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Stochastic %K Colored by VolumeDescription: "Stochastic %K Colored by Volume is a technical indicator that combines the traditional Stochastic %K oscillator with volume-based coloring. It highlights periods of high, low, and neutral trading volume by changing the color of the %K line. Additionally, it identifies bullish and bearish divergences between price and the %K oscillator, helping traders spot potential reversals and trend changes. The indicator also includes key levels for overbought, oversold, and extreme zones to guide trading decisions."
Wskaźnik Pine Script®
od InsiderNumber7
1
Markov Chain Regime & Next‑Bar Probability Forecast✨ What it is A regime-aware, math-driven panel that forecasts the odds for the very next candle. It shows: • P(next r > 0) • P(next r > +θ) • P(next r < −θ) • A 4-bucket split of next-bar outcomes (>+θ | 0..+θ | −θ..0 | <−θ) • Next-regime probabilities: Calm | Neutral | Volatile 🧠 Why the math is strong • Markov regimes: Markets cluster in volatility “moods.” We learn a 3-state regime S∈{Calm, Neutral, Volatile} with a transition matrix A, where A = P(Sₜ₊₁=j | Sₜ=i). • Condition on the future state: We estimate event odds given the next regime j— q_pos(j)=P(rₜ₊₁>0 | Sₜ₊₁=j), q_gt(j)=P(rₜ₊₁>+θ | Sₜ₊₁=j), q_lt(j)=P(rₜ₊₁<−θ | Sₜ₊₁=j)— and mix them with transitions from the current (or frozen) state sNow: P(event) = Σⱼ A · q(event | j). This mixture-of-regimes view (HMM-style one-step prediction) ties next-bar outcomes to where volatility is likely headed. • Statistical hygiene: Laplace/Beta smoothing, minimum-sample gating, and unconditional fallbacks keep estimates stable. Heavy computations run on confirmed bars; “Freeze at close” avoids intrabar flicker. 📊 What each value means • Regime label & background: 🟩 Calm, 🟧 Neutral, 🟥 Volatile — quick read of market context. • P(next r > 0): Directional tilt for the very next bar. • P(next r > +θ): Odds of an outsized positive move beyond θ. • P(next r < −θ): Odds of an outsized negative move beyond −θ. • Partition row: Distributes next-bar probability across four intuitive buckets; they ≈ sum to 100%. • Next Regime Probs: Likelihood of switching to Calm/Neutral/Volatile on the next bar (row of A for the current/frozen state). • Samples row: How many next-bar samples support each next-state estimate (a confidence cue). • Smoothing α: The Laplace prior used to stabilize binary event rates. ⚙️ Inputs you control • Returns: Log (default) or % • Include Volume (z-score) + lookback • Include Range (HL/PrevClose) • Rolling window N (transitions & estimates) • θ as percent (e.g., 0.5%) • Freeze forecast at last close (recommended) • Display toggles (plots, partition, samples) 🎯 How to use it • Volatility awareness & sizing: Rising P(next regime = Volatile) → consider smaller size, wider stops, or skipping marginal entries. • Breakout preparation: Elevated P(next r > +θ) highlights environments where range expansion is more likely; pair with your setup/trigger. • Defense for mean-reversion: If P(next r < −θ) lifts while you’re late long (or P(next r > +θ) lifts while late short), tighten risk or wait for better context. • Calibration tip: Start θ near your market’s typical bar size; adjust until “>+θ” flags truly meaningful moves for your timeframe. 📝 Method notes & limits Activity features (|r|, volume z, range) are standardized; only positive z’s feed the composite activity score. Estimates adapt to instrument/timeframe; rare regimes or small windows increase variance (hence smoothing, sample gating, fallbacks). This is a context/forecast tool, not a standalone signal—combine with your entry/exit rules and risk management. 🧩 Strategies too We also develop full strategy versions that use these probabilities for entries, filters, and position sizing. Like this publication if you’d like us to release the strategy edition next. ⚠️ Disclaimer Educational use only. Not financial advice. Markets involve risk. Past performance does not guarantee future results.
Wskaźnik Pine Script®
od Algorific
Standard Deviation VolatilityThe Standard Deviation (StDev) measures the volatility or dispersion of price from its historical average. Higher values suggest greater price fluctuation and potentially a trending market. Lower values indicate lower volatility, often found during consolidation or ranging markets. 標準偏差（Standard Deviation）は、価格の過去の平均からの**ばらつき（ボラティリティ）**を測る指標です。値が高いほど価格変動が激しく、トレンド相場であることを示唆します。値が低いほど、レンジ相場または保ち合いであることを示します。
Wskaźnik Pine Script®
od sameama
SPYDER ORBITSPYDER ORBIT is an adaptation of the original Kaiser Windowed Sinc Moving Average by The_Peaceful_Lizard. This version adds the dynamic standard deviation bands with the precision of a Kaiser windowed sinc filter for ultra-smooth, low-lag trend extraction — ideal for identifying dominant directional bias while minimizing market noise. Around this smoothed orbit, SPYDER ORBIT adds multi-level deviation envelopes (1σ, 2σ, 3σ) to visualize volatility expansion and contraction zones. These act like adaptive shells, helping identify exhaustion, breakout volatility, and mean-reversion opportunities. Credits: Sinc MA © The_Peaceful_Lizard
Wskaźnik Pine Script®
od honeydev9598
1
EMC Sessions New York Open Stock 2.1This indicator marks the New York Open session (09:30–10:00 EST), a key period of volatility and market activity. It highlights the session using a subtle gray box that expands with price movement, allowing traders to easily visualize when volatility typically increases. Two thin dotted lines at 11:00 and 15:00 act as timing references for additional activity phases that often occur during the U.S. trading day. Use this tool to track session timing and volatility shifts with precision while maintaining a clean, unobtrusive chart view.
Wskaźnik Pine Script®
od EzobT_WWA
Market Regime (w/ Adaptive Thresholds)Logic Behind This Indicator This indicator identifies market regimes (trending vs. mean-reverting) using adaptive thresholds that adjust to recent market conditions. Core Components 1. Regime Score Calculation (0-100 scale) Starts at 50 (neutral) and adjusts based on two factors: A. Trend Strength Compares fast EMA (5) vs. slow EMA (10) If fast > slow by >1% → +60 points (strong uptrend) If fast < slow by >1% → -60 points (strong downtrend) B. RSI Momentum Uses 7-period RSI smoothed with 3-period EMA RSI > 70 → +20 points (overbought/trending) RSI < 30 → -20 points (oversold/mean-reverting) The score is then smoothed and clamped between 0-100. 2. Adaptive Thresholds Instead of fixed levels, thresholds adjust to recent market behavior: Looks back 100 bars to find the min/max regime score High threshold = 80% of the range (trending regime) Low threshold = 20% of the range (mean-reverting regime) This prevents false signals in different volatility environments. 3. Regime Classification Regime Score Classification Meaning Above high threshold STRONG TREND Market is trending strongly (follow momentum) Below low threshold STRONG MEAN REVERSION Market is choppy/oversold (fade moves) Between thresholds NEUTRAL No clear regime (stay out or wait) 4. Regime Persistence Filter Requires the regime to hold for a minimum number of bars (default: 1) before confirming Prevents whipsaws from brief score fluctuations What It Aims to Detect When to use trend-following strategies (green = buy breakouts, ride momentum) When to use mean-reversion strategies (red = buy dips, sell rallies) When to stay out (gray = unclear conditions, high risk of false signals) Visual Cues Green background = Strong trend (momentum strategies work) Red background = Strong mean reversion (contrarian strategies work) Table = Shows current regime, color, and score Alerts = Notifies when regime changes
Wskaźnik Pine Script®
od Zorgs
TSM + ADX Trend PowerLogic Behind This Indicator This indicator combines two momentum/trend tools to identify strong, reliable trends in price movement: 1. TSM (Time Series Momentum) What it does: Measures the difference between the current price and a smoothed average of past prices. Formula: EMA(close - EMA(close, 14), 14) Logic: If TSM > 0 → Price is above its recent average = upward momentum If TSM < 0 → Price is below its recent average = downward momentum 2. ADX (Average Directional Index) What it does: Measures trend strength (not direction). Logic: ADX > 25 → Strong trend (either up or down) ADX < 25 → Weak or no trend (choppy/sideways market) Combined Logic (TSM + ADX) The indicator only signals a trend when both conditions are met: Condition Meaning Uptrend TSM > 0 AND ADX > 25 → Strong upward momentum Downtrend TSM < 0 AND ADX > 25 → Strong downward momentum No signal ADX < 25 → Trend is too weak to trust What It Aims to Detect Strong, sustained trends (not just noise or small moves) Filters out weak/choppy markets where momentum indicators often give false signals Entry/exit points: Green background = Strong uptrend (consider buying/holding) Red background = Strong downtrend (consider selling/shorting) No color = Weak trend (stay out or wait)
Wskaźnik Pine Script®
od Zorgs
Multiple Symbol Trend Screener [Pineify]Multiple Symbol Trend Screener Pineify – Ultimate Multi-Indicator Scanner for TradingView Empower your trading with deep market insights across multiple symbols using this feature-rich Pine Script screener. The Multiple Symbol Trend Screener Pineify enables traders to monitor and compare trends, reversals, and consolidations in real-time across the biggest equity symbols on TradingView, through a synergistic blend of popular technical indicators. Key Features Monitor up to 15 symbols and their trends simultaneously Integrates 7 professional-grade indicators: MA Distance, Aroon, Parabolic SAR (PSAR), ADX, Supertrend, Keltner Channel, and BBTrend Color-coded table display for instant visual assessment Customizable lookback periods, indicator types, and calculation methods SEO optimized for multi-symbol trend detection, screener, and advanced TradingView indicator How It Works This indicator leverages TradingView’s Pine Script v6 and request.security() to process multiple symbols across selected timeframes. Data populates a dynamic table, updating each cell based on the calculated value of every underlying indicator. MA Distance highlights deviation from moving averages; Aroon flags emerging trend strength; PSAR marks potential trend reversals; ADX assesses trend momentum; Supertrend detects bullish/bearish phases; Keltner Channel and BBTrend offer volatility and power insights. Set up your preferred symbols and timeframes Each indicator runs its calculation per symbol using its parameter group All results are displayed in a table for a comprehensive dashboard view Trading Ideas and Insights Traders can use this screener for cross-market comparison, directional bias, entry/exit filtering, and comprehensive trend evaluation. The screener is excellent for swing trading, day trading, and portfolio tracking. It enables confirmation across multiple frameworks — for example, spotting momentum with ADX before confirming direction with Supertrend and PSAR. Identify correlated movements or divergences across selected assets Spot synchronized trend changes for basket trading ideas Filter symbols by volatility, strength, or trend status for precise trade selection How Multiple Indicators Work Together The screener’s edge lies in its intelligent correlation of popular indicators. MA Distance measures the proximity to chosen moving averages, ideal for spotting overbought/oversold conditions. Aroon reveals the strength of new price trends, PSAR indicates reversal signals, and ADX quantifies the momentum of these trends. Supertrend provides a directional phase, while Keltner Channel & BBTrend analyze volatility shifts and band compressions. This amalgamation allows for a robust, multi-dimensional market snapshot, capturing details missed by single-indicator tools. By displaying all key metrics side-by-side, the screener enables holistic decision-making, revealing confluence zones and contradiction areas across multiple tickers and timeframes. Unique Aspects Original implementation combining seven independent trend and momentum indicators for each symbol Rich customization for symbols, timeframes, and all indicator parameters Intuitive color-coding for quick reading of bullish/bearish/neutral signals Comprehensive dashboard for instant actionable insights How to Use Load the indicator onto your TradingView chart Go to the script’s settings and input your preferred symbols and relevant timeframes Set your desired parameters for each indicator group: Moving Average type, Aroon length, PSAR values, ADX smoothing, etc. Observe the results in the top-right table, then use it to filter candidates and validate trade setups The screener is suitable for all timeframes and asset classes available on TradingView. Make sure your chart’s timeframe matches the one used in the scanner for optimal accuracy. Customization Choose up to 15 symbols to monitor in a single dashboard Customize lookback periods, indicator types, colors, and display settings Configure alerting options and thresholds for advanced trade automation Conclusion The Multiple Symbol Trend Screener Pineify sets a new standard for multi-asset screening on TradingView. By elegantly merging seven proven technical indicators, the screener delivers powerful trend detection, reversal analysis, and volatility monitoring — all in one dashboard. Take your trading to new heights with in-depth, customizable market surveillance.
Wskaźnik Pine Script®
od Pineify
ADR - Average Daily Range [KasTrades]This is an Average Daily Range (ADR) indicator. There are two settings for ADR: Two Look back period ADR range (e.g. 7 and 14 days) One Look back period ADR (e.g. 5 days only) Two day ADR ranges are typically used in equities and index futures whereas one day ADR is typically used in forex. The opening time by default is 17:00 New York (Eastern) time. The ranges are always calculated from the opening price of the first bar on the respected timeframe.
Wskaźnik Pine Script®
od KasTrades14
- Standardized Money Flow Index with Multi-MA and BB OverlayThis custom Money Flow Index (MFI) script enhances the standard MFI by introducing multiple layers of configurability, statistical normalization, and visual clarity. It begins with the traditional MFI calculation using the average price, hlc3, and a user-defined length, then offers the option to standardize the output. Standardization transforms the MFI into a z-score by subtracting a rolling mean and dividing by a rolling standard deviation, making the indicator statistically interpretable across different assets, timeframes, and volatility regimes. When standardization is active, the overbought and oversold thresholds shift from the conventional 80 and 20 to +2 and –2, aligning them with standard deviation boundaries and improving signal clarity in volatile environments. Beyond standardization, the script introduces a robust smoothing engine. Users can choose from several moving average types, including SMA, EMA, SMMA (RMA), WMA, and VWMA, to reduce noise and highlight trend shifts. A particularly advanced option is the “SMA + Bollinger Bands” mode, which overlays volatility envelopes around the smoothed MFI using a user-defined standard deviation multiplier. This feature helps traders identify when the MFI is unusually high or low relative to its recent behaviour, adding a volatility-adjusted layer of insight, especially useful in momentum or mean-reversion setups. Visually, the script is designed for clarity, modularity, and flexibility. It plots the raw or standardized MFI in purple, overlays the smoothed version in yellow if enabled, and adds green Bollinger Bands when selected. It also includes horizontal reference lines for overbought, oversold, and midpoint levels, which dynamically adjust based on whether standardization is active. A shaded background between the overbought and oversold lines further enhances readability, helping traders quickly assess momentum extremes and potential inflection zones. Compared to the standard MFI, which offers a fixed calculation, limited visual feedback, and no statistical context, this enhanced version is modular, customizable, and statistically grounded. It allows traders to tailor the indicator to their strategy, whether they prefer raw signals, smoothed trends, or volatility-adjusted extremes. These enhancements make it a powerful building block for more sophisticated signal engines, especially when combined with filter gating, persistent state logic, or multi-indicator overlays.
Wskaźnik Pine Script®
od chriskokal1
Adaptive Trend CatcherAdaptive Trend Catcher is an original indicator that combines Hull Moving Average smoothing, ATR-based volatility bands, and a CCI filter within an adaptive logic framework. It’s built to react intelligently to changing market conditions rather than applying fixed parameters. The system uses hysteresis to confirm trend flips only after several consistent signals, minimizing noise and false reversals. During strong momentum bursts, it automatically tightens its internal deadzone and step size to stay responsive while maintaining stability in quieter periods. The result is a dynamic trend engine that plots a color-shifting adaptive line — green for bullish, red for bearish — that adjusts smoothly with volatility. Optional upper/lower ATR bands can be displayed for added context. How to use: Watch for confirmed trend color flips with supporting momentum. Bullish flips occur when price regains the lower band and CCI turns positive; bearish flips when price falls below the upper band and CCI turns negative. Includes alert conditions for both reversals. For educational purposes only. Not financial advice.
Wskaźnik Pine Script®
od Kerbox
VIX Delta SentimentThis script opens a new panel underneath the main panel. It displays a table with the values of the CBOE volatility index VIX, which measures the last 30 days implied volatility of the S&P500 index, the VX1! and the VX2! values, which are the front month and the second month VIX futures. To curves are plotted: the relative difference or delta of the two VIX futures as well as the relative delta between VIX and the first futures month. The dotted lines visualize the thresholds of these two relative deltas. These values are needed to determine the market sentiment and to trigger a crash alert before it happens. It can be used to trade the major indices SPX, QQQ, etc. or to avoid catastrophic losses. The market sentiment is annotated in the table and also visualized as background color.
Wskaźnik Pine Script®
od AntonioMartinezArbizu
1
Titan Radar | OquantOverview Titan Radar is a comprehensive multi-asset screener designed to provide traders with a view of key market dynamics across up to 15 user-selected assets. It aggregates essential metrics such as trend states, volatility levels, rate of change (ROC), beta, risk-adjusted performance ratios (Sharpe, Sortino, and Omega), and Z-scores into an table format(Remember past performance doesn’t guarantee future results). This tool helps identify potential opportunities by highlighting assets with bullish or bearish trends, high, low or neutral volatility, momentum shifts, and relative performance characteristics, all while emphasizing risk management through established financial metrics(Remember past performance doesn’t guarantee future results). Key Components The screener evaluates each asset across several dimensions: Trend State: Determined by a consensus of multiple trend-detection methods to classify the asset as Bullish, Bearish, or Neutral. Volatility State: Assesses volatility by using Z-score of standard deviation, categorizing it as High, Low, or Neutral. Rate of Change (ROC): Measures percentage change over a specified period to gauge momentum. Beta: Calculates the asset's volatility&correlation to a benchmark (e.g., total crypto market cap) for understanding systematic risk. Sharpe Ratio: Evaluates risk-adjusted returns by comparing average returns to total volatility of returns, annualized for comparability. Sortino Ratio: Like Sharpe, evaluates risk-adjusted returns by dividing average returns by volatility (annualized), but it focuses solely on downside risk by using the standard deviation of negative returns only. Omega Ratio: Quantifies reward-to-risk by checking the total magnitude of positive returns compared to the total magnitude of negative returns(value above 1 means more positive than negative returns). Z-Score: Normalizes the asset's price relative to its recent mean and standard deviation for spotting deviations. Remember past performance doesn’t guarantee future results. How It Works The script fetches closing prices for the selected assets and applies a blend of smoothing techniques, deviation bands, normalization, and statistical measures to derive each metric. For trends, it averages signals(1 for bullish, -1 for bearish) from various filters like adaptive moving averages, percentile-based bands, and Z-score thresholds to produce a robust directional bias. Volatility is derived from standard deviation Z-score to detect expansions or contractions. Performance ratios use return series to compute annualized values, ensuring they account for timeframes without assuming constant compounding. The results are color-coded and displayed in a table for quick scanning, allowing traders to compare assets at a glance without manual calculations. Recommended Use Cases This tool is ideal for cryptocurrency traders managing diversified portfolios, such as swing traders seeking to rotate into high-momentum, low-risk assets during market cycles. It's particularly useful for those monitoring altcoins relative to majors like BTC or ETH, identifying volatility levels(high, low, neutral), or screening for high/low beta positions. Swing traders can use it to find positions and benefit from the risk metrics to evaluate position health(Remember past performance doesn’t guarantee future results). It's best suited for users familiar with basic financial metrics who want an efficient way to screen multiple assets simultaneously. Settings and Default Settings Assets (Asset 1 to Asset 15): Select symbols like BTCUSD, ETHUSD, etc. (Defaults: BTCUSD, ETHUSD, SOLUSD, BNBUSD, XRPUSD, TRXUSD, ADAUSD, LINKUSD, DOGEUSD, AVAXUSD, XLMUSD, DOTUSD, XMRUSD, UNIUSD, AAVEUSD). SD Length (Volatility): Period for standard deviation calculation (Default: 20). Volatility Z-Score Period: Length for Z-score of volatility (Default: 40). Upper/Lower Threshold of SD Z-Score: Bounds for high/low volatility classification (Defaults: 0.5 / -0.5). ROC Length: Period for rate of change (Default: 30). Beta Benchmark: Symbol for beta calculation (Default: CRYPTOCAP:TOTAL). Beta Length: Period for beta computation (Default: 500). Z-Score Period: General Z-score length (Default: 40). Trend Settings: Includes ALMA length/offset/sigma (Defaults: 35/0.75/6), SD length/multiplier (Defaults: 25/1.4), EMA length/normalization length/thresholds (Defaults: 30/40/0.7/0.3), DEMA length/Z-score period/thresholds (Defaults: 25/30/0.4/-0.4), LSMA length/smoothing/IQR length/multiplier (Defaults: 35/25/25/1.4), RMA/MAD lengths/multiplier (Defaults: 15/20/1). Trend Thresholds: Bullish/Bearish score thresholds (Defaults: 0.2/0). Conclusion Titan Radar streamlines multi-asset analysis by combining trend, momentum, volatility, and risk metrics into one dashboard, saving time. Its focus on consensus-based signals and established risk measures makes it a practical addition for traders aiming to make informed decisions in markets like crypto(remember past performance doesn’t guarantee future results). ⚠️ Disclaimer: This indicator is intended for educational and informational purposes only. Trading/investing involves risk, and past performance does not guarantee future results. Always test and evaluate indicators/strategies before applying them in live markets. Use at your own risk.
Wskaźnik Pine Script®
od oquant
Volume Lowest Since X DaysI've created a TradingView Pine Script v6 indicator that tracks and displays when the current closing volume is the lowest since a specific date. Here's what it does: Key Features: Lookback Period: You can adjust the number of bars to look back (default: 252, roughly one trading year) Visual Elements: Volume bars displayed as histogram (red when it's the lowest, blue otherwise) Orange line showing the lowest volume level Label on the chart when current volume is the lowest, showing the date Information Table: Shows in the top-right corner: Current volume Lowest volume in the period Date when that lowest volume occurred and how many bars ago Alert: You can set up an alert for when current volume reaches the lowest level in the lookback period
Wskaźnik Pine Script®
od vaibhavsatam
Bollinger Bands %b Trend | DextraOverview The Bollinger Bands %b Trend | Dextra is a custom technical indicator designed to enhance trend identification using the Bollinger Bands %b concept. This indicator calculates the percentage position of the price relative to the Bollinger Bands and uses customizable thresholds to determine bullish or bearish trends. It integrates dynamic candle coloring and a clear visual representation to assist traders in making informed decisions. Key Features - Bollinger Bands %b Calculation: Measures the price's position between the upper and lower Bollinger Bands as a percentage, providing a normalized view of overbought or oversold conditions. - Trend Detection: Identifies uptrends and downtrends based on user-defined thresholds, offering a straightforward trend-following approach. - Dynamic Candle Coloring: Colors candles according to the detected trend (green for uptrend, magenta for downtrend, gray for neutral), enhancing visual trend analysis. - Customizable Parameters: Allows adjustment of length, standard deviation multiplier, and trend thresholds to suit various market conditions and trading styles. How It Works 1. Bollinger Bands Calculation: - The indicator uses an Exponential Moving Average (EMA) as the basis, calculated with a user-defined `length` (default 34). - Upper and lower bands are derived by adding and subtracting a multiple of the standard deviation (`mult`, default 2.0) from the EMA. - The %b value is computed as `(src - lower) / (upper - lower)`, where `src` is the price source (default `close`). 2. Trend Identification: - An uptrend is detected when %b exceeds the `upperthreshold` (default 0.75). - A downtrend is detected when %b falls below the `lowerthreshold` (default 0.26). - The trend state is maintained until a new threshold condition is met. 3. Visualization: - The %b line is plotted with a color reflecting the trend (green for uptrend, magenta for downtrend, gray for neutral). - Horizontal dashed lines mark the uptrend and downtrend thresholds for reference. - Candles are colored to match the trend, providing an overlay visualization on the price chart. Customization Options - Length: Adjust the EMA and standard deviation period (default 34, min 1). - Source: Select the price data source for calculations (default `close`). - StdDev: Set the standard deviation multiplier for band width (default 2.0, range 0.001 to 50). - Uptrend Threshold: Define the %b level for uptrend detection (default 0.75, step 0.01). - Downtrend Threshold: Define the %b level for downtrend detection (default 0.26, step 0.01). Ideal Use Cases - Trend Following: Perfect for traders seeking to capitalize on sustained price movements with clear entry and exit signals. - Volatility Analysis: Useful for identifying periods of high or low volatility when combined with the %b positioning. - Complementary Tool: Works well alongside momentum indicators (e.g., RSI) or volume-based tools to confirm trend strength. #### Disclaimer This indicator is provided for educational and informational purposes only. It is not intended to serve as financial advice or a guaranteed method for trading success. Trading involves significant risks, including the potential loss of capital. Users are solely responsible for their trading decisions and should conduct their own analysis and apply appropriate risk management strategies. Notes - Ensure your chart has sufficient historical data to reflect accurate Bollinger Bands calculations. - Test the indicator on a demo account before using it in live trading to validate its performance with your preferred assets and timeframes. This indicator is a versatile addition to any trader's toolkit, offering a blend of trend detection and visual clarity tailored to modern trading needs.
Wskaźnik Pine Script®
od xdextra
RSI Donchian Channel [DCAUT]█ RSI Donchian Channel 📊 ORIGINALITY & INNOVATION The RSI Donchian Channel represents an important synthesis of two complementary analytical frameworks: momentum oscillators and breakout detection systems. This indicator addresses a common limitation in traditional RSI analysis by replacing fixed overbought/oversold thresholds with adaptive zones derived from historical RSI extremes. Key Enhancement: Traditional RSI analysis relies on static threshold levels (typically 30/70), which may not adequately reflect changing market volatility regimes. This indicator adapts the reference zones dynamically based on the actual RSI behavior over the lookback period, helping traders identify meaningful momentum extremes relative to recent price action rather than arbitrary fixed levels. The implementation combines the proven momentum measurement capabilities of RSI with Donchian Channel's breakout detection methodology, creating a framework that identifies both momentum exhaustion points and potential continuation signals through the same analytical lens. 📐 MATHEMATICAL FOUNDATION Core Calculation Process: Step 1: RSI Calculation The Relative Strength Index measures momentum by comparing the magnitude of recent gains to recent losses: Calculate price changes between consecutive periods Separate positive changes (gains) from negative changes (losses) Apply selected smoothing method (RMA standard, also supports SMA, EMA, WMA) to both gain and loss series Compute Relative Strength (RS) as the ratio of smoothed gains to smoothed losses Transform RS into bounded 0-100 scale using the formula: RSI = 100 - (100 / (1 + RS)) Step 2: Donchian Channel Application The Donchian Channel identifies the highest and lowest RSI values within the specified lookback period: Upper Channel: Highest RSI value over the lookback period, represents the recent momentum peak Lower Channel: Lowest RSI value over the lookback period, represents the recent momentum trough Middle Channel (Basis): Average of upper and lower channels, serves as equilibrium reference Channel Width Dynamics: The distance between upper and lower channels reflects RSI volatility. Wide channels indicate high momentum variability, while narrow channels suggest momentum consolidation and potential breakout preparation. The indicator monitors channel width over a 100-period window to identify squeeze conditions that often precede significant momentum shifts. 📊 COMPREHENSIVE SIGNAL ANALYSIS Primary Signal Categories: Breakout Signals: Upper Breakout: RSI crosses above the upper channel, indicates momentum reaching new relative highs and potential trend continuation, particularly significant when accompanied by price confirmation Lower Breakout: RSI crosses below the lower channel, suggests momentum reaching new relative lows and potential trend exhaustion or reversal setup Breakout strength is enhanced when the channel is narrow prior to the breakout, indicating a transition from consolidation to directional movement Mean Reversion Signals: Upper Touch Without Breakout: RSI reaches the upper channel but fails to break through, may indicate momentum exhaustion and potential reversal opportunity Lower Touch Without Breakout: RSI reaches the lower channel without breakdown, suggests potential bounce as momentum reaches oversold extremes Return to Basis: RSI moving back toward the middle channel after touching extremes signals momentum normalization Trend Strength Assessment: Sustained Upper Channel Riding: RSI consistently remains near or above the upper channel during strong uptrends, indicates persistent bullish momentum Sustained Lower Channel Riding: RSI stays near or below the lower channel during strong downtrends, reflects persistent bearish pressure Basis Line Position: RSI position relative to the middle channel helps identify the prevailing momentum bias Channel Compression Patterns: Squeeze Detection: Channel width narrowing to 100-period lows indicates momentum consolidation, often precedes significant directional moves Expansion Phase: Channel widening after a squeeze confirms the initiation of a new momentum regime Persistent Narrow Channels: Extended periods of tight channels suggest market indecision and accumulation/distribution phases 🎯 STRATEGIC APPLICATIONS Trend Continuation Strategy: This approach focuses on identifying and trading momentum breakouts that confirm established trends: Identify the prevailing price trend using higher timeframe analysis or trend-following indicators Wait for RSI to break above the upper channel in uptrends (or below the lower channel in downtrends) Enter positions in the direction of the breakout when price action confirms the momentum shift Place protective stops below the recent swing low (long positions) or above swing high (short positions) Target profit levels based on prior swing extremes or use trailing stops to capture extended moves Exit when RSI crosses back through the basis line in the opposite direction Mean Reversion Strategy: This method capitalizes on momentum extremes and subsequent corrections toward equilibrium: Monitor for RSI reaching the upper or lower channel boundaries Look for rejection signals (price reversal patterns, volume divergence) when RSI touches the channels Enter counter-trend positions when RSI begins moving back toward the basis line Use the basis line as the initial profit target for mean reversion trades Implement tight stops beyond the channel extremes to limit risk on failed reversals Scale out of positions as RSI approaches the basis line and closes the position when RSI crosses the basis Breakout Preparation Strategy: This approach positions traders ahead of potential volatility expansion from consolidation phases: Identify squeeze conditions when channel width reaches 100-period lows Monitor price action for consolidation patterns (triangles, rectangles, flags) during the squeeze Prepare conditional orders for breakouts in both directions from the consolidation Enter positions when RSI breaks out of the narrow channel with expanding width Use the channel width expansion as a confirmation signal for the breakout's validity Manage risk with stops just inside the opposite channel boundary Multi-Timeframe Confluence Strategy: Combining RSI Donchian Channel analysis across multiple timeframes can improve signal reliability: Identify the primary trend direction using a higher timeframe RSI Donchian Channel (e.g., daily or weekly) Use a lower timeframe (e.g., 4-hour or hourly) to time precise entry points Enter long positions when both timeframes show RSI above their respective basis lines Enter short positions when both timeframes show RSI below their respective basis lines Avoid trades when timeframes provide conflicting signals (e.g., higher timeframe below basis, lower timeframe above) Exit when the higher timeframe RSI crosses its basis line in the opposite direction Risk Management Guidelines: Effective risk management is essential for all RSI Donchian Channel strategies: Position Sizing: Calculate position sizes based on the distance between entry point and stop loss, limiting risk to 1-2% of capital per trade Stop Loss Placement: For breakout trades, place stops just inside the opposite channel boundary; for mean reversion trades, use stops beyond the channel extremes Profit Targets: Use the basis line as a minimum target for mean reversion trades; for trend trades, target prior swing extremes or use trailing stops Channel Width Context: Increase position sizes during narrow channels (lower volatility) and reduce sizes during wide channels (higher volatility) Correlation Awareness: Monitor correlations between traded instruments to avoid over-concentration in similar setups 📋 DETAILED PARAMETER CONFIGURATION RSI Source: Defines the price data series used for RSI calculation: Close (Default): Standard choice providing end-of-period momentum assessment, suitable for most trading styles and timeframes High-Low Average (HL2): Reduces the impact of closing auction dynamics, useful for markets with significant end-of-day volatility High-Low-Close Average (HLC3): Provides a more balanced view incorporating the entire period's range Open-High-Low-Close Average (OHLC4): Offers the most comprehensive price representation, helpful for identifying overall period sentiment Strategy Consideration: Use Close for end-of-period signals, HL2 or HLC3 for intraday volatility reduction, OHLC4 for capturing full period dynamics RSI Length: Controls the number of periods used for RSI calculation: Short Periods (5-9): Highly responsive to recent price changes, produces more frequent signals with increased false signal risk, suitable for short-term trading and volatile markets Standard Period (14): Widely accepted default balancing responsiveness with stability, appropriate for swing trading and intermediate-term analysis Long Periods (21-28): Produces smoother RSI with fewer signals but more reliable trend identification, better for position trading and reducing noise in choppy markets Optimization Approach: Test different lengths against historical data for your specific market and timeframe, consider using longer periods in ranging markets and shorter periods in trending markets RSI MA Type: Determines the smoothing method applied to price changes in RSI calculation: RMA (Relative Moving Average - Default): Wilder's original smoothing method providing stable momentum measurement with gradual response to changes, maintains consistency with classical RSI interpretation SMA (Simple Moving Average): Treats all periods equally, responds more quickly to changes than RMA but may produce more whipsaws in volatile conditions EMA (Exponential Moving Average): Weights recent periods more heavily, increases responsiveness at the cost of potential noise, suitable for traders prioritizing early signal generation WMA (Weighted Moving Average): Applies linear weighting favoring recent data, offers a middle ground between SMA and EMA responsiveness Selection Guidance: Maintain RMA for consistency with traditional RSI analysis, use EMA or WMA for more responsive signals in fast-moving markets, apply SMA for maximum simplicity and transparency DC Length: Specifies the lookback period for Donchian Channel calculation on RSI values: Short Periods (10-14): Creates tight channels that adapt quickly to changing momentum conditions, generates more frequent trading signals but increases sensitivity to short-term RSI fluctuations Standard Period (20): Balances channel responsiveness with stability, aligns with traditional Bollinger Bands and moving average periods, suitable for most trading styles Long Periods (30-50): Produces wider, more stable channels that better represent sustained momentum extremes, reduces signal frequency while improving reliability, appropriate for position traders and higher timeframes Calibration Strategy: Match DC length to your trading timeframe (shorter for day trading, longer for swing trading), test channel width behavior during different market regimes, consider using adaptive periods that adjust to volatility conditions Market Adaptation: Use shorter DC lengths in trending markets to capture momentum shifts earlier, apply longer periods in ranging markets to filter noise and focus on significant extremes Parameter Combination Recommendations: Scalping/Day Trading: RSI Length 5-9, DC Length 10-14, EMA or WMA smoothing for maximum responsiveness Swing Trading: RSI Length 14, DC Length 20, RMA smoothing for balanced analysis (default configuration) Position Trading: RSI Length 21-28, DC Length 30-50, RMA or SMA smoothing for stable signals High Volatility Markets: Longer RSI periods (21+) with standard DC length (20) to reduce noise Low Volatility Markets: Standard RSI length (14) with shorter DC length (10-14) to capture subtle momentum shifts 📈 PERFORMANCE ANALYSIS & COMPETITIVE ADVANTAGES Adaptive Threshold Mechanism: Unlike traditional RSI analysis with fixed 30/70 thresholds, this indicator's Donchian Channel approach provides several improvements: Context-Aware Extremes: Overbought/oversold levels adjust automatically based on recent momentum behavior rather than arbitrary fixed values Volatility Adaptation: In low volatility periods, channels narrow to reflect tighter momentum ranges; in high volatility, channels widen appropriately Market Regime Recognition: The indicator implicitly adapts to different market conditions without manual threshold adjustments False Signal Reduction: Adaptive channels help reduce premature reversal signals that often occur with fixed thresholds during strong trends Signal Quality Characteristics: The indicator's dual-purpose design provides distinct advantages for different trading objectives: Breakout Trading: Channel boundaries offer clear, objective breakout levels that update dynamically, eliminating the ambiguity of when momentum becomes "too high" or "too low" Mean Reversion: The basis line provides a natural profit target for reversion trades, representing the midpoint of recent momentum extremes Trend Strength: Persistent channel boundary riding offers an objective measure of trend strength without additional indicators Consolidation Detection: Channel width analysis provides early warning of potential volatility expansion from compression phases Comparative Analysis: When compared to traditional RSI implementations and other momentum frameworks: vs. Fixed Threshold RSI: Provides market-adaptive reference levels rather than static values, helping to reduce false signals during trending markets where RSI can remain "overbought" or "oversold" for extended periods vs. RSI Bollinger Bands: Offers clearer breakout signals and more intuitive extreme identification through actual high/low boundaries rather than statistical standard deviations vs. Stochastic Oscillator: Maintains RSI's momentum measurement advantages (unbounded calculation avoiding scale compression) while adding the breakout detection capabilities of Donchian Channels vs. Standard Donchian Channels: Applies breakout methodology to momentum space rather than price, providing earlier signals of potential trend changes before price breakouts occur Performance Characteristics: The indicator exhibits specific behavioral patterns across different market conditions: Trending Markets: Excels at identifying momentum continuation through channel breakouts, RSI tends to ride one channel boundary during strong trends, providing trend confirmation Ranging Markets: Channel width narrows during consolidation, offering early preparation signals for potential breakout trading opportunities High Volatility: Channels widen to reflect increased momentum variability, automatically adjusting signal sensitivity to match market conditions Low Volatility: Channels contract, making the indicator more sensitive to subtle momentum shifts that may be significant in calm market environments Transition Periods: Channel squeezes often precede major trend changes, offering advance warning of potential regime shifts Limitations and Considerations: Users should be aware of certain operational characteristics: Lookback Dependency: Channel boundaries depend entirely on the lookback period, meaning the indicator has no predictive element beyond identifying current momentum relative to recent history Lag Characteristics: As with all moving average-based indicators, RSI calculation introduces lag, and channel boundaries update only as new extremes occur within the lookback window Range-Bound Sensitivity: In extremely tight ranges, channels may become very narrow, potentially generating excessive signals from minor momentum fluctuations Trending Persistence: During very strong trends, RSI may remain at channel extremes for extended periods, requiring patience for mean reversion setups or commitment to trend-following approaches No Absolute Levels: Unlike traditional RSI, this indicator provides no fixed reference points (like 50), making it less suitable for strategies that depend on absolute momentum readings USAGE NOTES This indicator is designed for technical analysis and educational purposes to help traders understand momentum dynamics and identify potential trading opportunities. The RSI Donchian Channel has limitations and should not be used as the sole basis for trading decisions. Important considerations: Performance varies significantly across different market conditions, timeframes, and instruments Historical signal patterns do not guarantee future results, as market behavior continuously evolves Effective use requires understanding of both RSI momentum principles and Donchian Channel breakout concepts Risk management practices (stop losses, position sizing, diversification) are essential for any trading application Consider combining with additional analytical tools such as volume analysis, price action patterns, or trend indicators for confirmation Backtest thoroughly on your specific instruments and timeframes before live trading implementation Be aware that optimization on historical data may lead to curve-fitting and poor forward performance The indicator performs best when used as part of a comprehensive trading methodology that incorporates multiple forms of market analysis, sound risk management, and realistic expectations about win rates and drawdowns.
Wskaźnik Pine Script®
od DCAUT
Arisa RSI Rebound Alert (v6.2)Short description: Simple RSI-based rebound detection with ATR confirmation — designed for traders who prefer a clean and intuitive signal. Full description: This indicator detects oversold and rebound phases using RSI and confirms the strength of each rebound with ATR slope analysis. It is optimized for deep correction phases (e.g. RSI 25→35 cross), helping traders catch early reversal signals while avoiding unnecessary noise. 💡 Recommended use: • Timeframes: 30min–4h • Ideal for short- to mid-term rebound trades • Combine with Heikin-Ashi or volume expansion for higher accuracy ✨ Key Features: • Clear oversold/rebound thresholds (default RSI <25 / cross-up >35) • Background highlight for deep oversold conditions • Visual markers for strong vs. weak rebounds (ATR slope filter) • Alert-ready (three conditions included) 🪶 Concept: This script is designed for traders who value simplicity and intuition — focusing on meaningful signals rather than automation overload. It’s for those who still want to see and feel the market before taking action. ⸻ Author: Arisa Sanjo (Japan) Created with the support of GPT-5, based on live trading insights from October 2025. License: Free to use and modify with proper attribution. If you redistribute or enhance this script, please mention “Based on Arisa RSI Rebound Alert (v6.2)” in your description.
Wskaźnik Pine Script®
od Lebia_Maverick