Commencez

Mean

Institutional Volume RSI [Adaptive]The Institutional Volume RSI is a next-generation momentum oscillator designed to solve the two biggest problems with standard RSI: Price Deception and Static Thresholds. Standard RSI uses fixed 70/30 levels to define "Overbought" and "Oversold." This is flawed because in a strong institutional trend, the market can stay "Overbought" for weeks. Selling just because RSI hit 70 is a guaranteed way to lose money. This tool fixes that. It replaces static lines with Adaptive Volatility Bands . These bands breathe with the market—expanding during trends and contracting during squeezes—giving you a dynamic, statistically significant view of true momentum. How It Works The engine runs on three institutional concepts: 1. Volume-Weighted Source (VWMA) 📊 We calculate RSI based on Volume Weighted Moving Average , not just Close price. Low Volume Move: RSI ignores it (Fakeout). High Volume Move: RSI reacts aggressively (True Momentum). 2. Adaptive Volatility Bands 🌊 Instead of fixed lines, we use dynamic bands (similar to Bollinger Bands) applied directly to the RSI. The Trend Ride: As long as the RSI line stays inside or above the Upper Band, the trend is strong. Do not sell. The Squeeze: When the bands contract (get tight), it signals that volatility is dead and a massive explosive move is imminent. 3. Dynamic Sentiment Coloring 🎨 Green Line: RSI is above the baseline (Bullish Control). Red Line: RSI is below the baseline (Bearish Control). White Dots: These appear when RSI breaks outside the bands, signaling an extreme statistical anomaly (often a climax top or bottom). The "Elastic Snap" Strategy Recommended Companion: Hooke's Law: Market Elasticity This indicator is the perfect "Trigger" for a Mean Reversion system. We recommend pairing it with a Reversal indicator (like Hooke's Law) to create a complete Setup + Trigger system. The Strategy Rules: 1. The Setup (The Stretch) 📏 Wait for your Reversal Indicator (e.g., Hooke's Law) to identify an overextended market condition (Overbought/Oversold). Context: The rubber band is stretched tight. 2. The Trigger (The Snap) 🔫 Do not enter blindly! Look at the IV-RSI : For Shorts: Wait for the RSI line to turn RED . This confirms that momentum has actually rolled over. For Longs: Wait for the RSI line to turn GREEN . This confirms that buyers have stepped in. 3. The Filter (The Safety) 🛡️ If price hits your Stop Loss level before the IV-RSI changes color, cancel the trade . This prevents you from shorting a strong trend that is simply "melting up" without volume exhaustion. Settings & Configuration RSI Length: Default is 14. Source Type: VWMA (Volume Weighted) is recommended for institutional analysis. Bands Multiplier: Default is 2.0 (Standard Deviation). Increasing this to 2.5 will make the "White Dot" extremes rarer and more significant. Disclaimer Trading involves a high level of risk and is not suitable for all investors. The content provided here is for educational purposes only and does not constitute financial advice. Past performance is not indicative of future results. The author (abgthecoder) is not responsible for any financial losses incurred from the use of this indicator. Always use proper risk management and never trade with money you cannot afford to lose. This tool is provided "as is" with open source code for the benefit of the trading community.
Indicateur Pine Script®
par abgthecoder
1
VWAP Tension Bands + Osc Sigma Gap [MAXmks]Hello Traders, This indicator started as an accident. I was building a different tool — a multi-metric dashboard — and added VWAP deviation as one of the components. I expected it to help catch falling knives. It didn't. But I noticed something else. During cooling-off periods — when volatility fades and price just sits there, not really going anywhere — VWAP deviation on lower timeframes would start climbing quietly. And more often than not, a pullback followed. Sometimes a liquidity sweep first, then a pullback. I watched this pattern for months before deciding to build a dedicated tool around it, adding oscillator confirmation to filter the noise. This is that tool. The core idea Markets act like a rubber band around VWAP — the further price stretches, the higher the tension. But raw deviation isn't enough. The real question: is momentum confirming the stretch, or lagging behind? The σ-Gap captures when these two disagree — price pushed hard, but internals haven't caught up. That's where mean-reversion setups tend to appear. The indicator tracks VWAP deviation across 2m / 5m / 15m simultaneously and compares it against a composite of momentum oscillators (Williams %R, CVD-based metrics). Signals require multi-timeframe consensus — no single timeframe can trigger alone. Adaptive thresholds What counts as "extreme" isn't fixed. Distance is measured in standard deviations (σ) , not pips or percentages — so the indicator adapts to volatility automatically. Thresholds scale with regime and historical distribution, adjusting to current market conditions in real time. Two modes Standard — adaptive thresholds, more signals. Good for active sessions and exploration. High Precision — adds divergence confirmation from multiple oscillators (MFI, Delta RSI, CVD Z-Score). Fewer signals, higher selectivity. Extreme Tension When σ-Gap exceeds 1.6× the threshold, the indicator can fire without full confirmation. Rare, but these are the "overstretched" moments worth watching. Filters (so you don't trade ghosts) RVOL filter blocks signals during low activity. Session close filter avoids entries near VWAP reset. 24h volume filter skips illiquid instruments. Cooldown prevents signal clustering in the same direction. Best use case Built for short-term mean-reversion — quick snapback plays on 5m–15m charts where price overextends and reverts within a few candles. The engine is optimized for this rhythm, not for trend-following or swings. On-chart Tension Bands show dynamic threshold zones around VWAP. Signals are non-repainting and confirmed on bar close. Compact HUD displays all metrics, filter states, and signal status in real time. Alerts Pre-signal alerts when conditions start forming. Confirmed signal alerts with full breakdown: VWAP deviation values, σ-Gap readings, divergences detected, current mode. Volume matters This is a VWAP-based indicator. No volume data = no signal. If your instrument shows "No Volume" in the dashboard, switch to a data feed that provides it (crypto spot, futures, stocks with real volume). A note on expectations I use this logic in my own research and it has shown useful results for me in my backtesting scenarios. But this is an indicator for analysis , not a magic button. Your execution, fees, slippage, and market regime all matter. Treat signals as context, not commands. DYOR. Feedback welcome. For educational and analysis purposes only. Not financial advice.
Indicateur Pine Script®
par MAXmks
Mean Reversion [SIMI]This mean reversion indicator identifies extreme price deviations from the mean, providing high-probability reversal signals. Designed for confluence-based trading, it works best when combined with complementary indicators such as VWAP, price action, and volume analysis. 📊 Core Features Signal Types Prime Signals (Bright Green/Red Dots): Extreme reversions usually beyond ±1.5 SD - highest probability setups (you can customise this zone!) Regular Signals (Dark Green/Red Dots): Standard reversions - moderate probability Leader Line (Pink Dotted): Early warning indicator for potential reversals Histogram Weakness: Momentum divergence signals Normalisation Methods: Institutional Hybrid (Z-ATR) (Recommended): Volatility-adjusted Z-score - adapts to changing market conditions Percentile Ranking: Statistical ranking - excellent for ranging markets PPO + ATR Hybrid: Percentage-based with volatility adjustment Efficiency Ratio: Trend-strength weighted ATR: Pure volatility-based None: Raw Z-score ⚙️ Quick Setup Guide 1. Institutional Presets Pre-configured parameter sets optimised for different timeframes: 5M Day Trading (5/21/5): Intraday scalping 1H Options Trading (6/24/5): Options-focused setups 1D Monthly Cycle (5/20/5): Swing trading 2. Signal Filtering Prime Thresholds: Adjust ±1.5 SD to control signal quality (tighter = fewer, higher quality, adjust this zone per asset traded) Dot Filters: Fine-tune entry zones (-0.03/+0.03 default - this ignores noisy signals near Zero line) Volume Filter: Enable to require volume confirmation (1.4x average recommended, but fine tune yourself) 3. Advanced Filters Dynamic SD Thresholds: Auto-adjusts for volatility regimes (tighter in low vol, wider in high vol) Time of Day Filter: Avoids first 30 minutes, last 15 minutes, and lunch hour (11:30-13:00 EST) 💡 Trading Strategy Recommendations Optimal Usage This indicator is not intended as a standalone system. Use it for confluence alongside: VWAP (institutional positioning) Price action (support/resistance) Options flow (institutional direction) Volume analysis (conviction confirmation) Signal Interpretation Prime Signals: Wait for these for highest-probability entries - mean reversion may take hours to days Manual Entries: Don't wait for dots - trade the ±2 SD zones directly using your own confirmation Options Strategy: Prime sell signals at +2 SD make excellent short call setups; prime buy signals at -2 SD for long calls Timeframe Guidance Lower Timeframes (1M-5M): Higher noise - require additional confluence Higher Timeframes (1H-1D): More reliable signals - suitable for options and swing trades Best Results: Multi-timeframe analysis (check 1H and 4H alignment on 5M entries) 🔔 Alert System Master Alert Enable customisable alerts via the Master Alert System: Toggle individual signal types (Prime Buy/Sell, SD Crosses, Leader, Histogram) Receives bespoke messages with ticker, timeframe, and price One alert condition handles all selected signals Individual Alerts Separate alert conditions available for Prime and Regular signals if preferred. 📈 Backtesting Notes Important: Backtest results are date-sensitive and should not be the primary focus. Instead: Dial in settings visually on your chosen asset Aim for signals near actual tops and bottoms Test different normalisation methods for your specific instrument Optimise for signal quality, not backtest ROI Asset Testing: Primarily developed using SPY, QQQ, and IWM as main assets to trade. Other instruments may require parameter adjustment - mess around! Backtest Engine Entry/Exit modes (All Signals, Prime Only, Early Signals) Position sizing (percentage-based) Slippage and fill method (candle close recommended) Date range selection ⚠️ Best Practices Always use confluence - never trade on MR signals alone Start with Institutional Hybrid normalisation - most adaptive to market conditions Focus on Prime signals for quality over quantity Test on your specific asset - optimal settings vary by instrument Longer timeframes = higher reliability - 1H+ for best results Enable Time Filter on intraday charts to avoid volatile periods Use Dynamic SD in highly volatile markets (earnings, FOMC, etc.) 🛠️ Troubleshooting Too many signals: Increase Prime Thresholds or enable Volume Filter Too few signals: Decrease Prime Thresholds or reduce Dot Filters False signals: Enable Time of Day Filter and Dynamic SD Signals don't align with tops/bottoms: Try different normalisation method 📝 Feedback & Development Bug Reports: Please report any issues via TradingView comments or direct message. Strategy Sharing: I'd love to hear how you're using this indicator and what strategies you've developed. Open Source: Feel free to fork and modify this indicator. If you create an improved version, please share it with the community! 🙏 Acknowledgements Developed through AI-assisted collaboration. Special thanks to Lazy Bear for his open source MACD histogram (volume based). Open source forever - use freely, modify, and share. Happy Trading! Remember: Past performance does not guarantee future results. Always manage risk appropriately. Pandas rock \m/
Indicateur Pine Script®
par simipanda
Mean Reversion Mirror📌 Mean Reversion Mirror — Multi‑Level Mean Reversion Strategy Mean Reversion Mirror is an advanced modular mean‑reversion strategy built around dynamic and static deviation levels from a moving average. The strategy automatically scales into positions across six levels (LONG and SHORT), using both dynamic MA‑based deviation levels and static levels that lock in after entry. 🔍 Core Concept Price tends to revert toward its mean. This strategy exploits that behavior by opening an initial base entry at the first deviation and adding positions as the imbalance grows. Each additional level improves the average entry price and increases the probability of exiting profitably. ⚙️ Key Features 📈 Six Dynamic Deviation Levels Levels are calculated as percentage deviations from a selected MA (WMA, SMA, EMA, RMA, HMA). This makes the strategy adaptive to volatility and market structure. 📉 Six Static Levels Once triggered, each level becomes fixed and no longer changes. This creates a stable averaging grid independent of future MA movement. 🎯 Flexible Take‑Profit System fixed take‑profit or trailing take‑profit with dynamic offset 🖐 Manual Entry Support You can manually set a price for LONG or SHORT, and the strategy will execute the base entry automatically. 📊 Rich Visualization dynamic deviation levels static levels dotted “last chance” levels average position price take‑profit line compact mini‑table with key position metrics 📦 Two Operating Modes STK Mode — fixed unit size Classic Mode — quantity calculated from USD value 🧠 Entry Logic The strategy uses sequences B1–B6 (LONG) and S1–S6 (SHORT): B1/S1 — base entry B2–B6 / S2–S6 — averaging entries as deviation increases L6/S6 — “last chance” level with its own size Each level activates only after the previous one. 📌 Who This Strategy Is For mean‑reversion traders grid/averaging system users pullback‑based investors traders who want clear visual levels users who prefer manual control over entry points ⚠️ Disclaimer This strategy is not financial advice. Always backtest and adjust parameters according to your risk tolerance before using it in live markets.
Stratégie Pine Script®
par olegask68
LuxyEnergyIndexThe Luxy Energy Index (LEI) library provides functions to measure price movement exhaustion by analyzing three dimensions: Extension (distance from fair value), Velocity (speed of movement), and Volume (confirmation level). LEI answers a different question than traditional momentum indicators: instead of "how far has price gone?" (like RSI), LEI asks "how tired is this move?" This library allows Pine Script developers to integrate LEI calculations into their own indicators and strategies. How to Import //@version=6 indicator("My Indicator") import OrenLuxy/LuxyEnergyIndex/1 as LEI Main Functions `lei(src)` → float Returns the LEI value on a 0-100 scale. src (optional): Price source, default is `close` Returns : LEI value (0-100) or `na` if insufficient data (first 50 bars) leiValue = LEI.lei() leiValue = LEI.lei(hlc3) // custom source `leiDetailed(src)` → tuple Returns LEI with all component values for detailed analysis. = LEI.leiDetailed() Returns: `lei` - Final LEI value (0-100) `extension` - Distance from VWAP in ATR units `velocity` - 5-bar price change in ATR units `volumeZ` - Volume Z-Score `volumeModifier` - Applied modifier (1.0 = neutral) `vwap` - VWAP value used Component Functions | Function | Description | Returns | |-----------------------------------|---------------------------------|---------------| | `calcExtension(src, vwap)` | Distance from VWAP / ATR | float | | `calcVelocity(src)` | 5-bar price change / ATR | float | | `calcVolumeZ()` | Volume Z-Score | float | | `calcVolumeModifier(volZ)` | Volume modifier | float (≥1.0) | | `getVWAP()` | Auto-detects asset type | float | Signal Functions | Function | Description | Returns | |---------------------------------------------|----------------------------------|-----------| | `isExhausted(lei, threshold)` | LEI ≥ threshold (default 70) | bool | | `isSafe(lei, threshold)` | LEI ≤ threshold (default 30) | bool | | `crossedExhaustion(lei, threshold)` | Crossed into exhaustion | bool | | `crossedSafe(lei, threshold)` | Crossed into safe zone | bool | Utility Functions | Function | Description | Returns | |----------------------------|-------------------------|-----------| | `getZone(lei)` | Zone name | string | | `getColor(lei)` | Recommended color | color | | `hasEnoughHistory()` | Data check | bool | | `minBarsRequired()` | Required bars | int (50) | | `version()` | Library version | string | Interpretation Guide | LEI Range | Zone | Meaning | |-------------|--------------|--------------------------------------------------| | 0-30 | Safe | Low exhaustion, move may continue | | 30-50 | Caution | Moderate exhaustion | | 50-70 | Warning | Elevated exhaustion | | 70-100 | Exhaustion | High exhaustion, increased reversal risk | Example: Basic Usage //@version=6 indicator("LEI Example", overlay=false) import OrenLuxy/LuxyEnergyIndex/1 as LEI // Get LEI value leiValue = LEI.lei() // Plot with dynamic color plot(leiValue, "LEI", LEI.getColor(leiValue), 2) // Reference lines hline(70, "High", color.red) hline(30, "Low", color.green) // Alert on exhaustion if LEI.crossedExhaustion(leiValue) and barstate.isconfirmed alert("LEI crossed into exhaustion zone") Technical Details Fixed Parameters (by design): Velocity Period: 5 bars Volume Period: 20 bars Z-Score Period: 50 bars ATR Period: 14 Extension/Velocity Weights: 50/50 Asset Support: Stocks/Forex: Uses Session VWAP (daily reset) Crypto: Uses Rolling VWAP (50-bar window) - auto-detected Edge Cases: Returns `na` until 50 bars of history Zero volume: Volume modifier defaults to 1.0 (neutral) Credits and Acknowledgments This library builds upon established technical analysis concepts: VWAP - Industry standard volume-weighted price measure ATR by J. Welles Wilder Jr. (1978) - Volatility normalization Z-Score - Statistical normalization method Volume analysis principles from Volume Spread Analysis (VSA) methodology Disclaimer This library is provided for **educational and informational purposes only**. It does not constitute financial advice. Past performance does not guarantee future results. The exhaustion readings are probabilistic indicators, not guarantees of price reversal. Always conduct your own research and use proper risk management when trading.
Bibliothèque Pine Script®
par orenluxy
2
Luxy VWAP Magic - MTF Projection EngineThis indicator transforms the classic VWAP into a comprehensive trading system. Instead of switching between multiple indicators, you get everything in one place: multi-timeframe analysis, statistical bands, momentum detection, volume profiling, session tracking, and divergence signals. What Makes This Different Traditional VWAP indicators show a single line. This tool treats VWAP as a foundation for complete market analysis. The indicator automatically detects your asset type (stocks, crypto, forex, futures) and adjusts its behavior accordingly. Crypto traders get 24/7 session tracking. Stock traders get proper market hours handling. Everyone gets institutional-grade analytics. Anchor Period Options The anchor period determines when VWAP resets and recalculates. You have three categories of options: Time-Based Anchors: Session - Resets at market open. Best for intraday stock trading where you want fresh VWAP each day. Day - Resets at midnight UTC. Standard option for most traders. Week / Month / Quarter / Year - Longer reset periods for swing traders and position traders who want broader context. Rolling Window Anchors: Rolling 5D - A sliding 5-day window that never resets. Solves the Monday problem where weekly VWAP equals daily VWAP on first day of week. Rolling 21D - Approximately one month of trading data in continuous calculation. Excellent for crypto and forex markets that trade 24/7 without clear session breaks. Event-Based Anchors: Dividends - Resets on ex-dividend dates. Track institutional cost basis from dividend events. Splits - Resets on stock split dates. Useful for analyzing post-split trading behavior. Earnings - Resets on earnings report dates. See where volume-weighted trading occurred since last quarterly report. Standard Deviation Bands Three sets of bands surround the main VWAP line: Band 1 (Aqua) - Plus and minus one standard deviation. Approximately 68% of price action occurs within this range under normal distribution. Touches suggest minor extension. Band 2 (Fuchsia) - Plus and minus two standard deviations. Only 5% of trading should occur outside this range statistically. Touches here indicate significant overextension and high probability of mean reversion. Band 3 (Purple) - Plus and minus three standard deviations. Touches are rare (0.3% probability) and represent extreme conditions. Often marks climax moves or panic selling/buying. Each band can be toggled independently. Most traders show Band 1 by default and add Band 2 and 3 for specific setups or volatile instruments. Multi-Timeframe VWAP System The MTF section plots previous period VWAPs as horizontal support and resistance levels: Daily VWAP - Previous day's final VWAP value. Key intraday reference level. Weekly VWAP - Previous week's final VWAP. Important for swing traders. Monthly VWAP - Previous month's final VWAP. Institutional benchmark level. Quarterly VWAP - Previous quarter's final VWAP. Major support/resistance for position traders. Previous Day VWAP - Yesterday's closing VWAP specifically, separate from current daily calculation. The Confluence Zone percentage setting determines how close multiple VWAPs must be to trigger a confluence alert. When two or more timeframe VWAPs converge within this threshold, you get a high-probability support/resistance zone. Session VWAPs for Global Markets For forex, crypto, and futures traders who operate in 24/7 markets, the indicator tracks three major global sessions: Asia Session - UTC 21:00 to 08:00. Gold colored line. Typically lower volatility, range-bound action that sets overnight levels. London Session - UTC 08:00 to 17:00. Orange colored line. Often determines daily direction with high volume European participation. New York Session - UTC 13:00 to 22:00. Blue colored line. Highest volume session globally. Sharp directional moves common. Previous session VWAP values display as horizontal lines when each session closes, acting as intraday support and resistance. The table shows which sessions are currently active with checkmarks. On-Chart Labels and Signals The indicator plots several types of labels directly on price action when significant events occur: Volume Spike Labels Fire when current bar volume exceeds configurable thresholds relative to both the previous bar and the 20-bar average. Default settings require 300% of previous bar AND 200% of average volume. Green labels indicate bullish candles. Red labels indicate bearish candles. These spikes often mark institutional entry points. Momentum Shift Labels Appear when VWAP acceleration changes direction. The Slowing label warns when an active trend loses steam, often preceding reversal. The Accelerating label confirms trend continuation or potential bottom during downtrends. Filters available to show only reversal signals in existing trends. VWAP Squeeze Labels Detect when standard deviation bands contract relative to ATR (Average True Range). Low volatility compression often precedes explosive breakout moves. When the squeeze fires (releases), a label appears with directional prediction based on VWAP slope. Divergence Labels Mark price/volume divergences using CVD (Cumulative Volume Delta) analysis: Bullish divergence: Price makes lower low, but CVD makes higher low. Hidden accumulation despite price weakness. Bearish divergence: Price makes higher high, but CVD makes lower high. Hidden distribution despite price strength. Dynamic VWAP Coloring The main VWAP line changes color based on its slope direction: Green - VWAP is rising. Institutional buying pressure. Volume-weighted price increasing. Red - VWAP is falling. Institutional selling pressure. Volume-weighted price decreasing. Gray - VWAP is flat. Consolidation or balance between buyers and sellers. This coloring can be disabled for a static blue line if you prefer cleaner visuals. The VWAP label next to the line shows the current trend direction and delta percentage. Calculated Projection Cone One of the most powerful features is the Calculated Projection Cone. Unlike traditional extrapolation methods that simply extend a trend line forward, this system analyzes what actually happened in similar market conditions throughout the chart's history. How It Works: The system classifies each bar into one of 27 unique market states: Z-Score Level - LOW (oversold), MID (fair value), or HIGH (overbought) based on configurable thresholds Trend Direction - DOWN, FLAT, or UP based on VWAP slope Volume Profile - LOW (below 80%), NORMAL (80-150%), or HIGH (above 150%) relative volume When you look at the current bar, the indicator: 1. Identifies the current market state (e.g., LOW Z-Score + UP Trend + HIGH Volume) 2. Searches through all historical bars on the chart that had the same state 3. Calculates what happened in those bars X bars later (where X is your projection horizon) 4. Shows you the probability of up/down and the average move size Visual Elements: Probability Cone - Colored green (bullish probability above 55%), red (bearish below 45%), or gold (neutral). The cone width represents the historical range of outcomes (roughly the 20th to 80th percentile). Center Line - Shows the average expected price based on historical outcomes in similar conditions. Probability Label - Displays direction probability and average move. Example: "67% UP (+0.8%)" means 67% of similar past cases moved up, averaging 0.8% gain. Fallback System: When the exact 27-state match has insufficient historical data: First fallback: Uses Z-Score plus Trend only (9 broader states, ignoring volume) Second fallback: Uses Z-Score only (3 states) When fallback is active, confidence automatically adjusts Settings: Projection Horizon - How many bars forward to analyze outcomes (5, 10, 15, or 20 bars, default 10) Lookback Period - Historical data window in days (30-252, default 60) Minimum Samples - Cases needed before using fallback (5-30, default 10) Z-Score Threshold - Bucket boundary for LOW/MID/HIGH classification (1.0, 1.5, or 2.0 sigma) Cloud Transparency - Adjust visibility (50-95%) Colors - Customize bullish, bearish, and neutral cone colors Confidence Levels: HIGH - 30 or more similar historical cases found MEDIUM - 15-29 similar cases LOW - Fewer than 15 cases (more uncertainty) IMPORTANT DISCLAIMER: The Calculated Projection is based on past patterns only. It is NOT a price prediction or financial advice. Similar market states in the past do not guarantee similar outcomes in the future. The probability shown is historical frequency, not a guarantee. Always combine with other analysis and never rely solely on projections for trading decisions. Alert Conditions The indicator includes over 20 pre-built alert conditions: Price vs VWAP: Price crosses above VWAP Price crosses below VWAP Band Touches: Price touches plus or minus one sigma band Price touches plus or minus two sigma band (extreme) Price touches plus or minus three sigma band (very extreme) Z-Score Extremes: Z-Score crosses above plus two (overbought extreme) Z-Score crosses below minus two (oversold extreme) Momentum and Trend: Momentum slowing Momentum accelerating Trend turns bullish/bearish/neutral Volume: Volume spike detected CVD Direction: Buyers take control Sellers take control High Probability Signals: Bullish reversal signal (oversold plus accelerating momentum) Bearish reversal signal (overbought plus slowing momentum) MTF and Special: MTF confluence zone entry VWAP squeeze fired Bullish/Bearish divergence detected Any significant signal (catch-all) All signals use confirmed bar data to prevent false alerts from incomplete candles. Settings Overview Settings are organized into logical groups: VWAP Settings Anchor Period selection Show/Hide VWAP line Dynamic coloring toggle VWAP label visibility Bands Visibility Toggle each of three bands independently Info Table Show/Hide table Table position (9 options) Text size Volume spike label settings with adjustable thresholds Momentum label settings with filters Signal labels limited to 5 most recent (auto-managed) Probability engine lookback period Multi-Timeframe VWAP Enable/Disable MTF system Show MTF in table Show MTF lines on chart Individual timeframe toggles Confluence zone threshold Squeeze detection toggle Session VWAPs Enable/Disable session tracking Apply to all assets option Show session labels Divergence Detection Enable/Disable divergence Pivot lookback period Show divergence labels Calculated Projection Enable/Disable projection cone Projection horizon (5, 10, 15, or 20 bars) Lookback period in days (30-252) Minimum samples threshold Z-Score classification threshold (1.0, 1.5, or 2.0 sigma) Cloud transparency adjustment Bullish, bearish, and neutral colors The Info Table - Your Trading Dashboard The right side of your chart displays a compact table with up to twelve metrics. Row-by-Row Breakdown: Asset and Period - Shows what the indicator detected (US Stock, Crypto, Forex, etc.) and your selected anchor period. The detection happens automatically based on exchange data, so VWAP resets and calculations match your actual trading instrument. Delta Percentage - How far current price sits from VWAP, expressed as a percentage. Positive means price trades above fair value. Negative means below. Large delta values (beyond 1-2%) often precede mean reversion moves. Day traders watch this for overextension. Z-Score - Statistical deviation from VWAP measured in standard deviations. Unlike raw delta, Z-Score accounts for volatility. A 2% move in a volatile biotech stock differs from 2% in a stable utility. Z-Score normalizes this. Values beyond plus or minus two sigma occur only 5% of the time statistically. Trend Direction - Whether VWAP itself is rising, falling, or flat. Rising VWAP means the volume-weighted average price is increasing, which indicates institutional accumulation. Falling VWAP suggests distribution. This differs from price trend since it weights by volume. Momentum State - Is the trend accelerating or slowing down? This measures the rate of change in VWAP slope. When an uptrend shows slowing momentum, it often precedes reversal. Accelerating momentum in a downtrend can signal capitulation and potential bottom. Relative Volume - Current bar volume compared to the 20-bar average, shown as percentage. Values above 150% indicate above-average activity. Spikes above 200-300% often mark institutional involvement. Low volume (below 80%) warns of potential fake moves. MTF Bias - Four checkmarks or X marks showing whether price sits above or below Daily, Weekly, Monthly, and Quarterly VWAP. Four checkmarks means strong bullish alignment across all timeframes. Four X marks indicates bearish alignment. Mixed readings suggest consolidation or transition. Band Probabilities - Historical statistics showing how often price touched each standard deviation band over your lookback period. This helps you understand if mean reversion or trend following works better for your specific instrument. Session Status - Which global trading sessions are currently active (Asia, London, New York). Shows checkmarks for active sessions. Important for forex and crypto traders who need to know when major liquidity windows open and close. Divergence State - Whether the indicator detects bullish or bearish divergence between price and cumulative volume delta. Bullish divergence occurs when price makes lower lows but buying pressure (CVD) makes higher lows, suggesting hidden accumulation. Confidence Score - A weighted composite of all factors displayed as a progress bar and percentage. Combines MTF alignment, Z-Score, trend direction, volume delta, momentum, and relative volume into a single 0-100 score. Higher scores indicate stronger conviction setups. Calculated Projection - When the Projection Cone is enabled, shows the historical probability of price direction and expected move. For example: "▲ 67% (+0.8%)" means in similar market states historically, price moved up 67% of the time with an average gain of 0.8%. The system analyzes 27 unique market states based on Z-Score, Trend, and Volume conditions. Recommended Use Cases Day Trading Stocks: Use Session anchor with Band 1 visible. Watch for price returning to VWAP after morning move. Volume spikes near VWAP often mark institutional accumulation zones. Swing Trading: Use Weekly or Rolling 21D anchor. Enable MTF lines for Daily and Weekly levels. Trade pullbacks to these levels in direction of MTF bias. Crypto and Forex: Enable Session VWAPs. Use Rolling anchors to avoid artificial resets. Monitor session transitions for breakout opportunities. Mean Reversion: Focus on Z-Score reaching plus or minus two. Add Band 2 visibility. Combine with slowing momentum for highest probability reversals. Trend Following: Watch MTF bias alignment. Four checkmarks plus accelerating momentum plus high volume confirms trend continuation setups. Projection Planning: Enable the Calculated Projection to see what happened historically in similar market conditions. Use 5-10 bars for intraday setups, 15-20 bars for swing trade planning. Focus on high probability readings (above 60%) with HIGH confidence (30 or more samples). The cone shows the probable range of outcomes based on actual historical data. Combine with other factors like MTF alignment and volume for higher conviction setups. Important Notes The indicator does not repaint. MTF values use previous period's confirmed data. Rolling VWAP works best on 15-minute timeframes and above due to bar lookback requirements. Session VWAPs apply to global markets by default (forex, crypto, futures). Enable the all-assets option for stocks if desired. Volume data for forex represents tick volume, not actual traded volume. All alert conditions fire only on confirmed (closed) bars to prevent false signals. The Calculated Projection updates each bar as market state changes. This is expected behavior. The projection shows probabilities based on similar past conditions, not a fixed prediction. Q AND A Q: Does this indicator repaint? A: No. The main VWAP calculation uses standard TradingView VWAP methodology. Multi-timeframe values use previous period's confirmed data with appropriate lookahead settings. All alert signals require bar confirmation. Q: Why does my Rolling VWAP look different on 1-minute versus 15-minute charts? A: Rolling VWAP calculates across a fixed number of trading days. On very short timeframes, the bar lookback may hit TradingView limits. For best Rolling VWAP accuracy, use 15-minute or higher timeframes. Q: Can I use this on any instrument? A: Yes. The indicator automatically detects asset type and adjusts behavior. Stocks use standard market hours. Crypto uses 24/7 calculations. Forex uses tick volume. Everything adapts automatically. Q: What does the Confidence Score actually measure? A: The score combines six weighted factors: MTF alignment (25%), Z-Score position (20%), Trend direction (20%), CVD pressure (15%), Momentum state (10%), and Relative volume (10%). Higher scores indicate more factors aligned in one direction. Q: Why are Session VWAPs not showing on my stock chart? A: Session VWAPs apply to 24-hour markets by default (forex, crypto, futures). For stocks, enable the Use for All Assets option in Session VWAP settings. Q: The Divergence labels appear delayed. Is this a bug? A: Divergence detection requires pivot confirmation, which needs bars on both sides of the pivot point. The label appears at the actual pivot location (several bars back) once confirmed. This is intentional and prevents false signals. Q: Can I change the band colors? A: Yes. Each of the three bands has its own color input setting. You can customize Band 1, Band 2, and Band 3 colors to match your preferences. The defaults are Aqua, Fuchsia, and Purple. The main VWAP line color adapts dynamically based on slope direction or can be set to static blue. Q: How do I set up alerts? A: Right-click on the chart, select Add Alert, choose this indicator, and select your desired condition from the dropdown. All conditions include descriptive alert messages with relevant data. Q: What is the Probability Engine lookback period? A: This setting determines how many trading days the indicator analyzes to calculate band touch rates and mean reversion statistics. Default is 60 days (approximately 3 months). Longer periods provide more stable statistics but may miss recent behavior changes. Q: Why do I see fewer labels than expected? A: Signal labels (Volume, Momentum, Squeeze, Divergence) are limited to 5 most recent labels on the chart to keep it clean. When a new label appears, the oldest one is automatically removed. Additionally, momentum labels have several filters: check the slope multiplier setting (higher values require stronger trends) and the Only Reversal Signals option (when enabled, labels only appear for potential reversals, not trend confirmations). Q: What is the Calculated Projection and how accurate is it? A: The Calculated Projection analyzes what happened in past market conditions similar to the current state. It classifies each bar by Z-Score level, Trend direction, and Volume profile (27 unique states), then shows the historical probability of up vs down and the average move size. It is NOT a price prediction or guarantee. The probability shown is how often similar conditions led to up/down moves historically, not a future guarantee. Always use it as one input among many. Q: Why does the Projection probability change? A: The projection updates on each bar as market state changes. If Z-Score moves from LOW to MID, or trend shifts from UP to FLAT, the system looks up a different historical category. This is expected behavior. The projection shows what happened in similar past conditions to the current bar's state. Q: The Projection shows LOW confidence. What does that mean? A: Confidence levels indicate sample size: HIGH means 30 or more historical cases found, MEDIUM means 15-29 cases, LOW means fewer than 15 cases. When sample size is low, the system uses a fallback: first aggregating by Z-Score plus Trend only (ignoring volume), then by Z-Score only. LOW confidence means less statistical reliability, so weight other factors more heavily in your decision. Q: Why does the cone sometimes show 50/50 probability? A: A 50/50 reading means that in similar past market states, price moved up roughly half the time and down half the time. This indicates a neutral or balanced condition where historical patterns provide no directional edge. Consider waiting for a higher probability setup or using other analysis methods. CREDITS AND ACKNOWLEDGMENTS Methodology Foundation: VWAP (Volume Weighted Average Price) - Standard institutional benchmark calculation, widely used since the 1980s for algorithmic execution and fair value assessment Standard Deviation Bands - Statistical volatility measurement applying normal distribution principles to price deviation from mean Z-Score Analysis - Classic statistical normalization technique for comparing values across different volatility regimes Cumulative Volume Delta (CVD) - Order flow analysis concept measuring aggressive buying versus selling pressure Concept Integration: Mean reversion probability engine - Custom historical statistics tracking for band touch rates Momentum acceleration detection - Second derivative analysis of VWAP slope changes VWAP Squeeze - Volatility compression concept adapted from TTM Squeeze methodology applied to VWAP bands versus ATR Confidence scoring system - Weighted composite scoring combining multiple technical factors Calculated Projection Cone - Probability-based projection using 27-state market classification (Z-Score, Trend, Volume) with historical outcome analysis and weighted fallback system All calculations use standard public domain formulas and TradingView built-in functions. No proprietary third-party code was used. For questions, feedback, or feature requests, please comment below or send a private message. Happy Trading!
Indicateur Pine Script®
par orenluxy
11
Bollinger Bands Mean Reversion using RSI [Krishna Peri]How it Works Long entries trigger when: - RSI reaches oversold levels, and - At least one bullish candle closes inside the lower Bollinger Band Short entries trigger when: - RSI reaches overbought levels, and - At least one bearish candle closes inside the upper Bollinger Band This approach aims to capture exhaustion moves where price pushes into extreme deviation from its mean and then snaps back toward the middle band. Important Disclaimer This is a mean-reversion strategy, which means it performs best in sideways, ranging, or slowly oscillating market conditions. When markets shift into strong trends, Bollinger Bands expand and volatility increases, which may cause some signals to become inaccurate or fail altogether. For best results, combine this script with: - Price action - Market structure - Higher-timeframe trend context - Previous day/week/month highs & lows - Untested liquidity levels or imbalance zones - Session timing (Asia, London, NY) Using these confluences helps filter out low-probability trades and significantly improves consistency and precision.
Stratégie Pine Script®
par krishnaperi95
8
Stochastic Hash Strat [Hash Capital Research]# Stochastic Hash Strategy by Hash Capital Research ## 🎯 What Is This Strategy? The **Stochastic Slow Strategy** is a momentum-based trading system that identifies oversold and overbought market conditions to capture mean-reversion opportunities. Think of it as a "buy low, sell high" approach with smart mathematical filters that remove emotion from your trading decisions. Unlike fast-moving indicators that generate excessive noise, this strategy uses **smoothed stochastic oscillators** to identify only the highest-probability setups when momentum truly shifts. --- ## 💡 Why This Strategy Works Most traders fail because they: - **Chase prices** after big moves (buying high, selling low) - **Overtrade** in choppy, directionless markets - **Exit too early** or hold losses too long This strategy solves all three problems: 1. **Entry Discipline**: Only trades when the stochastic oscillator crosses in extreme zones (oversold for longs, overbought for shorts) 2. **Cooldown Filter**: Prevents revenge trading by forcing a waiting period after each trade 3. **Fixed Risk/Reward**: Pre-defined stop-loss and take-profit levels ensure consistent risk management **The Math Behind It**: The stochastic oscillator measures where the current price sits relative to its recent high-low range. When it's below 25, the market is oversold (time to buy). When above 70, it's overbought (time to sell). The crossover with its moving average confirms momentum is shifting. --- ## 📊 Best Markets & Timeframes ### ⭐ OPTIMAL PERFORMANCE: **Crude Oil (WTI) - 12H Timeframe** - **Why it works**: Oil markets have predictable volatility patterns and respect technical levels **AAVE/USD - 4H to 12H Timeframe** - **Why it works**: DeFi tokens exhibit strong momentum cycles with clear extremes ### ✅ Also Works Well On: - **BTC/USD** (12H, Daily) - Lower frequency but high win rate - **ETH/USD** (8H, 12H) - Balanced volatility and liquidity - **Gold (XAU/USD)** (Daily) - Classic mean-reversion asset - **EUR/USD** (4H, 8H) - Lower volatility, requires patience ### ❌ Avoid Using On: - Timeframes below 4H (too much noise) - Low-liquidity altcoins (wide spreads kill performance) - Strongly trending markets without pullbacks (Bitcoin in 2021) - News-driven instruments during major events --- ## 🎛️ Understanding The Settings ### Core Stochastic Parameters **Stochastic Length (Default: 16)** - Controls the lookback period for price comparison - Lower = faster reactions, more signals (10-14 for volatile markets) - Higher = smoother signals, fewer trades (16-21 for stable markets) - **Pro tip**: Use 10 for crypto 4H, 16 for commodities 12H **Overbought Level (Default: 70)** - Threshold for short entries - Lower values (65-70) = more trades, earlier entries - Higher values (75-80) = fewer but higher-conviction trades - **Sweet spot**: 70 works for most assets **Oversold Level (Default: 25)** - Threshold for long entries - Higher values (25-30) = more trades, earlier entries - Lower values (15-20) = fewer but stronger bounce setups - **Sweet spot**: 20-25 depending on market conditions **Smooth K & Smooth D (Default: 7 & 3)** - Additional smoothing to filter out whipsaws - K=7 makes the indicator slower and more reliable - D=3 is the signal line that confirms the trend - **Don't change these unless you know what you're doing** --- ### Risk Management **Stop Loss % (Default: 2.2%)** - Automatically exits losing trades - Should be 1.5x to 2x your average market volatility - Too tight = death by a thousand cuts - Too wide = uncontrolled losses - **Calibration**: Check ATR indicator and set SL slightly above it **Take Profit % (Default: 7%)** - Automatically exits winning trades - Should be 2.5x to 3x your stop loss (reward-to-risk ratio) - This default gives 7% / 2.2% = 3.18:1 R:R - **The golden rule**: Never have R:R below 2:1 --- ### Trade Filters **Bar Cooldown Filter (Default: ON, 3 bars)** - **What it does**: Forces you to wait X bars after closing a trade before entering a new one - **Why it matters**: Prevents emotional revenge trading and overtrading in choppy markets - **Settings guide**: - 3 bars = Standard (good for most cases) - 5-7 bars = Conservative (oil, slow-moving assets) - 1-2 bars = Aggressive (only for experienced traders) **Exit on Opposite Extreme (Default: ON)** - Closes your long when stochastic hits overbought (and vice versa) - Acts as an early profit-taking mechanism - **Leave this ON** unless you're testing other exit strategies **Divergence Filter (Default: OFF)** - Looks for price/momentum divergences for additional confirmation - **When to enable**: Trending markets where you want fewer but higher-quality trades - **Keep OFF for**: Mean-reverting markets (oil, forex, most of the time) --- ## 🚀 Quick Start Guide ### Step 1: Set Up in TradingView 1. Open TradingView and navigate to your chart 2. Click "Pine Editor" at the bottom 3. Copy and paste the strategy code 4. Click "Add to Chart" 5. The strategy will appear in a separate pane below your price chart ### Step 2: Choose Your Market **If you're trading Crude Oil:** - Timeframe: 12H - Keep all default settings - Watch for signals during London/NY overlap (8am-11am EST) **If you're trading AAVE or crypto:** - Timeframe: 4H or 12H - Consider these adjustments: - Stochastic Length: 10-14 (faster) - Oversold: 20 (more aggressive) - Take Profit: 8-10% (higher targets) ### Step 3: Wait for Your First Signal **LONG Entry** (Green circle appears): - Stochastic crosses up below oversold level (25) - Price likely near recent lows - System places limit order at take profit and stop loss **SHORT Entry** (Red circle appears): - Stochastic crosses down above overbought level (70) - Price likely near recent highs - System places limit order at take profit and stop loss **EXIT** (Orange circle): - Position closes either at stop, target, or opposite extreme - Cooldown period begins ### Step 4: Let It Run The biggest mistake? **Interfering with the system.** - Don't close trades early because you're scared - Don't skip signals because you "have a feeling" - Don't increase position size after a big win - Don't revenge trade after a loss **Follow the system or don't use it at all.** --- ### Important Risks: 1. **Drawdown Pain**: You WILL experience losing streaks of 5-7 trades. This is mathematically normal. 2. **Whipsaw Markets**: Choppy, range-bound conditions can trigger multiple small losses. 3. **Gap Risk**: Overnight gaps can cause your actual fill to be worse than the stop loss. 4. **Slippage**: Real execution prices differ from backtested prices (factor in 0.1-0.2% slippage). --- ## 🔧 Optimization Guide ### When to Adjust Settings: **Market Volatility Increased?** - Widen stop loss by 0.5-1% - Increase take profit proportionally - Consider increasing cooldown to 5-7 bars **Getting Too Few Signals?** - Decrease stochastic length to 10-12 - Increase oversold to 30, decrease overbought to 65 - Reduce cooldown to 2 bars **Getting Too Many Losses?** - Increase stochastic length to 18-21 (slower, smoother) - Enable divergence filter - Increase cooldown to 5+ bars - Verify you're on the right timeframe ### A/B Testing Method: 1. **Run default settings for 50 trades** on your chosen market 2. Document: Win rate, profit factor, max drawdown, emotional tolerance 3. **Change ONE variable** (e.g., oversold from 25 to 20) 4. Run another 50 trades 5. Compare results 6. Keep the better version **Never change multiple settings at once** or you won't know what worked. --- ## 📚 Educational Resources ### Key Concepts to Learn: **Stochastic Oscillator** - Developed by George Lane in the 1950s - Measures momentum by comparing closing price to price range - Formula: %K = (Close - Low) / (High - Low) × 100 - Similar to RSI but more sensitive to price movements **Mean Reversion vs. Trend Following** - This is a **mean reversion** strategy (price returns to average) - Works best in ranging markets with defined support/resistance - Fails in strong trending markets (2017 Bitcoin, 2020 Tech stocks) - Complement with trend filters for better results **Risk:Reward Ratio** - The cornerstone of profitable trading - Winning 40% of trades with 3:1 R:R = profitable - Winning 60% of trades with 1:1 R:R = breakeven (after fees) - **This strategy aims for 45% win rate with 2.5-3:1 R:R** ### Recommended Reading: - *"Trading Systems and Methods"* by Perry Kaufman (Chapter on Oscillators) - *"Mean Reversion Trading Systems"* by Howard Bandy - *"The New Trading for a Living"* by Dr. Alexander Elder --- ## 🛠️ Troubleshooting ### "I'm not seeing any signals!" **Check:** - Is your timeframe 4H or higher? - Is the stochastic actually reaching extreme levels (check if your asset is stuck in middle range)? - Is cooldown still active from a previous trade? - Are you on a low-liquidity pair? **Solution**: Switch to a more volatile asset or lower the overbought/oversold thresholds. --- ### "The strategy keeps losing money!" **Check:** - What's your win rate? (Below 35% is concerning) - What's your profit factor? (Below 0.8 means serious issues) - Are you trading during major news events? - Is the market in a strong trend? **Solution**: 1. Verify you're using recommended markets/timeframes 2. Increase cooldown period to avoid choppy markets 3. Reduce position size to 5% while you diagnose 4. Consider switching to daily timeframe for less noise --- ### "My stop losses keep getting hit!" **Check:** - Is your stop loss tighter than the average ATR? - Are you trading during high-volatility sessions? - Is slippage eating into your buffer? **Solution**: 1. Calculate the 14-period ATR 2. Set stop loss to 1.5x the ATR value 3. Avoid trading right after market open or major news 4. Factor in 0.2% slippage for crypto, 0.1% for oil --- ## 💪 Pro Tips from the Trenches ### Psychological Discipline **The Three Deadly Sins:** 1. **Skipping signals** - "This one doesn't feel right" 2. **Early exits** - "I'll just take profit here to be safe" 3. **Revenge trading** - "I need to make back that loss NOW" **The Solution:** Treat your strategy like a business system. Would McDonald's skip making fries because the cashier "doesn't feel like it today"? No. Systems work because of consistency. --- ### Position Management **Scaling In/Out** (Advanced) - Enter 50% position at signal - Add 50% if stochastic reaches 10 (oversold) or 90 (overbought) - Exit 50% at 1.5x take profit, let the rest run **This is NOT for beginners.** Master the basic system first. --- ### Market Awareness **Oil Traders:** - OPEC meetings = volatility spikes (avoid or widen stops) - US inventory reports (Wed 10:30am EST) = avoid trading 2 hours before/after - Summer driving season = different patterns than winter **Crypto Traders:** - Monday-Tuesday = typically lower volatility (fewer signals) - Thursday-Sunday = higher volatility (more signals) - Avoid trading during exchange maintenance windows --- ## ⚖️ Legal Disclaimer This trading strategy is provided for **educational purposes only**. - Past performance does not guarantee future results - Trading involves substantial risk of loss - Only trade with capital you can afford to lose - No one associated with this strategy is a licensed financial advisor - You are solely responsible for your trading decisions **By using this strategy, you acknowledge that you understand and accept these risks.** --- ## 🙏 Acknowledgments Strategy development inspired by: - George Lane's original Stochastic Oscillator work - Modern quantitative trading research - Community feedback from hundreds of backtests Built with ❤️ for retail traders who want systematic, disciplined approaches to the markets. --- **Good luck, stay disciplined, and trade the system, not your emotions.**
Stratégie Pine Script®
par Hash_Capital
Order-Flow Proxy (VWAP Deviation Zones)Order-Flow Proxy (VWAP Deviation Zones) helps traders visualize when market price moves unusually far away from its Volume-Weighted Average Price (VWAP) — a key fair-value level used by institutional participants. When price stretches too far above or below VWAP, it often signals temporary imbalance between buying and selling pressure. This tool highlights those moments using simple color zones and an optional statistical Z-Score filter for deeper precision. In short: it’s a clean, minimal mean-reversion indicator showing when price is statistically “too far” from fair value. Red zone → Price extended above VWAP → possible buyer exhaustion or short setup. Green zone → Price extended below VWAP → possible seller exhaustion or long setup. VWAP line → Acts as a dynamic fair-value anchor. Concept: VWAP combines both price and traded volume to define where most transactions occurred. Deviations from it — measured either by a fixed distance (1%) or by Z-Score — can reveal overvaluation or undervaluation zones used by professional traders for contrarian setups. How to use: Apply the indicator to any intraday chart (1m–1h recommended). Watch for background color shifts — red or green. Optionally enable the Z-Score filter to focus only on statistically extreme deviations. Combine with volume spikes, liquidity sweeps, or your own order-flow tools for confirmation. Tip: Best used as a visual overlay for detecting stretched markets and potential reversals.
Indicateur Pine Script®
par tkarolak
VWAP Entry Assistant (v1.0)Description: Anchored VWAP with a lightweight assistant for VWAP reversion trades. It shows the distance to VWAP, an estimated hit probability for the current bar, the expected number of bars to reach VWAP, and a recommended entry price. If the chance of touching VWAP is low, the script suggests an adjusted limit using a fraction of ATR. The VWAP line is white by default, and a compact summary table appears at the bottom-left. Educational tool. Not financial advice. Not affiliated with TradingView or any exchange. Always backtest before use.
Indicateur Pine Script®
par Seaman88
Volume Delta [BigBeluga]🔵 OVERVIEW The Volume Delta indicator visualizes the dominance between buying and selling volume within a given period. It calculates the percentage of bullish (buy) versus bearish (sell) volume, then color-codes the candles and provides a real-time dashboard comparing delta values across multiple currency pairs. This makes it a powerful tool for monitoring order-flow strength and intermarket relationships in real time. 🔵 CONCEPTS Each bar’s buy volume is counted when the close is higher than the open. Each bar’s sell volume is counted when the close is lower than the open. volumeBuy = 0. volumeSell = 0. for i = 0 to period if close > open volumeBuy += volume else volumeSell += volume The indicator sums both over a chosen period to calculate the ratio of buy-to-sell pressure. Delta (%) = (Buy Volume ÷ (Buy Volume + Sell Volume)) × 100. Gradient colors highlight whether buying or selling pressure dominates. 🔵 FEATURES Calculates real-time Volume Delta for the selected chart or for multiple assets. Colors candles dynamically based on the delta intensity (green = buy pressure, red = sell pressure). Displays a dashboard table showing volume delta % for up to five instruments. The dashboard features visual progress bars for quick intermarket comparison. An optional Delta Bar Panel shows the ratio of Buy/Sell volumes near the latest bar. A floating label shows the exact Buy/Sell percentages. Works across all symbols and timeframes for multi-asset delta tracking. 🔵 HOW TO USE When Buy % > Sell % , it often signals bullish momentum or strong accumulation—but can also indicate over-excitement and a possible market top. Market Tops When Sell % > Buy % , it typically reflects bearish pressure or distribution—but may also occur near a market bottom where selling exhaustion forms. Market Bottom Use the Dashboard to compare volume flow across correlated assets (e.g., major Forex pairs or sector groups). Combine readings with trend or volatility filters to confirm whether the imbalance aligns with broader directional conviction. Treat the Delta Bar visualization as a real-time sentiment gauge—showing which side (buyers or sellers) dominates the current session. 🔵 CONCLUSION Volume Delta transforms volume analysis into an intuitive directional signal. By quantifying buy/sell pressure and displaying it as a percentage or color gradient, it provides traders with a clearer picture of real-time volume imbalance — whether within one market or across multiple correlated instruments.
Indicateur Pine Script®
par BigBeluga
7
PG DMean & Price Sync ver 9.4 - ConsolidatedPG DMean & Price Sync Strategy (SD Filter) This strategy combines the momentum-oscillator properties of the Detrended Mean (DMean) with a Standard Deviation (SD) Price Filter for confirming trend direction, aiming to isolate high-conviction trades while actively managing risk. 🔑 Core Logic DMean Momentum Signal: The strategy's primary engine is the DMean, which measures the percentage difference between the current closing price and a longer-term Moving Average (price_ma). It is then smoothed by a DMean Signal line (MA of the DMean). Entry Signal: A trade is triggered when the DMean line crosses above (for Long) or below (for Short) its Signal Line, but it must clear a user-defined Dead Zone Threshold to confirm momentum commitment. SD Filter Confirmation (Price Sync): A Standard Deviation Channel, based on a separate user-defined price source and period, is used to filter trades. Long Filter: Allows Long entries only when the price is trading above the lower SD band, suggesting the current price action is stronger than the recent average volatility to the downside. Short Filter: Allows Short entries only when the price is currently below the Filter Basis (SMA), confirming a bearish stance within the SD channel. 🛡️ Risk & Exit Management Primary Exit: All trades are exited by reverse DMean Crossover/Crossunder, meaning the position is closed when the DMean momentum reverses against the open trade (e.g., DMean crosses under the Signal to exit a Long). Hard Stop Loss (Short Trades): A mandatory percentage-based Hard Stop Loss is implemented only for short positions to protect against sudden upward price spikes, closing the trade if the loss exceeds the set percentage. (Note: This version does not include a Hard SL for Long trades). 📊 Performance Dashboard A custom Performance Dashboard Table is displayed at the bottom right of the chart to provide real-time, at-a-glance comparison of the strategy's equity performance versus a simple Buy & Hold over the selected backtesting date range.
Stratégie Pine Script®
par ipuneet
2
Mean Reversion Probability Zones [BigBeluga]🔵 OVERVIEW The Mean Reversion Probability Zones indicator measures the likelihood of price reverting back toward its mean . By analyzing oscillator dynamics (RSI, MFI, or Stochastic), it calculates probability zones both above and below the oscillator. These zones are visualized as histograms, colored regions on the main chart, and a compact dashboard, helping traders spot when the market is statistically stretched and more likely to revert. 🔵 CONCEPTS Mean Reversion : The tendency of price to return to its average after significant extensions. Oscillator-Based Analysis : Uses RSI, MFI, or Stochastic as the base signal for detecting overextension. Probability Model : The probability of reversion is computed using three factors: Whether the oscillator is rising or declining. Whether the oscillator is above or below user-defined thresholds. The oscillator’s actual value (distance from equilibrium). Dual-Zone Output : Upper histogram = probability of downward mean reversion. Lower histogram = probability of upward mean reversion. Historical Extremes : The dashboard highlights the recent maximum probability values for both upward and downward scenarios. 🔵 FEATURES Oscillator Choice : Switch between RSI, MFI, and Stochastic. Customizable Zones : User-defined upper/lower thresholds with independent colors. Probability Histograms : Above oscillator → down reversion probability. Below oscillator → up reversion probability. Colored Gradient Zones on Chart : Visual overlays showing where mean reversion probabilities are strongest. Probability Labels : Percentages displayed next to histogram values for clarity. Dashboard : Compact table in the corner showing the recent maximum probabilities for both upward and downward mean reversion. Overlay Compatibility : Works in both chart pane and sub-pane with oscillators. 🔵 HOW TO USE Set Oscillator : Choose RSI, MFI, or Stochastic depending on your strategy style. Adjust Zones : Define upper/lower bounds for when oscillator values indicate strong overbought/oversold conditions. Interpret Histograms : Orange (upper) histogram → higher chance of a pullback/downward mean reversion. Green (lower) histogram → higher chance of upward reversion/bounce. Watch Gradient Zones : On the main chart, shaded areas highlight where probability of mean reversion is elevated. Consult Dashboard : Use the “Recent MAX” values to understand how strong recent reversion probabilities have been in either direction. Confluence Strategy : Combine with support/resistance, order flow, or trend filters to avoid counter-trend trades. 🔵 CONCLUSION The Mean Reversion Probability Zones provides traders with an advanced way to quantify and visualize mean reversion opportunities. By blending oscillator momentum, threshold logic, and probability calculations, it highlights when markets are statistically stretched and primed for reversal. Whether you are a contrarian trader or simply looking for exhaustion signals to fade, this tool helps bring structure and clarity to mean reversion setups.
Indicateur Pine Script®
par BigBeluga
9
Monthly VWAPDescription This indicator identifies potential mean reversion opportunities by tracking price deviations from monthly VWAP with dynamic volatility-adjusted thresholds. Core Logic: The indicator monitors when price moves significantly away from monthly VWAP and looks for potential reversal opportunities. It uses ATR-based dynamic thresholds that adapt to current market volatility, combined with volume confirmation to filter out weak signals. Key Features: Adaptive Thresholds: ATR-based bands that adjust to market volatility Volume Confirmation: Requires average volume spike to validate signals Monthly Reset: VWAP anchors reset each month for fresh reference levels Visual Clarity: Color-coded deviation line with background highlights for active signals Info Panel: Shows days from anchor and current price context vs fair value Signal Generation: Buy Signal: Price below monthly VWAP by threshold amount with elevated volume Sell Signal: Price above monthly VWAP by threshold amount with elevated volume Neutral: Price within threshold range or insufficient volume Best Used For: Mean reversion strategies in ranging markets Identifying potential oversold/overbought conditions Understanding price position relative to monthly fair value
Indicateur Pine Script®
par Mihkel00
1
Mean-Reversion Indicator_V2_SamleeOverview This is the second version of my mean reversion indicator. It combines a moving average with adaptive standard deviation bands to detect when the price deviates significantly from its mean. The script provides automatic entry/exit signals, real-time PnL tracking, and shaded trade zones to make mean reversion trading more intuitive. Core Logic Mean benchmark: Simple Moving Average (MA). Volatility bands: Standard deviation of the spread (close − MA) defines upper and lower bands. Trading rules: Price breaks below the lower band → Enter Long Price breaks above the upper band → Enter Short Price reverts to MA → Exit position What’s different vs. classic Bollinger/Keltner Bandwidth is based on the standard deviation of the price–MA spread, not raw closing prices. Entry signals use previous-bar confirmation to reduce intrabar noise. Exit rule is a mean-touch condition, rather than fixed profit/loss targets. Enhanced visualization: A shaded box dynamically shows the distance between entry and current/exit price, making it easy to see profit/loss zones over the holding period. Instant PnL labels display current position side (Long/Short/Flat) and live profit/loss in both pips and %. Entry and exit points are clearly marked on the chart with labels and exact prices. These visualization tools go beyond what most indicators provide, giving traders a clearer, more practical view of trade evolution. Key Features Automatic detection of position status (Long / Short / Flat). Chart labels for entries (“Entry”) and exits (“Exit”). Real-time floating PnL calculation in both pips and %. Info panel (top-right) showing entry price, current price, position side, and PnL. Dynamic shading between entry and current/exit price to visualize profit/loss zones. Usage Notes & Risk Mean reversion may underperform in strong trending markets; parameters (len_ma, len_std, mult) should be validated per instrument and timeframe. Works best on relatively stable, mean-reverting pairs (e.g., AUDNZD). Risk management is essential: use independent stop-loss rules (e.g., limit risk to 1–2% of equity per trade). This script is provided for educational purposes only and is not financial advice.
Indicateur Pine Script®
par SamQuant
2
Mean Reversion & Momentum Hybrid | D_QUANT 📌 Mean Reversion & Momentum Hybrid | D_QUANT 📖 Description: This indicator combines mean reversion logic, volatility filtering, and percentile-based momentum to deliver clear, context-aware buy/sell signals designed for trend-following and contrarian setups. At its core, it merges: A Bollinger Band % Positioning Model (BB%) A 75th/25th Percentile Momentum System A Volatility-Adjusted Trend Filter using RMA + ATR All tied together with a dynamic gradient-style oscillator that visualizes signal strength and persistence over time — making it easy to track high-conviction setups. Signals only trigger when all three core components align, filtering out noise and emphasizing high-probability turning points or trend continuations. ⚙️ Methodology Overview: Bollinger Bands % (BB%): Price is measured as a percentage between upper and lower Bollinger Bands (based on OHLC4). Entries are only considered when price exceeds custom BB% thresholds — emphasizing market extremes. Volatility-Based Trend Filter (RMA + ATR): A smoothed RMA baseline is paired with ATR to define trend bias. This ensures signals only occur when price deviates meaningfully beyond recent volatility. Percentile Momentum Model (75th/25th Rank): Price is compared against its rolling 75th and 25th percentile. If price breaks these statistical boundaries (adjusted by ATR), it triggers a directional momentum condition. Signal Consensus Engine: All three layers must agree — BB% condition, trend filter, and percentile momentum — before a buy or sell signal is plotted. Gradient Oscillator Visualization: Signals appear as a fading oscillator line with a gradient-filled area beneath it. The color intensity represents how “fresh” or “strong” the signal is, fading over time if not reconfirmed, offering both clarity and signal aging at a glance. 🔧 User Inputs: 🧠 Core Settings: Source: Select the price input (default: close) Bollinger Bands Length: Period for BB basis and deviation Bollinger Bands Multiplier: Width of the bands Minimum BB Width (% of Price): Prevents signals during low-volatility chop 📊 BB% Thresholds: BB% Long Threshold (L): Minimum %B to consider a long BB% Short Threshold (S): Maximum %B to consider a short 🔍 Trend Filter Parameters: RMA Length: Period for the smoothed trend baseline ATR Length: Lookback for ATR in trend deviation filter ⚡️ Momentum Parameters: Momentum Length: Period for percentile momentum calculation Mult_75 / Mult_25: ATR-adjusted thresholds for breakout above/below percentile levels 🎨 Visualization: Bar Coloring: Highlights candles during active signals Background Coloring: Optional background shading for signals Show Oscillator Plot: Toggle the gradient-style oscillator 🧪 Use Case: This indicator works well across all assets for trend identification. It is particularly effective when used on higher timeframes (e.g. 12H, 1D,2D) to capture mean reversion bounces or confirm breakouts backed by percentile momentum and volatility expansion. ⚠️ Notes: This is not financial advice. Use in combination with proper risk management and confluence from other tools.
Indicateur Pine Script®
par D_QUANT
The Great Anchors: Dual AVWAP Powered by RSI The Great Anchors *Dual Anchored Volume Weighted Average Price Powered by RSI* --- 📌 Overview The Great Anchors is a dual AVWAP-based indicator that resets dynamically using RSI extremes — either from the current asset or a master symbol (e.g., BTCUSDT). It identifies meaningful shifts in price structure and momentum using these "anchored" levels. It’s designed to help traders spot trend continuations, momentum inflection points, and entry signals aligned with overbought/oversold conditions — but only when the market confirms through volume-weighted price direction. --- 🛠 Core Logic • AVWAP 1 (favwap): Anchored when RSI reaches overbought levels (top anchor) • AVWAP 2 (savwap): Anchored when RSI reaches oversold levels (bottom anchor) • AVWAPs are recalculated each time a new OB/OS condition is triggered — acting like "fresh anchors" at key market turning points. --- ⚙️ Key Features 🔁 Auto or Manual RSI Thresholds → Automatically determines dynamic RSI OB/OS levels based on past peaks and troughs, or lets you set fixed levels. 🧠 Master Symbol Control → Use the RSI of a separate asset (like BTCUSDT, ETHUSDT, SOLUSDT, BNBUSDT, SUPRAUSDT) or indices (like TOTAL, TOTAL2, BFR) to control resets — ideal for tracking how BTC/major coins impacts altcoins/others. 🔍 Trend-Filtering Signal Logic → Signals are filtered for less noise and are triggered when: - Both AVWAPs are rising (bullish) or falling (bearish) - Price action confirms the structure 🎯 Visual Markers & Alerts → "💥" for bullish signals and "🔥" for bearish ones. Alerts included for automation or push notifications. --- 🎯 How to Use It 1. Add the indicator to your chart. 2. Choose whether to use RSI from the current symbol or a master symbol (e.g., BTC). 3. Select auto-adjusted or manual OB/OS levels. 4. Watch for: - AVWAP(s) making a significant change (at this point it's one of the AVWAPs resetting) - Check if price flip it upwards or downwards - If price goes above both AVWAPs thats a likely bullish trend - If price can't go above both AVWAPs up and fall bellow both that's a likely bearish trend - Price retesting upper AVWAP and bounce - likely bullish continuation - Price retesting lower AVWAP and dip - likely bearish continuation - Signal icons on chart ("💥 - Bullish" or "🔥- Bearish") Best suited for: • Swing traders • Momentum traders • Traders timing altcoin entries using BTC/Major asset's RSI --- 🔔 Signal Explanation 💥 Bullish Signal = • Both AVWAPs rising • Higher lows in price structure • Bullish candle close • Triggered from overbought RSI reset 🔥 Bearish Signal = • Both AVWAPs falling • Lower highs in price structure • Bearish candle close • Triggered from oversold RSI reset Signals reset by opposite signals to prevent noise or overfitting. --- ⚠️ Tips & Notes • Use AVWAPs as dynamic support/resistance, even without signal triggers • Pair with volume or divergence tools for stronger confirmation --- 🧩 Credits & Philosophy This tool is built with a simple philosophy: "Anchor your trades to meaningful moments in price — not arbitrary time." The dual AVWAP concept helps you see how price reacts after momentum peaks, giving you a cleaner bias and more precise trade setups. ---
Indicateur Pine Script®
par CharmyDexter
Consecutive Bearish Candle Strategy█ STRATEGY DESCRIPTION The "Consecutive Bearish Candle Strategy" is a momentum-based strategy designed to identify potential reversals after a sustained bearish move. It enters a long position when a specific number of consecutive bearish candles occur and exits when the price shows strength by exceeding the previous bar's high. This strategy is optimized for use on various timeframes and instruments. █ SIGNAL GENERATION 1. LONG ENTRY A Buy Signal is triggered when: The close price has been lower than the previous close for at least `Lookback` consecutive bars. This indicates a sustained bearish move, suggesting a potential reversal. The signal occurs within the specified time window (between `Start Time` and `End Time`). 2. EXIT CONDITION A Sell Signal is generated when the current closing price exceeds the high of the previous bar (`close > high `). This indicates that the price has shown strength, potentially confirming the reversal and prompting the strategy to exit the position. █ ADDITIONAL SETTINGS Lookback: The number of consecutive bearish bars required to trigger a Buy Signal. Default is 3. Start Time and End Time: The time window during which the strategy is allowed to execute trades. █ PERFORMANCE OVERVIEW This strategy is designed for markets with frequent momentum shifts. It performs best in volatile conditions where price movements are significant. Backtesting results should be analysed to optimize the `Lookback` parameter for specific instruments.
Stratégie Pine Script®
par Botnet101
4 Bar Momentum Reversal strategy█ STRATEGY DESCRIPTION The "4 Bar Momentum Reversal Strategy" is a mean-reversion strategy designed to identify price reversals following a sustained downward move. It enters a long position when a reversal condition is met and exits when the price shows strength by exceeding the previous bar's high. This strategy is optimized for indices and stocks on the daily timeframe. █ WHAT IS THE REFERENCE CLOSE? The Reference Close is the closing price from X bars ago, where X is determined by the Lookback period. Think of it as a moving benchmark that helps the strategy assess whether prices are trending upwards or downwards relative to past performance. For example, if the Lookback is set to 4, the Reference Close is the closing price 4 bars ago (`close `). █ SIGNAL GENERATION 1. LONG ENTRY A Buy Signal is triggered when: The close price has been lower than the Reference Close for at least `Buy Threshold` consecutive bars. This indicates a sustained downward move, suggesting a potential reversal. The signal occurs within the specified time window (between `Start Time` and `End Time`). 2. EXIT CONDITION A Sell Signal is generated when the current closing price exceeds the high of the previous bar (`close > high `). This indicates that the price has shown strength, potentially confirming the reversal and prompting the strategy to exit the position. █ ADDITIONAL SETTINGS Buy Threshold: The number of consecutive bearish bars needed to trigger a Buy Signal. Default is 4. Lookback: The number of bars ago used to calculate the Reference Close. Default is 4. Start Time and End Time: The time window during which the strategy is allowed to execute trades. █ PERFORMANCE OVERVIEW This strategy is designed for trending markets with frequent reversals. It performs best in volatile conditions where price movements are significant. Backtesting results should be analysed to optimize the Buy Threshold and Lookback parameters for specific instruments.
Stratégie Pine Script®
par Botnet101
1
Dual Bayesian For Loop [QuantAlgo]Discover the power of probabilistic investing and trading with Dual Bayesian For Loop by QuantAlgo , a cutting-edge technical indicator that brings statistical rigor to trend analysis. By merging advanced Bayesian statistics with adaptive market scanning, this tool transforms complex probability calculations into clear, actionable signals—perfect for both data-driven traders seeking statistical edge and investors who value probability-based confirmation! 🟢 Core Architecture At its heart, this indicator employs an adaptive dual-timeframe Bayesian framework with flexible scanning capabilities. It utilizes a configurable loop start parameter that lets you fine-tune how recent price action influences probability calculations. By combining adaptive scanning with short-term and long-term Bayesian probabilities, the indicator creates a sophisticated yet clear framework for trend identification that dynamically adjusts to market conditions. 🟢 Technical Foundation The indicator builds on three innovative components: Adaptive Loop Scanner: Dynamically evaluates price relationships with adjustable start points for precise control over historical analysis Bayesian Probability Engine: Transforms market movements into probability scores through statistical modeling Dual Timeframe Integration: Merges immediate market reactions with broader probability trends through custom smoothing 🟢 Key Features & Signals The Adaptive Dual Bayesian For Loop transforms complex calculations into clear visual signals: Binary probability signal displaying definitive trend direction Dynamic color-coding system for instant trend recognition Strategic L/S markers at key probability reversals Customizable bar coloring based on probability trends Comprehensive alert system for probability-based shifts 🟢 Practical Usage Tips Here's how you can get the most out of the Dual Bayesian For Loop : 1/ Setup: Add the indicator to your TradingView chart by clicking on the star icon to add it to your favorites ⭐️ Start with default source for balanced price representation Use standard length for probability calculations Begin with Loop Start at 1 for complete price analysis Start with default Loop Lookback at 70 for reliable sampling size 2/ Signal Interpretation: Monitor probability transitions across the 50% threshold (0 line) Watch for convergence of short and long-term probabilities Use L/S markers for potential trade signals Monitor bar colors for additional trend confirmation Configure alerts for significant trend crossovers and reversals, ensuring you can act on market movements promptly, even when you’re not actively monitoring the charts 🟢 Pro Tips Fine-tune loop parameters for optimal sensitivity: → Lower Loop Start (1-5) for more reactive analysis → Higher Loop Start (5-10) to filter out noise Adjust probability calculation period: → Shorter lengths (5-10) for aggressive signals → Longer lengths (15-30) for trend confirmation Strategy Enhancement: → Compare signals across multiple timeframes → Combine with volume for trade validation → Use with support/resistance levels for entry timing → Integrate other technical tools for even more comprehensive analysis
Indicateur Pine Script®
par QuantAlgo
6
Zero Lag Signals For Loop [QuantAlgo]Elevate your trend-following investing and trading strategy with Zero Lag Signals For Loop by QuantAlgo , a simple yet effective technical indicator that merges advanced zero-lag mechanism with adaptive trend analysis to bring you a fresh take on market momentum tracking. Its aim is to support both medium- to long-term investors monitoring broader market shifts and precision-focused traders seeking quality entries through its dual-focused analysis approach! 🟢 Core Architecture The foundation of this indicator rests on its zero-lag implementation and dynamic trend assessment. By utilizing a loop-driven scoring system alongside volatility-based filtering, each market movement is evaluated through multiple historical lenses while accounting for current market conditions. This multi-layered approach helps differentiate between genuine trend movements and market noise across timeframe and asset classes. 🟢 Technical Foundation Three distinct components of this indicator are: Zero Lag EMA : An enhanced moving average calculation designed to minimize traditional lag effects For Loop Scoring System : A comprehensive scoring mechanism that weighs current price action against historical contexts Dynamic Volatility Analysis : A sophisticated ATR-based filter that adjusts signal sensitivity to market conditions 🟢 Key Features & Signals The Zero Lag Signals For Loop provides market insights through: Color-coded Zero Lag line that adapts to trend direction Dynamic fills between price and Zero Lag basis for enhanced visualization Trend change markers (L/S) that highlight potential reversal points Smart bar coloring that helps visualize market momentum Background color changes with vertical lines at significant trend shifts Customizable alerts for both bullish and bearish reversals 🟢 Practical Usage Tips Here's how you can get the most out of the Zero Lag Signals For Loop : 1/ Setup: Add the indicator to your TradingView chart by clicking on the star icon to add it to your favorites ⭐️ Start with the default Zero Lag length for balanced sensitivity Use the standard volatility multiplier for proper filtering Keep the default loop range for comprehensive trend analysis Adjust threshold levels based on your investing and/or trading style 2/ Reading Signals: Watch for L/S markers - they indicate validated trend reversals Pay attention to Zero Lag line color changes - they confirm trend direction Monitor bar colors for additional trend confirmation Configure alerts for trend changes in both bullish and bearish directions, ensuring you can act on significant technical developments promptly. 🟢 Pro Tips Fine-tune the Zero Lag length based on your timeframe: → Lower values (20-40) for more responsive signals → Higher values (60-100) for stronger trend confirmation Adjust volatility multiplier based on market conditions: → Increase multiplier in volatile markets → Decrease multiplier in stable trending markets Combine with: → Volume analysis for trade validation → Multiple timeframe analysis for broader context → Other technical tools for comprehensive analysis
Indicateur Pine Script®
par QuantAlgo
30
Adaptive Volatility-Controlled LSMA [QuantAlgo]Adaptive Volatility-Controlled LSMA by QuantAlgo 📈💫 Introducing the Adaptive Volatility-Controlled LSMA (Least Squares Moving Average) , a powerful trend-following indicator that combines trend detection with dynamic volatility adjustments. This indicator is designed to help traders and investors identify market trends while accounting for price volatility, making it suitable for a wide range of assets and timeframes. By integrating LSMA for trend analysis and Average True Range (ATR) for volatility control, this tool provides clearer signals during both trending and volatile market conditions. 💡 Core Concept and Innovation The Adaptive Volatility-Controlled LSMA leverages the precision of the LSMA to track market trends and combines it with the sensitivity of the ATR to account for market volatility. LSMA fits a linear regression line to price data, providing a smoothed trend line that is less reactive to short-term noise. The ATR, on the other hand, dynamically adjusts the volatility bands around the LSMA, allowing the indicator to filter out false signals and respond to significant price moves. This combination provides traders with a reliable tool to identify trend shifts while managing risk in volatile markets. 📊 Technical Breakdown and Calculations The indicator consists of the following components: 1. Least Squares Moving Average (LSMA): The LSMA calculates a linear regression line over a defined period to smooth out price fluctuations and reveal the underlying trend. It is more reactive to recent data than traditional moving averages, allowing for quicker trend detection. 2. ATR-Based Volatility Bands: The Average True Range (ATR) measures market volatility and creates upper and lower bands around the LSMA. These bands expand and contract based on market conditions, helping traders identify when price movements are significant enough to indicate a new trend. 3. Volatility Extensions: To further account for rapid market changes, the bands are extended using additional volatility measures. This ensures that trend signals are generated when price movements exceed both the standard volatility range and the extended volatility range. ⚙️ Step-by-Step Calculation: 1. LSMA Calculation: The LSMA is computed using a least squares regression method over a user-defined length. This provides a trend line that adapts to recent price movements while smoothing out noise. 2. ATR and Volatility Bands: ATR is calculated over a user-defined length and is multiplied by a factor to create upper and lower bands around the LSMA. These bands help detect when price movements are substantial enough to signal a new trend. 3. Trend Detection: The price’s relationship to the LSMA and the volatility bands is used to determine trend direction. If the price crosses above the upper volatility band, a bullish trend is detected. Conversely, a cross below the lower band indicates a bearish trend. ✅ Customizable Inputs and Features: The Adaptive Volatility-Controlled LSMA offers a variety of customizable options to suit different trading or investing styles: 📈 Trend Settings: 1. LSMA Length: Adjust the length of the LSMA to control its sensitivity to price changes. A shorter length reacts quickly to new data, while a longer length smooths the trend line. 2. Price Source: Choose the type of price (e.g., close, high, low) that the LSMA uses to calculate trends, allowing for different interpretations of price data. 🌊 Volatility Controls: ATR Length and Multiplier: Adjust the length and sensitivity of the ATR to control how volatility is measured. A higher ATR multiplier widens the bands, making the trend detection less sensitive, while a lower multiplier tightens the bands, increasing sensitivity. 🎨 Visualization and Alerts: 1. Bar Coloring: Customize bar colors to visually distinguish between uptrends and downtrends. 2. Volatility Bands: Enable or disable the display of volatility bands on the chart. The bands provide visual cues about trend strength and volatility thresholds. 3. Alerts: Set alerts for when the price crosses the upper or lower volatility bands, signaling potential trend changes. 📈 Practical Applications The Adaptive Volatility-Controlled LSMA is ideal for traders and investors looking to follow trends while accounting for market volatility. Its key use cases include: Identifying Trend Reversals: The indicator detects when price movements break through volatility bands, signaling potential trend reversals. Filtering Market Noise: By applying ATR-based volatility filtering, the indicator helps reduce false signals caused by short-term price fluctuations. Managing Risk: The volatility bands adjust dynamically to account for market conditions, helping traders manage risk and improve the accuracy of their trend-following strategies. ⭐️ Summary The Adaptive Volatility-Controlled LSMA by QuantAlgo offers a robust and flexible approach to trend detection and volatility management. Its combination of LSMA and ATR creates clearer, more reliable signals, making it a valuable tool for navigating trending and volatile markets. Whether you're detecting trend shifts or filtering market noise, this indicator provides the tools you need to enhance your trading and investing strategy. Note: The Adaptive Volatility-Controlled LSMA is a tool to enhance market analysis. It should be used in conjunction with other analytical tools and should not be relied upon as the sole basis for trading or investment decisions. No signals or indicators constitute financial advice, and past performance is not indicative of future results.
Indicateur Pine Script®
par QuantAlgo
4