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Indicateurs et stratégies

BNF 25/50 MA Pullback Screener (Uptrend-Below / Downtrend-Above)Buy candidates: stocks in an uptrend (25MA > 50MA, optional rising slopes) that are currently pulled back below the MAs. • Sell/short candidates: stocks in a downtrend (25MA < 50MA, optional falling slopes) that are currently pushed above the MAs. It plots the MAs, paints the background for trend context, drops signals on the chart, shows a status panel, and exposes alert conditions so you can screen your watchlist via alerts.
Indicateur Pine Script®
par jackson_g_sheehan
RSI ROC Signals with Price Action# RSI ROC Signals with Price Action ## Overview The RSI ROC (Rate of Change) Signals indicator is an advanced momentum-based trading system that combines RSI velocity analysis with price action confirmation to generate high-probability buy and sell signals. This indicator goes beyond traditional RSI analysis by measuring the speed of RSI changes and requiring price confirmation before triggering signals. ## Core Concept: RSI Rate of Change (ROC) ### What is RSI ROC? RSI ROC measures the **velocity** or **acceleration** of the RSI indicator, providing insights into momentum shifts before they become apparent in traditional RSI readings. **Formula**: `RSI ROC = ((Current RSI - Previous RSI) / Previous RSI) × 100` ### Why RSI ROC is Superior to Standard RSI: 1. **Early Momentum Detection**: Identifies momentum shifts before RSI reaches traditional overbought/oversold levels 2. **Velocity Analysis**: Measures the speed of momentum changes, not just absolute levels 3. **Reduced False Signals**: Filters out weak momentum moves that don't sustain 4. **Dynamic Thresholds**: Adapts to market volatility rather than using fixed RSI levels 5. **Leading Indicator**: Provides earlier signals compared to traditional RSI crossovers ## Signal Generation Logic ### 🟢 Buy Signal Process (3-Stage System): #### Stage 1: Trigger Activation - **RSI ROC** > threshold (default 7%) - RSI accelerating upward - **Price ROC** > 0 - Price moving higher - Records the **trigger high** (highest point during trigger) #### Stage 2: Invalidation Check - Signal invalidated if **RSI ROC** drops below negative threshold - Prevents false signals during momentum reversals #### Stage 3: Confirmation - **Price breaks above trigger high** - Price action confirmation - **Current candle is green** (close > open) - Bullish price action - **State alternation** - Ensures no consecutive duplicate signals ### 🔴 Sell Signal Process (3-Stage System): #### Stage 1: Trigger Activation - **RSI ROC** < negative threshold (default -7%) - RSI accelerating downward - **Price ROC** < 0 - Price moving lower - Records the **trigger low** (lowest point during trigger) #### Stage 2: Invalidation Check - Signal invalidated if **RSI ROC** rises above positive threshold - Prevents false signals during momentum reversals #### Stage 3: Confirmation - **Price breaks below trigger low** - Price action confirmation - **Current candle is red** (close < open) - Bearish price action - **State alternation** - Ensures no consecutive duplicate signals ## Key Features ### 🎯 **Smart Signal Management** - **State Alternation**: Prevents signal clustering by alternating between buy/sell states - **Trigger Invalidation**: Automatically cancels weak signals that lose momentum - **Price Confirmation**: Requires actual price breakouts, not just momentum shifts - **No Repainting**: Signals are confirmed and won't disappear or change ### ⚙️ **Customizable Parameters** #### **RSI Length (Default: 14)** - Standard RSI calculation period - Shorter periods = more sensitive to price changes - Longer periods = smoother, less noisy signals #### **Lookback Period (Default: 1)** - Period for ROC calculations - 1 = compares to previous bar (most responsive) - Higher values = smoother momentum detection #### **RSI ROC Threshold (Default: 7%)** - Minimum RSI velocity required for signal trigger - Lower values = more signals, potentially more noise - Higher values = fewer but higher-quality signals ### 📊 **Visual Signals** - **Green Arrow Up**: Buy signal below price bar - **Red Arrow Down**: Sell signal above price bar - **Clean Chart**: No additional lines or oscillators cluttering the view - **Size Options**: Customizable arrow sizes for visibility preferences ## Advantages Over Traditional Indicators ### vs. Standard RSI: ✅ **Earlier Signals**: Detects momentum changes before RSI reaches extremes ✅ **Dynamic Thresholds**: Adapts to market conditions vs. fixed 30/70 levels ✅ **Velocity Focus**: Measures momentum speed, not just position ✅ **Better Timing**: Combines momentum with price action confirmation ### vs. Moving Average Crossovers: ✅ **Leading vs. Lagging**: RSI ROC is forward-looking vs. backward-looking MAs ✅ **Volatility Adaptive**: Automatically adjusts to market volatility ✅ **Fewer Whipsaws**: Built-in invalidation logic reduces false signals ✅ **Momentum Focus**: Captures acceleration, not just direction changes ### vs. MACD: ✅ **Price-Normalized**: RSI ROC works consistently across different price ranges ✅ **Simpler Logic**: Clear trigger/confirmation process vs. complex crossovers ✅ **Built-in Filters**: Automatic signal quality control ✅ **State Management**: Prevents over-trading through alternation logic ## Trading Applications ### 📈 **Trend Following** - Use in trending markets to catch momentum continuations - Combine with trend filters for directional bias - Excellent for breakout strategies ### 🔄 **Swing Trading** - Ideal timeframes: 4H, Daily, Weekly - Captures major momentum shifts - Perfect for position entries/exits ### ⚡ **Scalping (Advanced Users)** - Lower timeframes: 1m, 5m, 15m - Reduce threshold for more frequent signals - Combine with volume confirmation ### 🎯 **Momentum Strategies** - Perfect for momentum-based trading systems - Identifies acceleration phases in trends - Complements breakout and continuation patterns ## Optimization Guidelines ### **Conservative Settings (Lower Risk)** - RSI Length: 21 - ROC Threshold: 10% - Lookback: 2 ### **Standard Settings (Balanced)** - RSI Length: 14 (default) - ROC Threshold: 7% (default) - Lookback: 1 (default) ### **Aggressive Settings (Higher Frequency)** - RSI Length: 7 - ROC Threshold: 5% - Lookback: 1 ## Best Practices ### 🎯 **Entry Strategy** 1. Wait for signal arrow confirmation 2. Consider market context (trend, support/resistance) 3. Use proper position sizing based on volatility 4. Set stop-loss below/above trigger levels ### 🛡️ **Risk Management** 1. **Stop Loss**: Place beyond trigger high/low levels 2. **Position Sizing**: Use 1-2% risk per trade 3. **Market Context**: Avoid counter-trend signals in strong trends 4. **Time Filters**: Consider avoiding signals near major news events ### 📊 **Backtesting Recommendations** 1. Test on multiple timeframes and instruments 2. Analyze win rate vs. average win/loss ratio 3. Consider transaction costs in backtesting 4. Optimize threshold values for different market conditions ## Technical Specifications - **Pine Script Version**: v6 - **Signal Type**: Non-repainting, confirmed signals - **Calculation Basis**: RSI velocity with price action confirmation - **Update Frequency**: Real-time on bar close - **Memory Management**: Efficient state tracking with minimal resource usage ## Ideal For: - **Momentum Traders**: Captures acceleration phases - **Swing Traders**: Medium-term position entries/exits - **Breakout Traders**: Confirms momentum behind breakouts - **System Traders**: Mechanical signal generation with clear rules This indicator represents a significant evolution in momentum analysis, combining the reliability of RSI with the precision of rate-of-change analysis and the confirmation of price action. It's designed for traders who want sophisticated momentum detection with built-in quality controls.
Indicateur Pine Script®
par padavans
TRP Stop-Loss_Trailing SL# TRP Stop-Loss Indicator ## Overview The TRP (True Range Percentage) Stop-Loss indicator is an advanced volatility-based stop-loss tool that provides dynamic position protection based on market volatility. Unlike traditional ATR-based indicators, TRP calculates volatility as a percentage of price, offering superior adaptability across different price ranges and market conditions. ## What is TRP and Why It's Superior to ATR ### TRP (True Range Percentage) TRP calculates the true range as a percentage of the closing price, providing a **normalized volatility measure**. The formula is: ``` TRP = (True Range / Close) × 100 ``` ### Key Advantages of TRP over ATR: 1. **Price-Normalized Volatility**: TRP automatically adjusts for different price levels, making it equally effective whether you're trading a $10 stock or a $1000 stock. 2. **Percentage-Based Risk**: TRP gives you direct percentage risk values, making position sizing and risk management more intuitive. 3. **Better Cross-Market Comparison**: Unlike ATR, TRP allows you to compare volatility across different instruments on an equal basis. 4. **Adaptive to Market Conditions**: TRP naturally scales with price movements, providing more relevant stop-loss levels during trending markets. 5. **Consistent Risk Exposure**: Maintains consistent percentage risk regardless of the underlying asset's price level. ## Indicator Features ### 🎯 **Dual Stop-Loss System** - **Long SL**: Red line below price for long positions - **Short SL**: Blue line above price for short positions - Independent control for each direction ### ⚙️ **Advanced Calculation Options** #### **Multiple TRP Calculation Sources:** - **Current Candle**: Uses real-time running candle data - **Previous Close**: Uses completed candle data (default) - **Last Green Candle**: For longs - uses TRP from the most recent bullish candle - **Last Red Candle**: For shorts - uses TRP from the most recent bearish candle #### **Independent Multipliers:** - Separate multiplier controls for long and short stop-losses - Adjust risk levels independently (0.1x to 10x+ range) - Fine-tune stop-loss distance based on your risk tolerance ### 📊 **Visual Customization** - **Line Styles**: Solid, dashed, or dotted lines - **Custom Colors**: Separate color controls for long/short SL - **Line Width**: Adjustable thickness (1-10) - **Extension**: Customizable projection bars to the right ### 🏷️ **Smart Labeling System** - **Value Display**: Shows exact SL price on the right side of lines - **Toggle Control**: Enable/disable labels as needed - **Size Options**: 5 different label sizes (tiny to huge) - **Color Coordination**: Labels match their respective line colors ### ⏰ **Multi-Timeframe Support** - Calculate TRP on any timeframe while viewing on another - Default: Daily TRP calculation for intraday charts - Maintains calculation integrity across timeframe switches ## How to Use ### Basic Setup: 1. Add the indicator to your chart 2. Select your preferred timeframe for TRP calculation 3. Choose calculation source for long and short positions 4. Adjust multipliers based on your risk tolerance ### Risk Management Applications: - **Conservative**: Use 0.5-0.8 multipliers for tighter stops - **Standard**: Use 1.0 multiplier for normal volatility-based stops - **Aggressive**: Use 1.2-2.0 multipliers for wider stops in volatile markets ### Advanced Strategies: - **Trend Following**: Use "Last Green/Red Candle" sources to adapt to momentum changes - **Breakout Trading**: Use "Current Candle" for real-time stop adjustments - **Swing Trading**: Use "Previous Close" for stable, confirmed levels ## Key Benefits ✅ **Dynamic Adaptation**: Automatically adjusts to changing market volatility ✅ **Percentage Risk Control**: Direct percentage-based risk management ✅ **Multi-Strategy Compatible**: Works with scalping, day trading, and swing trading ✅ **Visual Clarity**: Clean, professional chart display with customizable appearance ✅ **Real-Time Updates**: Instant recalculation when settings change ✅ **No Overlapping Lines**: Smart line management prevents chart clutter ## Best Practices 1. **Backtest First**: Test different multiplier settings on historical data 2. **Market Adaptation**: Adjust multipliers based on current market volatility regime 3. **Combine with Other Signals**: Use TRP stops with your existing entry signals 4. **Position Sizing**: Use TRP percentage values for consistent position sizing 5. **Regular Review**: Periodically review and adjust settings based on performance ## Technical Specifications - **Pine Script Version**: v6 - **Overlay**: Yes (draws directly on price chart) - **Calculations**: Based on 50-period EMA of TRP values - **Updates**: Real-time with automatic line management - **Performance**: Optimized for fast execution and minimal lag This indicator is ideal for traders who want professional-grade, volatility-adaptive stop-loss management with the flexibility to fine-tune risk parameters across different market conditions and trading styles.
Indicateur Pine Script®
par padavans
VWAP Momentum Oscillator How It Works Core Calculation Method The oscillator combines four key market measurements into a single, normalized reading: 1. Price-VWAP Deviation: `(Close - VWAP) / VWAP × 100` 2. VWAP-MA Momentum: `(VWAP - MovingAverage) / MovingAverage × 100` 3. Anchored VWAP Strength: Average of high/low anchor deviations from rolling VWAP 4. Range Position: `(Close - PeriodLow) / (PeriodHigh - PeriodLow) × 100 - 50` Dynamic Signal Line The signal line uses an EMA that automatically adjusts its length based on your chart timeframe: - Futures: Always covers 23 hours of trading (1,380 minutes) - Stocks: Always covers 6.5 hours of trading (390 minutes) - Examples: 276 periods on 5-min futures chart, 1,380 periods on 1-min futures chart Trading Signals 🟢 Buy Signals - Condition: Main oscillator crosses above signal line while below zero - Logic: Momentum turning bullish from oversold conditions - Visual: Green "BUY" label below price action 🔴 Sell Signals - Condition: Main oscillator crosses below signal line while above zero - Logic: Momentum turning bearish from overbought conditions - Visual: Red "SELL" label above price action ⚠️ Extreme Warnings - Extreme Overbought: Red triangle when oscillator crosses above +4.0 - Extreme Oversold: Green triangle when oscillator crosses below -4.0 - Purpose: Risk management alerts, not entry/exit signals Oscillator Zones Interpretation Guide - Above +2.0: Strong bullish momentum zone (green background) - 0 to +2.0: Mild bullish territory - 0 to -2.0: Mild bearish territory - Below -2.0: Strong bearish momentum zone (red background) - Above +4.0: Extreme overbought (caution advised) - Below -4.0: Extreme oversold (potential reversal zone) Customization Options Moving Average Settings - EMA/SMA Toggle: Choose between exponential or simple moving average - Color Customization: Adjust MA line color and width Visual Controls - Bullish/Bearish Colors: Customize momentum zone colors - Signal Line: Toggle visibility and adjust color - Line Widths: Control thickness of all plot lines Anchor Modes - NY Session Only: Anchors reset at NY market open (9:30 AM ET) - 24H NY Day: Anchors reset at NY calendar day change (midnight ET) Best Practices Timeframe Selection - Scalping: 1-5 minute charts for quick momentum changes - Day Trading: 5-15 minute charts for clearer trend signals - Swing Trading: 1-4 hour charts for major momentum shifts Signal Confirmation - Wait for crossovers: Don't trade on oscillator position alone - Respect extreme levels: Exercise caution above +4 or below -4 - Use with price action: Combine with support/resistance levels Risk Management - Extreme zones: Reduce position size when oscillator is extended - Failed signals: Exit quickly if momentum doesn't follow through - Market context: Consider overall trend direction and market volatility Technical Specifications Calculation Components - Base Length: 1,380 periods (futures) / 390 periods (stocks) - Signal Line: Dynamic EMA covering one full trading day - Smoothing: 3-period SMA on raw oscillator (adjustable) - Update Frequency: Real-time on every price tick Performance Notes - Resource Efficient: Optimized calculations minimize CPU usage - Memory Friendly: Uses incremental VWAP calculations - Fast Loading: Minimal historical data requirements Version History & Development This oscillator evolved from advanced VWAP overlay strategies, transforming complex multi-line analysis into a single, actionable momentum gauge. The indicator maintains the sophistication of institutional VWAP analysis while providing the clarity needed for retail trading decisions. Core Philosophy Traditional VWAP indicators show where price is relative to volume-weighted averages, but they don't quantify momentum or provide clear entry/exit signals. This oscillator solves that problem by normalizing all VWAP relationships into a single, bounded indicator that works consistently across all timeframes and asset classes. --- Open Source License: This indicator is provided free for the TradingView community. Feel free to modify and enhance according to your trading needs.
Indicateur Pine Script®
par PrestigeWorldwideTradingCo
Opening Range TraderThis indicator, "Opening Range Trader," provides visual tools for defining and tracking two customizable intraday ranges plus today’s open, high, and low. It is designed for day traders to identify support, resistance, and breakout opportunities by automatically marking key price levels that often shape the day's momentum. It offers: Customizable start and end times for two independent time ranges. Toggle options to display lines for the selected ranges and for today’s open, high, and low. Automatic adaptation for New York market hours. Real-time updates for session highs/lows and today’s evolving levels. Traders use this to watch for breakouts above or below the opening range (ORB strategy), to fade false moves when price returns inside the range, or to participate in trending moves after volatility begins. A common setup is entering long on closes above the range high, or short on closes below the range low, with stops and targets based on the range’s width or the opposite boundary. Risk management approaches include placing stop losses at the midpoint or at the opposite end of the range, and adjusting targets for measured moves. Volume confirmation can help filter valid breakouts, while adapting times for specific assets and trading styles maximizes flexibility. The second range allows traders to repeat similar strategies later in the session for evolving momentum windows, making this indicator useful for multiple intraday setups.
Indicateur Pine Script®
par abedmahmood
Clean MA + Signals (overlay)//@version=5 indicator("Clean MA + Signals (overlay)", overlay=true) // Inputs maLen = input.int(50, "MA Length", minval=1) maType = input.string("EMA", "MA Type", options= ) // MA maCalc(src, len, typ) => switch typ "SMA" => ta.sma(src, len) "EMA" => ta.ema(src, len) "RMA" => ta.rma(src, len) "WMA" => ta.wma(src, len) maLine = maCalc(close, maLen, maType) plot(maLine, "MA", color=color.new(color.teal, 0), linewidth=2) // Siqnallar — yalnız kəsişmə anında longCond = ta.crossover(close, maLine) shortCond = ta.crossunder(close, maLine) plotshape(longCond, "LONG", location=location.belowbar, style=shape.triangleup, color=color.lime, size=size.small, text="LONG") plotshape(shortCond, "SHORT", location=location.abovebar, style=shape.triangledown, color=color.red, size=size.small, text="SHORT") alertcondition(longCond, "LONG Signal", "LONG signal on {{ticker}} {{interval}}") alertcondition(shortCond, "SHORT Signal", "SHORT signal on {{ticker}} {{interval}}")
Indicateur Pine Script®
par vidadisammadov
Volume weighted Forex Overwiew True Strenght IndexAdding volume weighting to the FOTSI strategy improves its effectiveness by making the indicator more sensitive to periods of high market activity. Here’s how: Market Relevance: Futures volume reflects institutional and large trader participation. When volume is high, price moves are more likely to be meaningful and less likely to be noise. Dynamic Weighting: By multiplying each currency’s momentum by its normalized futures volume, the indicator gives more weight to currencies that are actively traded at that moment, making signals more robust. Filtering Out Noise: Low-volume periods are down-weighted, reducing the impact of illiquid or less relevant price changes. Better Timing: Signals generated during high-volume periods are more likely to coincide with real market moves, improving entry and exit timing.
Indicateur Pine Script®
par dragos_cocos_dev
NY 14:30 High/Low - 1mThis indicator automatically draws horizontal lines for the High (green) and Low (red) of the 14:30 (Lisbon) candle on the 1-minute chart. It is designed for traders who want to quickly identify the New York open levels (NY Open), allowing you to: Visualize the NY market opening zone. Use these levels as intraday support or resistance. Plan entries and exits based on breakouts or pullbacks. Features: Works on any 1-minute chart. Lines are drawn immediately after the 14:30 candle closes. Lines extend automatically to the right. Simple and lightweight, no complex variables or external dependencies. Daily reset, always showing the current day’s levels. Recommended Use: Combine with support/resistance zones, order blocks, or fair value gaps. Monitor price behavior during the NY open to identify breakout or rejection patterns.
Indicateur Pine Script®
par AR17_17
Smart Money — Volume Panel + OBV Smart Money — Volume Panel + Scaled OBV This indicator combines classic volume analysis with a scaled On-Balance Volume (OBV) line, helping spot smart money activity: Volume bars – color changes dynamically: 🟢 green = high volume & OBV rising 🔴 red = high volume & OBV falling 🟠 orange = high volume but OBV neutral ⚪ gray = low volume Yellow line – volume moving average (MA) Purple line – high-volume threshold (MA × multiplier) OBV line (green/red) – scaled OBV plotted in the same range as volume for easier comparison.
Indicateur Pine Script®
par ceber84
EMA Regime (9/20/50/100/200) — Stacked with 200 FilterEMA Regime (9/20/50/100/200) — Stacked Long/Short Box Plots the 9, 20, 50, 100, and 200 EMAs on the chart. Checks if price is above or below each EMA and whether the EMAs are stacked in order. LONG signal: price above all selected EMAs and EMAs stacked 9 > 20 > 50 > 100 >(> 200 if strict mode on). SHORT signal: price below all selected EMAs and EMAs stacked 9 < 20 < 50 < 100 (< 200 if strict mode on). Shows a two-row table (LONGS / SHORTS) so you can quickly see which EMAs are aligned. Optionally colors candles green/red when a full long/short regime is active. Can show labels when a new LONG or SHORT condition appears. Has alerts you can use for automated notifications when the regime flips. “Use 200 EMA in the stack” lets you choose ultra-strict mode (9>20>50>100>200) or lighter mode (9>20>50>100 but price & 9 above 200).
Indicateur Pine Script®
par jamesmchugh44
EMA Separation (LFZ Scalps) v6 — Early TriggerPlots the percentage distance between a fast and a slow EMA (default 9 & 21) to gauge trend strength and filter out choppy London Flow Zone breakouts. • Gray – EMAs nearly flat (low momentum, avoid trades) • Orange – early trend building • Green/Red – strong directional momentum Useful for day-traders: wait for the gap to widen beyond your chosen threshold (e.g., 0.25 %) before entering a breakout. Adjustable EMA lengths and alert when the separation exceeds your “strong trend” level.
Indicateur Pine Script®
par jamesmchugh44
QTheoryQTheory – This indicator is built on Quarterly Theory (developed by Daye) 🔹 Quarterly Theory Markets often unfold in repeating quarterly cycles (Q1–Q4) across multiple timeframes — yearly, monthly, weekly, daily, 90-minute, and even micro cycles. By dividing price action into these quarters, traders can better anticipate structural shifts, accumulation/distribution phases, and liquidity runs. 🔹 Sequential SMT (SSMT) Sequential SMT extends standard SMT (Smart Money Technique) by comparing multiple assets (such as FX majors) to identify divergences across quarters. 🔹 Features of QTheory Automatic detection of quarterly cycles across multiple timeframes. Visual cycle boxes & customizable dividers. Integrated SSMT signals with divergence line visualization. DFR (Defining Range) with Fibonacci levels. Support for up to 5 comparison assets, with inversion options. Auto-cycle selection for seamless multi-timeframe adaptation. Extensive customization for colors, opacity, and signal display. 🔹 How it works QTheory divides price data into consistent “quarters” across multiple timeframes. Within each cycle, it tracks highs, lows, and divergences, then overlays this information as boxes, dividers, and optional signals on your chart. Traders can use these visual cues to better align entries and exits with institutional market behavior patterns. 🔹 How to use it Enable the desired cycle type (e.g., weekly, daily, 90-minute) from the settings. Toggle boxes, dividers, and signals depending on your trading style. Use SSMT divergences and DFR Fibs to anticipate a reversal Compare against other assets (e.g., DXY or correlated pairs) to refine confluence. ⚠️ Disclaimer: This tool is for educational purposes only. It does not constitute financial advice. Always perform your own analysis and risk management. Attribution: Portions of this script extend the quarter-cycle logic from TFlab’s “Quarterly Theory ICT 04”, released under the Mozilla Public License 2.0
Indicateur Pine Script®
par karlfredrik
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