Commencez

Volatilité

Tokyo Sessions HighlighterOverview This indicator provides a clean, visual representation of the Asian (Tokyo) trading session by highlighting its specific price range. It is designed to help traders identify the initial intraday range and key liquidity levels established during the Tokyo open. Features Dynamic Range Box: Automatically plots a box from the session's highest high to its lowest low. Real-Time Updates: The box height and price labels update live as new session extremes are reached during the designated hours. Professional Aesthetic: Features a minimalist gray fill, solid black borders, and black text for a clean, professional look on both light and dark chart themes. Instant Data: Displays a label at the bottom of the box showing the exact price range in the format: Tokyo (Lowest Value - Highest Value). How To Use Settings: Adjust the Tokyo Session Time and Timezone in the indicator inputs to match your broker's server time or local requirements. Strategy: Use the highlighted range to identify potential breakouts or to treat the session high and low as institutional liquidity zones for the London and New York sessions. Customization: You can adjust the colors and transparency of the box through the script settings menu.
Indicateur Pine Script®
par cyber00t
Mismatch Strategy | Madrimov tradeTitle Mismatch Strategy by Madrimov trade – Gold vs DXY Impulse and Compression Description Concept This indicator is based on a cross-market mismatch principle between Gold (XAUUSD) and the US Dollar Index (DXY). It looks for situations where DXY expands aggressively while Gold temporarily fails to respond, creating a build-up of directional pressure that is often released once Gold breaks its short-term range. Methodology (High-Level Overview) The script evaluates three conditions on the same chart timeframe: DXY Impulse Detection A directional impulse on DXY is detected when the candle’s range exceeds a multiple of its ATR, indicating unusually strong participation rather than normal fluctuation. Gold Compression Filter At the same time, Gold must remain compressed, defined as a candle range significantly smaller than its own ATR. This represents under-reaction or absorption despite external pressure. Delayed Breakout Confirmation Trades are triggered only after the mismatch occurs and Gold subsequently breaks its recent high or low over a configurable lookback period. This delay avoids chasing impulses and focuses on release after compression. Why This Is Different Unlike traditional trend or correlation indicators, this script does not trade direction directly. Instead, it evaluates effort versus response across two related markets, filtering out low-quality momentum and false breakouts. The strategy focuses on: Cross-asset pressure imbalance Volatility-normalized conditions Sequential confirmation rather than instant signals How to Use Designed primarily for XAUUSD charts Works best on intraday timeframes (5m–15m) Signals are strongest when aligned with higher-timeframe bias Buy and sell signals are plotted directly on candles Optional RR visualization can be enabled for reference Limitations Not predictive; signals are generated after candle close Performance degrades during extremely low-liquidity or news-driven spikes Intended as a decision-support tool, not a standalone trading system
Indicateur Pine Script®
par Madrimov_trade
Liquidity-Weighted RSILW-RSI scales the classic RSI by relative volume to highlight when momentum happens under unusually high participation. Formula: LW-RSI = RSI × (Current Volume / 20-bar Avg Volume) • The 0 → Threshold band marks the “normal” zone. • Values above Threshold indicate an abnormal liquidity/participation regime (not a buy/sell signal by itself). • The orange line is the moving average of LW-RSI itself to show whether participation spikes are persistent or just noise. LW-RSI does not predict direction. Use it as a context/confirmation tool alongside structure, VWAP, and volume profile.
Indicateur Pine Script®
par mdereli5797
SmartVol SuperTrend | OquantOverview The SmartVol SuperTrend is an evolution of the traditional SuperTrend indicator. While the standard SuperTrend uses Average True Range (ATR) to calculate volatility bands, this version utilizes Volume-Weighted Standard Deviation (VWSD). By integrating volume into the volatility calculation, the indicator attempts to filter out "quiet" price movements and reacts more dynamically to price action supported by high trading activity. How It Works The script follows a multi-step process to define trend direction: Smoothing: It applies a 5-period EMA to the source price to reduce minor noise before calculating the bands. Volume-Weighted Volatility: Instead of a simple Standard Deviation, the script uses a custom volume standard deviation function. It measures the dispersion of price around its Volume Weighted Moving Average (VWMA), weighting each price point's contribution by the volume of that bar. Recursive Band Logic: Like the classic SuperTrend, the bands are "locked" in place. The lower band can only move up, and the upper band can only move down, until price closes on the opposite side, triggering a trend flip. Visuals: The script highlights the trend by coloring the candles and the space between the price and the trend line, providing a clear visual of the current market bias. Usefulness By using Volume-Weighted Standard Deviation, this indicator accounts for real market activity. Consequently, it expands its bands more aggressively during high-volume breakouts while dampening its reaction to price moves when volume fades, potentially offering more robust band levels anchored to true market participation. How to Use Trend Identification: When the line is green and below price, the trend is bullish. When the line is purple and above price, the trend is bearish. Factor Adjustment: Increase the Factor (default 1.8) to reduce sensitivity and avoid whipsaws in volatile markets. Decrease it for tighter tracking. EMA Length: Adjust the EMA length to change how much price smoothing is applied before the trend calculation. Note on Signals This indicator is designed for trend-following. Like all lagging indicators, it performs best in trending markets and may produce false signals during sideways consolidation. Settings Source: The price source used for calculations (default: Close). EMA Length: The lookback for the initial price smoothing (default: 5). VWSD Length: The period used to calculate the volume-weighted volatility (default: 30). Factor: The multiplier applied to the VWSD to determine the distance of the bands (default 1.8). ⚠️ Disclaimer: This indicator is intended for educational and informational purposes only. Trading involves risk, and past performance does not guarantee future results. Always test and evaluate indicators/strategies before applying them in live markets. Use at your own risk.
Indicateur Pine Script®
par oquant
2
TX Ultra Zone Consolidation Detector## TX Ultra Zone Consolidation Detector ## Overview TX Ultra Zone is an advanced market structure utility designed to automatically detect periods of consolidation, indecision, and sideways movement. By isolating ranging markets, it helps traders avoid "choppy" conditions and prepare for high-probability breakouts. What It Does Automatic Detection: Draws visual boxes around price action when volatility compresses. Breakout Projection: Once price breaks the box, it projects a "Shadow Zone" forward. This shadow serves as a key reference for Support-becomes-Resistance (or vice versa) retests. Noise Filtering: Helps you stay out of the market when no clear trend exists. How It Works (Conceptual) The script uses a multi-layer detection engine: Regime Detection: It analyzes market efficiency and volatility (using adaptive logic) to determine if the market is trending or ranging. Geometry Confinement: When a range is detected, the script locks the High and Low boundaries. Expansion & Breakout: The box dynamically expands if price pushes the boundary slightly without a true breakout. A valid breakout closes the box and triggers the Shadow Extension. How to Use Add to Chart: Works best on volatility-sensitive assets (Forex, Crypto, Indices). Wait for the Box: When a Purple Box appears, the market is resting. Do not trade trends inside the box. Trade the Breakout: Wait for a candle close outside the box. Use the Shadow: The Grey Shadow Extension indicates where price might return to "retest" the breakout level. This is often a prime entry zone. Settings & Tuning Detection Engine: Switch between Adaptive Volatility (Standard) or Momentum Compression (Alternative). Zone Threshold: 45-50: Sensitive (More boxes, catches micro-ranges). 55-60: Strict (Only catches very clear, tight consolidation). Shadow Extension: Adjust how far into the future the support/resistance zone is projected. Disclaimer This tool is for educational and analytical purposes only. Past performance does not guarantee future results. Always use proper risk management.
Indicateur Pine Script®
par Tonzlnxz
Vector Sniper What this script does This indicator highlights high‑energy “vector” candles and marks optional Absolute Reversal candles (possible bottoms/tops) based on wick rejection, structure, and volume. It is designed for visual context, not automatic trade entries. How it works (core logic) The script combines volatility, volume, and price‑structure filters: Vector candles: Require strong candle body, high volatility (true range Z‑score), high volume (volume Z‑score), and directional delta imbalance. Structure filters: Optional break‑of‑structure and trap detection help remove noise. Pre‑signals: A scoring system tracks early conditions (volume, imbalance, structure proximity, and EMA/VWAP alignment) and requires persistence across recent bars. HTF confluence (optional): Uses higher‑timeframe EMA alignment with no lookahead bias. Absolute Reversal candles These are designed to mark potential local tops/bottoms and require: Long wick rejection Small body size Strong close back into the range Local structural extreme Above‑average volume Optional EMA trend bias (to confirm exhaustion) How to use it Use vector candles to spot high‑momentum activity. Use pre‑signals as early warnings before vectors appear. Use Absolute Reversal candles for potential turning points at extremes. Adjust thresholds per timeframe and instrument. Notes Designed for standard candlesticks (not Heikin Ashi / Renko / Kagi / P&F). No performance claims or guarantees. HTF data uses lookahead_off to avoid repainting.
Indicateur Pine Script®
par RickyTSpanish
ATR + BJ Signal V3ATR + BJ Signal (Optimized for GOLD) This indicator is designed for mean-reversion scalping on GOLD, focusing on volatility expansion and momentum exhaustion. Key features: ATR-based candle expansion filter to detect abnormal moves RSI overbought / oversold confirmation Optional Bollinger Band deviation filter Clear BUY / SELL signals for reversal entries Automatic SL / TP projection lines and price labels (individually toggleable) Best suited for short-term reversal and scalp trades during high-volatility conditions. All visual components can be enabled or disabled independently. be enabled or disabled independently.
Indicateur Pine Script®
par masato19810122
The Reaper WhistleThe Reaper Whistle is a specialized momentum oscillator designed for high-frequency scalping and precision trend exhaustion detection. By combining a smoothed Relative Strength Index (RSI) with a customizable Moving Average, it filters out market noise to highlight institutional overbought and oversold extremes. How to Use: This indicator is best used to identify high-probability reversal points or as a trend-following momentum filter. Precision Entries (Scalping): Strong Buy: Watch for the RSI MA to enter the 10 level. This indicates extreme bearish exhaustion. Strong Sell: Watch for the RSI MA to reach the 90 level. This indicates extreme bullish exhaustion. Standard Momentum Zones: 20 Level (Buy Zone): Look for long setups when the oscillator dips here during a broader uptrend. 80 Level (Sell Zone): Look for short setups when the oscillator spikes here during a broader downtrend. Exit Strategy: Use the 50 level (TP) as a primary target for mean-reversion trades. Crossing the 50 line often indicates a shift in momentum back to neutral. Settings Customization: Use the MA Type input to switch between SMA (Standard), EMA (Faster), or WMA (Weighted) to better match the volatility of the asset you are trading. Alerts Included: The script features built-in alert conditions for when the RSI MA crosses the key 80 (Sell) and 20 (Buy) thresholds, allowing you to monitor multiple charts without being glued to the screen.
Indicateur Pine Script®
par TheTrendSniper
Tactiko Master Combo]The Tactiko Master Combo is an institutional-grade toolkit designed to consolidate essential Supply and Demand (SMC) metrics into a single view. It features dynamic Buyside and Sellside liquidity detection, pivot-based Supply and Demand zones with Points of Interest (POI), and a weighted Volume Profile with a real-time Point of Control (POC). This indicator is designed to help traders identify areas of high-volume interest and liquidity confluences while maintaining chart clarity.
Indicateur Pine Script®
par TheTrendSniper
Smart Money Structure | GainzAlgo📊 OVERVIEW: ================ Smart Money Structure Analysis is a professional-grade market structure and order-flow system designed to identify institutional trading behavior through volatility-adaptive logic, multi-timeframe trend alignment, and volume-based confirmation. This indicator implements original mathematical models to detect Change of Character (CHoCH), Break of Structure (BOS), cumulative volume dynamics, and trend convergence across seven timeframes — delivering high-probability trade signals with significantly reduced noise. Unlike basic indicator combinations, this system functions as a unified trading framework, where volatility adaptation, structure analysis, and volume confirmation continuously reinforce each other to provide precise, context-aware signals. ⭐ WHY THIS SYSTEM IS UNIQUE AND WORTHY OF PUBLICATION: ===================================================== This is not a collection of common indicators placed together. Smart Money Structure Analysis represents a cohesive institutional methodology, engineered so that: - Volatility adjusts signal sensitivity in real time - Multi-timeframe trends define directional bias - Market structure determines timing - Volume confirms institutional participation - Advanced filters eliminate low-quality setups Each component is mathematically linked to the others, creating a workflow that cannot be replicated by stacking separate indicators. 🔗 SYNERGISTIC INTEGRATION – HOW THE SYSTEM WORKS TOGETHER: ========================================================== 🧠 1. CONTEXT-AWARE VOLATILITY ADAPTATION ATR-based volatility logic dynamically adjusts all momentum thresholds: - Higher volatility → stronger confirmation required - Lower volatility → sensitivity increases to capture valid moves This prevents over-signaling in choppy markets and under-signaling during expansion phases — a core flaw in static indicators. 📐 2. MULTI-TIMEFRAME TREND CONVERGENCE ENGINE Seven timeframes are analyzed simultaneously: 1M • 5M • 15M • 30M • 1H • 4H • 1D Each timeframe is scored using EMA + VWAP alignment, producing a composite Trend Strength Score from -100 to +100. The stronger the alignment across timeframes, the higher the probability of continuation — instantly visible through the real-time dashboard. 🏗️ 3. INSTITUTIONAL MARKET STRUCTURE (CHoCH & BOS) The system automatically identifies the two core smart money concepts: - CHoCH (Change of Character): Signals potential trend exhaustion or reversal zones - BOS (Break of Structure): Confirms trend continuation and institutional commitment Structure zones are visualized with persistent, color-coded levels and clouds, providing precise contextual timing rather than lagging signals. 📊 4. CUMULATIVE VOLUME DELTA (CVD) CONFIRMATION CVD tracks the cumulative difference between buying and selling pressure: - Rising CVD → accumulation - Falling CVD → distribution - Divergence vs price → early reversal warning Volume participation is categorized into Low / Medium / High, adding depth beyond simple volume bars. 🛡️ 5. SIX-LAYER PROFESSIONAL SIGNAL FILTERING Every signal must pass through up to six independent confirmation layers: 1. Volatility-adjusted momentum 2. Higher timeframe trend alignment 3. Lower timeframe conflict prevention 4. Institutional volume confirmation 5. Structural breakout validation 6. Repeated-signal restriction This dramatically reduces false positives while preserving only high-quality institutional setups. 🧮 DETAILED CORE SYSTEMS: ======================== 📏 ADAPTIVE MOMENTUM FORMULA - Momentum Threshold = Base × (1 + (ATR ÷ Price) × 2) - Pre-Momentum Factor = Base × (1 − (ATR ÷ Price) × 0.5) 📊 TREND STRENGTH CALCULATION - Trend Strength = (Sum of 7 timeframe scores ÷ 7) × 100 📦 CVD LOGIC - Close > Previous Close → Buy volume added - Close < Previous Close → Sell volume subtracted - Cumulative sum reveals institutional intent 🧠 STRUCTURE DETECTION - Pivot-based swing logic - Candle confirmation - Configurable lookback periods - Non-repainting visualization 🧩 ADVANCED ANALYSIS TOOLS: ========================== 🧲 LIQUIDITY ZONE DETECTION Identifies probable retail stop-loss clusters where institutions often initiate stop hunts before true directional moves. 📦 MARKET PROFILE & ORDER FLOW IMBALANCE Detects buy/sell dominance using volume ratios, highlighting accumulation and distribution zones before large price moves. 🔄 RSI DIVERGENCE SCANNER Identifies bullish and bearish divergences that frequently precede structure shifts and trend reversals. 🎨 VISUAL SYSTEM & DASHBOARD: ============================ 📊 SMART MONEY MATRIX - Composite trend strength - System confidence % - CVD value - Directional grid for all timeframes 📈 TREND PREDICTION MATRIX (Optional) Forecasts short-term directional bias using trend, momentum, and volatility data. 🏷️ SIGNAL LABELS - BUY / SELL → Fully confirmed entries - READY → Momentum building - BOS / CHoCH → Structure events - FLOW / LIQ / BULL / BEAR → Advanced confirmations ⚙️ CORE FEATURES: ================ 1. Multi-Timeframe Trend Convergence 2. Smart Money Structure Detection (CHoCH & BOS) 3. Adaptive Volatility-Based Momentum 4. Cumulative Volume Delta (CVD) 5. Six-Layer Signal Filtering 6. Liquidity Zone Detection 7. Order Flow & Market Profile Analysis 8. Divergence Scanner 9. Dynamic Trendlines 10. Institutional-Grade Dashboard 📘 WHO THIS INDICATOR IS FOR: ============================ - Scalpers: Noise-filtered precision on lower timeframes - Day Traders: High-probability continuation setups - Swing Traders: Multi-timeframe alignment & structure zones - Reversal Traders: Divergence + CHoCH confirmation ⚠️ IMPORTANT DISCLAIMER: ======================== This indicator is a technical analysis and educational tool only. It does not provide financial advice or trade recommendations. Trading involves substantial risk, and losses are a natural part of trading. Past performance does not guarantee future results. All trading decisions remain the sole responsibility of the user.
Indicateur Pine Script®
par GainzAlgo
13
Piv X# Piv X Pro - Multi-Layer Reversal Detection System ## Overview Piv X Pro is an advanced technical analysis indicator that combines dynamic pivot detection, Williams %R momentum divergence analysis, and multiple VWAP anchoring methods to identify high-probability mean reversion opportunities. Unlike simple indicator combinations, this script implements a layered filtration system where each component validates and refines signals from the previous layer, resulting in significantly fewer but higher-quality reversal setups. ## Core Methodology ### 1. Dynamic ATR-Based Pivot Detection The script uses an adaptive pivot detection algorithm that adjusts sensitivity based on market volatility. Instead of fixed lookback periods, pivot strength is calculated dynamically using Average True Range (ATR): **Calculation:** `pivot_strength = max(min_strength, min(ATR / mintick * multiplier, max_strength))` This ensures: - More sensitive pivots in low volatility (smaller ATR) - More significant pivots in high volatility (larger ATR) - Automatic adaptation across different market conditions and timeframes **Significance Filtering:** Pivots must exceed a minimum ATR distance from recent price action (default 0.3 ATR) to filter noise. This prevents minor price fluctuations from being marked as significant pivots. **Volume Confirmation (Optional):** Pivots can optionally require volume spikes (default 1.5x average volume) to ensure institutional participation. ### 2. Williams %R Momentum Divergence Engine The script detects classic and hidden divergences between price pivots and Williams %R oscillator readings: **Bullish Divergence Detection:** - Price makes a lower low (confirmed pivot low) - Williams %R makes a higher low (momentum improving) - Divergence occurs in oversold zone (Williams %R ≤ -80) - Lookback range: 60 bars maximum **Bearish Divergence Detection:** - Price makes a higher high (confirmed pivot high) - Williams %R makes a lower high (momentum weakening) - Divergence occurs in overbought zone (Williams %R ≥ -20) - Lookback range: 60 bars maximum **Divergence-Anchored VWAPs:** When a divergence is detected, a new VWAP calculation begins from that point, tracking institutional positioning relative to the momentum shift. This provides a dynamic mean reversion target that resets at each confirmed divergence. ### 3. Confluence Scoring System Each detected pivot receives a numerical score (0-150+ points) based on multiple independent confirmation factors: **Scoring Components:** - Base Pivot Detection: 10 points - Volume Spike Confirmation: 15 points - Higher Timeframe Trend Alignment (4H EMA): 20 points - RSI Extreme Levels (oversold/overbought): 25 points - Mean Reversion Distance (>2.5 ATR from HTF MA): 20 points - Exhaustion Patterns (price move + volume spike): 10 points - ATR Price Confirmation: 10 points - RSI Divergence: 15 points - Swing Failure Pattern (SFP): 15 points - Liquidity Sweep: 10 points - Candle Reversal Confirmation: 10 points - Key Level Alignment (previous day/week highs/lows): 10 points - Fair Value Gap (FVG) Fill: 10 points - Session Weighting (London/NY sessions): 10 points - Multi-Timeframe Pivot Confluence: 15 points **Zone Classification:** - Regular Zones: Score 60-89 (green/purple boxes) - Golden Zones: Score 90+ (yellow boxes with thicker borders) Higher scores indicate stronger confluence and higher probability setups, but no prediction is guaranteed. ### 4. Mean Reversion Distance Filter The script calculates how far price has stretched from the higher timeframe moving average: **Calculation:** `distance_from_htf_ma = (close - HTF_EMA) / ATR` **Mean Reversion Condition:** - For long setups: Price >2.5 ATR below HTF EMA when HTF trend is up - For short setups: Price >2.5 ATR above HTF EMA when HTF trend is down This ensures pivots are only highlighted when price is statistically stretched and likely to revert toward the mean. ### 5. Multi-Period VWAP Framework The script provides multiple VWAP calculations for different analysis purposes: **Extreme VWAPs:** - Bottom VWAP: Anchored to the absolute lowest low in the lookback period (default 50 bars) - Top VWAP: Anchored to the absolute highest high in the lookback period **Periodic VWAPs:** - 4D VWAP: Resets every 4 days - 9D VWAP: Resets every 9 days - 4H VWAP: Resets every 4 hours - 8H VWAP: Resets every 8 hours - Weekly VWAP: Resets at the start of each week - Monthly VWAP: Resets at the start of each month - Yearly VWAP: Resets at the start of each year **Previous Period VWAPs:** - Previous Weekly, Monthly, and Yearly VWAPs are displayed as reference levels for support/resistance **Divergence VWAPs:** - Bullish Divergence VWAP: Resets at each bullish Williams %R divergence - Bearish Divergence VWAP: Resets at each bearish Williams %R divergence ### 6. IBSS Pro Mean Reversion System An integrated scalping system that provides entry signals within high-probability pivot zones: **Components:** - Dual EMA System: Fast EMA (12) and Slow EMA (26) with color-coded trend visualization - RSI Oversold/Overbought Detection: Configurable levels (default 30/70) - Zone-Based Entry: Signals only trigger when price is within active pivot zones (0.3 ATR around confirmed pivots) - ATR-Based Dynamic Stops: Stop losses trail with position using ATR multiplier **Signal Generation:** - Buy signals: RSI crosses above oversold + Fast EMA > Slow EMA + Price in pivot low zone - Sell signals: RSI crosses below overbought + Fast EMA < Slow EMA + Price in pivot high zone ## Why This Combination is Unique This is not a simple indicator mashup. The components work together in a specific hierarchy: 1. **Williams %R Divergence** identifies momentum shifts before price confirms the reversal 2. **Dynamic Pivots** mark actual price structure extremes with ATR-based significance filtering 3. **Confluence Scoring** quantifies setup quality using 10+ independent confirmation factors 4. **Mean Reversion Distance** confirms price is statistically stretched (>2.5 ATR from HTF MA) 5. **VWAP Framework** tracks institutional positioning and provides objective mean levels 6. **IBSS Signals** provide precise entries within high-probability zones Each layer filters the previous one, resulting in significantly fewer but higher-quality signals than any single indicator alone. The divergence-anchored VWAPs are unique - they reset at momentum shifts rather than arbitrary time periods, providing more relevant mean reversion targets. ## How to Use This Indicator ### For Swing Trading (15m-1H Charts) 1. Wait for a major pivot to form (diamond marker appears below/above bars) 2. Check the confluence score displayed in the zone label 3. Look for Golden Zones (score 90+, yellow boxes with thicker borders) 4. Enter when price enters the pivot zone (0.3 ATR around the pivot) 5. Use the nearest VWAP level as first target 6. Set stop loss beyond the pivot zone (typically 0.5-1 ATR) ### For Scalping (5m-15m Charts) 1. Enable IBSS Pro Signals in settings 2. Wait for price to enter an active pivot zone (colored boxes appear) 3. Take IBSS diamond signals that form within zones 4. Use ATR-based stop losses (dashed lines appear automatically if enabled) 5. Exit at pivot VWAP or opposite zone edge ### Visual Elements Explained - **White/Purple Crosses**: Williams Divergence VWAPs (momentum-based mean reversion targets) - **Green/Red Crosses**: Bottom/Top VWAPs (absolute extreme levels) - **Colored Boxes**: Pivot reversal zones (opacity indicates confluence score) - **Yellow Boxes**: Golden zones (90+ score, highest probability setups) - **Small Diamonds**: Regular pivot detections - **Green/Red Tiny Diamonds**: IBSS scalp entry signals (if enabled) - **White/Purple MAs**: IBSS trend filter (12/26 EMA with cloud) - **Dotted Lines**: Structure lines connecting consecutive pivots of same type - **Blue Dashed Lines**: Market Structure Shift (CHoCH) markers ### Recommended Settings **Conservative (Lower Timeframes 1m-5m):** - ATR Pivot Strength: 0.8-1.0 - Volume Threshold: 2.0 - Min Pivot Significance: 0.4-0.5 - Enable ATR Confirmation: Yes - Real-Time Mode: Off - Score Threshold: 80+ **Aggressive (Higher Timeframes 15m-1H):** - ATR Pivot Strength: 0.6-0.8 - Volume Threshold: 1.5 - Min Pivot Significance: 0.3 - Enable ATR Confirmation: No - Real-Time Mode: On - Score Threshold: 60+ ## Chart Requirements This indicator should be used **alone on a clean chart** with: - Standard candlestick or bar chart type (NO Heikin Ashi, Renko, Point & Figure, or Range charts) - No other indicators overlaid (all functionality is self-contained) - Symbol and timeframe clearly visible in chart - Full indicator name "Piv X Pro" visible in chart legend ## Important Disclaimers - Past performance does not guarantee future results - All signals are probabilistic indicators, not trading guarantees - Use proper risk management and position sizing - Test thoroughly on demo accounts before live trading - Higher confluence scores indicate better setups but no prediction is certain - Mean reversion strategies work best in ranging/choppy markets; may underperform in strong trending markets - The lookahead bias warning: HTF EMA uses `barmerge.lookahead_on` for trend filtering only (not for signal generation), which may cause historical bars to show different trend states than real-time ## Key Differentiators Unlike basic pivot or VWAP indicators: - **Dynamic ATR-based pivot detection** vs static lookback periods - **Quantified confluence scoring** vs subjective interpretation - **Mean reversion distance filtering** (>2.5 ATR from HTF MA) vs all pivots shown - **Divergence-anchored VWAPs** vs static period VWAPs - **Multi-layer confirmation system** (10+ independent factors) vs single signal generation - **Integrated scalping system** that only triggers in high-probability zones This script is open-source and available for educational purposes. Users are encouraged to understand the methodology before using it for live trading decisions.
Indicateur Pine Script®
par RickyTSpanish
Enhanced ATR SupertrendEnhanced ATR Supertrend - Mathematically Sound Trend Following Indicator OVERVIEW This is a premium version of the classic Supertrend indicator, built with mathematical rigor and enhanced features for serious traders. Unlike basic implementations, this version offers proper band trailing logic, adaptive volatility modes, and multiple ATR calculation methods. HOW IT WORKS The Enhanced ATR Supertrend calculates dynamic support and resistance bands based on the Average True Range (ATR). The core principle is simple but powerful: ATR Calculation: Measures market volatility using true range (the greatest of: high-low, high-previous close, or low-previous close) Band Construction: Creates upper and lower bands by adding/subtracting ATR × Multiplier from the HL2 (high+low average) Trailing Logic: Upper band can ONLY move down or stay flat (never up) during downtrends Lower band can ONLY move up or stay flat (never down) during uptrends This prevents premature trend reversals and whipsaws Trend Determination: BULLISH when price closes above the upper band BEARISH when price closes below the lower band Line colour changes reflect current trend state WHY IT'S BETTER Proper Mathematics: Correct band trailing prevents the "flickering" seen in poorly coded versions Adaptive Volatility: Optional mode adjusts multiplier based on current vs average volatility - tightens in chaos, widens in calm markets Multiple ATR Methods: Choose between RMA (default), SMA, EMA, or WMA smoothing Clean Visual Design: Professional presentation with optional dashboard showing real-time metrics OSCILLATOR MODE - SPOTTING DOUBLE TOPS/BOTTOMS When used as an oscillator in the lower pane (remove overlay), the Supertrend's trend changes can reveal powerful reversal patterns: Double Bottoms: When the indicator flips bullish twice at similar price levels, it often signals strong support and potential reversal zones Double Tops: When the indicator flips bearish twice at similar levels, it identifies resistance and potential breakdown zones The step-like visualization makes these patterns easier to spot than traditional price action
Indicateur Pine Script®
par dannydholmes1
Market Regime: Squeeze Box + Trend DashboardMarket Regime: Squeeze Box + Trend Dashboard Market Regime is a overlay designed to provide instant market context (trend vs consolidation) and highlight volatility compression (squeeze) setups before potential breakouts. Built with stock charts in mind, it focuses on clean visuals and practical decision support. What this indicator shows: 1) Market Regime (TREND / RANGE / NEUTRAL) The regime is detected using DMI/ADX with built-in confirmation to reduce flicker: TREND : ADX stays above a threshold for N bars RANGE : ADX stays below a threshold for N bars NEUTRAL : neither trend nor range is confirmed Trend direction is derived from DI+ vs DI- (UP / DOWN / MIXED). 2) Squeeze (BB inside KC) A squeeze is detected when Bollinger Bands contract inside Keltner Channels (volatility compression). SQZ = squeeze start REL = squeeze release (the first bar *after* squeeze — technically correct) 3) Squeeze Box The core feature: a box drawn from SQZ → REL , dynamically tracking the highest high / lowest low during the squeeze. This creates a clean visual range for the compression zone and helps frame breakout context. 4) EMA Ribbon with ADX-based intensity Two EMAs (fast/slow) form a ribbon. The fill becomes more pronounced as ADX strength increases, making trend momentum easier to read at a glance. 5) Trend Dashboard (corner panel) A compact dashboard summarizing key metrics: REGIME, DIR, ADX (with normalized strength %) SQUEEZE ON/OFF Relative Volume (relVol + tier) ATR% (14), EMA Slope%, GAP% (Open vs previous Close) Customization / Settings Fully configurable for different styles and markets: ADX/DMI lengths and thresholds BB/KC parameters (lengths and multipliers) Relative Volume thresholds Background mode: Off / Squeeze only / All regimes Visual toggles: ribbon, squeeze box, markers, dashboard History controls and limits for boxes/labels (clean chart + performance) How to use (practical workflow) Trend context : read REGIME + DIR and ribbon intensity (ADX strength). Squeeze setup : when squeeze is active, the box defines the compression range (high/low). Release : REL marks the first bar after squeeze ends (potential breakout/expansion context). Notes No look-ahead logic is used; calculations rely on current and historical bars only. On realtime (still-forming) candles, values can change intrabar, normal behavior for indicators computed on the current bar. Trading Disclaimer: This indicator is provided for research and informational purposes only and does not constitute financial advice. Past performance is not indicative of future results. Use at your own risk. You are solely responsible for any trading decisions made using this script.
Indicateur Pine Script®
par scripts57dev
Bar-Close Confirmed SupertrendOverview This indicator is a Supertrend-style trend follower that confirms direction changes only after a bar closes. Trend flips are determined using the previous bar’s close relative to the bands, which helps avoid intrabar changes during live candles. How it works Computes ATR (Average True Range) Builds upper/lower bands using ATR and a multiplier Updates trend direction only when a prior candle confirms a break of the band Confirmation logic (bar-close based) Trend direction is updated using conditions based on the previous candle, such as: close > upper → confirm uptrend close < lower → confirm downtrend Because signals are confirmed on the prior bar, trend changes and markers are displayed only when confirmation exists. Signals Uptrend confirmation: prior candle closes above the upper band → bullish marker Downtrend confirmation: prior candle closes below the lower band → bearish marker Inputs ATR Length (default 10) ATR Multiplier (default 3.0) Notes This script is intended for bar-close workflows. Behavior and responsiveness may differ across markets and timeframes depending on volatility and chosen settings.
Stratégie Pine Script®
par AIScripts
ATR Supertrend [QuantAlgo]🟢 Overview The ATR Supertrend indicator identifies trend direction and reversal points using volatility-adjusted dynamic support and resistance levels. It combines Average True Range (ATR) volatility measurement with adaptive price bands and EMA smoothing to create trailing stop levels that automatically adjust to market conditions, helping traders and investors identify trend changes, maintain positions during trending markets, and exit when momentum shifts across multiple timeframes and asset classes. 🟢 How It Works The indicator's core methodology lies in its volatility-adaptive band system, where dynamic support and resistance levels are calculated based on market volatility and price movement: smoothedSource = ta.ema(source, smoothingPeriod) atr = ta.rma(ta.tr(true), atrLength) * atrMultiplier The script uses ATR-based bands that expand and contract with market volatility, ensuring the indicator adapts to different market conditions rather than using fixed price distances: if trend == 1 supertrend := math.max(supertrend, smoothedSource - atr) else supertrend := math.min(supertrend, smoothedSource + atr) First, it applies optional EMA smoothing to the price source to reduce noise and filter out minor price fluctuations that could trigger premature trend changes, allowing traders to focus on genuine momentum shifts. Then, the ATR calculation measures market volatility using the Average True Range over the specified lookback period, multiplied by the user-defined factor to set the band distance: atr = ta.rma(ta.tr(true), atrLength) * atrMultiplier Next, dynamic trend detection occurs through a state-based system where the indicator tracks whether price is in an uptrend or downtrend, automatically adjusting the Supertrend line position: if trend == 1 if smoothedSource < supertrend trend := -1 supertrend := smoothedSource + atr The Supertrend line can act as a trailing stop that follows price during trends but never moves against the trend direction, i.e., it ratchets upward with price in uptrends and ratchets downward with price in downtrends. Finally, trend reversal signals are generated when price crosses the Supertrend line, indicating a shift in market momentum: bullSignal = trend == 1 and trend == -1 bearSignal = trend == -1 and trend == 1 This creates a volatility-adaptive trend-following system that combines dynamic support/resistance levels with momentum confirmation, providing traders with clear directional signals and automatic stop-loss levels that adjust to changing market conditions. 🟢 Signal Interpretation ▶ Bullish Trend (Green): Price trading above Supertrend line with indicator showing bullish color, indicating established upward momentum = Long/Buy opportunities ▶ Bearish Trend (Red): Price trading below Supertrend line with indicator showing bearish color, indicating established downward momentum = Short/Sell opportunities ▶ Supertrend Line as Dynamic Support: In uptrends, the Supertrend line can act as trailing support level that rises with price, never declining = Use as potential stop-loss reference for long positions = Price holding above indicates trend strength ▶ Supertrend Line as Dynamic Resistance: In downtrends, the Supertrend line can act as trailing resistance level that falls with price, never rising = Use as potential stop-loss reference for short positions = Price holding below indicates trend weakness 🟢 Features ▶ Preconfigured Presets: Three optimized parameter sets for different trading approaches. "Default" provides balanced trend detection for swing trading on daily/4-hour charts with moderate sensitivity. "Fast Response" delivers quick trend change detection for intraday trading on 5-minute to 1-hour charts, capturing moves early with increased whipsaw potential. "Smooth Trend" focuses on strong sustained trends for position trading on daily/weekly timeframes, filtering noise to identify only major trend shifts. ▶ Built-in Alerts: Three alert conditions enable comprehensive automated monitoring of trend changes and momentum shifts. "Bullish Trend" triggers when price crosses above the Supertrend line and the trend state changes from bearish to bullish, signaling potential long entry opportunities. "Bearish Trend" activates when price crosses below the Supertrend line and the trend state changes from bullish to bearish, signaling potential short entry or long exit points. "Any Trend Change" provides a combined alert for any trend reversal regardless of direction, allowing traders to be notified of all momentum shifts without setting up separate alerts. These notifications enable traders to capitalize on trend changes and protect positions without continuous chart monitoring. ▶ Color Customization: Five visual themes (Classic, Aqua, Cosmic, Ember, Neon, plus Custom) accommodate different chart backgrounds and visual preferences, ensuring optimal contrast for identifying bullish versus bearish trends across various trading environments. The adjustable cloud fill transparency control (0-100%) allows fine-tuning of the gradient area prominence between the Supertrend line and price, with higher opacity values creating subtle background context while lower values produce bold trend zone emphasis. Optional bar coloring with adjustable transparency (0-100%) extends the trend color directly to the price bars themselves, providing immediate visual reinforcement of current trend direction without requiring reference to the Supertrend line, with transparency controls allowing users to maintain visibility of candlestick patterns while still showing trend context.
Indicateur Pine Script®
par QuantAlgo
2
Median Anchor Oscillator [ALPHA]ALPHA – Median Anchor Oscillator A clean, outlier-resistant z-score oscillator built around a rolling median (not mean) and Median Absolute Deviation (MAD) instead of standard deviation. Key features: - Green/red histogram shows deviation strength from the median anchor - Dashed lines at ± threshold (default 2.5 – adjustable) - Optional purple fill for extreme zones - Auto-scales perfectly (no price squish on BTC or high-value assets) Ideal for mean-reversion traders spotting overextension or "gravity" pullbacks. SHORT = breaching top dashed line (red) LONG = breaching bottom dashed line (green) Use with a MACD or RSI for those divergence signal confirmations. This is ALPHA – early version, still tuning. Companion overlay suite (medians, pivot, signals, RSI overlay) coming in future, possible standalone update(s). Feedback / suggestions very welcome! Tags: z-score, median, oscillator, mean-reversion, BTC, crypto, deviation
Indicateur Pine Script®
par RU55IANROUL3TT3
Toby Crabel's HisVolAs in Linda Raschke's Street smarts..... . This indicator shows the signals of Toby Crabel's Historical Volatility 6/100 strategy. The strategy assumes, that volatility contraction measured by two measures would give better results. There is one other script that is a strategy , but it assumes that the signal requires both inside bar and narrowest range, what is not as in Linda Raschke's. The strategy and what does the script do: 1) measures short-term unannualized volatility (by default six), long term uannualized volatility (by default 100), and measures the ratio of short volatility / long volatility. 2) checks if the current bar is an inside bar or has narrowest range out of last X bar (by default 4), or both, 3) puts an etiquette if short volatility / long volatility is equal to or smaller than 0,5 AND the day is inside bar, has narrowest range, or both. Next day both buy-stop and sell-stop should be set. Buy-stop at the high and sell-stop at the low of the bar with etiquette. This is by no means any financial advice, nor the historical results guarantee future gain.
Indicateur Pine Script®
par nikt_inny
1
srd786-Intraday VWAP Price Action IndicatorDISCLAIMER This Pine Script indicator does not constitute financial advice; it is just intended for educational and informational purposes. It functions as a tool for technical analysis that could help traders spot possible trading opportunities. It is crucial to remember that participating in financial markets has a number of risks that might result in large losses and are not suitable for all investors. Users are encouraged to conduct their own thorough investigation and analysis prior to using this indicator. Avoiding trading with money that one cannot afford to lose is essential. It is also advised to seek advice from a certified financial expert. Users must use suitable risk management techniques and recognize that past success does not guarantee future outcomes. Any losses, damages, or other consequences resulting from the usage of this indicator are not the author's responsibility. The user is ultimately responsible for all trading decisions, therefore using this tool is at their own risk. INTRODUCTION The “srd786-Intraday VWAP Price Action Indicator” is a sophisticated Pine Script (version 6) trading tool designed for intraday traders who focus on New York session trading hours. This indicator combines multiple technical analysis concepts including Volume Weighted Average Price (VWAP), Average True Range (ATR) for risk management, swing point detection for support/resistance identification, and momentum analysis through RSI. The primary objective is to generate high-probability long and short signals based on price action confluence with trend, momentum, and key structural levels. 1. VWAP (Volume Weighted Average Price): Shows the "fair" average price based on both price and trading volume. 2. ATR (Average True Range): Measures how much the price typically moves each day. 3. Trend Analysis: Identifies whether the market is going up, down, or sideways. 4. Momentum Indicators: Shows how strong the current price movement is. 5. Support & Resistance: Identifies key price levels where the price might stop or reverse. 6. Swing Points: Finds significant turning points in the price. This indicator is specifically optimized for the New York trading session (9:30 AM to 4:00 PM ET), making it particularly suitable for traders who focus on US market hours. It provides a complete trading framework that includes not only signal generation but also precise trade management levels including entry prices, stop-loss orders, and profit targets based on a configurable reward-to-risk ratio. The philosophy behind this indicator is confluence-based trading. Rather than relying on a single indicator or condition, it requires multiple factors to align before generating a trade signal. This approach filters out lower-probability setups and focuses only on high-quality opportunities where price action, trend direction, momentum, and key technical levels all point in the same direction. CORE CONCEPT AND METHODOLOGY Volume Weighted Average Price (VWAP) VWAP is the cornerstone of this indicator's trading methodology. Unlike a simple moving average that treats all price bars equally, VWAP incorporates volume data into its calculation, giving more weight to bars with higher trading volume. This makes VWAP a more accurate representation of the true average price where the most significant trading activity occurred. The calculation of VWAP is performed using the built-in 'ta.vwap()' function, which computes the cumulative volume-weighted average price from the beginning of the session. For intraday traders, VWAP serves as a critical reference point that indicates whether the current price is trading at a premium (above VWAP) or discount (below VWAP) relative to the session's volume-weighted average. In this indicator, the VWAP source is configurable through the 'vwapSource' parameter, with the default being HLC3 (High + Low + Close / 3). This source selection allows traders to experiment with different price types such as typical price, weighted close, or even custom sources to suit their trading style and market preferences. Average True Range (ATR) for Risk Management The Average True Range, calculated using 'ta.atr()', measures market volatility by decomposing the current range of price movement. ATR does not indicate price direction; instead, it quantifies the degree of price movement or volatility over a specified period. In this indicator, ATR serves dual purposes: determining the distance for limit orders and calculating stop-loss levels. The 'atrLength' parameter (default: 14) controls the lookback period for the ATR calculation. A shorter length makes the indicator more responsive to recent volatility, while a longer length provides a smoother average that may be more suitable for less volatile markets. The 'atrMultiplier' (default: 1.5) determines how many ATR units away the stop-loss is placed from the entry price, allowing traders to adjust their risk exposure based on current market conditions. Swing Detection and Support/Resistance Swing points represent significant turning points in price action where the market has temporarily exhausted its directional momentum. This indicator uses pivot high and pivot low calculations to identify swing highs and swing lows, which then form the basis for dynamic support and resistance levels. The 'swingLength' parameter (default: 5) defines how many bars to the left and right of a potential pivot point must be lower (for pivot highs) or higher (for pivot lows) to confirm the swing point. This lookback period helps filter out minor price fluctuations and focuses on more significant structural levels. Support and resistance levels are stored in arrays ('swingHighArray' and 'SwingLowArray'), with the most recent swing points serving as the primary reference levels. The 'srLookback' parameter (default: 20) controls the overall lookback window and also determines how many swing points to maintain in each array, ensuring that only relevant historical levels are considered. Breakout Detection When a price moves past a major support or resistance level, this is known as a price breakout. This price breakout suggests that there is a possibility of a new trend direction heading forward.Breakout detection eliminates noise, as little price fluctuations or volatility may momentarily drive prices past a threshold without authentic conviction.Detection of breakouts affirms robustness when the price above the threshold by 2%, indicating genuine market interest, and mitigates whipsaws to prevent placing trades based on transient price swings. The Breakout Tolerance parameter, set by default to 2%, regulates the breakout tolerance for the indicator. A price closure above the current high plus a minor tolerance buffer (usually 2%) indicates a potential continuation of upward movement, classified as a Bullish Breakout. Conversely, when the price closes below the recent low plus a minor tolerance buffer (usually 2%), it suggests that the price may continue to decline, which is classified as a Bearish Breakout Down. Trend Identification Trend determination is accomplished through an Exponential Moving Average (EMA) with a configurable length ('trendMaLength', default: 9). The indicator classifies trend into three states: BULLISH (price above EMA with confirmation from the previous bar), BEARISH (price below EMA with confirmation), and SIDEWAYS (price crossing or near the EMA). The EMA is chosen over simple moving averages because it responds more quickly to recent price changes while still providing enough smoothing to filter out noise. The confirmation requirement (both current and previous bar must be on the same side of the EMA) reduces false signals during periods of choppy price action. Momentum Analysis Momentum is measured using the Relative Strength Index (RSI) with a configurable length ('momentumLength', default: 9). RSI values are categorized into five states to provide nuanced momentum readings: STRONG BULL (RSI above 70), BUILDING (RSI between 55 and 70), NEUTRAL (RSI between 45 and 55), WEAKENING (RSI below 45), and STRONG BEAR (RSI below 30). This momentum categorization allows traders to distinguish between strong trending conditions (STRONG BULL/BEAR) and transitions (BUILDING/WEAKENING), providing context for trade signals and helping to avoid entering positions during momentum divergences. CONFIGURATION PARAMETERS VWAP Settings The 'vwapSource' parameter determines which price value is used in the VWAP calculation. The default value of 'hlc3' (High + Low + Close / 3) provides a balanced representation of each bar's price action. Traders can modify this to use typical price ('high + low + close / 3'), weighted close ('high + low + close + close / 4'), or other price types depending on their analytical preferences. ATR Settings The 'atrLength' parameter sets the lookback period for the Average True Range calculation. The default of 14 periods is standard across most trading platforms and timeframes, providing a good balance between responsiveness and smoothness. The 'atrMultiplier' parameter (default: 1.5) scales the ATR value to determine stop-loss distances. A multiplier of 1.5 means the stop-loss is placed 1.5 ATR units away from the entry price, providing enough buffer to accommodate normal volatility while limiting risk. Trade Settings The 'rrRatio' parameter (default: 3.0) establishes the reward-to-risk ratio for trade targets. A ratio of 2.0 means the profit target is twice the distance of the stop-loss from the entry price. The 'limitOrderDistance' parameter (default: 0.5) determines how far below (for long trades) or above (for short trades) the current close the limit order is placed, measured in ATR units. This allows traders to enter positions at better prices while waiting for pullbacks. Swing Detection Settings The 'swingLength' parameter (default: 5) controls pivot identification sensitivity. Higher values identify more significant swing points but may miss shorter-term opportunities. The 'showSwings' boolean parameter toggles the visual display of swing high and low points on the chart. Support & Resistance Settings The 'srLookback' parameter (default: 20) defines how many bars back to search for swing points and support/resistance levels. The 'breakoutTolerance' parameter (default: 0.02 or 2%) adds a small buffer to breakout detection to account for minor penetration of support/resistance levels due to price spikes or slippage. Trend & Momentum Settings The 'trendMaLength' parameter (default: 9) sets the EMA length for trend determination, while 'momentumLength' (default: 9) sets the RSI lookback period. Both should be at least 5 periods for meaningful calculations. Table Settings The 'showTable' parameter (default: true) enables the display of two information tables that provide real-time data on Indicator values and trade levels. SIGNAL GENERATION LOGIC Long Signal Conditions A long signal is generated when all the following conditions are simultaneously true: 1. Session Filter: The trade must occur during New York session hours (9:30 AM - 4:00 PM ET). 2. Trend Confirmation: The trend must be BULLISH (price above EMA with confirmation). 3. Price Position: Current price must be above VWAP, indicating bullish price action. 4. Breakout or No Resistance: Either price is breaking out above resistance level with tolerance, or there is no prior resistance level to overcome. 5. Momentum Alignment: Momentum must be either STRONG BULL or BUILDING. This confluence of conditions ensures that long trades are only taken when the market is trending higher, price is confirming strength by trading above VWAP, and momentum is supportive of continued upward movement. Short Signal Conditions A short signal is generated when all the following conditions are simultaneously true: 1. Session Filter: The trade must occur during New York session hours 2. Trend Confirmation: The trend must be BEARISH (price below EMA with confirmation) 3. Price Position: Current price must be below VWAP, indicating bearish price action 4. Breakout or No Support: Either price is breaking down below support level with tolerance, or there is no prior support level to overcome 5. Momentum Alignment: Momentum must be either STRONG BEAR or WEAKENING Similar to long signals, short trades require alignment across multiple timeframes and analytical approaches, filtering out counter-trend trades and focusing on high-probability setups. TRADE MANAGEMENT FRAMEWORK Entry Price Calculation For long trades, the limit order price is calculated as: 'Close - (ATR Value × Limit Order Distance)'. This places the entry price below the current close, allowing traders to buy on dips while maintaining a favorable entry price. For short trades, the limit order is placed above the current close: 'Close + (ATR Value × Limit Order Distance)'. The limit order distance is expressed in ATR units, making it adaptive to current volatility conditions. In more volatile markets, the limit order will be placed further from the current price, while in calmer markets, it will be closer. Stop-Loss Placement Stop-loss levels are calculated using the ATR multiplier to ensure adaptive risk management. For long trades: 'Entry Price - (ATR Value × ATR Multiplier)'. For short trades: 'Entry Price + (ATR Value × ATR Multiplier)'. This adaptive approach to stop-loss placement means that in volatile markets, stops are wider to avoid being stopped out by normal price fluctuations, while in quieter markets, stops are tighter to limit potential losses. The default multiplier of 1.5 provides approximately 1.5 times the average true range of protection. Target Price Calculation Profit targets are determined by the reward-to-risk ratio: 'Entry Price + (ATR Stop Distance × RR Ratio)' for long trades and 'Entry Price - (ATR Stop Distance × RR Ratio)' for short trades. The default ratio of 2.0 means the target is twice the distance of the stop-loss, providing a favorable risk-reward profile. New York Session Tracking The indicator includes specialized logic for tracking the New York session open price. When a new NY session begins (determined by the 'isNewNySession' variable), the current open price is recorded and maintained throughout the session. This provides a reference point for measuring intraday directional bias from the session's starting level. INFORMATION TABLES Indicators Table This table displays the current price, VWAP value, NY session open price, support level,resistance level, ATR, ATR-scaled stop distance, current trend classification, momentum state with RSI value, and breakout status. All values are color-coded based on their bullish or bearish implications. The VWAP cell is color-coded green if price is above VWAP (bullish) and red if below (bearish), providing instant visual confirmation of price's position relative to this critical level. Trade Levels Table This table shows current signal status (LONG, SHORT, or WAIT), limit order distance in ATR units, calculated limit order price, stop-loss level, and target price with the reward-to-risk ratio displayed. The signal cell is highlighted in green for long signals and red for short signals. ALERT CONDITIONS The indicator includes four alert conditions that can be configured in TradingView: 1. LONG Signal: Triggers when a long signal is generated, providing entry price, stop-loss, and target information. 2. SHORT Signal: Triggers when a short signal is generated with corresponding trade details. 3. Breakout Up: Notifies when price breaks out above resistance level. 4. Breakout Down: Notifies when price breaks down below support level. These alerts enable traders to receive notifications via TradingView's alert system without continuously monitoring the charts. USAGE EXAMPLES AND TRADING SCENARIOS Strong Bullish Trend with VWAP Support In this scenario, price has been trading above the 9-period EMA for multiple bars, confirming a bullish trend. The current price is above VWAP, indicating buyers are willing to pay a premium. A recent swing low has established a support level, and RSI is reading 65, indicating building momentum without being overextended. When price breaks above the recent swing high resistance with a 2% tolerance, the indicator generates a long signal. The trader places a limit order below the current bar's close (0.5 ATR units) and sets the stop-loss 1.5 ATR units below the entry, with a target 2.0 times the stop distance away. Short Setup During Volatile Session During a particularly volatile NY session, price gaps down below VWAP early in the day. The 9-period EMA is declining, and both current and previous bars are below it, confirming a bearish trend. The RSI has dropped to 28, indicating strong bearish momentum. A recent swing high serves as resistance, and when price breaks below the swing low support level, the indicator generates a short signal. The trader enters on a limit order placed 0.5 ATR units above the current price, with the stop-loss 1.5 ATR units above the entry and the target at a 2.0 reward-to-risk ratio. Avoiding Counter-Trend Trades Consider a scenario where price is above VWAP and the RSI reads 72 (overbought), but the price is below the 9-period EMA and the previous bar was also below the EMA. In this case, the trend is classified as BEARISH (or SIDEWAYS) despite the bullish price position relative to VWAP. The indicator will not generate a long signal because the trend condition is not met, protecting the trader from what could be a bear trap or continuation pattern. No Prior Levels Scenario At the beginning of a trading session or after significant volatility has cleared prior swing points, there may be no established support or resistance levels in the lookback window. In this case, the breakout condition 'or na(resistanceLevel)' allows long signals to be generated without requiring a resistance level to be broken, enabling traders to participate in emerging trends without waiting for prior levels to form. BEST PRACTICES AND TIPS Timeframe Selection This indicator is optimized for intraday timeframes (1-minute to 60-minute charts) and specifically for NY session trading. Higher timeframes may produce more reliable signals but fewer opportunities, while lower timeframes will generate more signals but with potentially lower reliability. Traders should backtest on their preferred timeframe before trading live. Market Conditions The indicator performs best in trending markets with clear directional bias. During ranging or sideways markets, the trend condition may oscillate frequently, and VWAP may oscillate around price, reducing signal quality. Consider filtering signals or reducing position size during low-volatility, range-bound conditions. Parameter Optimization While the default parameters have been selected for general applicability, traders should consider optimizing certain parameters for specific markets or instruments. For highly volatile instruments like crude oil or natural gas, increasing the 'atrMultiplier' to 2.0 or 2.5 may provide more appropriate risk management. For less volatile instruments like certain forex pairs, reducing the multiplier to 1.0 or 1.2 may improve signal quality. Multiple Timeframe Analysis For enhanced performance, traders can analyze the trend on a higher timeframe (such as 15-minute or hourly) while taking signals on a lower timeframe (such as 5-minute or 1-minute). This multi-timeframe approach ensures that signals are aligned with the larger trend direction. Risk Management While the indicator provides calculated stop-loss levels, traders should consider their overall position sizing and portfolio risk. The ATR-based stops provide a market-adaptive approach, but individual risk tolerance and account size should ultimately determine position sizing. The 2.0 reward-to-risk ratio is fixed but can be adjusted based on personal preferences or the specific characteristics of the instrument being traded. INTEGRATION WITH TRADINGVIEW Adding the Indicator To add this indicator to a TradingView chart, paste the code into the Pine Script editor and click "Add to Chart." The indicator will appear in the chart's sidebar and begin calculating immediately once sufficient historical data is available. Configuring Alerts To set up alerts, right-click on any of the alert conditions in the indicator's settings panel (long signal, short signal, breakout up, or breakout down) and select "Add Alert." Configure the alert frequency and notification methods (push notification, email, webhook, etc.) according to your preferences. Customization All input parameters can be adjusted through the indicator's settings panel without modifying the source code. Traders can experiment with different VWAP sources, ATR lengths and multipliers, swing detection parameters, and table display options to suit their trading style and market preferences. LIMITATIONS AND CONSIDERATIONS Session Dependency The indicator is specifically designed for NY session trading and will not generate signals outside these hours. Traders focused on other sessions or 24-hour markets may need to modify the session string to match their trading hours. Historical Data Requirements The indicator requires sufficient historical data to accurately calculate swing points and support/resistance levels. On lower timeframe charts with limited history, the initial signals may be less reliable until adequate swing points are identified. Lag in Swing Detection By definition, swing points are confirmed after the price has moved away from them, introducing some lag into support/resistance identification. Traders should be aware that the most recent swing point may not be confirmed until several bars after it occurs. Not Financial Advice This indicator is a technical analysis tool and should not be construed as financial advice. Traders are responsible for their own research and risk management decisions. Past performance of any trading system does not guarantee future results. SUMMARY The code follows a logical flow: • Version and Declaration: Pine Script version 6 indicator declaration with overlay enabled • Input Parameters: All user-configurable settings grouped by category • Session Logic: New York session tracking and open price recording • Core Calculations: VWAP, ATR, EMA, RSI, swing points • Support/Resistance Logic: Array-based storage and retrieval of swing levels • Trend and Momentum Classification: Categorization of current market state • Signal Generation: Confluence-based long and short conditions • Trade Level Calculations: Entry, stop-loss, and target pricing • Visual Plots: Hidden plots for alert data access • Information Tables: Real-time display of key values • Alert Conditions: Four configurable alert triggers This structured approach ensures clarity, maintainability, and extensibility for future modifications or enhancements.
Indicateur Pine Script®
par srd786
Sebastine All in One Indicator Sebastine All in One Indicator Introduction Markets speak in many dialects. Sometimes they whisper through volume, sometimes they shout via momentum, at times they breathe through volatility, and occasionally they leave footprints in OBV, PVT, RSI, or TSI. Most traders respond by stacking indicator after indicator—until the chart resembles a tangled fishing net. This indicator was built to untangle that net. Instead of plotting multiple indicators simultaneously, this tool lets you focus on one dimension of market behavior at a time, while preserving structure through a Darvas-style box framework. The box logic used here is inspired by Darvas-style structural bounding, applied to non-price data such as volume, momentum, and volatility. 🔍 What This Indicator Does • Combines Volume, OBV, PVT, RSI, Momentum, Volatility, TSI, and Supertrend • Displays only one selected data stream at a time, reducing noise • Wraps the selected indicator inside a dynamic Darvas-style box • Highlights: o Breakouts & breakdowns o Compression (energy build-up) o Structural shifts o Momentum inflections o Mean-reversion zones Think of it as one lens, many filters—you rotate the lens, not clutter the chart. 🧠 How to Use It (Practical Insight) • Volume / OBV / PVT → Institutional intent & accumulation/distribution • Momentum / RSI / TSI → Strength, exhaustion, and early reversals • Volatility → Expansion after contraction (the market’s deep breath) • Supertrend (as data source) → Trend structure without price bias The Darvas-style box adds context: • Narrow boxes = stored energy • Box expansion = energy release • Source touching box edges = reaction zones • Zero-line crossings = regime shifts (where applicable) • 🎯 Who Is This For? • Traders who want clarity over clutter • Discretionary traders who adapt tools to market phase • System builders seeking structure with flexibility • Anyone who believes less noise = more signal 📝 Points to Note (Important for Proper Interpretation) 1. Color Coding & Structure • The upper box line (green) represents the upper structural boundary • The lower box line (red) represents the lower structural boundary • The white step-line represents the selected source indicator (e.g., PVT, RSI, Momentum) 2. Pane Scaling & Visibility (Very Important) • This indicator is designed for use in the bottom pane • Different sources have very different numerical ranges: o RSI is bounded between 0 and 100 o PVT, OBV, and Volume can have large absolute values • Users should manually drag and scale the indicator vertically for optimal visibility • This is intentional and preserves the raw integrity of each data source rather than force-normalizing it 3. Histogram for Comparative Insight • A histogram of the selected source is included for quick visual comparison • Helps identify expansion, contraction, acceleration, and divergence, especially during compression phases inside the box 📌 Recommended Usage (Clarity Over Clutter) Although multiple sources are available, it is strongly recommended to use one chart with one selected source at a time for best clarity and analytical depth. For first-time users, PVT (Price Volume Trend) is an ideal starting point. It blends price movement and volume flow into a single continuous narrative and often reveals institutional participation earlier than price alone. PVT works especially well within the Darvas-style box framework. Once comfortable, users may switch to RSI, Momentum, Volatility, OBV, or other sources—but always one at a time. This preserves the philosophy of focused observation rather than indicator overload.   🌱 Philosophy Behind the Tool This indicator rewards patience and observation.Give it space. It will quietly show when the market is gathering energy—and when it is ready to move. Markets don’t change indicators. We change how we listen. This indicator doesn’t predict. It reveals. Think of it not as a dashboard, but as a rotating telescope—you change lenses, not skies.
Indicateur Pine Script®
par sebastinecc