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ALTINS1 Darphane Altin Sertifikasi Fair Value Tracker [ALPAY.B]This indicator displays the fair value of the Darphane Gold Certificate (ALTINS1) traded on Borsa Istanbul. It calculates the theoretical price based on 0.01 grams of Spot Gold (XAU/USD) converted to Turkish Lira (USD/TRY). This tool is essential for investors to monitor whether the certificate is trading at a significant premium or discount compared to its intrinsic gold value. Key Features: Real-time Fair Value calculation. Live Premium/Discount percentage tracking. Visual background warnings for overvalued conditions.
Indicateur Pine Script®
par AlbayB
Eagle Scalping Support System這是一個基於平滑 Heiken Ashi 的趨勢追蹤系統，專為剝頭皮交易設計，重點在於減少假信號和提高進場準確性。 🎯 主要功能 1. 趨勢判斷系統 使用雙重平滑（EMA + SMA）處理 Heiken Ashi 蠟燭，大幅降低市場噪音 需要連續 8 根 K 棒確認才改變趨勢方向（可調整） 加入趨勢強度過濾（需達 ATR 的 30%），避免弱趨勢誤判 2. 進場信號 做多加碼條件（藍色圓點）： RSI 超賣反轉（<35 且開始回升） MACD 轉強（柱狀圖為正且上升） 價格觸及 10 日低點後反彈 做空加碼條件（黃綠色圓點）： RSI 超買反轉（>65 且開始回落） MACD 轉弱（柱狀圖為負且下降） 價格觸及 10 日高點後回落 3. 視覺化設計 粗綠線：多頭趨勢 粗橘線：空頭趨勢 淡色背景：當前趨勢方向 右上角表格：顯示當前狀態、趨勢確認度、RSI 數值 ⚡ 關鍵特色 ✅ 防重繪機制：使用 barstate.isconfirmed 確保信號只在 K 棒完成後顯示 ✅ 漸進式計數：不確定區域會逐漸減少趨勢計數，而非立即歸零 ✅ 多重確認：結合趨勢方向、強度、動量指標，降低假突破風險 ✅ 內建警報：支援趨勢轉換和加碼信號的自動提醒 💡 適用場景 剝頭皮交易（短線快進快出） 趨勢跟隨（中短期持倉） 適合波動性商品（如加密貨幣、外匯） ⚠️ 使用建議 在橫盤震蕩市場可能產生滯後 建議搭配成交量或支撐壓力位輔助判斷 趨勢確認 K 棒數可根據交易週期調整（短週期用 3-5，長週期用 10-15） Overview Eagle Scalping is a trend-following indicator designed for scalping and short-term trading. It uses a heavily smoothed Heiken Ashi system with multi-confirmation mechanisms to minimize false signals and improve entry accuracy. 🎯 Core Components 1. Smoothed Heiken Ashi Calculation The indicator applies a dual-layer smoothing process: Step 1: EMA smoothing of Heiken Ashi values (default: 34 periods) Step 2: SMA smoothing of the EMA results (60% of smoothing length) This removes market noise while maintaining trend sensitivity. 2. Trend Confirmation System Multi-Bar Confirmation Logic: Requires 8 consecutive bars (default) to confirm trend direction Uses a trend strength filter (normalized to ATR) Only changes trend when strength exceeds 30% of ATR Progressive counting: reduces count gradually in uncertain zones rather than resetting to zero Trend States: Bullish: Thick lime green line + light green background Bearish: Thick orange line + light orange background 3. Entry Signal Generation 🔵 Bullish Add-On Signals (Blue circles below bars) Triggered when ALL conditions are met: Currently in confirmed bullish trend Bar is confirmed (no repainting) One of the following momentum conditions: RSI < 35 with bullish divergence (reversing upward) MACD histogram positive and increasing Price touches 10-bar low, then closes bullish with higher close 🟤 Bearish Add-On Signals (Dark yellow circles above bars) Triggered when ALL conditions are met: Currently in confirmed bearish trend Bar is confirmed (no repainting) One of the following momentum conditions: RSI > 65 with bearish divergence (reversing downward) MACD histogram negative and decreasing Price touches 10-bar high, then closes bearish with lower close
Indicateur Pine Script®
par jacky168168
Gold Futures Projector [Premium] By KanhGold Futures Projector is a professional-grade analytical tool specifically designed for serious gold traders who focus on Futures markets (GC / XAUUSD correlation). This script is built to assist traders in projecting potential price direction, key reaction zones, and high-probability areas based on market behavior, structure, and institutional logic. It is not a signal-spamming tool, but a decision-support system for traders who understand risk management and market context. Key Purpose The primary objective of Gold Futures Projector is to help traders: Anticipate possible price movement paths Identify important support & resistance zones Visualize market projection scenarios clearly on the chart Improve trade planning, patience, and execution discipline Designed For Gold Futures traders (GC) XAUUSD traders who follow Futures flow Scalpers, intraday traders, and swing traders Traders who prefer structure-based analysis over indicators overload Important Notice This script does NOT guarantee profits Past performance does not predict future results Trading involves substantial risk, and users must manage risk responsibly Users must obtain permission from the author before using or redistributing this script Usage & Access Control This script is protected and distributed under a controlled-access policy: Unauthorized sharing, reselling, or redistribution is strictly prohibited After public release, access management will be enabled to add or remove users as necessary Each user is responsible for maintaining confidentiality of access Disclaimer Gold Futures Projector is an analytical tool only. The author is not responsible for any trading losses resulting from misuse, lack of experience, or failure to apply proper risk management. Use this tool as a compass, not an autopilot.
Indicateur Pine Script®
par STARTUP_LA
TSLA Breakout Breakdown LevelsThis indicator plots the breakout/breakdown levels for TSLA on Jan 12 2026 and is designed to complement my Strategy 5 – Opening Bell Breakout system. It automatically draws: Bullish and bearish entry lines based on the pre‑market high and low for the day (e.g., ~442.68 and ~440.21), with clearly marked stops and three profit targets. A shaded “no‑trade zone” between the pre‑market high and low to discourage entries in the overnight range. Colour‑coded horizontal lines for each level and descriptive labels on the latest bar for quick reference. Titles are fixed strings to satisfy Pine Script’s requirement that hline() titles be compile‑time constants. A customizable underlyingSymbol variable if you wish to adapt the script to another ticker. To use this indicator on future sessions, simply update the bullEntry, bearEntry and associated stop/target variables to reflect the current pre‑market range. This script does not generate buy or sell signals by itself; it provides visual reference levels to be used alongside the Strategy 5 Breakout Signals script. Always test on paper first, and adjust the levels to match your own pre‑market analysis. For more details on writing helpful script descriptions and how to publish Pine scripts, see TradingView’s documentation. This indicator is for educational purposes only and not financial advice.
Indicateur Pine Script®
par obviousPear1979
Volume Supply / Demand RegimeVolume Supply / Demand Regime Volume Supply / Demand Regime is a volume-based context indicator designed to classify market activity into broad participation states using relative volume, percentile ranking, and price efficiency. The indicator evaluates how much volume is occurring relative to its recent baseline and how that volume translates into price movement. This allows users to distinguish between quiet contraction, active participation, absorption, and event-driven volume without relying on directional signals or trade execution logic. What it shows • Relative Volume (RVOL): Compares current volume to a moving average baseline to identify contraction and expansion. • Volume Percentile: Ranks current volume against recent history to highlight unusually active bars. • Effort vs. Result: Uses a volatility-adjusted efficiency measure to help differentiate productive movement from churn or absorption. Volume states The indicator classifies each bar into one of several descriptive regimes: • Dry-Up (Contraction): Below-average participation, often associated with compression or balance. • Accumulation: High participation with positive price progress. • Distribution: High participation with negative price progress. • Churn / Absorption: High activity with limited price progress. • Climax / Event: Exceptionally high participation relative to recent history. Visualization • Volume bars are regime-colored for quick visual context. • A compact dashboard panel summarizes the current volume state, relative volume value, and percentile rank. • The panel location and visibility are user-configurable. Intended use This indicator is designed as a context and classification tool, not a standalone trading system. It can be used alongside price structure, trend filters, or other analysis methods to better understand participation conditions. Alerts Optional alerts are provided for key volume regimes (contraction, expansion, and extreme activity) and are evaluated on confirmed bars. Notes • Indicator only — no orders are placed. • Designed for bar-close confirmation; values may update on realtime (forming) bars. • Educational and informational use only. Not financial advice.
Indicateur Pine Script®
par ibotrade
Continuity ContextContinuity Context Continuity Context is a multi-timeframe market-context indicator designed to help assess whether trend structure is aligned or fragmented across daily, weekly, and monthly timeframes. It does not generate trade signals and is intended for informational and analytical use only. The indicator evaluates whether price is holding above a rising moving average on each timeframe and optionally confirms leadership using a weekly relative-strength comparison versus a benchmark. The objective is to highlight periods of strong structural continuity versus periods where alignment is weakening or conflicted. This tool is designed to support context awareness, watchlist filtering, and higher-timeframe confirmation alongside your own entries, exits, and risk management rules. ________________________________________ What It Evaluates • Daily Continuity Price above a rising daily moving average. • Weekly Continuity Price above a rising weekly moving average. • Monthly Continuity Price above a rising monthly moving average. • Weekly Relative Strength (optional) Indicates whether the symbol is trading near its recent relative-strength highs versus a benchmark. Each condition contributes to a simple alignment score shown in the on-chart dashboard. ________________________________________ Dashboard Overview The dashboard summarizes: • Overall continuity tier (Full, Tactical, Repair, Conflict) • Alignment posture (from high alignment to unfavorable) • First condition currently failing, if any • Daily, weekly, and monthly continuity status with streak length • Composite alignment score Green and red rows indicate whether individual conditions are currently satisfied, using confirmed bar-close data only. ________________________________________ How to Use • Market context: Assess whether trend structure is broadly aligned or becoming fragmented. • Watchlist filtering: Focus attention on symbols with stronger continuity and reduce focus on conflicted structures. • Strategy confirmation: Use as a higher-timeframe filter alongside your own entry and exit logic. • Risk awareness: Exercise additional caution when continuity weakens across higher timeframes. ________________________________________ How This Differs From EMA Cross Tools Continuity Context does not rely on moving-average crossovers or signal timing. Instead, it evaluates whether trend structure remains consistently aligned across multiple timeframes, emphasizing durability and context rather than entries or exits. ________________________________________ Important Notes • Indicator only — no orders are placed. • All calculations are evaluated on confirmed bar close. • No lookahead and no intentional repainting. • Designed to provide context, not prediction or trading signals.
Indicateur Pine Script®
par ibotrade
Price Extension Risk MonitorPrice Extension Risk Monitor Price Extension Risk Monitor is a chart-overlay indicator designed to provide context on how extended price is relative to commonly used moving averages, using both volatility-adjusted and percentage-based distance measures. The indicator evaluates price extension from two configurable moving averages and combines those distances into a normalized risk score. This helps users assess when price is relatively balanced, stretched, or increasingly vulnerable to mean reversion—without generating trade signals or placing orders. What the indicator measures • ATR-based extension: Distance between price and a primary moving average, normalized by ATR to account for volatility. • Percent extension: Percentage distance between price and a secondary moving average. • Extension score: A weighted blend of ATR and percent extension, scaled from 0 to 100 for consistency across instruments and timeframes. Risk classification Based on the extension score, the indicator classifies price context into simple descriptive states: • Normal: Price is within typical extension bounds. • Caution: Extension is elevated and worth monitoring. • Reversal Risk: Extension is high relative to configured thresholds. These labels are descriptive only and are not predictions or trade recommendations. Visual output • A compact table panel summarizes: o ATR extension (with reference MA) o Percent extension (with reference MA) o Combined extension score o Current risk status • The panel location, text size, and color behavior are user-configurable. • No lines, markers, or bar coloring are drawn on the chart to keep the display unobtrusive. Alerts Optional alerts notify when: • ATR-based extension exceeds its threshold • Percent-based extension exceeds its threshold • Overall extension risk becomes elevated Alerts are evaluated on confirmed bars. Intended use This indicator is designed as a risk and context tool, not a standalone trading system. It can be used alongside trend analysis, structure, or other indicators to help interpret how stretched price may be relative to recent behavior. Notes • Indicator only — no orders are placed. • Designed for bar-close confirmation; values may update on realtime (forming) bars. • Multi-timeframe values use request.security() with lookahead disabled. • Educational and informational use only. Not financial advice.
Indicateur Pine Script®
par ibotrade
MA Types - Auto OptimizedThis indicator is a comprehensive Moving Average optimization engine designed to dynamically identify the most effective period for a selected Moving Average type (SMA, EMA, WMA, or RMA) based on historical price action. Unlike standard indicators that use a fixed length (e.g., a 50-period SMA) for the entire chart history, this script performs a "Walk-Forward" simulation on every bar to determine which period would have yielded the best risk-adjusted returns for a Long-Only strategy up to that specific moment. The core concept is to adapt to changing market volatility and trends by mathematically scoring different lookback periods and projecting the "winner" onto the chart. How It Works The script runs an internal simulation loop for every candle, testing a range of periods (defined by the user, e.g., 2 to 50). For each period p in that range, it tracks a theoretical trading account that executes trades based on crossovers of that specific MA. Simulation: It calculates the MA value for every period in the range using manual math implementations (to allow for dynamic length processing). Trade Logic (Long Only): Buy Signal: Simulates opening a Long position when the price crosses over the MA. Sell Signal: Simulates closing the Long position when the price crosses under the MA. Scoring: It calculates a "Score" for each period based on Net Profit, Drawdown, and Profit Factor. Selection: The period with the highest score is selected as the "Best Period" for the current bar. Visualization: The indicator plots the MA value of that winning period. This creates a composite "Optimized MA Line" that shifts its length as market conditions change. Features & Settings MA Types: Choose between Simple (SMA), Exponential (EMA), Weighted (WMA), and Relative (RMA) Moving Averages. Optimization Range: Define the Min Period and Max Period to constrain the search space (e.g., searching for the best MA between 10 and 200). Risk Management: Inputs for Initial Capital, Quantity %, and Commission % allow the simulation to account for trading costs and position sizing, ensuring the "Best Period" isn't selected based on unrealistic friction-less trading. Dashboard: A table in the bottom right displays the performance metrics of the currently selected "Best Period," including Net Profit, Max Drawdown, Win Rate, and Profit Factor. Pros and Cons Pros: Adaptability: The indicator adjusts to the market phase. It might select a fast MA during strong trends to capture moves early, and a slower MA during chop to avoid false signals. Data-Driven: Signals are based on mathematical performance metrics rather than arbitrary fixed numbers. Visual Clarity: Provides a single line and clear Buy/Sell labels, reducing chart clutter compared to plotting multiple MAs. Cons: Repainting/Lag: While the indicator DOES NOT repaint past signals (it is a walk-forward analysis), the "Best Period" can change from bar to bar. This means the MA line may appear "jagged" or shift character as the winner changes. Curve Fitting: Because the script hunts for the best historical performance, there is an inherent risk of overfitting to past data. The "best" period of the past 100 bars is not guaranteed to be the best for the next 10. Processing Heavy: Calculating dozens of moving averages and tracking their theoretical equity curves on every bar is computationally intensive. Screenshots & Examples 1. Bitcoin (BTC/USDT) - SMA Optimization This example shows the script optimizing a Simple Moving Average (SMA) on Bitcoin. The dashboard indicates a "Best Period" of 125, resulting in a high Profit Factor. 2. Gold (XAU/USD) - SMA Intraday Here, the script is applied to Gold on a 1-hour chart. The optimization engine adapts to the intraday volatility, selecting a longer period (188) to filter out noise. 3. Bitcoin (BTC/USD) - WMA Optimization Using a Weighted Moving Average (WMA), the script captures the aggressive trend of Bitcoin. The WMA places more weight on recent data, often reacting faster than the SMA. 4. Silver (XAG/USD) - RMA Optimization This chart demonstrates the Relative Moving Average (RMA) on Silver. The RMA is smoother and often used in RSI calculations; here it provides a steady trend-following line with a high win rate. Usage Note This script is intended as a trend-following tool for spot trading or long-biased strategies. It works best in trending markets and may produce whipsaws in ranging sideways markets. Always use it in conjunction with other forms of analysis, such as support/resistance or volume, to confirm signals. Disclaimer Not Financial Advice: This script and its description are for educational and informational purposes only. Nothing here constitutes financial, investment, or trading advice. Risk Warning: Trading financial markets involves a high level of risk and may not be suitable for all investors. You should never trade with money you cannot afford to lose. Past Performance: This tool relies on historical optimization ("curve fitting"). Please be aware that past performance is not indicative of future results. A Moving Average period that performed perfectly in the last 100 bars may fail completely in the next 100 bars due to changing market volatility and conditions. Liability: The author assumes no responsibility or liability for any errors, omissions, or for any trading losses incurred from the use of this script. Always perform your own due diligence and use this tool as part of a broader risk management strategy.
Indicateur Pine Script®
par abgthecoder
Aggregate Bull & Bear IndexAggregate Bull and Bear Index The Aggregate Bull and Bear Index represents a systematic approach to measuring market sentiment through the aggregation of multiple fundamental market factors. This indicator draws conceptual inspiration from the Bank of America Bull and Bear Indicator, a widely followed institutional sentiment gauge that has demonstrated significant predictive value for market turning points over multiple market cycles (Hartnett, 2019). While the original Bank of America indicator relies on proprietary institutional data flows and internal metrics that remain inaccessible to individual investors, the Aggregate Bull and Bear Index provides a methodologically similar framework using publicly available market data, thereby democratizing access to sentiment analysis previously reserved for institutional participants. The theoretical foundation of sentiment based investing rests on decades of behavioral finance research demonstrating that market participants systematically exhibit predictable psychological biases during periods of extreme optimism and pessimism. Shiller (2000) documented how irrational exuberance manifests in asset prices through feedback loops of investor enthusiasm, while Kahneman and Tversky (1979) established that human decision making under uncertainty deviates substantially from rational expectations. These behavioral patterns create opportunities for contrarian strategies that exploit the tendency of crowds to overreact at market extremes. The Aggregate Bull and Bear Index quantifies these psychological states by synthesizing information from diverse market segments into a unified scale ranging from zero to ten, where readings below two indicate extreme fear and readings above eight signal extreme greed. Methodology and Calculation Framework The methodology underlying the Aggregate Bull and Bear Index incorporates statistical normalization techniques that transform raw market data into comparable standardized scores. Each component factor is processed through a calculation that measures how far current values deviate from historical norms, effectively capturing whether specific market metrics exhibit unusual readings relative to their own history. These normalized components are then aggregated using a weighting scheme designed to balance information from different market segments while minimizing noise and false signals. The final composite undergoes percentile ranking over a trailing lookback period to produce the familiar zero to ten scale that facilitates intuitive interpretation. The indicator incorporates several important features designed to enhance signal quality and reduce the probability of acting on spurious readings. A consensus filter examines whether multiple underlying components align in the same direction, adding weight to signals when broad agreement exists across different market factors and discounting readings that rest on narrow evidence. Dynamic threshold adjustment allows the extreme zones to adapt to changing market volatility regimes, recognizing that the appropriate definition of extreme varies depending on ambient market conditions. These refinements reflect lessons learned from decades of quantitative finance research on signal processing and regime detection. Professional Application and Portfolio Integration Professional portfolio managers have long recognized the value of sentiment indicators as a complementary tool to fundamental and technical analysis. The fundamental insight underlying sentiment based strategies is elegantly simple yet empirically robust. When market participants become uniformly bullish, marginal buyers become exhausted and the probability of price declines increases substantially. Conversely, when pessimism reaches extreme levels, forced selling creates attractive entry points for patient capital. Bank of America research found that their Bull and Bear Indicator generated a remarkable track record when deployed as a contrarian signal, with extreme fear readings historically preceding positive forward returns in equity markets (Bank of America Global Research, 2020). The Aggregate Bull and Bear Index applies this same contrarian logic while adapting the methodology to accommodate the data constraints facing individual investors. For institutional investors operating with fiduciary responsibilities and substantial capital, the Aggregate Bull and Bear Index serves as one input among many in comprehensive risk management frameworks. Large asset managers might use extreme readings to trigger portfolio review processes, stress testing exercises, or adjustments to tactical allocation overlays. The indicator proves particularly valuable when it diverges from consensus expectations, as such divergences often precede meaningful market inflections. Hedge fund managers implementing systematic strategies can incorporate the index as a conditioning variable that adjusts position sizing or strategy weights based on the prevailing sentiment environment. The integration of sentiment analysis into investment practice finds support in the concept of informational efficiency and the limits thereof. While efficient market hypothesis suggests that prices reflect all available information, the behavioral finance literature demonstrates that information processing by market participants exhibits systematic biases that create temporary mispricings (Barberis and Thaler, 2003). Sentiment indicators capture the psychological dimension of this information processing, providing insight into how market participants collectively interpret and react to fundamental developments. Extreme sentiment readings often indicate that psychological factors have pushed prices away from levels justified by fundamentals alone, creating opportunities for those willing to act against prevailing market opinion. Practical Implementation for Individual Investors The practical implementation of the indicator follows straightforward principles that both sophisticated institutions and individual retail traders can apply within their existing investment frameworks. When the index falls into the extreme fear zone below a reading of two, this suggests that market participants have become excessively pessimistic and that risk assets may offer favorable risk reward characteristics. Traders might consider this an opportune moment to increase equity exposure or reduce hedging positions. When the index rises into the extreme greed zone above eight, the opposite dynamic applies and a defensive posture becomes prudent. This could manifest as reducing equity allocations, increasing cash reserves, or implementing protective hedging strategies. The neutral zone between these extremes suggests no strong directional bias from a sentiment perspective, during which time other analytical frameworks should take precedence in decision making. Individual retail investors can derive substantial benefit from the indicator even without sophisticated infrastructure or large capital bases. The most straightforward application involves treating extreme readings as alerts that warrant careful examination of existing portfolio positioning. A reading in the extreme fear zone might prompt consideration of whether recent market declines have created opportunities to deploy excess cash or rebalance toward equities. A reading in the extreme greed zone could trigger review of whether current equity exposure exceeds target allocations and whether risk reduction measures merit consideration. Importantly, the indicator should inform rather than dictate investment decisions, serving as one valuable perspective within a broader analytical framework. Retail investors frequently find themselves at a psychological disadvantage during market extremes because emotional responses to portfolio losses or gains often prompt actions contrary to long term wealth accumulation. The academic literature on investor behavior consistently documents that individual investors tend to buy near market peaks when confidence runs highest and sell near market bottoms when fear dominates (Barber and Odean, 2000). A systematic sentiment indicator provides an objective framework for recognizing these emotional extremes and consciously acting against natural psychological impulses. By externalizing the assessment of market mood into a quantifiable metric, investors create psychological distance from their own emotional state and gain perspective on the collective sentiment environment. The decision to implement a sentiment indicator within an investment process requires thoughtful consideration of how it complements existing analytical approaches. Technical analysts may find that sentiment readings help contextualize chart patterns and momentum signals, with extreme fear adding conviction to bullish technical setups and extreme greed warranting caution even when price trends appear strong. Fundamental investors can use sentiment as a timing tool that helps avoid the common mistake of being right on valuation but wrong on timing. Quantitative investors might incorporate sentiment factors into multi factor models or use them to adjust position sizing across strategies. Trading Behavior and Strategy Characteristics The Aggregate Bull and Bear Index employs a contrarian investment methodology that fundamentally diverges from trend following approaches prevalent in systematic trading. The trading logic rests upon the principle of accumulating positions when collective fear pervades market sentiment and liquidating those positions when greed dominates investor psychology. This approach stands in direct opposition to momentum strategies that amplify existing market movements rather than positioning against them. The observation that the indicator frequently initiates long positions despite subsequent downward price movement represents not a flaw but an inherent characteristic of contrarian strategies. When the indicator signals extreme fear, this indicates that market participants have already engaged in substantial selling and pessimistic expectations have become embedded in asset prices. However, this emphatically does not guarantee that the ultimate trough has been reached. Fear can intensify, panic selling can escalate, and fundamental deterioration can trigger additional price declines before stabilization occurs. The indicator identifies phases where the statistical probability distribution of future returns appears favorable rather than pinpointing exact inflection points. Academic research by De Bondt and Thaler (1985) demonstrated that markets systematically overreact to both positive and negative information, creating opportunities for patient contrarian investors willing to endure interim volatility. Risk Profile and Investment Considerations This characteristic produces a distinctive risk profile that investors must thoroughly comprehend before implementation. The primary danger manifests in what practitioners colloquially term catching a falling knife. Purchasing assets during declining markets exposes capital to potentially severe interim drawdowns even when the ultimate investment thesis proves correct. The backtest evidence reveals numerous instances where positions experienced double digit percentage declines before eventually generating positive returns or triggering exit signals. Investors lacking the psychological fortitude to maintain positions through such adversity will inevitably abandon the strategy at precisely the wrong moment, crystallizing losses that patient adherents would have recovered. Behavioral research by Odean (1998) documented that individual investors exhibit a strong disposition effect, holding losing positions too long in some contexts while selling winners prematurely, yet paradoxically abandoning systematic strategies during drawdowns when discipline matters most. The temporal dimension of contrarian investing demands particular attention. Unlike trend following strategies that can generate returns relatively quickly by riding established momentum, contrarian approaches often require extended holding periods before mean reversion materializes. The indicator may signal fear and initiate positions that subsequently experience weeks or months of continued decline before sentiment shifts and prices recover. This extended timeline conflicts with human psychological preferences for immediate gratification and creates substantial opportunity for doubt and strategy abandonment. Investors must recognize that the strategy optimizes for terminal wealth accumulation over extended horizons rather than minimizing short term discomfort. A critical risk factor involves the possibility of genuine regime changes that invalidate historical relationships. While extreme fear readings have historically preceded favorable forward returns, this pattern assumes that pessimism eventually proves excessive and fundamentals stabilize or improve. In scenarios involving structural economic transformation, permanent impairment of earnings power, or systemic financial crisis, fear may prove entirely justified rather than excessive. The indicator cannot distinguish between irrational panic creating buying opportunities and rational recognition of deteriorating fundamentals. This limitation underscores the importance of using the indicator as one input among many rather than as a standalone decision mechanism. Risk management applications deserve particular attention given the indicator's historical tendency to signal market stress before price declines fully materialize. Portfolio managers charged with protecting capital during drawdowns can use rising greed readings as an early warning system that justifies defensive measures such as reducing beta exposure, increasing cash allocations, or purchasing portfolio protection through options strategies. The contrarian nature of the indicator means that protective action occurs when markets appear strongest rather than weakest, avoiding the common trap of implementing risk reduction after substantial losses have already occurred. Opportunity Set and Compounding Benefits The opportunity set presented by contrarian sentiment investing derives from persistent behavioral biases that academic research has extensively documented. Extrapolation bias leads investors to assume recent trends will continue indefinitely, causing excessive optimism after gains and excessive pessimism after losses (Greenwood and Shleifer, 2014). Herding behavior amplifies these tendencies as investors observe and mimic the actions of others, creating self reinforcing cycles of buying or selling that push prices away from fundamental values. The Aggregate Bull and Bear Index systematically exploits these patterns by positioning against the prevailing emotional consensus. The compounding benefits of buying during fear merit emphasis. When the indicator signals extreme pessimism, asset prices by definition trade at depressed levels relative to recent history. Investors who accumulate positions at these reduced valuations capture not only potential price recovery but also enhanced long term compound returns from reinvesting dividends and earnings at favorable prices. This mathematical advantage compounds over decades, explaining why legendary investors from Benjamin Graham to Warren Buffett have emphasized the importance of purchasing during periods of market distress despite the psychological difficulty such actions entail. Investor Suitability and Implementation Requirements Regarding suitability, the Aggregate Bull and Bear Index aligns most appropriately with investors possessing specific characteristics. First, a genuinely long term investment horizon measured in years rather than months proves essential. The strategy will underperform during extended bull markets when momentum approaches dominate and will experience painful interim drawdowns during crisis periods. Only investors capable of maintaining positions through these challenging phases will capture the strategy's full return potential. Second, psychological resilience to act against consensus and tolerate portfolio volatility represents a prerequisite. Research by Goetzmann and Kumar (2008) demonstrated that most individual investors lack the temperament for contrarian strategies despite their theoretical appeal. Third, sufficient financial reserves to avoid forced liquidation during drawdowns ensures that temporary price declines do not become permanent capital impairment. The indicator proves less suitable for investors seeking steady returns with minimal volatility, those with short investment horizons or imminent liquidity needs, and individuals whose emotional responses to portfolio fluctuations compromise rational decision making. Institutional investors with quarterly performance pressures may find the strategy incompatible with their governance constraints despite its long term merits. Retirees depending on portfolio withdrawals must carefully consider whether interim drawdowns could force disadvantageous liquidations. For appropriate investors, the Aggregate Bull and Bear Index offers a systematic framework for implementing time tested contrarian principles that have generated superior long term returns across multiple market cycles. By externalizing sentiment assessment into an objective metric, the indicator helps investors overcome the natural human tendency to capitulate at market bottoms and chase performance at market tops. The strategy demands patience, discipline, and genuine long term orientation, but rewards those characteristics with the potential for meaningful wealth accumulation over extended investment horizons. Proprietary Elements and Limitations The proprietary aspects of the indicator's construction reflect both practical and theoretical considerations. From a practical standpoint, maintaining certain methodological details as proprietary preserves the informational advantage that the indicator provides and prevents degradation of signal quality that might occur if widespread adoption prompted market participants to trade directly against the underlying components. From a theoretical perspective, the specific parameter choices and weighting schemes represent empirical findings from extensive research that constitute intellectual property developed through substantial effort. Academic research on sentiment indicators provides encouraging evidence regarding their predictive value while appropriately acknowledging limitations. Baker and Wurgler (2006) demonstrated that investor sentiment predicts the cross section of stock returns, with high sentiment periods followed by lower returns for speculative stocks prone to overvaluation during euphoric conditions. Brown and Cliff (2005) found that sentiment measures contain information about near term market returns beyond that captured by traditional risk factors. However, the same literature cautions that sentiment signals exhibit variable lead times and occasional false positives, reinforcing the importance of using such indicators as part of comprehensive analytical frameworks rather than standalone trading systems. The Aggregate Bull and Bear Index ultimately represents an attempt to bridge the gap between institutional grade sentiment analysis and the tools available to broader investor populations. By providing a systematic framework for assessing collective market psychology, the indicator empowers users to recognize emotional extremes and consider contrarian positioning when conditions warrant. The historical tendency of markets to reverse from extreme sentiment readings creates opportunities for those willing to act against crowd psychology, while the indicator's multi factor construction and quality filters help distinguish genuine extremes from temporary fluctuations. Whether deployed by professional money managers seeking to refine risk management practices or individual investors striving to overcome behavioral biases, the Aggregate Bull and Bear Index offers a valuable perspective on the eternal struggle between fear and greed that drives financial markets. References Baker, M. and Wurgler, J. (2006) Investor sentiment and the cross section of stock returns. The Journal of Finance, 61(4), pp. 1645 to 1680. Bank of America Global Research (2020) The Bull and Bear Indicator: A contrarian timing tool. Bank of America Securities Research Report. Barber, B.M. and Odean, T. (2000) Trading is hazardous to your wealth: The common stock investment performance of individual investors. The Journal of Finance, 55(2), pp. 773 to 806. Barberis, N. and Thaler, R. (2003) A survey of behavioral finance. Handbook of the Economics of Finance, 1, pp. 1053 to 1128. Brown, G.W. and Cliff, M.T. (2005) Investor sentiment and asset valuation. The Journal of Business, 78(2), pp. 405 to 440. De Bondt, W.F.M. and Thaler, R. (1985) Does the stock market overreact? The Journal of Finance, 40(3), pp. 793 to 805. Goetzmann, W.N. and Kumar, A. (2008) Equity portfolio diversification. Review of Finance, 12(3), pp. 433 to 463. Greenwood, R. and Shleifer, A. (2014) Expectations of returns and expected returns. The Review of Financial Studies, 27(3), pp. 714 to 746. Hartnett, M. (2019) Flow Show: Bull and Bear Indicator methodology and applications. Bank of America Merrill Lynch Investment Strategy. Kahneman, D. and Tversky, A. (1979) Prospect theory: An analysis of decision under risk. Econometrica, 47(2), pp. 263 to 291. Odean, T. (1998) Are investors reluctant to realize their losses? The Journal of Finance, 53(5), pp. 1775 to 1798. Shiller, R.J. (2000) Irrational Exuberance. Princeton University Press.
Indicateur Pine Script®Script payant
par EdgeTools
Bullish & Bearish Engulfing The Bullish & Bearish Engulfing Indicator is a body-based candlestick pattern indicator designed to identify potential trend reversal points in the markets. The indicator automatically detects Bullish Engulfing patterns that appear at the end of downtrends and Bearish Engulfing patterns that form at the end of uptrends. The Bullish & Bearish Engulfing Indicator is suitable for use with price action, support-resistance, and trend continuation/reversal strategies. Rather than being a standalone trading tool, it is designed as a powerful contextual analysis tool to support decision-making processes. When used with the correct market structure and additional confirmations, it helps to identify high-quality trading opportunities.
Indicateur Pine Script®
par PineScriptCommander
GoldenEA trendcatcher STRATEGY📈 GoldenEA Trendcatcher – Strategy Description GoldenEA Trendcatcher is a precision-built intraday trading strategy designed for traders who prefer clarity, discipline, and controlled risk. It focuses on capturing high-probability market moves while maintaining strict trade management and capital protection. This strategy is session-aware and operates only during user-defined trading hours, helping traders avoid low-liquidity and unfavorable market conditions. It automatically limits the number of trades per day, ensuring disciplined execution and preventing overtrading. 🔒 Smart Risk & Trade Management Built-in dynamic risk control with automatic stop-loss and profit-target handling Breakeven protection that activates once price moves favorably, with an optional buffer to account for brokerage and commissions Clear visual markers on the chart for breakeven and profit milestones Automatic exits to protect profits and reduce emotional decision-making 📊 Visual & Analytical Clarity Clean chart presentation with optional historical plotting Real-time risk-to-reward visualization for every trade On-chart boxes and labels that help traders understand trade structure at a glance Designed to stay lightweight and non-intrusive ⚙️ Fully Customizable Adjustable trade session timing Configurable daily trade limits User-defined profit targets, breakeven levels, and visual styles Works seamlessly across intraday timeframes 🎯 Who Is This For? GoldenEA Trendcatcher is ideal for traders who: Want rule-based execution without constant monitoring Prefer visual confirmation over complex indicators Value risk management first, profits second Trade intraday and want consistency over randomness Note: This strategy is intended for educational and backtesting purposes. Always test thoroughly on demo accounts before considering live deployment.
Stratégie Pine Script®
par Intradayindexprofiter
Portfolio TrackerPortfolio Tracker – Manual Position Dashboard This indicator provides a clean, non-intrusive dashboard for tracking open equity positions directly on your chart. You can manually enter up to 20 positions (symbol, quantity, and buy price), and the dashboard will automatically compute: - Invested amount per position - Live market price - Current market value - Profit / Loss (absolute) - Profit / Loss (%) - Portfolio-level totals The dashboard updates on the latest bar only, ensuring stable values and minimal redraw overhead. Visuals : - Supports up to 20 simultaneous positions - Clear green / red P&L highlighting per position - Portfolio totals calculated in real time - Adjustable dashboard size (Small / Normal / Large) - User-selectable dashboard position (top/bottom, left/right) No trading logic, no signals, no repainting — tracking only
Indicateur Pine Script®
par vikram_bains
ZenAlgo - SqueezeThis indicator is a separate-pane tool that reads the current chart symbol (treated as the traded instrument, typically a perpetual) and optionally reads a second symbol used as a comparison reference. It can operate in two broad modes: Basis on - the script attempts to obtain a "spot or reference" close and compares the chart close against it. Basis off - all basis related parts are disabled and only the on-chart derived components remain. The comparison reference can be selected via presets (dominance and market cap style tickers, BTC perpetual, etc.) or via a manual symbol selector. There is also an optional second comparison line that is visual-only and does not influence the squeeze logic. Spot and reference selection, including safety and fallback When basis mode is enabled, the script needs a valid comparison close series. It supports three ways to obtain it: Manual selection - you choose a specific reference symbol or one of the provided presets. Auto spot from the chart symbol - the script strips the ".P" suffix from the chart ticker to guess a spot ticker (fast, but can be invalid on some symbols or spread charts). Exchange fallback chain - if the manual request fails to return data, the script tries a hardcoded sequence of exchanges for the same base pair (same exchange prefix first, then Binance, then Bybit, then MEXC, then Bitget). It uses requests that ignore invalid symbols so the script fails gracefully into the next option. Spread-style synthetic tickers are detected and excluded from this fallback process. Why this matters: basis style comparisons are only meaningful when the reference series is actually available and aligned to the same timeframe. The script spends a lot of logic on preventing runtime failures and preventing accidental "fake basis" on unsupported tickers. VWAP with standard deviation bands on multiple reset schedules The next major block computes anchored VWAP states for several higher-level periods. The core approach is: It performs a running, volume-weighted accumulation of typical price for the anchor period. It simultaneously accumulates the second moment needed to estimate dispersion around VWAP, producing a standard deviation estimate around the anchored VWAP. On each reset boundary (daily, weekly, monthly, quarterly, semiannual, yearly), the accumulators reset and begin a new anchored VWAP segment. Why this matters: anchored VWAP is treated here as a rolling "fair value" for the current period. The dispersion estimate is used to convert distance from VWAP into discrete states (premium, discount, etc.) instead of relying on raw price distance, which varies widely across assets. Smoothed average line used as a slower trend filter Alongside the anchored VWAPs, the script builds a slow baseline from the chart close using a two-stage smoothing process. This baseline is then used as a slower reference for trend qualification. Why this matters: the trend logic requires alignment between price, the daily anchored VWAP, and this slower baseline, plus confirmation that both the daily VWAP and the slow baseline are rising or falling. This avoids classifying trend from price position alone. Trend classification used for context labeling Trend is classified as: Bull trend when price is above the daily anchored VWAP, the daily anchored VWAP is above the slow baseline, and both the daily VWAP and the slow baseline are rising. Bear trend when price is below the daily anchored VWAP, the daily anchored VWAP is below the slow baseline, and both are falling. If neither is true, the script treats trend as neutral for its table and for squeeze sub-labeling. Why this matters: the script later distinguishes events that align with the prevailing trend versus those that run against it. VWAP state mapping and heatmap rows For each anchored VWAP (D, W, M, Q, S, Y), the script assigns a discrete state label based on where price is relative to VWAP and how many dispersion units away it is. The state labels include: Above, Below Premium and Discount tiers "Super" and "Mega" tiers for more extreme distances These states are turned into colors using a selected palette preset. The script then draws horizontal "heat" lines at fixed Y offsets inside the indicator pane, one row per anchor timeframe, plus optional row-letter labels that also show whether the anchored VWAP is rising, falling, or stable. How to interpret: The heatmap is not a price plot. It is a categorical summary of where current price sits relative to each anchored VWAP and its dispersion. Multiple rows allow you to see whether price is simultaneously extended on short anchors but neutral on long anchors, or vice versa. Normalized metrics used for squeeze detection and plots The script computes several standardized (z-scored) series over a fixed lookback length: Chart close z-score - how far the current close is from its recent mean in standardized units. Reference close z-score - same standardization on the chosen comparison series (only when basis is enabled and reference exists). Basis percentage z-score - derived from the ratio between chart close and the reference close, transformed into percent difference, then standardized. Delta proxy z-score - a signed volume proxy that assigns positive weight on up candles, negative weight on down candles, and zero on unchanged candles, then standardized. For symbols with missing volume, it can fall back to a constant weight of 1 depending on settings. Why this matters: The use of z-scores makes thresholds portable across assets and regimes. Instead of using raw basis percent or raw volume, the script detects whether each component is unusually large relative to its own recent distribution. Squeeze event conditions and "continuation vs countertrend" labeling The core squeeze events are defined by three simultaneous conditions, each compared to a fixed threshold: Price is moving fast enough (rate-of-change threshold). Basis deviation is large enough in one direction (basis z-score threshold). Delta proxy deviation is large enough in the same direction (delta z-score threshold). When these align to the upside, the script calls it a short squeeze event (upward acceleration with positive basis and positive delta proxy abnormality). When they align to the downside, it calls it a long squeeze event (downward acceleration with negative basis and negative delta proxy abnormality). Volume availability handling: You can hard-disable squeeze detection on symbols where volume is missing. Or you can allow it, in which case the delta proxy uses a fallback weight so the pipeline still functions. Continuation vs countertrend: Each squeeze event is classified relative to the trend state described earlier. A squeeze that agrees with the trend is marked as continuation. A squeeze that opposes the trend is marked as countertrend. Visual output tied to squeezes: Optional dots are plotted near the top or bottom of the pane to indicate event type (short vs long, continuation vs countertrend). Optional candle coloring is applied only during squeeze states, using separate colors for continuation bull, continuation bear, and countertrend. Basis vs chosen comparison relationship on fixed timeframes In addition to the main squeeze logic, the script evaluates how the basis z-score compares to the chosen reference z-score on four fixed intraday timeframes (5m, 15m, 1h, 4h). For each timeframe it assigns a simple state: Basis standardized value above the reference standardized value Basis standardized value below the reference standardized value Equal or unavailable These states are primarily used to color table cells as a compact multi-timeframe context readout. Why this matters: it provides a quick view of whether the basis deviation is leading or lagging the chosen reference across multiple granularities, without changing the main squeeze definitions. Cross between basis and chosen reference When enabled and basis is available, the script detects crosses between: Basis z-score line Chosen reference z-score line It can plot small up or down triangles on the basis plot when the basis standardized value crosses above or below the reference standardized value. The triangle color is tied to the daily VWAP heat color so the marker inherits the daily premium/discount context. Why this matters: it isolates regime changes where the basis deviation becomes stronger or weaker than the reference series in standardized terms, which can be used as a context shift rather than a standalone entry indication. Pane plots, fills, and thresholds The indicator pane can show: The chart close z-score line (perp series). The chosen reference z-score line (compare series, when available). The basis z-score line. The optional second comparison z-score line. A background fill is drawn between the chart close z-score and the reference z-score to visualize which is higher at the moment. Horizontal reference lines are also drawn for: The basis z-score thresholds used for squeeze logic. The delta proxy z-score thresholds used for squeeze logic. Zero line and additional guide lines at several standardized levels. How to interpret values: The plotted values are standardized units relative to each series’ own recent distribution. A value around 0 indicates "near recent average." Large positive or negative values indicate "unusually above or below recent average" for that specific series. Table readout and derived bias score A table can be shown in the top-right of the pane, summarizing: Current mode (basis off, auto spot, or which preset/manual reference is in use). Whether basis data is valid. Trend state and a slope warning/ok flag. Daily and weekly anchored VWAP numeric values and their premium/discount state coloring. A daily vs weekly VWAP difference state. Price rate-of-change state. Basis percent value and basis z-score state. Delta proxy z-score state. Chart close z-score state. Reference z-score state. A composite bias score and text label. The four timeframe basis-vs-reference relationship states (5m, 15m, 1h, 4h). The score is then mapped to labels from strong bearish through neutral to strong bullish, optionally appending the most recent squeeze classification when present. Right-side value tags On the last bar, the script can draw short horizontal lines and labels to the right showing the latest values for: Chart close z-score Reference z-score Basis z-score Optional second comparison z-score These tags are offset a user-selected number of bars into the future so they remain readable. "Best" block and alert conditions A final logic layer uses: Two fixed thresholds on the basis z-score (one associated with an "up" cross and one with a "down" cross). A count of how many enabled VWAP heatmap rows are currently in "hot" states (above or premium tiers) vs "cold" states (below or discount tiers). A recent-squeeze filter that checks whether any squeeze event happened within a defined lookback window. It then plots: Small circles for threshold crosses when at least a minimum hot/cold alignment exists. Diamonds when alignment exists, optionally larger when alignment count is higher. Separate diamonds when the threshold cross happens without a recent squeeze. Alert conditions are provided for: Strong "best" diamonds when alignment meets a higher minimum. Optional alerts for "best" threshold crosses without recent squeezes. Optional alerts for basis-vs-reference z-score crosses. Why this matters: it gates threshold events by broader multi-anchor context, attempting to avoid treating a single standardized cross as equally meaningful in every macro positioning regime. Added value over common free indicators This script combines several components that are often separate in typical tools, and it enforces explicit data-availability safeguards: Anchored VWAP states across multiple calendar resets with an internal dispersion estimate and a compact heatmap summary. Basis style comparison that can be driven by multiple preset market references, with a fallback chain across exchanges and explicit spread-chart protection. Squeeze detection that requires simultaneous agreement across price acceleration, basis deviation, and a signed volume proxy deviation, then labels the event by trend alignment. A unified pane where standardized series, thresholds, heatmap context, and table diagnostics are all consistent with the same internal state. Disclaimers and where it can fall short If the chosen reference symbol is unavailable or returns gaps, basis-dependent outputs can be unavailable or may switch to fallback sources depending on settings. This can change the basis series behavior compared to a strictly fixed reference feed. The delta component is a proxy based on candle direction and volume, not an exchange order-flow delta. On symbols with unreliable volume, enabling fallback weighting can keep the indicator running but reduces the meaning of "volume-driven" parts. Standardized values depend on the chosen lookback. In highly non-stationary regimes, what is "unusual" can shift quickly. Anchored VWAP states depend on reset definitions in UTC. If your trading session expectations are tied to different session boundaries, interpret anchor transitions accordingly. How to best use it Start by verifying Basis OK in the table when basis mode is enabled. If it shows an error state, either switch reference mode, disable basis, or enable fallback if appropriate for your symbol. Use the heatmap rows to understand whether price is extended relative to multiple anchored baselines simultaneously or only on short anchors. Treat squeeze dots and candle coloring as event markers, then use the trend label (continuation vs countertrend) and the VWAP states to decide whether the event aligns with your broader plan. Use basis vs chosen crosses and the basis-vs-reference multi-timeframe states as context shifts, not as isolated triggers. If you enable alerts, prefer those that include the multi-row hot/cold alignment gating when you want fewer, more context-filtered notifications.
Indicateur Pine Script®
par ZenAlgo_Official
Daily ATR Daily Levels [SystemAlpha]Daily ATR Daily Levels Indicator OVERVIEW: This indicator plots dynamic support and resistance levels based on the Daily Average True Range (ATR). It helps traders identify potential price targets and reversal zones by calculating ATR-based levels from the current day's high/low or gap levels. KEY FEATURES: - Calculates upper and lower ATR levels using customizable period and multiplier - Automatically detects and accounts for price gaps - Visual overflow indicators when price breaches ATR levels - Works on all intraday timeframes (not available on weekly/monthly) - Fully customizable line styles, colors, and dimensions - Choose between today's or yesterday's ATR values HOW IT WORKS: 1. Calculates the Daily ATR using your specified period (default: 20) 2. Identifies the day's high/low or gap reference points 3. Upper Level = Bottom Price + (ATR × Multiplier) 4. Lower Level = Top Price - (ATR × Multiplier) 5. Lines change color when price exceeds the ATR levels (overflow) USE CASES: - Setting profit targets based on average daily volatility - Identifying potential support/resistance zones - Gauging if the market has moved beyond normal daily range - Risk management and position sizing based on ATR INPUTS: - Length: ATR calculation period (default: 20) - Multiplier: ATR multiplication factor for level distance (1-5) - Value: Use today's or yesterday's ATR calculation - Line customization: style, width, length, offset, and colors DISPLAY: - Orange lines: Normal ATR levels - Red lines: Price has breached the ATR level (overflow condition) - Labels show the exact price level and ATR value BEST PRACTICES: - Use on intraday timeframes (1min to daily) - Combine with other technical analysis tools for confirmation - Higher multipliers (2-3x) work well for swing trading targets - Monitor overflow conditions for potential exhaustion signals
Indicateur Pine Script®
par systemalphatrader
XAUUSD Trend FollowingGold Trend Following Indicator combines a 3‑EMA trend regime, a pullback (“tap”) entry trigger, and a Squeeze Momentum filter to reduce low-quality signals. It highlights bullish/bearish market state, prints BUY/SELL signals only when trend + confirmation + RSI align, and optionally rejects weak momentum setups (shown as gray X’s). It also plots optional entry, trailing stop, TP1, and TP2 levels and provides alert conditions for signals and exits. How to use Use the background color and EMA stack to determine the dominant trend. Wait for a pullback where price taps your chosen EMA (20 or 50). Take signals only when a BUY/SELL appears (trend + reclaim/candle + RSI confirmation). If enabled, the Squeeze Momentum filter will keep you out of weak/low‑energy moves. Gray X’s indicate setups that matched your entry logic but failed the momentum strength threshold. Manage risk using the plotted initial SL, trailing SL, and TP1/TP2. Consider locking break-even after TP1 if you want more conservative management. Inputs explained” (compact) Core EMA Settings: Choose EMA lengths for trend stack. Squeeze Momentum Filter: Toggle momentum direction and histogram strength filtering; adjust threshold to balance signal frequency vs quality. RSI Settings: Control RSI length, midline behavior, and min/max bounds. Entry Trigger: Choose tap EMA (20/50) and whether reclaim, slope, and RSI cross are required. TP/SL + Trailing: ATR or swing stop, RR targets, trailing behavior, wick/close triggering, and level visuals. it has an edge because it systematically removes the two biggest sources of losses in discretionary trend systems — bad regime and low‑energy entries. The system Does not forecast Does not anticipate Does not fade It reacts to: Regime Pullback Momentum expansion Confirmation
Indicateur Pine Script®
par Sultan254
1
STFX7.0STFX Indicator STFX is a clean, trend-following & momentum-based TradingView indicator designed for high-probability entries. It helps traders identify trend direction, pullback entries, and momentum continuation with clear visual signals. Key Features: • Trend direction filter • Pullback & continuation entries • Noise reduction for choppy markets • Works best on Gold / Forex / Indices • Simple, beginner-friendly & non-repainting logic Best Use: Follow proper risk management. Use with structure & higher-timeframe bias for best results.
Indicateur Pine Script®
par SalmanXau
DRAMA Channel [AiQ PREMIUM]DRAMA Channel Designed by KS AiQ PREMIUM is not just an indicator; it is a complete, visually immersive trading ecosystem designed for traders who demand precision, aesthetics, and data-driven confidence. Built upon advanced Fractal Adaptive Moving Average (FRAMA) logic and fused with a proprietary volatility engine, AiQ PREMIUM filters out market noise to reveal high-probability institutional setups. 💎 Core Features 1. DRAMA Volatility Engine (D-FRAMA) Unlike standard Moving Averages, our adaptive algorithm adjusts to market fractal dimensions. It tightens during consolidation to avoid false signals and expands during trends to capture the full move. 2. Multi-Timeframe (MTF) Matrix Stop guessing the trend. The built-in "Trend Matrix" scans M5, M15, M30, H1, and H4 timeframes in real-time. Signals are only generated when there is a confluence of momentum. 3. AiQ Confidence Score & Win Rate The dashboard calculates a dynamic Confidence Score (1-5 Stars) based on historical performance, trend alignment, and volatility strength. ⭐⭐⭐⭐⭐ = Strong Institutional Alignment ⭐ = Risky / Counter-trend 4. Auto-Fibonacci Extensions & Risk Management Smart Entries: Clear visual signals with glassmorphism UI. Dynamic Risk: SL/TP are calculated using ATR (Average True Range) to adapt to market volatility. Auto Targets: Automatically projects TP1, TP2, TP3 (Fib 2.618), and TP4 (Fib 4.236). 5. Premium Visual Experience Choose your trading personality with our Theme Engine: 🏆 Black Gold: Luxury, high-contrast dark mode. 🦄 Cyber Neon: Modern, vibrant aesthetics. ⚪ Clean Quant: Minimalist institutional look. 🛠️ How to Use Wait for the Signal: Look for the 🚀 LONG SETUP or 🚀 SHORT SETUP badge. Check the Stars: Ideally, take trades with 3 stars or above on the dashboard. Confirm with Matrix: Ensure the MTF Matrix (Top Right) shows "BULL" for Longs or "BEAR" for Shorts on higher timeframes (H1/H4). Manage the Trade: Secure partial profits at ✅ TP1. Move SL to Breakeven at ✅ TP2. Let runners fly to ✅ TP3 and ✅ TP4. ⚠️ Disclaimer - Trading involves high risk. This tool is designed to assist your analysis, not to replace it. Past performance is not indicative of future results. Always use proper risk management.
Indicateur Pine Script®
par KS0919
1
Behavioral Transform Model: Conditional Support & ResistanceOverview Spot abnormal price moves based on recent market behavior. This indicator models how traders perceive “normal” price action, using recent return patterns to draw adaptive support and resistance levels. It builds a dynamic corridor around a conditional expected value, shading an envelope that the majority of price closes historically. Price closes outside this corridor are marked with color-coded anomaly signals, highlighting significant shifts in market behavior. In short, the tool does three things: it distinguishes normal vs. abnormal price behaviour, draws data-driven support and resistance zones, and helps you see excess volatility as it develops. What You See (Conditional Upon the Lookback Period) Expected Value (gray line): Rolling average serving as the center point. Upper & Lower Bounds (±1 standard deviation): Define the core “normal” price range. The upper bound is displayed in blue, and the lower bound in orange. Secondary bounds use darker shades of blue and orange to distinguish them. You can see the edges of these bounds on the chart and adjust shading if preferred. The latest values for all bounds are also shown on the price axis for easy reference. Secondary Bounds: Wider outer limits set by the Secondary Standard Deviation input. Shaded Corridors: Visually framing the range between core and secondary bounds for quick context. Anomaly Markers: White: Close outside normal corridor Blue: Close above secondary upper bound Orange: Close below secondary lower bound Markers highlight behavior shifts but do not provide triggers or advice. How It Works The model captures trader behavior by framing price relative to a local mean and volatility derived from recent returns. The shaded corridor represents a statistically grounded “normality” band that adapts as market conditions change. Price moves beyond this band signal behaviorally and statistically significant events, such as sentiment shifts or volatility spikes. Inputs Lookback Period: Defines horizon for recent history, mimicking trader memory. Shorter values react quickly; longer values smooth noise. Secondary Standard Deviation: Adjusts the width of the outer bounds and filters the frequency of anomaly markers. Regular anomaly markers still appear normally and are mainly influenced by the lookback period, while extreme anomaly markers depend on both the lookback and the secondary standard deviation width setting. How to Use Add to standard candlestick charts with adequate history. Follow price relation to the shaded corridor to gauge normality. Use anomaly markers to spot meaningful deviations from recent behavior. Adjust inputs to match personal trading style and timeframe: longer chart timeframes often pair better with shorter lookback windows, allowing the model to remain focused on the most recent and relevant return structure. Notes Valid for most symbols and timeframes with sufficient data. Restricted to standard chart types. Latest support/resistance levels displayed on price scale. Limitations & Risks Outputs depend on lookback setting; different settings emphasize different dynamics. This tool is descriptive only—no predictive signals or trade instructions are provided. Combine with other analysis methods and apply risk management. Past behavior does not guarantee future results.
Indicateur Pine Script®
par oisigma