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ATR

Position Sizing Calculator (Real-Time) - Futures Edition█ SUMMARY The following indicator is a Position Sizing Calculator based on Average True Range (ATR), originally developed by market technician J. Welles Wilder Jr., intended for real-time trading. This script utilizes the user's account size, acceptable risk percentage, and a stop-loss distance based on ATR to dynamically calculate the appropriate position size for each trade in real time. █ BACKGROUND Developed for use on the Micro E-mini Nasdaq-100 futures (MNQ), this script provides traders with continuously updated dynamic position sizes. It enables traders to instantly determine the exact number of contracts to use when entering a trade while staying within their acceptable risk tolerance. This real-time position sizing tool helps traders make well-informed decisions when planning trade entries and calculating maximum stop-loss levels, ultimately enhancing risk management. █ USER INPUTS Trading Account Size: Total dollar value of the user's trading account. Acceptable Risk (%): Maximum percentage of the trading account that the user is willing to risk per trade. ATR Multiplier for Stop-Loss: Multiplier used to determine the distance of the stop-loss from the current price, based on the ATR value. ATR Length: The length of the lookback period used to calculate the ATR value. Show Target Risk Row: Toggle to hide/show the Target Risk Row SL Levels Display: Option to see Both, Long Only, Short Only, or None of the Stop Loss Level Values. Contract Point Value ($): Point value per contract. Tooltip highlights common values. Tick Size: Minimum Price Movement (Default set to 0.25) Minimum Contracts: Override the Minimum Contracts per trade to a user selected value. (May Exceed User's Target Risk)
Chỉ báo Pine Script®
của Stereotypical
QuantMotions - TPR Sentinel LineTPR Sentinel Line is an advanced adaptive Support/Resistance system that combines multi-layered trend analysis with a directional Time-Price Ratio (TPR) engine. The indicator dynamically builds a stabilized support or resistance line that adjusts to market volatility, trend strength, ATR expansion and contraction, and real-time slope changes. This creates a high-precision, self-adjusting trend barrier that acts as support in uptrends, resistance in downtrends, and a neutral anchor during sideways phases. Key Features ✔ Adaptive Trend Base - A composite trend model blending: - Kijun-style midpoint - Donchian midline - SMA & EMA smoothing This creates a stable baseline that reacts smoothly but reliably to structural trend shifts. ✔ Directional TPR Calculation The indicator measures slope across short, medium, and long trend windows, normalizes it with ATR, and determines: - Trend direction - Trend strength - Momentum quality ✔ Dynamic Support/Resistance Line Depending on trend direction: - In uptrends → the line becomes adaptive support - In downtrends → the line becomes adaptive resistance - In neutral phases → the line centers around the smoothed trend base A built-in lag factor prevents unrealistic jumps and keeps the level stable. ✔ Automatic Support/Resistance Zones The indicator expands the main line into upper and lower zones based on ATR and trend strength, creating a dynamic volatility envelope around the trend structure. ✔ Signals & Alerts - Support bounce - Resistance rejection - Breakouts above/below the dynamic line These events help identify high-probability continuation or reversal moments. ✔ Information Panel A real-time status table displays: - Trend direction - Trend strength - Current S/R level 🎯 Ideal For - Precision entries on pullbacks - Detecting trend shifts earlier - Identifying strong or weak trend phases - Adaptive take-profit and stop-loss zones - Filtering false breakouts 💡 Summary TPR Sentinel Line gives you a living, breathing support/resistance structure that evolves with the market. Instead of relying on static levels, you get a continuously adapting trend barrier that reflects real strength, real volatility, and real momentum. A powerful tool for traders who want structure, clarity, and trend confidence.
Chỉ báo Pine Script®
của Trading-Programmer
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.
Chỉ báo Pine Script®
của indexrate
EDGE MTF ATR Bias Matrix EDGE MTF ATR BIAS MATRIX - User Guide & Documentation ═════════════════════════════════════════════════════════════ OVERVIEW The EDGE MTF ATR Bias Matrix is a multi-timeframe directional bias indicator that displays dynamic support and resistance levels across six timeframes in a compact corner panel. It uses ATR-based trailing bands to determine trend direction and highlights key levels you should be watching for potential entries, exits, or reversals. Think of it as your "compass" — at a glance, you can see which direction the market is pointing on the 5m, 15m, 30m, 1H, 4H, and Daily timeframes, along with the critical price level to watch on each. ───────────────────────────────────────────────────────────── HOW IT WORKS The indicator uses a dual-band trailing stop system on each timeframe: INNER BAND (Tighter/Faster) • Calculated as: HL2 ± (Inner Multiplier × ATR) • Default multiplier: 3.0 • Reacts more quickly to price changes • Defines the "active" trend direction OUTER BAND (Wider/Slower) • Calculated as: HL2 ± (Outer Multiplier × ATR) • Default multiplier: 6.0 • Provides a buffer zone / "cloud" between signals • Represents major support/resistance levels The two bands create a "cloud" structure: • When Inner > Outer → Bullish Cloud (uptrend structure) • When Inner < Outer → Bearish Cloud (downtrend structure) Signal Logic: ▲ BULLISH (Green): Price is ABOVE the inner band in a bullish cloud ▼ BEARISH (Red): Price is BELOW the inner band in a bearish cloud ◆ NEUTRAL (Gray): Price is inside the cloud or at an inflection point ───────────────────────────────────────────────────────────── READING THE PANEL The panel displays three columns: TF │ Level │ Δ ────────┼─────────── Daily │ 4,125.50 │ 4H │ 4,118.25 │ 3.25 1H │ 4,115.00 │ 30m │ 4,112.75 │ 1.50 15m │ 4,110.50 │ 5m │ 4,108.25 │ 0.75 COLUMN 1 - TF (Timeframe) The timeframe being analyzed COLUMN 2 - Level The key support/resistance level to watch • Color indicates bias: Green = Bullish, Red = Bearish, Gray = Neutral • This is the trailing band level that price is respecting COLUMN 3 - Δ (Delta/Proximity) Distance from current price to the key level • Only appears when price is within the Proximity Threshold • Yellow color draws attention to nearby levels • Helps you spot imminent tests of support/resistance ───────────────────────────────────────────────────────────── WHAT TO LOOK FOR 1. CONFLUENCE OF BIAS When multiple timeframes show the same color (all green or all red), the directional bias is strong. Trade with the trend. Example: Daily, 4H, 1H, and 30m all GREEN = Strong bullish environment → Look for long entries on pullbacks to the displayed levels 2. DIVERGENCE BETWEEN TIMEFRAMES When higher timeframes disagree with lower timeframes, expect choppy conditions or potential reversals. Example: Daily RED but 15m and 5m GREEN = Short-term bounce in downtrend → Approach longs with caution; these may be counter-trend trades 3. PROXIMITY ALERTS (Δ Column) When you see a value in the Δ column, price is close to that timeframe's key level. This is where you should pay attention for: • Bounces (level holds = continuation) • Breaks (level fails = potential reversal or acceleration) 4. LEVEL CLUSTERING When multiple timeframe levels are near each other, that zone becomes significant. Price often reacts strongly at these areas. Example: If 1H shows 4,115 and 30m shows 4,114, that 4,114-4,115 zone is a high-probability reaction area. 5. TREND ALIGNMENT FOR ENTRIES For highest-probability trades: • Ensure at least the 1H and 4H (or Daily) agree on direction • Use lower timeframe (5m/15m) levels for entry timing • Place stops beyond the next timeframe's level ───────────────────────────────────────────────────────────── CONFIGURABLE SETTINGS ═══ Color Theme ═══ Bullish Default: Green (#4CAF50, 30% transparency) Color used when bias is bullish Bearish Default: Red (#F44336, 0% transparency) Color used when bias is bearish Neutral Default: Gray (#ECEFF1, 30% transparency) Color used when price is in the cloud/neutral zone ═══ Display Settings ═══ Panel Location Default: Top Right Choose where the panel appears on your chart Options: Top Left, Top Center, Top Right, Bottom Left, Bottom Center, Bottom Right Sort Highest Default: ON (checked) TF First When ON: Daily at top, 5m at bottom When OFF: 5m at top, Daily at bottom Choose based on your trading style preference Proximity Default: 10.5 Threshold How close price must be to a level before the Δ column shows the distance • For index futures (ES, NQ): 10-15 points works well • For forex: 0.0010-0.0050 (10-50 pips) • For stocks: Adjust based on typical ATR • Set to 0 to disable proximity alerts Text Size Default: Small Options: Tiny, Small, Normal, Large Adjust based on your screen size and preference ═══ Algorithm Parameters ═══ ATR Lookback Default: 10 Number of bars used to calculate ATR • Lower values (5-8): More reactive to recent volatility • Higher values (14-20): Smoother, less reactive Range: 1-50 Inner Band Default: 3.0 Multiplier Controls the tighter/faster trailing band • Lower values: Tighter stops, more signals, more whipsaws • Higher values: Wider stops, fewer signals, smoother trends Range: 0.5-10.0 (step 0.5) Outer Band Default: 6.0 Multiplier Controls the wider/slower trailing band • Should always be larger than Inner Multiplier • Creates the "buffer zone" between trend states • Larger values = bigger neutral zones Range: 1.0-20.0 (step 0.5) ───────────────────────────────────────────────────────────── RECOMMENDED CONFIGURATIONS FOR SCALPING (Fast/Aggressive): • ATR Lookback: 7 • Inner Multiplier: 2.0 • Outer Multiplier: 4.0 • Proximity Threshold: 5.0 FOR DAY TRADING (Balanced): • ATR Lookback: 10 (default) • Inner Multiplier: 3.0 (default) • Outer Multiplier: 6.0 (default) • Proximity Threshold: 10.5 (default) FOR SWING TRADING (Smooth/Patient): • ATR Lookback: 14 • Inner Multiplier: 4.0 • Outer Multiplier: 8.0 • Proximity Threshold: 20.0 ───────────────────────────────────────────────────────────── TIPS FOR BEST RESULTS 1. Use this indicator as a BIAS tool, not an entry signal It tells you which direction to favor — you still need price action, order flow, or another method to time entries. 2. Respect higher timeframe bias Even if 5m and 15m turn bullish, if Daily is bearish, those longs are counter-trend. Size smaller and take profits quicker. 3. Watch for color changes on your trading timeframe A flip from green to gray (or red) is an early warning that momentum may be shifting. 4. The displayed levels are dynamic They trail price during trends but lock in during pullbacks. This is by design — the levels only move in the direction of the trend. 5. Combine with volume or momentum This indicator shows structure. Pair it with volume analysis or a momentum oscillator to confirm strength of moves. ───────────────────────────────────────────────────────────── TIMEFRAMES ANALYZED The indicator automatically pulls data from these fixed timeframes regardless of what chart timeframe you're viewing: • 5 Minute (5m) — Micro structure, scalp timing • 15 Minute (15m) — Intraday swings • 30 Minute (30m) — Intraday trend • 1 Hour (1H) — Day trading bias • 4 Hour (4H) — Swing trading bias • Daily (1D) — Overall trend direction ───────────────────────────────────────────────────────────── TROUBLESHOOTING Panel not showing? → Make sure you're viewing on a timeframe equal to or lower than 5m → Check that the panel location isn't obscured by other indicators All levels showing gray/neutral? → This can happen during ranging/consolidating markets → The multipliers may need adjustment for the instrument's volatility Levels seem too far from price? → Reduce the Inner and Outer Multipliers → The defaults work well for index futures but may need tuning for lower-volatility instruments Proximity column never shows values? → Increase the Proximity Threshold setting → Current default (10.5) may be too tight for your instrument
Chỉ báo Pine Script®
của RyanBaileyEdge
DEMA ATR Strategy [PrimeAutomation]⯁ OVERVIEW The DEMA ATR Strategy combines trend-following logic with adaptive volatility filters to identify strong momentum phases and manage trades dynamically. It uses a Double Exponential Moving Average (DEMA) anchored to ATR volatility bands, creating a self-adjusting trend baseline. When the adjusted DEMA shifts direction, the strategy enters positions and scales out profit in phases based on ATR-driven targets. This system adapts to volatility, filters noise, and seeks sustained directional moves. ⯁ KEY FEATURES DEMA-Volatility Hybrid Filter Uses Double EMA with ATR expansion/compression logic to form a dynamic trend baseline. Directional Shift Entries Entries occur when the adjusted DEMA flips trend (bullish crossover or bearish crossunder vs its past value). Noise Reduction Mechanism ATR range caps extreme moves and prevents false flips during choppy volatility spikes. Multi-Level Take Profits Targets scale out positions at 1×, 2×, and 3× ATR multiples in the trade direction. Volatility-Adaptive Targets ATR multiplier ensures profit targets expand/contract based on market conditions. Single-Direction Exposure No pyramiding; the strategy flips position only when trend shifts. Automated Trade Finalization When all profit targets trigger, the position is fully closed. ⯁ STRATEGY LOGIC Trend Direction: DEMA baseline is modified using ATR upper/lower envelopes. • If the adjusted DEMA rises above previous value → Bullish • If it falls below previous value → Bearish Entry Rules: • Enter Long when bullish shift occurs and no long position exists • Enter Short when bearish shift occurs and no short position exists Take Profit Logic: 3 partial exits for each trade based on ATR: • TP1 = ±1× ATR • TP2 = ±2× ATR • TP3 = ±3× ATR Profit distribution: 30% / 30% / 40% Exit Conditions: • Exit when all TPs hit (full scale-out if sum of all TPs 100%) • Opposite trend signal closes current trade and opens new one ⯁ WHEN TO USE Trending environments Medium–high volatility phases Swing trading and intraday trend plays Markets that respect momentum continuation (crypto, indices, FX majors) ⯁ CONCLUSION This strategy blends DEMA trend recognition with ATR-based volatility adaptation to generate cleaner directional entries and structured take-profit exits. It is designed to capture momentum phases while avoiding noise-driven false signals, delivering a disciplined and scalable trend-following approach.
Chiến lược Pine Script®
của ChartPrime
5
OTT Volatility [RunRox]📊 OTT Volatility is an indicator developed by the RunRox team to pinpoint the most optimal time to trade across different markets. OTT stands for Optimal Trade Time Volatility and is designed primarily for markets without a fixed trading session, such as cryptocurrencies that trade 24/7. At the same time, it works equally well on any other market. 🔶 The concept is straightforward. The indicator takes a specified number of historical periods (Samples) and statistically evaluates which hours of the day or which days show the highest volatility for the selected asset. As a result, it highlights time windows with elevated volatility where traders can focus on searching for trade setups and building positions. 🔶 As the core volatility metric, the indicator uses ATR (Average True Range) to measure intraday volatility. Then it calculates the average ATR value over the last N Samples, creating a statistically stable estimate of typical volatility for the selected asset. 🔶 Statistically, during these highlighted periods the market shows higher-than-average volatility. This means that in these time windows price is more likely to be subject to stronger moves and potential manipulation, making them attractive for active trade execution and position management. ⚠️ However, historical behavior does not guarantee future results. These periods should be treated only as zones where volatility has a higher probability of being above normal, not as a promise of movement. As shown in the screenshot above, the indicator also projects potential future volatility based on historical data. This helps you better plan your trading hours and align your activity with periods where volatility is statistically expected to be higher or lower. 🔶 Current Volatility – as shown in the screenshot above, you can also monitor the real-time volatility of the market without any statistical averaging. On top of that, you can overlay the current volatility on top of the statistical volatility levels, which makes it easy to see whether the market is now trading in a high- or low-volatility regime relative to its usual behavior. 4 display modes – you can choose any visualization style that fits your trading workflow: Absolute – displays the raw volatility values. Relative – shows volatility relative to its typical levels. Average Centered – centers volatility around its average value. Trim Low Value – filters out low-volatility noise and highlights only more significant moves. This indicator helps you define the most effective trading hours on any market by relying on historical volatility statistics. Use it to quickly see when your market tends to be more active and to structure your trading sessions around those periods. ✅ We hope this tool becomes a useful part of your trading toolkit and helps you improve the quality of your decisions and timing.
Chỉ báo Pine Script®
của RunRox
Kalman Trend Sniper# KALMAN TREND SNIPER ## ORIGINALITY STATEMENT The Kalman Trend Sniper combines adaptive trend detection with precision entry validation to identify high-probability trading opportunities. Unlike static moving averages that use fixed parameters, this indicator adapts to changing market volatility through ATR-based gain adjustment and distinguishes trending from ranging markets using ADX regime detection. The indicator's unique contribution is its three-phase entry validation system: signals must hold for three bars, undergo a pullback test to the signal level, and receive confirmation through price action before generating an entry. This structured approach helps traders enter established trends at favorable retracement levels rather than chasing momentum. --- ## TECHNICAL METHODOLOGY ### Kalman Filter Implementation This indicator implements an Alpha-Beta variant of the Kalman filter, a recursive algorithm that estimates trend from noisy price data: 1. Prediction: kf = kf + velocity 2. Error calculation: error = price - kf 3. Correction: kf = kf + gain * error 4. Velocity update: velocity = velocity + (gain * error) / 2 The gain parameter determines filter responsiveness. Higher gain values track price more closely but increase noise sensitivity, while lower values provide smoother output but lag price changes. ### Adaptive Gain Mechanism The indicator adjusts gain dynamically based on volatility: Volatility Factor = Current ATR / Long-term ATR Adaptive Gain = Base Gain * (0.7 + 0.6 * Volatility Factor) This ATR ratio increases responsiveness during high-volatility periods and reduces sensitivity during consolidations, addressing the fixed-parameter limitation of traditional moving averages. The volatility factor is bounded between configurable minimum and maximum values to prevent extreme adjustments. ### Regime Detection The indicator uses the Average Directional Index (ADX) to distinguish market conditions: - Trending markets (ADX above threshold): Full gain applied, signals generated - Ranging markets (ADX below threshold): Gain reduced 25%, fewer signals This regime awareness helps reduce whipsaw signals during sideways consolidation periods. ### Signal Line Validation System When the Kalman line changes direction in trending conditions, the indicator draws a horizontal signal line at the low (for long signals) or high (for short signals) of the signal candle. This line represents a potential support or resistance level. The validation system then monitors three phases: Phase 1 - Hold Period: Price must remain above (long) or below (short) the signal line for three consecutive bars. This requirement filters weak signals where price immediately violates the signal level. Phase 2 - Test: After the hold period, the system waits for price to pull back and touch the signal line, with configurable tolerance for volatile instruments. Phase 3 - Confirmation: Within eight bars of the test, a confirmation candle must close above (long) or below (short) the test candle's body, demonstrating renewed momentum. If confirmation does not occur within eight bars, the validation attempt expires. Successful validation generates an R label at the entry point. This three-phase structure helps identify entries where trend direction and support/resistance validation align. --- ## USAGE INSTRUCTIONS ### Signal Interpretation Triangle Signals: - Upward triangle (teal): Kalman line turns bullish in trending market (ADX above threshold) - Downward triangle (red): Kalman line turns bearish in trending market Signal Lines (horizontal): - Teal line: Potential long support level at signal candle low - Red line: Potential short resistance level at signal candle high - Gray line: First opposite-color candle after signal (initial reversal pressure) R Labels (optional, disabled by default): - Green R below price: Validation complete for long entry - Red R above price: Validation complete for short entry Stop Levels: - Red dots: Long stop level (Kalman line minus ATR multiplier) - Teal dots: Short stop level (Kalman line plus ATR multiplier) ### Dashboard Information The dashboard displays real-time indicator state: - Trend: Current Kalman direction (BULL/BEAR) - Regime: Market classification (Trending when ADX exceeds threshold, Ranging otherwise) - Gain: Current adaptive gain value - Vol Factor: Volatility ratio (current ATR / long-term ATR) - ADX: Trend strength (higher values indicate stronger trends) - Z-Score: Standard deviation distance from Kalman line (when enabled) - Stop Dist: Current ATR-based stop distance - Lines: Number of active signal lines displayed - R-Status: Validation system state (Idle / Waiting / Testing) ### Trading Applications Trend Following Approach: 1. Wait for triangle signal in trending market (ADX above threshold) 2. Enter immediately at signal candle close or wait for pullback 3. Place stop at displayed stop level 4. Trail stop using Kalman line as dynamic support/resistance Validation Entry Approach (conservative): 1. After triangle signal, observe three-bar hold period 2. Wait for pullback to signal line (test phase) 3. Enter on R label confirmation 4. Place stop below/above signal line 5. Provides higher probability entries but reduces trade frequency Z-Score Mean Reversion (when enabled): 1. Watch for Z-Score exceeding entry threshold (default +/-2.0) 2. Consider counter-trend entries when price touches Kalman line 3. Target return to Kalman line (Z-Score near zero) 4. Use Z-Score threshold as stop level for extreme continuation ### Optimal Conditions The indicator performs optimally in clearly trending markets where ADX consistently exceeds the threshold. Performance degrades in sideways, choppy conditions. Recommended timeframes: - 1-5 minute charts: Use Crypto_1M preset (faster adaptation) - 15-60 minute charts: Use Crypto_15M preset (balanced) - Hourly charts: Use Forex preset (smoother) - Daily charts: Use Stocks_Daily preset (long-term trends) Market conditions: - High volatility (Vol Factor above 1.5): Expect faster adaptation, wider stops needed - Normal volatility (Vol Factor 0.7-1.5): Standard behavior - Low volatility (Vol Factor below 0.7): Expect slower adaptation, tighter stops possible --- ## PARAMETER DOCUMENTATION ### Kalman Filter Settings Preset Mode: Select optimized configuration for specific markets - Custom: Manual parameter control - Crypto_1M: Base Gain 0.05, ATR 7 (fast response for 1-5 minute crypto charts) - Crypto_15M: Base Gain 0.03, ATR 14 (balanced for 15-60 minute crypto charts) - Forex: Base Gain 0.02, ATR 14 (standard for forex pairs) - Stocks_Daily: Base Gain 0.01, ATR 20 (smooth for daily stock charts) Base Gain (0.001-0.2): Core Kalman filter responsiveness parameter. Higher values increase sensitivity to price changes. Low values (0.01-0.02) provide smooth output with fewer whipsaws but slower trend changes. High values (0.06-0.08) offer fast response with more signals but increased whipsaw risk. Adaptive (checkbox): When enabled, automatically adjusts gain based on ATR ratio. Recommended to keep enabled for dynamic volatility adaptation. ATR (5-50): Short-term Average True Range period for current volatility measurement. Default 14 is industry standard. Lower values respond faster to volatility changes. Long ATR (20-200): Long-term ATR period for baseline volatility comparison. Default 50 provides stable reference. The ratio between ATR and Long ATR determines adaptive adjustment magnitude. Regime Filter (checkbox): Enables ADX-based trending/ranging detection. When enabled, reduces gain by 25 percent during ranging markets to minimize false signals. ADX Period (7-30): Period for ADX calculation. Default 14 is standard. Lower values respond faster to trend strength changes. Threshold (15-40): ADX level distinguishing trending from ranging markets. Default 25. Above threshold: trending (generate signals normally). Below threshold: ranging (reduce sensitivity). Min Vol / Max Vol (0.3-3.0): Bounds for volatility factor adjustment. Prevents extreme gain changes during unusual volatility spikes or quiet periods. Default minimum 0.5, maximum 2.0. Stop ATR x (1.0-3.0): Multiplier for ATR-based stop loss distance. Default 2.0 places stops two ATRs from Kalman line. Use 1.5 for tight stops (intraday), 2.5-3.0 for wide stops (swing trading). Show Signals (checkbox): Displays triangle signals when Kalman changes direction in trending markets. Disable to use indicator purely as dynamic support/resistance without signals. Z-Score (checkbox): Enables mean-reversion signal generation based on statistical deviation from Kalman line. Period (10-100): Lookback period for Z-Score standard deviation calculation. Default 20 bars. Longer periods produce smoother, less sensitive readings. Entry (1.5-3.5): Standard deviation threshold for Z-Score signals. Default 2.0 generates signals at plus/minus two standard deviations (approximately 95th percentile moves). Bull / Bear Colors: Customize Kalman line colors for uptrend (default teal) and downtrend (default red). Fill (checkbox): Shows semi-transparent fill between price and Kalman line for visual trend emphasis. ### Signal Line System Settings Signal Lines (checkbox): Displays horizontal signal lines at low (long) or high (short) of signal candles. These function as dynamic support/resistance levels. Reverse Lines (checkbox): Shows gray horizontal lines at first opposite-colored candle after signal. Helps identify initial resistance points in new trends. Max Lines (0-20): Maximum number of signal lines to display simultaneously. Older lines are removed as new signals appear. Use 1-2 for clean charts, 3-5 for recent support/resistance history. Style (Solid/Dotted/Dashed): Visual style for signal and reverse lines. Dotted provides subtle appearance, solid is most prominent. Line % / Label % (0-100): Transparency percentage for lines and labels. Zero is fully opaque, 100 is invisible. R Labels (checkbox): Shows R labels when validation confirmation occurs. Default disabled. Enable if you want visual confirmation of successful pullback entries. Tolerance % (0-1.0): Price deviation tolerance for test candle detection. Zero requires exact touch. 0.5 allows 0.5 percent deviation for volatile instruments. ### Dashboard Settings Show Dashboard (checkbox): Toggles visibility of information panel. Disable for clean chart presentation. Position: Choose dashboard location from nine positions (Top/Middle/Bottom combined with Left/Center/Right). --- ## LIMITATIONS AND WARNINGS This indicator is a technical analysis tool that processes historical price data. It does not predict future price movements. Inherent limitations: 1. Lagging nature: Like all trend indicators, the Kalman filter lags price. Signals occur after trend changes begin, not before. 2. Ranging markets: Generates fewer signals and reduced performance when ADX falls below threshold. Not optimized for sideways consolidation. 3. Whipsaw risk: In choppy, indecisive markets near ADX threshold, signals may reverse quickly despite regime filtering. 4. Parameter sensitivity: Inappropriate Base Gain settings can cause over-trading (too high) or missed trends (too low). 5. Validation requirement: The three-phase confirmation system provides higher accuracy but significantly reduces trade frequency. Not all trends produce valid pullback entries. Not suitable for: - Scalping strategies requiring instant signals (Kalman filter has intentional smoothing) - Ultra-high frequency trading (indicator updates once per bar close) - Markets with extreme overnight gaps (stops may be exceeded) - Strategies requiring signals on Heikin Ashi, Renko, Kagi, Point and Figure, or Range charts Risk management requirements: This indicator provides trend direction and signal levels but does not incorporate position sizing, risk management, or account balance considerations. Users must implement appropriate position sizing, maximum daily loss limits, and portfolio diversification. Past performance does not indicate future results. Optimal usage: - Works optimally in clearly trending markets where ADX consistently exceeds threshold - Performance degrades in sideways, choppy conditions - Designed for swing trading and position trading timeframes (15-minute and above) - Requires confirmation from price action or additional technical analysis --- ## NO REPAINT GUARANTEE This indicator operates on bar close confirmation only. All signals, signal lines, and validation labels appear exclusively when candles close. Historical signals remain exactly where they appeared. This makes the indicator suitable for automated trading and reliable backtesting. What you see in historical data matches what appeared in real-time. --- ## ALERTS The indicator provides eight alert conditions: 1. Kalman Buy Signal: Fires when upward triangle appears (bullish trend change in trending market) 2. Kalman Sell Signal: Fires when downward triangle appears (bearish trend change in trending market) 3. Trend Change to Bullish: Fires whenever Kalman line changes to bullish (regardless of ADX) 4. Trend Change to Bearish: Fires whenever Kalman line changes to bearish (regardless of ADX) 5. SCT-R Long Retest Confirmed: Fires when green R label appears for long validation 6. SCT-R Short Retest Confirmed: Fires when red R label appears for short validation 7. SCT Test Long Detected: Fires when test candle appears for long signal (before confirmation) 8. SCT Test Short Detected: Fires when test candle appears for short signal (before confirmation) Alert messages include context about bar close confirmation and current price levels. --- ## CALCULATION TRANSPARENCY While complete proprietary optimization methodology is not disclosed, the core technical approach is fully explained: Alpha-Beta Kalman filter with ATR-based adaptive gain adjustment and ADX regime detection. The signal line validation system uses a three-phase structure (hold, test, confirmation) with configurable parameters. Users can understand indicator functionality and make informed decisions about application. --- ## DISCLAIMER This indicator is provided as a technical analysis tool. It does not constitute financial advice, trading recommendations, or performance guarantees. All trading decisions carry risk. Users are responsible for their own trading decisions and risk management. Past results do not indicate future performance.
Chỉ báo Pine Script®
của ideatradepro
1
Hash Supertrend [Hash Capital Research]Hash Supertrend Strategy by Hash Capital Research Overview Hash Supertrend is a professional-grade trend-following strategy that combines the proven Supertrend indicator with institutional visual design and flexible time filtering. The strategy uses ATR-based volatility bands to identify trend direction and executes position reversals when the trend flips.This implementation features a distinctive fluorescent color system with customizable glow effects, making trend changes immediately visible while maintaining the clean, professional aesthetic expected in quantitative trading environments. Entry Signals: Long Entry: Price crosses above the Supertrend line (trend flips bullish) Short Entry: Price crosses below the Supertrend line (trend flips bearish) Controls the lookback period for volatility calculation Lower values (7-10): More sensitive to price changes, generates more signals Higher values (12-14): Smoother response, fewer signals but potentially delayed entries Recommended range: 7-14 depending on market volatility Factor (Default: 3.0) Restricts trading to specific hours Useful for avoiding low-liquidity sessions, overnight gaps, or known choppy periods When disabled, strategy trades 24/7 Start Hour (Default: 9) & Start Minute (Default: 30) Define when the trading session begins Uses exchange timezone in 24-hour format Example: 9:30 = 9:30 AM End Hour (Default: 16) & End Minute (Default: 0) Controls the vibrancy of the fluorescent color system 1-3: Subtle, muted colors 4-6: Balanced, moderate saturation 7-10: Bright, highly saturated fluorescent appearance Affects both the Supertrend line and trend zones Glow Effect (Default: On) Adds luminous halo around the Supertrend line Creates a multi-layered visual with depth Particularly effective during strong trends Glow Intensity (Default: 5.0) Displays tiny fluorescent dots at entry points Green dot below bar: Long entry Red dot above bar: Short entry Provides clear visual confirmation of executed trades Show Trend Zone (Default: On) Strong trending markets (2020-style bull runs, sustained bear markets) Markets with clear directional bias Instruments with consistent volatility patterns Timeframes: 15m to Daily (optimal on 1H-4H) Challenging Conditions: Choppy, range-bound markets Low volatility consolidation periods Highly news-driven instruments with frequent gaps Very low timeframes (1m-5m) prone to noise Recommended AssetsCryptocurrency:
Chiến lược Pine Script®
của Hash_Capital
Average True Range % infoATR% is a modified version of the classic Average True Range indicator that displays price volatility as a percentage of the instrument's value, rather than in absolute values. This allows you to easily compare the volatility of different assets (e.g., Bitcoin vs Tesla stock) regardless of their price. Main Features 1. ATR% Chart The red line shows the average volatility from the last N candles (default 14), expressed as a percentage. For example: ATR% = 2.5% means that the average daily move is approximately 2.5% of the asset's value Higher values = greater volatility (higher profit potential, but also greater risk) Lower values = lower volatility (calmer market) 2. Volatility Trend Analysis The indicator automatically detects whether volatility is rising, falling, or stable: Up arrow (↑) - volatility is rising (price becomes more "nervous") Down arrow (↓) - volatility is falling (market is calming down) Horizontal arrow (⮆) - volatility is stable (within ±3% of the moving average) 3. Information Table In the upper right corner of the chart you will see Current ATR% value and Trend arrow with color coding: - Green = rising volatility - Red = falling volatility - Gray = stable volatility Parameters to Configure Indicator Length (default: 14) - How many candles back to include in calculations: Lower values (5-10): more sensitive to sudden changes, reacts faster Higher values (20-30): more smoothed, shows long-term volatility picture Trend Length (default: 10) - Period to analyze whether volatility is rising/falling: Lower values: faster trend change signals Higher values: more reliable, but slower signals Sample Interpretations ATR% Volatility Asset Type/Situation < 1% Very low Stable blue-chip stocks, calm market 1-3% Low-medium Typical stocks, normal conditions 3-5% Medium-high Volatile stocks, cryptocurrencies at rest 5-10% High Cryptocurrencies, penny stocks > 10% Extremely high Market panic, crash, pump & dump
Chỉ báo Pine Script®
của Jawortrader
Đại Ka 3 ATR BandsĐại Ka 3 ATR Bands – The ultimate single-slot indicator that replaces three separate ATR plots. Designed specifically for ICT/SMC traders in 2025: • Light red band (±0.5 ATR) → fake moves, Judas Swing, Turtle Soup zone • Gray band (±1.0 ATR) → normal price action • Light green band (±2.0 ATR) → real displacement zone → Silver Bullet, SFT, high-probability entries How to use: – Price stuck inside red band → expect reversal/fakeout – Price breaks and closes outside green band + volume spike → enter aggressively in that direction (85%+ win-rate inside Killzones) Default ATR(14), subtle fills for instant visual filtering of real vs fake moves. Perfect companion for Order Blocks, FVG, Breaker Blocks and NY/London Killzones. Free forever – coded with love by Đại Ka & Vietnamese ICT crew.
Chỉ báo Pine Script®
của bra9ont
Momentum Tide [Alpha Extract]A sophisticated momentum-based trend identification system that measures normalized price deviation from an EMA baseline using ATR scaling and hyperbolic tangent smoothing for precise trend state classification. Utilizing advanced signal processing with configurable neutral bands and slope sensitivity adjustments, this indicator delivers institutional-grade momentum analysis with continuous strength measurement and visual trend confirmation. The system's three-state classification (bullish, bearish, neutral) combined with dynamic color intensity scaling provides comprehensive market momentum assessment across varying volatility conditions. 🔶 Advanced Baseline Deviation Framework Implements EMA-based baseline calculation with ATR-normalized deviation measurement to create volatility-adjusted momentum signals. The system calculates raw price deviation from the baseline, scales by ATR and slope sensitivity factor, then applies exponential smoothing for stable signal generation with reduced noise and false transitions. // Core Momentum Calculation Baseline = ta.ema(close, Baseline_Length) ATR_Value = ta.atr(ATR_Length) Raw_Deviation = (close - Baseline) / (ATR_Value * Slope_Scaler) Signal = ta.ema(Raw_Deviation, Signal_Smoothing) 🔶 Hyperbolic Tangent Normalization Engine Features sophisticated tanh transformation that clamps raw deviation signals into normalized -1 to +1 range for consistent interpretation across all market conditions. The system applies safe exponential calculations with value capping to prevent overflow while maintaining signal sensitivity, creating bounded momentum readings suitable for systematic threshold analysis. // Tanh Normalization Clamped_Signal = tanh(Signal) // Bounded to Strength = abs(Clamped_Signal) // Momentum intensity 🔶 Three-State Classification System Implements intelligent trend state determination using configurable neutral band thresholds to reduce whipsaw signals during ranging conditions. The system classifies market as bullish (+1) when momentum exceeds upper neutral band, bearish (-1) below lower neutral band, and neutral (0) within the band, providing clear directional bias with built-in consolidation recognition. 🔶 Dynamic Color Intensity Architecture Provides advanced visual feedback through momentum strength-based color intensity modulation, where stronger trends display more opaque colors and weaker trends show increased transparency. The system dynamically adjusts color alpha values based on absolute momentum strength, creating intuitive visual representation of trend conviction across baseline, candles, and bars. 🔶 Trend Strength Meter Visualization Features innovative horizontal gradient meter displaying real-time momentum position across bear-to-bull spectrum with 24-segment resolution. The system creates smooth color transitions from bearish red through neutral gray to bullish green, with arrow indicator showing precise momentum location for instant trend strength assessment without cluttering the price chart. 🔶 Intelligent Flip Detection System Generates transition markers when trend state changes from neutral/bearish to bullish or neutral/bullish to bearish, with duplicate signal suppression to prevent marker clustering. The system tracks previous signal states and only plots new markers on genuine trend reversals, providing clean entry signal visualization for systematic trading approaches. snapshot 🔶 Configurable Neutral Band Framework Implements adjustable neutral zone width using ATR percentage parameters to optimize signal frequency for different trading styles and market conditions. Wider bands reduce flip frequency for position trading while tighter bands increase sensitivity for active trading strategies, enabling customization without code modification. 🔶 Slope Sensitivity Adjustment Features slope scaler parameter that modulates ATR normalization factor, controlling signal smoothness versus responsiveness trade-off. Higher values create smoother momentum readings with fewer transitions while lower values increase snappiness for faster reaction to price changes, allowing optimization across different volatility regimes and timeframes. 🔶 Comprehensive Visual Integration Provides multi-dimensional trend visualization through color-coded baseline overlay, momentum-synchronized candle coloring, and bar color modification with configurable display toggles. The system includes optional flip markers and strength meter with position control for complete chart integration without visual overload. 🔶 Performance Optimization Framework Utilizes efficient calculation methods with optimized table management for strength meter updates and minimal computational overhead for real-time momentum processing. The system includes intelligent state tracking and safe mathematical operations to prevent errors during extreme market conditions while maintaining consistent performance. 🔶 Why Choose Momentum Tide ? This indicator delivers sophisticated momentum-based trend analysis through normalized deviation measurement and intelligent three-state classification. Unlike traditional momentum oscillators that operate in separate windows, Momentum Tide integrates directly with price action through baseline overlay and candle coloring while providing the analytical depth of bounded momentum measurement. The system's combination of tanh normalization, configurable neutral bands, dynamic color intensity, and innovative strength meter makes it essential for traders seeking adaptive trend-following approaches with clear visual feedback across cryptocurrency, forex, and equity markets. The three-state system naturally filters ranging periods while the momentum strength measurement enables position sizing and confidence assessment for systematic trading strategies.
Chỉ báo Pine Script®
của AlphaExtract
1
Reward-Risk Visual Zones (RRZ)Reward–Risk Visual Zones (RRZ) – Structure-Driven Risk Mapping Engine Most indicators tell you when to trade. RRZ is designed to answer a different question: “Is this setup worth the risk before I take the trade?” RRZ is not a mashup of unrelated indicators. It is a 3-stage risk engine that builds a complete trade “story” around each swing: 1. Market structure pivot → defines the trade idea 2. ATR volatility unit → defines the risk size 3. Projected reward → compares reward vs that risk and filters bad setups The output is a visual trade map : entry, target, stop, and R:R, printed directly on chart at each qualified swing. 1. Market Structure Layer – Where trades are anchored RRZ doesn’t fire signals from MA/RSI crossovers. It begins with s wing structure : • Uses ta.pivotlow() and ta.pivothigh() with user-controlled left/right sensitivity: • Pivot Sensitivity (L) controls how wide a swing must be to qualify as a structural pivot. • Pivot Confirmation (R) controls how fast/slow a pivot is confirmed (1 = almost real-time, larger values = safer but later). • A confirmed swing low becomes the candidate anchor for a long R:R zone. • A confirmed swing high becomes the candidate anchor for a short R:R zone. Each pivot is stored with its exact price and bar index , so the rest of the logic is always anchored to a real swing instead of a random candle. 2. Volatility Layer – Turning ATR into a “risk unit” Once a pivot is confirmed, RRZ measures local volatility using ATR: • ATR length is configurable via ATR Length. • ATR is not used as a trailing stop or overlay. In RRZ it plays one specific role: “One ATR = one unit of structural risk from this swing.” From that: Long scenario: • Entry = pivot low • Stop = Entry − 1 × ATR Short scenario: • Entry = pivot high • Stop = Entry + 1 × ATR This standardizes risk across different volatility regimes: a 2R move in a quiet market and a 2R move in a volatile market are both “2 × ATR” from the structure. 3. Reward Projection Layer – Evaluating if the trade is worth it RRZ then estimates how far price can realistically travel away from the pivot, given recent behaviour: For longs (from swing low): • Projects reward using the highest high in a rolling lookahead window (e.g., last 20 bars). • Reward = HighestHigh – PivotLow • Risk = ATR • R:R = Reward / ATR For shorts (from swing high): • Projects reward using the lowest low in the window. • Reward = PivotHigh – LowestLow • Risk = ATR • R:R = Reward / ATR The user can set a minimum R:R filter via Min R:R Threshold. • If R:R ≥ threshold → zone is tagged as “ GOOD R:R ” and highlighted in green (long) or red (short). • If R:R < threshold → optionally still shown as “ LOW R:R ” in orange (so you can visually see “tempting but not worth it” trades). This transforms a raw pivot + ATR into a quantified decision: “From this swing, volatility says my stop is 1× ATR. Do I even have 2× ATR of room in my favour?” 4. Execution Map – How components work together on chart Instead of just printing numbers, RRZ builds a full execution template for every qualifying swing: • Entry line at the pivot price • Target line at the reward projection price • Stop line at pivot ± ATR • A structured label including: • LONG / SHORT direction • “GOOD R:R” or “LOW R:R” • Numerical R:R (e.g., 2.3 : 1) • Entry, Target, Stop, current Close A Cooldown Bars parameter prevents overlapping spam: • After an R:R zone is created (long or short), the script waits X bars before considering another zone in the same direction. • This keeps charts readable and focuses attention on the most recent high-quality swings. RRZ also includes line style controls (solid/dashed/dotted) and separate colours for entry, target, and stop, so traders can quickly read the chart even without opening settings. 5. How to Use RRZ in a Trading Plan RRZ is not a magic “buy/sell” button. It is designed to sit on top of your existing strategy as a risk filter. Typical workflows: SMC / price-action traders: • Use your own logic for BOS/CHoCH, order blocks, or liquidity sweeps. • Use RRZ only where structure aligns and the zone shows GOOD R:R ≥ 2.0. • Avoid setups where RRZ marks LOW R:R even if the pattern looks good. System traders / swing traders: • Use RRZ to standardize risk across assets and timeframes. • Filter out trades where potential reward does not justify the stop, based on current ATR. Beginners: • Learn to stop taking trades where the target is too close and the stop is too wide. • Visually understand how structural swings and volatility interact. RRZ works across Forex, Crypto, Indices, and Stocks on intraday and higher timeframes. Once a pivot is confirmed and a zone is plotted, its lines and labels do not repaint. ⸻ 6. Why this invite-only script is more than a basic mashup RRZ does use classic building blocks (pivots, ATR), but the value is in the way they are stitched into a single risk framework: • It doesn’t run multiple separate indicators on chart. Everything is computed inside one engine with a single purpose: structure-based R:R evaluation. • ATR is not just “slapped on” as a stop line; it is treated as the core risk unit in the R:R calculation pipeline. • Every zone is a coherent trade idea: from swing, to risk unit, to projected reward, to filtered label, to execution lines. • The script is designed specifically to help traders do the one thing that almost no free indicator prioritizes: “Say NO to low R:R trades automatically.” This is what distinguishes RRZ from generic ATR-stop scripts or simple pivot overlays. ⸻ Important • No performance promises. • No marketing claims (“guaranteed”, “high win rate”, etc.). • Purely a risk mapping & visualization tool.
Chỉ báo Pine Script®
của TradeTechanalysis
HTF BIAS FILTER🧭HTF Bias Filter Indicator: 5 in 1 indicator Technical Overview The Bias Filter is a comprehensive multi-timeframe tool designed to confirm directional bias using five key indicators before entering a trade. It plots higher-timeframe Moving Averages directly on the chart and provides an immediate status summary via a static dashboard. The more confluence on the dashboard, the greater the probability of the direction of the trade. 1. 📊 Display Components A. Plotted Lines The indicator uses the request.security function to draw Moving Averages from higher timeframes onto your current chart: 1H EMA 21 (Purple): The 21-period Exponential Moving Average calculated on the 1-Hour (60 min) chart. Plotted using a step-line style. 4H EMA 50 (Red): The 50-period Exponential Moving Average calculated on the 4-Hour (240 min) chart. Plotted using a step-line style. B. Directional Dashboard A fixed-position summary table is anchored to the bottom-right corner of the chart, providing a quick glance at the current status of all five filters. 2. 🎨 Colour Logic Each of the five indicators is assigned a colour based on its current directional signal. The more indicators that show the same colour (confluence), the stronger the signal and the higher the likelihood of a high-probability trade. 🟢 Green indicators are signaling UP/BUY (Bullish momentum or trend). 🔴 Red indicators are signaling DOWN/SELL (Bearish momentum or trend). ⚫ Gray indicators are signaling Mixed or flat directions (neutral or undecided). Note: The dashboard's main header color is determined by a strict confluence logic (All four 4H filters must align for Green/Red), while individual indicator colors follow the simple rules above. 3. 📋 Indicator Breakdown and Logic The dashboard provides the direction of five different filters. 3.1. Higher-Timeframe (HTF) Trend Indicators These two signals determine the immediate slope and direction of the primary Moving Averages: 4H EMA 50: Timeframe: 4-Hour (240 min) Logic: Compares the current EMA value to the value two bars ago on the 4H chart. Output: UP ↑, DOWN ↓, or FLAT ⏸ 1H EMA 21: Timeframe: 1-Hour (60 min) Logic: Compares the current EMA value to the value two bars ago on the 1H chart. Output: UP ↑, DOWN ↓, or FLAT ⏸ 3.2. 4-Hour Confluence Filters These three indicators provide supplementary confirmation on Volume, Price Position, and Momentum, all calculated on the 4-Hour (240 min) chart: 4H OBV (Smoothed): Timeframe: 4-Hour (240 min) Logic: Direction is based on the current value of the 21-bar smoothed On-Balance Volume (OBV) compared to its value nine bars ago. Output: UP ↑, DOWN ↓, or FLAT ⏸ 4H ATR DIR (EMA Proxy): Timeframe: 4-Hour (240 min) Logic: Determines the price position by comparing the current Close price against the 4H EMA 50. Output: BUY 🟢 (Close > EMA 50), SELL 🔴 (Close < EMA 50), or FLAT ⏸️ (Close = EMA 50). 4H RSI (14): Timeframe: 4-Hour (240 min) Logic: Momentum check comparing the 14-period Relative Strength Index (RSI) value against the 50 level. Output: BUY 🟢 (RSI > 50), SELL 🔴 (RSI < 50), or FLAT ⏸️ (RSI = 50).
Chỉ báo Pine Script®
của The_Tokyo_Protocol
Uptrick: Dynamic Z-Score DivergenceIntroduction Uptrick: Dynamic Z-Score Divergence is an oscillator that combines multiple momentum sources within a Z-Score framework, allowing for the detection of statistically significant mean-reversion setups, directional shifts, and divergence signals. It integrates a multi-source normalized oscillator, a slope-based signal engine, structured divergence logic, a slope-adaptive EMA with dynamic bands, and a modular bar coloring system. This script is designed to help traders identify statistically stretched conditions, evolving trend dynamics, and classical divergence behavior using a unified statistical approach. Overview At its core, this script calculates the Z-Score of three momentum sources—RSI, Stochastic RSI, and MACD—using a user-defined lookback period. These are averaged and smoothed to form the main oscillator line. This normalized oscillator reflects how far short-term momentum deviates from its mean, highlighting statistically extreme areas. Signals are triggered when the oscillator reverses slope within defined inner zones, indicating a shift in direction while the signal remains in a statistically stretched state. These mean-reversion flips (referred to as TP signals) help identify turning points when price momentum begins to revert from extended zones. In addition, the script includes a divergence detection engine that compares oscillator pivot points with price pivot points. It confirms regular bullish and bearish divergence by validating spacing between pivots and visualizes both the oscillator-side and chart-side divergences clearly. A dynamic trend overlay system is included using a Slope Adaptive EMA (SA-EMA). This trend line becomes more responsive when Z-Score deviation increases, allowing the trend line to adapt to market conditions. It is paired with ATR-based bands that are slope-sensitive and selectively visible—offering context for dynamic support and resistance. The script includes configurable bar coloring logic, allowing users to color candles based on oscillator slope, last confirmed divergence, or the most recent signal of any type. A full alert system is also built-in for key signals. Originality The script is based on the well-known concept of Z-Score valuation, which is a standard statistical method for identifying how far a signal deviates from its mean. This foundation—normalizing momentum values such as RSI or MACD to measure relative strength or weakness—is not unique to this script and is widely used in quantitative analysis. What makes this implementation original is how it expands the Z-Score foundation into a fully featured, signal-producing system. First, it introduces a multi-source composite oscillator by combining three momentum inputs—RSI, Stochastic RSI, and MACD—into a unified Z-Score stream. Second, it builds on that stream with a directional slope logic that identifies turning points inside statistical zones. The most distinctive additions are the layered features placed on top of this normalized oscillator: A structured divergence detection engine that compares oscillator pivots with price pivots to validate regular bullish and bearish divergence using precise spacing and timing filters. A fully integrated slope-adaptive EMA overlay, where the smoothing dynamically adjusts based on real-time Z-Score movement of RSI, allowing the trend line to become more reactive during high-momentum environments and slower during consolidation. ATR-based dynamic bands that adapt to slope direction and offer real-time visual zones for support and resistance within trend structures. These features are not typically found in standard Z-Score indicators and collectively provide a unique approach that bridges statistical normalization, structure detection, and adaptive trend modeling within one script. Features Z-Score-based oscillator combining RSI, StochRSI, and MACD Configurable smoothing for stable composite signal output Buy/Sell TP signals based on slope flips in defined zones Background highlighting for extreme outer bands Inner and outer zones with fill logic for statistical context Pivot-based divergence detection (regular bullish/bearish) Divergence markers on oscillator and price chart Slope-Adaptive EMA (SA-EMA) with real-time adaptivity based on RSI Z-Score ATR-based upper and lower bands around the SA-EMA, visibility tied to slope direction Configurable bar coloring (oscillator slope, divergence, or most recent signal) Alerts for TP signals and confirmed divergences Optional fixed Y-axis scaling for consistent oscillator view The full setup mode can be seen below: Input Parameters General Settings Full Setup: Enables rendering of the full visual system (lines, bands, signals) Z-Score Lookback: Lookback period for normalization (mean and standard deviation) Main Line Smoothing: EMA length applied to the averaged Z-Score Slope Detection Index: Used to calculate directional flips for signal logic Enable Background Highlighting: Enables visual region coloring in overbought/oversold areas Force Visible Y-Axis Scale: Forces max/min bounds for a consistent oscillator range Divergence Settings Enable Divergence Detection: Toggles divergence logic Pivot Lookback Left / Right: Defines the structure of oscillator pivot points Minimum / Maximum Bars Between Pivots: Controls the allowed spacing range for divergence validation Bar Coloring Settings Bar Coloring Mode: ➜ Line Color: Colors bars based on oscillator slope ➜ Latest Confirmed Signal: Colors bars based on the most recent confirmed divergence ➜ Any Latest Signal: Colors based on the most recent signal (TP or divergence) SA-EMA Settings RSI Length: RSI period used to determine adaptivity Z-Score Length: Lookback for normalizing RSI in adaptive logic Base EMA Length: Base length for smoothing before adaptivity Adaptivity Intensity: Scales the smoothing responsiveness based on RSI deviation Slope Index: Determines slope direction for coloring and band logic Band ATR Length / Band Multiplier: Controls the width and responsiveness of the trend-following bands Alerts The script includes the following alert conditions: Buy Signal (TP reversal detected in oversold zone) Sell Signal (TP reversal detected in overbought zone) Confirmed Bullish Divergence (oscillator HL, price LL) Confirmed Bearish Divergence (oscillator LH, price HH) These alerts allow integration into automation systems or signal monitoring setups. Summary Uptrick: Dynamic Z-Score Divergence is a statistically grounded trading indicator that merges normalized multi-momentum analysis with real-time slope logic, divergence detection, and adaptive trend overlays. It helps traders identify mean-reversion conditions, divergence structures, and evolving trend zones using a modular system of statistical and structural tools. Its alert system, layered visuals, and flexible input design make it suitable for discretionary traders seeking to combine quantitative momentum logic with structural pattern recognition. Disclaimer This script is for educational and informational purposes only. No indicator can guarantee future performance, and trading involves risk. Always use risk management and test strategies in a simulated environment before deploying with live capital.
Chỉ báo Pine Script®
của Uptrick
13
Time-Decay Liquidity Zones [BackQuant]Time-Decay Liquidity Zones A dynamic liquidity map that turns single-bar exhaustion events into fading, color-graded zones, so you can see where trapped traders and unfinished business still matter, and when those areas have finally stopped pulling price. What this is This indicator detects unusually strong impulsive moves into wicks, converts them into supply or demand “zones,” then lets those zones decay over time. Each zone carries a strength score that fades bar by bar. Zones that stop attracting or rejecting price are gradually de-emphasized and eventually removed, while the most relevant areas stay bright and obvious. Instead of static rectangles that live forever, you get a living liquidity map where: Zones are born from objective criteria: volatility, wick size, and optional volume spikes. Zones “age” using a configurable decay factor and maximum lifetime. Zone color and opacity reflect current relative strength on a unified clear → green → red gradient. Zones freeze when broken, so you can distinguish “active reaction areas” from “historical levels that have already given way”. Conceptual idea Large wicks with strong volatility often mark areas where aggressive orders met hidden liquidity and got absorbed. Price may revisit these areas to test leftover interest or to relieve trapped positions. However, not every wick matters for long. As time passes and more bars print, the market “forgets” some areas. Time-Decay Liquidity Zones turns that idea into a rule-based system: Find bars that likely reflect strong aggressive flows into liquidity. Mark a zone around the wick using ATR-based thickness. Assign a strength score of 1.0 at birth. Each bar, reduce that score by a decay factor and remove zones that fall below a threshold or live too long. Color all surviving zones from weak to strong using a single gradient scale and a visual legend. How events are detected Detection lives in the Event Detection group. The script combines range, wick size, and optional volume filters into simple rules. Volatility filter ATR Length — computes a rolling ATR over your chosen window. This is the volatility baseline. Min range in ATRs — bar range (High–Low) must exceed this multiple of ATR for an event to be considered. This avoids tiny bars triggering zones. Wick filters For each bar, the script splits the candle into body and wicks: Upper wick = High minus the max(Open, Close). Lower wick = min(Open, Close) minus Low. Then it tests: Upper wick condition — upper wick must be larger than Min wick size in ATRs × ATR. Lower wick condition — lower wick must be larger than Min wick size in ATRs × ATR. Only bars with a sufficiently long wick relative to volatility qualify as candidate “liquidity events”. Volume filter Optionally, the script requires a volume spike: Use volume filter — if enabled, volume must exceed a rolling volume SMA by a configurable multiplier. Volume SMA length — period for the volume average. Volume spike multiplier — how many times above the SMA current volume needs to be. This lets you focus only on “heavy” tests of liquidity and ignore quiet bars. Event types Putting it together: Upper event (potential supply / long liquidation, etc.) Occurs when: Upper wick is large in ATR terms. Full bar range is large in ATR terms. Volume is above the spike threshold (if enabled). Lower event (potential demand / short liquidation, etc.) Symmetric conditions using the lower wick. How zones are constructed Zone geometry lives in Zone Geometry . When an event is detected, the script builds a rectangular box that anchors to the wick and extends in the appropriate direction by an ATR-based thickness. For upper (supply-type) zones Bottom of the zone = event bar high. Top of the zone = event bar high + Zone thickness in ATRs × ATR. The zone initially spans only the event bar on the x-axis, but is extended to the right as new bars appear while the zone is active. For lower (demand-type) zones Top of the zone = event bar low. Bottom of the zone = event bar low − Zone thickness in ATRs × ATR. Same extension logic: box starts on the event bar and grows rightward while alive. The result is a band around the wick that scales with volatility. On high-ATR charts, zones are thicker. On calm charts, they are narrower and more precise. Zone lifecycle, decay, and removal All lifecycle logic is controlled by the Decay & Lifetime group. Each zone carries: Score — a floating-point “importance” measure, starting at 1.0 when created. Direction — +1 for upper zones, −1 for lower zones. Birth index — bar index at creation time. Active flag — whether the zone is still considered unbroken and extendable. 1) Active vs broken Each confirmed bar, the script checks: For an upper zone , the zone is counted as “broken” when the close moves above the top of the zone. For a lower zone , the zone is counted as “broken” when the close moves below the bottom of the zone. When a zone breaks: Its right edge is frozen at the previous bar (no further extension). The zone remains on the chart, but is no longer updated by price interaction. It still decays in score until removal. This lets you see where a major level was overrun, while naturally fading its influence over time. 2) Time decay At each confirmed bar: Score := Score × Score decay per bar . A decay value close to 1.0 means very slow decay and long-lived zones. Lower values (closer to 0.9) mean faster forgetting and more current-focused zones. You are controlling how quickly the market “forgets” past events. 3) Age and score-based removal Zones are removed when either: Age in bars exceeds Max bars a zone can live . This is a hard lifetime cap. Score falls below Minimum score before removal . This trims zones that have decayed into irrelevance even if their age is still within bounds. When a zone is removed, its box is deleted and all associated state is freed to keep performance and visuals clean. Unified gradient and color logic Color control lives in Gradient & Color . The indicator uses a single continuous gradient for all zones, above and below price, so you can read strength at a glance without guessing what palette means what. Base colors You set: Mid strength color (green) — used for mid-level strength zones and as the “anchor” in the gradient. High strength color (red) — used for the strongest zones. Max opacity — the maximum visual opacity for the solid part of the gradient. Lower values here mean more solid; higher values mean more transparent. The script then defines three internal points: Clear end — same as mid color, but with a high alpha (close to transparent). Mid end — mid color at the strongest allowed opacity. High end — high color at the strongest allowed opacity. Strength normalization Within each update: The script finds the maximum score among all existing zones. Each zone’s strength is computed as its score divided by this maximum. Strength is clamped into . This means a zone with strength 1.0 is currently the strongest zone on the chart. Other zones are colored relative to that. Piecewise gradient Color is assigned in two stages: For strength between 0.0 and 0.5: interpolate from “clear” green to solid green. Weak zones are barely visible, mid-strength zones appear as solid green. For strength between 0.5 and 1.0: interpolate from solid green to solid red. The strongest zones shift toward the red anchor, clearly separating them from everything else. Strength scale legend To make the gradient readable, the indicator draws a vertical legend on the right side of the chart: About 15 cells from top (Strong) to bottom (Weak). Each cell uses the same gradient function as the zones themselves. Top cell is labeled “Strong”; bottom cell is labeled “Weak”. This legend acts as a fixed reference so you can instantly map a zone’s color to its approximate strength rank. What it plots At a glance, the indicator produces: Upper liquidity zones above price, built from large upper wick events. Lower liquidity zones below price, built from large lower wick events. All zones colored by relative strength using the same gradient. Zones that freeze when price breaks them, then fade out via decay and removal. A strength scale legend on the right to interpret the gradient. There are no extra lines, labels, or clutter. The focus is the evolving structure of liquidity zones and their visual strength. How to read the zones Bright red / bright green zones These are your current “major” liquidity areas. They have high scores relative to other zones and have not yet decayed. Expect meaningful reactions, absorption attempts, or spillover moves when price interacts with them. Faded zones Pale, nearly transparent zones are either old, decayed, or minor. They can still matter, but priority is lower. If these are in the middle of a long consolidation, they often become background noise. Broken but still visible zones Zones whose extension has stopped have been overrun by closing price. They show where a key level gave way. You can use them as context for regime shifts or failed attempts. Absence of zones A chart with few or no zones means that, under your current thresholds, there have not been strong enough liquidity events recently. Either tighten the filters or accept that recent price action has been relatively balanced. Use cases 1) Intraday liquidity hunting Run the indicator on lower timeframes (e.g., 1–15 minute) with moderately fast decay. Use the upper zones as potential sell reaction areas, the lower zones as potential buy reaction areas. Combine with order flow, CVD, or footprint tools to see whether price is absorbing or rejecting at each zone. 2) Swing trading context Increase ATR length and range/wick multipliers to focus only on major spikes. Set slower decay and higher max lifetime so zones persist across multiple sessions. Use these zones as swing inflection areas for larger setups, for example anticipating re-tests after breakouts. 3) Stop placement and invalidation For longs, place invalidation beyond a decaying lower zone rather than in the middle of noise. For shorts, place invalidation beyond strong upper zones. If price closes through a strong zone and it freezes, treat that as additional evidence your prior bias may be wrong. 4) Identifying trapped flows Upper zones formed after violent spikes up that quickly fail can mark trapped longs. Lower zones formed after violent spikes down that quickly reverse can mark trapped shorts. Watching how price behaves on the next touch of those zones can hint at whether those participants are being rescued or squeezed. Settings overview Event Detection Use volume filter — enable or disable the volume spike requirement. Volume SMA length — rolling window for average volume. Volume spike multiplier — how aggressive the volume spike filter is. ATR length — period for ATR, used in all size comparisons. Min wick size in ATRs — minimum wick size threshold. Min range in ATRs — minimum bar range threshold. Zone Geometry Zone thickness in ATRs — vertical size of each liquidity zone, scaled by ATR. Decay & Lifetime Score decay per bar — multiplicative decay factor for each zone score per bar. Max bars a zone can live — hard cap on lifetime. Minimum score before removal — score cut-off at which zones are deleted. Gradient & Color Mid strength color (green) — base color for mid-level zones and the lower half of the gradient. High strength color (red) — target color for the strongest zones. Max opacity — controls the most solid end of the gradient (0 = fully solid, 100 = fully invisible). Tuning guidance Fast, session-only liquidity Shorter ATR length (e.g., 20–50). Higher wick and range multipliers to focus only on extreme events. Decay per bar closer to 0.95–0.98 and moderate max lifetime. Volume filter enabled with a decent multiplier (e.g., 1.5–2.0). Slow, structural zones Longer ATR length (e.g., 100+). Moderate wick and range thresholds. Decay per bar very close to 1.0 for slow fading. Higher max lifetime and slightly higher min score threshold so only very weak zones disappear. Noisy, high-volatility instruments Increase wick and range ATR multipliers to avoid over-triggering. Consider enabling the volume filter with stronger settings. Keep decay moderate to avoid the chart getting overloaded with old zones. Notes This is a structural and contextual tool, not a complete trading system. It does not account for transaction costs, execution slippage, or your specific strategy rules. Use it to: Highlight where liquidity has recently been tested hard. Rank these areas by decaying strength. Guide your attention when layering in separate entry signals, risk management, and higher-timeframe context. Time-Decay Liquidity Zones is designed to keep your chart focused on where the market has most recently “cared” about price, and to gradually forget what no longer matters. Adjust the detection, geometry, decay, and gradient to fit your product and timeframe, and let the zones show you which parts of the tape still have unfinished business.
Chỉ báo Pine Script®
của BackQuant
Hash Momentum IndicatorHash Momentum Indicator Overview The Hash Momentum Indicator provides real-time momentum-based trading signals with visual entry/exit markers and automatic risk management levels. This is the indicator version of the popular Hash Momentum Strategy, designed for traders who want signal alerts without backtesting functionality. Perfect for: Live trading, automation via alerts, multi-indicator setups, and clean chart visualization. What Makes This Indicator Special 1. Pure Momentum-Based Signals Captures price acceleration in real-time - not lagging moving average crossovers. Enters when momentum exceeds a dynamic ATR-based threshold, catching moves as they begin accelerating. 2. Automatic Risk Management Visualization Every signal automatically displays: Entry level (white dashed line) Stop loss level (red line) Take profit target (green line) Partial TP levels (dotted green lines) 3. Smart Trade Management Trade Cooldown: Prevents overtrading by enforcing waiting period between signals EMA Trend Filter: Only trades with the trend (optional) Session Filters: Trade only during Tokyo/London/New York sessions (optional) Weekend Toggle: Avoid low-liquidity weekend periods (optional) 4. Clean Visual Design 🟢 Tiny green dot = Long entry signal 🔴 Tiny red dot = Short entry signal 🔵 Blue X = Long exit 🟠 Orange X = Short exit No cluttered labels or dashboard - just clean signals 5. Professional Alerts Ready Set up TradingView alerts for: Long signals Short signals Long exits Short exits How It Works Step 1: Calculate Momentum Momentum = Current Price - Price Normalized by standard deviation for consistency Must exceed ATR × Threshold to trigger Step 2: Confirm Acceleration Momentum must be increasing (positive momentum change) Price must be moving in signal direction Step 3: Apply Filters EMA Filter: Long only above EMA, short only below EMA (if enabled) Session Filter: Check if in allowed trading session (if enabled) Weekend Filter: Block signals on Sat/Sun (if enabled) Cooldown: Ensure minimum bars passed since last signal Step 4: Generate Signal All conditions met = Entry signal fires Lines automatically drawn for entry, stop, and targets Step 5: Exit Detection Opposite momentum detected = Exit signal Stop loss or take profit hit = Exit signal Lines removed from chart ⚙️ Settings Guide Core Strategy Momentum Length (Default: 13) Number of bars for momentum calculation. Higher values = stronger signals but fewer trades. Aggressive: 10 Balanced: 13 Conservative: 18-24 Momentum Threshold (Default: 2.25) ATR multiplier for signal generation. Higher values = only trade the biggest momentum moves. Aggressive: 2.0 Balanced: 2.25 Conservative: 2.5-3.0 Risk:Reward Ratio (Default: 2.5) Your target profit as a multiple of your risk. With 2.2% stop and 2.5 R:R, your target is 5.5% profit. Conservative: 3.0+ (need 25% win rate to profit) Balanced: 2.5 (need 29% win rate to profit) Aggressive: 2.0 (need 33% win rate to profit)
Chỉ báo Pine Script®
của Hash_Capital
1
ATR Volatility AlertsOverview: This is a dynamic alert tool based on the Average True Range (ATR), designed to help traders detect sudden price movements that exceed normal volatility levels. Whether you are trading breakouts or monitoring for abnormal spikes, this indicator visualizes these events on the chart and triggers system alerts when the price move exceeds your specified ATR multiplier. Key Features: Fully Customizable ATR Range: You can adjust the ATR Length (Default: 14) and the Multiplier (Default: 1.5x). Tip: Increase the multiplier (e.g., to 2.0 or 3.0) to catch only extreme volatility, or lower it for scalping smaller moves. Visual Chart Signals: Visual markers appear instantly when a bar's movement exceeds the ATR threshold. Green Triangle: Indicates an Upward Spike. Red Triangle: Indicates a Downward Spike. Flexible System Alerts: Designed to integrate seamlessly with TradingView's alert system. You can choose from three specific alert directions based on your strategy: 1.Price Spike Up: Triggers only on sharp upward moves. 2.Price Spike Down: Triggers only on sharp downward moves. 3.Bidirectional Volatility Alert: Triggers on BOTH huge pumps and dumps. How to Set Alerts: Click the "Create Alert" button in TradingView. Select ATR Volatility Alerts in the "Condition" dropdown. Choose the specific logic you need: · Select Price Spike Up for bullish monitoring. · Select Price Spike Down for bearish monitoring. · Select Bidirectional Volatility Alert to watch for any volatility expansion.
Chỉ báo Pine Script®
của Sewell_
Scalper Pro Pattern Recognition & Price Action📘 Scalper Pro Pattern Recognition & Price Action Overview Scalper Pro is a dynamic multi-layer trend recognition and price action strategy that integrates Supertrend, Smart Money Concepts (SMC), and volatility-based risk control. It adapts to market volatility in real time to enhance entry precision and optimize risk. ⚠️ This script is for educational and research purposes only. Past performance does not guarantee future results. 🎯 Strategy Objectives Detect structural market shifts (BOS / CHoCH) automatically. Identify Order Blocks (OB), Fair Value Gaps (FVG), and key liquidity zones. Plot dynamic Take-Profit (TP) and Stop-Loss (SL) levels based on ATR. Avoid low-volatility (sideways) conditions using ADX filtering. Combine trend-following signals with structural confirmation. ✨ Key Features Supertrend Entry Signals — Generates precise buy/sell markers based on price crossovers with the Supertrend line. Order Block Detection — Automatically plots both Internal and Swing Order Blocks for smart money insights. Fair Value Gap Visualization — Highlights inefficiency zones in bullish or bearish structures. Market Structure Labels — Marks Break of Structure (BOS) and Change of Character (CHoCH) points for clear trend shifts. Dynamic Risk Levels — Automatically generates TP/SL lines and price labels using ATR-based distance. 📊 Trading Rules Long Entry: • Price crosses above the Supertrend (ta.crossover(close, supertrend)) • ADX above sideways threshold (trend condition confirmed) • Optional confirmation from a bullish BOS or CHoCH Short Entry: • Price crosses below the Supertrend (ta.crossunder(close, supertrend)) • ADX above threshold • Optional confirmation from a bearish BOS or CHoCH Exit (or Reverse): • Opposite Supertrend crossover • Price hits TP/SL lines • Trend shift confirmed by internal BOS/CHoCH 💰 Risk Management Parameters Stop Loss & Take Profit based on ATR × risk multiplier ATR Length: 14 (default) Risk %: 3% per trade Sideways Filter: ADX < 15 → no trade zone TP1–TP3 = Entry ± (ATR × 1~3) ⚙️ Indicator Settings Supertrend Module: ATR Length: 10 Factor: nsensitivity × 7 ADX Module: ADX Length: 15 Sideways Threshold: 15 EMA Set: EMA (5, 9, 13, 34, 50) × Volatility Factor (3) SMA Filter: SMA(8) & SMA(9) for short-term trend confirmation Smart Money Concepts Module: Displays BOS/CHoCH, Order Blocks, FVGs, Equal Highs/Lows, and Premium/Discount zones 🔧 Improvements & Uniqueness Integrates Supertrend momentum with Smart Money Concepts (SMC) structural analysis. Dual detection layers: Internal (micro) and Swing (macro) structures. ATR-driven auto labeling for entry, stop, and profit targets. Premium/Discount and Equilibrium zones visualized on the chart. Built-in ADX filter to skip low-trend market conditions. ✅ Summary Scalper Pro Pattern Recognition & Price Action merges classical trend-following with modern market structure analytics. It combines momentum detection, volatility control, and smart money mapping into one cohesive framework. Unified trend, structure, and risk visualization. Auto-marked BOS/CHoCH, OB, FVG, and liquidity zones. Usable for scalping, intraday, or swing trading setups. ⚠️ This strategy is based on historical data and designed for educational use only. Always apply sound risk management and forward testing before live trading.
Chỉ báo Pine Script®
của PakunFX
28
ICT Sigma Hybrid FVGThis indicator combines three analytical components—statistical volatility modeling, ICT imbalance logic, and higher-timeframe bias filtering—to help traders interpret displacement-driven price inefficiencies. The goal is to reduce noise and highlight only meaningful FVGs that occur with sufficient volatility and directional context. Sigma Volatility Zones The script calculates statistically normalized deviation levels using a multi-regime standard deviation blended with ATR. This produces adaptive volatility zones that: Expand during trending or high-volatility periods Contract during consolidation Highlight extremes more accurately than fixed standard deviations These zones help users identify where price is operating in premium/discount relative to recent volatility. Fair Value Gaps With Displacement Scoring Every potential FVG is evaluated using a displacement score based on candle body expansion, wick displacement, and relative move efficiency. FVGs that do not exceed the minimum score are filtered out. This ensures the script only displays gaps associated with meaningful movement, not minor pricing noise. Optional Higher-Timeframe Bias Filter The HTF bias engine evaluates structure using selected higher-timeframe EMAs. When enabled, the indicator: Shows bullish FVGs only in bullish higher-timeframe conditions Shows bearish FVGs only in bearish conditions Hides counter-trend FVGs that may have lower reliability Users may disable this to see all qualifying gaps regardless of bias. ATR-Adaptive Volatility Conditioning ATR is blended into the model so the displacement score and sigma zones adjust automatically to sudden volatility changes such as: Major economic releases Earnings High-impact market events Overnight volatility shifts This helps maintain consistent FVG quality during rapidly changing conditions. How to Use the Indicator: Use sigma levels to understand whether price is extended or discounted relative to recent volatility. Monitor FVGs that appear within or near sigma extremes to identify potential exhaustion or continuation zones. Combine HTF bias with LTF displacement gaps to align intraday entries with broader directional flow. ATR-adjusted scoring helps distinguish between meaningful inefficiencies and low-quality gaps. Example 1 — Intraday Sigma Expansion & Displacement FVG Reaction Figure 1. Price collapses from a 4.5σ extreme during a volatility expansion event. Only high-impact FVGs are shown due to the displacement filter, removing low-quality gaps. Sigma bands expand dynamically as volatility increases, illustrating how the model adapts automatically. Example 2 — Higher-Timeframe Sigma Compression After a Major Trend Leg Figure 2. After a large macro move, sigma levels compress tightly, forming a volatility cluster. These HTF sigma zones later act as reaction levels during continuation. This demonstrates why the model blends HTF sigma structure with LTF displacement gaps for alignment. Recommended Settings Standard deviation lookback: 100 ATR length: 50 ATR blend weight: 0.5 Minimum Z-score: 1.8 Sigma levels: 1.5 / 3 / 4.5 HTF bias: Daily (optional) FVG displacement filter: On
Chỉ báo Pine Script®
của JeremyMZ
Liquidity ThermometerThis is a universal indicator that assesses market liquidity based on five key market parameters: volume, volatility, candlestick range, body size, and price momentum. The indicator does not use open interest data and is suitable for all markets, including spot, futures, and Forex. This indicator normalizes each metric historically and creates a composite index between 0 and 1, where higher values ​​correspond to a stable and calm market environment, and lower values ​​indicate periods of increased risk and potential liquidity stress. LT generates an integral liquidity index in the range based on five normalized components: -nVol — normalized volume, reflecting trading density and activity. -nATR — the volatility component (ATR), inverted, as high volatility is typically associated with declining liquidity. -nRange — the normalized candlestick range, also inverted to assess the structural narrowness of the price movement. -nBody — the normalized candlestick body size (|close − open|), inverted to assess the balance of supply and demand. -nMove — the normalized value of the price impulse movement (|Δclose|), reflecting short-term price spikes. Each metric is linearly normalized over a sliding window (200 bars) using the formula: norm(x) = (x − min) / (max − min), where at max = min, the value is fixed at 0.5 to ensure stability. The ALT index is calculated as a weighted combination: ALT = 0.35 nVol + 0.20 (1 − nATR) + 0.20 (1 − nRange) + 0.15 (1 − nBody) + 0.10 (1 − nMove) The result is further smoothed using EMA(3) to reduce micronoise. Red Zone (MLI < 0.25) — Risk, Thin Liquidity When the indicator falls into the red zone, it means the market is extremely volatile: Characteristics: Low volume — small trades have a strong impact on the price. High volatility — candlesticks rise or fall sharply. Wide candlestick range — the market is "breathing heavily," easily breaking price extremes. Impulsive movements — small market shocks lead to sharp spikes. Thin liquidity — few orders in the order book, large orders "eat up" the market. What this means for a trader: 🔥 High risk of spikes and false breakouts. ⚠ Possible series of liquidations on leverage. ❌ It is not recommended to enter long or short positions without a filter or protection. ✅ Can be used for short scalping strategies if you know the entry point, but very carefully. Green Zone (MLI > 0.75) — High Liquidity, Safe Zone When the indicator rises into the green zone, it means the market is stable and balanced: Characteristics: High volume — the market is deep, orders are executed without a strong impact on the price. Low volatility — candlesticks are stable, no sharp spikes. Narrow candlestick range — price moves calmly. Weak impulse movements — no sharp surges. Sufficient liquidity — the market can handle large orders. What this means for a trader: ✅ Safe zone for opening positions. 🔄 Easier to set stop-loss and take-profit orders. 💡 You can trade both up and down, the risk of sharp movements is minimal. ⚡ Under these conditions, there is a lower risk of spikes and accidental liquidations. It does not predict price movements or guarantee results. It is an analytical tool intended for additional research into market structure.
Chỉ báo Pine Script®
của Zdorman
Liquidity Void Zone Detector [PhenLabs]📊 Liquidity Void Zone Detector Version: PineScript™v6 📌 Description The Liquidity Void Zone Detector is a sophisticated technical indicator designed to identify and visualize areas where price moved with abnormally low volume or rapid momentum, creating "voids" in market liquidity. These zones represent areas where insufficient trading activity occurred during price movement, often acting as magnets for future price action as the market seeks to fill these gaps. Built on PineScript v6, this indicator employs a dual-detection methodology that analyzes both volume depletion patterns and price movement intensity relative to ATR. The revolutionary 3D visualization system uses three-layer polyline rendering with adaptive transparency and vertical offsets, creating genuine depth perception where low liquidity zones visually recede and high liquidity zones protrude forward. This makes critical market structure immediately apparent without cluttering your chart. 🚀 Points of Innovation Dual detection algorithm combining volume threshold analysis and ATR-normalized price movement sensitivity for comprehensive void identification Three-layer 3D visualization system with progressive transparency gradients (85%, 78%, 70%) and calculated vertical offsets for authentic depth perception Intelligent state machine logic that tracks consecutive void bars and only renders zones meeting minimum qualification requirements Dynamic strength scoring system (0-100 scale) that combines inverted volume ratios with movement intensity for accurate void characterization Adaptive ATR-based spacing calculation that automatically adjusts 3D layering depth to match instrument volatility Efficient memory management system supporting up to 100 simultaneous void visualizations with automatic array-based cleanup 🔧 Core Components Volume Analysis Engine: Calculates rolling volume averages and compares current bar volume against dynamic thresholds to detect abnormally thin trading conditions Price Movement Analyzer: Normalizes bar range against ATR to identify rapid price movements that indicate liquidity exhaustion regardless of instrument or timeframe Void Tracking State Machine: Maintains persistent tracking of void start bars, price boundaries, consecutive bar counts, and cumulative strength across multiple bars 3D Polyline Renderer: Generates three-layer rectangular polylines with precise timestamp-to-bar index conversion and progressive offset calculations Strength Calculation System: Combines volume component (inverted ratio capped at 100) with movement component (ATR intensity × 30) for comprehensive void scoring 🔥 Key Features Automatic Void Detection: Continuously scans price action for low volume conditions or rapid movements, triggering void tracking when thresholds are exceeded Real-Time Visualization: Creates 3D rectangular zones spanning from void initiation to termination, with color-coded depth indicating liquidity type Adjustable Sensitivity: Configure volume threshold multiplier (0.1-2.0x), price movement sensitivity (0.5-5.0x), and minimum qualifying bars (1-10) for customized detection Dual Color Coding: Separate visual treatment for low liquidity voids (receding red) and high liquidity zones (protruding green) based on 50-point strength threshold Optional Compact Labels: Toggle LV (Low Volume) or HV (High Volume) circular labels at void centers for quick identification without visual clutter Lookback Period Control: Adjust analysis window from 5 to 100 bars to match your trading timeframe and market volatility characteristics Memory-Efficient Design: Automatically manages polyline and label arrays, deleting oldest elements when user-defined maximum is reached Data Window Integration: Plots void detection binary, current strength score, and average volume for detailed analysis in TradingView's data window 🎨 Visualization Three-Layer Depth System: Each void is rendered as three stacked polylines with progressive transparency (85%, 78%, 70%) and calculated vertical offsets creating authentic 3D appearance Directional Depth Perception: Low liquidity zones recede with back layer most transparent; high liquidity zones protrude with front layer most transparent for instant visual differentiation Adaptive Offset Spacing: Vertical separation between layers calculated as ATR(14) × 0.001, ensuring consistent 3D effect across different instruments and volatility regimes Color Customization: Fully configurable base colors for both low liquidity zones (default: red with 80 transparency) and high liquidity zones (default: green with 80 transparency) Minimal Chart Clutter: Closed polylines with matching line and fill colors create clean rectangular zones without unnecessary borders or visual noise Background Highlight: Subtle yellow background (96% transparency) marks bars where void conditions are actively detected in real-time Compact Labeling: Optional tiny circular labels with 60% transparent backgrounds positioned at void center points for quick reference 📖 Usage Guidelines Detection Settings Lookback Period: Default: 10 | Range: 5-100 | Number of bars analyzed for volume averaging and void detection. Lower values increase sensitivity to recent changes; higher values smooth detection across longer timeframes. Adjust based on your trading timeframe: short-term traders use 5-15, swing traders use 20-50, position traders use 50-100. Volume Threshold: Default: 1.0 | Range: 0.1-2.0 (step 0.1) | Multiplier applied to average volume. Bars with volume below (average × threshold) trigger void conditions. Lower values detect only extreme volume depletion; higher values capture more moderate low-volume situations. Start with 1.0 and decrease to 0.5-0.7 for stricter detection. Price Movement Sensitivity: Default: 1.5 | Range: 0.5-5.0 (step 0.1) | Multiplier for ATR-normalized price movement detection. Values above this threshold indicate rapid price changes suggesting liquidity voids. Increase to 2.0-3.0 for volatile instruments; decrease to 0.8-1.2 for ranging or low-volatility conditions. Minimum Void Bars: Default: 10 | Range: 1-10 | Minimum consecutive bars exhibiting void conditions required before visualization is created. Filters out brief anomalies and ensures only sustained voids are displayed. Use 1-3 for scalping, 5-10 for intraday trading, 10+ for swing trading to match your time horizon. Visual Settings Low Liquidity Color: Default: Red (80% transparent) | Base color for zones where volume depletion or rapid movement indicates thin liquidity. These zones recede visually (back layer most transparent). Choose colors that contrast with your chart theme for optimal visibility. High Liquidity Color: Default: Green (80% transparent) | Base color for zones with relatively higher liquidity compared to void threshold. These zones protrude visually (front layer most transparent). Ensure clear differentiation from low liquidity color. Show Void Labels: Default: True | Toggle display of compact LV/HV labels at void centers. Disable for cleaner charts when trading; enable for analysis and review to quickly identify void types across your chart. Max Visible Voids: Default: 50 | Range: 10-100 | Maximum number of void visualizations kept on chart. Each void uses 3 polylines, so setting of 50 maintains 150 total polylines. Higher values preserve more history but may impact performance on lower-end systems. ✅ Best Use Cases Gap Fill Trading: Identify unfilled liquidity voids that price frequently returns to, providing high-probability retest and reversal opportunities when price approaches these zones Breakout Validation: Distinguish genuine breakouts through established liquidity from false breaks into void zones that lack sustainable volume support Support/Resistance Confluence: Layer void detection over key horizontal levels to validate structural integrity—levels within high liquidity zones are stronger than those in voids Trend Continuation: Monitor for new void formation in trend direction as potential continuation zones where price may accelerate due to reduced resistance Range Trading: Identify void zones within consolidation ranges that price tends to traverse quickly, helping to avoid getting caught in rapid moves through thin areas Entry Timing: Wait for price to reach void boundaries rather than entering mid-void, as voids tend to be traversed quickly with limited profit-taking opportunities ⚠️ Limitations Historical Pattern Indicator: Identifies past liquidity voids but cannot predict whether price will return to fill them or when filling might occur No Volume on Forex: Indicator uses tick volume for forex pairs, which approximates but doesn't represent true trading volume, potentially affecting detection accuracy Lagging Confirmation: Requires minimum consecutive bars (default 10) before void is visualized, meaning detection occurs after void formation begins Trending Market Behavior: Strong trends driven by fundamental catalysts may create voids that remain unfilled for extended periods or permanently Timeframe Dependency: Detection sensitivity varies significantly across timeframes; settings optimized for one timeframe may not perform well on others No Directional Bias: Indicator identifies liquidity characteristics but provides no predictive signal for price direction after void detection Performance Considerations: Higher max visible void settings combined with small minimum void bars can generate numerous visualizations impacting chart rendering speed 💡 What Makes This Unique Industry-First 3D Visualization: Unlike flat volume or liquidity indicators, the three-layer rendering with directional depth perception provides instant visual hierarchy of liquidity quality Dual-Mode Detection: Combines both volume-based and movement-based detection methodologies, capturing voids that single-approach indicators miss Intelligent Qualification System: State machine logic prevents premature visualization by requiring sustained void conditions, reducing false signals and chart clutter ATR-Normalized Analysis: All detection thresholds adapt to instrument volatility, ensuring consistent performance across stocks, forex, crypto, and futures without constant recalibration Transparency-Based Depth: Uses progressive transparency gradients rather than colors or patterns to create depth, maintaining visual clarity while conveying information hierarchy Comprehensive Strength Metrics: 0-100 void strength calculation considers both the degree of volume depletion and the magnitude of price movement for nuanced zone characterization 🔬 How It Works Phase 1: Real-Time Detection On each bar close, the indicator calculates average volume over the lookback period and compares current bar volume against the volume threshold multiplier Simultaneously measures current bar's high-low range and normalizes it against ATR, comparing the result to price movement sensitivity parameter If either volume falls below threshold OR movement exceeds sensitivity threshold, the bar is flagged as exhibiting void characteristics Phase 2: Void Tracking & Qualification When void conditions first appear, state machine initializes tracking variables: start bar index, initial top/bottom prices, consecutive bar counter, and cumulative strength accumulator Each subsequent bar with void conditions extends the tracking, updating price boundaries to envelope all bars and accumulating strength scores When void conditions cease, system checks if consecutive bar count meets minimum threshold; if yes, proceeds to visualization; if no, discards the tracking and resets Phase 3: 3D Visualization Construction Calculates average void strength by dividing cumulative strength by number of bars, then determines if void is low liquidity (>50 strength) or high liquidity (≤50 strength) Generates three polyline layers spanning from start bar to end bar and from top price to bottom price, each with calculated vertical offset based on ATR Applies progressive transparency (85%, 78%, 70%) with layer ordering creating recession effect for low liquidity zones and protrusion effect for high liquidity zones Creates optional center label and pushes all visual elements into arrays for memory management Phase 4: Memory Management & Display Continuously monitors polyline array size (each void creates 3 polylines); when total exceeds max visible voids × 3, deletes oldest polylines via array.shift() Similarly manages label array, removing oldest labels when count exceeds maximum to prevent memory accumulation over extended chart history Plots diagnostic data to TradingView’s data window (void detection binary, current strength, average volume) for detailed analysis without cluttering main chart 💡 Note: This indicator is designed to enhance your market structure analysis by revealing liquidity characteristics that aren’t visible through standard price and volume displays. For best results, combine void detection with your existing support/resistance analysis, trend identification, and risk management framework. Liquidity voids are descriptive of past market behavior and should inform positioning decisions rather than serve as standalone entry/exit signals. Experiment with detection parameters across different timeframes to find settings that align with your trading style and instrument characteristics.
Chỉ báo Pine Script®
của PhenLabs