Daily ATR (Shown on All Timeframes)Daily ATR (Shown on All Timeframes) displays the Daily timeframe ATR on any chart you’re viewing, so you always know the current day’s average range without switching timeframes.
True Daily ATR (not chart ATR): The script pulls ATR from the Daily chart using request.security() and shows that value on every timeframe.
On-chart table (top-right): A clean 2-row table shows:
The label: Daily ATR (Length)
The ATR value, with an optional ATR-as-% of price readout.
Custom display controls:
ATR Length input (default 14)
Toggle to show ATR % of current price
Toggle to show/hide the table
Choose table text color
Choose table text size (Tiny → Huge)
Data Window output: The Daily ATR value is also plotted invisibly so it appears in TradingView’s Data Window for quick reference.
This is useful for gauging daily volatility, setting risk/position sizing, and comparing intraday movement to the stock’s typical daily range.
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Daily ATR (Shown on All Timeframes)Daily ATR (Shown on All Timeframes) displays the Daily timeframe ATR on any chart you’re viewing, so you always know the current day’s average range without switching timeframes.
True Daily ATR (not chart ATR): The script pulls ATR from the Daily chart using request.security() and shows that value on every timeframe.
On-chart table (top-right): A clean 2-row table shows:
The label: Daily ATR (Length)
The ATR value, with an optional ATR-as-% of price readout.
Custom display controls:
ATR Length input (default 14)
Toggle to show ATR % of current price
Toggle to show/hide the table
Choose table text color
Choose table text size (Tiny → Huge)
Data Window output: The Daily ATR value is also plotted invisibly so it appears in TradingView’s Data Window for quick reference.
This is useful for gauging daily volatility, setting risk/position sizing, and comparing intraday movement to the stock’s typical daily range.
Volatility State Index [Interakktive]The Volatility State Index (VSI) classifies market volatility into three behavioral states: Expansion, Decay, and Transition. It answers one question visually: Is volatility supporting price movement, withdrawing, or unstable?
Unlike traditional volatility indicators that show levels or bands, VSI diagnoses the current volatility regime so traders can adapt their approach accordingly.
█ WHAT IT DOES
• Classifies volatility into three states: Expansion (teal), Decay (grey), Transition (amber)
• Measures volatility momentum as a percentage rate-of-change
• Applies stability filtering to detect unstable/choppy conditions
• Uses persistence logic to prevent state flickering
• Exports state data for use in alerts and strategies
█ WHAT IT DOES NOT DO
• NO buy/sell signals
• NO entry/exit recommendations
• NO alerts (v1 is diagnostic only)
• NO performance claims
This is a volatility diagnostic tool, not a trading system.
█ HOW IT WORKS
The VSI processes volatility through a five-stage pipeline:
STAGE 1 — Base Volatility
Calculates ATR as the foundation for volatility measurement.
STAGE 2 — Smoothing
Applies EMA smoothing to reduce noise in the volatility series.
STAGE 3 — Volatility Momentum
Computes the percentage rate-of-change of smoothed volatility:
Volatility Momentum (%) = ((Current ATR - Previous ATR) / Previous ATR) × 100
Positive values indicate expanding volatility; negative values indicate contracting volatility.
STAGE 4 — Stability Filter
Tracks how frequently volatility momentum changes direction. Frequent sign changes indicate unstable, choppy conditions.
Stability Score = 1 - (Average Flip Rate)
Low stability forces the Transition state regardless of momentum level.
STAGE 5 — State Classification
Combines momentum thresholds and stability to determine the final state:
• Expansion: Momentum ≥ +5% (default threshold)
• Decay: Momentum ≤ -5% (default threshold)
• Transition: Between thresholds OR low stability
A persistence filter requires states to hold for multiple bars before confirming, preventing visual noise.
█ INTERPRETATION
EXPANSION (Teal)
Volatility is increasing in a sustained way. Price moves are becoming larger.
What it suggests:
• Breakouts are more likely to follow through
• Stops may need wider placement
• Trend-following approaches tend to work better
• Mean-reversion weakens
DECAY (Grey)
Volatility is decreasing. Price is compressing into tighter ranges.
What it suggests:
• Breakouts are more likely to fail
• Ranges tend to hold
• Trend-following underperforms
• Mean-reversion strengthens
TRANSITION (Amber)
Volatility behavior is unclear or unstable. This is NOT neutral — it is uncertainty.
What it suggests:
• Mixed signals — one bar huge, next bar dead
• Higher whipsaw risk
• Reduced conviction in either direction
• Consider waiting for clarity
The key insight: Amber is a warning, not a middle ground. It appears when volatility cannot decide what it wants to do.
█ VISUAL DESIGN
The indicator uses a state-first histogram design:
• Histogram height shows volatility momentum percentage
• Histogram color shows the classified state
• Zero line provides visual anchor
• Optional momentum line for confirmation
• Optional background tint (default OFF for clean charts)
The visual hierarchy prioritizes instant state recognition. A trader should understand the volatility environment in under one second without reading numbers.
█ INPUTS
Core Settings
• ATR Length: Base volatility measurement period (default: 14)
• Smoothing Length: EMA smoothing applied to ATR (default: 10)
• Momentum Length: Rate-of-change lookback (default: 10)
State Classification
• Expansion Threshold (%): Momentum above this = Expansion (default: 5.0)
• Decay Threshold (%): Momentum below this = Decay (default: -5.0)
• Persistence Bars: Bars required to confirm state change (default: 3)
• Stability Lookback: Window for stability calculation (default: 20)
• Stability Threshold: Below this = forced Transition (default: 0.5)
Visual Settings
• Show State Histogram: Toggle main display (default: ON)
• Show Momentum Line: Thin confirmation line (default: OFF)
• Show Zero Line: Baseline reference (default: ON)
• Show Background Tint: Subtle state coloring (default: OFF)
█ DATA WINDOW EXPORTS
When enabled, the following values are exported:
• ATR (Raw)
• ATR (Smoothed)
• Volatility Momentum (%)
• Stability Score (0-1)
• State (-1/0/1): Decay = -1, Transition = 0, Expansion = 1
• Is Expansion (0/1)
• Is Decay (0/1)
• Is Transition (0/1)
These exports allow VSI to be used as a filter in Pine Script strategies or alert conditions.
█ ORIGINALITY
While ATR and volatility indicators are common, VSI is original because it:
1. Classifies volatility into behavioral states rather than showing raw levels
2. Applies momentum analysis to volatility itself (rate-of-change of ATR)
3. Uses stability filtering to detect genuinely unstable conditions
4. Implements persistence logic to prevent state flickering
5. Provides a state-first visual design optimized for instant recognition
VSI is state-first: it classifies volatility regimes (Expansion/Decay/Transition) rather than plotting volatility level alone, using momentum and stability to reduce false regime reads.
This is not a modified ATR or Bollinger Band — it is a volatility regime classifier.
█ SUITABLE MARKETS
Works on: Stocks, Futures, Forex, Crypto
Timeframes: All timeframes — state classification adapts accordingly
Best on: Instruments with consistent volatility patterns
█ RELATED
• Market Efficiency Ratio — measures price path efficiency
• Effort-Result Divergence — compares volume effort to price result
█ DISCLAIMER
This indicator is for educational purposes only. It does not constitute financial advice. Past performance does not guarantee future results. Always conduct your own analysis before making trading decisions.
Risk Recommender — (Heatmap)📊 Risk Recommender — Per-Trade & Annualized (Heatmap Columns)
Estimate the optimal risk percentage for any market regime.
This tool dynamically recommends how much of your account equity to risk — either per trade or at a portfolio (annualized) level — using volatility as the guide.
⚙️ How it works
Two distinct modes give you flexibility:
1️⃣ Per-Trade (ATR-based)
• Calculates the current Average True Range (ATR) compared to its long-term baseline.
• When volatility is high (ATR ↑), risk per trade decreases to maintain constant dollar risk.
• When volatility is low (ATR ↓), risk per trade increases within your defined floor and ceiling.
• The display is normalized by stop distance (× ATR) and smoothed to avoid noise.
2️⃣ Annualized (Volatility Targeting)
• Computes realized volatility (standard deviation of log returns) and an EWMA forecast of future volatility.
• Blends current and forecast volatilities to estimate “effective” volatility.
• Scales your base risk so that portfolio volatility converges toward your chosen annual target (e.g., 20%).
• Useful for portfolio-level or systematic strategies that maintain constant volatility exposure.
🎨 Heatmap Visualization
The vertical column graph acts like a thermometer:
• 🟥 Red → “Reduce risk” (volatility high).
• 🟩 Green → “Increase risk” (volatility low).
• Smoothed and bounded between your Floor and Ceiling risk levels.
• Optional dotted guides mark those bounds.
• Label shows the current mode, recommended risk %, and key metrics (ATR ratio or effective volatility).
🔧 Key Inputs
• Base max risk per trade (%) — your normal per-trade risk budget.
• ATR length / Baseline ATR length — control sensitivity to short- vs. long-term volatility.
• Target annualized volatility (%) — portfolio volatility target for quant mode.
• λ (lambda) — smoothing factor for the EWMA volatility forecast (0.90–0.99 typical).
• Floor & Ceiling — clamps the output to avoid extreme sizing.
• Smoothing & Hysteresis — prevent rapid changes in risk recommendations.
🧮 Interpreting the Output
• “Recommended Risk (%)” = suggested portion of equity to risk on the next trade (or current exposure).
• In Per-Trade mode: reflects current ATR ÷ baseline ATR .
• In Annualized mode: reflects target volatility ÷ effective volatility .
• Use the color and height of the column as a quick visual cue for aggressiveness.
💡 Typical Use Cases
• Position-sizing overlay for discretionary traders.
• Volatility-targeting component for algorithmic or multi-asset systems.
• Educational tool to understand how volatility governs prudent risk management.
📘 Notes
• This indicator provides risk suggestions only ; it does not place trades.
• Works on any symbol or timeframe.
• Combine with your own strategy or alerts for full automation.
• All calculations use built-in Pine functions; no proprietary logic.
Tags:
#RiskManagement #ATR #Volatility #Quant #PositionSizing #SystematicTrading #AlgorithmicTrading #Portfolio #TradingStrategy #Heatmap #EWMA #Risk
Universal Breakout Strategy [KedArc Quant]Description:
A flexible breakout framework where you can test different logics (Prev Day, Bollinger, Volume, ATR, EMA Trend, RSI Confirm, Candle Confirm, Time Filter) under one system.
Choose your breakout mode, and the strategy will handle entries, exits, and optional risk management (ATR stops, take-profits, daily loss guard, cooldowns).
An on-chart info table shows live mode values (like Prev High/Low, Bollinger levels, RSI, etc.) plus P&L stats for quick analysis.
Use it to compare which breakout style works best on your instrument and timeframe, whether intraday, swing, or positional trading
🔑 Why it’s useful
* Flexibility: Switch between breakout strategies without loading different indicators.
* Clarity: On-chart info table displays current mode, relevant indicator levels, and live strategy P&L stats.
* Testing efficiency: Quickly A/B test different breakout styles under the same backtest environment.
* Transparency: Every trade is rule-based and displayed with entry/exit markers.
🚀 How it helps traders
* Lets you experiment with breakout strategies quickly without loading multiple scripts.
* Helps identify which breakout method fits your instrument & timeframe.
* Gives clear on-chart visual + statistical feedback for confident decision-making.
⚙️ Input Configuration
* Breakout Mode → choose which strategy to test:
* *Prev Day* → breakouts of yesterday’s High/Low.
* *Bollinger* → Upper/Lower BB pierce.
* *Volume* → Breakout confirmed with volume above average.
* *ATR Stop* → Wide range breakout using ATR filter.
* *Time Filter* → Breakouts inside defined session hours.
* *EMA Trend* → Breakouts only in EMA fast > slow alignment.
* *RSI Confirm* → Breakouts with RSI confirmation (e.g. >55 for longs).
* *Candle Confirm* → Breakouts validated by bullish/bearish candle.
* Lookback / ATR / Bollinger inputs → adjust sensitivity.
* Intrabar mode → option to evaluate breakouts using bar highs/lows instead of closes.
* Table options → show/hide info table, show/hide P&L stats, choose corner placement.
📈 Entry & Exit Logic
* Entry → occurs when breakout condition of chosen mode is met.
* Exit → default exits via opposite signals or optional stop/target if enabled.
* Session filter → optional auto-flat at session end.
* P&L management → optional daily loss guard, cooldown between trades, and ATR-based stop/take profit.
❓ FAQ — Choosing the best setup
Q: Which strategy should I use for which chart?
* *Prev Day Breakouts*: Best on indices, FX, and liquid futures with strong daily levels.
* *Bollinger*: Works well in range-bound environments, or crypto pairs with volatility compression.
* *Volume*: Good on equities where breakout strength is tied to volume spikes.
* *ATR Stop*: Suits volatile instruments (commodities, crypto).
* *EMA Trend*: Useful in trending markets (stocks, indices).
* *RSI Confirm*: Adds momentum filter, better for swing trades.
* *Candle Confirm*: Ideal for scalpers needing visual confirmation.
* *Time Filter*: For intraday traders who want signals only in high-liquidity sessions.
Q: What timeframe should I use?
* Intraday traders → 5m to 15m (Time Filter, Candle Confirm).
* Swing traders → 1H to 4H (EMA Trend, RSI Confirm, ATR Stop).
* Position traders → Daily (Prev Day, Bollinger).
* Breakout
A trade entry condition triggered when price crosses above a resistance level (for longs) or below a support level (for shorts).
* Prev Day High/Low
Formula:
Prev High = High of (Day )
Prev Low = Low of (Day )
* Bollinger Bands
Formula:
Basis = SMA(Close, Length)
Upper Band = Basis + (Multiplier × StdDev(Close, Length))
Lower Band = Basis – (Multiplier × StdDev(Close, Length))
* Volume Confirmation
A breakout is only valid if:
Volume > SMA(Volume, Length)
* ATR (Average True Range)
Measures volatility.
Formula:
ATR = SMA(True Range, Length)
where True Range = max(High–Low, |High–Close |, |Low–Close |)
* EMA (Exponential Moving Average)
Weighted moving average giving more weight to recent prices.
Formula:
EMA = (Price × α) + (EMA × (1–α))
with α = 2 / (Length + 1)
* RSI (Relative Strength Index)
Momentum oscillator scaled 0–100.
Formula:
RSI = 100 – (100 / (1 + RS))
where RS = Avg(Gain, Length) ÷ Avg(Loss, Length)
* Candle Confirmation
Bullish candle: Close > Open AND Close > Close
Bearish candle: Close < Open AND Close < Close
Win Rate (%)
Formula:
Win Rate = (Winning Trades ÷ Total Trades) × 100
* Average Trade P&L
Formula:
Avg Trade = Net Profit ÷ Total Trades
📊 Performance Notes
The Universal Breakout Strategy is designed as a framework rather than a single-asset optimized system. Results will vary depending on the chart, timeframe, and asset chosen.
On the current defaults (15-minute, INR-denominated example), the backtest produced 132 trades over the selected period. This provides a statistically sufficient sample size.
Win rate (~35%) is relatively low, but this is balanced by a positive reward-to-risk ratio (~1.8). In practice, a lower win rate with larger wins versus smaller losses is sustainable.
The average P&L per trade is close to breakeven under default settings. This is expected, as the strategy is not tuned for a single symbol but offered as a universal breakout framework.
Commissions (0.1%) and slippage (1 tick) are included in the simulation, ensuring realistic conditions.
Risk management is conservative, with order sizing set at 1 unit per trade. This avoids over-leveraging and keeps exposure well under the 5-10% equity risk guideline.
👉 Traders are encouraged to:
Experiment with inputs such as ATR period, breakout length, or Bollinger parameters.
Test across different timeframes and instruments (equities, futures, forex, crypto) to find optimal setups.
Combine with filters (trend direction, volatility regimes, or volume conditions) for further refinement.
⚠️ Disclaimer This script is provided for educational purposes only.
Past performance does not guarantee future results.
Trading involves risk, and users should exercise caution and use proper risk management when applying this strategy.
EMA ± ATR Channel (True Range)EMA ± ATR Channel (True Range)
Tagline: Adaptive EMA channel with ATR-based volatility bands — perfect for swing trading, intraday setups, and managing risk on high-volatility stocks.
This script plots a dynamic price channel around a configurable EMA using the Average True Range (ATR, Wilder’s True Range) as a volatility buffer.
Upper band = EMA + (ATR × multiplier)
Lower band = EMA – (ATR × multiplier)
📊 Features:
Adjustable EMA length, ATR length, and ATR multiplier
Visual channel fill between upper and lower bands
Optional on-chart help panel with practical combos
⚡ Practical Combos for Volatile Stocks:
EMA 20 + ATR 14 × 2.0 → most common swing trading setup
EMA 10 + ATR 14 × 1.5 → very responsive, good for intraday/high-beta names
EMA 20 + ATR 20 × 2.5 → smoother, wider channel, avoids whipsaws in chaotic stocks
✅ Use cases:
Identify dynamic support/resistance zones
Volatility-based stop-loss & take-profit placement
Spot overextensions from the trend midline
🔖 Tags:
ema, atr, channel, volatility, trend, support resistance, stop loss, swing trading, intraday, risk management, indicator
Structural Liquidity Signals [BullByte]Structural Liquidity Signals (SFP, FVG, BOS, AVWAP)
Short description
Detects liquidity sweeps (SFPs) at pivots and PD/W levels, highlights the latest FVG, tracks AVWAP stretch, arms percentile extremes, and triggers after confirmed micro BOS.
Full description
What this tool does
Structural Liquidity Signals shows where price likely tapped liquidity (stop clusters), then waits for structure to actually change before it prints a trigger. It spots:
Liquidity sweeps (SFPs) at recent pivots and at prior day/week highs/lows.
The latest Fair Value Gap (FVG) that often “pulls” price or serves as a reaction zone.
How far price is stretched from two VWAP anchors (one from the latest impulse, one from today’s session), scaled by ATR so it adapts to volatility.
A “percentile” extreme of an internal score. At extremes the script “arms” a setup; it only triggers after a small break of structure (BOS) on a closed bar.
Originality and design rationale, why it’s not “just a mashup”
This is not a mashup for its own sake. It’s a purpose-built flow that links where liquidity is likely to rest with how structure actually changes:
- Liquidity location: We focus on areas where stops commonly cluster—recent pivots and prior day/week highs/lows—then detect sweeps (SFPs) when price wicks beyond and closes back inside.
- Displacement context: We track the last Fair Value Gap (FVG) to account for recent inefficiency that often acts as a magnet or reaction zone.
- Stretch measurement: We anchor VWAP to the latest N-bar impulse and to the Daily session, then normalize stretch by ATR to assess dislocation consistently across assets/timeframes.
- Composite exhaustion: We combine stretch, wick skew, and volume surprise, then bend the result with a tanh transform so extremes are bounded and comparable.
- Dynamic extremes and discipline: Rather than triggering on every sweep, we “arm” at statistical extremes via percent-rank and only fire after a confirmed micro Break of Structure (BOS). This separates “interesting” from “actionable.”
Key concepts
SFP (liquidity sweep): A candle briefly trades beyond a level (where stops sit) and closes back inside. We detect these at:
Pivots (recent swing highs/lows confirmed by “left/right” bars).
Prior Day/Week High/Low (PDH/PDL/PWH/PWL).
FVG (Fair Value Gap): A small 3‑bar gap (bar2 high vs bar1 low, or vice versa). The latest gap often acts like a magnet or reaction zone. We track the most recent Up/Down gap and whether price is inside it.
AVWAP stretch: Distance from an Anchored VWAP divided by ATR (volatility). We use:
Impulse AVWAP: resets on each new N‑bar high/low.
Daily AVWAP: resets each new session.
PR (Percentile Rank): Where the current internal score sits versus its own recent history (0..100). We arm shorts at high PR, longs at low PR.
Micro BOS: A small break of the recent high (for longs) or low (for shorts). This is the “go/no‑go” confirmation.
How the parts work together
Find likely liquidity grabs (SFPs) at pivots and PD/W levels.
Add context from the latest FVG and AVWAP stretch (how far price is from “fair”).
Build a bounded score (so different markets/timeframes are comparable) and compute its percentile (PR).
Arm at extremes (high PR → short candidate; low PR → long candidate).
Only print a trigger after a micro BOS, on a closed bar, with spacing/cooldown rules.
What you see on the chart (legend)
Lines:
Teal line = Impulse AVWAP (resets on new N‑bar extreme).
Aqua line = Daily AVWAP (resets each session).
PDH/PDL/PWH/PWL = prior day/week levels (toggle on/off).
Zones:
Greenish box = latest Up FVG; Reddish box = latest Down FVG.
The shading/border changes after price trades back through it.
SFP labels:
SFP‑P = SFP at Pivot (dotted line marks that pivot’s price).
SFP‑L = SFP at Level (at PDH/PDL/PWH/PWL).
Throttle: To reduce clutter, SFPs are rate‑limited per direction.
Triggers:
Triangle up = long trigger after BOS; triangle down = short trigger after BOS.
Optional badge shows direction and PR at the moment of trigger.
Optional Trigger Zone is an ATR‑sized box around the trigger bar’s close (for visualization only).
Background:
Light green/red shading = a long/short setup is “armed” (not a trigger).
Dashboard (Mini/Pro) — what each item means
PR: Percentile of the internal score (0..100). Near 0 = bullish extreme, near 100 = bearish extreme.
Gauge: Text bar that mirrors PR.
State: Idle, Armed Long (with a countdown), or Armed Short.
Cooldown: Bars remaining before a new setup can arm after a trigger.
Bars Since / Last Px: How long since last trigger and its price.
FVG: Whether price is in the latest Up/Down FVG.
Imp/Day VWAP Dist, PD Dist(ATR): Distance from those references in ATR units.
ATR% (Gate), Trend(HTF): Status of optional regime filters (volatility/trend).
How to use it (step‑by‑step)
Keep the Safety toggles ON (default): triggers/visuals on bar‑close, optional confirmed HTF for trend slope.
Choose timeframe:
Intraday (5m–1h) or Swing (1h–4h). On very fast/thin charts, enable Performance mode and raise spacing/cooldown.
Watch the dashboard:
When PR reaches an extreme and an SFP context is present, the background shades (armed).
Wait for the trigger triangle:
It prints only after a micro BOS on a closed bar and after spacing/cooldown checks.
Use the Trigger Zone box as a visual reference only:
This script never tells you to buy/sell. Apply your own plan for entry, stop, and sizing.
Example:
Bullish: Sweep under PDL (SFP‑L) and reclaim; PR in lower tail arms long; BOS up confirms → long trigger on bar close (ATR-sized trigger zone shown).
Bearish: Sweep above PDH/pivot (SFP‑L/P) and reject; PR in upper tail arms short; BOS down confirms → short trigger on bar close (ATR-sized trigger zone shown).
Settings guide (with “when to adjust”)
Safety & Stability (defaults ON)
Confirm triggers at bar close, Draw visuals at bar close: Keep ON for clean, stable prints.
Use confirmed HTF values: Applies to HTF trend slope only; keeps it from changing until the HTF bar closes.
Performance mode: Turn ON if your chart is busy or laggy.
Core & Context
ATR Length: Bigger = smoother distances; smaller = more reactive.
Impulse AVWAP Anchor: Larger = fewer resets; smaller = resets more often.
Show Daily AVWAP: ON if you want session context.
Use last FVG in logic: ON to include FVG context in arming/score.
Show PDH/PDL/PWH/PWL: ON to see prior day/week levels that often attract sweeps.
Liquidity & Microstructure
Pivot Left/Right: Higher values = stronger/rarer pivots.
Min Wick Ratio (0..1): Higher = only more pronounced SFP wicks qualify.
BOS length: Larger = stricter BOS; smaller = quicker confirmations.
Signal persistence: Keeps SFP context alive for a few bars to avoid flicker.
Signal Gating
Percent‑Rank Lookback: Larger = more stable extremes; smaller = more reactive extremes.
Arm thresholds (qHi/qLo): Move closer to 0.5 to see more arms; move toward 0/1 to see fewer arms.
TTL, Cooldown, Min bars and Min ATR distance: Space out triggers so you’re not reacting to minor noise.
Regime Filters (optional)
ATR percentile gate: Only allow triggers when volatility is at/above a set percentile.
HTF trend gate: Only allow longs when the HTF slope is up (and shorts when it’s down), above a minimum slope.
Visuals & UX
Only show “important” SFPs: Filters pivot SFPs by Volume Z and |Impulse stretch|.
Trigger badges/history and Max badge count: Control label clutter.
Compact labels: Toggle SFP‑P/L vs full names.
Dashboard mode and position; Dark theme.
Reading PR (the built‑in “oscillator”)
PR ~ 0–10: Potential bullish extreme (long side can arm).
PR ~ 90–100: Potential bearish extreme (short side can arm).
Important: “Armed” ≠ “Enter.” A trigger still needs a micro BOS on a closed bar and spacing/cooldown to pass.
Repainting, confirmations, and HTF notes
By default, prints wait for the bar to close; this reduces repaint‑like effects.
Pivot SFPs only appear after the pivot confirms (after the chosen “right” bars).
PD/W levels come from the prior completed candles and do not change intraday.
If you enable confirmed HTF values, the HTF slope will not change until its higher‑timeframe bar completes (safer but slightly delayed).
Performance tips
If labels/zones clutter or the chart lags:
Turn ON Performance mode.
Hide FVG or the Trigger Zone.
Reduce badge history or turn badge history off.
If price scaling looks compressed:
Keep optional “score”/“PR” plots OFF (they overlay price and can affect scaling).
Alerts (neutral)
Structural Liquidity: LONG TRIGGER
Structural Liquidity: SHORT TRIGGER
These fire when a trigger condition is met on a confirmed bar (with defaults).
Limitations and risk
Not every sweep/extreme reverses; false triggers occur, especially on thin markets and low timeframes.
This indicator does not provide entries, exits, or position sizing—use your own plan and risk control.
Educational/informational only; no financial advice.
License and credits
© BullByte - MPL 2.0. Open‑source for learning and research.
Built from repeated observations of how liquidity runs, imbalance (FVG), and distance from “fair” (AVWAPs) combine, and how a small BOS often marks the moment structure actually shifts.
PumpC ATR Line LevelsPumpC ATR Line Levels
Overview
PumpC ATR Line Levels is a volatility-based indicator that projects potential expansion levels from the previous session’s close using the Average True Range (ATR). This tool builds upon the Previous OHLC framework created by Nephew_Sam_ by extending its session-handling logic and adding ATR-based levels, statistical tracking, and flexible visualization options.
How It Works
Calculates ATR from a user-selectable higher timeframe (default: Daily).
Projects levels above and below the previous session’s close (or current close when preview mode is enabled).
Supports up to 5 ATR multiples, each with independent toggles, colors, and labels.
Optionally displays only the most recent ATR session for clarity.
Includes a data table tracking how often ATR levels are reached or closed beyond.
Features
Configurable ATR timeframe and length (default: 21).
Default multiples: 0.30, 0.60, 0.90; optional: 1.236, 2.00.
Toggle for preview mode (using current close vs. locked prior session close).
Customizable line style, width, colors, and label placement.
Visibility filter to show only on chart TF ≤ 60 minutes.
Session statistics table with counts and percentages of level interactions.
Use Cases
Identify intraday expansion targets or stop placement zones based on volatility.
Evaluate historical tendencies of price respecting or breaking ATR bands.
Support volatility-adjusted trade planning with statistical validation.
Acknowledgment
This script was developed on top of the Previous OHLC indicator by Nephew_Sam_ , with major modifications to implement ATR-driven levels, extended statistics, and customizable table output.
Notes
This indicator does not generate buy/sell signals.
Best applied to intraday charts anchored to a higher-timeframe ATR.
Keep charts clean and avoid non-standard bar types when publishing.
13/48 EMA Trading Scalper (ATR TP/SL)13/48 EMA Trading Scalper (ATR TP/SL)
What it does:
This tool looks for price “touches” of the 13-EMA, only takes CALL entries when the 13 is above the 48 (uptrend) and PUT entries when the 13 is below the 48 (downtrend), and confirms with a simple candle pattern (green > red with expansion for calls, inverse for puts). Touch sensitivity is ATR-scaled, so signals adapt to volatility. Each trade gets auto-drawn entry, TP, and SL lines, colored labels with $ / % distance from entry, plus optional TP/SL hit alerts. A rotating color palette and per-bar label staggering help keep the chart readable. Old objects are auto-pruned via maxTracked.
How it works
Trend filter: 13-EMA vs 48-EMA.
Entry: ATR-scaled touch of the 13-EMA + candle confirmation.
Risk: TP/SL = ATR multiples you control.
Visuals: Entry/TP/SL lines (extend right), vertical entry marker (optional), multi-line labels.
Hygiene: maxTracked keeps only the last N trades’ objects; labels are staggered to reduce overlap.
Alerts: Buy Call, Buy Put, Take Profit Reached, Stop Loss Hit.
Key Inputs
Fast EMA (13), Trend EMA (48), ATR Length (14)
Touch Threshold (x ATR) – how close price must come to the EMA
Take Profit (x ATR), Stop Loss (x ATR)
maxTracked – number of recent trades to keep on chart
Tips
Start with Touch = 0.10–0.20 × ATR; TP=2×ATR, SL=1×ATR, then tune per symbol/timeframe.
Works on intraday and higher TFs; fewer, cleaner signals on higher TFs.
This is an indicator, not a broker—always backtest and manage risk.
Daily ATR TrackerDaily ATR Tracker
The Daily ATR Tracker is a simple yet powerful tool designed to help traders monitor the daily price movement relative to the average daily range (ATR). This indicator provides an objective view of how much price has moved compared to its recent daily volatility.
🔎 Key Features:
Customizable ATR period (default 14 days)
Live calculation of the current day's price range
ATR value displayed in pips for clear reference
Percentage of ATR covered by the current day's range
Color-coded table for quick visual interpretation:
🟢 Green: less than 60% of ATR covered
🟠 Orange: 60% to 100% of ATR covered
🔴 Red: more than 100% of ATR covered
Alert condition when daily range exceeds 100% of the ATR average
Movable table position to fit your chart layout
🎯 Why use Daily ATR Tracker?
✅ Identify exhaustion zones: When price has already covered a large portion of its typical daily range, the odds of further strong movement may diminish, helping you to manage entries, exits, and risk.
✅ Objective daily bias: Get a quantitative sense of how "stretched" the market is in real time.
✅ Works with any timeframe: While designed for daily ranges, you can monitor intraday movements with this context in mind.
⚠️ Usage Note:
This tool does not provide buy or sell signals by itself. It is designed to complement your existing strategies by offering additional context regarding daily range exhaustion.
DD ATR ReadingsThe DD ATR Readings indicator displays customizable Average True Range (ATR) multiplier values directly on your chart. Unlike standard ATR indicators that only show a line, this indicator calculates and displays the exact numeric values for three different ATR multipliers, giving you precise volatility measurements for your trading decisions.
It's specifically created for people taking the "Deep Dip Buy" stock trading course, and attempts to provide a ready-to-go solution to allow easy position size calculations as per the course, with the required ATR values visible at a glance.
The default values of 2.0, 1.5 and 0.45 are the same values used by the course instructor in his charting software, but you can change these values to any multiplier you choose.
Any input from students or the instructor is welcome to improve this indicator so it offers more value to those looking to learn how to trade.
Features
Displays three customizable ATR multiplier values (default: 2.0, 1.5, and 0.45 from the course)
Uses either SMA or EMA for ATR calculation (20-period default)
Fully customizable label appearance (position, color, size)
Real-time value updates as you move through the chart
Clean, unobtrusive display that doesn't clutter your chart with additional lines
Customization Options
ATR Length: Number of bars used in the ATR calculation (default: 20)
ATR Multipliers: Three customizable multiplier values
SMA/EMA: Choose your preferred moving average type for ATR calculation
Label Style: Multiple positioning options for the text display
Colors and Size: Fully customizable appearance
Volatility vs ATRVolatility vs ATR Indicator Description for TradingView
Volatility vs ATR is a powerful custom indicator designed to help traders analyze and compare market volatility with the Average True Range (ATR). This indicator provides valuable insights into the dynamic behavior of asset prices, enabling traders to make informed decisions about market trends, potential reversals, and risk management.
What Does It Measure?
Volatility: Represents the degree of price variation over a given period. Calculated using standard deviation or other measures, it highlights periods of heightened or reduced market activity.
Average True Range (ATR): Measures the average range of price movement over a specific period, providing a sense of the asset's price fluctuations and market activity.
How It Works
The indicator plots both Volatility and ATR on the same chart, making it easy to visualize how these metrics interact.
Rising Volatility often signals increased market uncertainty or the beginning of strong trends.
ATR Spikes typically accompany high volatility, helping identify potential breakout or breakdown scenarios.
By tracking the interplay between these metrics, traders can anticipate shifts in momentum, recognize consolidation phases, and plan trades more effectively.
Key Features
Dual-Line Display: Clearly plots both Volatility (red) and ATR (blue) for easy comparison.
Customizable Periods: Allows you to adjust the lookback period for both metrics to match your trading style.
Versatile Application: Works across all asset classes, including stocks, forex, crypto, and commodities.
Why Use Volatility vs ATR?
Trend Analysis: Identify trending vs. ranging markets by observing the relationship between Volatility and ATR.
Breakout Confirmation: Use Volatility and ATR spikes as confirmation signals for potential breakouts.
Risk Management: Plan stop-loss levels and position sizing based on ATR values.
How to Use It
Add the indicator to your chart.
Look for periods where Volatility diverges from ATR to spot potential market shifts.
Use the indicator in conjunction with price action and other technical tools for a comprehensive analysis.
This indicator is ideal for traders looking to enhance their strategies by understanding market dynamics through the lens of volatility and average price movement.
Let me know if you’d like further refinement!
2x ATR Horizontal Rays2x ATR Horizontal Rays Indicator
This script plots horizontal rays based on the 2x ATR (Average True Range) of the previous candle. It helps traders visualize key support and resistance levels by extending lines from the last candle's price, calculated with a 2x ATR multiplier. The indicator draws two lines:
Upper ATR Line: Positioned above the previous candle’s close by 2x the ATR value.
Lower ATR Line: Positioned below the previous candle’s close by 2x the ATR value.
Key Features:
Customizable ATR Length: Allows users to input their preferred ATR period to suit different market conditions.
Dynamic Horizontal Lines: The lines update with each new candle, giving traders a clear visual of volatility levels.
Extended Right Lines: The horizontal rays extend to the right, serving as potential zones for price reversals or breakouts.
This indicator is useful for traders looking to gauge market volatility and set target levels or stops based on historical price movements.
How to Use:
Add the indicator to your chart and adjust the ATR length in the settings.
Watch how the price interacts with the upper and lower ATR lines as potential zones for support, resistance, or trend continuation.
Happy trading!
Consistent ATR Trailing Stop (ATR, 1m based) [nn1]This indicator implements a Consistent ATR (Average True Range) Trailing Stop that maintains uniform behavior across various chart timeframes. It's designed to provide traders with a reliable tool for setting dynamic stop-loss levels that adapt to market volatility while remaining consistent regardless of the chosen chart interval.
Key Features:
1. Consistent ATR Calculation: The indicator calculates the ATR based on 1-minute data, regardless of the current chart timeframe. This ensures that the ATR value remains consistent across different intervals (e.g., 10s, 15s, 30s, 60s), providing a stable base for the trailing stop.
2. Dynamic Trailing Stop: The trailing stop adjusts based on the ATR, moving up in uptrends and down in downtrends to protect profits while allowing room for price fluctuations.
3. Trend Detection: The indicator determines the trend based on the price's relationship to the trailing stop, switching between long and short modes as the trend changes.
4. Visual Cues: The trailing stop line changes color to indicate the current trend (green for uptrends, red for downtrends) and briefly turns yellow during trend changes. Small circles below or above the price action further highlight the current trend direction.
5. Information Display: A label shows the current ATR value and trend direction, providing at-a-glance information to the trader.
6. Trend Change Highlights: The background briefly changes color when a trend change occurs, drawing attention to potential trading opportunities or exit points.
Usage:
- ATR Length: Set the number of periods for the ATR calculation. This is based on 1-minute data, so a value of 14 represents 14 minutes of data.
- ATR Multiplier: Adjust how far the trailing stop is placed from the price. Higher values create a wider stop, allowing for more price movement before triggering.
This indicator is particularly useful for traders who:
- Use multiple timeframes in their analysis and want consistent signals across charts.
- Seek a dynamic stop-loss method that adapts to market volatility.
- Want clear visual cues for trend direction and changes.
By providing a consistent ATR-based trailing stop across different timeframes, this indicator helps traders maintain a unified approach to their trading strategy, regardless of the chart interval they are viewing.
Anchored Chandelier ExitThe Chandelier Exit is a popular tool among traders used to help determine appropriate stop loss levels. Originally developed by Chuck LeBeau, the Chandelier Exit takes into account market volatility and adjusts the stop loss level dynamically. This indicator builds upon the original Chandelier Exit by allowing the trader to select an anchor date or starting point for the indicator to begin calculating from.
The Original Chandelier Exit
Before we get into the details of the Anchored Chandelier Exit, let's review the original. Essentially a dynamic ATR stop loss, the Chandelier Exit provides a trailing stop that moves higher or lower based on volatility.
The Chandelier Exit is calculated based on the following criteria:
🔶ATR - The ATR is used to measure the volatility of a security over a lookback period. The ATR length determines the number of bars to consider when calculating the average true range. The shorter the length, the more responsive the level will be.
🔶ATR Multiplier - The default multiplier is set to 3. This is used to determine the sensitivity of the Chandelier Exit. The higher the ATR multiplier the wider the stop levels will be. A lower multiplier will tighten stop levels.
🔶Highest / Lowest Points - Determine the highest high (bullish trade) or lowest low (bearish trade) during the lookback period. The default length is 22 bars.
Calculating the Chandelier Exit
Bullish trades - Highest High - ATR * Multiplier
Bearish trades - Lowest Low + ATR * Multiplier
The Anchored Chandelier Exit
The Anchored Chandelier Exit is a new twist on the original, allowing traders to adapt their stop loss levels based on specific market events, levels or bars.
Similar to the original, traders can select the ATR length and multiplier, however, the high or low from which the ATR is subtracted or added is first determined at the anchor bar.
As new bars form, the indicator checks for the previous high/low to be breached. If the high or low is exceeded, the highest/lowest point is updated and the Chandelier Exit is recalculated.
When the indicator is first loaded to your chart, it will ask you to select an anchor bar and choose the bias for the trade.
A bullish (long) bias trade will plot the Chandelier Exit below price action, while a bearish (short) bias trade will plot the Chandelier Exit above price action.
Indicator Features
🔶Custom Start Date
🔶Bullish or Bearish Bias
🔶Selectable ATR Length & Multiplier
🔶Custom Colors
🔶Exit With Close or Wicks
🔶Exit Alerts
With careful parameter optimization, the Anchored Chandelier Exit can be a useful tool for helping traders manage risk based on market volatility.
[tradinghook] - Renko Trend Reversal Strategy - Renko Trend Reversal Strategy
Short Title: - Renko TRS
Description:
The Renko Trend Reversal Strategy ( - Renko TRS) is a powerful and original trading approach designed to identify trend reversals in financial markets using Renko charts. Renko charts differ from traditional time-based charts, as they focus solely on price movements and ignore time, resulting in a clearer representation of market trends. This strategy leverages Renko charts in conjunction with the Average True Range (ATR) to capture trend reversals with high precision and effectiveness.
Key Concepts:
Renko Charts: Renko charts are unique chart types that only plot price movements beyond a predefined brick size, ignoring time and noise. By doing so, they provide a more straightforward depiction of market trends, eliminating insignificant price fluctuations and making it easier to spot trend reversals.
Average True Range (ATR): The strategy utilizes the ATR indicator, which measures market volatility and provides valuable insights into potential price movements. By setting the brick size of the Renko chart based on the ATR, the strategy adapts to changing market conditions, ensuring optimal performance across various instruments and timeframes.
How it Works:
The Renko Trend Reversal Strategy is designed to identify trend reversal points and generate buy or sell signals based on the following principles:
Renko Brick Generation: The strategy calculates the ATR over a user-defined period (ATR Length) and utilizes this value to determine the size of Renko bricks. Larger ATR values result in bigger bricks, capturing higher market volatility, while smaller ATR values create smaller bricks for calmer market conditions.
Buy and Sell Signals: The strategy generates buy signals when the Renko chart's open price crosses below the close price, indicating a potential bullish trend reversal. Conversely, sell signals are generated when the open price crosses above the close price, suggesting a bearish trend reversal. These signals help traders identify potential entry points to capitalize on market movements.
Stop Loss and Take Profit Management: To manage risk and protect profits, the strategy incorporates dynamic stop-loss and take-profit levels. The stop-loss level is calculated as a percentage of the Renko open price, ensuring a fixed risk amount for each trade. Similarly, the take-profit level is set as a percentage of the Renko open price to secure potential gains.
How to Use:
Inputs: Before using the strategy, traders can customize several parameters to suit their trading preferences. These inputs include the ATR Length, Stop Loss Percentage, Take Profit Percentage, Start Date, and End Date. Adjusting these settings allows users to optimize the strategy for different market conditions and risk tolerances.
Chart Setup: Apply the - Renko TRS script to your desired financial instrument and timeframe on TradingView. The Renko chart will dynamically adjust its brick size based on the ATR Length parameter.
Buy and Sell Signals: The strategy will generate green "Buy" labels below bullish reversal points and red "Sell" labels above bearish reversal points on the Renko chart. These labels indicate potential entry points for long and short trades, respectively.
Risk Management: The strategy automatically calculates stop-loss and take-profit levels based on the user-defined percentages. Traders can ensure proper risk management by using these levels to protect their capital and secure profits.
Backtesting and Optimization: Before implementing the strategy live, traders are encouraged to backtest it on historical data to assess its performance across various market conditions. Adjust the input parameters through optimization to find the most suitable settings for specific instruments and timeframes.
Conclusion:
The - Renko Trend Reversal Strategy is a unique and versatile tool for traders looking to identify trend reversals with greater accuracy. By combining Renko charts and the Average True Range (ATR) indicator, this strategy adapts to market dynamics and provides clear entry and exit signals. Traders can harness the power of Renko charts while effectively managing risk through stop-loss and take-profit levels. Before using the strategy in live trading, backtesting and optimization will help traders fine-tune the parameters for optimal performance. Start exploring trend reversals with the - Renko TRS and take your trading to the next level.
(Note: This description is for illustrative purposes only and does not constitute financial advice. Traders are advised to thoroughly test the strategy and exercise sound risk management practices when trading in real markets.)
Q-TrendQ-Trend is an multipurpose indicatorm that can be used for swing- and trend-trading equally on any timeframe (non-volatile markets are better for this thing).
Settings:
Trend period - used to calculate trend line in the special moments(will explain below);
ATR Multiplier - changes sensitivity. The higher the multiplier = the more sensitive it is.
Also option to smooth source data (helps get cleaner signals, as always).
How to use?
Signals are given on the chart. Also ou can use trend line as S/R line.
The idea behind:
Terms:
SRС = Source
TL = trend line;
MP = ATR multiplier;
ATR = ATR :)
TL = (highest of source P-bars back + lowest of source P-bars back) / 2
Epsilon = MP * ATR
I was thinking for a week about combining volatility and relation between highest and lowest price point. That why I called indicator Q-Trend = Quantitative Trend , as I was trying to think about price in a mathematical way.
Okay, time to go philosophical:
1) TL is shows good price trend, but as it is slow enough and not enough informative, we need add additional conditions to produce signals.
2) Okay, so what can we add as conditions? We need to take volatility into account, as it is crucial in the moments of market uncertainty. So let's use ATR (Average True Range) somehow. My idea is that if SRC breaks TL + ATR , then it means that there will be upmove and we update our TL . Analogically for SRC breaking TL - ATR (breaks are crosses of TL +- ATR lines) .
Conclusion:
- if SRC breaks TL + ATR , it is a BUY signal and update of trend line;
- if SRC breaks TL - ATR , it is a SELL signal and update of trend line;
I think that such indicator already exisits on TradingView, as I've already saw something similar, but long ago, so please don't report, if such thing already exists.
But if not, then I hope, that you will gain some profits with Q-Trend :)
I will continue my work on this thing, so stay tuned.
Trade with your own risks and have your profits!
Wish you all the best!
- Tarasenko Fyodor
Pro Minimalist ATR (Black)The script I provided is a tool that automatically calculates and displays volatility "zones" around the average price. Here is the plain English explanation of what it is doing and why:
1. The Anchor: 20 DMA (The "Fair Value")
The script starts by calculating the 20-Day Moving Average (20 DMA).
What it represents: Think of this as the "fair price" or the "center of gravity" for the market over the last month.
In the script: It looks at the closing price of the last 20 candles, adds them up, and divides by 20. This is your baseline.
2. The Ruler: ATR (The "Volatility")
Next, it measures the Average True Range (ATR) over the last 14 days.
What it represents: This measures the "energy" or "noise" of the market. If candles are huge, the ATR is high. If candles are tiny, the ATR is low.
Why we use it: Using a fixed number (like $50) doesn't work because stocks move differently. ATR adapts to the current market mood.
3. The Zones: +1, +2, -1, -2
The script then takes that "center" (20 DMA) and adds/subtracts the "ruler" (ATR) to create four distinct levels:
+1 ATR: This is the "Upper Normal" limit. Price hanging here is bullish but normal.
+2 ATR: This is the "Extreme" limit. Statistically, price rarely stays above this line for long without snapping back. This is often an overbought signal.
-1 ATR: This is the "Lower Normal" limit.
-2 ATR: This is the "Extreme" discount. If price hits this, it is statistically stretched far below its average.
4. The Visuals: "Clean" Labeling
Finally, the script focuses on presentation:
No Lines: It specifically avoids drawing lines all over your history to keep your chart clean.
Dynamic Labels: It creates text labels only on the very last bar (the current moment). It constantly deletes the old label and draws a new one as the price moves, so it looks like the text is "floating" next to the current price.
Axis Marking: It forces marks onto the right-hand price scale (display=display.price_scale) so you can see the exact price levels (e.g., 154.20) without having to guess.
Trinity ATR Real Move DetectorTrinity ATR Real Move Detector
This ATR Energy Table indicator is one of the simplest yet most powerful filters you can have on a chart when trading short-dated or 0DTE options or swing trades on any timeframe from 1-minute up to 4-hour. Its entire job is to answer the single most important question in intraday and swing trading: “Does the underlying actually have enough short-term explosive energy right now to make a directional position worth the theta and the spread, or is this just pretty candles that will die in ten minutes?”
Most losing 0DTE and short-dated option trades happen because people buy or sell direction on a “nice-looking” breakout or pullback while the underlying is actually in low-energy grind mode. The premium decays faster than the move develops, and you lose even when you’re “right” on direction. This little table stops that from ever happening again.
Here’s what it does in plain English:
Every bar it measures two things:
- The current ATR on whatever timeframe you are using (1 min, 3 min, 5 min, 10 min, etc.). This tells you how big the average true range of the last 14 bars has been — in other words, how violently the stock or index is actually moving right now.
- The daily ATR (14-period on the daily chart). This is your benchmark for “normal” daily movement over the last two–three weeks.
It then multiplies the daily ATR by a small number (the multiplier you set) and compares the two. If the short-term ATR is bigger than that percentage of the daily ATR, the table turns bright green and says “ENOUGH ENERGY”. If not, it stays red and says “NOT ENOUGH”.
Why this works so well:
- Real explosive moves that carry for 0DTE and 1–3 DTE options almost always show a short-term ATR spike well above the recent daily average. Quiet grind moves never do.
- The comparison is completely adaptive — on a high-vol day the threshold automatically rises, on a low-vol day it automatically drops. You never have to guess if “2 points on SPY is big today”.
- It removes emotion completely. You simply wait for green before you even think about clicking buy or sell on an option.
Key settings and what to do with them:
- Energy Multiplier — this is the only number you ever touch. It is expressed as a decimal (0.15 = 15 % of the daily ATR). Lower = more signals, higher = stricter and higher win rate. The tooltip gives you the exact sweet-spot numbers for every popular timeframe (0.09 for 1-minute scalping, 0.13 for 3-minute, 0.14–0.16 for 5-minute, 0.15–0.19 for 10-minute, etc.). Just pick your timeframe once and type the number — done forever.
- ATR Length — leave it at 14. That’s the standard and works perfectly.
- Table Position — move the table to wherever you want on the chart (top-right, bottom-right, bottom-left, top-left).
- Table Size — make the text Tiny, Small, Normal or Large depending on how much screen space you have.
How this helps you make money and stop losing it:
- On most days you will see red 80–90 % of the time — that’s good! It is forcing you to sit on your hands instead of overtrading low-energy chop that eats premium.
- When it finally flips green you know institutions are actually pushing size right now — follow-through probability jumps from ~40 % to 65–75 % depending on the stock and timeframe.
- You stop buying calls on every green candle and puts on every red candle. You only strike when the market is genuinely “awake”.
- Over a week you take dramatically fewer trades, but your win rate and average winner size go way up — which is exactly how consistent intraday option profits are made.
In short, this tiny table is the closest thing to an “edge on/off switch” that exists for short-dated options. Red = preserve capital and go do something else. Green = pull the trigger with confidence. Use it religiously and you’ll immediately feel the difference in your P&L.
Triple ATR Adaptive MAs + VWAP Option + Clouds + Candle Trend V2Another one of my experiences ... combining things...
📘 Indicator Description – Triple ATR Adaptive Moving Averages with VWAP Influence
This indicator plots three adaptive moving averages whose behavior changes dynamically based on market volatility (ATR) and optionally VWAP deviation.
Because they adapt in real time to both volatility and VWAP pressure, their movement, slope, and reaction speed differ significantly from traditional moving averages.
🔶 1. ATR-Adaptive Moving Averages
Each of the three MAs uses a custom adaptive formula:
ATR (Average True Range) is measured over a chosen period.
Higher ATR → more volatility → the MA becomes more reactive and moves closer to price.
Lower ATR → stable market → the MA becomes smoother and slower.
This creates a volatility-aware smoothing factor, making the MA expand, contract, and respond to market conditions in ways a classic SMA, EMA, or HMA cannot.
🔷 2. Optional VWAP Influence
Each MA has an independent toggle allowing it to be influenced by VWAP.
When enabled:
The MA is gently “pulled” toward VWAP.
The strength of this attraction is determined by the VWAP Influence parameter (0–1).
This causes the moving averages to behave differently from normal MAs:
In trending markets, the ATR and price push the MA away from VWAP.
In mean-reverting or balanced conditions, VWAP pulls the MA back toward fair value.
The result is an MA that reflects both trend pressure and fair-value pressure.
🔶 3. Visual Behavior: Non-Traditional Movement
Because each MA is simultaneously influenced by volatility, trend magnitude, and VWAP deviation, their shape is often very distinct from normal moving averages.
They may:
Respond faster during high volatility
Flatten out earlier during consolidation
Curve toward VWAP when price becomes extended
Separate or compress depending on ATR strength
This is intentional and essential, since the goal is to show:
✔ Volatility expansion
✔ Trend exhaustion
✔ Overextended price relative to VWAP
✔ Dynamic trend confirmation
Rather than simply smoothing past price.
🔷 4. Three Independent Adaptive Lines
Each of the three moving averages has:
Its own ATR length
Its own sensitivity multiplier
Its own optional VWAP influence
Its own color and trail
This allows the user to combine:
a fast volatility-adaptive trend line
a mid-range adaptive baseline
a slow adaptive long-trend MA
All adapting independently to volatility and VWAP conditions.
🔶 5. Optional Candle Coloring
The indicator can color candles according to trend strength derived from the fast/slow MAs.
Stronger trends produce more vivid colors. Neutral or conflicting trends produce softer colors.
This adds a visual layer to identify:
Trend direction
Trend strength
Volatility state
Market compression
at a glance.
📌 Summary
This indicator does not behave like standard SMAs or EMAs because each line dynamically adapts to:
🔸 ATR (volatility)
🔸 VWAP (fair value)
This makes the indicator extremely responsive to market conditions while still reducing noise during stable phases.
It provides a more realistic, context-aware, and intelligent representation of price behavior compared to traditional moving averages.
Adaptive ATR% Grid + SuperTrend + OrderFlipDescription:
This indicator combines multiple technical analysis tools to identify key price levels and trading signals:
ATR% Grid – automatic plotting of support and resistance levels based on current price and volatility (ATR). Useful for identifying potential targets and entry/exit zones.
SuperTrend – a classic trend indicator with an adaptive ATR multiplier that adjusts based on average volatility.
OrderFlip – identifies price reversal points relative to a moving average with ATR-based sensitivity, optionally filtered by OBV and DMI.
MTF Confirmation – multi-timeframe trend verification using EMA to reduce false signals.
Signal Labels – "LONG" and "SHORT" labels appear on the chart with an offset from the price for better visibility.
JSON Alerts – ready-to-use format for automated alerts, including price, SuperTrend direction, Fair Zone, and ATR%.
Features:
Fully compatible with Pine Script v6
Lines and signals are fixed on the chart, do not shift with new bars
Configurable grid, ATR, SuperTrend, and filter parameters
Works with MTF analysis and classic indicators (OBV/DMI)
Usage:
Best used with additional indicators and risk management strategies. ATR% Grid is ideal for both positional trading and intraday setups.
перевод на русский
Описание:
Этот индикатор объединяет несколько методов технического анализа для выявления ключевых уровней цены и сигналов на покупку/продажу:
Сетка ATR% (ATR% Grid) – автоматическое построение уровней поддержки и сопротивления на основе текущей цены и волатильности (ATR). Позволяет видеть потенциальные цели и зоны входа/выхода.
SuperTrend – классический трендовый индикатор с адаптивным множителем ATR, который корректируется на основе средней волатильности.
OrderFlip – определение моментов разворота цены относительно скользящей средней с учетом ATR, с возможностью фильтрации по OBV и DMI.
MTF-подтверждение – проверка направления тренда на нескольких таймфреймах с помощью EMA, чтобы снизить ложные сигналы.
Сигнальные метки – на графике появляются "LONG" и "SHORT" с отступом от цены для наглядности.
JSON Alerts – готовый формат для автоматических уведомлений, включающий цену, направление SuperTrend, Fair Zone и ATR%.
Особенности:
Поддержка Pine Script v6
Линии и сигналы закреплены на графике, не двигаются при обновлении свечей
Настраиваемые параметры сетки, ATR, SuperTrend и фильтров
Совместимость с MTF-анализом и классическими индикаторами OBV/DMI
Рекомендации:
Используйте в сочетании с другими индикаторами и стратегиями управления риском. Сетка ATR% отлично подходит для позиционной торговли и интрадей.
ATR% Grid – automatic plotting of support and resistance levels based on current price and volatility (ATR). Useful for identifying potential targets and entry/exit zones.
SuperTrend – a classic trend indicator with an adaptive ATR multiplier that adjusts based on average volatility.
Multitime ATRMulti-Timeframe Supertrend (Multitime ATR) Indicator Description
This indicator, written in Pine Script v5, is a Multi-Timeframe (MTF) Supertrend tool. It provides a multi-faceted market analysis by simultaneously displaying the Supertrend lines from the current chart timeframe and three higher timeframes: the 1-Hour (1H), 4-Hour (4H), and 1-Day (1D).
📌 Key Features and Characteristics
Multi-Timeframe Display:
It overlays the Supertrend lines from the current timeframe, 1H, 4H, and 1D onto a single chart, totaling four timeframes.
By visualizing the higher timeframe trend lines (uptrends as support, downtrends as resistance), traders can determine where the price action on the current chart stands within the context of the larger, dominant trends.
Supertrend Logic:
The Supertrend calculation utilizes the Average True Range (ATR), based on a user-specified ATR Period and ATR Multiplier.
The Change ATR Calculation Method? input allows switching the ATR calculation between the standard ta.atr (EMA-based/smoothed) and ta.sma(ta.tr, Periods) (SMA-based) methods.
Visual Aids:
Trend Lines: Uptrend lines (support) and downtrend lines (resistance) for each timeframe are plotted with different colors and line weights (e.g., Main: Green/Red, 1H: Blue tones, 4H: Purple tones, 1D: Green/Dark Red tones).
Highlighter: A background coloring feature visually highlights the area between the price and the Supertrend lines according to the trend direction for each timeframe, making the trend immediately obvious. This can be controlled collectively by the Master Highlighter setting.
Trend Change Marks: Small circle plots (●) indicate the exact points of trend reversal for each higher timeframe, clearly signaling a shift.
Warning and Break Signals:
The indicator plots signal labels on the chart when the current price breaks (or nearly breaks) a higher timeframe trend line.
Warning (⚠️): Plotted when the price closes below an uptrend line.
Break (⚡): Plotted when the price closes above a downtrend line.
These signals are designed to reset after a certain period (coded as 3,600,000 milliseconds = 1 hour) to prevent continuous noise from repetitive breaks.
Alert Functionality:
In addition to the current timeframe's Buy/Sell signals, the indicator features robust alerts for the Warning/Break signals across the 1H, 4H, and 1D timeframes, ensuring that critical trend changes are not missed.
🛠️ Customization Options
The indicator's settings allow for detailed customization of the following parameters for each timeframe (Main, 1H, 4H, 1D) individually:
ATR Period (ATR Period)
ATR Multiplier (ATR Multiplier)
Visibility toggles for trend lines, signals, and highlighters.
Furthermore, the Master Control section enables simultaneous control over the display of the Highlighter, Signals, Up Trend Lines, and Down Trend Lines across all timeframes.
This indicator serves as a powerful tool for finding more reliable entry and exit points by integrating multi-timeframe trend analysis, which helps reduce false signals often encountered in single-timeframe trading.
Would you like me to elaborate on a specific section of the code, such as the request.security function or the signal logic?
Multitime ATRMulti-Timeframe Supertrend (Multitime ATR) Indicator Description
This indicator, written in Pine Script v5, is a Multi-Timeframe (MTF) Supertrend tool. It provides a multi-faceted market analysis by simultaneously displaying the Supertrend lines from the current chart timeframe and three higher timeframes: the 1-Hour (1H), 4-Hour (4H), and 1-Day (1D).
📌 Key Features and Characteristics
Multi-Timeframe Display:
It overlays the Supertrend lines from the current timeframe, 1H, 4H, and 1D onto a single chart, totaling four timeframes.
By visualizing the higher timeframe trend lines (uptrends as support, downtrends as resistance), traders can determine where the price action on the current chart stands within the context of the larger, dominant trends.
Supertrend Logic:
The Supertrend calculation utilizes the Average True Range (ATR), based on a user-specified ATR Period and ATR Multiplier.
The Change ATR Calculation Method? input allows switching the ATR calculation between the standard ta.atr (EMA-based/smoothed) and ta.sma(ta.tr, Periods) (SMA-based) methods.
Visual Aids:
Trend Lines: Uptrend lines (support) and downtrend lines (resistance) for each timeframe are plotted with different colors and line weights (e.g., Main: Green/Red, 1H: Blue tones, 4H: Purple tones, 1D: Green/Dark Red tones).
Highlighter: A background coloring feature visually highlights the area between the price and the Supertrend lines according to the trend direction for each timeframe, making the trend immediately obvious. This can be controlled collectively by the Master Highlighter setting.
Trend Change Marks: Small circle plots (●) indicate the exact points of trend reversal for each higher timeframe, clearly signaling a shift.
Warning and Break Signals:
The indicator plots signal labels on the chart when the current price breaks (or nearly breaks) a higher timeframe trend line.
Warning (⚠️): Plotted when the price closes below an uptrend line.
Break (⚡): Plotted when the price closes above a downtrend line.
These signals are designed to reset after a certain period (coded as 3,600,000 milliseconds = 1 hour) to prevent continuous noise from repetitive breaks.
Alert Functionality:
In addition to the current timeframe's Buy/Sell signals, the indicator features robust alerts for the Warning/Break signals across the 1H, 4H, and 1D timeframes, ensuring that critical trend changes are not missed.
🛠️ Customization Options
The indicator's settings allow for detailed customization of the following parameters for each timeframe (Main, 1H, 4H, 1D) individually:
ATR Period (ATR Period)
ATR Multiplier (ATR Multiplier)
Visibility toggles for trend lines, signals, and highlighters.
Furthermore, the Master Control section enables simultaneous control over the display of the Highlighter, Signals, Up Trend Lines, and Down Trend Lines across all timeframes.
This indicator serves as a powerful tool for finding more reliable entry and exit points by integrating multi-timeframe trend analysis, which helps reduce false signals often encountered in single-timeframe trading.
Would you like me to elaborate on a specific section of the code, such as the request.security function or the signal logic?
