Period: Lookback length for volatility calculation (default: 14) - TP Multiplier: Take-profit distance as multiple of ATR (default: 3.0) - SL Multiplier: Stop-loss distance as multiple of ATR (default: 1.5) EMA Settings: - EMA Length: Period for trend filter calculation (default: 9) - Use EMA Filter: Toggle trend confirmation requirement (default: enabled) Visual Settings: - Bullish Color: Color for long signals and wins (default: green) - Bearish Color: Color for short signals and losses (default: red) - EMA Color: Color for trend filter line (default: orange) - Line Width: Thickness of Marubozu level lines (1-5, default: 2) - EMA Width: Thickness of EMA line (1-5, default: 2) Line Management: - Max Unbroken Lines: Limit for active extending lines (default: 10) - Max Broken Lines: Limit for historical touched lines (default: 5) Dashboard Settings: - Show Dashboard: Toggle performance display on/off - Dashboard Position: Corner placement (4 options) - Dashboard Size: Text size selection (Tiny/Small/Normal/Large) HOW TO USE 1. Add the indicator to your chart 2. Adjust ATR multipliers based on your risk tolerance (higher values = more conservative) 3. Configure the EMA filter based on market conditions (enable for trending, disable for ranging) 4. Set line limits to match your visual preference and chart timeframe 5. Monitor the dashboard to track strategy performance in real-time 6. Use the TP/SL boxes as reference levels for manual trades or automation Best Practices: - Enable EMA filter in strongly trending markets - Disable EMA filter if you want more trade signals but at lower quality - Increase ATR multipliers in highly volatile markets - Decrease ATR multipliers for tighter, more frequent trades - Review avg win/loss ratio to ensure positive expectancy UNIQUE FEATURES Unlike basic Marubozu detectors, this strategy provides: 1. Automatic level tracking with memory management 2. Volatility-adjusted risk parameters instead of fixed values 3. Optional trend confirmation via EMA filter 4. Real-time performance analytics with automatic dollar conversion 5. Separate tracking of wins/losses with individual averages 6. Configurable visual display to prevent chart clutter 7. Complete transparency with all logic visible in open-source code
Wskaźnik Pine Script®
od LHAMA-Trading
Fiyat - 55 EMA Uzaklık SinyaliThis indicator generates a signal when the price moves a certain percentage away from the 55-period Exponential Moving Average (EMA). It helps traders identify when the market is stretched too far from its mean level, which can indicate potential reversal or continuation zones. ⚙️ How It Works Calculates the 55 EMA on the selected chart. Measures the percentage distance between the current price and the 55 EMA. When the price distance exceeds the user-defined threshold (default: 0.50%), a visual signal (orange triangle) appears on the chart. The background also highlights the signal candle. 🧩 Inputs EMA Length: Default = 55 (can be changed). Distance Threshold (%): Default = 0.50 → Change to detect stronger or weaker price deviations.
Wskaźnik Pine Script®
od TrigialSystem
Bobs Gold and Red LinesThis indicator plots a normal 9 EMA corresponding to the current time frame, ie Bob's 1 min 9 ema Gold Line. It also plots a 5 min 21 SMA (Bob's Red Line) on the 1 min chart. It actually plots the 5 min redline on timeframes other than the 1 min chart as well. In other words, this will plot the actual 5 min 21 SMA whether you are on the 1 min, 5 min, or other time frames. I created this instead of having to use the workaround of a 105 SMA on the 1 min chart or having a separate 5 min chart open when trading Bob's 1 min strategies. On the 1 min chart you will notice the red line typically makes a stairstep effect, that is because it is a 5 min SMA being plotted on the 1 min chart. The right hand end point should still perfectly match the current 5 min SMA price. I have been testing / using this script for several months. I have noticed that the ema and sma on my tradovate charts do not perfectly match my tradingview charts, even just using the normal tradingview moving averages, however from what I can see on Bob's charts Tradingview seems to be close to the same as on Bob's Ninja charts. I have not started using Ninja yet, but plan to soon then I can compare apples to apples. I made a few changes in names, etc before I published this script today, so hopefully I didn't inadvertently break anything. So let me know if you find anything off or not working as expected.
Wskaźnik Pine Script®
od humperdink00
Venza Rocket ScalperVenza Rocket Scalper: Compliant Description (Plaintext) This strategy is a complex, multi-indicator trend-following system designed for intraday scalping on low-timeframe charts. It uses a confluence of four distinct filters to ensure high-conviction entries during optimal momentum and volume. 1. Overview and Core Logic The entry signal requires simultaneous confirmation from the following components: Trend Confirmation (Heikin-Ashi EMAs): The primary trend is established using Heikin-Ashi price action combined with an EMA (Fast=8) crossing and remaining above an EMA (Slow=21). This provides a smoother, momentum-based trend signal. Momentum Strength (ADX/RSI): The trend must be validated by the ADX (default 16) to confirm sufficient directional strength, and the RSI (default 42) to confirm continued positive internal momentum. Volume Validation: A dynamic filter requires the current bar's volume to be greater than the 20-period Volume MA (multiplied by the default 1.0 factor), ensuring trades are executed during periods of active market participation. Session & Volatility Filter: Trades are restricted to a defined trading window (default UTC 12:00 to 20:00). The script also includes an optional Volatility Cap filter based on a long-term ATR to suppress entries during extreme volatility. 2. Trade Management and Realistic Risk This strategy employs a robust, partial-exit risk management plan driven by the Average True Range (ATR) for sustainable risk control. Initial Stop Loss (SL): The initial SL is tight and calculated dynamically using the 14-period ATR multiplied by an adjustable factor (default 0.7). This size is designed for micro-losses appropriate for scalping and is adapted slightly during high volatility. Partial Exits & Profit Taking: The position is split into two equal halves for exit management: 50% Position (TP1): Exited at a 1R profit target, where 1R is defined as the exact value of the initial ATR-based SL. 50% Position (Run): Managed by a Trailing Stop Loss (TSL), with trail points also calculated dynamically using the current ATR. Breakeven (BE) Lock: An optional feature (default: ON) automatically moves the stop loss to Breakeven (entry price plus 1 tick) once the position is 2 ticks in profit, locking in capital protection rapidly. Daily Risk Controls: The strategy includes mandatory daily money management features (default: ON): Max Daily Loss Stop: Stops all trading for the day if the cumulative closed P&L reaches -$500 (default). Profit Protection Floor: If the closed P&L reaches a minimum threshold (default $110), any open position will be closed if the total daily P&L drops back below this floor, locking in minimum daily gains. 3. Strategy Properties & Backtesting Disclosure The default settings are configured for high-liquidity futures or FX markets. Users must ensure their backtesting environment is realistic: Risk Per Trade: The ATR-based SL aims to keep the risk per trade below 5% of a reasonable account size, which is critical for sustainable trading. Contracts/Size: Default quantity is 3 contracts. Commissions/Slippage: Commissions and slippage MUST be configured by the user in the Strategy Properties window to reflect real-world brokerage fees and execution costs. Sample Size: The strategy should be run on a dataset that generates over 100 trades for statistically valid results. MANDATORY DISCLAIMER: Past performance is not necessarily indicative of future results. Trading involves substantial risk. All claims of historical performance are substantiated by the backtesting results on the chart, but these results do not guarantee actual trading outcomes. Keep your language realistic.
Strategia Pine Script®
od ngukevin90
Trend Alignment TableThe Trend Alignment Table is a clean, visual tool designed to quickly assess trend direction and alignment across multiple moving averages — without cluttering your chart. Instead of plotting moving average lines, this indicator displays a compact on-chart table showing each selected MA and its corresponding trend status using color-coded circles. 🧩 How It Works Each circle represents the relationship between price and its corresponding moving average (MA): Price vs. MA MA Direction Circle Color Meaning Above Rising 🟢 Green Bullish continuation Above Falling 🟡 Yellow Weakening bullishness Below Falling 🔴 Red Bearish continuation Below Rising 🟡 Yellow Weakening bearishness ⚙️ Features Up to 4 customizable moving averages Type: SMA, EMA, SMMA (RMA), WMA, VWMA Source: Any price source (close, open, etc.) Length: Fully adjustable Dynamic color-coded circles (green, yellow, red by default — fully customizable) User-selectable table position (top-left, top-right, bottom-left, bottom-right) Clean visual layout for quick multi-timeframe trend confirmation 📊 Use Cases Instantly identify trend alignment across short-, medium-, and long-term averages Confirm trend strength or weakening momentum Combine with other indicators or strategies for confirmation signals 🧠 Default Settings MA Type Length Color MA #1 SMA 5 Green MA #2 SMA 20 Gold MA #3 SMA 50 Orange MA #4 SMA 150 Red 🧰 Created for traders who value clarity. Whether you trade trends, reversals, or momentum shifts, the Trend Alignment Table gives you a concise, at-a-glance view of the market’s directional structure.
Wskaźnik Pine Script®
od austriancapitaltheory
Traffic Light MA — Trend IndicatorThis script displays a simple “traffic light” circle that reflects the market trend based on two moving averages (MA). -Green: Price > Fast MA > Slow MA → Uptrend confirmation -Yellow: Mixed conditions (transition zone) -Red: Slow MA > Fast MA > Price → Downtrend confirmation You can customize: -MA type (SMA or EMA) -Lengths of both MAs -Timeframe used for evaluation (e.g. Daily, 4H, Weekly) This tool is designed for traders who prefer a minimalistic chart, showing only a clean color signal instead of multiple lines. Recommendation: For small MAs (8,15,21) use EMA, for big MAs (50,100,200) use SMA
Wskaźnik Pine Script®
od Luigui_Herrera
Multi-Timeframe EMA Trend Dashboard with Volume and RSI Filters═══════════════════════════════════════════════════════════ MULTI-TIMEFRAME EMA TREND DASHBOARD ═══════════════════════════════════════════════════════════ OVERVIEW This indicator provides a comprehensive view of trend direction across multiple timeframes using the classic EMA 20/50 crossover methodology, enhanced with volume confirmation and RSI filtering. It aggregates trend information from six timeframes into a single dashboard for efficient market analysis. The indicator is designed for educational purposes and to assist traders in identifying potential trend alignments across different time horizons. ═══════════════════════════════════════════════════════════ FEATURES ═══════════════════════════════════════════════════════════ MULTI-TIMEFRAME ANALYSIS • Monitors 6 timeframes simultaneously: 1m, 5m, 15m, 1H, 4H, 1D • Each timeframe analyzed independently using request.security() • Non-repainting implementation with proper lookahead settings • Calculates overall trend strength as percentage of bullish timeframes EMA CROSSOVER SYSTEM • Fast EMA (default: 20) and Slow EMA (default: 50) • Bullish: Fast EMA > Slow EMA • Bearish: Fast EMA < Slow EMA • Neutral: Fast EMA = Slow EMA (rare condition) • Visual EMA plots with optional fill area VOLUME CONFIRMATION • Optional volume filter for crossover signals • Compares current volume against moving average (default: 20-period SMA) • Categorizes volume as: High (>1.5x average), Normal (>average), Low (70), oversold (<30), and neutral zones • Used in quality score calculation • Optional display toggle SUPPORT & RESISTANCE DETECTION • Automatic detection using highest/lowest over lookback period (default: 50 bars) • Plots resistance (red), support (green), and mid-level (gray) • Step-line style for clear visualization • Optional display toggle QUALITY SCORING SYSTEM • Rates trade setups from 1-5 stars • Considers: MTF alignment, volume confirmation, RSI positioning • 5 stars: 4+ timeframes aligned + volume confirmed + RSI 50-70 • 4 stars: 4+ timeframes aligned + volume confirmed • 3 stars: 3+ timeframes aligned • 2 stars: Exactly 3 timeframes aligned • 1 star: Other conditions VISUAL DASHBOARD • Clean table display (position customizable) • Color-coded trend indicators (green/red/yellow) • Extended statistics panel (toggleable) • Shows: Trends, Strength, Quality, RSI, Volume, Price Distance ═══════════════════════════════════════════════════════════ TECHNICAL SPECIFICATIONS ═══════════════════════════════════════════════════════════ CALCULATIONS Trend Determination per Timeframe: • request.security() fetches EMA values with gaps=off, lookahead=off • Compares Fast EMA vs Slow EMA • Returns: 1 (bullish), -1 (bearish), 0 (neutral) Trend Strength: • Counts number of bullish timeframes • Formula: (bullish_count / 6) × 100 • Range: 0% (all bearish) to 100% (all bullish) Price Distance from EMA: • Formula: ((close - EMA) / EMA) × 100 • Positive: Price above EMA • Negative: Price below EMA • Warning when absolute distance > 5% ANTI-REPAINTING MEASURES • All request.security() calls use lookahead=barmerge.lookahead_off • Dashboard updates only on barstate.islast • Historical bars remain unchanged • Crossover signals finalize on bar close ═══════════════════════════════════════════════════════════ USAGE GUIDE ═══════════════════════════════════════════════════════════ INTERPRETING THE DASHBOARD Timeframe Rows: • Each row shows individual timeframe trend status • Look for alignment (multiple timeframes same direction) • Higher timeframes generally more significant Strength Indicator: • >66.67%: Strong bullish (4+ timeframes bullish) • 33.33-66.67%: Mixed/choppy conditions • <33.33%: Strong bearish (4+ timeframes bearish) Quality Score: • Higher stars = better confluence of factors • 5-star setups have strongest multi-factor confirmation • Lower scores may indicate weaker or conflicting signals SUGGESTED APPLICATIONS Trend Confirmation: • Check if multiple timeframes confirm current chart trend • Higher agreement = stronger trend confidence • Use for position sizing decisions Entry Timing: • Wait for EMA crossover on chart timeframe • Confirm with higher timeframe alignment • Volume above average preferred • RSI not in extreme zones Divergence Detection: • When lower timeframes diverge from higher • May indicate trend exhaustion or reversal • Requires additional confirmation CUSTOMIZATION EMA Settings: • Adjust Fast/Slow lengths for different sensitivities • Shorter periods = more responsive, more signals • Longer periods = smoother, fewer signals • Common alternatives: 10/30, 12/26, 50/200 Volume Filter: • Enable for higher-quality signals (fewer false positives) • Disable in always-liquid markets or for more signals • Adjust MA length based on typical volume patterns Display Options: • Toggle EMAs, S/R levels, extended stats as needed • Choose dashboard position to avoid chart overlap • Adjust colors for visibility preferences ═══════════════════════════════════════════════════════════ ALERTS ═══════════════════════════════════════════════════════════ AVAILABLE ALERT CONDITIONS 1. Bullish EMA Cross (Volume Confirmed) 2. Bearish EMA Cross (Volume Confirmed) 3. Strong Bullish Alignment (4+ timeframes) 4. Strong Bearish Alignment (4+ timeframes) 5. Trend Strength Increasing (>16.67% jump) 6. Trend Strength Decreasing (>16.67% drop) 7. Excellent Trade Setup (5-star rating) Alert messages use standard placeholders: • {{ticker}} - Symbol name • {{close}} - Current close price • {{time}} - Bar timestamp ═══════════════════════════════════════════════════════════ LIMITATIONS & CONSIDERATIONS ═══════════════════════════════════════════════════════════ KNOWN LIMITATIONS • Lower timeframe data may not be available on all symbols • 1-minute data typically limited to recent history • request.security() subject to TradingView data limits • Dashboard requires screen space (may overlap on small screens) • More complex calculations may affect load time on slower devices NOT SUITABLE FOR • Highly volatile/illiquid instruments (many false signals) • News-driven markets during announcements • Automated trading without additional filters • Markets where EMA strategies don't perform well DOES NOT PROVIDE • Exact entry/exit prices • Stop-loss or take-profit levels • Position sizing recommendations • Guaranteed profit signals • Market predictions ═══════════════════════════════════════════════════════════ BEST PRACTICES ═══════════════════════════════════════════════════════════ RECOMMENDED USAGE ✓ Combine with price action analysis ✓ Use appropriate risk management ✓ Backtest on historical data before live use ✓ Adjust settings for specific market characteristics ✓ Wait for higher-quality setups in important trades ✓ Consider overall market context and fundamentals NOT RECOMMENDED ✗ Using as standalone trading system without confirmation ✗ Trading every signal without discretion ✗ Ignoring risk management principles ✗ Trading without understanding the methodology ✗ Applying to unsuitable markets/timeframes ═══════════════════════════════════════════════════════════ EDUCATIONAL BACKGROUND ═══════════════════════════════════════════════════════════ EMA CROSSOVER STRATEGY The Exponential Moving Average crossover is a classical trend-following technique: • Golden Cross: Fast EMA crosses above Slow EMA (bullish signal) • Death Cross: Fast EMA crosses below Slow EMA (bearish signal) • Widely used since the 1970s in various markets • More responsive than SMA due to exponential weighting MULTI-TIMEFRAME ANALYSIS Analyzing multiple timeframes helps traders: • Identify alignment between short and long-term trends • Reduce false signals from single-timeframe noise • Understand market context across different horizons • Make informed decisions about trade duration VOLUME ANALYSIS Volume confirmation adds reliability: • High volume suggests institutional participation • Low volume signals may indicate false breakouts • Volume precedes price in many market theories • Helps distinguish genuine moves from noise ═══════════════════════════════════════════════════════════ TECHNICAL IMPLEMENTATION ═══════════════════════════════════════════════════════════ CODE STRUCTURE • Organized in clear sections with proper commenting • Uses explicit type declarations (int, float, bool, color, string) • Constants defined at top (BULLISH=1, BEARISH=-1, etc.) • Functions documented with @function, @param, @returns • Follows PineCoders naming conventions (camelCase variables) PERFORMANCE OPTIMIZATION • var keyword for table (created once, not every bar) • Calculations cached where possible • Dashboard updates only on last bar • Minimal redundant security() calls SECURITY IMPLEMENTATION • Proper gaps and lookahead parameters • No future data leakage • Signals finalize on bar close • Historical bars remain static ═══════════════════════════════════════════════════════════ VERSION INFORMATION ═══════════════════════════════════════════════════════════ Current Version: 2.0 Pine Script Version: 5 Last Updated: 2024 Developed by: Zakaria Safri ═══════════════════════════════════════════════════════════ SETTINGS REFERENCE ═══════════════════════════════════════════════════════════ EMA SETTINGS • Fast EMA Length: 1-500 (default: 20) • Slow EMA Length: 1-500 (default: 50) VOLUME & MOMENTUM • Use Volume Confirmation: true/false (default: true) • Volume MA Length: 1-500 (default: 20) • Show RSI Levels: true/false (default: true) • RSI Length: 1-500 (default: 14) PRICE ACTION FEATURES • Show Price Distance: true/false (default: true) • Show Key Levels: true/false (default: true) • S/R Lookback Period: 10-500 (default: 50) DISPLAY SETTINGS • Show EMAs on Chart: true/false (default: true) • Fast EMA Color: customizable (default: cyan) • Slow EMA Color: customizable (default: orange) • EMA Line Width: 1-5 (default: 2) • Show Fill Between EMAs: true/false (default: true) • Show Crossover Signals: true/false (default: true) DASHBOARD SETTINGS • Position: Top Left/Right, Bottom Left/Right • Show Extended Statistics: true/false (default: true) ALERT SETTINGS • Alert on Multi-TF Alignment: true/false (default: true) • Alert on Trend Strength Change: true/false (default: true) ═══════════════════════════════════════════════════════════ RISK DISCLAIMER ═══════════════════════════════════════════════════════════ This indicator is provided for educational and informational purposes only. It should not be considered financial advice or a recommendation to buy or sell any security. IMPORTANT NOTICES: • Past performance does not indicate future results • All trading involves risk of capital loss • No indicator guarantees profitable trades • Always conduct independent research and analysis • Use proper risk management and position sizing • Consult a qualified financial advisor before trading • The developer assumes no liability for trading losses By using this indicator, you acknowledge that you understand these risks and accept full responsibility for your trading decisions. ═══════════════════════════════════════════════════════════ SUPPORT & CONTRIBUTIONS ═══════════════════════════════════════════════════════════ FEEDBACK WELCOME • Constructive comments appreciated • Bug reports help improve the indicator • Feature suggestions considered for future versions • Share your experience to help other users OPEN SOURCE This code is published as open source for the TradingView community to: • Learn from the implementation • Modify for personal use • Understand multi-timeframe analysis techniques If you find this indicator useful, please consider: • Leaving a thoughtful review • Sharing with other traders who might benefit • Following for future updates and releases ═══════════════════════════════════════════════════════════ ADDITIONAL RESOURCES ═══════════════════════════════════════════════════════════ RECOMMENDED READING • TradingView Pine Script documentation • PineCoders community resources • Technical analysis textbooks on moving averages • Multi-timeframe trading strategy guides • Risk management principles RELATED CONCEPTS • Trend following strategies • Moving average convergence/divergence • Multiple timeframe analysis • Volume-price relationships • Momentum indicators ═══════════════════════════════════════════════════════════ Thank you for using this indicator. Trade responsibly and continue learning! ═══════════════════════════════════════════════════════════
Wskaźnik Pine Script®
od zakariasafri47
IIR One-Pole Price Filter [BackQuant]IIR One-Pole Price Filter A lightweight, mathematically grounded smoothing filter derived from signal processing theory, designed to denoise price data while maintaining minimal lag. It provides a refined alternative to the classic Exponential Moving Average (EMA) by directly controlling the filter’s responsiveness through three interchangeable alpha modes: EMA-Length , Half-Life , and Cutoff-Period . Concept overview An IIR (Infinite Impulse Response) filter is a type of recursive filter that blends current and past input values to produce a smooth, continuous output. The "one-pole" version is its simplest form, consisting of a single recursive feedback loop that exponentially decays older price information. This makes it both memory-efficient and responsive , ideal for traders seeking a precise balance between noise reduction and reaction speed. Unlike standard moving averages, the IIR filter can be tuned in physically meaningful terms (such as half-life or cutoff frequency) rather than just arbitrary periods. This allows the trader to think about responsiveness in the same way an engineer or physicist would interpret signal smoothing. Why use it Filters out market noise without introducing heavy lag like higher-order smoothers. Adapts to various trading speeds and time horizons by changing how alpha (responsiveness) is parameterized. Provides consistent and mathematically interpretable control of smoothing, suitable for both discretionary and algorithmic systems. Can serve as the core component in adaptive strategies, volatility normalization, or trend extraction pipelines. Alpha Modes Explained EMA-Length : Classic exponential decay with alpha = 2 / (L + 1). Equivalent to a standard EMA but exposed directly for fine control. Half-Life : Defines the number of bars it takes for the influence of a price input to decay by half. More intuitive for time-domain analysis. Cutoff-Period : Inspired by analog filter theory, defines the cutoff frequency (in bars) beyond which price oscillations are heavily attenuated. Lower periods = faster response. Formula in plain terms Each bar updates as: yₜ = yₜ₋₁ + alpha × (priceₜ − yₜ₋₁) Where alpha is the smoothing coefficient derived from your chosen mode. Smaller alpha → smoother but slower response. Larger alpha → faster but noisier response. Practical application Trend detection : When the filter line rises, momentum is positive; when it falls, momentum is negative. Signal timing : Use the crossover of the filter vs its previous value (or price) as an entry/exit condition. Noise suppression : Apply on volatile assets or lower timeframes to remove flicker from raw price data. Foundation for advanced filters : The one-pole IIR serves as a building block for multi-pole cascades, adaptive smoothers, and spectral filters. Customization options Alpha Scale : Multiplies the final alpha to fine-tune aggressiveness without changing the mode’s core math. Color Painting : Candles can be painted green/red by trend direction for visual clarity. Line Width & Transparency : Adjust the visual intensity to integrate cleanly with your charting style. Interpretation tips A smooth yet reactive line implies optimal tuning — minimal delay with reduced false flips. A sluggish line suggests alpha is too small (increase responsiveness). A noisy, twitchy line means alpha is too large (increase smoothing). Half-life tuning often feels more natural for aligning filter speed with price cycles or bar duration. Summary The IIR One-Pole Price Filter is a signal smoother that merges simplicity with mathematical rigor. Whether you’re filtering for entry signals, generating trend overlays, or constructing larger multi-stage systems, this filter delivers stability, clarity, and precision control over noise versus lag, an essential tool for any quantitative or systematic trading approach.
Wskaźnik Pine Script®
od BackQuant
MESA Adaptive Ehlers Flow | AlphaNattMESA Adaptive Ehlers Flow | AlphaNatt An advanced adaptive indicator based on John Ehlers' MESA (Maximum Entropy Spectrum Analysis) algorithm that automatically adjusts to market cycles in real-time, providing superior trend identification with minimal lag across all market conditions. 🎯 What Makes This Indicator Revolutionary? Unlike traditional moving averages with fixed parameters, this indicator uses Hilbert Transform mathematics to detect the dominant market cycle and adapts its responsiveness accordingly: Automatically detects market cycles using advanced signal processing MAMA (MESA Adaptive Moving Average) adapts from fast to slow based on cycle phase FAMA (Following Adaptive Moving Average) provides confirmation signals Dynamic volatility bands that expand and contract with cycle detection Zero manual optimization required - the indicator tunes itself 📊 Core Components 1. MESA Adaptive Moving Average (MAMA) The MAMA is the crown jewel of adaptive indicators. It uses the Hilbert Transform to measure the market's dominant cycle and adjusts its smoothing factor in real-time: During trending phases: Responds quickly to capture moves During choppy phases: Smooths heavily to filter noise Transition is automatic and seamless based on price action Parameters: Fast Limit: Maximum responsiveness (default: 0.5) - how fast the indicator can adapt Slow Limit: Minimum responsiveness (default: 0.05) - maximum smoothing during consolidation 2. Following Adaptive Moving Average (FAMA) The FAMA is a slower version of MAMA that follows the primary signal. The relationship between MAMA and FAMA provides powerful trend confirmation: MAMA > FAMA: Bullish trend in progress MAMA < FAMA: Bearish trend in progress Crossovers signal potential trend changes 3. Hilbert Transform Cycle Detection The indicator employs sophisticated DSP (Digital Signal Processing) techniques: Detects the dominant cycle period (1.5 to 50 bars) Measures phase relationships in the price data Calculates adaptive alpha values based on cycle dynamics Continuously updates as market character changes ⚡ Key Features Adaptive Alpha Calculation The indicator's "intelligence" comes from its adaptive alpha: Alpha dynamically adjusts between Fast Limit and Slow Limit based on the rate of phase change in the market cycle. Rapid phase changes trigger faster adaptation, while stable cycles maintain smoother response. Dynamic Volatility Bands Unlike static bands, these adapt to both ATR volatility AND the current cycle state: Bands widen when the indicator detects fast adaptation (trending) Bands narrow during slow adaptation (consolidation) Band Multiplier controls overall width (default: 1.5) Provides context-aware support and resistance Intelligent Color Coding Cyan: Bullish regime (MAMA > FAMA and price > MAMA) Magenta: Bearish regime (MAMA < FAMA and price < MAMA) Gray: Neutral/transitional state 📈 Trading Strategies Trend Following Strategy The MESA indicator excels at identifying and riding strong trends while automatically reducing sensitivity during choppy periods. Entry Signals: Long: MAMA crosses above FAMA with price closing above MAMA Short: MAMA crosses below FAMA with price closing below MAMA Exit/Management: Exit longs when MAMA crosses below FAMA Exit shorts when MAMA crosses above FAMA Use dynamic bands as trailing stop references Mean Reversion Strategy When price extends beyond the dynamic bands during established trends, look for bounces back toward the MAMA line. Setup Conditions: Strong trend confirmed by MAMA/FAMA alignment Price touches or exceeds outer band Enter on first sign of reversal toward MAMA Target: Return to MAMA line or opposite band Cycle-Based Swing Trading The indicator's cycle detection makes it ideal for swing trading: Enter on MAMA/FAMA crossovers Hold through the detected cycle period Exit on counter-crossover or band extremes Works exceptionally well on 4H to Daily timeframes 🔬 Technical Background The Hilbert Transform The Hilbert Transform is a mathematical operation used in signal processing to extract instantaneous phase and frequency information from a signal. In trading applications: Separates trend from cycle components Identifies the dominant market cycle without curve-fitting Provides leading indicators of trend changes MESA Algorithm Components Smoothing: 4-bar weighted moving average for noise reduction Detrending: Removes linear price trend to isolate cycles InPhase & Quadrature: Orthogonal components for phase measurement Homodyne Discriminator: Calculates instantaneous period Adaptive Alpha: Converts period to smoothing factor MAMA/FAMA: Final adaptive moving averages ⚙️ Optimization Guide Fast Limit (0.1 - 0.9) Higher values (0.5-0.9): More responsive, better for volatile markets and lower timeframes Lower values (0.1-0.3): Smoother response, better for stable markets and higher timeframes Default 0.5: Balanced for most applications Slow Limit (0.01 - 0.1) Higher values (0.05-0.1): Less smoothing during consolidation, more signals Lower values (0.01-0.03): Heavy smoothing during chop, fewer but cleaner signals Default 0.05: Good noise filtering while maintaining responsiveness Band Multiplier (0.5 - 3.0) Adjust based on instrument volatility Backtest to find optimal value for your specific market 1.5 works well for most forex and equity indices Consider higher values (2.0-2.5) for cryptocurrencies 🎨 Visual Interpretation The gradient visualization shows probability zones around the MESA line: MESA line: The adaptive trend center Band expansion: Indicates strong cycle detection and trending Band contraction: Indicates consolidation or ranging market Color intensity: Shows confidence in trend direction 💡 Best Practices Let it adapt: Give the indicator 50+ bars to properly calibrate to the market Combine timeframes: Use higher timeframe MESA for trend bias, lower for entries Respect the bands: Price rarely stays outside bands for extended periods Watch for compression: Narrow bands often precede explosive moves Volume confirmation: Combine with volume for higher probability setups 📊 Optimal Timeframes 15m - 1H: Day trading with Fast Limit 0.6-0.8 4H - Daily: Swing trading with Fast Limit 0.4-0.6 (recommended) Weekly: Position trading with Fast Limit 0.2-0.4 ⚠️ Important Considerations The indicator needs time to "learn" the market - avoid trading the first 50 bars after applying Extreme gap events can temporarily disrupt cycle calculations Works best in markets with detectable cyclical behavior Less effective during news events or extreme volatility spikes Consider the detected cycle period for position holding times 🔍 What Makes MESA Superior? Compared to traditional indicators: vs. Fixed MAs: Automatically adjusts to market conditions instead of using one-size-fits-all parameters vs. Other Adaptive MAs: Uses true DSP mathematics rather than simple volatility adjustments vs. Manual Optimization: Continuously re-optimizes itself in real-time vs. Lagging Indicators: Hilbert Transform provides earlier trend change detection 🎓 Understanding Adaptation The magic of MESA is that it solves the eternal dilemma of technical analysis: be fast and get whipsawed in chop, or be smooth and miss the early move. MESA does both by detecting when to be fast and when to be smooth. Adaptation in Action: Strong trend starts → MESA quickly detects phase change → Fast Limit kicks in → Early entry Trend continues → Phase stabilizes → MESA maintains moderate speed → Smooth ride Consolidation begins → Phase changes slow → Slow Limit engages → Whipsaw avoidance 🚀 Advanced Applications Multi-timeframe confluence: Use MESA on 3 timeframes for high-probability setups Divergence detection: Watch for MAMA/price divergences at band extremes Cycle period analysis: The internal period calculation can guide position duration Band squeeze trading: Narrow bands + MAMA/FAMA cross = high-probability breakout Created by AlphaNatt - Based on John Ehlers' MESA research. For educational purposes. Always practice proper risk management. Not financial advice. Always DYOR.
Wskaźnik Pine Script®
od AlphaNatt
1
Arnaud Legoux Gaussian Flow | AlphaNattArnaud Legoux Gaussian Flow | AlphaNatt A sophisticated trend-following and mean-reversion indicator that combines the power of the Arnaud Legoux Moving Average (ALMA) with advanced Gaussian distribution analysis to identify high-probability trading opportunities. 🎯 What Makes This Indicator Unique? This indicator goes beyond traditional moving averages by incorporating Gaussian mathematics at multiple levels: ALMA uses Gaussian distribution for superior price smoothing with minimal lag Dynamic envelopes based on Gaussian probability zones Multi-layer gradient visualization showing probability density Adaptive envelope modes that respond to market conditions 📊 Core Components 1. Arnaud Legoux Moving Average (ALMA) The ALMA is a highly responsive moving average that uses Gaussian distribution to weight price data. Unlike simple moving averages, ALMA can be fine-tuned to balance responsiveness and smoothness through three key parameters: ALMA Period: Controls the lookback window (default: 21) Gaussian Offset: Shifts the Gaussian curve to adjust lag vs. responsiveness (default: 0.85) Gaussian Sigma: Controls the width of the Gaussian distribution (default: 6.0) 2. Gaussian Envelope System The indicator features three envelope calculation modes: Fixed Mode: Uses ATR-based fixed width for consistent envelope sizing Adaptive Mode: Dynamically adjusts based on price acceleration and volatility Hybrid Mode: Combines ATR and standard deviation for balanced adaptation The envelopes represent statistical probability zones. Price moving beyond these zones suggests potential mean reversion opportunities. 3. Momentum-Adjusted Envelopes The envelope width automatically expands during strong trends and contracts during consolidation, providing context-aware support and resistance levels. ⚡ Key Features Multi-Layer Gradient Visualization The indicator displays 10 gradient layers between the ALMA and envelope boundaries, creating a visual "heat map" of probability density. This helps traders quickly assess: Distance from the mean Potential support/resistance strength Overbought/oversold conditions in context Dynamic Color Coding Cyan gradient: Price below ALMA (bullish zone) Magenta gradient: Price above ALMA (bearish zone) The ALMA line itself changes color based on price position Trend Regime Detection The indicator automatically identifies market regimes: Strong Uptrend: Trend strength > 0.5% with price above ALMA Strong Downtrend: Trend strength < -0.5% with price below ALMA Weak trends and ranging conditions 📈 Trading Strategies Mean Reversion Strategy Look for price entering the extreme Gaussian zones (beyond 95% of envelope width) when trend strength is moderate. These represent statistical extremes where mean reversion is probable. Signals: Long: Price in lower Gaussian zone with trend strength > -0.5% Short: Price in upper Gaussian zone with trend strength < 0.5% Trend Continuation Strategy Enter when price crosses the ALMA during confirmed strong trend conditions, riding momentum while using the envelope as a trailing stop reference. Signals: Long: Price crosses above ALMA during strong uptrend Short: Price crosses below ALMA during strong downtrend 🎨 Visualization Guide The gradient layers create a "probability cloud" around the ALMA: Darker shades (near ALMA): High probability zone - price tends to stay here Lighter shades (near envelope edges): Lower probability - potential reversal zones Price at envelope extremes: Statistical outliers - strongest mean reversion setups ⚙️ Customization Options ALMA Parameters Adjust period for different timeframes (lower for day trading, higher for swing trading) Modify offset to tune responsiveness vs. smoothness Change sigma to control distribution width Envelope Configuration Choose envelope mode based on market characteristics Adjust multiplier to match instrument volatility Modify gradient depth for visual preference (5-15 layers) Signal Enhancement Momentum Length: Lookback for trend strength calculation Signal Smoothing: Additional EMA smoothing to reduce noise 🔔 Built-in Alerts The indicator includes six pre-configured alert conditions: ALMA Trend Long - Price crosses above ALMA in strong uptrend ALMA Trend Short - Price crosses below ALMA in strong downtrend Mean Reversion Long - Price enters lower Gaussian zone Mean Reversion Short - Price enters upper Gaussian zone Strong Uptrend Detected - Momentum confirms strong bullish regime Strong Downtrend Detected - Momentum confirms strong bearish regime 💡 Best Practices Use on clean, liquid markets with consistent volatility Combine with volume analysis for confirmation Adjust envelope multiplier based on backtesting for your specific instrument Higher timeframes (4H+) generally provide more reliable signals Use adaptive mode for trending markets, hybrid for mixed conditions ⚠️ Important Notes This indicator works best in markets with normal price distribution Extreme news events can invalidate Gaussian assumptions temporarily Always use proper risk management - no indicator is perfect Backtest parameters on your specific instrument and timeframe 🔬 Technical Background The Arnaud Legoux Moving Average was developed to solve the classic dilemma of moving averages: the trade-off between lag and noise. By applying Gaussian distribution weighting, ALMA achieves superior smoothing while maintaining responsiveness to price changes. The envelope system extends this concept by creating probability zones based on volatility and momentum, effectively mapping where price is "likely" vs "unlikely" to be found based on statistical principles. Created by AlphaNatt - For educational purposes. Always practice proper risk management. Not financial advice. Always DYOR.
Wskaźnik Pine Script®
od AlphaNatt
1
Earnings Day - Price Predictor [DunesIsland]It's designed to analyze and visualize historical stock price movements on earnings report days, focusing on percentage changes. Here's a breakdown of what it does, step by step: Key Inputs and Setup User Input: There's a single input for "Lookback Years" (default: 10), which determines how far back in time (approximately) the indicator analyzes earnings data. It uses a rough calculation of milliseconds in that period to filter historical data. Data Fetching: It uses TradingView's request.earnings function to pull actual earnings per share (EPS) data for the current ticker. Earnings days are identified where EPS data exists on a bar but not on the previous one (to avoid duplicates). Price Change Calculation: For each detected earnings day, it computes the percentage price movement as (close - close ) / close * 100, representing the change from the previous close to the current close on that day. Processing and Calculations (on the Last Bar) Lookback Filter: It calculates a cutoff timestamp for the lookback period and processes only earnings events within that window. Overall Averages: Separates positive (≥0%) and negative (<0%) percentage changes. Seasonality (Next Quarter Prediction): Identifies the most recent earnings quarter (latest_q). Predicts the "next" quarter (e.g., if latest is Q4, next is Q1; Again, separates positive and negative changes, computing their respective averages. Visual Outputs Lookback: How far to fetch the data in years. Average Change (Green): Showing the average of all positive changes. Average Change (Red): Showing the average of all negative changes. Seasonality Change (Green): Showing the average of positive changes for the predicted next quarter. Seasonality Change (Red): Showing the average of negative changes for the predicted next quarter. Purpose and Usage This indicator helps traders assess a stock's historical reaction to earnings announcements. The overall averages give a broad sense of typical gains/losses, while the seasonality focuses on quarter-specific trends to "predict" potential movement for the upcoming earnings (based on past same-quarter performance). It's best used on daily charts for stocks with reliable earnings data. Note that quarter inference is calendar-based and may not perfectly match fiscal calendars for all companies—it's an approximation.
Wskaźnik Pine Script®
od dunesisland
MTF 200 SMAMulti-Timeframe (MTF) 200 SMA: Your Universal Trend Guide Tired of switching timeframes just to check the major moving averages? The MTF 200 SMA indicator is a powerful, customizable tool designed to give you a clear, comprehensive view of the trend across multiple timeframes, all on a single chart. It's built on Pine Script v6 for stability and performance. Key Features: 9 MTF Lines: Simultaneously plot the 200 Simple Moving Average (SMA) for 30m, 1h, 2h, 3h, 4h, 6h, 8h, Daily, and Weekly charts. Understand the overall market structure at a glance. Single-Click Toggle: Use the 'Current Chart TF Only' checkbox to instantly switch from the crowded MTF view to showing only the standard 200 SMA for your current chart resolution. Perfect for focusing on immediate price action. Dynamic Highlighting: The 'Highlight Current Chart TF' option (default ON) emphasizes the SMA corresponding to your current chart, making it stand out with a bright Aqua color and a thicker line when in MTF mode. Full Customization: Easily adjust the SMA Length and the MTF SMA Line Color directly in the indicator settings. How to Use It: Trend Confirmation: When all MTF lines (especially the Daily and Weekly) are aligned and moving in the same direction, it provides high-confidence trend confirmation. Dynamic S/R: The MTF SMAs often act as strong dynamic Support and Resistance levels, even when viewing a lower timeframe like the 5-minute chart. Clean Analysis: Use the 'Current Chart TF Only' option when you need to declutter your chart and focus on the primary trend of your active trading session. Elevate your trend analysis today with the MTF 200 SMA!
Wskaźnik Pine Script®
od High-potential
Puell Multiple Variants [OperationHeadLessChicken]Overview This script contains three different, but related indicators to visualise Bitcoin miner revenue. The classical Puell Multiple : historically, it has been good at signaling Bitcoin cycle tops and bottoms, but due to the diminishing rewards miners get after each halving, it is not clear how you determine overvalued and undervalued territories on it. Here is how the other two modified versions come into play: Halving-Corrected Puell Multiple : The idea is to multiply the miner revenue after each halving with a correction factor, so overvalued levels are made comparable by a horizontal line across cycles. After experimentation, this correction factor turned out to be around 1.63. This brings cycle tops close to each other, but we lose the ability to see undervalued territories as a horizontal region. The third variant aims to fix this: Miner Revenue Relative Strength Index (Miner Revenue RSI) : It uses RSI to map miner revenue into the 0-100 range, making it easy to visualise over/undervalued territories. With correct parameter settings, it eliminates the diminishing nature of the original Puell Multiple, and shows both over- and undervalued revenues correctly. Example usage The goal is to determine cycle tops and bottoms. I recommend using it on high timeframes, like monthly or weekly . Lower than that, you will see a lot of noise, but it could still be used. Here I use monthly as the example. The classical Puell Multiple is included for reference. It is calculated as Miner Revenue divided by the 365-day Moving Average of the Miner Revenue . As you can see in the picture below, it has been good at signaling tops at 1,3,5,7. The problems: - I have to switch the Puell Multiple to a logarithmic scale - Still, I cannot use a horizontal oversold territory - 5 didn't touch the trendline, despite being a cycle top - 9 touched the trendline despite not being a cycle top Halving-Corrected Puell Multiple (yellow): Multiplies the Puell Multiple by 1.63 (a number determined via experimentation) after each halving. In the picture below, you can see how the Classical (white) and Corrected (yellow) Puell Multiples compare: Advantages: - Now you can set a constant overvalued level (12.49 in my case) - 1,3,7 are signaled correctly as cycle tops - 9 is correctly not signaled as a cycle top Caveats: - Now you don't have bottom signals anymore - 5 is still not signaled as cycle top Let's see if we can further improve this: Miner Revenue RSI (blue): On the monthly, you can see that an RSI period of 6, an overvalued threshold of 90, and an undervalued threshold of 35 have given historically pretty good signals. Advantages: - Uses two simple and clear horizontal levels for undervalued and overvalued levels - Signaling 1,3,5,7 correctly as cycle tops - Correctly does not signal 9 as a cycle top - Signaling 4,6,8 correctly as cycle bottoms Caveats: - Misses two as a cycle bottom, although it was a long time ago when the Bitcoin market was much less mature - In the past, gave some early overvalued signals Usage Using the example above, you can apply these indicators to any timeframe you like and tweak their parameters to obtain signals for overvalued/undervalued BTC prices You can show or hide any of the three indicators individually Set overvalued/undervalued thresholds for each => the background will highlight in green (undervalued) or red (overvalued) Set special parameters for the given indicators: correction factor for the Corrected Puell and RSI period for Revenue RSI Show or hide halving events on the indicator panel All parameters and colours are adjustable
Wskaźnik Pine Script®
od OperationHeadLessChicken
Golden Cross 50/200Simplicity characterizes each of my trading systems and methods. On this occasion, I present a trend-following strategy with simple rules and high profitability. System Rules: -Long entries when the 50 EMA crosses above the 200 EMA. -Stop Loss (SL) placed at the low of 15 candles prior to the entry candle. -Take Profit (TP) triggered when the 50 EMA crosses below the 200 EMA. As with any trend-following system, we sacrifice win rate for profitability, and of course, we will focus on traditional markets with a consistent trend-following nature over time. Recommended Markets and Timeframes: BTCUSDT H6 August 17, 2017 - October 20, 2025 Total trades: 30 Profitability: +1,682.99% Win rate: 40% Outperforms Buy & Hold BTCUSDT H4 August 17, 2017 - October 20, 2025 Total trades: 42 Profitability: +12,213.49% (high and stable performance curve) Win rate: 40% Outperforms Buy & Hold BTCUSDT H2 August 17, 2017 - October 20, 2025 Total trades: 95 Profitability: +2,363.80% Win rate: 24.21% Matches Buy & Hold BTCUSDT H1 August 17, 2017 - October 20, 2025 Total trades: 203 Profitability: +1,045% (stable performance curve) Win rate: 25.62% BTCUSDT 30M August 17, 2017 - October 20, 2025 Total trades: 393 Profitability: +4,205.51% (high and stable performance curve) Win rate: 27.74% Outperforms Buy & Hold BTCUSDT 15M August 17, 2017 - October 20, 2025 Total trades: 821 Profitability: +1,311.97% Win rate: 23.14% Timeframes such as Daily, 12-hour, 8-hour, and even 5-minute charts are profitable with this system, so feel free to experiment. Other markets and timeframes to observe include: -XAUUSD (H1, H4, H6, H8, Daily) -SPX (Daily: +21,302% profitability since 1871 in 40 trades) -Tesla (H1, H2, H4, H6, especially M30 and M15) -Apple (M5, M15, M30, H1, H2, H4…) -Warner Bros (M5, M15, M30…) -GOOGL (M5, M15, M30, H1, H2, H4, H6…) -AMZN (M5, M15, M30, H2, H4, H6…) -META (M5, M15, M30, H1, H2, H4…) -NVDA (M5, M15, M30, H1, H2, H4…) This system not only generates significant profitability but also performs very well in traditional markets, even on lower timeframes like 5-minute charts. In many cases, the returns far exceed Buy & Hold. I hope this strategy is useful to you. Follow my Spanish-speaking profile if you want to see my market analyses, and send me your good vibes!
Strategia Pine Script®
od Especulador96
ORBs, EMAs, SMAs, AVWAPThis is an update to a previously published script. In short the difference is the added capability to adjust the length of EMAs. Also added 3 customizable SMAs. Enjoy! Let me know what you think of the script please. This is only second one I have ever done. Through practice and people like @LuxAlgo and other Pinescripters this isn't possible. Tedious hrs with ChatGPT to correct nuances, who doesnt seem to learn from (insert pronoun) mistakes This all-in-one indicator combines key institutional tools into a unified framework for intraday and swing trading. Designed for traders who use multi-session analysis and dynamic levels, it automatically maps out global session breakouts, moving averages, and volume-weighted anchors with high clarity. Features include: 🕓 Tokyo, London, and New York ORBs (Opening Range Breakouts) — 30-minute configurable range boxes that persist until the next New York open. 📈 Anchored VWAP with Standard Deviation Bands — dynamically anchorable to session, week, or month for institutional-grade price tracking. 📊 Exponential Moving Averages (9, 20, 113, 200) — for short-, mid-, and long-term momentum structure. 📉 Simple Moving Averages (20, 50, 100) — fully customizable lengths, colors, and visibility toggles for trend confirmation. 🏁 Prior High/Low Levels (PDH/PDL, PWH/PWL, PMH/PML) — automatically plotted from previous day, week, and month, with labels placed at each session’s midpoint. 🎛️ Session-Aligned Time Logic — all time calculations use New York session anchors with DST awareness. 💡 Clean Visualization Options — every component can be toggled on/off, recolored, or customized for your workflow. Best used for: ORB break-and-retest setups VWAP and EMA rejections Confluence-based trading around key session levels Multi-session momentum tracking
Wskaźnik Pine Script®
od nh311009
1
Key Levels (PA, MAs, VWAPs, Volume Profile, rVWAPs)This indicator marks all kinds of key levels so that users can keep an overview of their specified levels in a convenient non chart cluttering way. It can highlight levels of confluence or display each level seperately. The indicator includes markers for the following levels: Price Action: Opens, Previous High/Low, Monday Range Moving Averages: H4, D1 and W1 with customisable lengths VWAPs: Developing and Previous VWAPs with their respective VAL/VAH (1 Standard Deviation) Rolling VWAPs Volume Profile: Developing and Previous VAL/VAH/POC What makes this indicator different is its vast customisation options and big library of levels… … users can choose to merge all levels that are aligned in a specified % threshold and additionally they can choose to color them the same color to highlight confluence levels. … users have the choice between Full Label Markers or Abbreviations of those Labels. … users have the choice of a few presets making level switching fast and convenient (Price Action, Volume Profile, VWAP, Volume or Custom). … users can specify if they prefer to highlight Simple Moving Averages or Exponential Moving Averages. They have calculations available on three different timeframes and can change the lengths of each. … users can color all levels the same with one click instead of having to manually change all of them. … when users choose Volume Profile Levels they can either let the script auto calculate the row size making asset switching simple or they can manually input row size. With the custom preset users can show and hide whichever levels they want. (To have them the same every time you freshly load the indicator save your settings as default in the lower left corner of the settings tab). Purpose This indicator is designed to serve as a level visualisation tool that has the ability to highlight levels of confluence. It may assist in keeping an overview of where all levels are currently located but does not produce signals or trade recommendations.
Wskaźnik Pine Script®
od VEGAlgo
Portfolio Strategy TesterThe Portfolio Strategy Tester is an institutional-grade backtesting framework that evaluates the performance of trend-following strategies on multi-asset portfolios. It enables users to construct custom portfolios of up to 30 assets and apply moving average crossover strategies across individual holdings. The model features a clear, color-coded table that provides a side-by-side comparison between the buy-and-hold portfolio and the portfolio using the risk management strategy, offering a comprehensive assessment of both approaches relative to the benchmark. Portfolios are constructed by entering each ticker symbol in the menu, assigning its respective weight, and reviewing the total sum of individual weights displayed at the top left of the table. For strategy selection, users can choose between Exponential Moving Average (EMA), Simple Moving Average (SMA), Wilder’s Moving Average (RMA), Weighted Moving Average (WMA), Moving Average Convergence Divergence (MACD), and Volume-Weighted Moving Average (VWMA). Moving average lengths are defined in the menu and apply only to strategy-enabled assets. To accurately replicate real-world portfolio conditions, users can choose between daily, weekly, monthly, or quarterly rebalancing frequencies and decide whether cash is held or redistributed. Daily rebalancing maintains constant portfolio weights, while longer intervals allow natural drift. When cash positions are not allowed, capital from bearish assets is automatically redistributed proportionally among bullish assets, ensuring the portfolio remains fully invested at all times. The table displays a comprehensive set of widely used institutional-grade performance metrics: CAGR = Compounded annual growth rate of returns. Volatility = Annualized standard deviation of returns. Sharpe = CAGR per unit of annualized standard deviation. Sortino = CAGR per unit of annualized downside deviation. Calmar = CAGR relative to maximum drawdown. Max DD = Largest peak-to-trough decline in value. Beta (β) = Sensitivity of returns relative to benchmark returns. Alpha (α) = Excess annualized risk-adjusted returns relative to benchmark. Upside = Ratio of average return to benchmark return on up days. Downside = Ratio of average return to benchmark return on down days. Tracking = Annualized standard deviation of returns versus benchmark. Turnover = Average sum of absolute changes in weights per year. Cumulative returns are displayed on each label as the total percentage gain from the selected start date, with green indicating positive returns and red indicating negative returns. In the table, baseline metrics serve as the benchmark reference and are always gray. For portfolio metrics, green indicates outperformance relative to the baseline, while red indicates underperformance relative to the baseline. For strategy metrics, green indicates outperformance relative to both the baseline and the portfolio, red indicates underperformance relative to both, and gray indicates underperformance relative to either the baseline or portfolio. Metrics such as Volatility, Tracking Error, and Turnover ratio are always displayed in gray as they serve as descriptive measures. In summary, the Portfolio Strategy Tester is a comprehensive backtesting tool designed to help investors evaluate different trend-following strategies on custom portfolios. It enables real-world simulation of both active and passive investment approaches and provides a full set of standard institutional-grade performance metrics to support data-driven comparisons. While results are based on historical performance, the model serves as a powerful portfolio management and research framework for developing, validating, and refining systematic investment strategies.
Wskaźnik Pine Script®
od QuantitativeAlpha