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Indicateurs et stratégies

Forecast OscillatorGeneral Overview The Forecast Oscillator Plus (FOSC+) is not just another oscillator. It is an advanced quantitative analysis tool developed to bridge the gap left by traditional momentum indicators (like RSI or Stochastic) which often suffer from "lag" or remain pinned in extreme zones during strong trends. This "Plus" version has been specifically engineered and optimized for high-velocity scalping and day-trading on assets like NAS100 (Nasdaq) and XAUUSD (Gold) using ultra-short timeframes (1-min, 5-min). 🛡️ Why is FOSC+ Different? 1. Linear Regression Intelligence At the heart of this script is a powerful Linear Regression (LinReg) engine. Instead of comparing price to a simple average, FOSC+ calculates the percentage deviation between the current price and its predicted theoretical trajectory. This allows the indicator to identify not just if the price is "high" or "low," but if it is abnormally distanced from its current trend, signaling an imminent Mean Reversion. 2. Adaptive Dynamic Bands (Volatility-Adjusted) A major weakness of classic oscillators is the use of fixed levels (e.g., 80/20). FOSC+ utilizes Standard Deviation to generate overbought and oversold zones that "breathe" with the market. During high volatility, the bands expand to filter out noise and premature entries. During low volatility, they tighten to capture precise turning points. 3. Institutional Volume Filter (Anti-Fakeout) To succeed in the Nasdaq market, you must follow the "Smart Money." This script integrates a Volume Spike Filter. A signal (Buy/Sell) is only triggered if the current candle's volume is significantly higher than its moving average (adjustable multiplier). This ensures you only enter trades backed by real institutional strength. 4. Algo-Ready for PineConnector The code has been structured for seamless automation. With built-in EMA smoothing to reduce 1-minute "market chatter," the signals are clean and sharp, minimizing execution errors when sending orders to MetaTrader 5 via PineConnector. 📈 Technical Trading Guide Buy Signals (Green Triangle): Occur when the oscillator crosses above the dynamic oversold band OR crosses back above the zero line, provided that volume confirms the impulse. Sell Signals (Red Triangle): Occur when the oscillator crosses below the dynamic overbought band OR breaks below the zero line from above, with volume confirmation. Momentum Histogram: The colored columns indicate acceleration strength. Excellent for Trailing Stops: as long as the histogram is growing, the momentum is in your favor!. ⚙️ Recommended Parameters Length (14): The "Sweet Spot" for balancing reactivity and reliability. Smooth Len (4): Essential for 1-min charts to eliminate micro-fluctuations without adding lag. Volume Mult (1.15): Filters out the bottom 15% of volume to keep only significant candles. ⚠️ Stress-Tested for Real Conditions This script has been rigorously backtested with Slippage settings ranging from 10 to 25 points. Even under difficult market conditions with high spreads, the indicator maintains a positive expectancy, making it a premier tool for traders using Standard or Raw accounts.
Indicateur Pine Script®
par XtraKosack
Volume Variance SuppressionVolume Variance Suppression Indicator This indicator measures the variance of traded volume over a rolling window to detect periods of participation compression. When volume variance falls below a defined threshold, it signals: Reduced initiative order flow Dominance of passive liquidity Market balance / consolidation rather than trend These suppression phases often precede volatility expansion, failed auctions, or impulsive moves, as liquidity builds and positioning becomes crowded. The indicator is not directional and should be used as a market state filter, not a standalone signal. It helps distinguish balance vs expansion regimes and improves trade selection by aligning strategies with the current microstructural environment.
Indicateur Pine Script®
par ShadowBid
Institutional Volatility Expansion & Liquidity Thresholds (IVEL)Overview The IVEL Engine is an institutional-grade volatility modeling tool designed to identify the mathematical boundaries of price delivery. Unlike retail oscillators that use fixed scales, this script utilizes dynamic ATR-based multiples to map Institutional Premium and Discount zones in real-time. How to Use To maximize the effectiveness of the IVEL Engine, traders should focus on Price Delivery at the extreme thresholds: Identifying Institutional Premium (Short Setup) : When price expands into the Upper Red Zone, it has reached a mathematical exhaustion point. Seek short-side entries when price shows signs of rejection from this level back toward the Fair Value Baseline. Identifying Institutional Discount (Long Setup) : When price reaches the Lower Green Zone, it is considered "cheap" by institutional algorithms. Look for long-side absorption or accumulation patterns within this zone. Mean Reversion Targets: The Fair Value Baseline (Center Line) acts as the primary magnetic target. Successful trades taken at the outer thresholds should use the baseline as the first objective for profit-taking. Alerts & Execution Strategy The IVEL Engine is designed for automated monitoring so you don't have to watch the screen 24/7. To set up your execution workflow: Set the Alert : Right-click the indicator and select "Add Alert." Set the condition to "Price Crossing Institutional Premium" (Upper Red) or "Price Crossing Institutional Discount" (Lower Green). Wait for the Hit : Do not market-enter as soon as the alert fires. The alert tells you price has entered a High-Probability Liquidity Zone. Confirm the Rejection : Once alerted, drop down to a lower timeframe (e.g., 5m or 15m) and look for a "Shift in Market Structure" or an SMT Divergence. Execute : Enter once the rejection is confirmed, targeting the Fair Value Baseline as your primary TP1. Methodology The script anchors to an EMA-based baseline and projects expansion bands that adapt to current market conditions. Value Area : The blue inner region where the majority of trading volume occurs. Liquidity Exhaustion : The red and green outer regions where the probability of "Smart Money" reversal is highest.
Indicateur Pine Script®
par TJT_Pro
Performance Table: Standard DCA | Last 6-12-24-48MThis indicator visualizes Standard Dollar-Cost Averaging (DCA) performance across multiple time horizons (6M, 12M, 24M, 48M). It summarizes invested capital, current portfolio value, net profit, and return percentage in a compact table, allowing quick comparison of short- and long-term DCA outcomes. Designed for long-term investors, it helps evaluate how consistent periodic investments perform over time without relying on market timing. The indicator is asset-agnostic and works on any symbol supported by TradingView. Key use cases: Long-term portfolio tracking DCA strategy validation Performance comparison across periods Educational and analytical purposes This tool focuses on clarity and realism, avoiding over-optimization and short-term noise. -- I hope this table helps investors better understand long-term DCA performance. Feedback and suggestions for improvement are always welcome.
Indicateur Pine Script®
par sedatonat
Neeson bitcoin Dynamic ATR Trailing SystemNeeson bitcoin Dynamic ATR Trailing System: A Comprehensive Guide to Volatility-Adaptive Trend Following Introduction The Dynamic ATR Trailing System (DATR-TS) represents a sophisticated approach to trend following that transcends conventional moving average or breakout-based methodologies. Unlike standard trend-following systems that rely on price pattern recognition or fixed parameter oscillators, this system operates on the principle of volatility-adjusted position management—a nuanced approach that dynamically adapts to changing market conditions rather than imposing rigid rules on market behavior. Originality and Innovation Distinct Methodological Approach What sets DATR-TS apart from hundreds of existing trend-following systems is its dual-layered conditional execution framework. While most trend-following systems fall into one of three broad categories—moving average crossovers, channel breakouts, or momentum oscillators—this system belongs to the more specialized category of volatility-normalized trailing stop systems. Key Original Contributions: Volatility-Threshold Signal Filtering: Most trend systems generate signals continuously, leading to overtrading during low-volatility periods. DATR-TS implements a proprietary volatility filter that requires minimum market movement before generating signals, effectively separating high-probatility trend opportunities from market noise. Self-Contained Position State Management: Unlike traditional systems that require external position tracking, DATR-TS maintains an internal position state that prevents contradictory signals and creates a closed-loop decision framework. Dynamic Risk Parameter Adjustment: The system doesn't use fixed percentage stops or rigid ATR multiples. Instead, it implements a responsive adjustment mechanism that widens stops during high volatility and tightens them during low volatility, creating an optimal balance between risk protection and opportunity capture. Trader-Centric Visualization Philosophy: Beyond mere signal generation, the system provides a comprehensive visual feedback system designed to align with human cognitive patterns, reducing emotional decision-making through consistent color coding and information hierarchy. Technical Implementation and Functionality Core Operational Mechanism DATR-TS implements a volatility-adjusted trend persistence model that operates on the principle that trending markets exhibit characteristic volatility signatures. The system specifically targets medium-term directional movements (typically lasting 5-20 days) rather than short-term scalping opportunities or long-term position trades. The Four-Pillar Architecture: Volatility Measurement and Normalization Calculates Average True Range (ATR) over a user-defined period Converts absolute volatility to percentage terms relative to price Compares current volatility against user-defined thresholds to filter suboptimal conditions Dynamic Trailing Stop Algorithm Establishes an initial stop distance based on current volatility Implements a four-state adjustment mechanism that responds to price action Maintains stop position during trend continuation while allowing for trend reversal detection Conditional Signal Generation Generates entry signals only when price action meets both directional and volatility criteria Produces exit signals based on trailing stop penetration Incorporates position state awareness to prevent conflicting signals Comprehensive Feedback System Provides multi-layer visual information including dynamic stop lines, signal labels, and color-coded price action Displays real-time metrics through an integrated dashboard Offers configurable visualization options for different trading styles Specific Trend-Following Methodology DATR-TS employs a volatility-normalized trailing stop breakout approach, which differs significantly from common trend identification methods: Not a moving average crossover system (like MACD or traditional MA crosses) Not a channel breakout system (like Bollinger Band or Donchian Channel breaks) Not a momentum oscillator system (like RSI or Stochastic trend following) Not a price pattern recognition system (like head-and-shoulders or triangle breaks) Instead, it belongs to the more specialized category of volatility-adjusted stop-and-reverse systems that: Wait for market volatility to reach actionable levels Establish positions when price confirms directional bias through stop penetration Manage risk dynamically based on evolving market conditions Exit positions when the trend exhausts itself through stop violation Practical Application and Usage Market Environment Optimization Ideal Conditions: Trending markets with sustained directional movement Medium volatility environments (neither excessively calm nor chaotic) Timeframes: 4-hour to daily charts for optimal signal quality Instruments: Forex majors, commodity futures, equity indices Suboptimal Conditions: Ranging or consolidating markets Extreme volatility events or news-driven spikes Very short timeframes (below 1-hour) Illiquid or highly manipulated instruments Parameter Configuration Strategy Core Parameter Philosophy: ATR Length (Default: 21 periods) Controls the system's memory of volatility Shorter lengths increase sensitivity but may cause overtrading Longer lengths provide smoother signals but may lag during volatility shifts ATR Multiplier (Default: 6.3x) Determines the initial risk buffer Lower values (4-5x) create tighter stops for conservative trading Higher values (6-8x) allow for larger trends but increase drawdown risk Volatility Threshold (Default: 1.5%) Filters out low-quality trading environments Adjust based on market characteristics (higher for volatile markets) Acts as a quality control mechanism for signals Trading Workflow and Execution Signal Interpretation and Action: Entry Protocol: Wait for BLUE "BUY" signal label appearance Confirm volatility conditions meet threshold requirements Enter long position at market or next reasonable opportunity Set initial stop at displayed dynamic stop level Position Management: Monitor dynamic stop line for position adjustment Allow profits to run while stop protects capital No manual adjustment required—system manages stop automatically Exit Protocol: Exit on ORANGE "SELL" signal label appearance Alternative exit if price hits dynamic stop level System will generate new entry signal if conditions warrant re-entry Risk Management Integration: Position sizing based on distance to dynamic stop Volatility filter prevents trades during unfavorable conditions Clear visual feedback on current risk exposure Built-in protection against overtrading Philosophical Foundation and Market Theory Core Trading Principles DATR-TS embodies several foundational market principles: Volatility Defines Opportunity Markets don't trend continuously—they alternate between trending and ranging phases Volatility provides the energy for trends to develop and sustain By measuring and filtering volatility, we can focus on high-probability trend phases Risk Should Be Proportional Fixed percentage stops ignore market context Dynamic stops that adjust with volatility provide more appropriate risk management Position sizing should reflect current market conditions, not arbitrary rules Simplicity Through Sophistication Complex systems often fail in real-world conditions A simple core algorithm with intelligent filtering outperforms complex multi-indicator approaches Clear visual feedback reduces cognitive load and emotional interference Trends Persist Until Proven Otherwise Markets exhibit momentum characteristics Once a trend establishes itself, it tends to continue The trailing stop methodology captures this persistence while providing exit mechanisms Mathematical and Statistical Foundation The system operates on several statistical market observations: Volatility Clustering Phenomenon High volatility periods tend to follow high volatility periods Low volatility periods tend to follow low volatility periods By filtering for adequate volatility, we increase the probability of capturing meaningful trends Trend Magnitude Distribution Most trends are small to medium in magnitude Very large trends are rare but account for disproportionate returns The dynamic stop methodology allows capture of varying trend magnitudes Autocorrelation in Price Movements Price movements exhibit short-term positive autocorrelation during trends This persistence allows trailing stops to capture continued movement The system leverages this characteristic without requiring explicit autocorrelation calculation Performance Characteristics and Expectations Typical System Behavior Signal Frequency: Low to moderate signal generation (prevents overtrading) Signals concentrated during trending market phases Extended periods without signals during ranging conditions Risk-Reward Profile: Win rate typically 40-60% in trending conditions Average win larger than average loss Risk-reward ratios of 1:2 to 1:3 achievable Drawdown Patterns: Controlled through volatility adjustment Larger drawdowns during extended ranging periods Recovery typically follows when trending conditions resume Comparison with Alternative Approaches Versus Moving Average Systems: Less prone to whipsaws during ranging markets Better adaptation to changing volatility conditions Clearer exit signals through stop levels Versus Channel Breakout Systems: More responsive to emerging trends Lower false breakout probability Dynamic risk adjustment rather than fixed parameters Versus Momentum Oscillator Systems: Better trend persistence capture Less susceptible to overbought/oversold false signals Clearer position management rules Educational Value and Skill Development Learning Opportunities DATR-TS serves as more than just a trading tool—it provides educational value through: Market Condition Awareness Teaches traders to distinguish between trending and ranging markets Develops understanding of volatility's role in trading opportunities Encourages patience and selectivity in trade execution Risk Management Discipline Demonstrates dynamic position sizing principles Illustrates the importance of adaptive stops Reinforces the concept of risk-adjusted returns Psychological Skill Development Reduces emotional trading through clear rules Builds patience through conditional execution Develops discipline through systematic approach Customization and Evolution The system provides a foundation for further development: Beginner Level: Use default parameters for initial learning Focus on signal recognition and execution discipline Develop understanding of system behavior across market conditions Intermediate Level: Adjust parameters based on specific market characteristics Combine with complementary analysis techniques Develop personal variations based on trading style Advanced Level: Integrate with portfolio management systems Develop automated execution frameworks Create derivative systems for specialized applications Conclusion: The Modern Trend-Following Paradigm The Dynamic ATR Trailing System represents a significant evolution in trend-following methodology. By moving beyond simple price pattern recognition or fixed parameter oscillators, it embraces the complex reality of financial markets where volatility, trend persistence, and risk management interact dynamically. This system doesn't claim to predict market direction or identify tops and bottoms. Instead, it provides a systematic framework for participating in trends when they emerge, managing risk appropriately as conditions change, and preserving capital during unfavorable environments. For traders seeking a methodology that combines mathematical rigor with practical execution, adapts to changing market conditions rather than fighting against them, and provides clear, actionable information without cognitive overload, DATR-TS offers a sophisticated yet accessible approach to modern trend following. The true value lies not in any single signal or parameter setting, but in the comprehensive philosophy of volatility-aware, risk-adjusted, conditionally-executed trend participation that the system embodies—a philosophy that aligns with how markets actually behave rather than how we might wish them to behave.
Indicateur Pine Script®
par neeson1987
ULTIMATE Multi-TF Previous CloseULTIMATE Multi-TF Previous Close displays previous close levels across multiple timeframes in one simple, non-repainting indicator. These levels often act as key decision points, providing natural support, resistance, and directional bias. Ideal for day traders, swing traders, and scalpers who want higher-timeframe context without clutter. Features include: Yearly → 5-minute timeframe coverage Right-extended horizontal levels Optional labels with exact prices Tick-accurate rounding Designed for clarity. Built for precision.
Indicateur Pine Script®
par sunflowermom
RS Score (1-100) vs NQ/ES/YM - TP# RS Score (1–100) vs NQ/ES/YM — How to Use & Interpret ## What this indicator is doing It gives you a **single score from 1 to 100** that tells you whether a stock is acting like a **leader** or a **laggard** compared to the **overall U.S. market** (Nasdaq + S&P + Dow), using about **1 year of data**. --- ## The core idea: “Is this stock beating the market?” This script compares your stock to a blended benchmark of: * **Nasdaq futures (NQ)** * **S&P futures (ES)** * **Dow futures (YM)** ### Why that matters A stock can be going up, but if the market is going up faster, the stock is **not a leader**. This tool answers: * “Is this stock outperforming the big market?” * “Is it doing it consistently, or is it just wild and noisy?” --- ## What the 1–100 score means Think of **50** as the “middle line.” ### The most important rule * **Above 50 = outperforming the market blend** * **Below 50 = underperforming** * **Around 50 = roughly market-like** ### Easy interpretation bands * **80–100 (Strong Leader):** stock is outperforming the market clearly and consistently * **60–80 (Healthy):** generally outperforming, decent leadership * **45–60 (Neutral-ish):** not special, close to market performance * **30–45 (Weak):** lagging the market * **1–30 (Very Weak):** strong underperformance **Think “leaders live above 50,” and “real leaders tend to stay 70+.”** --- ## Why this score is “smarter” than just comparing returns This script doesn’t just ask *“did it outperform?”* It also asks *“did it outperform in a clean, steady way?”* So it penalizes: * choppy, unstable performance * “one lucky spike” moves That’s why it’s great for finding **higher-quality leadership**. --- ## Timeframe consistency: why it works on Daily, Weekly, Monthly You added **Lock to last completed Daily bar**. That means: * it uses the **same daily reference point** no matter what chart timeframe you switch to * your RS score won’t “walk around” just because the current day/week/month is still forming **Practical meaning:** If your score says 72, it should be 72 whether you’re looking at Daily, Weekly, or Monthly (as of the last completed day). --- ## The “RS New High” marker (NH) — what it’s telling you The marker shows when your RS score hits a **new high** over your chosen lookback period (default ~252 trading days). ### In plain terms: > “This stock is now showing its strongest relative performance vs the market (in about a year).” ### Why it’s powerful A lot of the best leaders: * show RS new highs **before** price breaks out * or show RS new highs **during** breakouts **So NH is a “leadership confirmation” signal.** ### How to use NH in real life * **Best case:** RS hits a new high **while price is near breakout levels** → this often means institutions are accumulating and the stock is acting like a leader * **Okay case:** price makes new highs but RS does not → stock is rising, but it’s not leading (could still work, but less attractive) --- ## Divergences: when RS and price disagree This is one of the most useful ways to use RS. ### Bearish divergence (warning) **Price makes a higher high, but RS makes a lower high.** In simple terms: > “The stock is still going up, but it’s losing leadership versus the market.” This often shows up before: * pullbacks * breakout failures * trend weakening * rotation into stronger names **It’s a caution sign, not an automatic sell.** ### Bullish divergence (early strength) **Price makes a lower low, but RS makes a higher low.** In simple terms: > “The stock is holding up better than the market — strength is building underneath.” This can happen before: * reversals * strong bounce setups * early leadership emergence --- ## How to use this indicator in a simple trading workflow ### 1) Screening (finding leaders) When scanning charts: * Prefer stocks **above 50** * Strong candidates are typically **70+** * Bonus points if you see **NH markers** recently **Quick rule:** If RS < 50, it’s usually not worth your time unless you’re hunting deep value turnarounds. --- ### 2) Breakouts (confirming quality) When a stock is near a breakout point: * You want RS to be **rising** * Ideally RS is near highs or prints **NH** If price breaks out but RS is weak: * it’s more likely to be a “meh breakout” * sometimes it works, but it’s less “leader-like” --- ### 3) Managing positions (leadership health check) If you’re already holding: * RS staying high and rising = healthy leadership * RS rolling over while price still rises = **possible early warning** * RS plunging under 50 = the stock is now **lagging the market** (big red flag) --- ## Common “mistakes” and how to avoid them ### Mistake 1: Thinking RS > 50 means “guaranteed winner” No — it means it’s acting **stronger than the market**, but price action still matters. Use it with: * trend structure * volume/accumulation * breakout levels ### Mistake 2: Overreacting to one divergence One divergence is a warning. You want confirmation like: * failed breakout * heavy sell volume * loss of key moving averages * repeated RS lower highs ### Mistake 3: Comparing RS values across totally different markets without context RS works best when: * comparing stocks within the same broad market environment * keeping the same benchmark blend and same lookback --- ## Simple cheat sheet * **RS > 50:** outperforming market (good) * **RS 70–100:** leader zone * **NH marker:** strongest relative strength in lookback window (leadership confirmation) * **Price HH + RS LH:** bearish divergence (leadership weakening) * **Price LL + RS HL:** bullish divergence (strength building) Thank you!
Indicateur Pine Script®
par TradersPod
High Probability Trend Continuation (1:5 RR)this strategy is based on a high-probability trend continuation pattern, one of the most frequently occurring setups in financial markets. It uses EMA trend alignment to identify strong bullish or bearish conditions and waits for a controlled pullback before entering a trade in the direction of the trend. Risk management is fully automated using ATR-based stop losses, ensuring the strategy adapts to market volatility. Each trade is executed with a fixed 1:5 risk-to-reward ratio, allowing profitability even with a modest win rate. The strategy is designed to work across multiple markets and timeframes, including forex, stocks, indices, and crypto, making it suitable for both intraday and swing trading.
Stratégie Pine Script®
par tenzinchok
WEEKEND BOX (FRIDAY 17:00 - SUNDAY 18:00 NY)As the name “Weekend Box” suggests, this indicator highlights the price range of cryptocurrencies between Friday 17:00 and Sunday 18:00 (New York time). It draws a box around this period to visualize how Bitcoin and other crypto assets behave while the forex market is closed. The goal is to provide a simple, educational tool for anyone interested in studying weekend volatility and market behavior in crypto. Thank you.
Indicateur Pine Script®
par berktest01
YALGOS - Watermark What does the indicator do? The YALGOS - Watermark is a comprehensive visual dashboard that consolidates essential market data onto a single floating table on your chart. It tracks real-time metrics including volatility (ATR), Market Capitalization, daily percentage change, and Relative Volume (RVol). Additionally, it provides a countdown to upcoming earnings reports and identifies the specific sector and industry of the asset. Why is it needed? Centralized Information: It eliminates the need to toggle between different tabs or windows by providing a "birds-eye view" of both technical and fundamental data directly on the price action. Risk Awareness: Through color-coded ATR logic, it alerts traders to abnormal volatility levels, helping them decide if a setup is too risky or within normal parameters. Operational Efficiency: It ensures critical catalysts, such as earnings dates, are always visible, preventing costly mistakes. The built-in "Mobile Mode" also ensures that traders on the go have a clear, optimized view of their data.
Indicateur Pine Script®
par YS49