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.
Volatilité historique
ADR [KasTrades]This ADR indicator has 2 options: a Range of ADR, such as 7 and 14 which is typically used for indexes, index futures and equities, or a single ADR such as a 5 day which is typically used for forex.
The session start time is 17:00 ET (NY Time) by default, this is adjustable.
You can adjust the ADR days to different ranges such as 5 and 10, or a single ADR day such as 7.
Colors of the ADR high and low are also adjustable.
Volatility Adjusted Relative Strength (VARS) - Histogram OptionI’ve developed a new version of VARS that includes an option to toggle it into a histogram view. I recommend using a single neutral color rather than the conventional “red below 0, green above 0” scheme — because true RS analysis shouldn’t rely on color cues. The focus should be on the immediacy and persistence of RS itself to capture that initial breakout move as the most optimal RRR entry. This also provides clearer insight and visualization into how RS functions (both traditional and VARS) since RS is a static EOD metric derived from a defined timeframe.
I want to emphasize again that VARS is useful to identify low-risk entries, with relative strength calibrated to the volatility of the reference index (in this case, AMEX:SPY ). It is not used to determine my exits — those should be governed by a strict, non-discretionary framework for partial profit-taking and final exit of a position.
First Passage Time - Distribution AnalysisThe First Passage Time (FPT) Distribution Analysis indicator is a sophisticated probabilistic tool that answers one of the most critical questions in trading: "How long will it take for price to reach my target, and what are the odds of getting there first?"
Unlike traditional technical indicators that focus on what might happen, this indicator tells you when it's likely to happen.
Mathematical Foundation: First Passage Time Theory
What is First Passage Time?
First Passage Time (FPT) is a concept in stochastic processes that measures the time it takes for a random process to reach a specific threshold for the first time. Originally developed in physics and mathematics, FPT has applications in:
Quantitative Finance: Option pricing, risk management, and algorithmic trading
Neuroscience: Modeling neural firing patterns
Biology: Population dynamics and disease spread
Engineering: Reliability analysis and failure prediction
The Mathematics Behind It
This indicator uses Geometric Brownian Motion (GBM), the same stochastic model used in the Black-Scholes option pricing formula:
dS = μS dt + σS dW
Where:
S = Asset price
μ = Drift (trend component)
σ = Volatility (uncertainty component)
dW = Wiener process (random walk)
Through Monte Carlo simulation, the indicator runs 1,000+ price path simulations to statistically determine:
When each threshold (+X% or -X%) is likely to be hit
Which threshold is hit first (directional bias)
How often each scenario occurs (probability distribution)
🎯 How This Indicator Works
Core Algorithm Workflow:
Calculate Historical Statistics
Measures recent price volatility (standard deviation of log returns)
Calculates drift (average directional movement)
Annualizes these metrics for meaningful comparison
Run Monte Carlo Simulations
Generates 1,000+ random price paths based on historical behavior
Tracks when each path hits the upside (+X%) or downside (-X%) threshold
Records which threshold was hit first in each simulation
Aggregate Statistical Results
Calculates percentile distributions (10th, 25th, 50th, 75th, 90th)
Computes "first hit" probabilities (upside vs downside)
Determines average and median time-to-target
Visual Representation
Displays thresholds as horizontal lines
Shows gradient risk zones (purple-to-blue)
Provides comprehensive statistics table
📈 Use Cases
1. Options Trading
Selling Options: Determine if your strike price is likely to be hit before expiration
Buying Options: Estimate probability of reaching profit targets within your time window
Time Decay Management: Compare expected time-to-target vs theta decay
Example: You're considering selling a 30-day call option 5% out of the money. The indicator shows there's a 72% chance price hits +5% within 12 days. This tells you the trade has high assignment risk.
2. Swing Trading
Entry Timing: Wait for higher probability setups when directional bias is strong
Target Setting: Use median time-to-target to set realistic profit expectations
Stop Loss Placement: Understand probability of hitting your stop before target
Example: The indicator shows 85% upside probability with median time of 3.2 days. You can confidently enter long positions with appropriate position sizing.
3. Risk Management
Position Sizing: Larger positions when probability heavily favors one direction
Portfolio Allocation: Reduce exposure when probabilities are near 50/50 (high uncertainty)
Hedge Timing: Know when to add protective positions based on downside probability
Example: Indicator shows 55% upside vs 45% downside—nearly neutral. This signals high uncertainty, suggesting reduced position size or wait for better setup.
4. Market Regime Detection
Trending Markets: High directional bias (70%+ one direction)
Range-bound Markets: Balanced probabilities (45-55% both directions)
Volatility Regimes: Compare actual vs theoretical minimum time
Example: Consistent 90%+ bullish bias across multiple timeframes confirms strong uptrend—stay long and avoid counter-trend trades.
First Hit Rate (Most Important!)
Shows which threshold is likely to be hit FIRST:
Upside %: Probability of hitting upside target before downside
Downside %: Probability of hitting downside target before upside
These always sum to 100%
⚠️ Warning: If you see "Low Hit Rate" warning, increase this parameter!
Advanced Parameters
Drift Mode
Allows you to explore different scenarios:
Historical: Uses actual recent trend (default—most realistic)
Zero (Neutral): Assumes no trend, only volatility (symmetric probabilities)
50% Reduced: Dampens trend effect (conservative scenario)
Use Case: Switch to "Zero (Neutral)" to see what happens in a pure volatility environment, useful for range-bound markets.
Distribution Type
Percentile: Shows 10%, 25%, 50%, 75%, 90% levels (recommended for most users)
Sigma: Shows standard deviation levels (1σ, 2σ)—useful for statistical analysis
⚠️ Important Limitations & Best Practices
Limitations
Assumes GBM: Real markets have fat tails, jumps, and regime changes not captured by GBM
Historical Parameters: Uses recent volatility/drift—may not predict regime shifts
No Fundamental Events: Cannot predict earnings, news, or macro shocks
Computational: Runs only on last bar—doesn't give historical signals
Remember: Probabilities are not certainties. Use this indicator as part of a comprehensive trading plan with proper risk management.
Created by: Henrique Centieiro. feedback is more than welcome!
Lakshmi - Vajra Energy Signal (VES)Vajra Energy Signal (VES) is an advanced volume analysis indicator that detects energy accumulated inside the market.
When assessing the strength of trading activity, conventional practice looks at the magnitude of volume; VES is designed with the understanding that the same volume can have different meanings depending on the price range.
VES analyzes the complex relationship between price movement and volume with a proprietary algorithm and can detect internal market activities that are invisible from surface‑level price action, visualizing the characteristic whereby the value rises before a breakout.
In other words, VES views the market as an “energy system.” In the energy accumulation phase, relatively high volume occurs relative to the price range, and in the energy release phase, the stored energy is emitted as high volatility in price, that is, a breakout—this is the core concept on which VES is established.
⚡️ Basic Demonstration
i.imgur.com
As you can see in the image above, VES simply displays the highs and lows of energy stored in the market as a thin line in a separate panel.
It is easy for traders to understand its intuitive patterns: it rises when hidden buying accumulation or selling activity continue and sink when a price breakout occurs. It can be applied across symbols and markets (stocks, commodities, cryptocurrencies, spot, and futures). While reducing clutter in price scale labels, it also supports dynamic autoscaling.
⚡️ Practical Usage
VES is expected to be used for the following purposes.
- Entry signal
When the VES value continues to rise—i.e., during energy accumulation—it can be considered on standby for a breakout. After a breakout, a trader can confirm the trend direction and enter.
- Exit signal
If the VES value rises during a trend, consider the possibility of a reversal and consider taking profits.
- Risk management
If the VES value remains elevated for a long period, regard it as increased market uncertainty and an approaching breakout; adopt a cautious trading strategy to prepare for higher volatility and adjust position size.
For example, in the BINANCE:SOLUSDT daily chart below, VES clearly shows how it functions in short‑term trading.
i.imgur.com
In September 2023, when the price was moving around 20 USDT, VES formed frequent small spikes. These early spikes suggest that market participants were still in a wait‑and‑see mode and that small‑scale accumulation was being conducted intermittently.
A decisive change came in early October 2023. While the price still stagnated in the 20–25 USDT range, VES suddenly formed a huge spike. The scale of this spike was far larger than those in September 2023, clearly suggesting that hidden substantial trading activities by large investors had begun.
In mid‑October 2023, the price began to rise. It climbed stepwise from 25 USDT to 40 USDT, then to 60 USDT and 75 USDT, and then surged to above 120 USDT within just a few weeks. This suggests that the energy built in the buy accumulation phase in early October 2023 was converted into price appreciation.
Therefore, after such a large VES signal is observed and the price breaks upward, entering a long position could have been profitable.
A large VES reaction is not only a quiet “buy signal” as in the example above; it can also be a “sell signal.” Such a case is explained below using an example on the BTC chart.
i.imgur.com
This BITSTAMP:BTCUSD 4‑hour chart is a valuable example showing how VES detects top formation on a short timeframe. In the first half of February 2024, the price moved in a relatively narrow 96,000–99,000 USD range. During this period, VES remained stable at low levels, and the market continued a calm uptrend.
The first sign appeared on February 16, 2024. While the price still held around 97,000 USD, VES formed a clearly identifiable small spike. This implied that some large investors had begun to take profits, or that new sellers had started to build short positions. However, at that point, the impact on price was limited, and many traders may have overlooked the signal.
The decisive turning point came on February 23, 2024. With the price moving around 98,000 USD, VES suddenly formed a huge spike. The scale of this spike was far larger than previous moves, clearly indicating that significant energy was accumulating.
Importantly, even at this moment the price still remained at the highs. On the surface, price barely moved and the bull trend appeared intact, but VES detected a major internal change underway.
On February 24, 2024, the price collapsed and began to fall. It dropped about 15% from 97,000 USD to 82,000 USD in a few days. The speed and magnitude of this decline corroborated the quiet “sell signal” indicated by the VES spikes.
The key lesson from this chart is that a VES spike does not necessarily mean buy accumulation. A large VES spike formed at high prices may instead indicate a distribution phase—that is, large investors exiting or building short positions. When the price is at elevated levels, a VES spike should be considered not only as a precursor to further upside but also as a warning of potential downside.
From a trading‑strategy perspective, the huge VES spike on February 23, 2024 was a clear signal to exit or to consider entering short positions. At that point, traders should have either closed long positions or to consider building a short position. The moment when price started to decline from its peak was exactly the entry timing for a short.
On the 4‑hour timeframe, changes in VES appear faster and more dramatically. While this allows more agile responses, the risk of false signals is also higher; therefore, confirmation on other timeframes and comprehensive judgment with price action are essential.
VES is a powerful tool for reading internal market activities, and this chart clearly shows that its interpretation requires flexibility that takes into account market conditions and price location.
⚡️ Parameter Settings
Strength 1: The lower the number, the more it emphasizes responses closer to the present timeframe; the higher the number, the more it emphasizes responses farther from the present timeframe. 5 is recommended.
Strength 2: The lower the number, the greater the volatility of the value; the higher the number, the smaller the volatility. 5 is recommended.
Scale: Adjusts the display scale. −30 is recommended.
⚡️ Conclusion
Vajra Energy Signal (VES) visualizes the cycle of energy accumulation in the market from the relative relationship between price range and volume, detecting hidden activities by market participants that conventional volume analysis cannot capture. VES serves as a powerful auxiliary tool for early detection of turning points, enabling deeper market understanding and more accurate timing decisions. As the examples show, there is a possibility of sensing major price movements in advance. When using VES, flexible interpretation according to market environment and price location is required, and it demonstrates its true value when combined with price action and other analysis methods such as support/resistance.
⚡️ Important Notes
- VES is a tool that infers internal market energy; it does not guarantee trades or suggest future results.
- We strongly recommend using it together with price action analysis and support/resistance.
- Confirmation across different timeframes improves reliability.
- Effectiveness may vary depending on market conditions and liquidity.
- Very illiquid instruments or newly listed assets may produce more noise.
⚡️ How to Get Access
This indicator is Public Invite‑Only. If you would like access, please apply by following the Author’s Instructions.
SMR - Simple Market Recap📊 Simple Market Recap (SMR)
🎯 A comprehensive market overview tool displaying price changes, percentage movements, and status indicators for multiple financial instruments across customizable timeframes with intelligent data synchronization.
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📋 OVERVIEW
The Simple Market Recap indicator provides a professional market analysis dashboard that displays key performance metrics for major financial instruments. This educational tool features intelligent asset selection, automatic dark mode detection, comprehensive period analysis with bilingual support, and advanced data synchronization ensuring accurate price data regardless of the current chart symbol.
Perfect for:
Market overview analysis and educational study
Multi-asset performance comparison and research
Weekly, daily, and monthly market recap visualization
Educational purposes and market trend analysis
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🚀 KEY FEATURES & ENHANCEMENTS
🌙 Intelligent Dark Mode Detection
Automatic chart background color analysis and adaptation
Dynamic color scheme adjustment for optimal visibility
Enhanced contrast ratios for both light and dark themes
Professional appearance across all chart backgrounds
📊 Comprehensive Asset Coverage
Major Forex Pairs: EURUSD, GBPUSD, AUDUSD, NZDUSD, USDCHF, USDJPY, USDCAD
Indices & Dollar: DXY (US Dollar Index), SPX (S&P 500)
Commodities: XAUUSD (Gold), USOIL (Crude Oil)
Bonds: US10Y (10-Year Treasury)
Cryptocurrencies: BTCUSDT, ETHUSDT
Selective asset display with individual on/off controls
Fixed asset order: DXY, EURUSD, GBPUSD, AUDUSD, NZDUSD, USDCHF, USDCAD, USDJPY, XAUUSD, USOIL, SPX, US10Y, ETHUSDT, BTCUSDT
⏰ Flexible Timeframe Analysis
Multiple Periods: Daily (1D), Weekly (1W), Monthly (1M)
Time Selection: Current Period or Previous Period analysis
Dynamic Titles: Automatic report naming with dates and periods
Historical Comparison: Compare current vs previous period performance
📈 Enhanced Data Visualization
Professional table with adaptive row count based on selected assets
Color-coded price movements: Enhanced green for positive, bright red for negative
Status emojis: ↗️ Up, ↘️ Down, ↔️ Sideways, ❓ No data
Smart price formatting based on asset type and price level
Improved contrast colors for better visibility in all lighting conditions
🔄 Advanced Data Synchronization
Symbol-Independent Accuracy: Correct data display regardless of current chart symbol
Real-Time Security Requests: Direct data fetching from specific instrument sources
Cross-Asset Reliability: Accurate price data for all monitored assets simultaneously
Data Integrity: No cross-contamination between different financial instruments
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🎨 PROFESSIONAL TABLE LAYOUT
Adaptive Design Features:
Automatic dark mode detection and color adaptation
Enhanced contrast ratios for better readability
Professional color scheme with clear data separation
Responsive design for all screen sizes and themes
Comprehensive Data Display:
Dynamic Title Row: Period-specific report titles with dates
Asset Column: Selected financial instruments
Open/Close Prices: Period opening and closing values
Change Percentage: Color-coded performance indicators
Pips Movement: Precise pip calculations for each asset
Status Indicators: Visual emoji representations of trend direction
Visual Design Features:
Merged title cells for clean header presentation
Asset-specific price formatting for optimal readability
Color-coded positive/negative movements
Professional table borders and spacing
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⚙️ ADVANCED CUSTOMIZATION
Timeframe Controls:
Report Period selection: Daily, Weekly, or Monthly analysis
Time Selection toggle: Current vs Previous period comparison
Dynamic row count based on active asset selection
Automatic title generation with period-specific formatting
Asset Selection:
Individual toggle controls for each supported asset
Major forex pairs with complete coverage
Cryptocurrency and precious metals options
Index and commodity instrument support
Display Options:
9 table positioning options across the entire chart
5 text size levels from Tiny to Huge for optimal visibility
Language selection between English and Vietnamese
Automatic theme adaptation for all chart backgrounds
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⚠️ EDUCATIONAL & ANALYTICAL PURPOSE
This indicator is designed exclusively for educational market analysis and research purposes .
📚 Educational Applications:
Understanding multi-asset market performance correlation
Studying period-based price movements and trends
Analyzing market volatility across different timeframes
Learning to read and interpret market recap data
📊 Analysis Capabilities:
Market overview visualization for educational study
Multi-timeframe performance comparison research
Historical period analysis and trend identification
Cross-asset correlation studies and market research
🚨 Important Disclaimer: This tool provides educational market data visualization only and does NOT generate trading signals or investment advice. All data is for learning and analysis purposes. Users must conduct independent research and consult financial professionals before making any investment decisions.
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🛠️ SETUP & CONFIGURATION
Quick Start Guide:
Add the indicator to your chart from the indicators library
Select your preferred language (English or Vietnamese)
Choose your desired reporting timeframe (Daily, Weekly, or Monthly)
Select Current Period or Previous Period for analysis
Toggle on/off specific assets you want to monitor
Adjust table position and text size for optimal viewing
Advanced Configuration:
Customize asset selection based on your analysis needs
Configure timeframe settings for different market studies
Set up language preferences for your region
Fine-tune display options for your screen setup
Optimize table positioning for your chart layout
Theme Optimization:
Indicator automatically detects your chart theme
Colors adapt automatically for optimal contrast and readability
No manual adjustments required for theme changes
Professional appearance maintained across all backgrounds
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🔧 TECHNICAL SPECIFICATIONS
Performance & Reliability:
Pine Script v6 with optimized data retrieval
Real-time updates with minimal CPU and memory usage
No repainting or lookahead bias in calculations
Stable performance across all timeframes and instruments
Universal Compatibility:
Works with all TradingView chart types and instruments
Compatible with mobile and desktop platforms
Supports all timeframes with period-specific analysis
Cross-platform functionality with consistent behavior
Data Precision:
High-precision floating-point calculations
Asset-specific formatting and pip calculations
Real-time price data from multiple exchanges
Accurate percentage and movement calculations
Advanced Features:
Automatic chart background detection and color adaptation
Dynamic table sizing based on active asset selection
Intelligent price formatting for different asset classes
Professional status indicators with emoji visualization
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📋 VERSION HISTORY
v1.7 - Enhanced Data Synchronization & Color Improvements
Fixed critical data synchronization issue - accurate data regardless of current chart symbol
Enhanced data retrieval system with symbol-specific security requests
Improved color scheme: brighter red for negative values, enhanced contrast
Fixed asset order: DXY, EURUSD, GBPUSD, AUDUSD, NZDUSD, USDCHF, USDCAD, USDJPY, XAUUSD, USOIL, SPX, US10Y, ETHUSDT, BTCUSDT
Optimized price formatting with proper decimal display and leading zeros
Enhanced calendar-based time calculations for accurate period reporting
Improved pip calculations for different asset classes
Professional color coding with adaptive contrast for all themes
Previous Versions:
v1.6 - Data accuracy improvements and bug fixes
v1.5 - Enhanced market analysis with flexible timeframes
v1.4 - Professional table layout and bilingual support
Earlier versions - Core market data display functionality development
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Author: tohaitrieu
Version: 1.7
Category: Market Analysis / Educational Overview
Language Support: English, Vietnamese
License: Educational Use Only
This indicator is provided exclusively for educational and analytical purposes to help users understand market overview concepts and multi-asset analysis. It features automatic theme adaptation, flexible timeframe analysis, enhanced data synchronization, and comprehensive market data visualization for the most accurate and informative educational experience. It does not provide trading signals or investment advice. Always conduct thorough research and consider professional guidance before making financial decisions.
Omega ATR Indicator📖 Introduction
The Ω ATR Indicator was created to provide a more complete and professional framework for volatility analysis than the classic Average True Range (ATR).
While the traditional ATR is a useful tool, it has limitations: it delivers a simple rolling average of volatility, but it does not adapt to market regimes, it does not highlight extreme events, and it often leaves the trader with incomplete information about risk.
The Ω ATR takes the same foundation and elevates it into a multi-dimensional volatility dashboard, adding statistical layers, adaptive calculations, and clear visual references that allow traders to interpret volatility in a way that is immediately actionable.
🔎 What makes it different from a standard ATR?
This indicator introduces several features beyond the classic formula:
True Range Core – plots the raw True Range (TR) for each bar, providing a direct, bar-by-bar view of volatility impulses.
Standard & Adjusted ATR – includes both the conventional ATR (smoothed average) and an Adjusted ATR that automatically corrects for extreme conditions by incorporating percentile rescaling.
Percentile Volatility Levels – dynamically calculated extreme thresholds (99.8%, 75%, 50%, 25%), plotted as dotted levels across the chart. These act as reference lines for “normal” vs. “abnormal” volatility, useful for spotting unusual price expansions or contractions.
Linear Regression Volatility Trend – overlays a regression line of volatility, showing whether the market is moving toward expansion (rising vol), contraction (falling vol), or stability.
Monetary Value Translation – the indicator converts volatility into points, ticks, and dollar values (based on the instrument’s point value). This allows futures traders and high-value instruments users to immediately see how much volatility is “worth” in cash terms.
Interactive Table Display – a real-time statistics table is displayed directly on the chart, showing:
SMA of ATR in $ and points
Percentile-based volatility range (VAR) in $ and points
Tick equivalences, for quick position sizing
⚡ How traders can use it
The Ω ATR Indicator is designed to be versatile, fitting both discretionary traders and systematic strategy developers.
Risk Management: ATR-based stop losses and position sizing are significantly improved by using the adjusted ATR and percentile thresholds. Traders can size their positions according to volatility regimes, not just raw averages.
Breakout & Exhaustion Detection: When TR or ATR values spike above the 99.8% or 95% percentile levels, this often corresponds to breakout conditions or volatility exhaustion — useful for breakout strategies, mean-reversion setups, and volatility fades.
Market Regime Identification: The regression line helps distinguish if volatility is rising (trending environment, larger swings expected) or compressing (range-bound environment, lower risk opportunities).
Multi-Asset Flexibility: Works equally well on equities, futures, crypto, and FX. Its point/tick/dollar conversion makes it especially powerful for futures traders who need to quantify risk precisely.
Scalping to Swing Trading: On lower timeframes, it acts as a micro-volatility detector; on higher timeframes, it functions as a strategic risk gauge for position management.
⚙️ Settings and Customization
Length: The ATR lookback period (default = 34).
Shorter lengths (14–21) for intraday traders who want fast response.
Longer lengths (34–55) for swing/position traders who want smoother readings.
AVG / ADJ AVG: Toggle to display the standard ATR or the adjusted ATR.
Volatility Levels: Enable/disable up to 4 percentile-based levels (1st = 25%, 2nd = 50%, 3rd = 75%, 4th = 99.8%). Recommended: keep 3 levels active for clarity.
Color Controls: All plots and levels are fully customizable to match your chart style.
Table Display: Positioned on the chart (default: middle-right) with key values updated in real time.
🧭 Best Practices for Use
Combine with Trend Tools: Volatility readings are most powerful when combined with trend filters or volume analysis. For example, a breakout with both high volatility and trend confirmation is stronger than either alone.
ATR Stops: Use the Adjusted ATR rather than the standard one when trailing stops in highly volatile instruments like crypto or Nasdaq futures, as it adapts to outlier spikes.
Dollar Risk Translation: Use the dollar-value outputs to predefine maximum acceptable risk per trade (e.g., “I only risk $250 per position”). This bridges volatility to portfolio risk management.
Event Monitoring: Around economic events or earnings, expect volatility spikes above higher percentile levels. The indicator makes these moves instantly visible.
📌 Summary
The Ω ATR Indicator is not just “another ATR.” It is a comprehensive volatility framework that transforms volatility from a simple statistic into an actionable trading signal.
By combining:
the classic ATR,
an adjusted ATR,
percentile extremes,
regression-based volatility trends,
and real-time dollar conversions,
…this tool allows traders to precisely understand, visualize, and act on volatility in ways that a standard ATR simply cannot provide.
Whether you are scalping intraday moves, swing trading equities, or managing futures positions, the Ω ATR equips you with a professional-grade volatility dashboard that clarifies risk, highlights opportunity, and adapts across all markets and timeframes.
👉 Designed and developed by OmegaTools for traders who demand precision, clarity, and adaptability in their volatility analysis.
MIT MACD • Filled/Hollow Momentum HistogramThe MIT MACD • Filled/Hollow Momentum Histogram is an enhanced version of the classic MACD.
- Dual-style histogram (filled for acceleration, hollow for deceleration).
- Customizable colors for bars, MACD/Signal lines, and background.
- Background highlight when the slow line crosses the zero-line.
- Fully adjustable parameters, keeping TradingView defaults.
此脚本是经典 MACD 的进阶版，支持实心/空心动能柱体，零轴背景高亮，参数与配色可自由调整，更直观捕捉趋势与动能变化。
Realized Volatility (StdDev of Returns, %)Realized Volatility (StdDev of Returns, %)
This indicator measures realized (historical) volatility by calculating the standard deviation of log returns over a user-defined lookback period. It helps traders and analysts observe how much the price has varied in the past, expressed as a percentage.
How it works:
Computes close-to-close logarithmic returns.
Calculates the standard deviation of these returns over the selected lookback window.
Provides three volatility measures:
Daily Volatility (%): Standard deviation over the chosen period.
Annualized Volatility (%): Scaled using the square root of the number of trading days per year (default = 250).
Horizon Volatility (%): Scaled to a custom horizon (default = 5 days, useful for short-term views).
Inputs:
Lookback Period: Number of bars used for volatility calculation.
Trading Days per Year: Used for annualizing volatility.
Horizon (days): Adjusts volatility to a shorter or longer time frame.
Notes:
This is a statistical measure of past volatility, not a forecasting tool.
If you change the scale to logarithmic, the indicator readibility improves.
It should be used for analysis in combination with other tools and not as a standalone signal.
Realized Volatility (StdDev of Returns, %)📌 Realized Volatility (StdDev of Returns, %)
This indicator measures realized volatility directly from price returns, instead of the common but misleading approach of calculating standard deviation around a moving average.
🔹 How it works:
Computes close-to-close log returns (the most common way volatility is measured in finance).
Calculates the standard deviation of these returns over a chosen lookback period (default = 200 bars).
Converts results into percentages for easier interpretation.
Provides three key volatility measures:
Daily Realized Vol (%) – raw standard deviation of returns.
Annualized Vol (%) – scaled by √250 trading days (market convention).
Horizon Vol (%) – volatility over a custom horizon (default = 5 days, i.e. weekly).
🔹 Why use this indicator?
Shows true realized volatility from historical returns.
More accurate than measuring deviation around a moving average.
Useful for traders analyzing risk, position sizing, and comparing realized vs implied volatility.
⚠️ Note:
It is best used on the Daily Chart!
By default, this uses log returns (which are additive and standard in quant finance).
If you prefer, you can easily switch to simple % returns in the code.
Volatility estimates depend on your chosen lookback length and may vary across timeframes.
Auto Fib V2Auto Fib V2 — Advanced Fibonacci Mapping Tool
Introduction
Auto Fib V2 is an advanced Fibonacci retracement indicator that automatically adapts to recent market ranges. Rather than manually drawing Fibonacci lines, this script dynamically maps them based on the most recent highs and lows, allowing traders to see the chart as if it were a "navigation map." Its primary purpose is to help identify potential buy and sell zones with greater clarity.
Key Concept
The script is built on a simple but powerful interpretation of Fibonacci retracement:
When the price moves below the 0.236 level, it suggests an oversold zone, where buyers may step in and market reversal potential increases.
When the price rises above the 0.764 level, it highlights an overbought zone, where sellers may become more active and risk of reversal grows.
Between these extremes, the Golden Pocket (0.382–0.618 zone) is highlighted as the area where institutional traders and algorithms often react. Historically, this is one of the most respected Fibonacci areas in technical analysis.
Features & Customization
Automatic Range Detection: The indicator automatically finds the recent high/low (based on user-defined lookback bars) and applies Fibonacci levels.
Flexible Direction Setting: Traders can use Auto Mode to let the script decide direction from price movement, or manually choose upward/downward mapping.
Multiple Levels Display: Beyond the standard levels, extra fractional retracements (0.146, 0.309, 0.441, etc.) are included for more precise mapping.
Golden Pocket Highlighting: Visually emphasizes the 0.382–0.618 retracement zone for quick recognition.
Custom Styles: Switch between line-based and dot-based plotting, with adjustable colors and transparency for improved readability.
Practical Use
Auto Fib V2 is not intended as a direct buy/sell signal generator, but as a contextual guide. Traders can use it to:
Confirm whether the current price area is closer to an overbought or oversold condition.
Combine it with oscillators (RSI, MACD) or trend indicators (EMA, ADX) to strengthen trading decisions.
Identify confluence zones where Fibonacci levels overlap with key supports/resistances.
Quickly adapt to market shifts without the need to redraw Fibonacci retracement lines repeatedly.
Why Use Auto Fib V2?
Manual Fibonacci drawing can be subjective, often depending on the swing points a trader chooses. Auto Fib V2 reduces that subjectivity by using consistent logic, creating a more systematic approach. For intraday traders, it provides rapid context to assess whether the market is stretched or balanced. For swing traders, it offers a map of reaction zones across higher timeframes.
Intelligent Trading SuiteIntelligent Trading Suite
“One script to rule them all.”
Overview
The Intelligent Trading Suite is a professional-grade decision system built in Pine Script. It is a unified engine—not a bundle of indicators—that combines adaptive pattern recognition, historical memory, and multi-context intelligence into one framework. Using a deep historical pattern database and integrating session dynamics, market calendars, holiday effects, and economic events, it filters noise and adapts to conditions. Core emphasis: precise pattern detection with target-price projection that remains stable as new candles print (mitigates target drift) and early detection of forming geometric patterns and divergences/hidden divergences.
Core Features
All-Timeframe Operation: Works across every TradingView timeframe—from 1m to 1W—without performance drift.
Pattern Recognition with Targets: Detects triangles, wedges, cup & handle, flags, and H&S; projects targets and stabilizes them against common drift as price evolves.
Early Signal Engine: Flags forming patterns and divergences before completion and notifies when prerequisites align.
Historical Pattern Intelligence: Stores and compares thousands of prior states (Hull, VWAP, RSI, MACD, SMA, CVD) to weight current conditions and calibrate confidence.
Context & Regime Awareness: Adjusts for volatility regimes, liquidity sessions, day-of-week bias, holidays, and macro events.
Unified Signal & Confidence: Fuses all streams into a single Overall signal with calibrated confidence levels (Weak / Neutral / Strong).
Visualization & Alerts
Compact Ultimate Intelligence Table showing each analytical pillar, plus the Overall signal, and an option to show them on the chart as well.
Alerts on table for: new pattern detection, divergence events, volatility shifts, and trend reversals.
Important Notes
-Free plan runtime: TradingView Free accounts may hit platform limits.
Fix: Open settings → switch Mode from Paid to Free → runs within Free limits.
-Heavy computation: The script is calculation- and data-intensive; initial runs can take time.
If a rare runtime error occurs, simply reload the page and continue.
Attributions
Hull Moving Average (Alan Hull)
VWAP (Volume Weighted Average Price)
RSI (Relative Strength Index, J. Welles Wilder Jr.)
MACD (Moving Average Convergence Divergence, Gerald Appel)
Black Flag ATR bands (Jose Azcarate)
Proprietary enhancements, target-stabilization logic, and the nuclear intelligence architecture are original research for this suite.
Compliance
Educational and analytical use only
No financial advice
Ad-free; aligned with TradingView House Rules
Proper attribution included
Access
To get access, please read the Author’s instructions on the script’s page.
Monthly Expected Move (IV + Realized)What it does
Overlays 1-month expected move bands on price using both forward-looking options data and backward-looking realized movement:
IV30 band — from your pasted 30-day implied vol (%)
Straddle band — from your pasted ATM ~30-DTE call+put total
HV band — from Historical Volatility computed on-chart
ATR band — from ATR% extrapolated to ~1 trading month
Use it to quickly answer: “How much could this stock move in ~1 month?” and “Is the market now pricing more/less movement than we’ve actually been getting?”
Inputs (quick)
Implied (forward-looking)
Use IV30 (%) — paste annualized IV30 from your options platform.
Use ATM 30-DTE Straddle — paste Call+Put total (per share) at the ATM strike, ~30 DTE.
Realized (backward-looking)
HV lookback (days) — default 21 (≈1 trading month).
ATR length — default 14.
Note: TradingView can’t fetch option data automatically. Paste the IV30 % or the straddle total you read from your broker (use Mark/mid prices).
How it’s calculated
IV band (±%) = IV30 × √(21/252) (annualized → ~1-month).
Straddle band (±%) = (ATM Call + Put) / Spot to that expiry (≈30 DTE).
HV band (±%) = stdev(log returns, N) × √252 × √(21/252).
ATR band (±%) = (ATR(len)/Close) × √21.
All bands are plotted as upper/lower envelopes around price, plus an on-chart readout of each ±% for quick scanning.
How to use it (at a glance)
IV/Straddle bands wider than HV/ATR → market expects bigger movement than recent actuals (possible catalyst/expansion).
All bands narrow → likely a low-mover; look elsewhere if you want action.
HV > IV → realized swings exceed current pricing (mean-reversion or vol bleed often follows).
Pro tips
For ATM straddle: pick the expiry closest to ~30 DTE, use the ATM strike (closest to spot), and add Call Mark + Put Mark (per share). If the exact ATM strike isn’t quoted, average the two neighboring strikes.
The simple straddle/spot heuristic can read slightly below the IV-derived 1σ; that’s normal.
Keep the chart on daily timeframe—the math assumes trading-day conventions (~252/yr, ~21/mo).
ATR Dynamische Candles 1.2 (by Droes)This script visualizes ATR values as candles to the right of the last candle at today's high and today's low.
ATR Daily Viz V30.0This script visualizes ATR values as candles to the right of the last candle at today's high and low.
This is the first version.
ATR Daily Viz V30.0This script visualizes ATR values as candles to the right of the last candle at today's high and low.
This is the first version.
Institutional HeatmapHeatmap Range - Volume Profile Visualization Indicator
What This Indicator Does
The Heatmap Range indicator provides a sophisticated volume profile visualization that displays price levels with the highest trading activity using color-coded heatmaps directly on your chart. Unlike traditional volume indicators, this tool shows WHERE the most significant trading occurred within specific price ranges over a customizable lookback period.
Advanced Volume Analysis
Volume-Weighted Price Levels: Calculates and displays up to 20 price levels based on actual trading volume
Customizable Time Period: Analyze volume distribution over 10-500 bars (default: 180 bars)
Smart Bin Sizing: Adjustable pip range (0.1-50 pips) for precise level identification
Peak Detection: Automatically identifies and centers display around highest volume areas
Visual Customization
3 Color Patterns:
Inverted Heat (Orange to Dark Red)
Inverted Cool (Orange to Dark Blue)
Inverted Purple (Light Pink to Dark Purple)
Transparency Control: 0-95% transparency for optimal chart readability
Adaptive Display: Shows most relevant levels centered around peak volume
Multi-Asset Support
Forex Pairs (EUR/USD, GBP/USD, etc.)
Precious Metals (Gold/XAUUSD, Silver/XAGUSD)
Futures (NQ, ES, YM, etc.)
Cryptocurrencies
Stock Indices
Customizable Parameters
Histogram Period (10-500, Default: 180) Bars to analyze for volume distribution
Bin Range (0.1-50 pips, Default: 5.0) Price range for each volume level
Color Pattern (1-3, Default: 1) Visual color scheme selection
Average Volume Period (10-200, Default: 100) Period for volume normalization
Max Display Levels (5-20, Default: 20) Maximum price levels to show
Transparency (0-95%, Default: 50%) Opacity of heatmap display
How to Use
For Day Traders
Identify key support/resistance levels based on actual volume
Spot high-probability reversal zones
Plan entries/exits around significant volume levels
For Swing Traders
Analyze longer-term volume distribution patterns
Identify major accumulation/distribution zones
Confirm breakout levels with volume validation
For Scalpers
Quick identification of intraday volume hotspots
Real-time volume level updates
Precise entry/exit timing around volume clusters
Visual Interpretation
Darker Colors: Higher volume concentration (stronger levels)
Lighter Colors: Lower volume concentration
Color Intensity: Directly correlates to volume strength at that price level
Level Positioning: Automatically centers around peak volume areas
Technical Specifications
Pine Script Version: v5
Chart Overlay: Yes
Max Bars Back: 1000
Performance Optimized: Limited to 200 bins for smooth operation
Real-time Updates: Dynamic calculation on each bar close
Getting Started
Add to Chart: Apply indicator to any supported timeframe
Adjust Period: Set histogram period based on your trading style
Choose Colors: Select color pattern that suits your chart theme
Fine-tune Levels: Adjust bin range and max levels for optimal display
Set Transparency: Balance visibility with chart clarity
Important Notes
Minimum Data Requirement: Needs at least 10 bars of history to function
Performance: Higher periods and smaller bin ranges require more processing
Volume Dependency: Most effective on instruments with consistent volume data
Timeframe Agnostic: Works on all timeframes from 1-minute to monthly
Status Information
The indicator includes a real-time information table showing:
Current settings (Period, Bin Range, Color Pattern, Transparency)
Indicator status (Active/Loading)
Disclaimer: This indicator is for educational and informational purposes only. Past performance does not guarantee future results. Always conduct your own analysis and risk management before making trading decisions.
Compatible with TradingView's Pine Script v5 | Optimized for all market conditions | Professional-grade volume analysis
Sudden MOVE Spikes Buy SignalThis Pine Script indicator, titled "Sudden MOVE Spikes Buy Signal", is designed for TradingView charts to identify potential buy opportunities in risk assets (e.g., BTC, stocks, or any charted symbol) based on spikes in the MOVE index (a measure of U.S. Treasury bond volatility, often called the "VIX for bonds"). It leverages the observation that sharp MOVE spikes above a threshold (indicating bond market stress or illiquidity) have historically preceded liquidity injections from the Fed or Treasury, leading to rallies in risk assets post-2020 (e.g.,
March 2020 COVID crash, October 2022 rate hike volatility, March 2023 banking crisis). The indicator filters out false positives, like the February 2022 geopolitical spike from the Russia-Ukraine invasion, using WTI crude oil price surges as a proxy.Key features:Signal Detection: Fires a "Buy" label when the daily MOVE index crosses above the threshold (default 130) with a sudden rate of change (ROC > 27% over 5 days), signaling potential liquidity-driven bottoms.
Geopolitical Filter: Excludes signals if oil ROC exceeds 20% over 5 days, to avoid non-macro events.
Time Restriction: Only shows signals from January 1, 2020, onward, as the strategy is tuned to the post-COVID regime.
Visuals: Plots a green "Buy" label below the bar on the chart and optionally highlights the bar with a green background (85% opacity) for emphasis.
Alerts: Supports alerts for new signals via TradingView's alert system.
The indicator is versatile and can be applied to any asset chart, though it's optimized for risk assets like cryptocurrencies or equities. Backtesting shows high hit rates for rallies in S&P 500 and BTC after valid signals, but it's a heuristic tool—combine with other analysis for trading decisions.
Synthetic VX3! & VX4! continuous /VX futuresTradingView is missing continuous 3rd and 4th month VIX (/VX) futures, so I decided to try to make a synthetic one that emulates what continuous maturity futures would look like. This is useful for backtesting/historical purposes as it enables traders to see how their further out VX contracts would've performed vs the front month contract.
The indicator pulls actual realtime data (if you subscribe to the CBOE data package) or 15 minute delayed data for the VIX spot (the actual non-tradeable VIX index), the continuous front month (VX1!), and the continuous second month (VX2!) continually rolled contracts. Then the indicator's script applies a formula to fairly closely estimate how 3rd and 4th month continuous contracts would've moved.
It uses an exponential mean‑reversion to a long‑run level formula using:
σ(T) = θ+(σ0−θ)e−kT
You can expect it to be off by ~5% or so (in times of backwardation it might be less accurate).
📊 TickerTrendz - TradeScopeWhat This Indicator Does — In Plain English
This indicator helps you understand how much the market might move today and tomorrow, so you can trade smarter.
Here’s how it works:
Today’s Expected Range (Intraday ATR Projection):
It measures how much the market typically moves in a day (called ATR).
Starting from when the overnight Globex session opens at 5 PM CST, it draws lines showing 20%, 60%, and 100% of that typical daily movement above and below today’s session open price.
It also tells you, in real time, how far price has moved relative to that typical range, shown as a percentage. For example, “You’re 60% through today’s expected move.”
This helps you see if the market is calm, just starting to move, or already reaching typical daily highs or lows.
Tomorrow’s Volatility Forecast:
Using yesterday’s price moves, yesterday’s daily volatility, and average market volatility, it predicts how volatile the market might be tomorrow.
It colors the forecast to show if tomorrow is likely to be a normal day (green), a high volatility day (orange), or an extreme volatility day (red).
This gives you a heads-up if you should expect big moves or more calm trading the next day.
All Info in One Place:
Instead of cluttering your chart with many labels, all this info is neatly shown in a box on the top-right corner of your chart.
You get a quick snapshot of both today’s progress and tomorrow’s volatility forecast without distraction.
Why It Helps You
Manage your trades better: Knowing how much the market tends to move helps you place smarter stops and targets.
Prepare for volatility spikes: You’ll get a warning before big moves so you can adjust your trading style or risk.
Stay aware intraday: See if the market is already “done moving” for the day or if there’s still room for big swings.
Adaptive Squeeze Momentum +Adaptive Squeeze Momentum+ (Auto-Timeframe Version)
Overview
Adaptive Squeeze Momentum+ is an enhanced volatility and momentum indicator designed to identify compression and expansion phases in price action. It is inspired by the classic Squeeze Momentum Indicator by LazyBear but introduces automatic parameter adaptation to any timeframe, making it simpler to use across different markets without manual configuration.
Concepts and Methodology
The script combines Bollinger Bands (BB) and Keltner Channels (KC) to detect periods when volatility contracts (squeeze) or expands (release).
A squeeze occurs when BB are inside KC, suggesting low volatility and potential breakout scenarios.
A squeeze release is detected when BB expand outside KC.
Momentum is derived using a linear regression applied to the difference between price and a midrange reference level.
Original Improvements
Compared to the original Squeeze Momentum Indicator, this version offers several enhancements:
Automatic Adaptation: BB and KC lengths and multipliers are dynamically adjusted based on the chart’s timeframe (from 1 minute up to 1 month), removing the need for manual tuning.
Simplified Visualization: A clean, minimalist histogram and clear squeeze state cross markers allow for faster interpretation.
Flexible Application: Designed to work consistently on intraday, daily, and higher timeframes across crypto, forex, stocks, and indices.
Features
Dynamic Squeeze Detection:
Gray Cross: Neutral (no squeeze detected)
Blue Cross: Active squeeze
Yellow Cross: Squeeze released
Momentum Histogram:
Positive/negative momentum shown with slope-based coloring.
Timeframe-Aware Parameters:
Automatically sets optimal BB/KC configurations.
Usage
Watch for blue crosses indicating an active squeeze phase that may precede a directional move.
Use the histogram color and slope to gauge momentum strength and direction.
Combine squeeze release signals with momentum confirmation for potential entries or exits.
Credits and Licensing
This script was inspired by LazyBear’s OLD “Squeeze Momentum Indicator” (). The implementation here significantly expands upon the original by introducing auto-adaptive parameters, restructured logic, and a new visualization approach. Published under the Mozilla Public License 2.0.
Disclaimer
This indicator is for educational purposes only and does not constitute financial advice. Use at your own risk.
THE HISTORY By [VXN]
THE HISTORY By - Monthly Seasonal Analysis Indicator
Development Status: This indicator is currently in the development phase and is not yet finished. Features and functionality may change as development continues.
Overview:
This indicator provides comprehensive historical analysis of monthly price patterns, designed to help traders identify recurring seasonal behaviors and market tendencies for the current month across multiple years of data.
Key Features:
Historical Data Analysis:
- Analyzes up to 10 years of historical performance for the current month
- Calculates monthly returns, win rates, and statistical metrics
- Tracks maximum drawdowns and runups for risk assessment
- Requires daily timeframe for accurate monthly calculations
Pattern Recognition:
- Implements a three-period classification system that breaks each month into segments
- Uses visual indicators (🟢🔴🟡) to represent bullish, bearish, and neutral periods
- Helps identify recurring intra-month behavior patterns
Statistical Display:
- Presents historical data in an organized table format
- Shows year-by-year performance comparisons
- Calculates average returns, best/worst performance, and confidence levels
- Displays overall market bias (bullish/bearish tendency) for the current month
Dynamic Zone Overlays:
- Projects Fibonacci-based support/resistance levels based on historical volatility
- Adjusts zone positioning based on the month's historical bias
- Provides visual reference points for potential price targets or reversal areas
Practical Applications:
- Seasonal trading strategy development
- Risk management through historical context
- Understanding market cyclicality and recurring patterns
- Educational tool for studying price behavior over time
Note: This indicator is designed for analysis and education purposes, helping traders understand historical market patterns rather than providing direct trading signals. The data should be used in conjunction with other forms of analysis and proper risk management. As this is still under development, please expect updates and refinements to functionality.
