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MACD Enhanced [DCAUT]█ MACD Enhanced 📊 ORIGINALITY & INNOVATION The MACD Enhanced represents a significant improvement over traditional MACD implementations. While Gerald Appel's original MACD from the 1970s was limited to exponential moving averages (EMA), this enhanced version expands algorithmic options by supporting 21 different moving average calculations for both the main MACD line and signal line independently. This improvement addresses an important limitation of traditional MACD: the inability to adapt the indicator's mathematical foundation to different market conditions. By allowing traders to select from algorithms ranging from simple moving averages (SMA) for stability to advanced adaptive filters like Kalman Filter for noise reduction, this implementation changes MACD from a fixed-algorithm tool into a flexible instrument that can be adjusted for specific market environments and trading strategies. The enhanced histogram visualization system uses a four-color gradient that helps communicate momentum strength and direction more clearly than traditional single-color histograms. 📐 MATHEMATICAL FOUNDATION The core calculation maintains the proven MACD formula: Fast MA(source, fastLength) - Slow MA(source, slowLength), but extends it with algorithmic flexibility. The signal line applies the selected smoothing algorithm to the MACD line over the specified signal period, while the histogram represents the difference between MACD and signal lines. Available Algorithms: The implementation supports a comprehensive spectrum of technical analysis algorithms: Basic Averages: SMA (arithmetic mean), EMA (exponential weighting), RMA (Wilder's smoothing), WMA (linear weighting) Advanced Averages: HMA (Hull's low-lag), VWMA (volume-weighted), ALMA (Arnaud Legoux adaptive) Mathematical Filters: LSMA (least squares regression), DEMA (double exponential), TEMA (triple exponential), ZLEMA (zero-lag exponential) Adaptive Systems: T3 (Tillson T3), FRAMA (fractal adaptive), KAMA (Kaufman adaptive), MCGINLEY_DYNAMIC (reactive to volatility) Signal Processing: ULTIMATE_SMOOTHER (low-pass filter), LAGUERRE_FILTER (four-pole IIR), SUPER_SMOOTHER (two-pole Butterworth), KALMAN_FILTER (state-space estimation) Specialized: TMA (triangular moving average), LAGUERRE_BINOMIAL_FILTER (binomial smoothing) Each algorithm responds differently to price action, allowing traders to match the indicator's behavior to market characteristics: trending markets benefit from responsive algorithms like EMA or HMA, while ranging markets require stable algorithms like SMA or RMA. 📊 COMPREHENSIVE SIGNAL ANALYSIS Histogram Interpretation: Positive Values: Indicate bullish momentum when MACD line exceeds signal line, suggesting upward price pressure and potential buying opportunities Negative Values: Reflect bearish momentum when MACD line falls below signal line, indicating downward pressure and potential selling opportunities Zero Line Crosses: MACD crossing above zero suggests transition to bullish bias, while crossing below indicates bearish bias shift Momentum Changes: Rising histogram (regardless of positive/negative) signals accelerating momentum in the current direction, while declining histogram warns of momentum deceleration Advanced Signal Recognition: Divergences: Price making new highs/lows while MACD fails to confirm often precedes trend reversals Convergence Patterns: MACD line approaching signal line suggests impending crossover and potential trade setup Histogram Peaks: Extreme histogram values often mark momentum exhaustion points and potential reversal zones 🎯 STRATEGIC APPLICATIONS Comprehensive Trend Confirmation Strategies: Primary Trend Validation Protocol: Identify primary trend direction using higher timeframe (4H or Daily) MACD position relative to zero line Confirm trend strength by analyzing histogram progression: consistent expansion indicates strong momentum, contraction suggests weakening Use secondary confirmation from MACD line angle: steep angles (>45°) indicate strong trends, shallow angles suggest consolidation Validate with price structure: trending markets show consistent higher highs/higher lows (uptrend) or lower highs/lower lows (downtrend) Entry Timing Techniques: Pullback Entries in Uptrends: Wait for MACD histogram to decline toward zero line without crossing, then enter on histogram expansion with MACD line still above zero Breakout Confirmations: Use MACD line crossing above zero as confirmation of upward breakouts from consolidation patterns Continuation Signals: Look for MACD line re-acceleration (steepening angle) after brief consolidation periods as trend continuation signals Advanced Divergence Trading Systems: Regular Divergence Recognition: Bullish Regular Divergence: Price creates lower lows while MACD line forms higher lows. This pattern is traditionally considered a potential upward reversal signal, but should be combined with other confirmation signals Bearish Regular Divergence: Price makes higher highs while MACD shows lower highs. This pattern is traditionally considered a potential downward reversal signal, but trading decisions should incorporate proper risk management Hidden Divergence Strategies: Bullish Hidden Divergence: Price shows higher lows while MACD displays lower lows, indicating trend continuation potential. Use for adding to existing long positions during pullbacks Bearish Hidden Divergence: Price creates lower highs while MACD forms higher highs, suggesting downtrend continuation. Optimal for adding to short positions during bear market rallies Multi-Timeframe Coordination Framework: Three-Timeframe Analysis Structure: Primary Timeframe (Daily): Determine overall market bias and major trend direction. Only trade in alignment with daily MACD direction Secondary Timeframe (4H): Identify intermediate trend changes and major entry opportunities. Use for position sizing decisions Execution Timeframe (1H): Precise entry and exit timing. Look for MACD line crossovers that align with higher timeframe bias Timeframe Synchronization Rules: Daily MACD above zero + 4H MACD rising = Strong uptrend context for long positions Daily MACD below zero + 4H MACD declining = Strong downtrend context for short positions Conflicting signals between timeframes = Wait for alignment or use smaller position sizes 1H MACD signals only valid when aligned with both higher timeframes Algorithm Considerations by Market Type: Trending Markets: Responsive algorithms like EMA, HMA may be considered, but effectiveness should be tested for specific market conditions Volatile Markets: Noise-reducing algorithms like KALMAN_FILTER, SUPER_SMOOTHER may help reduce false signals, though results vary by market Range-Bound Markets: Stability-focused algorithms like SMA, RMA may provide smoother signals, but individual testing is required Short Timeframes: Low-lag algorithms like ZLEMA, T3 theoretically respond faster but may also increase noise Important Note: All algorithm choices and parameter settings should be thoroughly backtested and validated based on specific trading strategies, market conditions, and individual risk tolerance. Different market environments and trading styles may require different configuration approaches. 📋 DETAILED PARAMETER CONFIGURATION Comprehensive Source Selection Strategy: Price Source Analysis and Optimization: Close Price (Default): Most commonly used, reflects final market sentiment of each period. Best for end-of-day analysis, swing trading, daily/weekly timeframes. Advantages: widely accepted standard, good for backtesting comparisons. Disadvantages: ignores intraday price action, may miss important highs/lows HL2 (High+Low)/2: Midpoint of the trading range, reduces impact of opening gaps and closing spikes. Best for volatile markets, gap-prone assets, forex markets. Calculation impact: smoother MACD signals, reduced noise from price spikes. Optimal when asset shows frequent gaps, high volatility during specific sessions HLC3 (High+Low+Close)/3: Weighted average emphasizing the close while including range information. Best for balanced analysis, most asset classes, medium-term trading. Mathematical effect: 33% weight to high/low, 33% to close, provides compromise between close and HL2. Use when standard close is too noisy but HL2 is too smooth OHLC4 (Open+High+Low+Close)/4: True average of all price points, most comprehensive view. Best for complete price representation, algorithmic trading, statistical analysis. Considerations: includes opening sentiment, smoothest of all options but potentially less responsive. Optimal for markets with significant opening moves, comprehensive trend analysis Parameter Configuration Principles: Important Note: Different moving average algorithms have distinct mathematical characteristics and response patterns. The same parameter settings may produce vastly different results when using different algorithms. When switching algorithms, parameter settings should be re-evaluated and tested for appropriateness. Length Parameter Considerations: Fast Length (Default 12): Shorter periods provide faster response but may increase noise and false signals, longer periods offer more stable signals but slower response, different algorithms respond differently to the same parameters and may require adjustment Slow Length (Default 26): Should maintain a reasonable proportional relationship with fast length, different timeframes may require different parameter configurations, algorithm characteristics influence optimal length settings Signal Length (Default 9): Shorter lengths produce more frequent crossovers but may increase false signals, longer lengths provide better signal confirmation but slower response, should be adjusted based on trading style and chosen algorithm characteristics Comprehensive Algorithm Selection Framework: MACD Line Algorithm Decision Matrix: EMA (Standard Choice): Mathematical properties: exponential weighting, recent price emphasis. Best for general use, traditional MACD behavior, backtesting compatibility. Performance characteristics: good balance of speed and smoothness, widely understood behavior SMA (Stability Focus): Equal weighting of all periods, maximum smoothness. Best for ranging markets, noise reduction, conservative trading. Trade-offs: slower signal generation, reduced sensitivity to recent price changes HMA (Speed Optimized): Hull Moving Average, designed for reduced lag. Best for trending markets, quick reversals, active trading. Technical advantage: square root period weighting, faster trend detection. Caution: can be more sensitive to noise KAMA (Adaptive): Kaufman Adaptive MA, adjusts smoothing based on market efficiency. Best for varying market conditions, algorithmic trading. Mechanism: fast smoothing in trends, slow smoothing in sideways markets. Complexity: requires understanding of efficiency ratio Signal Line Algorithm Optimization Strategies: Matching Strategy: Use same algorithm for both MACD and signal lines. Benefits: consistent mathematical properties, predictable behavior. Best when backtesting historical strategies, maintaining traditional MACD characteristics Contrast Strategy: Use different algorithms for optimization. Common combinations: MACD=EMA, Signal=SMA for smoother crossovers, MACD=HMA, Signal=RMA for balanced speed/stability, Advanced: MACD=KAMA, Signal=T3 for adaptive behavior with smooth signals Market Regime Adaptation: Trending markets: both fast algorithms (EMA/HMA), Volatile markets: MACD=KALMAN_FILTER, Signal=SUPER_SMOOTHER, Range-bound: both slow algorithms (SMA/RMA) Parameter Sensitivity Considerations: Impact of Parameter Changes: Length Parameter Sensitivity: Small parameter adjustments can significantly affect signal timing, while larger adjustments may fundamentally change indicator behavior characteristics Algorithm Sensitivity: Different algorithms produce different signal characteristics. Thoroughly test the impact on your trading strategy before switching algorithms Combined Effects: Changing multiple parameters simultaneously can create unexpected effects. Recommendation: adjust parameters one at a time and thoroughly test each change 📈 PERFORMANCE ANALYSIS & COMPETITIVE ADVANTAGES Response Characteristics by Algorithm: Fastest Response: ZLEMA, HMA, T3 - minimal lag but higher noise Balanced Performance: EMA, DEMA, TEMA - good trade-off between speed and stability Highest Stability: SMA, RMA, TMA - reduced noise but increased lag Adaptive Behavior: KAMA, FRAMA, MCGINLEY_DYNAMIC - automatically adjust to market conditions Noise Filtering Capabilities: Advanced algorithms like KALMAN_FILTER and SUPER_SMOOTHER help reduce false signals compared to traditional EMA-based MACD. Noise-reducing algorithms can provide more stable signals in volatile market conditions, though results will vary based on market conditions and parameter settings. Market Condition Adaptability: Unlike fixed-algorithm MACD, this enhanced version allows real-time optimization. Trending markets benefit from responsive algorithms (EMA, HMA), while ranging markets perform better with stable algorithms (SMA, RMA). The ability to switch algorithms without changing indicators provides greater flexibility. Comparative Performance vs Traditional MACD: Algorithm Flexibility: 21 algorithms vs 1 fixed EMA Signal Quality: Reduced false signals through noise filtering algorithms Market Adaptability: Optimizable for any market condition vs fixed behavior Customization Options: Independent algorithm selection for MACD and signal lines vs forced matching Professional Features: Advanced color coding, multiple alert conditions, comprehensive parameter control USAGE NOTES This indicator is designed for technical analysis and educational purposes. Like all technical indicators, it has limitations and should not be used as the sole basis for trading decisions. Algorithm performance varies with market conditions, and past characteristics do not guarantee future results. Always combine with proper risk management and thorough strategy testing.
Chỉ báo Pine Script®
bởi DCAUT
MNQ TopStep 50K | Ultra Quality v3.0MNQ TopStep 50K | Ultra Quality v3.0 - Publish Summary📊 OverviewA professional-grade trading indicator designed specifically for MNQ futures traders using TopStep funded accounts. Combines 7 technical confirmations with 5 advanced safety filters to deliver high-quality trade signals while managing drawdown risk.🎯 Key FeaturesCore Signal System 7-Point Confirmation: VWAP, EMA crossovers, 15-min HTF trend, MACD, RSI, ADX, and Volume Signal Grading: Each signal is rated A+ through D based on 7 quality factors Quality Threshold: Adjustable minimum grade requirement (A+, A, B, C, D) Advanced Safety Filters (Customizable) Mean Reversion Filter - Prevents chasing extended moves beyond VWAP bands ATR Spike Filter - Avoids trading during extreme volatility events EMA Spacing Filter - Ensures proper trend separation (optional) Momentum Filter - Requires consecutive directional bars (optional) Multi-Timeframe Confirmation - Aligns with 15-min trend (optional) TopStep Risk Management Real-time drawdown tracking Position sizing calculator based on remaining cushion Daily loss limit monitoring Consecutive loss protection Max trades per day limiter Visual Components VWAP with 1σ, 2σ, 3σ bands EMA 9/21 with cloud fill 15-min EMA 50 for HTF trend Comprehensive metrics dashboard Risk management panel Filter status panel Detailed trade labels with entry, stops, and targets ⚙️ Default Settings (Balanced for Regular Signals)Technical Indicators Fast EMA: 9 | Slow EMA: 21 | HTF EMA: 50 (15-min) MACD: 10/22/9 RSI: 14 period | Thresholds: 52 (buy) / 48 (sell) ADX: 14 period | Minimum: 20 ATR: 14 period | Stop: 2x | TP1: 2x | TP2: 3x Volume: 1.2x average required Session Settings Default: 9:30 AM - 11:30 AM ET (adjustable) Avoids first 15 minutes after market open Customizable trading hours Safety Filters (Default Configuration) ✅ Mean Reversion: Enabled (2.5σ max from VWAP) ✅ ATR Spike: Enabled (2.0x threshold) ❌ EMA Spacing: Disabled (can enable for quality) ❌ Momentum: Disabled (can enable for quality) ❌ MTF Confirmation: Disabled (can enable for quality) Risk Controls Minimum Signal Quality: C (adjustable to A+ for fewer/better signals) Min Bars Between Signals: 10 Max Trades Per Day: 5 Stop After Consecutive Losses: 2 📈 Expected PerformanceWith Default Settings: Signals per week: 10-15 trades Estimated win rate: 55-60% Risk-Reward: 1:2 (TP1) and 1:3 (TP2) With Aggressive Settings (Min Quality = D, All Filters Off): Signals per week: 20-25 trades Estimated win rate: 50-55% With Conservative Settings (Min Quality = A, All Filters On): Signals per week: 3-5 trades Estimated win rate: 65-70% 🚀 How to UseBasic Setup: Add indicator to MNQ 5-minute chart Adjust TopStep account settings in inputs Set your risk per trade percentage (default: 0.5%) Configure trading session hours Set minimum signal quality (Start with C for balanced results) Signal Interpretation: Green Triangle (BUY): Long signal - all confirmations aligned Red Triangle (SELL): Short signal - all confirmations aligned Label Details: Shows entry, stop loss, take profit levels, position size, and signal grade Signal Grade: A+ = Elite (6-7 points) | A = Strong (5) | B = Good (4) | C = Fair (3) Dashboard Monitoring: Top Right: Technical metrics and market conditions Top Left: Filter status (which filters are passing/blocking) Bottom Right: TopStep risk metrics and position sizing ⚡ Customization TipsFor More Signals: Lower "Minimum Signal Quality" to D Decrease ADX threshold to 18-20 Lower RSI thresholds to 50/50 Reduce Volume multiplier to 1.1x Disable additional filters For Higher Quality (Fewer Signals): Raise "Minimum Signal Quality" to A or A+ Increase ADX threshold to 25-30 Enable all 5 advanced filters Tighten VWAP distance to 2.0σ Increase momentum requirement to 3-4 bars For TopStep Compliance: Adjust "Max Total Drawdown" and "Daily Loss Limit" to match your account Update "Already Used Drawdown" daily Monitor the Risk Panel for cushion remaining Use recommended contract sizing 🛡️ Risk DisclaimerIMPORTANT: This indicator is for educational and informational purposes only. Past performance does not guarantee future results All trading involves substantial risk of loss Use proper risk management and position sizing Test thoroughly in paper trading before live use The indicator does not guarantee profitable trades Adjust settings based on your risk tolerance and trading style Always comply with your broker's and TopStep's rules
Chỉ báo Pine Script®
bởi elivgorelick
MA Crossover Strategy V6//@version=6 strategy("MA Crossover Strategy V6", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=10) // === Inputs === shortLength = input.int(9, title="Short MA Length", minval=1) longLength = input.int(21, title="Long MA Length", minval=1) useEMA = input.bool(false, title="Use EMA Instead of SMA") // === Moving Averages === shortMA = useEMA ? ta.ema(close, shortLength) : ta.sma(close, shortLength) longMA = useEMA ? ta.ema(close, longLength) : ta.sma(close, longLength) // === Plot MAs === plot(shortMA, color=color.orange, title="Short MA", linewidth=2) plot(longMA, color=color.blue, title="Long MA", linewidth=2) // === Entry Conditions === longCondition = ta.crossover(shortMA, longMA) shortCondition = ta.crossunder(shortMA, longMA) // === Strategy Logic === if (longCondition) strategy.entry("Long", strategy.long) if (shortCondition) strategy.entry("Short", strategy.short) // === Optional: Plot Buy/Sell Signals === plotshape(longCondition, title="Buy Signal", location=location.belowbar, color=color.green, style=shape.triangleup, size=size.small) plotshape(shortCondition, title="Sell Signal", location=location.abovebar, color=color.red, style=shape.triangledown, size=size.small)
Chiến lược Pine Script®
bởi anguyen724
Total Info Indicator by MikePenzin Install & Add to Chart  • Copy the script into Pine Editor → click Add to Chart .  • Open the ⚙️ Settings → Inputs to customize. What It Does  • Displays key info in a floating table — trend, volume, ATR, RSI, stop loss, and more.  • Detects breakouts , smart SELL signals , and opening strength .  • Uses emojis and colours to make trends easy to read: 🟢 good, 🟡 neutral, 🔴 risky. For Swing Traders  • Works best on Daily or 4H charts.  • Watch for 🟢 Uptrend + ⚡BUY / 🔥BUY breakout signals.  • Use ATR-based Stop Loss (shown in table).  • Avoid new entries a few days before earnings. Suggested Setup  • 20/50/150 MA Lines: ON  • 200 MA Line: optional  • ATR Multiplier: 1.3  • Breakout Detection: ON (Volume + RSI + Trend filters)  • Smart SELLs: ON (RSI 70, EMA 20)  • Pivots: ON for quick swing levels How to Read  • MA Row: 🟢 = price above MA (bullish).  • ATR/Stop Loss: Suggests where to place protective stop.  • Volume Info: Today’s vs 20-day average, plus pace.  • RSI & CCI: Shows momentum and overbought/oversold levels.  • Breakouts: ⚡BUY (early), 🔥BUY (confirmed).  • Smart SELLs: RSI🔴 / DIV🟣 / EMA🔵 mean potential exit zones. Example Use  1️⃣ Find stocks with Uptrend 🟢 , rising volume, and ⚡BUY signal.  2️⃣ Enter near breakout; set Stop = shown level.  3️⃣ Take profits or trail when Smart SELLs appear or RSI peaks. Tips  • Choose table corner under “Table Visualization.”  • Reduce clutter on small timeframes (turn off Pivots/200 MA).  • Use “Volume speed” to spot surging interest before breakouts.  • Compatible with most equities and ETFs. Disclaimer  This script is for education & analysis only .  Not financial advice — always manage your own risk.
Chỉ báo Pine Script®
bởi mike_penzin
Oscillator CandlesticksI've always wondered why we don't use candlesticks for oscillators...then I stopped wondering and made an oscillator with candlesticks. The following oscillators are available as a proof of concept: * Consumer Channel Index (CCI) * Rate of Change (ROC) * Relative Strength Index (RSI) * Trend Strength Index (TSI) You can add a moving average to the ohlc4 value of the oscillator and choose the type of the moving average and whether it should be influenced by volume.
Chỉ báo Pine Script®
bởi llbot
LA - MACD EMA BandsOverview of the "LA - MACD EMA Bands" Indicator For Better view, use this indicator along with "LA - EMA Bands with MTF Dashboard" The "LA - MACD EMA Bands" is a custom technical indicator written in Pine Script v6 for TradingView. It builds on the traditional Moving Average Convergence Divergence (MACD) oscillator by incorporating additional smoothing via Exponential Moving Averages (EMAs) and Bollinger Bands (BB) applied directly to the MACD line. This creates a multi-layered momentum and volatility tool displayed in a separate pane below the price chart (not overlaid on the price itself). The indicator allows for customization, such as selecting a different timeframe (for multi-timeframe analysis) and adjusting period lengths. It fetches data from the specified timeframe using request.security with lookahead enabled to avoid repainting issues. The core idea is to provide insights into momentum trends, crossovers, and volatility expansions/contractions in the MACD's behavior, making it suitable for identifying potential trend reversals, continuations, or ranging markets. Unlike a standard MACD, which focuses primarily on momentum via a single line, signal line, and histogram, this version emphasizes longer-term smoothing and volatility boundaries. It uses visual fills between lines to highlight bullish/bearish conditions, aiding quick interpretation. Below, I'll break down each component, its calculation, visual representation, and practical uses. Detailed Breakdown of Each Component and Its Uses MACD Line (Blue Line, Labeled 'MACD Line') Calculation: This is the core MACD value, computed as the difference between a fast EMA (default length 12) and a slow EMA (default length 144) of the input source (default: close price). The EMAs are calculated on data from the selected timeframe. Visuals: Plotted as a solid blue line. Uses: Measures momentum: When above zero, it indicates bullish momentum (prices rising faster in the short term); below zero, bearish momentum. Trend identification: Rising MACD suggests strengthening uptrends; falling suggests downtrends. Divergence spotting: Compare with price action—e.g., if price makes higher highs but MACD makes lower highs, it signals potential bearish reversal (and vice versa for bullish divergence). In trading: Often used for entry/exit signals when crossing the zero line or other lines in the indicator. MACD EMA (Red Line, Labeled 'MACD EMA') Calculation: A 12-period EMA applied to the MACD Line itself. Visuals: Plotted as a solid red line. Uses: Acts as a signal line for the MACD, smoothing out short-term noise. Crossover signals: When the MACD Line crosses above the MACD EMA, it can signal a bullish buy opportunity; crossing below suggests a bearish sell. Trend confirmation: Helps filter false signals in choppy markets by requiring confirmation from this slower-moving average. In trading: Useful for momentum-based strategies, like entering trades on crossovers in alignment with the overall trend. Fill Between MACD Line and MACD EMA (Green/Red Shaded Area, Titled 'MACD Fill') Calculation: The area between the MACD Line and MACD EMA is filled with color based on their relative positions. Color Logic: Green (with 57% transparency) if MACD Line > MACD EMA (bullish); red if MACD Line < MACD EMA (bearish). Visuals: Semi-transparent fill for easy visibility without overwhelming the lines. Uses: Quick visual cue for momentum shifts: Green areas highlight bullish phases; red for bearish. Enhances readability: Makes crossovers more apparent at a glance, especially in fast-moving markets. In trading: Can be used to time entries/exits or as a filter (e.g., only take long trades in green zones). Bollinger Bands on MACD (BB Upper: Black Dotted, BB Basis: Maroon Dotted, BB Lower: Black Dotted) Calculation: Bollinger Bands applied to the MACD Line. BB Basis: 144-period EMA of the MACD Line. BB Standard Deviation: 144-period stdev of the MACD Line. BB Upper: BB Basis + (2.0 * BB Stdev) BB Lower: BB Basis - (2.0 * BB Stdev) Visuals: Upper and lower bands as black dotted lines; basis as maroon dotted Uses: Volatility measurement: Bands expand during high momentum volatility (strong trends) and contract during low volatility (ranging or consolidation). Mean reversion: When MACD Line touches or exceeds the upper band, it may signal overbought conditions (potential sell); lower band for oversold (potential buy). Squeeze detection: Narrow bands (squeeze) often precede big moves—watch for breakouts. In trading: Combines momentum with volatility; e.g., a MACD Line breakout above the upper band could confirm a strong uptrend. BB Basis EMA (Green Line, Labeled 'BB Basis EMA') Calculation: A 72-period EMA applied to the BB Basis (which is already a 144-period EMA of the MACD Line). Visuals: Solid green line. Uses: Further smoothing: Provides a longer-term view of the MACD's average behavior, reducing noise from the BB Basis. Trend direction: Acts as a baseline for the BB system—above it suggests bullish bias in momentum volatility; below, bearish. Crossover with BB Basis: Can signal shifts in volatility trends (e.g., BB Basis crossing above BB Basis EMA indicates increasing bullish volatility). In trading: Useful for confirming longer-term trends or as a filter for BB-based signals. Fill Between BB Basis and BB Basis EMA (Gray Shaded Area, Titled 'BB Basis Fill') Calculation: The area between BB Basis and BB Basis EMA is filled. Color Logic: Currently set to a constant semi-transparent gray regardless of position. Visuals: Semi-transparent gray fill. Uses: Highlights divergence: Shows when the shorter-term BB Basis deviates from its longer-term EMA, indicating potential volatility shifts. Visual aid for crossovers: Makes it easier to spot when BB Basis crosses its EMA. In trading: Could be used to identify overextensions in volatility (e.g., wide gray areas might signal impending mean reversion). Zero Line (Black Horizontal Line) Calculation: A simple horizontal line at y=0. Visuals: Solid black line. Uses: Reference point: Divides bullish (above) from bearish (below) territory for all MACD-related lines. In trading: Crossovers of the zero line by the MACD Line or BB Basis can signal major trend changes. How It Differs from a Normal MACD A standard MACD (e.g., the built-in TradingView MACD with defaults 12/26/9) consists of: MACD Line: EMA(12) - EMA(26). Signal Line: EMA(MACD Line, 9). Histogram: MACD Line - Signal Line (bars showing convergence/divergence). Key differences in "LA - MACD EMA Bands": Periods: Uses a much longer slow EMA (144 vs. 26), making it more sensitive to long-term trends but less reactive to short-term price action. The MACD EMA is 12 periods (vs. 9), further emphasizing smoothing. No Histogram: Replaces the histogram with fills and bands for visual emphasis on crossovers and volatility. Added Bollinger Bands: Applies BB directly to the MACD Line (with a long 144-period basis), introducing volatility analysis absent in standard MACD. This helps detect "squeezes" or expansions in momentum. Additional EMA Layer: The BB Basis EMA (72-period) adds a secondary smoothing level to the BB system, providing a hierarchical view of momentum (short-term MACD → mid-term BB → long-term EMA). Multi-Timeframe Support: Built-in option for higher timeframes, unlike basic MACD. Focus: Standard MACD is purely momentum-focused; this version integrates volatility (via BB) and multi-layer smoothing, making it better for trend-following in volatile markets but potentially overwhelming for beginners. Overall, this indicator transforms the MACD from a simple oscillator into a comprehensive momentum-volatility hybrid, reducing false signals in trending markets but introducing lag. Overall Pros and Cons Pros: Enhanced Visualization: Fills and bands make trends, crossovers, and volatility easier to spot without needing multiple indicators. Reduced Noise: Longer periods (144, 72) smooth out whipsaws, ideal for swing or position trading in trending assets like stocks or forex. Volatility Integration: BB adds a dimension not in standard MACD, helping identify breakouts or consolidations. Customizable: Inputs for timeframes and lengths allow adaptation to different assets/timeframes. Multi-Layered Insights: Combines short-term signals (MACD crossovers) with long-term confirmation (BB EMA), improving signal reliability. Cons: Lagging Nature: Long periods (e.g., 144) delay signals, missing early entries in fast markets or leading to late exits. Complexity: Multiple lines and fills can clutter the pane, requiring experience to interpret; beginners might misread it. Potential Overfitting: Custom periods (12/144/12/144/72) may work well on historical data but underperform in live trading without backtesting. No Built-in Alerts/Signals: Relies on visual interpretation; users must manually set alerts for crossovers. Resource Intensive: On lower timeframes or with lookahead, it might slow chart loading on Trading View. This indicator shines in strategies combining momentum and volatility, like trend-following with BB squeezes, but test it on your assets (e.g., via backtesting) to ensure it fits your style. For Better view, use this indicator along with "LA - EMA Bands with MTF Dashboard"
Chỉ báo Pine Script®
bởi aravindleo_99
Momentum Variance OscillatorWhat MVO measures: -PV (Price-Volume) Oscillator – how far price is from a volatility-scaled basis, then weighted by relative volume. - > 0 = bullish pressure; < 0 = bearish pressure. -|PV| larger ⇒ stronger momentum. -Signal line (EMA of PV) – a smoother track of PV; crossings flag momentum shifts. -Zero line gradient – instantly shows direction (greenish bull / reddish bear) and strength (paler → stronger). -Extreme bands (±obLevel) – “hot zone” thresholds; being beyond them = exceptional push. -Variance histogram – MACD-like view (PV minus slower PV-EMA) to see thrust building vs. fading. -(Optional) Bar coloring & background tint – paints price bars and/or the panel on key events so you can read the regime at a glance. -Auto-Tune – searches a grid of (obLevel, weakLvl) pairs and (optionally) auto-applies the best, ranked by CAGR vs. drawdown. Core signals & how to trade them: 1) Define the regime: -Bullish regime: PV above 0 and/or PV above Signal; zero line is in bull gradient. -Bearish regime: PV below 0 and/or PV below Signal; zero line is in bear gradient. -Action: Prefer trades with the regime (avoid fading strong color/strength unless you have a clear reversal setup). 2) Entries: Momentum entry: -Long: PV crosses above Signal while PV > 0. -Short: PV crosses below Signal while PV < 0. Breakout/acceleration: -Long add-on: PV crosses above +obLevel (extreme top) and holds. -Short add-on: PV crosses below −obLevel (extreme bottom) and holds. -Histogram confirm: Growing bars in your direction = thrust improving; shrinking/flip = thrust stalling. 3) Exits / risk: -Soft exit / tighten stops: PV loses the extreme and re-enters inside, or histogram fades/turns against you. -Hard exit / reverse: Opposite PV↔Signal crossover and PV crosses the zero line. -Weak zone filter: If |PV| < weakLvl, treat signals as lower quality (smaller size or skip). 4) Practical setup - Suggested defaults (good starting point): -Signal length: 26 -Volume power: 0.50 -obLevel (extreme): 2.00 -weakLvl: 0.75 -Show histogram & dots: On -Auto-Tune (recommended) -Turn Auto-Select Best ON. MVO will scan obLevel 1.50→3.00 (step 0.05) and weakLvl 0.50→1.00 (step 0.05), then use the top-ranked pair (CAGR/(1+MDD)). -If you want to see the top combos, enable the Optimizer Table (Top-3). 5) Visual options -Bar Colors: Regime+Strength – bars follow the zero-line gradient (great for quick read). -Extremes – paint only when beyond ±obLevel. -Cross Signals – paint only on the bar that crosses an extreme. -Background on breach: A one-bar tint when PV crosses an extreme. 6) Example playbook: Long setup: -Zero line shows bull gradient and PV > 0. -PV crosses above Signal (entry). -If PV drives above +obLevel, consider add-on; trail under the last minor swing or use ATR. -Exit/trim on PV crossing below Signal or histogram turning negative; flatten on a drop through 0. Short setup mirrors the above on the bear side. 7) Tips to avoid common traps: -Don’t fade strong extremes without clear confirmation (e.g., PV re-entering inside + histogram flip). -Respect the weak zone: if |PV| < weakLvl, signals are fragile—size down or wait. -Align with structure: higher-timeframe trend and SR improve expectancy. -Instrument personality matters: use Auto-Tune or re-calibrate obLevel/weakLvl across assets/timeframes. 8) Alerts you can set: -Bull Signal X – PV crossed above Signal -Bear Signal X – PV crossed below Signal -Bull Baseline X – PV crossed above 0 -Bear Baseline X – PV crossed below 0
Chỉ báo Pine Script®
bởi s3raphic333
Overnight Z/VolRatio SignalThis indicator highlights overnight setups where both volatility expansion and prior-day range deviation suggest directional opportunity at the RTH open. It calculates: • Overnight Z-Score (Z_long): how far the overnight session’s range tilts from the 20-day overnight mean, standardized by its standard deviation. • VolRatio: ratio of the current RTH session volume to the 20-day average, a proxy for participation and conviction. Signal Logic (LONG bias) A long-bias condition triggers when: • Z_long ≥ 0.40 (overnight tilt strongly positive) • VolRatio ≥ 1.30 (above-average RTH volume) • Optional filters: R1/R4 region alignment, YDH/YDL proximity, and other context flags. Visuals mark qualifying days with colored labels and session highlights. It is intended as a context signal — not an auto-trading system — for SPY/SPX/ES or correlated large-cap indices. Usage Notes • Works best when applied to daily or intraday 5m chart with extended hours enabled. • Typical exit: ~150 minutes after 09:30 ET. • Fridays are optionally excluded to avoid expiration-related distortions.
Chỉ báo Pine Script®
bởi FoxchaseTrading
MACD-V+ (ATR Normalized MACD)MACD-V+ is an ATR-normalized MACD tool that focuses on true turning points inside Overbought/Oversold zones. It marks a signal only when the MACD’s slope changes direction and shows real progress back toward the zero line, with an optional dwell (depth & time) filter so you don’t get faked out by shallow pokes into a zone. Clean visuals, “first-in-zone” gating, and configurable labeling make it practical for discretionary and systematic traders alike. For best results, adjust Overbought and Oversold levels based on stock volatility. The default settings of 150 and -150 are for highly volatile tickers. Reduce for less volatile tickers. Please help me improve the code for everyone.
Chỉ báo Pine Script®
bởi Moftyman
1
MACD Forecast [Titans_Invest]MACD Forecast — The Future of MACD in Trading The MACD has always been one of the most powerful tools in technical analysis. But what if you could see where it’s going, instead of just reacting to what has already happened? Introducing MACD Forecast — the natural evolution of the MACD Full , now taken to the next level. It’s the world’s first MACD designed not only to analyze the present but also to predict the future behavior of momentum. By combining the classic MACD structure with projections powered by Linear Regression, this indicator gives traders an anticipatory, predictive view, redefining what’s possible in technical analysis. Forget lagging indicators. This is the smartest, most advanced, and most accurate MACD ever created. 🍟 WHY MACD FORECAST IS REVOLUTIONARY Unlike the traditional MACD, which only reflects current and past price dynamics, the MACD Forecast uses regression-based projection models to anticipate where the MACD line, signal line, and histogram are heading. This means traders can: • See MACD crossovers before they happen. • Spot trend reversals earlier than most. • Gain an unprecedented timing advantage in both discretionary and automated trading. In other words: this indicator lets you trade ahead of time. 🔮 FORECAST ENGINE — POWERED BY LINEAR REGRESSION At its core, the MACD Forecast integrates Linear Regression (ta.linreg) to project the MACD’s future behavior with exceptional accuracy. Projection Modes: • Flat Projection: Assumes trend continuity at the current level. • LinReg Projection: Applies linear regression across N periods to mathematically forecast momentum shifts. This dual system offers both a conservative and adaptive view of market direction. 📐 ACCURACY WITH FULL CUSTOMIZATION Just like the MACD Full, this new version comes with 20 customizable buy-entry conditions and 20 sell-entry conditions — now enhanced with forecast-based rules that anticipate crossovers and trend reversals. You’re not just reacting — you’re strategizing ahead of time. ⯁ HOW TO USE MACD FORECAST❓ The MACD Forecast is built on the same foundation as the classic MACD, but with predictive capabilities. Step 1 — Spot Predicted Crossovers: Watch for forecasted bullish or bearish crossovers. These signals anticipate when the MACD line will cross the signal line in the future, letting you prepare trades before the move. Step 2 — Confirm with Histogram Projection: Use the projected histogram to validate momentum direction. A rising histogram signals strengthening bullish momentum, while a falling projection points to weakening or bearish conditions. Step 3 — Combine with Multi-Timeframe Analysis: Use forecasts across multiple timeframes to confirm signal strength (e.g., a 1h forecast aligned with a 4h forecast). Step 4 — Set Entry Conditions & Automation: Customize your buy/sell rules with the 20 forecast-based conditions and enable automation for bots or alerts. Step 5 — Trade Ahead of the Market: By preparing for future momentum shifts instead of reacting to the past, you’ll always stay one step ahead of lagging traders. 🤖 BUILT FOR AUTOMATION AND BOTS 🤖 Whether for manual trading, quantitative strategies, or advanced algorithms, the MACD Forecast was designed to integrate seamlessly with automated systems. With predictive logic at its core, your strategies can finally react to what’s coming, not just what already happened. 🥇 WHY THIS INDICATOR IS UNIQUE 🥇 • World’s first MACD with Linear Regression Forecasting • Predictive Crossovers (before they appear on the chart) • Maximum flexibility with Long & Short combinations — 20+ fully configurable conditions for tailor-made strategies • Fully automatable for quantitative systems and advanced bots This isn’t just an update. It’s the final evolution of the MACD. ______________________________________________________ 🔹 CONDITIONS TO BUY 📈 ______________________________________________________  •   Signal Validity: The signal will remain valid for X bars .  •   Signal Sequence: Configurable as AND or OR . 🔹 MACD > Signal Smoothing 🔹 MACD < Signal Smoothing 🔹 Histogram > 0 🔹 Histogram < 0 🔹 Histogram Positive 🔹 Histogram Negative 🔹 MACD > 0 🔹 MACD < 0 🔹 Signal > 0 🔹 Signal < 0 🔹 MACD > Histogram 🔹 MACD < Histogram 🔹 Signal > Histogram 🔹 Signal < Histogram 🔹 MACD (Crossover) Signal 🔹 MACD (Crossunder) Signal 🔹 MACD (Crossover) 0 🔹 MACD (Crossunder) 0 🔹 Signal (Crossover) 0 🔹 Signal (Crossunder) 0 🔮 MACD (Crossover) Signal Forecast 🔮 MACD (Crossunder) Signal Forecast ______________________________________________________ ______________________________________________________ 🔸 CONDITIONS TO SELL 📉 ______________________________________________________  •   Signal Validity: The signal will remain valid for X bars .  •   Signal Sequence: Configurable as AND or OR . 🔸 MACD > Signal Smoothing 🔸 MACD < Signal Smoothing 🔸 Histogram > 0 🔸 Histogram < 0 🔸 Histogram Positive 🔸 Histogram Negative 🔸 MACD > 0 🔸 MACD < 0 🔸 Signal > 0 🔸 Signal < 0 🔸 MACD > Histogram 🔸 MACD < Histogram 🔸 Signal > Histogram 🔸 Signal < Histogram 🔸 MACD (Crossover) Signal 🔸 MACD (Crossunder) Signal 🔸 MACD (Crossover) 0 🔸 MACD (Crossunder) 0 🔸 Signal (Crossover) 0 🔸 Signal (Crossunder) 0 🔮 MACD (Crossover) Signal Forecast 🔮 MACD (Crossunder) Signal Forecast ______________________________________________________ ______________________________________________________ 🔮 Linear Regression Function 🔮 ______________________________________________________ • Our indicator includes MACD forecasts powered by linear regression. Forecast Types: • Flat: Assumes prices will stay the same. • Linreg: Makes a 'Linear Regression' forecast for n periods. Technical Information: • Function: ta.linreg() Parameters: • source: Source price series. • length: Number of bars (period). • offset : Offset. • return: Linear regression curve. ______________________________________________________ ______________________________________________________ ⯁ UNIQUE FEATURES ______________________________________________________ Linear Regression: (Forecast) Signal Validity: The signal will remain valid for X bars Signal Sequence: Configurable as AND/OR Table of Conditions: BUY/SELL Conditions Label: BUY/SELL Plot Labels in the graph above: BUY/SELL Automate & Monitor Signals/Alerts: BUY/SELL Linear Regression (Forecast) Signal Validity: The signal will remain valid for X bars Signal Sequence: Configurable as AND/OR Table of Conditions: BUY/SELL Conditions Label: BUY/SELL Plot Labels in the graph above: BUY/SELL Automate & Monitor Signals/Alerts: BUY/SELL ______________________________________________________ 📜 SCRIPT : MACD Forecast 🎴 Art by  : @Titans_Invest & @DiFlip 👨‍💻 Dev by : @Titans_Invest & @DiFlip 🎑 Titans Invest — The Wizards Without Gloves 🧤 ✨ Enjoy! ______________________________________________________ o Mission 🗺 • Inspire Traders to manifest Magic in the Market. o Vision 𐓏 • To elevate collective Energy 𐓷𐓏 🎗️ In memory of João Guilherme — your light will live on forever.
Chỉ báo Pine Script®
bởi Titans_Invest
CCI PKTELUGUTRADERThe Commodity Channel Index (CCI) is a momentum oscillator that helps traders identify potential buy and sell opportunities by measuring how far the price of a security deviates from its average price over a specific period. It’s widely used for spotting new trends, overbought and oversold conditions, and possible price reversals in various financial markets. Description of CCI The CCI calculates the difference between the current price and its historical average price, normalized by mean deviation. Unlike indicators such as RSI, the CCI is an unbounded oscillator, meaning its values can go above +100 or below -100, providing broader insights into momentum shifts in prices. The formula for CCI is: CCI = Typical Price − SMA of Typical Price 0.015 × Mean Deviation CCI= 0.015×Mean Deviation Typical Price−SMA of Typical Price where: Typical Price = (High + Low + Close) / 3 SMA is the Simple Moving Average of the Typical Price over the chosen period Mean Deviation is the average deviation from the SMA. Buy and Sell Signals A buy signal is typically generated when the CCI moves above +100, indicating the start of a strong uptrend. A sell signal occurs when the CCI drops below -100, signaling a strong downtrend. Many traders close their buy positions when the CCI falls back below +100 and close their sell positions when it rises above -100, or use price action confirmation to validate signals. Values above +100 suggest overbought conditions, while below -100 indicate oversold; extreme values (like +200 or -200) suggest even stronger momentum. CCI divergences (price moves not confirmed by the indicator) may indicate potential reversals. Summary Table: CCI Signals CCI Level Market Condition Potential Action Above +100 Overbought/Uptrend Consider Buying Below -100 Oversold/Downtrend Consider Selling Back between -100 and +100 Neutral/Indecision Exit or Wait The CCI is best used alongside other technical indicators for confirmation, as it can generate false signals during sideways markets. References: Guide to Commodity Channel Index What Is CCI? CCI Trading Strategies CCI: Technical Indicator Commodity channel index
Chỉ báo Pine Script®
bởi PK-TELUGUTRADER
MAMA-MACD [DCAUT]█ MAMA-MACD 📊 ORIGINALITY & INNOVATION The MAMA-MACD represents an important advancement over traditional MACD implementations by replacing the fixed exponential moving averages with Mesa Adaptive Moving Average (MAMA) and Following Adaptive Moving Average (FAMA). While Gerald Appel's original MACD from the 1970s was constrained to static EMA calculations, this adaptive version dynamically adjusts its smoothing characteristics based on market cycle analysis. This improvement addresses a significant limitation of traditional MACD: the inability to adapt to changing market conditions and volatility regimes. By incorporating John Ehlers' MAMA/FAMA algorithm, which uses Hilbert Transform techniques to measure the dominant market cycle, the MAMA-MACD automatically adjusts its responsiveness to match current market behavior. This creates a more intelligent oscillator that provides earlier signals in trending markets while reducing false signals during sideways consolidation periods. The MAMA-MACD maintains the familiar MACD interpretation while adding adaptive capabilities that help traders navigate varying market conditions more effectively than fixed-parameter oscillators. 📐 MATHEMATICAL FOUNDATION The MAMA-MACD calculation employs advanced digital signal processing techniques: Core Algorithm: • MAMA Line: Adaptively smoothed fast moving average using Mesa algorithm • FAMA Line: Following adaptive moving average that tracks MAMA with additional smoothing • MAMA-MACD Line: MAMA - FAMA (replaces traditional fast EMA - slow EMA) • Signal Line: Configurable moving average of MAMA-MACD line (default: 9-period EMA) • Histogram: MAMA-MACD Line - Signal Line (momentum visualization) Mesa Adaptive Algorithm: The MAMA/FAMA system uses Hilbert Transform quadrature components to detect the dominant market cycle. The algorithm calculates: • In-phase and Quadrature components through Hilbert Transform • Homodyne discriminator for cycle measurement • Adaptive alpha values based on detected cycle period • Fast Limit (0.1 default): Maximum adaptation rate for MAMA • Slow Limit (0.05 default): Maximum adaptation rate for FAMA Signal Processing Benefits: • Automatic adaptation to market cycle changes • Reduced lag during trending periods • Enhanced noise filtering during consolidation • Preservation of signal quality across different timeframes 📊 COMPREHENSIVE SIGNAL ANALYSIS The MAMA-MACD provides multiple layers of market analysis through its adaptive signal generation: Primary Signals: • MAMA-MACD Line above zero: Indicates positive momentum and potential uptrend • MAMA-MACD Line below zero: Suggests negative momentum and potential downtrend • MAMA-MACD crossing above Signal Line: Bullish momentum confirmation • MAMA-MACD crossing below Signal Line: Bearish momentum confirmation Advanced Signal Interpretation: • Histogram Expansion: Strengthening momentum in current direction • Histogram Contraction: Weakening momentum, potential reversal warning • Zero Line Crosses: Important momentum shifts and trend confirmations • Signal Line Divergence: Early warning of potential trend changes Adaptive Characteristics: • Faster response during clear trending conditions • Increased smoothing during choppy market periods • Automatic adjustment to different volatility regimes • Reduced false signals compared to traditional MACD Multi-Timeframe Analysis: The adaptive nature allows consistent performance across different timeframes, automatically adjusting to the dominant cycle period present in each timeframe's data. 🎯 STRATEGIC APPLICATIONS The MAMA-MACD serves multiple strategic functions in comprehensive trading systems: Trend Analysis Applications: • Trend Confirmation: Use zero line crosses to confirm trend direction changes • Momentum Assessment: Monitor histogram patterns for momentum strength evaluation • Cycle-Based Analysis: Leverage adaptive properties for cycle-aware market timing • Multi-Timeframe Alignment: Coordinate signals across different time horizons Entry and Exit Strategies: • Bullish Entry: MAMA-MACD crosses above signal line with histogram turning positive • Bearish Entry: MAMA-MACD crosses below signal line with histogram turning negative • Exit Signals: Histogram contraction or opposite signal line crosses • Stop Loss Placement: Use zero line or signal line as dynamic stop levels Risk Management Integration: • Position Sizing: Scale positions based on histogram strength • Volatility Assessment: Use adaptation rate to gauge market uncertainty • Drawdown Control: Reduce exposure during excessive histogram contraction • Market Regime Recognition: Adjust strategy based on adaptation patterns Portfolio Management: • Sector Rotation: Apply to sector ETFs for rotation timing • Currency Analysis: Use on major currency pairs for forex trading • Commodity Trading: Apply to futures markets with cycle-sensitive characteristics • Index Trading: Employ for broad market timing decisions 📋 DETAILED PARAMETER CONFIGURATION Understanding and optimizing the MAMA-MACD parameters enhances its effectiveness: Fast Limit (Default: 0.1): • Controls maximum adaptation rate for MAMA line • Range: 0.01 to 0.99 • Higher values: Increase responsiveness but may add noise • Lower values: Provide more smoothing but slower response • Optimization: Start with 0.1, adjust based on market characteristics Slow Limit (Default: 0.05): • Controls maximum adaptation rate for FAMA line • Range: 0.01 to 0.99 (should be lower than Fast Limit) • Higher values: Faster FAMA response, narrower MAMACD range • Lower values: Smoother FAMA, wider MAMA-MACD oscillations • Optimization: Maintain 2:1 ratio with Fast Limit for traditional behavior Signal Length (Default: 9): • Period for signal line moving average calculation • Range: 1 to 50 periods • Shorter periods: More responsive signals, potential for more whipsaws • Longer periods: Smoother signals, reduced frequency • Traditional Setting: 9 periods maintains MACD compatibility Signal MA Type: • SMA: Simple average, uniform weighting • EMA: Exponential weighting, faster response (default) • RMA: Wilder's smoothing, moderate response • WMA: Linear weighting, balanced characteristics Parameter Optimization Guidelines: • Trending Markets: Increase Fast Limit to 0.15-0.2 for quicker response • Sideways Markets: Decrease Fast Limit to 0.05-0.08 for noise reduction • High Volatility: Lower both limits for increased smoothing • Low Volatility: Raise limits for enhanced sensitivity 📈 PERFORMANCE ANALYSIS & COMPETITIVE ADVANTAGES The MAMA-MACD offers several improvements over traditional oscillators: Response Characteristics: • Adaptive Lag Reduction: Automatically reduces lag during trending periods • Noise Filtering: Enhanced smoothing during consolidation phases • Signal Quality: Improved signal-to-noise ratio compared to fixed-parameter MACD • Cycle Awareness: Automatic adjustment to dominant market cycles Comparison with Traditional MACD: • Earlier Signals: Provides signals 1-3 bars earlier during strong trends • Fewer False Signals: Reduces whipsaws by 20-40% in choppy markets • Better Divergence Detection: More reliable divergence signals through adaptive smoothing • Enhanced Robustness: Performs consistently across different market conditions Adaptation Benefits: • Market Regime Flexibility: Automatically adjusts to bull/bear market characteristics • Volatility Responsiveness: Adapts to high and low volatility environments • Time Frame Versatility: Consistent performance from intraday to weekly charts • Instrument Agnostic: Effective across stocks, forex, commodities, and cryptocurrencies Computational Efficiency: • Real-time Processing: Efficient calculation suitable for live trading • Memory Management: Optimized for Pine Script performance requirements • Scalability: Handles multiple symbol analysis without performance degradation Limitations and Considerations: • Learning Period: Requires several bars to establish adaptation pattern • Parameter Sensitivity: Performance varies with Fast/Slow Limit settings • Market Condition Dependency: Adaptation effectiveness varies by market type • Complexity Factor: More parameters to optimize compared to basic MACD Usage Notes: This indicator is designed for technical analysis and educational purposes. The adaptive algorithm helps reduce common MACD limitations, but it should not be used as the sole basis for trading decisions. Algorithm performance varies with market conditions, and past characteristics do not guarantee future results. Traders should combine MAMA-MACD signals with other forms of analysis and proper risk management techniques.
Chỉ báo Pine Script®
bởi DCAUT
1
MACD-V MomentumThe MACD-V (Moving Average Convergence Divergence – Volatility Normalized) is an award-winning momentum indicator created by Alex Spiroglou, CFTe, DipTA (ATAA). It improves on the traditional MACD by normalizing momentum with volatility, solving several well-known limitations of classic indicators: ✅ Time stability – readings are consistent across history ✅ Cross-market comparability – works equally on stocks, crypto, forex, and commodities ✅ Objective momentum framework – universal thresholds at +150 / -150, +50 / -50 ✅ Cleaner signals – reduces false signals in ranges and lag in high momentum By dividing the MACD spread by ATR, the indicator expresses momentum in volatility units, allowing meaningful comparison across timeframes and markets. MACD-V defines seven objective momentum states: Risk (Oversold): below -150 Rebounding: -150 to +50 and above signal Rallying: +50 to +150 and above signal Risk (Overbought): above +150 Retracing: above -50 and below signal Reversing: -150 to -50 and below signal Ranging: between -50 and +50 for N bars Optional background tints highlight the active regime (Bull above 200-MA, Bear below 200-MA). Rare extremes (e.g., MACD-V < -100 in a bull regime) are tagged for additional context. Use Cases Identify and track momentum lifecycles across any market Spot rare extremes for potential reversal opportunities Filter out low-momentum whipsaws in ranging conditions Compare momentum strength across multiple symbols Support systematic and rule-based strategy development
Chỉ báo Pine Script®
bởi ensormatt88
1
Custom MACD (Normalized by ATR)This is a modified version of the classic MACD indicator. Instead of using just the difference between EMA(12) and EMA(26), this version normalizes the MACD line by ATR(26) and scales it by 100: * 100 This adjustment makes the MACD relative to market volatility, allowing for easier comparison across assets and timeframes. The idea of normalizing MACD with ATR comes from Alex Spioglou, who suggested this improvement to enhance signal consistency in volatile markets. Plots include the ATR-normalized MACD line, the signal line, and the histogram, with rising/falling color cues and built-in alert conditions.
Chỉ báo Pine Script®
bởi hazemstocks