Commencez

Bandes et canaux

Zarattini Intra-day Threshold Bands (ZITB)This indicator implements the intraday threshold band methodology described in the research paper by Carlo Zarattini et al. Overview: Plots intraday threshold bands based on daily open/close levels. Supports visualization of BaseUp/BaseDown levels and Threshold Upper/Lower bands. Optional shading between threshold bands for easier interpretation. Usage Notes / Limitations: Originally studied on SPY (US equities), this implementation is adapted for NSE intraday market timing, specifically the NIFTY50 index. Internally, 2-minute candles are used if the chart timeframe is less than 2 minutes. Values may be inaccurate if the chart timeframe is more than 1 day. Lookback days are auto-capped to avoid exceeding TradingView’s 5000-bar limit. The indicator automatically aligns intraday bars across multiple days to compute average deltas. For better returns, it is recommended to use this indicator in conjunction with VWAP and a volatility-based position sizing mechanism. Can be used as a reference for Open Range Breakout (ORB) strategies. Customizations: Toggle plotting of base levels and thresholds. Toggle shading between thresholds. Line colors and styles can be adjusted in the Style tab. Intended for educational and research purposes only. This indicator implements the approach described in the research paper by Zarattini et al. Note: This implementation is designed for the NSE NIFTY50 index. While Zarattini’s original study was conducted on SPY, this version adapts the methodology for the Indian market. Methodology Explanation This indicator is primarily designed for Open Range Breakout (ORB) strategies. Base Levels BaseUp = Maximum of today’s open and previous day’s close BaseDown = Minimum of today’s open and previous day’s close Delta Calculation For the past 14 trading days (lookbackDays), the delta for each intraday candle is calculated as the ab solute difference from the close of the first candle of that day. Average Delta For a given intraday time/candle today, deltaAvg is computed as the average of the deltas at the same time across the previous 14 days. Threshold Bands ThresholdUp = BaseUp + deltaAvg ThresholdDown = BaseDown − deltaAvg Signals Spot price moving above ThresholdUp → Long signal Spot price moving below ThresholdDown → Short signal Tip: For better returns, combine this indicator with VWAP and a volatility-based position sizing mechanism.
Indicateur Pine Script®
par gokul4trading
Auto Fibonacci LevelsAuto Fibonacci Momentum Zones with Visible Range Table Overview and Originality The Auto Fibonacci Momentum Zones indicator offers a streamlined, static overlay of Fibonacci retracement levels inspired by extreme RSI momentum thresholds, enhanced with a dynamic table displaying the high and low of the currently visible chart range. This isn't a repackaged RSI oscillator or basic Fib drawer—common in TradingView's library—but a purposeful fusion of geometric harmony (Fibonacci ratios) with momentum psychology (RSI extremes at 35/85), projected as fixed horizontal reference lines on the price chart. The addition of the visible range table, powered by PineCoders' VisibleChart library, provides real-time context for the chart's current view, enabling traders to quickly assess range compression or expansion relative to these zones. This script's originality stems from its "static momentum mapping": by hardcoding Fib levels on a dynamic chart, it creates universal psychological support/resistance lines that transcend specific assets or timeframes. Unlike dynamic Fib tools that auto-adjust to price swings (risking noise in ranging markets) or standalone RSI plots (confined to panes), this delivers clean, bias-adjustable overlays for confluence analysis. The visible range table justifies the library integration—it's not a gratuitous add-on but a complementary tool that quantifies the "screen real estate" of price action, helping users correlate Fib touches with actual volatility. Drawn from original code (no auto-generation or public templates), it builds TradingView's body of knowledge by simplifying multi-tool workflows into one indicator, ideal for discretionary traders who value visual efficiency over algorithmic complexity. How It Works: Underlying Concepts Fibonacci retracements, derived from the Fibonacci sequence and the golden ratio (≈0.618), identify potential reversal points based on the idea that markets retrace prior moves in predictable proportions: shallow (23.6%, 38.2%), mid (50%), and deep (61.8%, 78.6%). Adjustable Outputs 1. The "Invert Fibs" toggle (default: true) for bearish/topping bias, can be flipped aligning with trend context. 2. Fibonacci Levels: Seven semi-transparent horizontal lines are drawn using `hline()`: - 0.0 at high (gray). - 0.236: high - (range × 0.236) (light cyan, shallow pullback). - 0.382: high - (range × 0.382) (teal, common retracement). - 0.5: midpoint average (green, equilibrium). - 0.618: high - (range × 0.618) (amber, golden pocket for reversals). - 0.786: high - (range × 0.786) (orange, deep support). - 1.0 at low (gray). Colors progress from cool (shallow) to warm (deep) for intuitive scanning. 3. Optional Fib Labels: Right-edge text labels (e.g., "0.618") appear only if enabled, positioned at the last bar + offset for non-cluttering visibility. 4. Visible Range Table: Leveraging the VisibleChart library's `visible.high()` and `visible.low()` functions, a compact 2x2 table (top-right corner) updates on the last bar to show the extrema of bars currently in view. This mashup enhances utility: Fib zones provide fixed anchors, while the table's dynamic values reveal if price is "pinned" to a zone (e.g., visible high hugging 0.382 signals resistance). The library is invoked sparingly for performance, adding value by bridging static geometry with viewport-aware data—unavailable in built-ins without custom code. How to Use It 1. Setup: Add to any chart (e.g., 15M for scalps, Daily for swings). As an overlay, lines appear directly on price candles—adjust chart scaling if needed. 2. Input Tweaks: Invert Fibs: Enable for downtrends (85 top), disable for uptrends (35 bottom). Show Fibs: Toggle labels for ratio callouts (off for clean charts). Show Table: Display/hide the visible high/low summary (red for high, green for low, formatted to 2 decimals). 3. Trading Application: Zone Confluence: Seek price reactions at each fibonacci level—e.g., a doji at 0.618 + rising volume suggests entry; use 0.0/1.0 as invalidation. Range Context: Check the table: If visible high/low spans <20% of the Fib arc (e.g., both near 0.5), anticipate breakout; wider spans signal consolidation. Multi-Timeframe: Overlay on higher TF for bias, lower for precision—e.g., Daily Fibs guide 1H entries. Enhancements: Pair with volume or candlesticks; set alerts on line crosses via TradingView's built-in tools. Backtest on your symbols to validate (e.g., equities favor 0.382, forex the 0.786). This indicator automates advanced Fibonacci synthesis dynamically, eliminating manual measurement and calculations. published by ozzy_livin
Indicateur Pine Script®
par ozzy_livin
4
SuperTrend Cyan — Split ST & Triple Bands (A/B/C)SuperTrend Cyan — Split ST & Triple Bands (A/B/C) ✨ Concept: The SuperTrend Cyan indicator expands the classical SuperTrend logic into a split-line + triple-band visualization for clearer structure and volatility mapping. Instead of a single ATR-based line, this tool separates SuperTrend direction from volatility envelopes (A/B/C), providing a layered view of both regime and range compression. ✨ The design goal: Preserve the simplicity of SuperTrend Add volatility context via multi-band envelopes Provide a compact MTF (Multi-Timeframe) summary for broader trend alignment ✨ How It Works 1. SuperTrend Core (Active & Opposite Lines) Uses ATR-based bands (Factor × ATR-Length). Active SuperTrend is plotted according to current regime. Opposite SuperTrend (optional) shows potential reversal threshold. 2. Triple Band System (A/B/C) Each band (A, B, C) scales from the median price (hl2) by different ATR multipliers. A: Outer band (wider, long-range context) B: Inner band (mid-range activity) C: Core band (closest to price, short-term compression) Smoothness can be controlled with EMA. Uptrend fills are lime-toned, downtrend fills are red-toned, with adjustable opacity (gap intensity). 3. Automatic Directional Switch When the regime flips from up → down (or vice versa), the overlay automatically switches between lower and upper bands for a clean transition. 4. Multi-Timeframe SuperTrend Table Displays SuperTrend direction across 5m, 15m, 1h, 4h, and 1D frames. Green ▲ = Uptrend, Red ▼ = Downtrend. Useful for checking cross-timeframe trend alignment. ✨ How to Read It Green SuperTrend + Lime Bands - Uptrend regime; volatility expanding upward Red SuperTrend + Red Bands - Downtrend regime; volatility expanding downward Narrow gaps (A–C) - Low volatility / compression (potential squeeze) Wide gaps - High volatility / active trend phase Opposite ST line close to price - Early warning for regime transition ✨ Practical Use Identify trend direction (SuperTrend color & line position). Assess volatility conditions (band width and gap transparency). Watch for MTF alignment: consistent up/down signals across 1h–4h–1D = strong structural trend. Combine with momentum indicators (e.g., RSI, DFI, PCI) for confirmation of trend maturity or exhaustion. ✨ Customization Tips ST Factor / ATR Length - Adjust sensitivity of SuperTrend direction changes Band ATR Length - Controls overall smoothness of volatility envelopes Band Multipliers (A/B/C) - Define how wide each volatility band extends Gap Opacity - Affects visual contrast between layers MTF Table - Enable/disable multi-timeframe display ✨ Educational Value This script visualizes the interaction between trend direction (SuperTrend) and volatility envelopes, helping traders understand how price reacts within layered ATR zones. It also introduces a clean MTF (multi-timeframe) perspective — ideal for discretionary and system traders alike. ✨ Disclaimer This indicator is provided for educational and research purposes only. It does not constitute financial advice or a trading signal. Use at your own discretion and always confirm with additional tools. ─────────────────────────────── 📘 한국어 설명 (Korean translation below) ─────────────────────────────── ✨개념 SuperTrend Cyan 지표는 기존의 SuperTrend를 확장하여, 추세선 분리(Split Line) + 3중 밴드 시스템(Triple Bands) 으로 시장의 구조적 흐름과 변동성 범위를 동시에 시각화합니다. 단순한 SuperTrend의 강점을 유지하면서도, ATR 기반의 A/B/C 밴드를 통해 변동성 압축·확장 구간을 직관적으로 파악할 수 있습니다. ✨ 작동 방식 1. SuperTrend 코어 (활성/반대 라인) ATR×Factor를 기반으로 추세선을 계산합니다. 현재 추세 방향에 따라 활성 라인이 표시되고, “Show Opposite” 옵션을 켜면 반대편 경계선도 함께 보입니다. 2. 트리플 밴드 시스템 (A/B/C) hl2(중간값)를 기준으로 ATR 배수에 따라 세 개의 밴드를 계산합니다. A: 외곽 밴드 (가장 넓고 장기 구조 반영) B: 중간 밴드 (중기적 움직임) C: 코어 밴드 (가격에 가장 근접, 단기 변동성 반영) EMA 스무딩으로 부드럽게 조정 가능. 업트렌드 구간은 라임색, 다운트렌드는 빨간색 음영으로 표시됩니다. 3. 자동 전환 시스템 추세가 전환될 때(Up ↔ Down), 밴드 오버레이도 자동으로 교체되어 깔끔한 시각적 구조를 유지합니다. 4. MTF SuperTrend 테이블 5m / 15m / 1h / 4h / 1D 프레임별 SuperTrend 방향을 표시합니다. 초록 ▲ = 상승, 빨강 ▼ = 하락. 복수 타임프레임 정렬 확인용으로 유용합니다. ✨ 해석 방법 초록 SuperTrend + 라임 밴드 - 상승 추세 및 확장 구간 빨강 SuperTrend + 레드 밴드 - 하락 추세 및 확장 구간 밴드 폭이 좁음 - 변동성 축소 (스퀴즈) 밴드 폭이 넓음 - 변동성 확장, 추세 강화 반대선이 근접 - 추세 전환 가능성 높음 ✨ 활용 방법 SuperTrend 색상으로 추세 방향을 확인 A/B/C 밴드 폭으로 변동성 수준을 판단 MTF 테이블을 통해 복수 타임프레임 정렬 여부 확인 RSI, DFI, PCI 등 다른 지표와 함께 활용 시, 추세 피로·모멘텀 변화를 조기에 파악 가능 ✨ 교육적 가치 이 스크립트는 추세 구조(SuperTrend) 와 변동성 레이어(ATR Bands) 의 상호작용을 시각적으로 학습하기 위한 교육용 지표입니다. 또한, MTF 구조를 통해 시장의 “위계적 정렬(hierarchical alignment)”을 쉽게 인식할 수 있습니다. ✨ 면책 이 지표는 교육 및 연구 목적으로만 제공됩니다. 투자 판단의 책임은 사용자 본인에게 있으며, 본 지표는 매매 신호를 보장하지 않습니다.
Indicateur Pine Script®
par Cyan_TPM
Z-Score Bands + SignalsZ-Score Statistical Market Analyzer A multi-dimensional market structure indicator based on standardized deviation & regime logic English Description Concept This indicator builds a statistical model of price behaviour by converting every candle’s movement into a Z-score — how many standard deviations each close is away from its moving average. It visualizes the normal distribution structure of returns and provides adaptive entry signals for both Mean Reversion and Breakout regimes. Rather than predicting price direction, it measures statistical displacement from equilibrium and dynamically adjusts the decision logic according to the market’s volatility regime. ⚙️ Main Components Z-Score Bands (±1σ, ±2σ, ±3σ) – The core structure visualizes volatility boundaries based on rolling mean and standard deviation. – Price outside ±2σ often indicates statistical extremes. Dual Signal Systems Mean Reversion (MRL / MRS): when price (or return z-score) crosses back inside ±2σ bands. Breakout (BOL / BOS): when price continues to expand beyond ±2σ. Volatility Regime Classification The indicator detects whether the market is currently in a low-vol or high-vol regime using percentile statistics of σ. Low vol → Mean Reversion preferred High vol → Breakout preferred 🧠 Adaptive Switches A. Freeze MA/σ - Use previous-bar stats to avoid repainting and lag. B. Confirm on Close - Only generate signals once the base-timeframe bar closes (eliminates look-ahead bias). C. Return-based Signal - Use log-return Z-score instead of price deviation — normalizes volatility across assets. D. Outlier Filter - Exclude bars with abnormal single-bar returns (e.g., >20%). Reduces false spikes. E. Regime Gating - Automatically switch between Mean Reversion and Breakout logic depending on volatility percentile. Each module can be toggled individually to test different statistical behaviours or tailor to a specific market condition. 📊 Interpretation When the histogram of returns approximates a normal distribution, mean-reversion logic is often more effective. When price persistently drifts beyond ±2σ or ±3σ, the distribution becomes leptokurtic (fat-tailed) — a breakout structure dominates. Hence, this tool can help you: Identify whether an asset behaves more “Gaussian” or “fat-tailed”; Select the correct trading regime (MR or BO); Quantitatively measure market tension and volatility clusters. 🧩 Recommended Use Works on any timeframe and any asset. Best used on liquid instruments (e.g., XAU/USD, indices, major FX pairs). Combine with volume, sentiment or structural filters to confirm signals. For strategy automation, pair with the companion script: 🧠 “Z-Score Strategy • Multi-Source Confirm (MRL/MRS/BOL/BOS)”. ⚠️ Disclaimer This script is designed for educational and research purposes. Statistical deviation ≠ directional prediction — use with sound risk management. Past distribution patterns may shift under new volatility regimes. ================================================================================== 中文说明（简体） 概念简介 该指标基于价格的统计分布原理，将每根 K 线的波动转化为标准化的 Z-Score（标准差偏离值），用于刻画市场处于均衡或偏离状态。 它同时支持 均值回归（Mean Reversion） 与 突破延展（Breakout） 两种逻辑，并可根据市场波动结构自动切换策略模式。 ⚙️ 主要功能模块 Z-Score 通道（±1σ / ±2σ / ±3σ） 用滚动均值与标准差动态绘制的统计波动带，价格超出 ±2σ 区域通常意味着极端偏离。 双信号系统 MRL / MRS（均值回归多空）：价格重新回到 ±2σ 以内时触发。 BOL / BOS（突破延展多空）：价格持续运行在 ±2σ 之外时触发。 波动率分层 自动识别市场处于高波动还是低波动区间： 低波动期 → 适合均值回归逻辑； 高波动期 → 适合突破趋势逻辑。 🧠 A–E 模块说明 A. 固定统计参数：使用上一根 K 线的均值和标准差，防止重绘。 B. 收盘确认信号：仅在当前时间框架收盘后生成信号，避免前视偏差。 C. 收益率信号模式：采用对数收益率的 Z-Score，更具普适性。 D. 异常波过滤：忽略单根极端波动（如 >20%）的噪声信号。 E. 波动率调节逻辑：根据市场处于高/低波动区间，自动切换 MRL/MRS 或 BOL/BOS。 📊 应用解读 如果收益率分布接近正态分布 → 市场倾向震荡，MRL/MRS 效果较佳； 若价格频繁偏离 ±2σ 或 ±3σ → 市场呈现“肥尾”分布，趋势延展占主导。 因此，该指标的核心目标是： 识别当前市场的统计结构类型； 根据波动特征自动切换交易逻辑； 提供结构化、可量化的市场状态刻画。 💡 使用建议 适用于所有时间框架与金融品种。 建议结合成交量或结构性指标过滤。 若用于策略回测，可搭配同名 “Z-Score Strategy • Multi-Source Confirm” 策略脚本。 ⚠️ 免责声明 本指标仅用于研究与教学，不构成任何投资建议。 统计偏离 ≠ 趋势预测，实际市场行为可能在不同波动结构下改变。
Indicateur Pine Script®
par Xavante
pine script tradingbot - many ema oscillator## 🧭 **Many EMA Oscillator (TradingView Pine Script Indicator)** *A multi-layer EMA differential oscillator for trend strength and momentum analysis* --- ### 🧩 **Overview** The **Many EMA Oscillator** is a **TradingView Pine Script indicator** designed to help traders visualize **trend direction**, **momentum strength**, and **multi-timeframe EMA alignment** in one clean oscillator panel. It’s a **custom EMA-based trend indicator** that shows how fast or slow different **Exponential Moving Averages (EMAs)** are expanding or contracting — helping you identify **bullish and bearish momentum shifts** early. This **Pine Script EMA indicator** is especially useful for traders looking to combine multiple **EMA signals** into one **momentum oscillator** for better clarity and precision. --- ### ⚙️ **How It Works** 1. **Multiple EMA Layers:** The indicator calculates seven **EMAs** (default: 20, 50, 100, 150, 200, 300) and applies a **smoothing filter** using another EMA (default smoothing = 20). This removes short-term noise and gives a smoother, professional-grade momentum reading. 2. **EMA Gap Analysis:** The oscillator measures the **difference between consecutive EMAs**, revealing how trend layers are separating or converging. ``` diff1 = EMA(20) - EMA(50) diff2 = EMA(50) - EMA(100) diff3 = EMA(100) - EMA(150) diff4 = EMA(150) - EMA(200) diff5 = EMA(200) - EMA(300) ``` These gaps (or “differentials”) show **trend acceleration or compression**, acting like a **multi-EMA MACD system**. 3. **Color-Coded Visualization:** Each differential (`diff1`–`diff5`) is plotted as a **histogram**: - 🟢 **Green bars** → EMAs expanding → bullish momentum growing - 🔴 **Red bars** → EMAs contracting → bearish momentum or correction This gives a clean, compact view of **trend strength** without cluttering your chart. 4. **Automatic Momentum Signals:** - **🟡 Up Triangle** → All EMA gaps increasing → strong bullish trend alignment - **⚪ Down Triangle** → All EMA gaps decreasing → trend weakening or bearish transition --- ### 📊 **Inputs** | Input | Default | Description | |-------|----------|-------------| | `smmoth_emas` | 20 | Smoothing factor for all EMAs | | `Length2`–`Length7` | 20–300 | Adjustable EMA periods | | `Length21`, `Length31`, `Length41`, `Length51` | Optional | For secondary EMA analysis | --- ### 🧠 **Interpretation Guide** | Observation | Meaning | |--------------|----------| | Increasing green bars | Trend acceleration and bullish continuation | | Decreasing red bars | Trend exhaustion or sideways consolidation | | Yellow triangles | All EMA layers aligned bullishly | | White triangles | All EMA layers aligned bearishly | This **EMA oscillator for TradingView** simplifies **multi-EMA trading strategies** by showing alignment strength in one place. It works great for **swing traders**, **scalpers**, and **trend-following systems**. --- ### 🧪 **Best Practices for Use** - Works on **all TradingView timeframes** (1m, 5m, 1h, 1D, etc.) - Suitable for **stocks, forex, crypto, and indices** - Combine with **RSI**, **MACD**, or **price action** confirmation - Excellent for detecting **EMA compression zones**, **trend continuation**, or **momentum shifts** - Can be used as part of a **multi-EMA trading strategy** or **trend strength indicator setup** --- ### 💡 **Why It Stands Out** - 100% built in **Pine Script v6** - Optimized for **smooth EMA transitions** - Simple color-coded momentum visualization - Professional-grade **multi-timeframe trend oscillator** This is one of the most **lightweight and powerful EMA oscillators** available for TradingView users who prefer clarity over clutter. --- ### ⚠️ **Disclaimer** This indicator is published for **educational and analytical purposes only**. It does **not provide financial advice**, buy/sell signals, or investment recommendations. Always backtest before live use and trade responsibly. --- ### 👨‍💻 **Author** Developed by **@algo_coders** Built in **Pine Script v6** on **TradingView** Licensed under the (mozilla.org)
Indicateur Pine Script®
par algo_coders
Liquidity Sweep & Reversal — Body Anchored + Risk (v6)Overview The Liquidity Sweep & Reversal — Locked to Price (v6) indicator identifies liquidity sweeps around major swing highs and lows, confirming reversals when price closes back inside the swept level. All signals are locked to price (bottom of green candle for BUY, top of red candle for SELL), so they remain perfectly aligned when zooming or scaling. This indicator is ideal for swing traders and scalpers who trade reversals, liquidity events, and reclaim structures. How It Works Detects confirmed swing highs and lows using a pivot-based structure. Waits for a liquidity sweep — when price wicks beyond a recent swing. Confirms a reclaim when price closes back inside the previous swing level. Triggers a BUY or SELL signal anchored to the candle body. Automatically calculates stop loss and risk using ATR and your inputs. Input Settings Swing Detection Swing Detection Strength: How many bars confirm a swing pivot. Higher = stronger swings. Bars to Confirm Reclaim: Number of bars after a sweep for price to close back within the swing zone. Swing Proximity %: How close price must come to a swing to count as a liquidity sweep. Trend Filter (optional) Use EMA Trend Filter: When enabled, only BUY in uptrend and SELL in downtrend. Fast EMA Length / Slow EMA Length: Define EMAs used to detect trend direction. Risk & Stop Management ATR Length: Period for ATR calculation (volatility measurement). Base ATR Stop Buffer (x ATR): Distance of stop loss from entry based on ATR multiplier. Position Size (quote units): Your total position size in quote currency (e.g., USDT). Risk % of (Position / 20): Defines how much of your position to risk per trade. Example: (Position / 20) × Risk % = per-trade risk. Chart Elements BUY Arrow (green): Appears after a liquidity sweep and reclaim near a swing low. SELL Arrow (red): Appears after a sweep and reclaim near a swing high. Labels: Display entry price, stop loss (SL), and calculated risk dollar value. EMAs: Optional fast/slow moving averages for directional bias. Dynamic Stops: Adjust automatically using ATR × risk settings. Trading Tips Use BUY signals near liquidity sweeps under swing lows. Use SELL signals near liquidity sweeps above swing highs. Adjust swing length for different timeframes: Lower values for scalping (3–5) Higher values for swing trading (7–10) Respect stop loss levels and use risk control settings for consistent sizing. Combine with volume, OBV, or structure for confirmation. Alerts BUY — Locked to Price: "BUY: swing low reclaimed with dynamic stop." SELL — Locked to Price: "SELL: swing high reclaimed with dynamic stop." Best Use Cases Liquidity-based reversals Swing entry confirmation Stop hunt reclaims Structure-based entries Author Created by @roccodallas For traders who value clean structure, risk control, and chart precision.
Indicateur Pine Script®
par roccodallas
ATR Money Line Bands V2The "ATR Money Line Bands V2" is a clever TradingView overlay designed for trend identification with volatility-aware bands, evolving from basic ATR envelopes. Reasoning Behind Construction: The core idea is to blend a smoothed trend line with dynamic volatility bands for reliable signals in varying markets. The "Money Line" uses linear regression (ta.linreg) on closes over a length (default 16) instead of a moving average, as it fits data via least-squares for a cleaner, forward-projected trend without lag artifacts. ATR (default 12-period) powers the bands because it measures true range volatility better than std dev in gappy assets like crypto/stocks—bands offset from the Money Line by ATR * multiplier (default 1.5). A dynamic multiplier (boosts by ~33% on spikes > prior ATR * 1.3) prevents tight bands from false breakouts during surges. Trend detection checks slope against an ATR-scaled tolerance (default 0.15) to ignore noise, labeling bull/bear/neutral—avoiding whipsaws in flats. Properties: It's an overlay with a colored Money Line (green bull, red bear, yellow neutral) and invisible bands (toggle to show gray lines) filled semi-transparently matching trend for visual pop. Dynamic adaptation makes bands widen/contract intelligently. An info table (positionable, e.g., top_right) displays real-time values: Money Line, bands, ATR, trend—great for quick scans. Limits history (2000 bars) and labels (500) for efficiency. Tips for Usage: Apply to any timeframe/asset; defaults suit medium-term (e.g., daily stocks). Watch color flips: green for longs (enter on pullbacks to lower band), red for shorts (vice versa), yellow to sit out. Use bands as S/R—breakouts signal momentum, squeezes impending vol. Tweak length for sensitivity (shorter for intraday), multiplier for width (higher for trends), tolerance for fewer neutrals. Pair with volume/RSI for confirmation; backtest to optimize. In choppy markets, disable dynamic mult to avoid over-expansion. Overall, it's adaptive and visual—helps trend-follow without overcomplicating.
Indicateur Pine Script®
par ralis24
Trendline Breakout Strategy Strategy should place entries & exits so that it can be backtested (use strategy.entry and strategy.exit with explicit stop and limit prices). Include an option for fixed percent position sizing and an option for fixed contract size. Draw the trendline on the chart (with option to hide/show) and add labels that show: bias (Bull/Bear), trendline slope, entry price, SL, TP and the reason (e.g., "Trendline Breakout"). Provide user inputs for: EMA length (default 200), lookback for pivot detection, pivot sensitivity (left/right bars), quantity mode (percent / contracts), risk percent or fixed size, enable/disable backtest prints, and enable alerts. Avoid repainting: use confirmed pivot logic (pivot detection must use completed bars) and only take entry after breakout confirmed on close. Document any limitations (for example, trendline using two highest/highest bars inside lookback is approximate). Add clear comments, helpful variable names, and include example alertcondition lines for entry and exit signals.
Stratégie Pine Script®
par chandolaamit
Reverse RSI LevelsSimple reverse RSI calculation As default RSI values 30-50-70 are calculated into price. This can be used similar to a bollinger band, but has also multiple other uses. 70 RSI works as overbought/resistance level. 50 RSI works as both support and resistance depending on the trend. 30 RSI works as oversold/support level. Keep in mind that RSI levels can go extreme, specially in Crypto. I haven't made it possible to adjust the default levels, but I've added 4 more calculations where you can plot reverse RSI calculations of your desired RSI values. If you're a RSI geek, you probably use RSI quite often to see how high/low the RSI might go before finding a new support or resistance level. Now you can just put the RSI level into on of the 4 slots in the settings and see where that support/resistance level might be on the chart.
Indicateur Pine Script®
par GizmoTheInvestor
VWAP & Band Cross Strategy v6VWAP & Band Cross Strategy v6: Script Summary This Pine Script implements a highly flexible, multi-layered trading strategy centered around the Volume Weighted Average Price (VWAP) and its associated Standard Deviation Bands. The strategy is designed to test various entry/exit models based on how the price interacts with the central VWAP line and the upper/lower volatility bands, with extensive risk management and confirmation filters. 1. Core Mechanics (VWAP & Bands) VWAP Calculation: Calculates the VWAP based on a user-defined source (default is the close price). Standard Deviation Bands: Creates upper and lower bands by calculating the standard deviation of the price (over 20 periods by default) and multiplying it by a user-defined Multiplier (default is 2.0). These bands dynamically expand and contract with volatility. Plotting: The script clearly plots the VWAP (purple), the Upper Band (green), and the Lower Band (red), with a colored fill between the bands. 2. Entry Triggers The core entry logic is based on a single, user-selected cross event between the price and the VWAP/Bands. The user can choose from six predefined entry types: Entry Type Category Entry Trigger (Long) Entry Trigger (Short) Mean Reversion Price crosses over the Lower Band. Price crosses under the Upper Band. Trend Following Price crosses over the Upper Band (Breakout). Price crosses under the Lower Band (Breakout). VWAP Cross Price crosses over the VWAP. Price crosses under the VWAP. 3. Filters and Confirmation Trades are only executed if they pass a series of optional filters, making the strategy highly customizable: Technical Confirmation (Optional): Users can enable and configure up to three additional indicators that must align with the trade direction: RSI: Price must be Oversold (for Long) or Overbought (for Short). SMMA: Price must be above the SMMA (for Long) or below (for Short). MACD: MACD line must cross the Signal line and the Histogram must be positive/negative. Time and Day Filters: Trades are restricted to a defined Entry Start/End Hour/Minute window, and only execute on user-selected Trading Days of the week. Trade Direction: Can be toggled to execute Long Only, Short Only, or Both. 4. Advanced Risk Management (Daily Limits) The strategy incorporates robust daily limits that reset at a configured Daily Reset Hour/Minute: Daily Profit/Loss Limits: If the running total of Realized PnL (closed trades) + Unrealized PnL (open position) exceeds a user-defined Daily Take Profit (in Ticks) or falls below the Daily Stop Loss (in Ticks), the strategy locks out new trades and immediately closes any open position. Max Daily Trades: Prevents the strategy from entering more than a specified number of trades per day. 5. Exit Logic The strategy exit is also highly configurable via the Exit Type setting: Fixed Ticks / ATR / Capped ATR: If one of these is selected, the script calculates a static Stop Loss and Take Profit level upon entry, using either fixed tick values or dynamic values based on the Average True Range (ATR), which are then executed using Pine Script's strategy.exit function. Cross Exits (VWAP/Bands): If selected, the position is closed when the price crosses the VWAP or a specific band in the opposite direction. End-of-Day Close: An unconditional exit that closes all open positions at a user-defined Close All Hour/Minute, regardless of profit/loss or limit status, preventing positions from being held overnight.
Stratégie Pine Script®
par mcward302
Zero Lag Trend Signals (MTF) [Quant Trading] V7Overview The Zero Lag Trend Signals (MTF) V7 is a comprehensive trend-following strategy that combines Zero Lag Exponential Moving Average (ZLEMA) with volatility-based bands to identify high-probability trade entries and exits. This strategy is designed to reduce lag inherent in traditional moving averages while incorporating dynamic risk management through ATR-based stops and multiple exit mechanisms. This is a longer term horizon strategy that takes limited trades. It is not a high frequency trading and therefore will also have limited data and not > 100 trades. How It Works Core Signal Generation: The strategy uses a Zero Lag EMA (ZLEMA) calculated by applying an EMA to price data that has been adjusted for lag: Calculate lag period: floor((length - 1) / 2) Apply lag correction: src + (src - src ) Calculate ZLEMA: EMA of lag-corrected price Volatility bands are created using the highest ATR over a lookback period multiplied by a band multiplier. These bands are added to and subtracted from the ZLEMA line to create upper and lower boundaries. Trend Detection: The strategy maintains a trend variable that switches between bullish (1) and bearish (-1): Long Signal: Triggers when price crosses above ZLEMA + volatility band Short Signal: Triggers when price crosses below ZLEMA - volatility band Optional ZLEMA Trend Confirmation: When enabled, this filter requires ZLEMA to show directional momentum before entry: Bullish Confirmation: ZLEMA must increase for 4 consecutive bars Bearish Confirmation: ZLEMA must decrease for 4 consecutive bars This additional filter helps avoid false signals in choppy or ranging markets. Risk Management Features: The strategy includes multiple stop-loss and take-profit mechanisms: Volatility-Based Stops: Default stop-loss is placed at ZLEMA ± volatility band ATR-Based Stops: Dynamic stop-loss calculated as entry price ± (ATR × multiplier) ATR Trailing Stop: Ratcheting stop-loss that follows price but never moves against position Risk-Reward Profit Target: Take-profit level set as a multiple of stop distance Break-Even Stop: Moves stop to entry price after reaching specified R:R ratio Trend-Based Exit: Closes position when price crosses EMA in opposite direction Performance Tracking: The strategy includes optional features for monitoring and analyzing trades: Floating Statistics Table: Displays key metrics including win rate, GOA (Gain on Account), net P&L, and max drawdown Trade Log Labels: Shows entry/exit prices, P&L, bars held, and exit reason for each closed trade CSV Export Fields: Outputs trade data for external analysis Default Strategy Settings Commission & Slippage: Commission: 0.1% per trade Slippage: 3 ticks Initial Capital: $1,000 Position Size: 100% of equity per trade Main Calculation Parameters: Length: 70 (range: 70-7000) - Controls ZLEMA calculation period Band Multiplier: 1.2 - Adjusts width of volatility bands Entry Conditions (All Disabled by Default): Use ZLEMA Trend Confirmation: OFF - Requires ZLEMA directional momentum Re-Enter on Long Trend: OFF - Allows multiple entries during sustained trends Short Trades: Allow Short Trades: OFF - Strategy is long-only by default Performance Settings (All Disabled by Default): Use Profit Target: OFF Profit Target Risk-Reward Ratio: 2.0 (when enabled) Dynamic TP/SL (All Disabled by Default): Use ATR-Based Stop-Loss & Take-Profit: OFF ATR Length: 14 Stop-Loss ATR Multiplier: 1.5 Profit Target ATR Multiplier: 2.5 Use ATR Trailing Stop: OFF Trailing Stop ATR Multiplier: 1.5 Use Break-Even Stop-Loss: OFF Move SL to Break-Even After RR: 1.5 Use Trend-Based Take Profit: OFF EMA Exit Length: 9 Trade Data Display (All Disabled by Default): Show Floating Stats Table: OFF Show Trade Log Labels: OFF Enable CSV Export: OFF Trade Label Vertical Offset: 0.5 Backtesting Date Range: Start Date: January 1, 2018 End Date: December 31, 2069 Important Usage Notes Default Configuration: The strategy operates in its most basic form with default settings - using only ZLEMA crossovers with volatility bands and volatility-based stop-losses. All advanced features must be manually enabled. Stop-Loss Priority: If multiple stop-loss methods are enabled simultaneously, the strategy will use whichever condition is hit first. ATR-based stops override volatility-based stops when enabled. Long-Only by Default: Short trading is disabled by default. Enable "Allow Short Trades" to trade both directions. Performance Monitoring: Enable the floating stats table and trade log labels to visualize strategy performance during backtesting. Exit Mechanisms: The strategy can exit trades through multiple methods: stop-loss hit, take-profit reached, trend reversal, or trailing stop activation. The trade log identifies which exit method was used. Re-Entry Logic: When "Re-Enter on Long Trend" is enabled with ZLEMA trend confirmation, the strategy can take multiple long positions during extended uptrends as long as all entry conditions remain valid. Capital Efficiency: Default setting uses 100% of equity per trade. Adjust "default_qty_value" to manage position sizing based on risk tolerance. Realistic Backtesting: Strategy includes commission (0.1%) and slippage (3 ticks) to provide realistic performance expectations. These values should be adjusted based on your broker and market conditions. Recommended Use Cases Trending Markets: Best suited for markets with clear directional moves where trend-following strategies excel Medium to Long-Term Trading: The default length of 70 makes this strategy more appropriate for swing trading rather than scalping Risk-Conscious Traders: Multiple stop-loss options allow traders to customize risk management to their comfort level Backtesting & Optimization: Comprehensive performance tracking features make this strategy ideal for testing different parameter combinations Limitations & Considerations Like all trend-following strategies, performance may suffer in choppy or ranging markets Default 100% position sizing means full capital exposure per trade - consider reducing for conservative risk management Higher length values (70+) reduce signal frequency but may improve signal quality Multiple simultaneous risk management features may create conflicting exit signals Past performance shown in backtests does not guarantee future results Customization Tips For more aggressive trading: Reduce length parameter (minimum 70) Decrease band multiplier for tighter bands Enable short trades Use lower profit target R:R ratios For more conservative trading: Increase length parameter Enable ZLEMA trend confirmation Use wider ATR stop-loss multipliers Enable break-even stop-loss Reduce position size from 100% default For optimal choppy market performance: Enable ZLEMA trend confirmation Increase band multiplier Use tighter profit targets Avoid re-entry on trend continuation Visual Elements The strategy plots several elements on the chart: ZLEMA line (color-coded by trend direction) Upper and lower volatility bands Long entry markers (green triangles) Short entry markers (red triangles, when enabled) Stop-loss levels (when positions are open) Take-profit levels (when enabled and positions are open) Trailing stop lines (when enabled and positions are open) Optional ZLEMA trend markers (triangles at highs/lows) Optional trade log labels showing complete trade information Exit Reason Codes (for CSV Export) When CSV export is enabled, exit reasons are coded as: 0 = Manual/Other 1 = Trailing Stop-Loss 2 = Profit Target 3 = ATR Stop-Loss 4 = Trend Change Conclusion Zero Lag Trend Signals V7 provides a robust framework for trend-following with extensive customization options. The strategy balances simplicity in its core logic with sophisticated risk management features, making it suitable for both beginner and advanced traders. By reducing moving average lag while incorporating volatility-based signals, it aims to capture trends earlier while managing risk through multiple configurable exit mechanisms. The modular design allows traders to start with basic trend-following and progressively add complexity through ZLEMA confirmation, multiple stop-loss methods, and advanced exit strategies. Comprehensive performance tracking and export capabilities make this strategy an excellent tool for systematic testing and optimization. Note: This strategy is provided for educational and backtesting purposes. All trading involves risk. Past performance does not guarantee future results. Always test thoroughly with paper trading before risking real capital, and adjust position sizing and risk parameters according to your risk tolerance and account size. ================================================================================ TAGS: ================================================================================ trend following, ZLEMA, zero lag, volatility bands, ATR stops, risk management, swing trading, momentum, trend confirmation, backtesting ================================================================================ CATEGORY: ================================================================================ Strategies ================================================================================ CHART SETUP RECOMMENDATIONS: ================================================================================ For optimal visualization when publishing: Use a clean chart with no other indicators overlaid Select a timeframe that shows multiple trade signals (4H or Daily recommended) Choose a trending asset (crypto, forex major pairs, or trending stocks work well) Show at least 6-12 months of data to demonstrate strategy across different market conditions Enable the floating stats table to display key performance metrics Ensure all indicator lines (ZLEMA, bands, stops) are clearly visible Use the default chart type (candlesticks) - avoid Heikin Ashi, Renko, etc. Make sure symbol information and timeframe are clearly visible ================================================================================ COMPLIANCE NOTES: ================================================================================ ✅ Open-source publication with complete code visibility ✅ English-only title and description ✅ Detailed explanation of methodology and calculations ✅ Realistic commission (0.1%) and slippage (3 ticks) included ✅ All default parameters clearly documented ✅ Performance limitations and risks disclosed ✅ No unrealistic claims about performance ✅ No guaranteed results promised ✅ Appropriate for public library (original trend-following implementation with ZLEMA) ✅ Educational disclaimers included ✅ All features explained in detail ================================================================================
Stratégie Pine Script®
par Quant_Trading_Pro