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SUPERTREND ADX FACTOR Modular Trading System - SuperTrend + ADX + DI A comprehensive trend-following system with customizable filters for precise trade execution. CORE COMPONENTS: - SuperTrend with visual fill (trend detection) - ADX + Directional Indicators (trend strength confirmation) - Volume filter (optional) - EMAs 7/21/50 (optional) - Daily VWAP (optional) - Previous Day High/Low levels (support/resistance) KEY FEATURES: ✓ One entry per trend - avoids overtrading ✓ Entry: ADX crosses above threshold with SuperTrend alignment ✓ Exit: SuperTrend direction change ✓ Real-time status dashboard showing all filter conditions ✓ Clear BUY/SELL signals with EXIT markers ✓ All filters can be toggled ON/OFF for testing ✓ Customizable parameters for each indicator DASHBOARD DISPLAY: - Live ADX value (green >23 / red <23) - DI+/DI- values with color coding - Volume metrics - Position status (IN/OUT) - Signal status (BUY/SELL/WAIT) IDEAL FOR: Swing traders and position traders on 4H timeframe looking for high-probability trend entries with proper confirmation. Default configuration: SuperTrend (ATR 10, 3.0) + ADX >23 + DI alignment
Wskaźnik Pine Script®
od acgcapital
3SMA Multi Time FrameThis is a Multi-Time Frame 3 Simple Moving Averages (SMA) indicator, built on Pine Script v6. The indicator is designed to display three SMAs with customizable periods directly on the chart, allowing traders to visualize multiple timeframes and make more informed decisions. Key Features: 3 SMAs (Simple Moving Averages): The script plots three SMAs with different user-defined periods, helping you analyze trends across different timeframes. SMA1 (default period: 7) SMA2 (default period: 25) SMA3 (default period: 99) Customization: All three SMA periods are customizable through the input settings, enabling you to adjust the SMAs according to your trading strategy. Timeframe Flexibility: The indicator uses the timeframe parameter, allowing for multi-timeframe analysis, which helps you view the same indicator across different time periods simultaneously. The three SMAs are displayed in distinct colors for quick identification: SMA1 (7-period) in red. SMA2 (25-period) in yellow. SMA3 (99-period) in purple. What’s New in This Version: Upgraded to Pine Script v6: The script has been updated to use the latest features and optimizations of Pine Script v6, making it faster and more efficient. It now utilizes color.new for better control over transparency, and the plotting is more reliable. Multi-Timeframe Support: The addition of the timeframe parameter provides flexibility, enabling you to apply the same indicator to different timeframes for more comprehensive market analysis. Improved Input Handling: The script now uses input.int for integer inputs, which is more intuitive and aligns with the best practices in Pine Script v6. Special Thanks: A huge thanks to the original creator of this idea, @VictorGrego for the foundational work and inspiration behind this script. This updated version builds on their excellent concept and introduces enhancements with the latest Pine Script updates. And another special thanks to my teacher @tradecitypro for the incredible strategy Key Notes: The script uses Pine Script's built-in functions ta.sma() for calculating the SMAs and color.new() to manage colors and transparency effectively. The updated script has better performance and looks sleeker with updated handling of colors and timeframes.
Wskaźnik Pine Script®
od Irongar1
2
Volume-Gated Trend Ribbon [QuantAlgo]🟢 Overview The Volume-Gated Trend Ribbon employs a selective price-updating mechanism that filters market noise through volume validation, creating a trend-following system that responds exclusively to significant price movements. The indicator gates price updates to moving average calculations based on volume threshold crossovers, ensuring that only bars with significant participation influence the trend direction. By interpolating between fast and slow moving averages to create a multi-layered visual ribbon, the indicator provides traders and investors with an adaptive trend identification framework that distinguishes between volume-backed directional shifts and low-conviction price fluctuations across multiple timeframes and asset classes. 🟢 How It Works The indicator first establishes a dynamic baseline by calculating the simple moving average of volume over a configurable lookback period, then applies a user-defined multiplier to determine the significance threshold: avgVol = ta.sma(volume, volPeriod) highVol = volume >= avgVol * volMult The gated price mechanism employs conditional updating where the close price is only captured and stored when volume exceeds the threshold. During low-volume periods, the indicator maintains the last qualified price level rather than tracking every minor fluctuation: var float gatedClose = close if highVol gatedClose := close Dual moving averages are calculated using the gated price input, with the indicator supporting various MA types. The fast and slow periods create the outer boundaries of the trend ribbon: fastMA = volMA(gatedClose, close, fastPeriod) slowMA = volMA(gatedClose, close, slowPeriod) Ribbon interpolation creates intermediate layers by blending the fast and slow moving averages using weighted combinations, establishing a gradient effect that visually represents trend strength and momentum distribution: midFastMA = fastMA * 0.67 + slowMA * 0.33 midSlowMA = fastMA * 0.33 + slowMA * 0.67 Trend state determination compares the fast MA against the slow MA, establishing bullish regimes when the faster average trades above the slower average and bearish regimes during the inverse relationship. Signal generation triggers on state transitions, producing alerts when the directional bias shifts: bullish = fastMA > slowMA longSignal = trendState == 1 and trendState != 1 shortSignal = trendState == -1 and trendState != -1 The visualization architecture constructs a three-tiered opacity gradient where the ribbon's core (between mid-slow and slow MAs) displays the highest opacity, the inner layer (between mid-fast and mid-slow) shows medium opacity, and the outer layer (between fast and mid-fast) presents the lightest fill, creating depth perception that emphasizes the trend center while acknowledging edge uncertainty. 🟢 How to Use This Indicator ▶ Long and Short Signals: The indicator generates long/buy signals when the trend state transitions to bullish (fast MA crosses above slow MA) and short/sell signals when transitioning to bearish (fast MA crosses below slow MA). Because these crossovers only reflect volume-validated price movements, they represent significant level of participation rather than random noise, providing higher-conviction entry signals that filter out false breakouts occurring on thin volume. ▶ Ribbon Width Dynamics: The spacing between the fast and slow moving averages creates the ribbon width, which serves as a visual proxy for trend strength and volatility. Expanding ribbons indicate accelerating directional movement with increasing separation between short-term and long-term momentum, suggesting robust trend development. Conversely, contracting ribbons signal momentum deceleration, potential trend exhaustion, or impending consolidation as the fast MA converges toward the slow MA. ▶ Preconfigured Presets: Three optimized parameter sets accommodate different trading styles and market conditions. Default provides balanced trend identification suitable for swing trading on daily timeframes with moderate volume filtering and responsiveness. Fast Response delivers aggressive signal generation optimized for intraday scalping on 1-15 minute charts, using lower volume thresholds and shorter moving average periods to capture rapid momentum shifts. Smooth Trend offers conservative trend confirmation ideal for position trading on 4-hour to weekly charts, employing stricter volume requirements and extended periods to filter noise and identify only the most robust directional moves. ▶ Built-in Alerts: Three alert conditions enable automated monitoring: Bullish Trend Signal triggers when the fast MA crosses above the slow MA confirming uptrend initiation, Bearish Trend Signal activates when the fast MA crosses below the slow MA confirming downtrend initiation, and Trend Change alerts on any directional transition regardless of direction. These notifications allow you to respond to volume-validated regime shifts without continuous chart monitoring. ▶ Color Customization: Six visual themes (Classic, Aqua, Cosmic, Ember, Neon, plus Custom) accommodate different chart backgrounds and display preferences, ensuring optimal contrast and visual clarity across trading environments. The adjustable fill opacity control (0-100%) allows fine-tuning of ribbon prominence, with lower opacity values create subtle background context while higher values produce bold trend emphasis. Optional bar coloring extends the trend indication directly to the price bars, providing immediate directional reference without requiring visual cross-reference to the ribbon itself.
Wskaźnik Pine Script®
od QuantAlgo
6
UK100 London Judas & IFVG SetupUK100 London Judas & IFVG Setup Overview This indicator is a specialized trading tool designed to automate the ICT Judas Swing strategy specifically for the UK100 (FTSE 100) index during the London Market Open. It combines institutional time-based logic with price action confirmation using Inversion Fair Value Gaps (IFVG) to identify high-probability reversal setups. How It Works The strategy is based on the concept that the initial move after the London Open is often a "fake-out" (manipulation) designed to trap retail traders and engineer liquidity before the true trend of the day begins. Session & Opening Price: The script marks the London Open price (default 09:00 Warsaw / 08:00 London time) with a dashed line. This serves as the "line in the sand." Prices moving away from this line initially are monitored for manipulation. Judas Swing (Liquidity Sweep): If price moves BELOW the open, it is hunting Sell-Side Liquidity (trapping sellers). If price moves ABOVE the open, it is hunting Buy-Side Liquidity (trapping buyers). The Entry Trigger: Inversion FVG (IFVG): The indicator scans for Fair Value Gaps (FVG) created during the manipulation phase. BUY Signal: The price manipulates lower, creates a Bearish FVG (Red Box), but then aggressively reverses and closes ABOVE that gap. The gap is now "Inverted" (turns Green), acting as support. SELL Signal: The price manipulates higher, creates a Bullish FVG (Green Box), but then aggressively reverses and closes BELOW that gap. The gap is now "Inverted" (turns Orange), acting as resistance. Key Features Automated Pattern Recognition: No need to manually draw gaps. The script detects valid FVG inversions that align with the Judas Swing logic. Built-in Risk Calculator: The signal labels display the exact Lot Size you should use based on your account balance and risk percentage (default 0.5%). It calculates this dynamically based on the Stop Loss distance. Institutional Targets: The indicator fetches H1 Fractals (Liquidity) from the 1-hour timeframe and plots them on your 1-minute chart as blue lines. These are your primary Take Profit (TP) levels. Stop Loss Visualization: Automatically suggests a Stop Loss placement behind the swing high/low of the reversal structure. How to Use Timeframe: Set your chart to 1 Minute (1m). Asset: UK100 (FTSE 100). Wait: Allow the London session to open. Watch for price to move away from the opening line. Execute: When a BUY or SELL label appears: Enter the trade using the Lot Size shown on the label. Set your Stop Loss at the price shown on the label. Target the blue H1 Liquidity lines for profit taking. Settings Timezone: Set this to your chart/exchange timezone (Default: Europe/Warsaw). Account Balance: Input your current trading capital (e.g., 100,000) for accurate risk calculations. Risk Per Trade %: The percentage of your account you are willing to lose if the Stop Loss is hit (Standard: 0.5% - 1.0%). Contract Size: The value of 1 point movement (Check your broker's specifications. Usually 1 for CFDs). Alerts You can set a single alert in TradingView to capture all signals. Select the indicator and choose "Any alert() function call". You will receive a notification with the direction (Buy/Sell), Entry Price, and Lot Size.
Wskaźnik Pine Script®
od putikvladislav
Early Momentum Dashboard [Small Caps]Early Momentum Dashboard for Small Caps A clean, real-time dashboard that detects building momentum before major moves in small-cap stocks. Features: • 7 key early-momentum indicators with traffic-light system (🟢 Bullish / 🟡 Neutral / 🔴 Bearish) • Toggle each indicator on/off via settings • Momentum Score (e.g., 5/7) – higher = stronger early signal • Visual markers on chart (VOL, RSI, MACD) • Includes: Relative Volume Spike, RSI Buildup, MACD, OBV Accumulation, ROC, ATR Volatility, VWAP Proximity Ideal for scanning low-float or catalyst-driven small caps. Tip: Look for 4+ green lights as a high-probability early entry signal. Enjoy!
Wskaźnik Pine Script®
od D4V3YZ
11
Harmonic Patterns (Experimental) [Kodexius]Harmonic Patterns (Experimental) is a multi pattern harmonic geometry scanner that automatically detects, validates, and draws classic harmonic structures directly on your chart. The script continuously builds a pivot map (swing highs and swing lows), then evaluates the most recent pivot sequence against a library of harmonic ratio templates such as Gartley, Bat, Deep Bat, Butterfly, Crab, Deep Crab, Cypher, Shark, Alt Shark, 5-0, AB=CD, and 3 Drives. Unlike simple “pattern exists / pattern doesn’t exist” indicators, this version scores candidates by accuracy . Each pattern includes “ideal” ratio targets, and the script computes a total error score by measuring how far the observed ratios deviate from the ideal. When multiple patterns could match the same pivot structure, the script selects the best match (lowest total error) and displays that one. This reduces clutter and makes the output more practical in real market conditions where many ratio ranges overlap. The end result is a clean, information rich visualization of harmonic opportunities that is: -Pivot based and swing aware -Ratio validated with configurable tolerance -Direction filtered (bullish, bearish, or both) -Ranked by accuracy to prefer higher quality matches Note: This is an experimental pattern engine intended for research, confluence and chart study. Harmonic patterns are probabilistic and can fail often. Always combine with your own risk management and confirmation tools. 🔹 Features 🔸Pivot Detection The script uses pivot functions to detect structural turning points: -Pivot Left Bars controls how many bars must exist on the left of the pivot -Pivot Right Bars controls confirmation delay on the right (smaller value reacts faster) Additionally, a Min Swing Distance (%) filter can ignore tiny swings to reduce noise. Pivots are stored separately for highs and lows and capped by Max Pivots to Store to keep the script efficient. 🔸Pattern Library (XABCD and Beyond) Supported structures include: -Gartley, Bat, Deep Bat, Butterfly, Crab, Deep Crab -Cypher (uses XC extension and CD retracement logic) -Shark and Alt Shark (0-X-A-B-C mapping) -5-0 (AB and BC extensions with CD retracement) -AB=CD (symmetry and proportionality checks) -3 Drives (6 point structure, drive and retracement ratios) Each pattern is defined by ratio ranges and also “ideal” ratio targets used for scoring. 🔸 Pattern Fibonacci Rules (Detailed Ratio Definitions) This script validates each harmonic template by measuring a small set of Fibonacci relationships between the legs of the pattern. All measurements are computed using absolute price distance (so the ratios are direction independent), and then a directional sanity check ensures the geometry is positioned correctly for bullish or bearish cases. How ratios are measured Most patterns in this script use the standard X A B C D harmonic structure. Four ratios are evaluated: 1) XB retracement of XA This measures how much price retraces from A back toward X when forming point B . xbRatio = |B - A| / |A - X| 2) AC retracement of AB This measures how much point C retraces the AB leg. acRatio = |C - B| / |B - A| 3) BD extension of BC This measures the “drive” from C into D relative to the BC leg. bdRatio = |D - C| / |C - B| 4) XD retracement of XA This is the most important “completion” ratio in many patterns. It measures where D lands relative to the original XA swing. xdRatio = |D - A| / |A - X| Important: the script applies a user defined Fibonacci Tolerance to each accepted range, meaning the pattern can still pass even if ratios are slightly off from the textbook values. 🔸 XABCD Pattern Ratio Templates Below are the exact ratio rules used by the templates in this script. Gartley -XB must be ~0.618 of XA -AC must be between 0.382 and 0.886 of AB -BD must be between 1.272 and 1.618 extension of BC -XD must be ~0.786 of XA In practice, Gartley is a “non extension” structure, meaning D usually remains inside the X boundary . Bat -XB between 0.382 and 0.50 of XA -AC between 0.382 and 0.886 of AB -BD between 1.618 and 2.618 of BC -XD ~0.886 of XA Bat patterns typically complete deeper than Gartley and often create a sharper reaction at D. Deep Bat -XB ~0.886 of XA -AC between 0.382 and 0.886 of AB -BD between 1.618 and 2.618 of BC -XD ~0.886 of XA Deep Bat uses the same completion zone as Bat, but requires a much deeper B point. Butterfly -XB ~0.786 of XA -AC between 0.382 and 0.886 of AB -BD between 1.618 and 2.618 of BC -XD between 1.272 and 1.618 of XA Butterfly is an extension pattern . That means D is expected to break beyond X (in the completion direction). Crab -XB between 0.382 and 0.618 of XA -AC between 0.382 and 0.886 of AB -BD between 2.24 and 3.618 of BC -XD ~1.618 of XA Crab is also an extension pattern . It often produces a very deep D completion and a strong reaction zone. Deep Crab -XB ~0.886 of XA -AC between 0.382 and 0.886 of AB -BD between 2.0 and 3.618 of BC -XD ~1.618 of XA Deep Crab combines a deep B point with a strong XA extension completion. 🔸 Cypher Fibonacci Rules (XC Based) Cypher is not validated with the same four ratios as XABCD patterns. Instead it uses an XC based completion model: 1) B as a retracement of XA xb = |B - A| / |A - X| // AB/XA Must be between 0.382 and 0.618 . 2) C as an extension from X relative to XA xc = |C - X| / |A - X| // XC/XA Must be between 1.272 and 1.414 . 3) D as a retracement of XC xd = |D - C| / |C - X| // CD/XC Must be ~ 0.786 . This makes Cypher structurally different: the “completion” is defined as a retracement of the entire XC leg, not XA. 🔸 Shark and Alt Shark Fibonacci Rules (0-X-A-B-C Mapping) Shark patterns are commonly defined as 0 X A B C . In this script the pivots are mapped like this: 0 = pX, X = pA, A = pB, B = pC, C = pD So the final pivot (stored as pD) is labeled as C on the chart. Three ratios are validated: 1) AB relative to XA ab_xa = |B - A| / |A - X| Must be between 1.13 and 1.618 . 2) BC relative to AB bc_ab = |C - B| / |B - A| Must be between 1.618 and 2.24 . 3) OC relative to OX oc_ox = |C - 0| / |X - 0| For Shark it must be between 0.886 and 1.13 . For Alt Shark it must be between 1.13 and 1.618 (a deeper / more extended completion). 🔸 5-0 Fibonacci Rules 5-0 is validated as a sequence of extensions and then a fixed retracement: 1) AB extension of XA ab_xa = |B - A| / |A - X| Must be between 1.13 and 1.618 . 2) BC extension of AB bc_ab = |C - B| / |B - A| Must be between 1.618 and 2.24 . 3) CD retracement of BC cd_bc = |D - C| / |C - B| Must be approximately 0.50 . Note that for 5-0 the script does not rely on an XA completion ratio like 0.786 or 1.618. The defining completion is the 0.5 retracement of BC. 🔸 AB=CD Fibonacci Rules AB=CD is a symmetry pattern and is treated differently from the harmonic templates: 1) AB and CD length symmetry The script checks if CD is approximately equal to AB within tolerance. 2) BC proportion BC/AB is expected to fall in a common Fibonacci retracement zone: -approximately 0.618 to 0.786 (with a looser tolerance in code) 3) CD/BC expansion CD/BC is expected to be an expansion ratio: -approximately 1.272 to 1.618 (also with a looser tolerance) This allows the script to capture both classic equal leg AB=CD and common “expanded” variations. 🔸 3 Drives Fibonacci Rules (6 Point Structure) 3 Drives is a 6 point structure and is validated using retracement ratios and extension ratios: Retracement rules Retracement 1 must be between 0.618 and 0.786 of Drive 1 Retracement 2 must be between 0.618 and 0.786 of Drive 2 Extension rules Drive 2 must be between 1.272 and 1.618 of Retracement 1 Drive 3 must be between 1.272 and 1.618 of Retracement 2 This pattern is meant to capture rhythm and proportional repetition rather than a single XA completion ratio. 🔸 Why the script can show “ratio labels” on legs If you enable Show Fibonacci Values on Legs , the script prints the measured ratios near the midpoint of each leg (or diagonal, depending on pattern type). This makes it easy to visually confirm: -Which ratios caused the pattern to pass -How close the structure is to ideal harmonic values -Why one template was preferred over another via the accuracy score 🔸 Fibonacci Tolerance Control All ratio checks use a single tolerance input (percentage). This tolerance expands or contracts the acceptable ratio ranges, letting you decide whether you want: -Tight, high precision matches (lower tolerance) -Broader, more frequent matches (higher tolerance) 🔸 Direction Filter (Bullish Only / Bearish Only / Both) You can restrict scanning to bullish patterns, bearish patterns, or allow both. This is useful if you are aligning with higher timeframe bias or only trading one side of the market. 🔸 Best Match Selection (Anti Clutter Logic) When a new pivot confirms, the script evaluates all enabled patterns against the latest pivot sequence and keeps the one with the smallest total error score. This is especially helpful because many harmonic templates overlap in real time. Instead of drawing multiple conflicting labels, you get one “most accurate” candidate. 🔸 Clean Visual Rendering and Optional Details The drawing system can display: -Main structure lines (X-A-B-C-D or special mappings) -Dashed diagonals for geometric context (XB, AC, BD, XD) -Pattern fill to visually highlight the structure zone -Point labels (X,A,B,C,D or 0..5 for 3 Drives, 0-X-A-B-C for Shark) -Leg Fibonacci labels placed around midpoints for fast ratio reading All colors (bullish and bearish line and fill) are configurable. 🔸 Pattern Spacing and Display Limits To keep charts readable, the script includes: -Max Patterns to Display to limit on-chart drawings -Min Bars Between Patterns to avoid repeated signals too close together in the same direction Older patterns are automatically deleted once the display limit is exceeded. 🔸 Alerts When enabled, alerts trigger on new confirmed detections: -Bullish Pattern Detected -Bearish Pattern Detected Alerts fire once per bar when a new pattern is confirmed by a fresh pivot. 🔹 Calculations This section summarizes the core logic used under the hood. 1) Pivot Detection and Swing Filtering The script confirms pivots using right side confirmation, then optionally filters them by minimum swing distance relative to the last opposite pivot. // Pivot detection float pHigh = ta.pivothigh(high, pivotLeftBars, pivotRightBars) float pLow = ta.pivotlow(low, pivotLeftBars, pivotRightBars) // Example swing distance filter (conceptual) abs(newPivot - lastOppPivot) / lastOppPivot >= minSwingPercent Pivots are stored in capped arrays (high pivots and low pivots), ensuring performance and stable memory usage. 2) Ratio Measurements (Retracement and Extension) The engine measures harmonic ratios using two core helpers: Retracement measures how much the third point retraces the previous leg. Extension measures how much the next leg extends relative to the previous leg. // Retracement: (p3 - p2) compared to (p2 - p1) calcRetracement(p1, p2, p3) => float leg = math.abs(p2.price - p1.price) float retr = math.abs(p3.price - p2.price) leg != 0 ? retr / leg : na // Extension: (p4 - p3) compared to (p3 - p2) calcExtension(p2, p3, p4) => float leg = math.abs(p3.price - p2.price) float ext = math.abs(p4.price - p3.price) leg != 0 ? ext / leg : na For a standard XABCD pattern the script evaluates: -XB retracement of XA -AC retracement of AB -BD extension of BC -XD retracement of XA 3) Tolerance Based Range Check Ratio validation uses a flexible range check that expands min and max by the tolerance percent: isInRange(value, minVal, maxVal, tolerance) => float tolMin = minVal * (1.0 - tolerance) float tolMax = maxVal * (1.0 + tolerance) value >= tolMin and value <= tolMax This means even “fixed” ratios (like 0.786) still allow a user controlled deviation. 4) Positional Sanity Check for D (Beyond X or Not) Some harmonic patterns require D to remain within X (non extension patterns), while others require D to break beyond X (extension patterns). The script enforces that using a boolean flag in each template. Conceptually: -If the pattern is an extension type, D should cross beyond X in the expected direction -If the pattern is not extension type, D should stay on the correct side of X This prevents visually incorrect “ratio matches” that violate the intended geometry. 5) Template Definitions (Ranges + Ideal Targets) Every pattern includes ratio ranges plus ideal values. The ideal values are used only for scoring quality, not for pass/fail. Example concept: -Ranges determine validity -Ideal targets determine ranking 6) Accuracy Scoring (Total Error) When a candidate passes all validity checks, the script computes an accuracy score by summing absolute deviations from ideal ratios: calcError(value, ideal) => math.abs(value - ideal) // Total error is the sum of the four leg errors (as available for the pattern) totalError = calcError(xbRatio, xbIdeal) + calcError(acRatio, acIdeal) + calcError(bdRatio, bdIdeal) + calcError(xdRatio, xdIdeal) Lower score means closer to the “textbook” harmonic proportions. 7) Best Match Resolution (Choosing One Winner) When multiple enabled patterns match the same pivot structure, the script selects the one with the lowest totalError: updateBest(currentBest, newCandidate) => result = currentBest if not na(newCandidate) if na(currentBest) or newCandidate.totalError < currentBest.totalError result := newCandidate result This is a major practical feature because it reduces clutter and highlights the highest quality interpretation. 8) Bullish and Bearish Scanning Logic The scanner runs when pivots confirm: -Bullish patterns are evaluated on a newly confirmed pivot low (potential D) -Bearish patterns are evaluated on a newly confirmed pivot high (potential D) From that D pivot, the script searches backward through stored pivots to build a valid pivot sequence (X,A,B,C,D). If 3 Drives is enabled, it also attempts to find the extra preceding point needed for the 6 point structure. 9) Rendering: Lines, Fill, Labels, and Leg Fib Text After detection the script draws: -Primary legs with thicker lines -Geometric diagonals with dashed lines (for XABCD types) -Optional fill between selected legs to emphasize the structure area -A summary label showing direction, pattern name, and ratios -Optional point labels and leg ratio labels placed near midpoints To avoid overlapping with candles, the script offsets labels using ATR: float yOff = math.max(ta.atr(14) * 0.15, syminfo.mintick * 10) 10) Pattern Lifecycle and Cleanup To respect chart limits and keep visuals clean, the script deletes old drawings once the maximum visible patterns threshold is exceeded. This includes lines, fills, and labels.
Wskaźnik Pine Script®
od Kodexius
Green AverageGA (Green Average) is used as a bias and context tool. The indicator is not an entry signal by itself, but answers the question: Should I even be looking for longs or shorts right now? 1. What the indicator shows • BP (green line): buying pressure – how much of the upward movement is driven by green candles. • SP (red line): selling pressure – how much of the downward movement is driven by red candles. • GA % (box): proportion of candles that are green (frequency / flow). 2. Quick market read (3 seconds) • BP above SP → bullish bias • SP above BP → bearish bias • Lines close together → chop / uncertain market • Both lines spiking simultaneously → high energy / volatility 3. Core rules • Bias first, entry second: trade only in the direction of dominant pressure. • Crossovers indicate regime shifts, not automatic entries. • GA % is context, not a buy/sell signal. 4. Entry models A) Trend continuation BP > SP with clear separation. Wait for a pullback (VWAP, support, MA) and enter on trend resumption. B) Regime shift after crossover After a BP/SP crossover, wait for price confirmation (15m swing break or VWAP reclaim). C) Mean reversion (range) Only when both lines are low and cross frequently. Small targets, defensive sizing. 5. Common mistakes • Taking every crossover as a trade • Oversizing when lines are glued together • Assuming high GA % guarantees upside 6. Day types • Trend day: BP dominates, GA % often above 52–55. • Chop day: BP ≈ SP, GA % around 50. • Distribution: GA % high but SP takes control. 7. Default settings (ETH 5m) • Window N = 24 (≈ 2 hours) • BP/SP smoothing = 3 • GA used together with VWAP and price structure
Wskaźnik Pine Script®
od soviet_assasin
Forexsebi - NASDAQ Psychological Levels - TrendflowTrendflow is an advanced TradingView indicator combining psychological price levels with trend and multi-timeframe analysis. The indicator automatically plots psychological levels in around the current price. Each level is visualized using horizontal lines and price zones (boxes) to clearly highlight potential support and resistance areas. Psychological Levels – Trendflow ist ein fortschrittlicher TradingView-Indikator , der wichtige psychologische Preislevel mit einer klaren Trend- und Multi-Timeframe-Analyse kombiniert. Trend Analysis with SMAs SMA 50 & SMA 200 plotted directly on the chart Individually toggleable Clear color separation for fast trend recognition Multi-Timeframe SMA Trend Table Trend status (BULLISH / BEARISH / NEUTRAL) across: 5M, 15M, 1H, 4H, 1D Logic: Price relative to SMA 50 & SMA 200 Color-coded, easy-to-read table Info Box Current Gold price Nearest psychological level above and below price Alert System Alerts when price approaches a psychological level User-defined alert distance
Wskaźnik Pine Script®
od SDTradingInsights
USDT Market Cap Change [Alpha Extract]A sophisticated stablecoin market analysis tool that tracks USDT market capitalization changes across daily and 60-day periods with statistical normalization and gradient intensity visualization. Utilizing z-score methodology for overbought/oversold detection and dynamic color gradients reflecting change magnitude, this indicator delivers institutional-grade market liquidity assessment through stablecoin flow analysis. The system's dual-timeframe approach combined with statistical normalization provides comprehensive market sentiment measurement based on capital inflows and outflows from the dominant stablecoin. 🔶 Advanced Market Cap Tracking Framework Implements daily USDT market capitalization monitoring with dual-period change calculations measuring both 1-day and 60-day net capital flows. The system retrieves real-time CRYPTOCAP:USDT data on daily timeframe resolution, calculating absolute dollar changes to quantify stablecoin supply expansion or contraction as primary market liquidity indicator. // Core Market Cap Analysis USDT = request.security("CRYPTOCAP:USDT", "D", close) USDT_60D_Change = USDT - USDT USDT_1D_Change = USDT - USDT 🔶 Dynamic Gradient Intensity System Features sophisticated color gradient engine that intensifies visual representation based on change magnitude relative to recent extremes. The system normalizes current 60-day change against configurable lookback period maximum, applying gradient strength calculation to transition colors from neutral tones through progressively intense blues (negative) or reds (positive) based on flow direction and magnitude. 🔶 Statistical Z-Score Normalization Engine Implements comprehensive z-score calculation framework that normalizes 60-day market cap changes using rolling mean and standard deviation for objective overbought/oversold determination. The system applies statistical normalization over configurable periods, enabling cross-temporal comparison and threshold-based regime identification independent of absolute market cap levels. // Z-Score Normalization Change_Mean = ta.sma(USDT_60D_Change, Normalization_Length) Change_StdDev = ta.stdev(USDT_60D_Change, Normalization_Length) Z_Score = Change_StdDev > 0 ? (USDT_60D_Change - Change_Mean) / Change_StdDev : 0.0 🔶 Multi-Tier Threshold Detection System Provides four-level regime classification including standard overbought (+1.5σ), standard oversold (-1.5σ), extreme overbought (+2.5σ), and extreme oversold (-2.5σ) thresholds with configurable adjustment. The system identifies market liquidity extremes when stablecoin inflows or outflows reach statistically significant levels, indicating potential market turning points or trend exhaustion. 🔶 Dual-Timeframe Flow Visualization Features layered area plots displaying both 60-day strategic flows and 1-day tactical movements with distinct color coding for instant flow direction assessment. The system overlays short-term daily changes on longer-term 60-day trends, enabling traders to identify divergences between tactical and strategic capital flows into or out of stablecoin reserves. 🔶 Gradient Color Psychology Framework Implements intuitive color scheme where red gradients indicate capital inflow (bullish for crypto as USDT supply expands for buying) and blue gradients show capital outflow (bearish as USDT is redeemed). The intensity progression from pale to vivid colors communicates flow magnitude, with extreme colors signaling statistically significant liquidity events requiring attention. 🔶 Background Zone Highlighting System Provides subtle background coloring when z-score breaches overbought or oversold thresholds, creating visual alerts without obscuring primary data. The system applies translucent red backgrounds during overbought conditions and blue during oversold states, enabling instant regime recognition across chart timeframes. 🔶 Configurable Normalization Architecture Features adjustable gradient lookback and statistical normalization periods enabling optimization across different market cycles and trading timeframes. The system allows traders to calibrate sensitivity by modifying the window used for maximum change detection (gradient) and mean/standard deviation calculation (z-score), adapting to volatile or stable market regimes. 🔶 Market Liquidity Interpretation Framework Tracks USDT supply changes as proxy for overall cryptocurrency market liquidity conditions, where expanding market cap indicates fresh capital entering crypto markets and contracting cap suggests capital flight. The system provides leading indicator properties as large stablecoin inflows often precede major market rallies while outflows may signal distribution phases. 🔶 Why Choose USDT Market Cap Change ? This indicator delivers sophisticated stablecoin flow analysis through statistical normalization and gradient visualization of USDT market capitalization changes. Unlike traditional market sentiment indicators that rely on price action alone, this tool measures actual capital flows through the dominant stablecoin, providing objective assessment of market liquidity conditions. The combination of dual-timeframe tracking, z-score normalization for overbought/oversold detection, and intensity-based gradient coloring makes it essential for traders seeking macro-level market assessment and regime change detection across cryptocurrency markets. The indicator excels at identifying liquidity extremes that often precede major market reversals or trend accelerations.
Wskaźnik Pine Script®
od AlphaExtract
ICT Candle Reading PROICT Candle Reading – Visual Clean This indicator is designed to provide a clean and precise price reading, based on ICT and Smart Money Concepts, without cluttering the chart. Its purpose is to help traders identify real institutional zones, understand market intention, and improve entry timing, using pure price action. 🔹 What does this indicator show? 🟢 Fair Value Gaps (FVG / Imbalances) Detects market inefficiencies created by impulsive moves. Displayed as clean and minimal boxes extended into the future. Useful as mitigation, reaction, or continuation zones. 🟠 Liquidity Sweeps Highlights liquidity grabs above recent highs or below recent lows. Drawn using dashed horizontal lines. Helps identify market manipulation before the true move. 🔵 Displacement Candles Identifies candles with dominant bodies, showing institutional momentum. Marked with small symbols to keep the chart clean. Useful to confirm impulse starts or shifts in market intent. 🎯 Indicator Philosophy ❌ No lagging indicators ❌ No chart clutter ✅ Real ICT concepts ✅ Clean candle reading ✅ Suitable for scalping, intraday, and swing trading ⚙️ Customization Each concept can be enabled or disabled individually. Zone extension length is adjustable. Optimized for 15M, 1H, and 4H timeframes. 📈 How to use This indicator does not provide automatic buy/sell signals. It is best used with: Higher timeframe bias Market structure Session timing (London / New York) Proper risk management 🧠 Final Notes ICT Candle Reading – Visual Clean helps you see the market from an institutional perspective, focusing only on what truly matters: price, liquidity, and intent.
Wskaźnik Pine Script®
od Alxymarketfx
Magical Thirteen Turns - The Greedy SnakeThe number 9 appears: Meaning: Warning signal. The rise may encounter resistance and a cautious pullback is about to begin. Operation: Consider reducing your holdings (selling a portion) to lock in profits and avoid experiencing wild fluctuations. The number 13 appears: Meaning: Strong sell signal. The upward momentum is likely to be exhausted, which is also known as "bull exhaustion". Operation: It is recommended to liquidate your positions or significantly reduce them. Short sell (if you are trading contracts).
Wskaźnik Pine Script®
od JZ1999
VEGA (Velocity of Efficient Gain Adaptation)VEGA (Velocity of Efficient Gain Adaptation) VEGA is a momentum oscillator that measures the velocity of an efficiency-weighted adaptive moving average. Unlike traditional momentum indicators that react uniformly to all price movements, VEGA intelligently adapts its sensitivity based on market conditions—responding quickly during trending periods and filtering noise during consolidation. -------------------------------- What Makes VEGA Different Efficiency-Driven Adaptation At its core, VEGA uses the Efficiency Ratio (ER) to distinguish between trending and choppy markets. When price moves efficiently in one direction, VEGA's underlying adaptive MA speeds up to capture the move. When price chops sideways, it slows down to avoid whipsaws. This creates a momentum reading that's inherently cleaner than fixed-period alternatives. Linear Regression Smoothed Source VEGA offers an optional LinReg-smoothed price source that blends regular candles with linear regression values. This pre-smoothing reduces noise before it ever enters the calculation, resulting in a histogram that's easier to read without sacrificing responsiveness. The mix ratio lets you dial in exactly how much smoothing you want. Z-Score Normalization with Dead Zone Rather than arbitrary oscillator bounds, VEGA normalizes output as standard deviations from the mean. This gives statistically meaningful levels: readings above +2σ or below -2σ represent genuinely extreme momentum. The configurable dead zone (with Snap, Soft Fade, or None modes) filters out insignificant movements near zero, keeping you focused on signals that matter. -------------------------------- How It Works 1. Source Preparation — Price is smoothed via a LinReg/regular candle blend 2. Efficiency Ratio — Measures directional movement vs total movement over the lookback period 3. Adaptive MA — Applies variable smoothing based on efficiency (fast during trends, slow during chop) 4. Velocity — Calculates the rate of change of the adaptive MA 5. Normalization — Converts to Z-Score (standard deviations) or ATR-normalized percentage 6. Dead Zone — Optionally filters near-zero values to reduce noise -------------------------------- How To Read VEGA Signal and Interpretation Histogram above zero | Bullish momentum Histogram below zero | Bearish momentum Bright color | Momentum accelerating Faded color | Momentum decelerating Beyond ±1σ bands | Above-average momentum Beyond ±2σ bands | Extreme momentum (potential reversal zone) Zero line cross*| Momentum shift -------------------------------- Key Settings ER Length — Lookback for efficiency ratio calculation. Higher = smoother, slower adaptation. Fast/Slow Smoothing — Controls the adaptive MA's responsiveness range. The MA blends between these based on efficiency. LinReg Settings — Enable smoothed candles and adjust the blend ratio (0 = regular candles, 1 = full LinReg, 0.5 = 50/50 mix). Z-Score Lookback — Period for calculating mean and standard deviation. Shorter = more reactive normalization. Dead Zone Type — How to handle near-zero values: Snap — Hard cutoff to zero Soft Fade — Gradual reduction toward zero None — No filtering Dead Zone Threshold — Values within this Z-Score range are affected by the dead zone setting. VEGA works on any timeframe and any market. For best results, adjust the ER Length and LinReg settings to match your trading style and the volatility characteristics of your instrument.
Wskaźnik Pine Script®
od B3AR_Trades
Volatility Targeting: Single Asset [BackQuant]Volatility Targeting: Single Asset An educational example that demonstrates how volatility targeting can scale exposure up or down on one symbol, then applies a simple EMA cross for long or short direction and a higher timeframe style regime filter to gate risk. It builds a synthetic equity curve and compares it to buy and hold and a benchmark. Important disclaimer This script is a concept and education example only . It is not a complete trading system and it is not meant for live execution. It does not model many real world constraints, and its equity curve is only a simplified simulation. If you want to trade any idea like this, you need a proper strategy() implementation, realistic execution assumptions, and robust backtesting with out of sample validation. Single asset vs the full portfolio concept This indicator is the single asset, long short version of the broader volatility targeted momentum portfolio concept. The original multi asset concept and full portfolio implementation is here: That portfolio script is about allocating across multiple assets with a portfolio view. This script is intentionally simpler and focuses on one symbol so you can clearly see how volatility targeting behaves, how the scaling interacts with trend direction, and what an equity curve comparison looks like. What this indicator is trying to demonstrate Volatility targeting is a risk scaling framework. The core idea is simple: If realized volatility is low relative to a target, you can scale position size up so the strategy behaves like it has a stable risk budget. If realized volatility is high relative to a target, you scale down to avoid getting blown around by the market. Instead of always being 1x long or 1x short, exposure becomes dynamic. This is often used in risk parity style systems, trend following overlays, and volatility controlled products. This script combines that risk scaling with a simple trend direction model: Fast and slow EMA cross determines whether the strategy is long or short. A second, longer EMA cross acts as a regime filter that decides whether the system is ACTIVE or effectively in CASH. An equity curve is built from the scaled returns so you can visualize how the framework behaves across regimes. How the logic works step by step 1) Returns and simple momentum The script uses log returns for the base return stream: ret = log(price / price ) It also computes a simple momentum value: mom = price / price - 1 In this version, momentum is mainly informational since the directional signal is the EMA cross. The lookback input is shared with volatility estimation to keep the concept compact. 2) Realized volatility estimation Realized volatility is estimated as the standard deviation of returns over the lookback window, then annualized: vol = stdev(ret, lookback) * sqrt(tradingdays) The Trading Days/Year input controls annualization: 252 is typical for traditional markets. 365 is typical for crypto since it trades daily. 3) Volatility targeting multiplier Once realized vol is estimated, the script computes a scaling factor that tries to push realized volatility toward the target: volMult = targetVol / vol This is then clamped into a reasonable range: Minimum 0.1 so exposure never goes to zero just because vol spikes. Maximum 5.0 so exposure is not allowed to lever infinitely during ultra low volatility periods. This clamp is one of the most important “sanity rails” in any volatility targeted system. Without it, very low volatility regimes can create unrealistic leverage. 4) Scaled return stream The per bar return used for the equity curve is the raw return multiplied by the volatility multiplier: sr = ret * volMult Think of this as the return you would have earned if you scaled exposure to match the volatility budget. 5) Long short direction via EMA cross Direction is determined by a fast and slow EMA cross on price: If fast EMA is above slow EMA, direction is long. If fast EMA is below slow EMA, direction is short. This produces dir as either +1 or -1. The scaled return stream is then signed by direction: avgRet = dir * sr So the strategy return is volatility targeted and directionally flipped depending on trend. 6) Regime filter: ACTIVE vs CASH A second EMA pair acts as a top level regime filter: If fast regime EMA is above slow regime EMA, the system is ACTIVE. If fast regime EMA is below slow regime EMA, the system is considered CASH, meaning it does not compound equity. This is designed to reduce participation in long bear phases or low quality environments, depending on how you set the regime lengths. By default it is a classic 50 and 200 EMA cross structure. Important detail, the script applies regime_filter when compounding equity, meaning it uses the prior bar regime state to avoid ambiguous same bar updates. 7) Equity curve construction The script builds a synthetic equity curve starting from Initial Capital after Start Date . Each bar: If regime was ACTIVE on the previous bar, equity compounds by (1 + netRet). If regime was CASH, equity stays flat. Fees are modeled very simply as a per bar penalty on returns: netRet = avgRet - (fee_rate * avgRet) This is not realistic execution modeling, it is just a simple turnover penalty knob to show how friction can reduce compounded performance. Real backtesting should model trade based costs, spreads, funding, and slippage. Benchmark and buy and hold comparison The script pulls a benchmark symbol via request.security and builds a buy and hold equity curve starting from the same date and initial capital. The buy and hold curve is based on benchmark price appreciation, not the strategy’s asset price, so you can compare: Strategy equity on the chart symbol. Buy and hold equity for the selected benchmark instrument. By default the benchmark is TVC:SPX, but you can set it to anything, for crypto you might set it to BTC, or a sector index, or a dominance proxy depending on your study. What it plots If enabled, the indicator plots: Strategy Equity as a line, colored by recent direction of equity change, using Positive Equity Color and Negative Equity Color . Buy and Hold Equity for the chosen benchmark as a line. Optional labels that tag each curve on the right side of the chart. This makes it easy to visually see when volatility targeting and regime gating change the shape of the equity curve relative to a simple passive hold. Metrics table explained If Show Metrics Table is enabled, a table is built and populated with common performance statistics based on the simulated daily returns of the strategy equity curve after the start date. These include: Net Profit (%) total return relative to initial capital. Max DD (%) maximum drawdown computed from equity peaks, stored over time. Win Rate percent of positive return bars. Annual Mean Returns (% p/y) mean daily return annualized. Annual Stdev Returns (% p/y) volatility of daily returns annualized. Variance of annualized returns. Sortino Ratio annualized return divided by downside deviation, using negative return stdev. Sharpe Ratio risk adjusted return using the risk free rate input. Omega Ratio positive return sum divided by negative return sum. Gain to Pain total return sum divided by absolute loss sum. CAGR (% p/y) compounded annual growth rate based on time since start date. Portfolio Alpha (% p/y) alpha versus benchmark using beta and the benchmark mean. Portfolio Beta covariance of strategy returns with benchmark returns divided by benchmark variance. Skewness of Returns actually the script computes a conditional value based on the lower 5 percent tail of returns, so it behaves more like a simple CVaR style tail loss estimate than classic skewness. Important note, these are calculated from the synthetic equity stream in an indicator context. They are useful for concept exploration, but they are not a substitute for professional backtesting where trade timing, fills, funding, and leverage constraints are accurately represented. How to interpret the system conceptually Vol targeting effect When volatility rises, volMult falls, so the strategy de risks and the equity curve typically becomes smoother. When volatility compresses, volMult rises, so the system takes more exposure and tries to maintain a stable risk budget. This is why volatility targeting is often used as a “risk equalizer”, it can reduce the “biggest drawdowns happen only because vol expanded” problem, at the cost of potentially under participating in explosive upside if volatility rises during a trend. Long short directional effect Because direction is an EMA cross: In strong trends, the direction stays stable and the scaled return stream compounds in that trend direction. In choppy ranges, the EMA cross can flip and create whipsaws, which is where fees and regime filtering matter most. Regime filter effect The 50 and 200 style filter tries to: Keep the system active in sustained up regimes. Reduce exposure during long down regimes or extended weakness. It will always be late at turning points, by design. It is a slow filter meant to reduce deep participation, not to catch bottoms. Common applications This script is mainly for understanding and research, but conceptually, volatility targeting overlays are used for: Risk budgeting normalize risk so your exposure is not accidentally huge in high vol regimes. System comparison see how a simple trend model behaves with and without vol scaling. Parameter exploration test how target volatility, lookback length, and regime lengths change the shape of equity and drawdowns. Framework building as a reference blueprint before implementing a proper strategy() version with trade based execution logic. Tuning guidance Lookback lower values react faster to vol shifts but can create unstable scaling, higher values smooth scaling but react slower to regime changes. Target volatility higher targets increase exposure and drawdown potential, lower targets reduce exposure and usually lower drawdowns, but can under perform in strong trends. Signal EMAs tighter EMAs increase trade frequency, wider EMAs reduce churn but react slower. Regime EMAs slower regime filters reduce false toggles but will miss early trend transitions. Fees if you crank this up you will see how sensitive higher turnover parameter sets are to friction. Final note This is a compact educational demonstration of a volatility targeted, long short single asset framework with a regime gate and a synthetic equity curve. If you want a production ready implementation, the correct next step is to convert this concept into a strategy() script, add realistic execution and cost modeling, test across multiple timeframes and market regimes, and validate out of sample before making any decision based on the results.
Wskaźnik Pine Script®
od BackQuant
1
5-Period Average of Returns (Close)This indicator calculates the 5-period average of returns of the closing price, providing a detrended, zero-centered oscillator ideal for cycle analysis and timing. Key Features: Detrended: Centers around zero to clearly reveal cyclical patterns. Cycle-friendly: Highlights peaks and troughs for measuring dominant cycles. Flexible: Can be applied to multiple timeframes (daily, weekly, intraday). Zero Line Reference: Quickly identify directional shifts in average returns. Foundation for Advanced Analysis: Can be combined with RSI, statistical bands, or multi-timeframe studies. Use this indicator to: Identify dominant cycles and their phase Measure cycle length and rhythm Assist in entry and exit timing based on average-return oscillations Detrend price data for more precise technical and cyclical analysis
Wskaźnik Pine Script®
od aroramunish1992
Sideways Zone Breakout 📘 Sideways Zone Breakout – Indicator Description Sideways Zone Breakout is a visual market-structure indicator designed to identify low-volatility consolidation zones and highlight potential breakout opportunities when price exits these zones. This indicator focuses on detecting periods where price trades within a tight range, often referred to as sideways or consolidation phases, and visually marks these zones directly on the chart for clarity. 🔍 Core Concept Markets often spend time moving sideways before making a directional move. This indicator aims to: Detect price compression Visually highlight the sideways zone Signal when price breaks above or below the zone boundaries Instead of predicting direction, it simply reacts to range expansion after consolidation. ⚙️ How the Indicator Works 1️⃣ Sideways Zone Detection The indicator looks back over a user-defined number of candles It calculates the highest high and lowest low within that window If the total price range remains within a defined percentage of the current price, the market is considered sideways This helps filter out trending and highly volatile conditions. 2️⃣ Visual Zone Representation When a sideways condition is detected: A clear price zone is drawn between the recent high and low The zone is displayed using a soft gradient fill for better visibility Outer borders are added to enhance zone clarity without cluttering the chart This makes consolidation areas easy to spot at a glance. 3️⃣ Breakout Identification Once a sideways zone is active: A bullish breakout is marked when price closes above the upper boundary A bearish breakout is marked when price closes below the lower boundary Directional arrows and labels are plotted directly on the chart to indicate these events. 📊 Visual Elements Included Sideways consolidation zones with gradient fill Upper and lower zone boundaries Buy and Sell arrows on breakout Optional text labels for clear interpretation All visuals are designed to remain lightweight and readable on any chart theme. 🔧 User Inputs Sideways Lookback (candles): Controls how many past candles are used to define the range Max Range % (tightness): Determines how tight the range must be to qualify as sideways Adjusting these inputs allows users to adapt the indicator to different instruments and timeframes. 📈 Usage Guidelines Can be applied to any market or timeframe Works well as a context or confirmation tool Best used alongside volume, trend, or risk management tools Signals should be validated with proper trade planning ⚠️ Disclaimer This indicator is provided as open-source for educational and analytical purposes only. It does not generate trade recommendations or guarantee outcomes. Market conditions vary, and users are responsible for their own trading decisions.
Wskaźnik Pine Script®
od AlgoVisionX
2
MNQ Quant Oscillator Lab v2.1MNQ Quant Oscillator Lab v2.1 — Clean Namespaces Adaptive LinReg Oscillator + Auto Regime Switching + MTF Confirmation + MOEP Gate + Research Harness MNQ Quant Oscillator Lab is a research-grade oscillator framework designed for MNQ/NQ (and other liquid futures/indices) on 1-minute and intraday timeframes. It combines a linear-regression-based detrended oscillator with quant-style normalization, adaptive parameterization, regime switching, multi-timeframe confirmation, and an optional MOEP (Minimum Optimal Entry Point) gate. The goal is to provide a customizable signal laboratory that is stable in real time, non-repainting by default, and suitable for systematic experimentation. What this indicator does 1) Core oscillator (quant-normalized) The indicator computes a linear regression (LinReg) detrended signal and expresses it as a z-scored oscillator for portability across volatility regimes and assets. You can switch the oscillator “transform family” via Oscillator type: LinReg Residual / Residual Z: detrended residual (mean-reversion sensitive) LinReg Slope Z: regression slope (trend-derivative sensitive) LogReturn Z: log-return oscillator (momentum-style) VolNorm Return Z: volatility-normalized returns (risk-scaled) This yields a single oscillator that is comparable over time, not tied to raw point values. 2) Adaptive length (dynamic calibration) When enabled, the regression length is automatically adapted using a volatility-regime proxy (ATR% z-scored → logistic mapping). High volatility typically shortens the effective lookback; low volatility allows longer lookbacks. This helps the oscillator remain responsive during expansions while staying stable in compressions. Important: the adaptive logic is implemented with safe warmup behavior, so it will not throw NaN errors on early bars. 3) Adaptive thresholds (dynamic bands) Instead of static overbought/oversold levels, the indicator can compute dynamic upper/lower bands from the oscillator’s own distribution (rolling mean + sigma). This creates thresholds that adjust automatically to regime changes. 4) Auto regime switching (Trend vs Mean Reversion) With Auto regime switch enabled, the indicator selects whether to behave as a Trend system or a Mean Reversion system using an interpretable heuristic: Trend regime when EMA-spread is strong relative to ATR and ATR is rising Otherwise defaults to Mean Reversion This prevents running mean-reversion logic in trend breakouts and reduces “mode mismatch.” 5) Multi-timeframe (MTF) confirmation (optional) MTF confirmation can be enabled to require that the higher timeframe oscillator sign aligns with the direction of the signal. This is useful for reducing noise on MNQ 1m by requiring higher-timeframe structure agreement (e.g., 5m or 15m). 6) MOEP Gate (optional “institutional” filter) The MOEP gate is a confluence score filter intended to reduce low-quality signals. It aggregates multiple components into a 0–100 score: BB/KC squeeze condition Expansion proxy Trend proxy Momentum proxy (RSI-based) Volume catalyst (volume z-score) Structure break (highest/lowest break) You can set: Score threshold (minimum score required) Minimum components required (forces diversity of evidence) When enabled, a signal must satisfy both oscillator logic and MOEP confluence conditions. 7) Research harness (NON-CAUSAL, OFF by default) A built-in research mode evaluates signals using future bars to compute basic forward excursion statistics: MFE (max favorable excursion) MAE (max adverse excursion) Simple win-rate proxy based on MFE vs MAE This feature is strictly for offline analysis and tuning. It is disabled by default and should not be considered “live-safe” because it uses future information for evaluation. Signals and interpretation Mean Reversion regime Long: oscillator is below the lower band and turns back upward across it Short: oscillator is above the upper band and turns back downward across it Trend regime Long: oscillator crosses above zero (optionally requires structure break confirmation) Short: oscillator crosses below zero (optionally requires structure break confirmation) Hybrid When Hybrid is selected (manual mode), the indicator allows both trend and mean-reversion triggers, but still respects the filters and gates you enable. Recommended starting configuration (MNQ 1m) If you want stable, high-quality signals first, then expand into research: Use RTH only: ON Auto regime switch: ON Adaptive length: ON Adaptive bands: ON MTF confirmation: OFF initially (turn ON later with 5m) MOEP Gate: OFF initially (turn ON after you confirm base behavior) Research harness: OFF (only enable for tuning studies) Practical notes / transparency The indicator is designed to be stable on live bars (optional confirmed-bar behavior reduces flicker). No repainting logic is used for signals. Any “performance” numbers shown under Research harness are not tradable metrics; they are forward-looking evaluation outputs intended strictly for experimentation. Disclaimer This script is provided for educational and research purposes only and does not constitute financial advice. Futures trading involves substantial risk, including the possibility of loss exceeding initial investment.
Wskaźnik Pine Script®
od vkoncsek
Session Highlighter with Kill Zones [Exponential-X]Session Highlighter with Kill Zones Overview This indicator provides comprehensive visualization of major forex trading sessions (Asian, London, and New York) with integrated kill zone detection and real-time session analytics. It helps traders identify optimal trading times by highlighting high-volatility periods and tracking session-specific price ranges. What Makes This Original While session indicators are common, this script uniquely combines several features that work together: Kill Zone Integration: Highlights specific high-volatility windows within sessions (London: 02:00-05:00 EST, NY: 08:30-11:00 EST) when institutional activity typically peaks Session Overlap Detection: Automatically detects and highlights when major sessions overlap (London-NY, Asian-London) with distinct visual cues Real-Time Range Tracking: Calculates and displays percentage-based session ranges as they develop, not just historical data Dynamic Statistics Dashboard: Live table showing current active session, session times, and comparative range percentages Customizable Visual System: Flexible styling options including background shading, box overlays, and configurable line styles for session boundaries How It Works Session Detection Logic The script uses timezone-normalized session detection based on EST/EDT times. It converts the current bar's timestamp to New York time and determines which session(s) are active using minute-based calculations. This approach ensures accurate session detection regardless of your chart's timezone settings. Kill Zones Kill zones represent periods within sessions when institutional traders are most active. The London kill zone (02:00-05:00 EST) captures pre-London open volatility, while the NY kill zone (08:30-11:00 EST) aligns with US economic data releases and market open activity. Range Calculations Session highs, lows, and opens are tracked from the first bar of each session and updated in real-time. Range percentages are calculated as: ((High - Low) / Low) × 100 , providing a volatility measure that's comparable across different instruments and price levels. Visual System Background shading: Color-coded zones for each session Session boxes: Outline entire session ranges H/L lines: Dynamic lines showing current session extremes Open lines: Reference levels from session start Overlap highlighting: Distinct colors when multiple sessions are active simultaneously How to Use Intraday Trading: Use kill zones to time entries during high-liquidity periods Session Breakouts: Monitor for price breaks above/below session highs/lows Range Trading: Trade between session boundaries during consolidation Session Continuity: Observe how price behaves as sessions transition Volatility Assessment: Compare current session ranges to typical values Recommended Timeframes: Works on any timeframe, but most useful on 1m to 1H charts for intraday trading. Settings Explained Sessions Group Toggle each major session on/off independently Customize colors for visual clarity Enable/disable overlap highlighting Levels Group Show/hide session high/low lines Show/hide session open levels Choose line styles (Solid/Dashed/Dotted) Kill Zones Group Toggle kill zone highlighting Select which kill zones to display Customize kill zone color intensity Display Group Show/hide statistics table Show/hide session labels on chart Important Notes All times are displayed in EST/EDT Session ranges reset at the start of each new session Kill zones are session sub-periods, not separate sessions Overlap colors override individual session colors when multiple sessions are active The statistics table updates in real-time and shows percentage-based ranges for cross-instrument comparison Session Times Reference Asian Session: 19:00 - 04:00 EST (Tokyo open through early Sydney close) London Session: 03:00 - 12:00 EST (Full European trading hours) New York Session: 08:00 - 17:00 EST (US market hours) London Kill Zone: 02:00 - 05:00 EST (Pre-London volatility spike) NY Kill Zone: 08:30 - 11:00 EST (US open and news releases) Alerts Available The script includes six pre-configured alert conditions: London Kill Zone start NY Kill Zone start London-NY Overlap start Asian Session open London Session open NY Session open Create alerts through TradingView's alert system to get notified when specific sessions or kill zones begin. Disclaimer: This indicator is for informational purposes only. Session times and kill zones are based on typical market patterns but do not guarantee specific trading outcomes. Always use proper risk management.
Wskaźnik Pine Script®
od Exponential-X